Publications 2023
Research papers, software, lecture notes

No. 2023.17
Dispersion in Shallow Moment Equations
U. Scholz, J. Kowalski, and M. Torrilhon
Subject: Shallow flow, free surface flow, non-hydrostatic model, dispersive equations, moment approximation, hyperbolic systems

Abstract

Shallow moment models are extensions of the hyperbolic shallow water equations. They admit variations in the vertical profile of the horizontal velocity. This paper introduces a non-hydrostatic pressure to this framework and shows the systematic derivation of dimensionally reduced dispersive equation systems which still hold information on the vertical profiles of the flow variables. The derivation from a set of balance laws is based on a splitting of the pressure followed by a same-degree polynomial expansion of the velocity and pressure fields in a vertical direction. Dimensional reduction is done via Galerkin projections with weak enforcement of the boundary conditions at the bottom and at the free surface. The resulting equation systems of order zero and one are presented in linear and nonlinear forms for Legendre basis functions and an analysis of dispersive properties is given. A numerical experiment shows convergence towards the resolved reference model in the linear stationary case and demonstrates the reconstruction of vertical profiles.

Reference

Commun. Appl. Math. Comput. (2023)

No. 2023.16
Relaxation and asymptotic expansion of controlled stiff differential equations
M. Herty and H. Kouhkouh
Subject: Stiff relaxation system, singular perturbations, asymptotic expansion, Hamilton-Jacobi-Bellman equations, Jin–Xin relaxation

Abstract

The control of relaxation-type systems of ordinary differential equations is investigated using the Hamilton-Jacobi-Bellman equation. First, we recast the model as a singularly perturbed dynamics which we embed in a family of controlled systems. Then we study this dynamics together with the value function of the associated optimal control problem. We provide an asymptotic expansion in the relaxation parameter of the value function. We also show that its solution converges toward the solution of a Hamilton-Jacobi-Bellman equation for a reduced control problem. Such systems are motivated by semi-discretisation of kinetic and hyperbolic partial differential equations. Several examples are presented including Jin-Xin relaxation.

Reference

International Journal of Control, 1–15

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arXiv:2309.08280

No. 2023.15
Boundary feedback control for hyperbolic systems
M. Herty and F. Thein
Subject: Lyapunov stability, control of PDEs, IBVP for hyperbolic PDE systems, linear matrix inequality

Abstract

We are interested in the feedback stabilization of general linear multi-dimensional first order hyperbolic systems in $\mathbb{R}^d$. Using a Lyapunov function with a suited weight function dpending on the system under consideration we show stabilization in $L^2$ for the studied system using a suitable feedback control. Therefore the controlability of the studied system is related to the feasibility of an associated linear matrix inequality. We show the applicability discussing the barotropic Euler equations.

Reference

ESAIM: COCV 30 (2024) 71

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arXiv:2303.05598

No. 2023.14
Stabilization of a Multi-Dimensional System of Hyperbolic Balance Laws – A Case Study
F. Thein
Subject: Lyapunov stability, control of PDEs, IBVP for hyperbolic PDE systems

Abstract

In a recent work we studied a stabilization problem for a multi-dimensional system of $n$ hyperbolic partial differential equations. Using a novel Lyapunov function taking into account the multi-dimensional geometry we show stabilization in $L^2$ for the arising system using a suitable feedback control. The aim of the present work is to show how this approach can be applied to a particular system. Moreover we present numerical results supporting the theoretical results.

Reference

PAMM·Proc. Appl. Math. Mech.2022;22:1 e202200056

No. 2023.13
Stabilization of a multi-dimensional system of hyperbolic balance laws
M. Herty and F. Thein
Subject: Lyapunov stability, control of PDEs, IBVP for hyperbolic PDE systems

Abstract

We are interested in the feedback stabilization of systems described by Hamilton-Jacobi type equations in $\mathbb{R}^n$. A reformulation leads to a stabilization problem for a multi-dimensional system of $n$ hyperbolic partial differential equations. Using a novel Lyapunov function taking into account the multi-dimensional geometry we show stabilization in $L^2$ for the arising system using a suitable feedback control. We further present examples of such systems partially based on a forming process.

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Mathematical Control and Related Fields

No. 2023.12
Well Posedness and Characterization of Solutions to Non Conservative Products in Non Homogeneous Fluid Dynamics Equations
R. M. Colombo, G. Guerra, and Y. Holle
Subject: Fluid flows in canals and pipes, non conservative products in balance laws, nonhomogeneous balance laws with measure source term

Abstract

Consider a balance law where the flux depends explicitly on the space variable. At jump discontinuities, modeling considerations may impose the defect in the conservation of some quantities, thus leading to non conservative products. Below, we deduce the evolution in the smooth case from the jump conditions at discontinuities. Moreover, the resulting framework enjoys well posedness and solutions are uniquely characterized. These results apply, for instance, to the flow of water in a canal with varying width and depth, as well as to the inviscid Euler equations in pipes with varying geometry.

Reference

J Dyn Diff Equat (2023)

No. 2023.11
Numerical schemes for coupled systems of nonconservative hyperbolic equations
N. Kolbe, M. Herty, and S. Müller
Subject: Nonconservative products, relaxation system, finite volume method, hyperbolic systems, coupling conditons, Riemann solvers

Abstract

A new linear relaxation system for nonconservative hyperbolic systems is introduced, in which a nonlocal source term accounts for the nonconservative product of the original system. Using an asymptotic analysis the relaxation limit and its stability are investigated. It is shown that the path-conservative Lax-Friedrichs scheme arises from a discrete limit of an implicit-explicit scheme for the relaxation system. The relaxation approach is further employed to couple two nonconservative systems at a static interface. A coupling strategy motivated from conservative Kirchhoff conditions is introduced and a corresponding Riemann solver provided. A fully discrete scheme for coupled nonconservative products is derived and studied in terms of path-conservation. Numerical experiments applying the approach to a coupled model of vascular blood flow are presented.

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arXiv:2311.03581

No. 2023.10
A posteriori error analysis of a positivity preserving scheme for the power-law diffusion Keller-Segel model
J. Giesselmann and N. Kolbe
Subject: Keller-Segel, chemotaxis, nonlinear diffusion, finite volume scheme, a posteriori error analysis

Abstract

We study a finite volume scheme approximating a parabolic-elliptic Keller-Segel system with power law diffusion with exponent $\gamma \in [1,3]$ and periodic boundary conditions. We derive conditional a posteriori bounds for the error measured in the $L^{\infty}(0,T;{H^1}(\Omega))$ norm for the chemoattractant and by a quasi-norm-like quantity for the density. These results are based on stability estimates and suitable conforming reconstructions of the numerical solution. We perform numerical experiments showing that our error bounds are linear in mesh width and elucidating the behaviour of the error estimator under changes of $\gamma$.

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arXiv:2309.07329

No. 2023.09
A data-driven microscopic on-ramp model based on macroscopic network flows
N. Kolbe, M. Berghaus, E. Kalló, M. Herty, and M. Oeser
Subject: Traffic flow theory, macroscopic traffic models, car-following models, on-ramps, trajectory data, traffic simulation

Abstract

While macroscopic traffic flow models consider traffic as a fluid, microscopic traffic flow models describe the dynamics of individual vehicles. Capturing macroscopic traffic phenomena remains a challenge for microscopic models, especially in complex road sections such as on-ramps. In this paper, we propose a microscopic model for on-ramps derived from a macroscopic network flow model calibrated to real traffic data. The microscopic flow-based model requires additional assumptions regarding the acceleration and the merging behavior on the on-ramp to maintain consistency with the mean speeds, traffic flow and density predicted by the macroscopic model. To evaluate the model’s performance, we conduct traffic simulations assessing speeds, accelerations, lane change positions, and risky behavior. Our results show that, although the proposed model may not fully capture all traffic phenomena of on-ramps accurately, it performs better than the Intelligent Driver Model (IDM) in most evaluated aspects. While the IDM is almost completely free of conflicts, the proposed model evokes a realistic amount and severity of conflicts and can therefore be used for safety analysis.

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arXiv:2308.01093

No. 2023.08
A Central Scheme for Two Coupled Hyperbolic Systems
M. Herty, N. Kolbe, and S. Müller
Subject: Coupled conservation laws, hyperbolic systems, finite-volume schemes, coupling conditions, relaxation system

Abstract

A novel numerical scheme to solve two coupled systems of conservation laws is introduced. The scheme is derived based on a relaxation approach and does not require information on the Lax curves of the coupled systems, which simplifes the computation of suitable coupling data. The coupling condition for the underlying relaxation system plays a crucial role as it determines the behaviour of the scheme in the zero relaxation limit. The role of this condition is discussed, a consistency concept with respect to the original problem is introduced, the well-posedness is analyzed and explicit, nodal Riemann solvers are provided. Based on a case study considering the p-system of gas dynamics, a strategy for the design of the relaxation coupling condition within the new scheme is provided.

Reference

Commun. Appl. Math. Comput. (2023)

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arXiv:2304.13946

No. 2023.07
Model predictive control strategies using consensus-based optimization
G. Borghi and M. Herty
Subject: Model predictive control, consensus-based optimization, stochastic particle method, nonlinear systems, CSTR

Abstract

Model predictive control strategies require to solve in an sequential manner, many, possibly non-convex, optimization problems. In this work, we propose an interacting stochastic agent system to solve those problems. The agents evolve in pseudo-time and in parallel to the time-discrete state evolution. The method is suitable for non-convex, non-differentiable objective functions. The convergence properties are investigated through mean-field approximation of the time-discrete system, showing convergence in the case of additive linear control. We validate the proposed strategy by applying it to the control of a stirred-tank reactor non-linear system.

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arXiv:2312.13085

No. 2023.06
Effects of heterogeneous opinion interactions in many-agent systems for epidemic dynamics
S. Bonandin and M. Zanella
Subject: Kinetic equations, mathematical epidemiology, opinion dynamics, collective phenomena, many-agent systems

Abstract

In this work we define a kinetic model for understanding the impact of heterogeneous opinion formation dynamics on epidemics. The considered many-agent system is characterized by nonsymmetric interactions which define a coupled system of kinetic equations for the evolution of the opinion density in each compartment. In the quasi-invariant limit we may show positivity and uniqueness of the solution of the problem together with its convergence towards an equilibrium distribution exhibiting bimodal shape. The tendency of the system towards opinion clusters is further analyzed by means of numerical methods, which confirm the consistency of the kinetic model with its moment system whose evolution is approximated in several regimes of parameters.

Reference

Networks and Heterogeneous Media, 2024, 19(1): 235-261

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arXiv:2311.08262

No. 2023.05
Kinetic description and convergence analysis of genetic algorithms for global optimization
G. Borghi and L. Pareschi
Subject: Genetic algorithms, global optimization, stochastic particle systems, Boltzmann equation, mean field equations

Abstract

Genetic Algorithms (GA) are a class of metaheuristic global optimization methods inspired by the process of natural selection among individuals in a population. Despite their widespread use, a comprehensive theoretical analysis of these methods remains challenging due to the complexity of the heuristic mechanisms involved. In this work, relying on the tools of statistical physics, we take a first step towards a mathematical understanding of GA by showing how their behavior for a large number of individuals can be approximated through a time-discrete kinetic model. This allows us to prove the convergence of the algorithm towards a global minimum under mild assumptions on the objective function for a popular choice of selection mechanism. Furthermore, we derive a time-continuous model of GA, represented by a Boltzmann-like partial differential equation, and establish relations with other kinetic and mean-field dynamics in optimization. Numerical experiments support the validity of the proposed kinetic approximation and investigate the asymptotic configurations of the GA particle system for different selection mechanisms and benchmark problems.

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arXiv:2310.08562

No. 2023.04
Consensus based optimization with memory effects: Random selection and applications
G. Borghi, S. Grassi, and L. Pareschi
Subject: Consensus-based optimization, stochastic particle methods, memory effects, random selection, machine learning, mean-field limit

Abstract

In this work we extend the class of Consensus-Based Optimization (CBO) metaheuristic methods by considering memory effects and a random selection strategy. The proposed algorithm iteratively updates a population of particles according to a consensus dynamics inspired by social interactions among individuals. The consensus point is computed taking into account the past positions of all particles. While sharing features with the popular Particle Swarm Optimization (PSO) method, the exploratory behavior is fundamentally different and allows better control over the convergence of the particle system. We discuss some implementation aspects which lead to increased efficiency while preserving the success rate in the optimization process. In particular, we show how employing a random selection strategy to discard particles during the computation improves the overall performance. Several benchmark problems and applications to image segmentation and Neural Networks training are used to validate and test the proposed method. A theoretical analysis allows to recover convergence guarantees under mild assumptions on the objective function. This is done by first approximating the evolution of the particles with a continuous-in-time dynamics, and then by taking the mean-field limit of such dynamics. Convergence to a global minimizer is finally proved at the mean-field level.

Reference

Chaos, Solitons & Fractals, Vol. 174, 2023, 113859

No. 2023.03
Repulsion dynamics for uniform Pareto front approximation in multi-objective optimization problems
G. Borghi
Subject: Multi-objective optimization, gradient-free methods, heuristic algorithms, potential based diversity measure, scalarization

Abstract

Scalarization allows to solve a multi-objective optimization problem by solving many single-objective sub-problems, uniquely determined by some parameters. In this work, several adaptive strategies to select such parameters are proposed in order to obtain a uniform approximation of the Pareto front. This is done by introducing a heuristic dynamics where the parameters interact through a binary repulsive potential. The approach aims to minimize the associated energy potential which is used to quantify the diversity of the computed solutions. A stochastic component is also added to overcome non-optimal energy configurations. Numerical experiments show the validity of the proposed approach for bi- and tri-objectives problems with different Pareto front geometries.

Reference

PAMM, Vol. 23, Issue 1 e202200285

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arXiv:2211.03378

No. 2023.02
Vector Field Models for Nematic Disclinations
A. Acharya, I. Fonseca, L. Ganedi, and K. Stinson
Subject: Analysis of PDEs, materials science

Abstract

In this paper, a model for defects that was introduced in \cite{ZANV} is studied. In the literature, the setting of most models for defects is the function space SBV (special bounded variation functions) (see, e.g., \cite{ContiGarroni, GoldmanSerfaty}). However, this model regularizes the director field to be in a Sobolev space by adding a second field to incorporate the defect. A relaxation result in the case of fixed parameters is proven along with some partial compactness results.

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arXiv:2301.09353

No. 2023.01
Homogenization and Phase Separation with Fixed Wells -- The Supercritical Case
R. Cristoferi, I. Fonseca, and L. Ganedi
Subject: Homogenization, phase separation, Gamma-expansion

Abstract

A variational model for the interaction between homogenization and phase separation is considered in the regime where the former happens at a smaller scale than the latter. The first order $\Gamma$−limit is proven to exhibit a separation of scales which has only been previously conjectured.

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arXiv:2301.07012