Showing papers by "Christian Kuehn published in 2016"

Moment Closure—A Brief Review

Abstract: Moment closure methods appear in myriad scientific disciplines in the modelling of complex systems. The goal is to achieve a closed form of a large, usually even infinite, set of coupled differential (or difference) equations. Each equation describes the evolution of one “moment”, a suitable coarse-grained quantity computable from the full state space. If the system is too large for analytical and/or numerical methods, then one aims to reduce it by finding a moment closure relation expressing “higher-order moments” in terms of “lower-order moments”. In this brief review, we focus on highlighting how moment closure methods occur in different contexts. We also conjecture via a geometric explanation why it has been difficult to rigorously justify many moment closure approximations although they work very well in practice.

A dynamical systems approach for the contact-line singularity in thin-film flows

Abstract: We are interested in a complete characterization of the contact-line singularity of thin-film flows for zero and nonzero contact angles. By treating the model problem of source-type self-similar solutions, we demonstrate that this singularity can be understood by the study of invariant manifolds of a suitable dynamical system. In particular, we prove regularity results for singular expansions near the contact line for a wide class of mobility exponents and for zero and nonzero dynamic contact angles. Key points are the reduction to center manifolds and identifying resonance conditions at equilibrium points. The results are extended to radially-symmetric source-type solutions in higher dimensions. Furthermore, we give dynamical systems proofs for the existence and uniqueness of self-similar droplet solutions in the nonzero dynamic contact-angle case.

Regularity structures and renormalisation of FitzHugh-Nagumo SPDEs in three space dimensions

Abstract: We prove local existence of solutions for a class of suitably renormalised coupled SPDE–ODE systems driven by space-time white noise, where the space dimension is equal to 2 or 3. This class includes in particular the FitzHugh–Nagumo system describing the evolution of action potentials of a large population of neurons, as well as models with multidimensional gating variables. The proof relies on the theory of regularity structures recently developed by M. Hairer, which is extended to include situations with semigroups that are not regularising in space. We also provide explicit expressions for the renormalisation constants, for a large class of cubic nonlinearities.

A remark on geometric desingularization of a non-hyperbolic point using hyperbolic space

Abstract: A steady state (or equilibrium point) of a dynamical system is hyperbolic if the Jacobian at the steady state has no eigenvalues with zero real parts. In this case, the linearized system does qualitatively capture the dynamics in a small neighborhood of the hyperbolic steady state. However, one is often forced to consider non-hyperbolic steady states, for example in the context of bifurcation theory. A geometric technique to desingularize non-hyperbolic points is the blow-up method. The classical case of the method is motivated by desingularization techniques arising in algebraic geometry. The idea is to blow up the steady state to a sphere or a cylinder. In the blown-up space, one is then often able to gain additional hyperbolicity at steady states. The method has also turned out to be a key tool to desingularize multiple time scale dynamical systems with singularities. In this paper, we discuss an explicit example of the blow-up method where we replace the sphere in the blow-up by hyperbolic space. It is shown that the calculations work in the hyperbolic space case as for the spherical case. This approach may be even slightly more convenient if one wants to work with directional charts. Hence, it is demonstrated that the sphere should be viewed as an auxiliary object in the blow-up construction. Other smooth manifolds are also natural candidates to be inserted at steady states. Furthermore, we conjecture several problems where replacing the sphere could be particularly useful, i.e., in the context of singularities of geometric flows, for avoiding compactification, and generating 'interior' steady states.

Heterogeneous population dynamics and scaling laws near epidemic outbreaks

Abstract: In this paper, we focus on the influence of heterogeneity and stochasticity of the population on the dynamical structure of a basic susceptible-infected-susceptible (SIS) model. First we prove that, upon a suitable mathematical reformulation of the basic reproduction number, the homogeneous system and the heterogeneous system exhibit a completely analogous global behaviour. Then we consider noise terms to incorporate the fluctuation effects and the random import of the disease into the population and analyse the influence of heterogeneity on warning signs for critical transitions (or tipping points). This theory shows that one may be able to anticipate whether a bifurcation point is close before it happens. We use numerical simulations of a stochastic fast-slow heterogeneous population SIS model and show various aspects of heterogeneity have crucial influences on the scaling laws that are used as early-warning signs for the homogeneous system. Thus, although the basic structural qualitative dynamical properties are the same for both systems, the quantitative features for epidemic prediction are expected to change and care has to be taken to interpret potential warning signs for disease outbreaks correctly.

Tracking Particles in Flows near Invariant Manifolds via Balance Functions

Abstract: Particles moving inside a fluid near, and interacting with, invariant manifolds is a common phenomenon in a wide variety of applications. One elementary question is whether we can determine once a particle has entered a neighbourhood of an invariant manifold, when it leaves again. Here we approach this problem mathematically by introducing balance functions, which relate the entry and exit points of a particle by an integral variational formula. We define, study, and compare different natural choices for balance functions and conclude that an efficient compromise is to employ normal infinitesimal Lyapunov exponents. We apply our results to two different model flows: a regularized solid-body rotational flow and the asymmetric Kuhlmann--Muldoon model developed in the context of liquid bridges. Furthermore, we employ full numerical simulations of the Navier-Stokes equations of a two-way coupled particle in a shear--stress-driven cavity to test balance functions for a particle moving near an invariant wall. In conclusion, our theoretically-developed framework seems to be applicable to models as well as data to understand particle motion near invariant manifolds.

A numerical framework to understand transitions in high-dimensional stochastic dynamical systems

Abstract: Dynamical systems methodology is a mature complementary approach to forward simulation which can be used to investigate many aspects of climate dynamics. With this paper, a review is given on the methods to analyse deterministic and stochastic climate models and show that these are not restricted to low-dimensional toy models, but that they can be applied to models formulated by stochastic partial differential equations. We sketch the numerical implementation of these methods and illustrate these by showing results for two canonical problems in climate dynamics.

Combined Error Estimates for Local Fluctuations of SPDEs

Abstract: In this work, we study the numerical approximation of local fluctuations of certain classes of parabolic stochastic partial differential equations (SPDEs). Our focus is on effects for small spatially-correlated noise on a time scale before large deviation effects have occurred. In particular, we are interested in the local directions of the noise described by a covariance operator. We introduce a new strategy and prove a Combined ERror EStimate (CERES) for the five main errors: the spatial discretization error, the local linearization error, the noise truncation error, the local relaxation error to steady state, and the approximation error via an iterative low-rank matrix algorithm. In summary, we obtain one CERES describing, apart from modelling of the original equations and standard round-off, all sources of error for a local fluctuation analysis of an SPDE in one estimate. To prove our results, we rely on a combination of methods from optimal Galerkin approximation of SPDEs, covariance moment estimates, analytical techniques for Lyapunov equations, iterative numerical schemes for low-rank solution of Lyapunov equations, and working with related spectral norms for different classes of operators.