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- ItemNon-equilibrium thermodynamical principles for chemical reactions with mass-action kinetics(Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2015) Mielke, Alexander; Patterson, Robert I.A.; Peletier, Mark A.; Renger, D.R. MichielWe study stochastic interacting particle systems that model chemical reaction networks on the microscopic scale, converging to the macroscopic Reaction Rate Equation. One abstraction level higher, we also study the ensemble of such particle systems, converging to the corresponding Liouville transport equation. For both systems, we calculate the corresponding large deviations and show that under the condition of detailed balance, the large deviations enables us to derive a non-linear relation between thermodynamic fluxes and free energy driving force.
- ItemExploring families of energy-dissipation landscapes via tilting -- Three types of EDP convergence(Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2019) Mielke, Alexander; Montefusco, Alberto; Peletier, Mark A.This paper revolves around a subtle distinction between two concepts: passing to the limit in a family of gradient systems, on one hand, and deriving effective kinetic relations on the other. The two concepts are strongly related, and in many examples they even appear to be the same. Our main contributions are to show that they are different, to show that well-known techniques developed for the former may give incorrect results for the latter, and to introduce new tools to remedy this. The approach is based on the Energy-Dissipation Principle that provides a variational formulation to gradient-flow equations that allows one to apply techniques from Γ-convergence of functional on states and functionals on trajectories.
- ItemExploring families of energy-dissipation landscapes via tilting: three types of EDP convergence(Berlin ; Heidelberg : Springer, 2021) Mielke, Alexander; Montefusco, Alberto; Peletier, Mark A.We introduce two new concepts of convergence of gradient systems (Q,Eε,Rε) to a limiting gradient system (Q,E0,R0). These new concepts are called ‘EDP convergence with tilting’ and ‘contact–EDP convergence with tilting.’ Both are based on the energy-dissipation-principle (EDP) formulation of solutions of gradient systems and can be seen as refinements of the Gamma-convergence for gradient flows first introduced by Sandier and Serfaty. The two new concepts are constructed in order to avoid the ‘unnatural’ limiting gradient structures that sometimes arise as limits in EDP convergence. EDP convergence with tilting is a strengthening of EDP convergence by requiring EDP convergence for a full family of ‘tilted’ copies of (Q,Eε,Rε). It avoids unnatural limiting gradient structures, but many interesting systems are non-convergent according to this concept. Contact–EDP convergence with tilting is a relaxation of EDP convergence with tilting and still avoids unnatural limits but applies to a broader class of sequences (Q,Eε,Rε). In this paper, we define these concepts, study their properties, and connect them with classical EDP convergence. We illustrate the different concepts on a number of test problems.
- ItemPassing to the limit in a Wasserstein gradient flow : from diffusion to reaction(Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2011) Arnrich, Steffen; Mielke, Alexander; Peletier, Mark A.; Savar´e, Giuseppe; Veneroni, MarcoWe study a singular-limit problem arising in the modelling of chemical reactions. At finite e>0, the system is described by a Fokker-Planck convection-diffusion equation with a double-well convection potential. This potential is scaled by 1/e, and in the limit eto0, the solution concentrates onto the two wells, resulting into a limiting system that is a pair of ordinary differential equations for the density at the two wells. This convergence has been proved in Peletier, Savaré, and Veneroni, em SIAM Journal on Mathematical Analysis, 42(4):1805--1825, 2010, using the linear structure of the equation. In this paper we re-prove the result by using solely the Wasserstein gradient-flow structure of the system. In particular, we make no use of the linearity, nor of the fact that it is a second-order system. The first key step in this approach is a reformulation of the equation as the minimization of an action functional that captures the propety of being a emphcurve of maximal slope in an integrated form. The second important step is a rescaling of space. Using only the Wasserstein gradient-flow structure, we prove that the sequence of rescaled solutions is pre-compact in an appropriate topology. ...
- ItemEDP-convergence for nonlinear fast-slow reaction systems with detailed balance(Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2020) Mielke, Alexander; Peletier, Mark A.; Stephan, ArturWe consider nonlinear reaction systems satisfying mass-action kinetics with slow and fast reactions. It is known that the fast-reaction-rate limit can be described by an ODE with Lagrange multipliers and a set of nonlinear constraints that ask the fast reactions to be in equilibrium. Our aim is to study the limiting gradient structure which is available if the reaction system satisfies the detailed-balance condition. The gradient structure on the set of concentration vectors is given in terms of the relative Boltzmann entropy and a cosh-type dissipation potential. We show that a limiting or effective gradient structure can be rigorously derived via EDP convergence, i.e. convergence in the sense of the Energy-Dissipation Principle for gradient flows. In general, the effective entropy will no longer be of Boltzmann type and the reactions will no longer satisfy mass-action kinetics.
- ItemOn microscopic origins of generalized gradient structures(Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2015) Liero, Matthias; Mielke, Alexander; Peletier, Mark A.; Renger, D.R. MichielClassical gradient systems have a linear relation between rates and driving forces. In generalized gradient systems we allow for arbitrary relations derived from general non-quadratic dissipation potentials. This paper describes two natural origins for these structures. A first microscopic origin of generalized gradient structures is given by the theory of large-deviation principles. While Markovian diffusion processes lead to classical gradient structures, poissonian jump processes give rise to cosh-type dissipation potentials. A second origin arises via a new form of convergence, that we call EDP-convergence. Even when starting with classical gradient systems, where the dissipation potential is a quadratic functional of the rate, we may obtain a generalized gradient system in the evolutionary Gamma-limit. As examples we treat (i) the limit of a diffusion equation having a thin layer of low diffusivity, which leads to a membrane model, and (ii) the limit of diffusion over a high barrier, which gives a reaction-diffusion system.
- ItemOn the relation between gradient flows and the large-deviation principle, with applications to Markov chains and diffusion(Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2013) Mielke, Alexander; Peletier, Mark A.; Renger, D.R. MichielMotivated by the occurence in rate functions of time-dependent large-deviation principles, we study a class of non-negative functions L that induce a flow, given by L(pt, pt) = 0. We derive necessary and sufficient conditions for the unique existence of a generalized gradient structure for the induced flow, as well as explicit formulas for the corresponding driving entropy and dissipation functional. In particular, we show how these conditions can be given a probabilistic interpretation when L is associated to the large deviations of a microscopic particle system. Finally, we illustrate the theory for independent Brownian particles with drift, which leads to the entropy-Wasserstein gradient structure, and for independent Markovian particles on a finite state space, which leads to a previously unknown gradient structure.
- ItemEDP-convergence for nonlinear fast–slow reaction systems with detailed balance*(Bristol : IOP Publ., 2021) Mielke, Alexander; Peletier, Mark A.; Stephan, ArturWe consider nonlinear reaction systems satisfying mass-action kinetics with slow and fast reactions. It is known that the fast-reaction-rate limit can be described by an ODE with Lagrange multipliers and a set of nonlinear constraints that ask the fast reactions to be in equilibrium. Our aim is to study the limiting gradient structure which is available if the reaction system satisfies the detailed-balance condition. The gradient structure on the set of concentration vectors is given in terms of the relative Boltzmann entropy and a cosh-type dissipation potential. We show that a limiting or effective gradient structure can be rigorously derived via EDP-convergence, i.e. convergence in the sense of the energy-dissipation principle for gradient flows. In general, the effective entropy will no longer be of Boltzmann type and the reactions will no longer satisfy mass-action kinetics.