Searcharxiv⌕ Search

arXiv subjects

Peter Markowich

Publications and source records attributed to Peter Markowich.

At least 37 records · Page 2Linked to original sources
arXiv2018

A mesoscopic model of biological transportation networks

We introduce a mesoscopic model for natural network formation processes, acting as a bridge between the discrete and continuous network approach proposed by Hu and Cai. The models are based on a common approach where the dynamics of the conductance network is subject to pressure force effects. We first study topological properties of the discrete model and we prove that if the metabolic energy consumption term is concave with respect to the conductivities, the optimal network structure is a tree (i.e., no loops are present). We then analyze various aspects of the mesoscopic modeling approach, in particular its relation to the discrete model and its stationary solutions, including discrete network solutions. Moreover, we present an alternative formulation of the mesoscopic model that avoids the explicit presence of the pressure in the energy functional.

math.AP↗
arXiv2018

ODE and PDE based modeling of biological transportation networks

We study the global existence of solutions of a discrete (ODE based) model on a graph describing the formation of biological transportation networks, introduced by Hu and Cai. We propose an adaptation of this model so that a macroscopic (PDE based) system can be obtained as its formal continuum limit. We prove the global existence of weak solutions of the macroscopic PDE model. Finally, we present results of numerical simulations of the discrete model, illustrating the convergence to steady states, their non-uniqueness as well as their dependence on initial data and model parameters.

math.AP↗
arXiv2018

Non-Uniqueness of Weak Solutions of the Quantum-Hydrodynamic System

We investigate the non-uniqueness of weak solutions of the Quantum-Hydrodynamic system. This form of ill-posedness is related to the change of the number of connected components of the support of the position density (called nodal domains) of the weak solution throughout its time evolution. We start by considering a scenario consisting of initial and final time, showing that if there is a decrease in the number of connected components, then we have non-uniqueness. This result relies on the Brouwer invariance of domain theorem. Then we consider the case in which the results involve a time interval and a full trajectory (position-current densities). We introduce the concept of trajectory-uniqueness and its characterization.

math.AP↗
arXiv2018

An Optimal Transport Approach for the Kinetic Bohmian Equation

We study the existence theory of solutions of the kinetic Bohmian equation, a nonlinear Vlasov-type equation proposed for the phase-space formulation of Bohmian mechanics. Our main idea is to interpret the kinetic Bohmian equation as a Hamiltonian system defined on an appropriate Poisson manifold built on a Wasserstein space. We start by presenting an existence theory for stationary solutions of the kinetic Bohmian equation. Afterwards, we develop an approximative version of our Hamiltonian system in order to study its associated flow. We then prove existence of solutions of our approximative version. Finally, we present some convergence results for the approximative system, the aim being to establish that, in the limit, the approximative solution satisfies the kinetic Bohmian equation in a weak sense.

math.AP↗
arXiv2017

Well posedness and Maximum Entropy Approximation for the Dynamics of Quantitative Traits

We study the Fokker-Planck equation derived in the large system limit of the Markovian process describing the dynamics of quantitative traits. The Fokker-Planck equation is posed on a bounded domain and its transport and diffusion coefficients vanish on the domain's boundary. We first argue that, despite this degeneracy, the standard no-flux boundary condition is valid. We derive the weak formulation of the problem and prove the existence and uniqueness of its solutions by constructing the corresponding contraction semigroup on a suitable function space. Then, we prove that for the parameter regime with high enough mutation rate the problem exhibits a positive spectral gap, which implies exponential convergence to equilibrium. Next, we provide a simple derivation of the so-called Dynamic Maximum Entropy (DynMaxEnt) method for approximation of moments of the Fokker-Planck solution, which can be interpreted as a nonlinear Galerkin approximation. The limited applicability of the DynMaxEnt method inspires us to introduce its modified version that is valid for the whole range of admissible parameters. Finally, we present several numerical experiments to demonstrate the performance of both the original and modified DynMaxEnt methods. We observe that in the parameter regimes where both methods are valid, the modified one exhibits slightly better approximation properties compared to the original one.

math.AP↗
arXiv2016

Decay to equilibrium for energy-reaction-diffusion systems

We derive thermodynamically consistent models of reaction-diffusion equations coupled to a heat equation. While the total energy is conserved, the total entropy serves as a driving functional such that the full coupled system is a gradient flow. The novelty of the approach is the Onsager structure, which is the dual form of a gradient system, and the formulation in terms of the densities and the internal energy. In these variables it is possible to assume that the entropy density is strictly concave such that there is a unique maximizer (thermodynamical equilibrium) given linear constraints on the total energy and suitable density constraints. We consider two particular systems of this type, namely, a diffusion-reaction bipolar energy transport system, and a drift-diffusion-reaction energy transport system with confining potential. We prove corresponding entropy-entropy production inequalities with explicitely calculable constants and establish the convergence to thermodynamical equilibrium, at first in entropy and further in $L^1$ using Cziszar-Kullback-Pinsker type inequalities.

math.AP↗
arXiv2015

Notes on a PDE System for Biological Network Formation

We present new analytical and numerical results for the elliptic-parabolic system of partial differential equations proposed by Hu and Cai, which models the formation of biological transport networks. The model describes the pressure field using a Darcy's type equation and the dynamics of the conductance network under pressure force effects. Randomness in the material structure is represented by a linear diffusion term and conductance relaxation by an algebraic decay term. The analytical part extends the results of Haskovec, Markowich and Perthame regarding the existence of weak and mild solutions to the whole range of meaningful relaxation exponents. Moreover, we prove finite time extinction or break-down of solutions in the spatially onedimensional setting for certain ranges of the relaxation exponent. We also construct stationary solutions for the case of vanishing diffusion and critical value of the relaxation exponent, using a variational formulation and a penalty method. The analytical part is complemented by extensive numerical simulations. We propose a discretization based on mixed finite elements and study the qualitative properties of network structures for various parameters values. Furthermore, we indicate numerically that some analytical results proved for the spatially one-dimensional setting are likely to be valid also in several space dimensions.

math.AP↗
arXiv2014

On the Classical Limit of the Schrödinger Equation

This paper provides an elementary proof of the classical limit of the Schrödinger equation with WKB type initial data and over arbitrary long finite time intervals. We use only the stationary phase method and the Laptev-Sigal simple and elegant construction of a parametrix for Schrödinger type equations [A. Laptev, I. Sigal, Review of Math. Phys. 12 (2000), 749-766]. We also explain in detail how the phase shifts across caustics obtained when using the Laptev-Sigal parametrix are related to the Maslov index.

math.AP↗
arXiv2014

Mathematical Analysis of a System for Biological Network Formation

Motivated by recent physics papers describing rules for natural network formation, we study an elliptic-parabolic system of partial differential equations proposed by Hu and Cai. The model describes the pressure field thanks to Darcy's type equation and the dynamics of the conductance network under pressure force effects with a diffusion rate $D$ representing randomness in the material structure. We prove the existence of global weak solutions and of local mild solutions and study their long term behaviour. It turns out that, by energy dissipation, steady states play a central role to understand the pattern capacity of the system. We show that for a large diffusion coefficient $D$, the zero steady state is stable. Patterns occur for small values of $D$ because the zero steady state is Turing unstable in this range; for $D=0$ we can exhibit a large class of dynamically stable (in the linearized sense) steady states.

math.AP↗
arXiv2013

On the Gross-Pitaevskii equation with pumping and decay: stationary states and their stability

We investigate the behavior of solutions of the complex Gross-Pitaevskii equation, a model that describes the dynamics of pumped decaying Bose-Einstein condensates. The stationary radially symmetric solutions of the equation are studied and their linear stability with respect to two-dimensional perturbations is analyzed. Using numerical continuation, we calculate not only the ground state of the system, but also a number of excited states. Accurate numerical integration is employed to study the general nonlinear evolution of the system from the unstable stationary solutions to the formation of stable vortex patterns.

math.NA↗
arXiv2013

Stationary solutions of Keller-Segel type crowd motion and herding models: multiplicity and dynamical stability

In this paper we study two models for crowd motion and herding. Each of the models is of Keller-Segel type and involves two parabolic equations, one for the evolution of the density and one for the evolution of a mean field potential. We classify all radial stationary solutions, prove multiplicity results and establish some qualitative properties of these solutions, which are characterized as critical points of an energy functional. A notion of variational stability is associated to such solutions. The dynamical stability in a neighborhood of a stationary solution is also studied in terms of the spectral properties of the linearized evolution operator. For one of the two models, we exhibit a Lyapunov functional which allows to make the link between the two notions of stability. Even in that case, for certain values of the mass parameter and all other parameters taken in an appropriate range, we find that two dynamically stable stationary solutions exist. We further discuss qualitative properties of the solutions using theoretical methods and numerical computations.

math.AP↗
arXiv2013

Hamiltonian Evolution of Monokinetic Measures with Rough Momentum Profile

Consider in the phase space of classical mechanics a Radon measure that is a probability density carried by the graph of a Lipschitz continuous (or even less regular) vector field. We study the structure of the push-forward of such a measure by a Hamiltonian flow. In particular, we provide an estimate on the number of folds in the support of the transported measure that is the image of the initial graph by the flow. We also study in detail the type of singularities in the projection of the transported measure in configuration space (averaging out the momentum variable). We study the conditions under which this projected measure can have atoms, and give an example in which the projected measure is singular with respect to the Lebesgue measure and diffuse. We discuss applications of our results to the classical limit of the Schrödinger equation. Finally we present various examples and counterexamples showing that our results are sharp.

math.AP↗
arXiv2013

Mean field games with nonlinear mobilities in pedestrian dynamics

In this paper we present an optimal control approach modeling fast exit scenarios in pedestrian crowds. In particular we consider the case of a large human crowd trying to exit a room as fast as possible. The motion of every pedestrian is determined by minimizing a cost functional, which depends on his/her position, velocity, exit time and the overall density of people. This microscopic setup leads in the mean-field limit to a parabolic optimal control problem. We discuss the modeling of the macroscopic optimal control approach and show how the optimal conditions relate to Hughes model for pedestrian flow. Furthermore we provide results on the existence and uniqueness of minimizers and illustrate the behavior of the model with various numerical results.

math.AP↗
arXiv2013

On a Boltzmann type price formation model

In this paper we present a Boltzmann type price formation model, which is motivated by a parabolic free boundary model for the evolution of the prize presented by Lasry and Lions in 2007. We discuss the mathematical analysis of the Boltzmann type model and show that its solutions converge to solutions of the model by Lasry and Lions as the transaction rate tends to infinity. Furthermore we analyse the behaviour of the initial layer on the fast time scale and illustrate the price dynamics with various numerical experiments.

math.AP↗
arXiv2012

On the XFEL Schroedinger Equation: Highly Oscillatory Magnetic Potentials and Time Averaging

We analyse a nonlinear Schrödinger equation for the time-evolution of the wave function of an electron beam, interacting selfconsistently through a Hartree-Fock nonlinearity and through the repulsive Coulomb interaction of an atomic nucleus. The electrons are supposed to move under the action of a time dependent, rapidly periodically oscillating electromagnetic potential. This can be considered a simplified effective single particle model for an X-ray Free Electron Laser (XFEL). We prove the existence and uniqueness for the Cauchy problem and the convergence of wave-functions to corresponding solutions of a Schrödinger equation with a time-averaged Coulomb potential in the high frequency limit for the oscillations of the electromagnetic potential.

math.AP↗
arXiv2012

A Bloch decomposition based split-step pseudo spectral method for quantum dynamics with periodic potentials

We present a new numerical method for accurate computations of solutions to (linear) one dimensional Schrödinger equations with periodic potentials. This is a prominent model in solid state physics where we also allow for perturbations by non-periodic potentials describing external electric fields. Our approach is based on the classical Bloch decomposition method which allows to diagonalize the periodic part of the Hamiltonian operator. Hence, the dominant effects from dispersion and periodic lattice potential are computed together, while the non-periodic potential acts only as a perturbation. Because the split-step communicator error between the periodic and non-periodic parts is relatively small, the step size can be chosen substantially larger than for the traditional splitting of the dispersion and potential operators. Indeed it is shown by the given examples, that our method is unconditionally stable and more efficient than the traditional split-step pseudo spectral schemes. To this end a particular focus is on the semiclassical regime, where the new algorithm naturally incorporates the adiabatic splitting of slow and fast degrees of freedom.

math.NA↗
arXiv2012

A time-splitting spectral scheme for the Maxwell-Dirac system

We present a time-splitting spectral scheme for the Maxwell-Dirac system and similar time-splitting methods for the corresponding asymptotic problems in the semi-classical and the non-relativistic regimes. The scheme for the Maxwell-Dirac system conserves the Lorentz gauge condition, is unconditionally stable and highly efficient as our numerical examples show. In particular we focus in our examples on the creation of positronic modes in the semi-classical regime and on the electron-positron interaction in the non-relativistic regime. Furthermore, in the non-relativistic regime, our numerical method exhibits uniform convergence in the small parameter $\dt$, which is the ratio of the characteristic speed and the speed of light.

math.NA↗