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Sander C. Hille

Publications and source records attributed to Sander C. Hille.

At least 19 recordsLinked to original sources

Law of the Iterated Logarithm for Markov Semigroups with Exponential Mixing in the Wasserstein Distance

In this paper, we establish the law of the iterated logarithm for a wide class of non-stationary, continuous-time Markov processes evolving on Polish spaces. Specifically, our result applies to certain additive functionals of processes governed by stochastically continuous Markov-Feller semigroups that exhibit exponential mixing and non-expansiveness in the Wasserstein distance, provided that a suitable moment condition involving the initial distribution is satisfied. Furthermore, we outline the application of this result to a Markov process arising as the solution of an infinite-dimensional stochastic differential equation with dissipative drift and additive noise.

math.PR

Positivity and long-term behaviour of a diffusion model with measure-valued nonlocal reaction term

The behaviour is investigated of solutions to a diffusion equation on the real line with nonlocal and singular reaction term, i.e., given by a Dirac source or sink at the origin. It gives a simplified representation of for example a control system that senses concentration at a distance, but "intervenes" at the origin. Positivity of solutions (for positive initial conditions) cannot be guaranteed for all parameter settings in the model. We determine a parameter regime and conditions on the positive initial condition in terms of monotonicity and symmetry, that do allow us to conclude the positivity of the solution for all time. In addition, we provide conditions that ensure convergence of the system to a constant steady state (pointwise), outside the region of observation. Technically, we extensively use Laplace transform arguments to achieve these results.

math.AP

Approximating a spatially-heterogeneously mass-emitting object by multiple point sources in a diffusion model

Various biological cells secrete diffusing chemical compounds into their environment for communication purposes. Secretion usually takes place over the cell membrane in a spatially heterogeneous manner. Mathematical models of these processes will be part of more elaborate models, e.g. of the movement of immune cells that react to cytokines in their environment. Here, we compare two approaches to modelling of the secretion-diffusion process of signalling compounds. The first is the so-called spatial exclusion model, in which the intracellular space is excluded from consideration and the computational space is the extracellular environment. The second consists of point source models, where the secreting cell is replaced by one or more non-spatial point sources or sinks, using -- mathematically -- Dirac delta distributions. We propose a multi-Dirac approach and provide explicit expressions for the intensities of the Dirac distributions. We show that two to three well-positioned Dirac points suffice to approximate well a temporally constant but spatially heterogeneous flux distribution of compound over the cell membrane, for a wide range of variation in flux density and diffusivity. The multi-Dirac approach is compared to a single-Dirac approach that was studied in previous work. Moreover, an explicit Green's function approach is introduced that has significant benefits in circumventing numerical instability that may occur when the Dirac sources have high intensities.

math.NA

Invariance properties of the solution operator for measure-valued semilinear transport equations

We provide conditions under which we prove for measure-valued transport equations with non-linear reaction term in the space of finite signed Radon measures, that positivity is preserved, as well as absolute continuity with respect to Lebesgue measure, if the initial condition has that property. Moreover, if the initial condition has $L^p$ regular density, then the solution has the same property.

math.AP

Using multiple Dirac delta points to describe inhomogeneous flux density over a cell boundary in a single-cell diffusion model

Biological cells can release compounds into their direct environment, generally inhomogeneously over their cell membrane, after which the compounds spread by diffusion. In mathematical modelling and simulation of a collective of such cells, it is theoretically and numerically advantageous to replace spatial extended cells with point sources, in particular when cell numbers are large, but still so small that a continuum density description cannot be justified, or when cells are moving. We show that inhomogeneous flux density over the cell boundary may be realized in a point source approach, thus maintaining computational efficiency, by utilizing multiple, clustered point sources (and sinks). In this report, we limit ourselves to a sinusoidal function as flux density in the spatial exclusion model, and we show how to determine the amplitudes of the Dirac delta points in the point source model, such that the deviation between the point source model and the spatial exclusion model is small.

math.NA

Approximation of a compound-exchanging cell by a Dirac point

Communication between single cells or higher organisms by means of diffusive compounds is an important phenomenon in biological systems. Modelling therefore often occurs, most straightforwardly by a diffusion equation with suitable flux boundary conditions at the cell boundaries. Such a model will become computationally inefficient and analytically complex when there are many cells, even more so when they are moving. We propose to consider instead a point source model. Each cell is virtually reduced to a point and appears in the diffusion equation for the compound on the full spatial domain as a singular reaction term in the form of a Dirac delta `function' (measure) located at the cell's centre. In this model, it has an amplitude that is a non-local function of the concentration of compound on the (now virtual) cell boundary. We prove the well-posedness of this particular parabolic problem with non-local and singular reaction term in suitable Sobolev spaces. We show for a square bounded domain and for the plane that the solution cannot be $H^1$-smooth at the Dirac point. Further, we show a preliminary numerical comparison between the solutions to the two models that suggests that the two models are highly comparable to each other.

math.AP

Norming and dense sets of extreme points of the unit ball in spaces of bounded Lipschitz functions

On spaces of finite signed Borel measures on a metric space one has introduced the Fortet-Mourier and Dudley norms, by embedding the measures into the dual space of the Banach space of bounded Lipschitz functions, equipped with different -- but equivalent -- norms: the FM-norm and the BL-nor, respectively. The norm of such a measure is then obtained by maximising the value of the measure when applied by integration to extremal functions of the unit ball. We introduce suitable subsets of extremal functions in both cases, essentially by a construction by means of McShane's Lipschitz extension operator for Lipschitz functions on finite metric spaces, that are shown to be norming. As a consequence, we obtain that these sets are weak-star dense in the full set of extreme points of the unit ball. If the underlying metric space is connected, then we have found a larger set of extremal functions for the BL-norm, similar to such a set that was defined previously by J. Johnson for the FM-norm when the underlying space was compact. This set is then also weak-star dense in the extremal functions. This may open an avenue to obtaining computational approaches for the Dudley norm on signed Borel measures.

math.FA

Quality of approximating a mass-emitting object by a point source in a diffusion model

For the sake of computational efficiency and for theoretical purposes, in mathematical modelling, the Dirac Delta distributions are often utilized as a replacement for cells or vesicles, since the size of cells or vesicles is much smaller than the size of the surrounding tissues. Here, we consider the scenario that the cell or the vesicle releases the diffusive compounds to the immediate environment, which is modelled by the diffusion equation. Typically, one separates the intracellular and extracellular environment and uses homogeneous Neumann boundary condition for the cell boundary (so-called spatial exclusion approach), while the point source approach neglects the intracellular environment. We show that extra conditions are needed such that the solutions to the two approaches are consistent. We prove a necessary and sufficient condition for the consistency. Suggested by the numerical results, we conclude that an initial condition in the form of Gaussian kernel in the point source approach compensates for a time-delay discrepancy between the solutions to the two approaches in the numerical solutions. Various approaches determining optimal amplitude and variance of the Gaussian kernel have been discussed.

math.NA

Explicit expressions and computational methods for the Fortet-Mourier distance to finite weighted sums of Dirac measures

Explicit expressions and computational approaches are given for the Fortet-Mourier distance between a positively weighted sum of Dirac measures on a metric space and a positive finite Borel measure. Explicit expressions are given for the distance to a single Dirac measure. For the case of a sum of several Dirac measures one needs to resort to a computational approach. In particular, two algorithms are given to compute the Fortet-Mourier norm of a molecular measure, i.e. a finite weighted sum of Dirac measures. It is discussed how one of these can be modified to allow computation of the dual bounded Lipschitz (or Dudley) norm of such measures.

math.FA

Existence and differentiability in parameter of the measure solution to a perturbed non-linear transport equation

We consider a perturbation in the non-linear transport equation on measures i.e. both initial condition $μ_0$ and the solution $μ_t^h$ are bounded Radon measures $\mathcal{M}(\mathbb{R}^d)$. The perturbations occur in the velocity field and also in the right-hand side scalar function. It is shown that the solution is differentiable with respect to the perturbation parameter $h$ i.e. that derivative is an element of a proper Banach space. This result extends our previous result which considered the linear transport equation. The proof exploits approximation of the non-linear problem which is based on the study of the linear equation.

math.AP

The law of the iterated logarithm for a piecewise deterministic Markov process assured by the properties of the Markov chain given by its post-jump locations

In the paper we consider some piecewise deterministic Markov process whose continuous component evolves according to semiflows, which are switched at the jump times of a Poisson process. The associated Markov chain describes the states of this process directly after the jumps. Certain ergodic properties of these two objects have already been investigated in our recent papers. We now aim to establish the law of the iterated logarithm for the aforementioned continuous-time process. Moreover, we intend to do this using the already proven properties of the discrete-time system. The abstract model under consideration has interesting interpretations in real-life sciences, such as biology. Among others, it can be used to describe the stochastic dynamics of gene expression.

math.PR

Continuous dependence of an invariant measure on the jump rate of a piecewise-deterministic Markov process

We investigate a piecewise-deterministic Markov process, evolving on a Polish metric space, whose deterministic behaviour between random jumps is governed by some semi-flow, and any state right after the jump is attained by a randomly selected continuous transformation. It is assumed that the jumps appear at random moments, which coincide with the jump times of a Poisson process with intensity $λ$. The model of this type, although in a more general version, was examined in our previous papers, where we have shown, among others, that the Markov process under consideration possesses a unique invariant probability measure, say $ν_λ^*$. The aim of this paper is to prove that the map $λ\mapstoν_λ^*$ is continuous (in the topology of weak convergence of probability measures). The studied dynamical system is inspired by certain stochastic models for cell division and gene expression.

math.PR

Differentiability in perturbation parameter of measure solutions to perturbed transport equation

We consider a linear perturbation in the velocity field of the transport equation. We investigate solutions in the space of bounded Radon measures and show that they are differentiable with respect to the perturbation parameter in a proper Banach space, which is predual to the Hölder space $\mathcal{C}^{1+α}(\mathbb{R}^d)$. This result on differentiability is necessary for application in optimal control theory, which we also discuss.

math.AP

On a Schur-like property for spaces of measures

A Banach space has the Schur property when every weakly convergent sequence converges in norm. We prove a Schur-like property for measures: if a sequence of finite signed Borel measures on a Polish space is such that it is bounded in total variation norm and such that for each bounded Lipschitz function the sequence of integrals of this function with respect to these measures converges, then the sequence converges in dual bounded Lipschitz norm or Fortet-Mourier norm to a measure. Moreover, we prove three consequences of this result: the first is equivalence of concepts of equicontinuity in the theory of Markov operators, the second is the derivation of weak sequential completeness of the space of signed Borel measures on Polish spaces from our main result and the third concerns conditions for the coincidence of weak and norm topologies on sets of measures that are bounded in total variation norm with additional properties.

math.FA

Lie-Trotter product formula for locally equicontinuous and tight Markov semigroup

In this paper we prove a Lie-Trotter product formula for Markov semigroups in spaces of measures. We relate our results to "classical" results for strongly continuous linear semigroups on Banach spaces or Lipschitz semigroups in metric spaces and show that our approach is an extension of existing results. As Markov semigroups on measures are usually neither strongly continuous nor bounded linear operators for the relevant norms, we prove the convergence of the Lie-Trotter product formula assuming that the semigroups are locally equicontinuous and tight. A crucial tool we use in the proof is a Schur-like property for spaces of measures.

math.FA