799 results
Search Results
Now showing 1 - 10 of 799
- ItemA logistic equation with nonlocal interactions(Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2016) Caffarelli, Luis; Dipierro, Serena; Outrata, Jir̆íWe consider here a logistic equation, modeling processes of nonlocal character both in the diffusion and proliferation terms. More precisely, for populations that propagate according to a Levy process and can reach resources in a neighborhood of their position, we compare (and find explicit threshold for survival) the local and nonlocal case. As ambient space, we can consider: bounded domains, periodic environments, transition problems, where the environment consists of a block of infinitesimal diffusion and an adjacent nonlocal one. In each of these cases, we analyze the existence/nonexistence of solutions in terms of the spectral properties of the domain. In particular, we give a detailed description of the fact that nonlocal populations may better adapt to sparse resources and small environments.
- ItemGraph properties for nonlocal minimal surfaces(Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2015) Dipierro, Serena; Savin, Ovidiu; Valdinoci, EnricoIn this paper we show that a nonlocal minimal surface which is a graph outside a cylinder is in fact a graph in the whole of the space. As a consequence, in dimension 3, we show that the graph is smooth. The proofs rely on convolution techniques and appropriate integral estimates which show the pointwise validity of an Euler-Lagrange equation related to the nonlocal mean curvature.
- ItemA new perspective on the electron transfer: Recovering the Butler-Volmer equation in non-equilibrium thermodynamics(Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2015) Dreyer, Wolfgang; Guhlke, Clemens; Müller, RüdigerUnderstanding and correct mathematical description of electron transfer reaction is a central question in electrochemistry. Typically the electron transfer reactions are described by the Butler-Volmer equation which has its origin in kinetic theories. The Butler-Volmer equation relates interfacial reaction rates to bulk quantities like the electrostatic potential and electrolyte concentrations. Since in the classical form, the validity of the Butler-Volmer equation is limited to some simple electrochemical systems, many attempts have been made to generalize the Butler-Volmer equation. Based on non-equilibrium thermodynamics we have recently derived a reduced model for the electrode-electrolyte interface. This reduced model includes surface reactions and adsorption but does not resolve the charge layer at the interface. Instead it is locally electroneutral and consistently incorporates all features of the double layer into a set of interface conditions. In the context of this reduced model we are able to derive a general Butler-Volmer equation. We discuss the application of the new Butler-Volmer equations to different scenarios like electron transfer reactions at metal electrodes, the intercalation process in lithium-iron-phosphate electrodes and adsorption processes. We illustrate the theory by an example of electroplating.
- ItemOptimal sensor placement: A robust approach(Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2016) Hintermüller, Michael; Rautenberg, Carlos N.; Mohammadi, Masoumeh; Kanitsar, MartinWe address the problem of optimally placing sensor networks for convection-diffusion processes where the convective part is perturbed. The problem is formulated as an optimal control problem where the integral Riccati equation is a constraint and the design variables are sensor locations. The objective functional involves a term associated to the trace of the solution to the Riccati equation and a term given by a constrained optimization problem for the directional derivative of the previous quantity over a set of admissible perturbations. The paper addresses the existence of the derivative with respect to the convective part of the solution to the Riccati equation, the well-posedness of the optimization problem and finalizes with a range of numerical tests.
- ItemA boundary control problem for the viscous Cahn-Hilliard equation with dynamic boundary conditions(Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2014) Colli, Pierluigi; Gilardi, Gianni; Sprekels, JürgenA boundary control problem for the viscous Cahn-Hilliard equations with possibly singular potentials and dynamic boundary conditions is studied and first order necessary conditions for optimality are proved.
- ItemVanishing viscosities and error estimate for a Cahn-Hilliard type phase field system related to tumor growth(Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2015) Colli, Pierluigi; Gilardi, Gianni; Rocca, Elisabetta; Sprekels, JürgenIn this paper we perform an asymptotic analysis for two different vanishing viscosity coefficients occurring in a phase field system of Cahn--Hilliard type that was recently introduced in order to approximate a tumor growth model. In particular, we extend some recent results obtained in [Colli-Gilardi-Hilhorst 2015], letting the two positive viscosity parameters tend to zero independently from each other and weakening the conditions on the initial data in such a way as to maintain the nonlinearities of the PDE system as general as possible. Finally, under proper growth conditions on the interaction potential, we prove an error estimate leading also to the uniqueness result for the limit system.
- ItemLow rank surrogates for polymorphic fields with application to fuzzy-stochastic partial differential equations(Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2019) Eigel, Martin; Grasedyck, Lars; Gruhlke, Robert; Moser, DieterWe consider a general form of fuzzy-stochastic PDEs depending on the interaction of probabilistic and non-probabilistic ("possibilistic") influences. Such a combined modelling of aleatoric and epistemic uncertainties for instance can be applied beneficially in an engineering context for real-world applications, where probabilistic modelling and expert knowledge has to be accounted for. We examine existence and well-definedness of polymorphic PDEs in appropriate function spaces. The fuzzy-stochastic dependence is described in a high-dimensional parameter space, thus easily leading to an exponential complexity in practical computations. To aleviate this severe obstacle in practise, a compressed low-rank approximation of the problem formulation and the solution is derived. This is based on the Hierarchical Tucker format which is constructed with solution samples by a non-intrusive tensor reconstruction algorithm. The performance of the proposed model order reduction approach is demonstrated with two examples. One of these is the ubiquitous groundwater flow model with Karhunen-Loeve coefficient field which is generalized by a fuzzy correlation length.
- ItemAnalysis of a diffuse interface model of multispecies tumor growth(Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2015) Dai, Mimi; Feireisl, Eduard; Rocca, Elisabetta; Schimperna, GiulioWe consider a diffuse interface model for tumor growth recently proposed in [3]. In this new approach sharp interfaces are replaced by narrow transition layers arising due to adhesive forces among the cell species. Hence, a continuum thermodynamically consistent model is introduced. The resulting PDE system couples four different types of equations: a Cahn-Hilliard type equation for the tumor cells (which include proliferating and dead cells), a Darcy law for the tissue velocity field, whose divergence may be different from 0 and depend on the other variables, a transport equation for the proliferating (viable) tumor cells, and a quasi-static reaction diffusion equation for the nutrient concentration. We establish existence of weak solutions for the PDE system coupled with suitable initial and boundary conditions. In particular, the proliferation function at the boundary is supposed to be nonnegative on the set where the velocity u satisfies u ypsilon 0, where ypsilon is the outer normal to the boundary of the domain. We also study a singular limit as the diffuse interface coefficient tends to zero.
- ItemDeep calibration of rough stochastic volatility models(Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2018) Bayer, Christian; Stemper, BenjaminSparked by Alòs, León und Vives (2007); Fukasawa (2011, 2017); Gatheral, Jaisson und Rosenbaum (2018), so-called rough stochastic volatility models such as the rough Bergomi model by Bayer, Friz und Gatheral (2016) constitute the latest evolution in option price modeling. Unlike standard bivariate diffusion models such as Heston (1993), these non-Markovian models with fractional volatility drivers allow to parsimoniously recover key stylized facts of market implied volatility surfaces such as the exploding power-law behaviour of the at-the-money volatility skew as time to maturity goes to zero. Standard model calibration routines rely on the repetitive evaluation of the map from model parameters to Black-Scholes implied volatility, rendering calibration of many (rough) stochastic volatility models prohibitively expensive since there the map can often only be approximated by costly Monte Carlo (MC) simulations (Bennedsen, Lunde & Pakkanen, 2017; McCrickerd & Pakkanen, 2018; Bayer et al., 2016; Horvath, Jacquier & Muguruza, 2017). As a remedy, we propose to combine a standard Levenberg-Marquardt calibration routine with neural network regression, replacing expensive MC simulations with cheap forward runs of a neural network trained to approximate the implied volatility map. Numerical experiments confirm the high accuracy and speed of our approach.
- ItemEffective diffusion in thin structures via generalized gradient systems and EDP-convergence(Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2019) Frenzel, Thomas; Liero, MatthiasThe notion of Energy-Dissipation-Principle convergence (EDP-convergence) is used to derive effective evolution equations for gradient systems describing diffusion in a structure consisting of several thin layers in the limit of vanishing layer thickness. The thicknesses of the sublayers tend to zero with different rates and the diffusion coefficients scale suitably. The Fokker--Planck equation can be formulated as gradient-flow equation with respect to the logarithmic relative entropy of the system and a quadratic Wasserstein-type gradient structure. The EDP-convergence of the gradient system is shown by proving suitable asymptotic lower limits of the entropy and the total dissipation functional. The crucial point is that the limiting evolution is again described by a gradient system, however, now the dissipation potential is not longer quadratic but is given in terms of the hyperbolic cosine. The latter describes jump processes across the thin layers and is related to the Marcelin--de Donder kinetics.