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- ItemConsistency and convergence for a family of finite volume discretizations of the Fokker–Planck operator(Les Ulis : EDP Sciences, 2021) Heida, Martin; Kantner, Markus; Stephan, ArturWe introduce a family of various finite volume discretization schemes for the Fokker–Planck operator, which are characterized by different Stolarsky weight functions on the edges. This family particularly includes the well-established Scharfetter–Gummel discretization as well as the recently developed square-root approximation (SQRA) scheme. We motivate this family of discretizations both from the numerical and the modeling point of view and provide a uniform consistency and error analysis. Our main results state that the convergence order primarily depends on the quality of the mesh and in second place on the choice of the Stolarsky weights. We show that the Scharfetter–Gummel scheme has the analytically best convergence properties but also that there exists a whole branch of Stolarsky means with the same convergence quality. We show by numerical experiments that for small convection the choice of the optimal representative of the discretization family is highly non-trivial, while for large gradients the Scharfetter–Gummel scheme stands out compared to the others.
- ItemEDP-convergence for a linear reaction-diffusion system with fast reversible reaction(Berlin ; Heidelberg : Springer, 2021) Stephan, ArturWe perform a fast-reaction limit for a linear reaction-diffusion system consisting of two diffusion equations coupled by a linear reaction. We understand the linear reaction-diffusion system as a gradient flow of the free energy in the space of probability measures equipped with a geometric structure, which contains the Wasserstein metric for the diffusion part and cosh-type functions for the reaction part. The fast-reaction limit is done on the level of the gradient structure by proving EDP-convergence with tilting. The limit gradient system induces a diffusion system with Lagrange multipliers on the linear slow-manifold. Moreover, the limit gradient system can be equivalently described by a coarse-grained gradient system, which induces a diffusion equation with a mixed diffusion constant for the coarse-grained slow variable. © 2021, The Author(s).
- 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.
- ItemCoarse-graining and reconstruction for Markov matrices(Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2021) Stephan, ArturWe present a coarse-graining (or model order reduction) procedure for stochastic matrices by clustering. The method is consistent with the natural structure of Markov theory, preserving positivity and mass, and does not rely on any tools from Hilbert space theory. The reconstruction is provided by a generalized Penrose-Moore inverse of the coarse-graining operator incorporating the inhomogeneous invariant measure of the Markov matrix. As we show, the method provides coarse-graining and reconstruction also on the level of tensor spaces, which is consistent with the notion of an incidence matrix and quotient graphs, and, moreover, allows to coarse-grain and reconstruct fluxes. Furthermore, we investigate the connection with functional inequalities and Poincaré-type constants.
- ItemEDP-convergence for a linear reaction-diffusion system with fast reversible reaction(Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2020) Stephan, ArturWe perform a fast-reaction limit for a linear reaction-diffusion system consisting of two diffusion equations coupled by a linear reaction. We understand the linear reaction-diffusion system as a gradient flow of the free energy in the space of probability measures equipped with a geometric structure, which contains the Wasserstein metric for the diffusion part and cosh-type functions for the reaction part. The fast-reaction limit is done on the level of the gradient structure by proving EDP-convergence with tilting. The limit gradient system induces a diffusion system with Lagrange multipliers on the linear slow-manifold. Moreover, the limit gradient system can be equivalently described by a coarse-grained gradient system, which induces a diffusion equation with a mixed diffusion constant for the coarse-grained slow variable.
- ItemConsistency and convergence for a family of finite volume discretizations of the Fokker--Planck operator(Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2020) Heida, Martin; Kantner, Markus; Stephan, ArturWe introduce a family of various finite volume discretization schemes for the Fokker--Planck operator, which are characterized by different weight functions on the edges. This family particularly includes the well-established Scharfetter--Gummel discretization as well as the recently developed square-root approximation (SQRA) scheme. We motivate this family of discretizations both from the numerical and the modeling point of view and provide a uniform consistency and error analysis. Our main results state that the convergence order primarily depends on the quality of the mesh and in second place on the quality of the weights. We show by numerical experiments that for small gradients the choice of the optimal representative of the discretization family is highly non-trivial while for large gradients the Scharfetter--Gummel scheme stands out compared to the others.
- ItemPositivity and polynomial decay of energies for square-field operators(Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2021) Stephan, Artur; Stephan, HolgerWe show that for a general Markov generator the associated square-field (or carré du champs) operator and all their iterations are positive. The proof is based on an interpolation between the operators involving the generator and their semigroups, and an interplay between positivity and convexity on Banach lattices. Positivity of the square-field operators allows to define a hierarchy of quadratic and positive energy functionals which decay to zero along solutions of the corresponding evolution equation. Assuming that the Markov generator satisfies an operator-theoretic normality condition, the sequence of energies is log-convex. In particular, this implies polynomial decay in time for the energy functionals along solutions.
- 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.