Pub Date : 2023-12-08DOI: 10.1007/s00332-023-09998-8
Felix X.-F. Ye, Sichen Yang, Mauro Maggioni
We introduce a nonlinear stochastic model reduction technique for high-dimensional stochastic dynamical systems that have a low-dimensional invariant effective manifold with slow dynamics and high-dimensional, large fast modes. Given only access to a black-box simulator from which short bursts of simulation can be obtained, we design an algorithm that outputs an estimate of the invariant manifold, a process of the effective stochastic dynamics on it, which has averaged out the fast modes, and a simulator thereof. This simulator is efficient in that it exploits of the low dimension of the invariant manifold, and takes time-steps of size dependent on the regularity of the effective process, and therefore typically much larger than that of the original simulator, which had to resolve the fast modes. The algorithm and the estimation can be performed on the fly, leading to efficient exploration of the effective state space, without losing consistency with the underlying dynamics. This construction enables fast and efficient simulation of paths of the effective dynamics, together with estimation of crucial features and observables of such dynamics, including the stationary distribution, identification of metastable states, and residence times and transition rates between them.
{"title":"Nonlinear Model Reduction for Slow–Fast Stochastic Systems Near Unknown Invariant Manifolds","authors":"Felix X.-F. Ye, Sichen Yang, Mauro Maggioni","doi":"10.1007/s00332-023-09998-8","DOIUrl":"https://doi.org/10.1007/s00332-023-09998-8","url":null,"abstract":"<p>We introduce a nonlinear stochastic model reduction technique for high-dimensional stochastic dynamical systems that have a low-dimensional invariant effective manifold with slow dynamics and high-dimensional, large fast modes. Given only access to a black-box simulator from which short bursts of simulation can be obtained, we design an algorithm that outputs an estimate of the invariant manifold, a process of the effective stochastic dynamics on it, which has averaged out the fast modes, and a simulator thereof. This simulator is efficient in that it exploits of the low dimension of the invariant manifold, and takes time-steps of size dependent on the regularity of the effective process, and therefore typically much larger than that of the original simulator, which had to resolve the fast modes. The algorithm and the estimation can be performed on the fly, leading to efficient exploration of the effective state space, without losing consistency with the underlying dynamics. This construction enables fast and efficient simulation of paths of the effective dynamics, together with estimation of crucial features and observables of such dynamics, including the stationary distribution, identification of metastable states, and residence times and transition rates between them.</p>","PeriodicalId":50111,"journal":{"name":"Journal of Nonlinear Science","volume":"229 1","pages":""},"PeriodicalIF":3.0,"publicationDate":"2023-12-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138562677","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-12-01DOI: 10.1007/s00332-023-09991-1
Xiuxiu Lin, Yanping Chen, Yunqing Huang
The main purpose of this paper is to discuss hp spectral element method for optimal control problem governed by a nonlinear elliptic equation with (L^2)-norm constraint for control variable. We then set up its weak formulation and hp spectral element approximation scheme. A priori error estimates of hp spectral element approximation based on some suitable projection operators are proved carefully. Using some properties of projection operators, a posteriori error estimates for both the state and the control approximation under some reasonable assumptions are established rigorously. Such estimates are useful tools, which can be used to construct reliable adaptive spectral element methods for optimal control problems.
{"title":"Error Estimates of hp Spectral Element Methods in Nonlinear Optimal Control Problem","authors":"Xiuxiu Lin, Yanping Chen, Yunqing Huang","doi":"10.1007/s00332-023-09991-1","DOIUrl":"https://doi.org/10.1007/s00332-023-09991-1","url":null,"abstract":"<p>The main purpose of this paper is to discuss <i>hp</i> spectral element method for optimal control problem governed by a nonlinear elliptic equation with <span>(L^2)</span>-norm constraint for control variable. We then set up its weak formulation and <i>hp</i> spectral element approximation scheme. A priori error estimates of <i>hp</i> spectral element approximation based on some suitable projection operators are proved carefully. Using some properties of projection operators, a posteriori error estimates for both the state and the control approximation under some reasonable assumptions are established rigorously. Such estimates are useful tools, which can be used to construct reliable adaptive spectral element methods for optimal control problems.</p>","PeriodicalId":50111,"journal":{"name":"Journal of Nonlinear Science","volume":"78 ","pages":""},"PeriodicalIF":3.0,"publicationDate":"2023-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138518643","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-11-24DOI: 10.1007/s00332-023-09997-9
Julie Binard, Pierre Degond, Pascal Noble
In this paper, we study a system of partial differential equations modeling the evolution of a landscape in order to describe the mechanisms of pattern formations. A ground surface is eroded by the flow of water over it, by either sedimentation or dilution. We consider a model, composed of three evolution equations: one on the elevation of the ground surface, one on the fluid height and one on the concentration of sediments in the fluid layer. We first establish the well-posedness of the system in short time and under the assumption that the initial fluid height does not vanish. Then, we focus on pattern formation in the case of a film flow over an inclined erodible plane. For that purpose, we carry out a spectral stability analysis of constant state solutions in order to determine instability conditions and identify a mechanism for pattern formations. These patterns, which are rills and gullies, are the starting point of the formation of rivers and valleys in landscapes. Finally, we carry out some numerical simulations of the full system in order to validate the spectral instability scenario, and determine the resulting patterns.
{"title":"Well-Posedness and Stability Analysis of a Landscape Evolution Model","authors":"Julie Binard, Pierre Degond, Pascal Noble","doi":"10.1007/s00332-023-09997-9","DOIUrl":"https://doi.org/10.1007/s00332-023-09997-9","url":null,"abstract":"<p>In this paper, we study a system of partial differential equations modeling the evolution of a landscape in order to describe the mechanisms of pattern formations. A ground surface is eroded by the flow of water over it, by either sedimentation or dilution. We consider a model, composed of three evolution equations: one on the elevation of the ground surface, one on the fluid height and one on the concentration of sediments in the fluid layer. We first establish the well-posedness of the system in short time and under the assumption that the initial fluid height does not vanish. Then, we focus on pattern formation in the case of a film flow over an inclined erodible plane. For that purpose, we carry out a spectral stability analysis of constant state solutions in order to determine instability conditions and identify a mechanism for pattern formations. These patterns, which are rills and gullies, are the starting point of the formation of rivers and valleys in landscapes. Finally, we carry out some numerical simulations of the full system in order to validate the spectral instability scenario, and determine the resulting patterns.</p>","PeriodicalId":50111,"journal":{"name":"Journal of Nonlinear Science","volume":"103 1","pages":""},"PeriodicalIF":3.0,"publicationDate":"2023-11-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138518645","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-11-18DOI: 10.1007/s00332-023-09996-w
Yongli Song, Hao Wang, Jinfeng Wang
Nonlocal perception is crucial to the mechanistic modeling of cognitive animal movement. We formulate a diffusive consumer-resource model with nonlocal perception on resource availability, where resource dynamics is explicitly modeled, to investigate the influence of nonlocal perception on stability and spatiotemporal patterns. For the finite domain, nonlocal perception described by two common types of resource detection function (spatial average or Green function) has no impact on the stability of the spatially homogeneous steady state. For the infinite domain, nonlocal perception described by the Laplacian or Gaussian detection function has no impact on stability either; however, the top-hat detection function can destabilize the spatially homogeneous steady state when the rate of perceptual movement is large and the detection scale belongs to an appropriate interval. Using the more realistic top-hat perception kernel, we investigate the influence of the detection scale, the perceptual movement rate and the resource’s carrying capacity on the spatiotemporal patterns and find the stripe spatial patterns, oscillatory patterns with different spatial profiles as well as spatiotemporal chaos.
{"title":"Cognitive Consumer-Resource Spatiotemporal Dynamics with Nonlocal Perception","authors":"Yongli Song, Hao Wang, Jinfeng Wang","doi":"10.1007/s00332-023-09996-w","DOIUrl":"https://doi.org/10.1007/s00332-023-09996-w","url":null,"abstract":"<p>Nonlocal perception is crucial to the mechanistic modeling of cognitive animal movement. We formulate a diffusive consumer-resource model with nonlocal perception on resource availability, where resource dynamics is explicitly modeled, to investigate the influence of nonlocal perception on stability and spatiotemporal patterns. For the finite domain, nonlocal perception described by two common types of resource detection function (spatial average or Green function) has no impact on the stability of the spatially homogeneous steady state. For the infinite domain, nonlocal perception described by the Laplacian or Gaussian detection function has no impact on stability either; however, the top-hat detection function can destabilize the spatially homogeneous steady state when the rate of perceptual movement is large and the detection scale belongs to an appropriate interval. Using the more realistic top-hat perception kernel, we investigate the influence of the detection scale, the perceptual movement rate and the resource’s carrying capacity on the spatiotemporal patterns and find the stripe spatial patterns, oscillatory patterns with different spatial profiles as well as spatiotemporal chaos.</p>","PeriodicalId":50111,"journal":{"name":"Journal of Nonlinear Science","volume":"138 ","pages":""},"PeriodicalIF":3.0,"publicationDate":"2023-11-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138518648","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-11-17DOI: 10.1007/s00332-023-09995-x
Grégory Dumont, Jacques Henry, Carmen Oana Tarniceriu
Understanding the mechanisms that lead to oscillatory activity in the brain is an ongoing challenge in computational neuroscience. Here, we address this issue by considering a network of excitatory neurons with Poisson spiking mechanism. In the mean-field formalism, the network’s dynamics can be successfully rendered by a nonlinear dynamical system. The stationary state of the system is computed and a perturbation analysis is performed to obtain an analytical characterization for the occurrence of instabilities. Taking into account two parameters of the neural network, namely synaptic coupling and synaptic delay, we obtain numerically the bifurcation line separating the non-oscillatory from the oscillatory regime. Moreover, our approach can be adapted to incorporate multiple interacting populations.
{"title":"Oscillations in a Fully Connected Network of Leaky Integrate-and-Fire Neurons with a Poisson Spiking Mechanism","authors":"Grégory Dumont, Jacques Henry, Carmen Oana Tarniceriu","doi":"10.1007/s00332-023-09995-x","DOIUrl":"https://doi.org/10.1007/s00332-023-09995-x","url":null,"abstract":"<p>Understanding the mechanisms that lead to oscillatory activity in the brain is an ongoing challenge in computational neuroscience. Here, we address this issue by considering a network of excitatory neurons with Poisson spiking mechanism. In the mean-field formalism, the network’s dynamics can be successfully rendered by a nonlinear dynamical system. The stationary state of the system is computed and a perturbation analysis is performed to obtain an analytical characterization for the occurrence of instabilities. Taking into account two parameters of the neural network, namely synaptic coupling and synaptic delay, we obtain numerically the bifurcation line separating the non-oscillatory from the oscillatory regime. Moreover, our approach can be adapted to incorporate multiple interacting populations.\u0000</p>","PeriodicalId":50111,"journal":{"name":"Journal of Nonlinear Science","volume":"143 ","pages":""},"PeriodicalIF":3.0,"publicationDate":"2023-11-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138518647","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-11-16DOI: 10.1007/s00332-023-09987-x
S. Jelbart, C. Kuehn, S.-V. Kuntz
Geometric singular perturbation theory provides a powerful mathematical framework for the analysis of ‘stationary’ multiple time-scale systems which possess a critical manifold, i.e. a smooth manifold of steady states for the limiting fast subsystem, particularly when combined with a method of desingularisation known as blow-up. The theory for ‘oscillatory’ multiple time-scale systems which possess a limit cycle manifold instead of (or in addition to) a critical manifold is less developed, particularly in the non-normally hyperbolic regime. We use the blow-up method to analyse the global oscillatory transition near a regular folded limit cycle manifold in a class of three time-scale ‘semi-oscillatory’ systems with two small parameters. The systems considered behave like oscillatory systems as the smallest perturbation parameter tends to zero, and stationary systems as both perturbation parameters tend to zero. The additional time-scale structure is crucial for the applicability of the blow-up method, which cannot be applied directly to the two time-scale oscillatory counterpart of the problem. Our methods allow us to describe the asymptotics and strong contractivity of all solutions which traverse a neighbourhood of the global singularity. Our main results cover a range of different cases with respect to the relative time-scale of the angular dynamics and the parameter drift. We demonstrate the applicability of our results for systems with periodic forcing in the slow equation, in particular for a class of Liénard equations. Finally, we consider a toy model used to study tipping phenomena in climate systems with periodic forcing in the fast equation, which violates the conditions of our main results, in order to demonstrate the applicability of classical (two time-scale) theory for problems of this kind.
{"title":"Geometric Blow-Up for Folded Limit Cycle Manifolds in Three Time-Scale Systems","authors":"S. Jelbart, C. Kuehn, S.-V. Kuntz","doi":"10.1007/s00332-023-09987-x","DOIUrl":"https://doi.org/10.1007/s00332-023-09987-x","url":null,"abstract":"<p><i>Geometric singular perturbation theory</i> provides a powerful mathematical framework for the analysis of ‘stationary’ multiple time-scale systems which possess a <i>critical manifold</i>, i.e. a smooth manifold of steady states for the limiting fast subsystem, particularly when combined with a method of desingularisation known as <i>blow-up</i>. The theory for ‘oscillatory’ multiple time-scale systems which possess a limit cycle manifold instead of (or in addition to) a critical manifold is less developed, particularly in the non-normally hyperbolic regime. We use the blow-up method to analyse the global oscillatory transition near a regular folded limit cycle manifold in a class of three time-scale ‘semi-oscillatory’ systems with two small parameters. The systems considered behave like oscillatory systems as the smallest perturbation parameter tends to zero, and stationary systems as both perturbation parameters tend to zero. The additional time-scale structure is crucial for the applicability of the blow-up method, which cannot be applied directly to the two time-scale oscillatory counterpart of the problem. Our methods allow us to describe the asymptotics and strong contractivity of all solutions which traverse a neighbourhood of the global singularity. Our main results cover a range of different cases with respect to the relative time-scale of the angular dynamics and the parameter drift. We demonstrate the applicability of our results for systems with periodic forcing in the slow equation, in particular for a class of Liénard equations. Finally, we consider a toy model used to study tipping phenomena in climate systems with periodic forcing in the fast equation, which violates the conditions of our main results, in order to demonstrate the applicability of classical (two time-scale) theory for problems of this kind.</p>","PeriodicalId":50111,"journal":{"name":"Journal of Nonlinear Science","volume":"21 1","pages":""},"PeriodicalIF":3.0,"publicationDate":"2023-11-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138518656","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-11-15DOI: 10.1007/s00332-023-09992-0
Stephan Wojtowytsch
{"title":"Stochastic Gradient Descent with Noise of Machine Learning Type Part II: Continuous Time Analysis","authors":"Stephan Wojtowytsch","doi":"10.1007/s00332-023-09992-0","DOIUrl":"https://doi.org/10.1007/s00332-023-09992-0","url":null,"abstract":"","PeriodicalId":50111,"journal":{"name":"Journal of Nonlinear Science","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-11-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"136227753","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-11-11DOI: 10.1007/s00332-023-09989-9
Kuan-Wei Chen, Chih-Wen Shih
{"title":"Phase-Locked Solutions of a Coupled Pair of Nonidentical Oscillators","authors":"Kuan-Wei Chen, Chih-Wen Shih","doi":"10.1007/s00332-023-09989-9","DOIUrl":"https://doi.org/10.1007/s00332-023-09989-9","url":null,"abstract":"","PeriodicalId":50111,"journal":{"name":"Journal of Nonlinear Science","volume":"21 18","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-11-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135041699","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-11-07DOI: 10.1007/s00332-023-09985-z
Feng-Bin Wang, Ruiwen Wu, Xiao-Qiang Zhao
{"title":"A Nonlocal Reaction-Diffusion Model of West Nile Virus with Vertical Transmission","authors":"Feng-Bin Wang, Ruiwen Wu, Xiao-Qiang Zhao","doi":"10.1007/s00332-023-09985-z","DOIUrl":"https://doi.org/10.1007/s00332-023-09985-z","url":null,"abstract":"","PeriodicalId":50111,"journal":{"name":"Journal of Nonlinear Science","volume":"42 35","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-11-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135432763","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}