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Robert L. Pego

Publications and source records attributed to Robert L. Pego.

At least 19 recordsLinked to original sources

Analysis of the adhesion model and the reconstruction problem in cosmology

In cosmology, a basic explanation of the observed concentration of mass in singular structures is provided by the Zeldovich approximation, which takes the form of free-streaming flow for perturbations of a uniform Einstein-de Sitter universe in co-moving coordinates. The adhesion model suppresses multi-streaming by introducing viscosity. We study mass flow in this model by analysis of Lagrangian advection in the zero-viscosity limit. Under mild conditions, we show that a unique limiting Lagrangian semi-flow exists. Limiting particle paths stick together after collision and are characterized uniquely by a differential inclusion. The absolutely continuous part of the mass measure agrees with that of a Monge-Ampère measure arising by convexification of the free-streaming velocity potential. But the singular parts of these measures can differ when flows along singular structures merge, as shown by analysis of a 2D Riemann problem. The use of Monge-Ampère measures and optimal transport theory for the reconstruction of inverse Lagrangian maps in cosmology was introduced in work of Brenier & Frisch et al. (Month. Not. Roy. Ast. Soc. 346, 2003). In a neighborhood of merging singular structures in our examples, however, we show that reconstruction yielding a monotone Lagrangian map cannot be exact a.e., even off of the singularities themselves.

math.AP

On generating functions of Hausdorff moment sequences

The class of generating functions for completely monotone sequences (moments of finite positive measures on $[0,1]$) has an elegant characterization as the class of Pick functions analytic and positive on $(-\infty,1)$. We establish this and another such characterization and develop a variety of consequences. In particular, we characterize generating functions for moments of convex and concave probability distribution functions on $[0,1]$. Also we provide a simple analytic proof that for any real $p$ and $r$ with $p>0$, the Fuss-Catalan or Raney numbers $\frac{r}{pn+r}\binom{pn+r}{n}$, $n=0,1,\ldots$ are the moments of a probability distribution on some interval $[0,τ]$ {if and only if} $p\ge1$ and $p\ge r\ge 0$. The same statement holds for the binomial coefficients $\binom{pn+r-1}n$, $n=0,1,\ldots$. A corrigendum (Trans. Amer. Math.Soc., to appear) has been included as an appendix, correcting gaps in the proof of Lemma 3.

math.CA

Rigidly breaking potential flows and a countable Alexandrov theorem for polytopes

We study all the ways that a given convex body in $d$ dimensions can break into countably many pieces that move away from each other rigidly at constant velocity, with no rotation or shearing. The initial velocity field is locally constant, but may be continuous and/or fail to be integrable. For any choice of mass-velocity pairs for the pieces, such a motion can be generated by the gradient of a convex potential that is affine on each piece. We classify such potentials in terms of a countable version of a theorem of Alexandrov for convex polytopes, and prove a stability theorem. For bounded velocities, there is a bijection between the mass-velocity data and optimal transport flows (Wasserstein geodesics) that are locally incompressible. Given any rigidly breaking velocity field that is the gradient of a continuous potential, the convexity of the potential is established under any of several conditions, such as the velocity field being continuous, the potential being semi-convex, the mass measure generated by a convexified transport potential being absolutely continuous, or there being a finite number of pieces. Also we describe a number of curious and paradoxical examples having fractal structure.

math.AP

Traveling wave profiles for a semi-discrete Burgers equation

We look for traveling waves of the semi-discrete conservation law $4\dot u_j +u_{j+1}^2-u_{j-1}^2 = 0$, using variational principles related to concepts of ``hidden convexity'' appearing in recent studies of various PDE (partial differential equations). We analyze and numerically compute with two variational formulations related to dual convex optimization problems constrained by either the differential-difference equation (DDE) or nonlinear integral equation (NIE) that wave profiles should satisfy. We prove existence theorems conditional on the existence of extrema that satisfy a strict convexity criterion, and numerically exhibit a variety of localized, periodic and non-periodic wave phenomena.

math.AP

Existence of solitary waves in particle lattices with power-law forces

We prove the existence of small solitary waves for one-dimensional lattices of particles that each repel every other particle with a force that decays as a power of distance. For force exponents $α+1$ with $\frac43<α<3$, we employ fixed-point arguments to find near-sonic solitary waves having scaled velocity profiles close to non-degenerate solitary-wave profiles of fractional KdV or generalized Benjamin-Ono equations. These equations were recently found to approximately govern unidirectional long-wave motions in these lattices.

nlin.PS

Convergence and non-convergence in a nonlocal gradient flow

We study the asymptotic convergence of solutions as $t\rightarrow\infty$ of $\partial_t u=-f(u)+\int f(u)$, a nonlocal differential equation that is formally a gradient flow in a constant-mass subspace of $L^2$ arising from simplified models of phase transitions. In case the solution takes finitely many values, we provide a new proof of stabilization that uses a Łojasiewicz-type gradient inequality near a degenerate curve of equilibria. Solutions with infinitely many values in general need not converge to equilibrium, however, which we demonstrate by providing counterexamples for piecewise linear and cubic functions $f$. Curiously, the exponential rate of convergence in the finite-value case can jump from order $O(1)$ to arbitrarily small values upon perturbation of parameters.

math.CA

Global weak solutions of a Hamiltonian regularised Burgers equation

A nondispersive, conservative regularisation of the inviscid Burgers equation is proposed and studied. Inspired by a related regularisation of the shallow water system recently introduced by Clamond and Dutykh, the new regularisation provides a family of Galilean-invariant interpolants between the inviscid Burgers equation and the Hunter-Saxton equation. It admits weakly singular regularised shocks and cusped traveling-wave weak solutions. The breakdown of local smooth solutions is demonstrated, and the existence of two types of global weak solutions, conserving or dissipating an $H^1$ energy, is established. Dissipative solutions satisfy an Oleinik inequality like entropy solutions of the inviscid Burgers equation. As the regularisation scale parameter $\ell$ tends to $0$ or $\infty$, limits of dissipative solutions are shown to satisfy the inviscid Burgers or Hunter-Saxton equation respectively, forced by an unknown remaining term.

math.AP

On long waves and solitons in particle lattices with forces of infinite range

We study waves on infinite one-dimensional lattices of particles that each interact with all others through power-law forces $F \sim r^{-β}$. The inverse-cube case corresponds to Calogero-Moser systems, which are well known to be completely integrable for any finite number of particles. The formal long-wave limit for unidirectional waves in these lattices is the Korteweg-de Vries equation if $β>4$, but with $2<β<4$ it is a nonlocal dispersive PDE that reduces to the Benjamin-Ono equation for $β=3$. For the infinite Calogero-Moser lattice, we find explicit formulas that describe solitary and periodic traveling waves.

nlin.PS

Global Dynamics and Photon Loss in the Kompaneets Equation

The Kompaneets equation governs dynamics of the photon energy spectrum in certain high temperature (or low density) plasmas. We prove several results concerning the long-time convergence of solutions to Bose--Einstein equilibria and the failure of photon conservation. In particular, we show the total photon number can decrease with time via an outflux of photons at the zero-energy boundary. The ensuing accumulation of photons at zero energy is analogous to Bose--Einstein condensation. We provide two conditions that guarantee that photon loss occurs, and show that once loss is initiated then it persists forever. We prove that as $t\to \infty$, solutions necessarily converge to equilibrium and we characterize the limit in terms of the total photon loss. Additionally, we provide a few results concerning the behavior of the solution near the zero-energy boundary, an Oleinik inequality, a comparison principle, and show that the solution operator is a contraction in $L^1$. None of these results impose a boundary condition at the zero-energy boundary.

math.AP

Oscillations in a Becker-Döring model with injection and depletion

We study the Becker-Döring bubblelator, a variant of the Becker-Döring coagulation-fragmentation system that models the growth of clusters by gain or loss of monomers. Motivated by models of gas evolution oscillators from physical chemistry, we incorporate injection of monomers and depletion of large clusters. For a wide range of physical rates, the Becker-Döring system itself exhibits a dynamic phase transition as mass density increases past a critical value. We connect the Becker-Döring bubblelator to a transport equation coupled with an integrodifferential equation for excess monomer density by formal asymptotics in the near-critical regime. For suitable injection/depletion rates, we argue that time-periodic solutions appear via a Hopf bifurcation. Numerics confirm that the generation and removal of large clusters can become desynchronized, leading to temporal oscillations associated with bursts of large-cluster nucleation.

math.AP

In search of local singularities in ideal potential flows with free surface

For ideal fluid flow with zero surface tension and gravity, it remains unknown whether local singularities on the free surface can develop in well-posed initial value problems with smooth initial data. This is so despite great advances over the last 25 years in the mathematical analysis of the Euler equations for water waves. Here we expand our earlier work (Chin. Ann. Math. Ser. B 40 (2019) 925) and review the mathematical literature and some of the history concerning Dirichlet's ellipsoids and related hyperboloids associated with jet formation and "flip-through," "splash singularities," and recent constructions of singular free surfaces that however violate the Taylor sign condition for linear well-posedness. We illustrate some of these phenomena with numerical computations of 2D flow based upon a conformal mapping formulation (whose derivation is detailed and discussed in an appendix). Additional numerical evidence strongly suggests that corner singularities may form in an unstable self-similar way from specially prepared initial data.

math.AP

Exclusion and multiplicity for stable communities in Lotka-Volterra systems

For classic Lotka-Volterra systems governing many interacting species, we establish an exclusion principle that rules out the existence of linearly asymptotically stable steady states in subcommunitites of communities that admit a stable state which is internally D-stable. This type of stability is known to be ensured, e.g., by diagonal dominance or Volterra-Lyapunov stability conditions. By consequence, the number of stable steady states of this type is bounded by Sperner's lemma on anti-chains in a poset. The number of stable steady states can nevertheless be very large if there are many groups of species that strongly inhibit outsiders but have weak interactions among themselves. By examples we also show that in general it is possible for a stable community to contain a stable subcommunity consisting of a single species. Thus a recent empirical finding to the contrary, in a study of random competitive systems by Lischke and Löffler (Theo. Pop. Biol. 115 (2017) 24--34), does not hold without qualification.

q-bio.PE

Two-dimensional grain boundary networks: stochastic particle models and kinetic limits

We study kinetic theories for isotropic, two-dimensional grain boundary networks which evolve by curvature flow. The number densities $f_s(x,t)$ for $s$-sided grains, $s =1,2,\ldots$, of area $x$ at time $t$, are modeled by kinetic equations of the form $\partial_t f_s + v_s \partial_x f_s =j_s$. The velocity $v_s$ is given by the Mullins-von Neumann rule and the flux $j_s$ is determined by the topological transitions caused by the vanishing of grains and their edges. The foundations of such kinetic models are examined through simpler particle models for the evolution of grain size, as well as purely topological models for the evolution of trivalent maps. These models are used to characterize the parameter space for the flux $j_s$. Several kinetic models in the literature, as well as a new kinetic model, are simulated and compared with direct numerical simulations of mean curvature flow on a network. Existence and uniqueness of mild solutions to the kinetic equations with continuous initial data is established.

math.AP

Temporal oscillations in Becker-Doering equations with atomization

We prove that time-periodic solutions arise via Hopf bifurcation in a finite closed system of coagulation-fragmentation equations. The system we treat is a variant of the Becker-Doering equations, in which clusters grow or shrink by addition or deletion of monomers. To this is added a linear atomization reaction for clusters of maximum size. The structure of the system is motivated by models of gas evolution oscillators in physical chemistry, which exhibit temporal oscillations under certain input/output conditions.

math.DS

Anomalous diffusion in comb-shaped domains and graphs

In this paper we study the asymptotic behavior of Brownian motion in both comb-shaped planar domains, and comb-shaped graphs. We show convergence to a limiting process when both the spacing between the teeth \emph{and} the width of the teeth vanish at the same rate. The limiting process exhibits an anomalous diffusive behavior and can be described as a Brownian motion time-changed by the local time of an independent sticky Brownian motion. In the two dimensional setting the main technical step is an oscillation estimate for a Neumann problem, which we prove here using a probabilistic argument. In the one dimensional setting we provide both a direct SDE proof, and a proof using the trapped Brownian motion framework in Ben Arous \etal (Ann.\ Probab.\ '15).

math.PR

Well-posedness and derivative blow-up for a dispersionless regularized shallow water system

We study local-time well-posedness and breakdown for solutions of regularized Saint-Venant equations (regularized classical shallow water equations) recently introduced by Clamond and Dutykh. The system is linearly non-dispersive, and smooth solutions conserve an $H^1$-equivalent energy. No shock discontinuities can occur, but the system is known to admit weakly singular shock-profile solutions that dissipate energy. We identify a class of small-energy smooth solutions that develop singularities in the first derivatives in finite time.

math.AP

Self-similar spreading in a merging-splitting model of animal group size

In a recent study of certain merging-splitting models of animal-group size (Degond et al., J. Nonl. Sci. 27 (2017) 379), it was shown that an initial size distribution with infinite first moment leads to convergence to zero in weak sense, corresponding to unbounded growth of group size. In the present paper we show that for any such initial distribution with a power-law tail, the solution approaches a self-similar spreading form. A one-parameter family of such self-similar solutions exists, with densities that are completely monotone, having power-law behavior in both small and large size regimes, with different exponents.

math.AP

A Markov jump process modelling animal group size statistics

We translate a coagulation-framentation model, describing the dynamics of animal group size distributions, into a model for the population distribution and associate the \blue{nonlinear} evolution equation with a Markov jump process of a type introduced in classic work of H.~McKean. In particular this formalizes a model suggested by H.-S. Niwa [J.~Theo.~Biol.~224 (2003)] with simple coagulation and fragmentation rates. Based on the jump process, we develop a numerical scheme that allows us to approximate the equilibrium for the Niwa model, validated by comparison to analytical results by Degond et al. [J.~Nonlinear Sci.~27 (2017)], and study the population and size distributions for more complicated rates. Furthermore, the simulations are used to describe statistical properties of the underlying jump process. We additionally discuss the relation of the jump process to models expressed in stochastic differential equations and demonstrate that such a connection is justified in the case of nearest-neighbour interactions, as opposed to global interactions as in the Niwa model.

q-bio.PE