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Exponential Moments for Planar Tessellations
In this paper we show existence of all exponential moments for the total edge length in a unit disk for a family of planar tessellations based on stationary point processes. Apart from classical tessellations such as the Poisson–Voronoi, Poisson–Delaunay and Poisson line tessellation, we also treat the Johnson–Mehl tessellation, Manhattan grids, nested versions and Palm versions. As part of our proofs, for some planar tessellations, we also derive existence of exponential moments for the number of cells and the number of edges intersecting the unit disk.
Relating a Rate-Independent System and a Gradient System for the Case of One-Homogeneous Potentials
We consider a non-negative and one-homogeneous energy functional J on a Hilbert space. The paper provides an exact relation between the solutions of the associated gradient-flow equations and the energetic solutions generated via the rate-independent system given in terms of the time-dependent functional E(t,u)=tJ(u) and the norm as a dissipation distance. The relation between the two flows is given via a solution-dependent reparametrization of time that can be guessed from the homogeneities of energy and dissipations in the two equations. We provide several examples including the total-variation flow and show that equivalence of the two systems through a solution dependent reparametrization of the time. Making the relation mathematically rigorous includes a careful analysis of the jumps in energetic solutions which correspond to constant-speed intervals for the solutions of the gradient-flow equation. As a major result we obtain a non-trivial existence and uniqueness result for the energetic rate-independent system.
Dynamical Phase Transitions for Flows on Finite Graphs
We study the time-averaged flow in a model of particles that randomly hop on a finite directed graph. In the limit as the number of particles and the time window go to infinity but the graph remains finite, the large-deviation rate functional of the average flow is given by a variational formulation involving paths of the density and flow. We give sufficient conditions under which the large deviations of a given time averaged flow is determined by paths that are constant in time. We then consider a class of models on a discrete ring for which it is possible to show that a better strategy is obtained producing a time-dependent path. This phenomenon, called a dynamical phase transition, is known to occur for some particle systems in the hydrodynamic scaling limit, which is thus extended to the setting of a finite graph.
Stochastic proximal gradient methods for nonconvex problems in Hilbert spaces
For finite-dimensional problems, stochastic approximation methods have long been used to solve stochastic optimization problems. Their application to infinite-dimensional problems is less understood, particularly for nonconvex objectives. This paper presents convergence results for the stochastic proximal gradient method applied to Hilbert spaces, motivated by optimization problems with partial differential equation (PDE) constraints with random inputs and coefficients. We study stochastic algorithms for nonconvex and nonsmooth problems, where the nonsmooth part is convex and the nonconvex part is the expectation, which is assumed to have a Lipschitz continuous gradient. The optimization variable is an element of a Hilbert space. We show almost sure convergence of strong limit points of the random sequence generated by the algorithm to stationary points. We demonstrate the stochastic proximal gradient algorithm on a tracking-type functional with a L1 -penalty term constrained by a semilinear PDE and box constraints, where input terms and coefficients are subject to uncertainty. We verify conditions for ensuring convergence of the algorithm and show a simulation.
Modeling of Chemical Reaction Systems with Detailed Balance Using Gradient Structures
We consider various modeling levels for spatially homogeneous chemical reaction systems, namely the chemical master equation, the chemical Langevin dynamics, and the reaction-rate equation. Throughout we restrict our study to the case where the microscopic system satisfies the detailed-balance condition. The latter allows us to enrich the systems with a gradient structure, i.e. the evolution is given by a gradient-flow equation. We present the arising links between the associated gradient structures that are driven by the relative entropy of the detailed-balance steady state. The limit of large volumes is studied in the sense of evolutionary Γ-convergence of gradient flows. Moreover, we use the gradient structures to derive hybrid models for coupling different modeling levels.