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Pierre Degond

Publications and source records attributed to Pierre Degond.

At least 19 recordsLinked to original sources

A Spectral-Based Method for Network-Formation PDEs

We propose and study a simple and scalable Fourier-based spectral method for a continuum model of network formation under periodic boundary conditions. The model provides the evolution of the pressure $p$ and the conductivity $m$ over time. The evolution of $p$ is given by an anisotropic Poisson equation, while the equation for $m$ contains three terms corresponding to a diffusion and an activation term of the network -- that depends on the gradient of the pressure -- as well as a relaxation term that acts as a decaying term. This system arises as a formal $L^2$-gradient flow of a non-convex energy functional. Our algorithm combines two ingredients: (i) a splitting method for the equation for $m$, where the activation and relaxation parts are solved analytically, and the diffusion part is solved via Fast Fourier Transform (FFT), and (ii) an FFT combined with the Conjugate Gradient (CG) method applied to the equation for the pressure. This makes the scheme easy to implement compared to implicit schemes and naturally extensible to three dimensions on uniform periodic grids. To showcase the method, we recover the previously documented influence of the activation strength $c$, the diffusion coefficient $D$, and the metabolic exponent $\gamma$ on the morphology of emergent networks, and report grid convergence results.

math.NA

Swarming by curvature control in arbitrary dimension

We consider an interacting particle system proposed in the literature to model fish behavior. In this model, the agents move at constant speed and control the curvature of their trajectory (i.e. the time-derivative of their velocity) so as to align their velocity with that of their neighbors, up to some noise. We provide a novel $n$-dimensional formulation of this model for any $n \geq 3$ and derive its mean-field kinetic formulation using bundle geometry concepts. The target of the paper is the derivation of a fluid model in the hydrodynamic limit. We show that this fluid model is the "self-organized hydrodynamic" (SOH) model already found in earlier work pertaining to the Vicsek model. The derivation is based on the introduction of appropriate "generalized collision invariants" (GCI). The action of the $n$-dimensional orthogonal group is used to reduce the expression of the GCI to a set of two functions satisfying a system of equations which is solved by means of a variational formulation. This leads to explicit formulas for the coefficients of the SOH model in terms of those of the original interacting particle system.

math.AP

A Particle method for stationary transport equations

We present and study a Particle method for the stationary solutions of a class of transport equations. This method is inspired by non-stationary Particle methods, the time variable being replaced by one spatial variable. Particles trajectories are computed using the ``time-dependent'' equations, and then the approximation is based on a quadrature method using the particle locations as quadrature points. We prove the convergence of the scheme under suitable regularity assumptions on the data and the solution, together with a ``characteristic completeness'' assumption (the characteristic curves fullfill the whole computational domain). We also provide an error estimate. The scheme is tested numerically on a two dimensional linear equation and we present a numerical study of convergence. Finally, we use this method to carry out numerical simulations of a landscape evolution model, where an erodible topography evolves under the effects of water erosion and sedimentation. The scheme is then useful to deal with wet/dry areas.

math.NA

The Evolution of Pointwise Statistics in Hyperbolic Equations with Random Data

We consider one-dimensional hyperbolic PDEs, linear and nonlinear, with random initial data. Our focus is the {\em pointwise statistics,} i.e., the probability measure of the solution at any fixed point in space and time. For linear hyperbolic equations, the probability density function (PDF) of these statistics satisfies the same linear PDE. For nonlinear hyperbolic PDEs, we derive a linear transport equation for the cumulative distribution function (CDF) and a nonlocal linear PDE for the PDF. Both results are valid only as long as no shocks have formed, a limitation which is inherent to the problem, as demonstrated by a counterexample. For systems of linear hyperbolic equations, we introduce the multi-point statistics and derive their evolution equations. In all of the settings we consider, the resulting PDEs for the statistics are of practical significance: they enable efficient evaluation of the random dynamics, without requiring an ensemble of solutions of the underlying PDE, and their cost is not affected by the dimension of the random parameter space. Additionally, the evolution equations for the statistics lead to a priori statistical error bounds for Monte Carlo methods (in particular, Kernel Density Estimators) when applied to hyperbolic PDEs with random data.

math.AP

Binary particle collisions with mass exchange

We investigate a kinetic model for interacting particles whose masses are integer multiples of an elementary mass. These particles undergo binary collisions which preserve momentum and energy but during which some number of elementary masses can be exchanged between the particles. We derive a Boltzmann collision operator for such collisions and study its conservation properties. Under some adequate assumptions on the collision rates, we show that it satisfies a H-theorem and exhibit its equilibria. We formally derive the system of fluid equations that arises from the hydrodynamic limit of this Boltzmann equation. We compute the viscous corrections to the leading order hydrodynamic equations on a simplified collision operator of BGK type. We show that this diffusive system can be put in the formalism of nonequilibrium thermodynamics. In particular, it satisfies Onsager's reciprocity relation and entropy decay.

math-ph

Pedestrian models with congestion effects

We study the validity of the dissipative Aw-Rascle system as a macroscopic model for pedestrian dynamics. The model uses a congestion term (a singular diffusion term) to enforce capacity constraints in the crowd density while inducing a steering behaviour. Furthermore, we introduce a semi-implicit, structure-preserving, and asymptotic-preserving numerical scheme which can handle the numerical solution of the model efficiently. We perform the first numerical simulations of the dissipative Aw-Rascle system in one and two dimensions. We demonstrate the efficiency of the scheme in solving an array of numerical experiments, and we validate the model, ultimately showing that it correctly captures the fundamental diagram of pedestrian flow.

physics.soc-ph

Well-posedness and stability analysis of a landscape evolution model

In this paper, we consider a system of partial differential equations modeling the evolution of a landscape. A ground surface is eroded by the flow of water over it, either by sedimentation or dilution. The system is composed by three evolution equations on the elevation of the ground surface, the fluid height and the concentration of sediment in the fluid layer. We first consider the well-posedness of the system and show that it is well posed for short time and under the assumption that the initial fluid height does not vanish. Then, we focus on pattern formation in the case of a film flow over an inclined erodible plane. For that purpose, we carry out a spectral stability analysis of constant state solutions in order to determine instability conditions and identify a mechanism for pattern formations. These patterns, which are rills and gullies, are the starting point of the formation of rivers and valleys in landscapes. Finally, we make some numerical simulations of the full system in order to validate the spectral instability scenario, and determine the resulting patterns.

math.AP

Studying ballistic aggregation phenomena through efficient Time Stepping approaches

This paper deals with the problem of simulating dense dispersed systems composed by large numbers of particles undergoing ballistic aggregation. The most classical approaches for dealing with such problems are represented by the so-called event-driven methods. Despite being more accurate, these methods become computationally very expensive as the number of particles increases. Typically, their computational cost is proportional to the square of the number of particles and thus they become extremely demanding as soon as this number becomes sufficiently large. An alternative approach, called time-stepping, consists in evolving the problem over small time-intervals and to handle all collisions occurring during each time interval simultaneously. In this work, we follow this second direction and we introduce a new time stepping method which recasts the problem of the multiple collisions in a minimization framework. The objective of this work is twofold, first to show that the statistical description of the resulting aggregates obtained with this new time stepping method is sufficiently close to that of the event driven methods. The second goal consists in showing that the computational performance considerably improve when the number of particles becomes sufficiently large. Numerical results obtained in the case of spherical particles moving in a two dimensional box show that these two properties are indeed satisfied by this new method.

physics.comp-ph

Macroscopic limit of a Fokker-Planck model of swarming rigid bodies

We consider self-propelled rigid-bodies interacting through local body-attitude alignment modelled by stochastic differential equations. We derive a hydrodynamic model of this system at large spatio-temporal scales and particle numbers in any dimension $n \geq 3$. This goal was already achieved in dimension $n=3$, or in any dimension $n \geq 3$ for a different system involving jump processes. However, the present work corresponds to huge conceptual and technical gaps compared with earlier ones. The key difficulty is to determine an auxiliary but essential object, the generalized collision invariant. We achieve this aim by using the geometrical structure of the rotation group, namely, its maximal torus, Cartan subalgebra and Weyl group as well as other concepts of representation theory and Weyl's integration formula. The resulting hydrodynamic model appears as a hyperbolic system whose coefficients depend on the generalized collision invariant.

math-ph

Topological travelling waves of a macroscopic swarmalator model in confined geometries

We investigate a new class of topological travelling-wave solutions for a macroscopipc swarmalator model involving force non-reciprocity. Swarmalators are systems of self-propelled particles endowed with a phase variable. The particles are subject to coupled swarming and synchronization. In previous work, the swarmalator under study was introduced, the macroscopic model was derived and doubly periodic travelling-wave solutions were exhibited. Here, we focus on the macroscopic model and investigate new classes of two-dimensional travelling-wave solutions. These solutions are confined in a strip or in an annulus. In the case of the strip, they are periodic along the strip direction. They have non-trivial topology as their phase increases by a multiple of $2 π$ from one period (in the case of the strip) or one revolution (in the case of the annulus) to the next. Existence and qualitative behavior of these solutions are investigated.

math-ph

Fiber crosslinking drives the emergence of order in a 3D dynamical network model

The Extra-Cellular-Matrix (ECM) is a complex interconnected 3D network that provides structural support for the cells and tissues and defines organ architecture key for their healthy functioning. However, the intimate mechanisms by which ECM acquire their 3D architecture are still largely unknown. In this paper, we address this question by means of a 3D individual based model of interacting fibers able to spontaneously crosslink or unlink to each other and align at the crosslinks. We show that such systems are able to spontaneously generate different types of architectures. We provide a thorough analysis of the emerging structures by an exhaustive parametric analysis and the use of appropriate visualization tools and quantifiers in 3D. The most striking result is that the emergence of ordered structures can be fully explained by a single emerging variable : the proportion of crosslinks in the network. This simple variable becomes an important putative target to control and predict the structuring of biological tissues, to suggest possible new therapeutic strategies to restore tissue functions after disruption, and to help in the development of collagen-based scaffolds for tissue engineering. Moreover, the model reveals that the emergence of architecture is a spatially homogeneous process following a unique evolutionary path, and highlights the essential role of dynamical crosslinking in tissue structuring.

physics.bio-ph

A mathematical framework for modelling order book dynamics

We present a general framework for modelling the dynamics of limit order books, built on the combination of two modelling ingredients: the order flow, modelled as a general spatial point process, and market clearing, modelled via a deterministic mass transport operator acting on distributions of buy and sell orders. At the mathematical level, this corresponds to a natural decomposition of the infinitesimal generator describing the evolution of the limit order book into two operators: the generator of the order flow and the clearing operator. Our model provides a flexible framework for modelling and simulating order book dynamics and studying various scaling limits of discrete order book models. We show that our framework includes previous models as special cases and yields insights into the interplay between order flow and price dynamics.

q-fin.MF

Radial Laplacian on rotation groups

The Laplacian on the rotation group is invariant by conjugation. Hence, it maps class functions to class functions. A maximal torus consists of block diagonal matrices whose blocks are planar rotations. Class functions are determined by their values of this maximal torus. Hence, the Laplacian induces a second order operator on the maximal torus called the radial Laplacian. In this paper, we derive the expression of the radial Laplacian. Then, we use it to find the eigenvalues of the Laplacian, using that characters are class functions whose expressions are given by the Weyl character formula. Although this material is familiar to Lie-group experts, we gather it here in a synthetic and accessible way which may be useful to non experts who need to work with these concepts.

math.AP

Propagation of chaos for topological interactions by a coupling technique

We consider a system of particles which interact through a jump process. The jump intensities are functions of the proximity rank of the particles, a type of interaction referred to as topological in the literature. Such interactions have been shown relevant for the modelling of bird flocks. We show that, in the large number of particles limit and under minimal smoothness assumptions on the data, the model converges to a kinetic equation which was derived in earlier works both formally and rigorously under more stringent regularity assumptions. The proof relies on the coupling method which assigns to the particle and limiting processes a joint process posed on the cartesian product of the two configuration spaces of the former processes. By appropriate estimates in a suitable Wasserstein metric, we show that the distance between the two processes tends to zero as the number of particles tends to infinity, with an error typical of the law of large numbers.

math.PR

Hyperbolicity and non-conservativity of a hydrodynamic model of swarming rigid bodies

In this paper, we study a nonlinear system of first order partial differential equations describing the macroscopic behavior of an ensemble of interacting self-propelled rigid bodies. Such system may be relevant for the modelling of bird flocks, fish schools or fleets of drones. We show that the system is hyperbolic and can be approximated by a conservative system through relaxation. We also derive viscous corrections to the model from the hydrodynamic limit of a kinetic model. This analysis prepares the future development of numerical approximations of this system.

math.AP

How environment affects active particle swarms: a case study

We investigate the collective motion of self-propelled agents in an environment filled with obstacles that are tethered to fixed positions via springs. The active particles are able to modify the environment by moving the obstacles through repulsion forces. This creates feedback interactions between the particles and the obstacles from which a breadth of patterns emerges (trails, band, clusters, honey-comb structures,...). We will focus on a discrete model first introduced in [Aceves2020] and derived into a continuum PDE model. As a first major novelty, we perform an in-depth investigation of pattern formation of the discrete and continuum models in 2D: we provide phase-diagrams and determine the key mechanisms for bifurcations to happen using linear stability analysis. As a result, we discover that the agent-agent repulsion, the agent-obstacle repulsion and the obstacle's spring stiffness are the key forces in the appearance of patterns, while alignment forces between the particles play a secondary role. The second major novelty lies in the development of an innovative methodology to compare discrete and continuum models that we apply here to perform an in-depth analysis of the agreement between the discrete and continuum models.

math-ph

Topological states and continuum model for swarmalators without force reciprocity

Swarmalators are systems of agents which are both self-propelled particles and oscillators. Each particle is endowed with a phase which modulates its interaction force with the other particles. In return, relative positions modulate phase synchronization between interacting particles. In the present model, there is no force reciprocity: when a particle attracts another one, the latter repels the former. This results in a pursuit behavior. In this paper, we derive a hydrodynamic model of this swarmalator system and show that it has explicit doubly-periodic travelling-wave solutions in two space dimensions. These special solutions enjoy non-trivial topology quantified by the index of the phase vector along a period in either dimension. Stability of these solutions is studied by investigating the conditions for hyperbolicity of the model. Numerical solutions of both the particle and hydrodynamic models are shown. They confirm the consistency of the hydrodynamic model with the particle one for small times or large phase-noise but also reveal the emergence of intriguing patterns in the case of small phase-noise.

math-ph

Multi-species viscous models for tissue growth: incompressible limit and qualitative behaviour

We introduce two 2D mechanical models reproducing the evolution of two viscous tissues in contact. Their main property is to model the swirling cell motions while keeping the tissues segregated, as observed during vertebrate embryo elongation. Segregation is encoded differently in the two models: by passive or active segregation (based on a mechanical repulsion pressure). We compute the incompressible limits of the two models, and obtain strictly segregated solutions. The two models thus obtained are compared. A striking feature in the active segregation model is the persistence of the repulsion pressure at the limit: a ghost effect is discussed and confronted to the biological data. Thanks to a transmission problem formulation at the incompressible limit, we show a pressure jump at the tissues' boundaries.

math.AP