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Optimal Reconstruction of Vector Fields from Data for Prediction and Uncertainty Quantification 从数据中优化重建矢量场以进行预测和不确定性量化
IF 3 2区 数学 Q1 MATHEMATICS, APPLIED Pub Date : 2024-06-13 DOI: 10.1007/s00332-024-10047-1
Sean P. McGowan, William S. P. Robertson, Chantelle Blachut, Sanjeeva Balasuriya

Predicting the evolution of dynamics from a given trajectory history of an unknown system is an important and challenging problem. This paper presents a model-free method of forecasting unknown chaotic systems through reconstructing vector fields from noisy measured data via an adaptation of optimal control methods. This technique is also applicable to partially observed systems using a Takens delay embedding approach. The algorithms are validated on the Lorenz system and the four-dimensional hyperchaotic Rössler system, and demonstrate successful predictions well beyond the Lyapunov timescale. It is found that for small datasets or datasets with large levels of noise, the prediction accuracy of partially observed systems approaches that of fully observed systems. The presented approach also allows the model-free assessment of local predictability on the attractor by evolving initial condition density through the reconstructed vector fields via estimation of the transfer operator. The method is compared to predictions made by an imperfect model which highlights the utility of model-free approaches when the only available models have significant model error. The capability of this method for reconstruction of continuous and global vector fields may be applied to model validation, forecasting of initial conditions not in the training set, and model-free filtering.

根据未知系统的给定轨迹历史预测其动力学演变是一个重要而具有挑战性的问题。本文提出了一种无模型方法,通过调整最优控制方法,从噪声测量数据中重建矢量场,从而预测未知混沌系统。该技术还适用于使用塔肯斯延迟嵌入方法的部分观测系统。这些算法在洛伦兹系统和四维超混沌罗斯勒系统上得到了验证,并证明成功预测的时间尺度远远超过了李雅普诺夫时间尺度。研究发现,对于小数据集或噪声水平较大的数据集,部分观测系统的预测精度接近完全观测系统的预测精度。所提出的方法还可以通过对转移算子的估计,通过重建的矢量场演化初始条件密度,对吸引子的局部可预测性进行无模型评估。该方法与不完善模型的预测结果进行了比较,从而突出了当唯一可用的模型存在显著模型误差时,无模型方法的实用性。该方法重建连续和全局矢量场的能力可用于模型验证、预测训练集以外的初始条件以及无模型过滤。
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引用次数: 0
The Discrete Nonlinear Schrödinger Equation with Linear Gain and Nonlinear Loss: The Infinite Lattice with Nonzero Boundary Conditions and Its Finite-Dimensional Approximations 具有线性增益和非线性损耗的离散非线性薛定谔方程:具有非零边界条件的无限晶格及其有限维近似值
IF 3 2区 数学 Q1 MATHEMATICS, APPLIED Pub Date : 2024-06-11 DOI: 10.1007/s00332-024-10050-6
G. Fotopoulos, N. I. Karachalios, V. Koukouloyannis, P. Kyriazopoulos, K. Vetas

The study of nonlinear Schrödinger-type equations with nonzero boundary conditions introduces challenging problems both for the continuous (partial differential equation) and the discrete (lattice) counterparts. They are associated with fascinating dynamics emerging by the ubiquitous phenomenon of modulation instability. In this work, we consider the discrete nonlinear Schrödinger equation with linear gain and nonlinear loss. For the infinite lattice supplemented with nonzero boundary conditions, which describe solutions decaying on the top of a finite background, we provide a rigorous proof that for the corresponding initial boundary value problem, solutions exist for any initial condition, if and only if, the amplitude of the background has a precise value (A_*) defined by the gain-loss parameters. We argue that this essential property of this infinite lattice cannot be captured by finite lattice approximations of the problem. Commonly, such approximations are provided by lattices with periodic boundary conditions or as it is shown herein, by a modified problem closed with Dirichlet boundary conditions. For the finite-dimensional dynamical system defined by the periodic lattice, the dynamics for all initial conditions are captured by a global attractor. Analytical arguments corroborated by numerical simulations show that the global attractor is trivial, defined by a plane wave of amplitude (A_*). Thus, any instability effects or localized phenomena simulated by the finite system can be only transient prior the convergence to this trivial attractor. Aiming to simulate the dynamics of the infinite lattice as accurately as possible, we study the dynamics of localized initial conditions on the constant background and investigate the potential impact of the global asymptotic stability of the background with amplitude (A_*) in the long-time evolution of the system.

对具有非零边界条件的非线性薛定谔方程的研究,为连续(偏微分方程)和离散(晶格)对应方程带来了具有挑战性的问题。它们与无处不在的调制不稳定性现象所产生的迷人动力学相关联。在这项研究中,我们考虑了具有线性增益和非线性损耗的离散非线性薛定谔方程。对于补充了非零边界条件的无限晶格,它描述了在有限背景顶部衰减的解,我们提供了一个严格的证明,即对于相应的初始边界值问题,当且仅当背景振幅具有由增益-损耗参数定义的精确值 (A_*)时,对于任何初始条件都存在解。我们认为,问题的有限晶格近似无法捕捉到这种无限晶格的本质属性。通常,这种近似是由具有周期性边界条件的晶格提供的,或者如本文所示,由具有迪里希特边界条件的修正封闭问题提供的。对于由周期性网格定义的有限维动力系统,所有初始条件下的动力学都被一个全局吸引子所捕获。数值模拟证实的分析论证表明,全局吸引子是微不足道的,由振幅为 (A_*) 的平面波定义。因此,有限系统模拟的任何不稳定效应或局部现象都只能是收敛到这个琐碎吸引子之前的短暂现象。为了尽可能精确地模拟无限晶格的动力学,我们研究了恒定背景上局部初始条件的动力学,并研究了振幅为 (A_*)的背景的全局渐近稳定性对系统长期演化的潜在影响。
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引用次数: 0
Finite Time Blow-Up and Chemotactic Collapse in Keller–Segel Model with Signal Consumption 带有信号消耗的凯勒-西格尔模型中的有限时间膨胀和趋化崩溃
IF 3 2区 数学 Q1 MATHEMATICS, APPLIED Pub Date : 2024-06-10 DOI: 10.1007/s00332-024-10045-3
Chunhua Jin

The occurrence of finite time blow-up phenomenon in the Keller–Segel (KS) model has always been a significant area of interest for mathematicians. Despite extensive research on the blow-up phenomenon in KS models with signal production, Understanding of this phenomenon in models with signal consumption mechanisms has been scarce.This paper marks a preliminary investigation into this unexplored field. In this study, we employ a backward self-similar solution to demonstrate that the finite time blowup indeed occurs within this model. More precisely, in one-dimensional space, finite time blowing up corresponding to the chemotactic collapse phenomenon (the formation of Dirac (delta )-singularity ) happens; in high-dimensional space, the self-similar solution will blow up everywhere. Finally, we also consider the special cases where the diffusion coefficient of bacteria or oxygen is 0. For these cases, chemotactic collapse phenomenon occurs in both one-dimensional and two-dimensional spaces.

凯勒-西格尔(Keller-Segel,KS)模型中出现的有限时间炸毁现象一直是数学家们感兴趣的一个重要领域。尽管对具有信号产生机制的 KS 模型中的炸裂现象进行了大量研究,但对具有信号消耗机制的模型中的炸裂现象的了解却很少。在这项研究中,我们采用了一种后向自相似解来证明有限时间炸毁现象确实发生在该模型中。更准确地说,在一维空间中,有限时间炸裂对应于趋化坍缩现象(形成狄拉克(delta )奇异性);在高维空间中,自相似解将处处炸裂。最后,我们还考虑了细菌或氧气的扩散系数为 0 的特殊情况,对于这些情况,趋化坍缩现象在一维和二维空间都会发生。
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引用次数: 0
Sliding Mode on Tangential Sets of Filippov Systems 菲利波夫系统切向集上的滑动模式
IF 3 2区 数学 Q1 MATHEMATICS, APPLIED Pub Date : 2024-06-09 DOI: 10.1007/s00332-024-10052-4
Tiago Carvalho, Douglas D. Novaes, Durval J. Tonon

We consider piecewise smooth vector fields (Z=(Z_+, Z_-)) defined in ({mathbb {R}}^n) where both vector fields are tangent to the switching manifold (Sigma ) along a submanifold (Msubset Sigma ). We shall see that, under suitable assumptions, Filippov convention gives rise to a unique sliding mode on M, governed by what we call the tangential sliding vector field. Here, we will provide the necessary and sufficient conditions for characterizing such a vector field. Additionally, we prove that the tangential sliding vector field is conjugated to the reduced dynamics of a singular perturbation problem arising from the Sotomayor–Teixeira regularization of Z around M. Finally, we analyze several examples where tangential sliding vector fields can be observed, including a model for intermittent treatment of HIV.

我们考虑在({mathbb {R}}^n) 中定义的片断光滑向量场(Z=(Z_+, Z_-)),其中两个向量场都沿着一个子流形(Msubset Sigma )切向切换流形(Sigma )。我们将看到,在合适的假设条件下,菲利波夫惯例会在 M 上产生一种独特的滑动模式,它受我们称之为切向滑动矢量场的支配。在此,我们将提供描述这种向量场的必要条件和充分条件。此外,我们还将证明切向滑动矢量场与 M 周围 Z 的索托马约尔-特谢拉正则化所产生的奇异扰动问题的还原动力学共轭。最后,我们将分析可以观察到切向滑动矢量场的几个例子,其中包括艾滋病间歇治疗模型。
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引用次数: 0
Propagation Dynamics for a Degenerate Delayed System with Nonlocal Dispersal in Periodic Habitats 周期性生境中具有非局部散布的退化延迟系统的传播动力学
IF 3 2区 数学 Q1 MATHEMATICS, APPLIED Pub Date : 2024-06-06 DOI: 10.1007/s00332-024-10048-0
Rong Zhou, Shi-Liang Wu, Xiong-Xiong Bao

In this paper, we study the existence of spread speeds and periodic traveling waves for a class of space–time periodic and degenerate cooperative systems with nonlocal dispersal and delays. In order to characterize the spread speeds, we first establish the principal eigenvalue theory for linear space–time periodic and degenerate systems with nonlocal dispersal and delays and give some sufficient conditions for the existence of the principal eigenvalue. Then, we prove the existence of a single spreading speed and give the computational formulae of it. Finally, we generalize the monotone iteration scheme combined with the method of sub–super-solutions to prove the existence of the space–time periodic traveling waves.

本文研究了一类具有非局部分散和延迟的时空周期和退化合作系统的传播速度和周期行波的存在性。为了描述传播速度的特征,我们首先建立了具有非局部分散和延迟的线性时空周期和退化系统的主特征值理论,并给出了主特征值存在的一些充分条件。然后,我们证明了单一扩散速度的存在,并给出了其计算公式。最后,我们将单调迭代方案与子超解方法相结合,证明了时空周期性行波的存在性。
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引用次数: 0
Nonuniqueness of Generalised Weak Solutions to the Primitive and Prandtl Equations 原始方程和普朗特方程广义弱解的非唯一性
IF 3 2区 数学 Q1 MATHEMATICS, APPLIED Pub Date : 2024-05-27 DOI: 10.1007/s00332-024-10032-8
Daniel W. Boutros, Simon Markfelder, Edriss S. Titi

We develop a convex integration scheme for constructing nonunique weak solutions to the hydrostatic Euler equations (also known as the inviscid primitive equations of oceanic and atmospheric dynamics) in both two and three dimensions. We also develop such a scheme for the construction of nonunique weak solutions to the three-dimensional viscous primitive equations, as well as the two-dimensional Prandtl equations. While in Boutros et al. (Calc Var Partial Differ Equ 62(8):219, 2023) the classical notion of weak solution to the hydrostatic Euler equations was generalised, we introduce here a further generalisation. For such generalised weak solutions, we show the existence and nonuniqueness for a large class of initial data. Moreover, we construct infinitely many examples of generalised weak solutions which do not conserve energy. The barotropic and baroclinic modes of solutions to the hydrostatic Euler equations (which are the average and the fluctuation of the horizontal velocity in the z-coordinate, respectively) that are constructed have different regularities.

我们开发了一种凸积分方案,用于构建二维和三维静水欧拉方程(也称为海洋和大气动力学的无粘性原始方程)的非唯一弱解。我们还为构建三维粘性原始方程和二维普朗特方程的非唯一弱解开发了这样一种方案。在布特罗斯等人(Calc Var Partial Differ Equ 62(8):219, 2023)的文章中,对静水欧拉方程的经典弱解概念进行了概括,而我们在此引入了进一步的概括。对于这种广义弱解,我们证明了一大类初始数据的存在性和非唯一性。此外,我们还构建了无限多的广义弱解实例,这些广义弱解不保存能量。所构建的静力学欧拉方程的气压和气压线性解(分别是水平速度在 z 坐标上的平均值和波动值)具有不同的规律性。
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引用次数: 0
Predicting the Emergence of Localised Dihedral Patterns in Models for Dryland Vegetation 预测旱地植被模型中局部二面体模式的出现
IF 3 2区 数学 Q1 MATHEMATICS, APPLIED Pub Date : 2024-05-25 DOI: 10.1007/s00332-024-10046-2
Dan J. Hill

Localised patterns are often observed in models for dryland vegetation, both as peaks of vegetation in a desert state and as gaps within a vegetated state, known as ‘fairy circles’. Recent results from radial spatial dynamics show that approximations of localised patterns with dihedral symmetry emerge from a Turing instability in general reaction–diffusion systems, which we apply to several vegetation models. We present a systematic guide for finding such patterns in a given reaction–diffusion model, during which we obtain four key quantities that allow us to predict the qualitative properties of our solutions with minimal analysis. We consider four well-established vegetation models and compute their key predictive quantities, observing that models which possess similar values exhibit qualitatively similar localised patterns; we then complement our results with numerical simulations of various localised states in each model. Here, localised vegetation patches emerge generically from Turing instabilities and act as transient states between uniform and patterned environments, displaying complex dynamics as they evolve over time.

在旱地植被模型中经常观察到局部模式,既有沙漠状态下的植被峰值,也有植被状态下的间隙,即所谓的 "仙女圈"。径向空间动力学的最新研究结果表明,在一般反应扩散系统中,图灵不稳定性会产生具有二面体对称性的局部模式近似值,我们将其应用于多个植被模型。我们提出了在给定的反应扩散模型中寻找这种模式的系统指南,在这一过程中,我们获得了四个关键量,使我们能够通过最少的分析预测解的定性属性。我们考虑了四种成熟的植被模型,并计算了它们的关键预测量,观察到具有相似值的模型会表现出质地相似的局部模式;然后,我们对每个模型中的各种局部状态进行了数值模拟,以补充我们的结果。在这里,局部植被斑块一般由图灵不稳定性产生,是均匀环境与模式化环境之间的瞬态,随着时间的推移而呈现复杂的动态变化。
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引用次数: 0
On a Nonlocal Two-Phase Flow with Convective Heat Transfer 关于带有对流传热的非局部两相流
IF 3 2区 数学 Q1 MATHEMATICS, APPLIED Pub Date : 2024-05-22 DOI: 10.1007/s00332-024-10042-6
Šárka Nečasová, John Sebastian H. Simon

We study a system describing the dynamics of a two-phase flow of incompressible viscous fluids influenced by the convective heat transfer of Caginalp-type. The separation of the fluids is expressed by the order parameter which is of diffuse interface and is known as the Cahn–Hilliard model. We shall consider a nonlocal version of the Cahn–Hilliard model which replaces the gradient term in the free energy functional into a spatial convolution operator acting on the order parameter and incorporate with it a potential that is assumed to satisfy an arbitrary polynomial growth. The order parameter is influenced by the fluid velocity by means of convection; the temperature affects the interface via a modification of the Landau–Ginzburg free energy. The fluid is governed by the Navier–Stokes equations which is affected by the order parameter and the temperature by virtue of the capillarity between the two fluids. The temperature on the other hand satisfies a parabolic equation that considers latent heat due to phase transition and is influenced by the fluid via convection. The goal of this paper is to prove the global existence of weak solutions and show that, for an appropriate choice of sequence of convolutional kernels, the solutions of the nonlocal system converge to its local version.

我们研究了一个描述不可压缩粘性流体受卡吉纳普型对流换热影响的两相流动动力学的系统。流体的分离由扩散界面的阶次参数表示,被称为卡恩-希利亚德模型。我们将考虑卡恩-希利亚德模型的非局部版本,该模型将自由能函数中的梯度项替换为作用于阶次参数的空间卷积算子,并将假定满足任意多项式增长的势与之结合。阶次参数通过对流受流体速度的影响;温度通过修改朗道-金兹堡自由能影响界面。流体受纳维-斯托克斯方程控制,该方程因两种流体之间的毛细作用而受到阶次参数和温度的影响。另一方面,温度满足抛物线方程,该方程考虑了相变引起的潜热,并通过对流受到流体的影响。本文的目标是证明弱解的全局存在性,并证明在适当选择卷积核序列的情况下,非局部系统的解会收敛到其局部版本。
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引用次数: 0
On the Energy and Helicity Conservation of the Incompressible Euler Equations 论不可压缩欧拉方程的能量和螺旋守恒
IF 3 2区 数学 Q1 MATHEMATICS, APPLIED Pub Date : 2024-05-16 DOI: 10.1007/s00332-024-10040-8
Yanqing Wang, Wei Wei, Gang Wu, Yulin Ye

In this paper, we are concerned with the minimal regularity of weak solutions implying the law of balance for both energy and helicity in the incompressible Euler equations. In the spirit of recent works due to Berselli (J Differ Equ 368:350–375, 2023) and Berselli and Georgiadis (Nonlinear Differ Equ Appl 31(33):1–14, 2024), it is shown that the energy of weak solutions is invariant if the velocity (vin L^{p}(0,T;B^{frac{1}{p}}_{frac{2p}{p-1},c(mathbb {N})} )) with (1<ple 3) and the helicity is conserved if (vin L^{p}(0,T;B^{frac{2}{p}}_{frac{2p}{p-1},c(mathbb {N})} )) with (2<ple 3 ) for both the periodic domain and the whole space, which generalizes the classical work of Cheskidov et al. (Nonlinearity 21:1233–1252, 2008). As an application, we deduce the upper bound of energy dissipation rate of the form (o(mu ^{frac{palpha -1}{palpha -2alpha +1}})) of Leray–Hopf weak solutions in (L^{p}( 0,T;underline{B}^{alpha }_{frac{2p}{p-1},VMO}(mathbb {T}^{d}))) in the Navier–Stokes equations, which extends recent corresponding result obtained by Drivas and Eyink (Nonlinearity 32:4465–4482, 2019).

在本文中,我们关注的是弱解的最小正则性,这意味着不可压缩欧拉方程中能量和螺旋度的平衡定律。根据 Berselli (J Differ Equ 368:350-375, 2023) 和 Berselli and Georgiadis (Nonlinear Differ Equ Appl 31(33):1-14, 2024)的研究表明,如果速度 (vin L^{p}(0,T;B^{frac{1}{p}}_{frac{2p}{p-1},c(mathbb {N})} )) 与 (1<ple 3) 一致,那么弱解的能量是不变的;如果 (vin L^{p}(0,T. B^{frac{2p}{p-1},c(mathbb {N})} )) 与 (1<ple 3) 一致,那么螺旋度是守恒的;B^{frac{2}{p}}_{frac{2p}{p-1},c(mathbb {N})} )) with(2<ple 3) for both the periodic domain and the whole space, which generalizes the classical work of Cheskidov et al.(非线性 21:1233-1252, 2008)的经典工作。作为一个应用,我们推导出了在(L^{p}( 0,T;Navier-Stokes 方程中的 Leray-Hopf 弱解(L^{p}( 0,T; underline{B}^{alpha }_{frac{2p}{p-1},VMO}(mathbb {T}^{d})),这扩展了 Drivas 和 Eyink 最近获得的相应结果(Nonlinearity 32:4465-4482, 2019).
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引用次数: 0
Asymptotic Analysis for the Generalized Langevin Equation with Singular Potentials 具有奇异势的广义朗文方程的渐近分析
IF 3 2区 数学 Q1 MATHEMATICS, APPLIED Pub Date : 2024-05-14 DOI: 10.1007/s00332-024-10027-5
Manh Hong Duong, Hung Dang Nguyen

We consider a system of interacting particles governed by the generalized Langevin equation (GLE) in the presence of external confining potentials, singular repulsive forces, as well as memory kernels. Using a Mori–Zwanzig approach, we represent the system by a class of Markovian dynamics. Under a general set of conditions on the nonlinearities, we study the large-time asymptotics of the multi-particle Markovian GLEs. We show that the system is always exponentially attractive toward the unique invariant Gibbs probability measure. The proof relies on a novel construction of Lyapunov functions. We then establish the validity of the small-mass approximation for the solutions by an appropriate equation on any finite-time window. Important examples of singular potentials in our results include the Lennard–Jones and Coulomb functions.

我们考虑了一个在外部约束势、奇异斥力以及记忆核存在的情况下受广义朗文方程(GLE)支配的相互作用粒子系统。我们采用莫里-茨万齐格(Mori-Zwanzig)方法,用一类马尔可夫动力学来表示该系统。在非线性的一般条件下,我们研究了多粒子马尔可夫 GLE 的大时间渐近性。我们证明,该系统总是对唯一不变的吉布斯概率量具有指数吸引力。证明依赖于一种新颖的 Lyapunov 函数构造。然后,我们通过任何有限时间窗口上的适当方程,建立了解的小质量近似的有效性。在我们的结果中,奇异势的重要例子包括伦纳德-琼斯函数和库仑函数。
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引用次数: 0
期刊
Journal of Nonlinear Science
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