Spectral methods for multiscale stochastic differential equations

This paper presents a new method for the solution of multiscale stochastic differential equations at the diffusive time scale. In contrast to averaging-based methods, e.g., the heterogeneous multiscale method (HMM) or the equation-free method, which rely on Monte Carlo simulations, in this paper we introduce a new numerical methodology that is based on a spectral method. In particular, we use an expansion in Hermite functions to approximate the solution of an appropriate Poisson equation, which is used in order to calculate the coefficients of the homogenized equation. Spectral convergence is proved under suitable assumptions. Numerical experiments corroborate the theory and illustrate the performance of the method. A comparison with the HMM and an application to singularly perturbed stochastic PDEs are also presented

Real-Time Description of the Electronic Dynamics for a Molecule close to a Plasmonic Nanoparticle

The optical properties of molecules close to plasmonic nanostructures greatly differ from their isolated molecule counterparts. To theoretically investigate such systems in a Quantum Chemistry perspective, one has to take into account that the plasmonic nanostructure (e.g., a metal nanoparticle - NP) is often too large to be treated atomistically. Therefore, a multiscale description, where the molecule is treated by an ab initio approach and the metal NP by a lower level description, is needed. Here we present an extension of one such multiscale model [Corni, S.; Tomasi, J. {\it J. Chem. Phys.} {\bf 2001}, {\it 114}, 3739] originally inspired by the Polarizable Continuum Model, to a real-time description of the electronic dynamics of the molecule and of the NP. In particular, we adopt a Time-Dependent Configuration Interaction (TD CI) approach for the molecule, the metal NP is described as a continuous dielectric of complex shape characterized by a Drude-Lorentz dielectric function and the molecule- NP electromagnetic coupling is treated by an equation-of-motion (EOM) extension of the quasi-static Boundary Element Method (BEM). The model includes the effects of both the mutual molecule- NP time-dependent polarization and the modification of the probing electromagnetic field due to the plasmonic resonances of the NP. Finally, such an approach is applied to the investigation of the light absorption of a model chromophore, LiCN, in the presence of a metal NP of complex shape.Comment: This is the final peer-reviewed manuscript accepted for publication of an open access article published under an ACS AuthorChoice License, which permits copying and redistribution of the article or any adaptations for non-commercial purposes. Link to the original article: http://pubs.acs.org/doi/abs/10.1021/acs.jpcc.6b1108

Spectral Methods for Multiscale Stochastic Differential Equations

This paper presents a new method for the solution of multiscale stochastic differential equations at the diffusive time scale. In contrast to averaging-based methods, e.g., the heterogeneous multiscale method (HMM) or the equation-free method, which rely on Monte Carlo simulations, in this paper we introduce a new numerical methodology that is based on a spectral method. In particular, we use an expansion in Hermite functions to approximate the solution of an appropriate Poisson equation, which is used in order to calculate the coefficients of the homogenized equation. Spectral convergence is proved under suitable assumptions. Numerical experiments corroborate the theory and illustrate the performance of the method. A comparison with the HMM and an application to singularly perturbed stochastic PDEs are also presented

Localization for one-dimensional Anderson-Dirac models

We prove spectral and dynamical localization for a one-dimensional Dirac operator to which is added an ergodic random potential, with a discussion on the different types of potential. We use scattering properties to prove the positivity of the Lyapunov exponent through F\"urstenberg theorem. We get then the H\"older regularity of the integrated density of states through a new version of Thouless formula, and thus the Wegner estimate necessary for the multiscale analysis

Topics in multiscale modeling: numerical analysis and applications

We explore several topics in multiscale modeling, with an emphasis on numerical analysis and applications. Throughout Chapters 2 to 4, our investigation is guided by asymptotic calculations and numerical experiments based on spectral methods. In Chapter 2, we present a new method for the solution of multiscale stochastic differential equations at the diffusive time scale. In contrast to averaging-based methods, the numerical methodology that we present is based on a spectral method. We use an expansion in Hermite functions to approximate the solution of an appropriate Poisson equation, which is used in order to calculate the coefficients in the homogenized equation. Extensions of this method are presented in Chapter 3 and 4, where they are employed for the investigation of the Desai—Zwanzig mean-field model with colored noise and the generalized Langevin dynamics in a periodic potential, respectively. In Chapter 3, we study in particular the effect of colored noise on bifurcations and phase transitions induced by variations of the temperature. In Chapter 4, we investigate the dependence of the effective diffusion coefficient associated with the generalized Langevin equation on the parameters of the equation. In Chapter 5, which is independent from the rest of this thesis, we introduce a novel numerical method for phase-field models with wetting. More specifically, we consider the Cahn—Hilliard equation with a nonlinear wetting boundary condition, and we propose a class of linear, semi-implicit time-stepping schemes for its solution.Open Acces

Tensor Product Multiscale Many-Particle Spaces with Finite-Order Weights for the Electronic Schrödinger Equation

We study tensor product multiscale many-particle spaces with finite-order weights and their application for the electronic Schrödinger equation. Any numerical solution of the electronic Schrödinger equation using conventional discretization schemes is impossible due to its high dimensionality. Therefore, typically Monte Carlo methods (VMC/DMC) or nonlinear model approximations like Hartree-Fock (HF), coupled cluster (CC) or density functional theory (DFT) are used. In this work we develop and implement in parallel a numerical method based on adaptive sparse grids and a particle-wise subspace splitting with respect to one-particle functions which stem from a nonlinear rank-1 approximation. Sparse grids allow to overcome the exponential complexity exhibited by conventional discretization procedures and deliver a convergent numerical approach with guaranteed convergence rates. In particular, the introduced weighted many-particle tensor product multiscale approximation spaces include the common configuration interaction (CI) spaces as a special case. To realize our new approach, we first introduce general many-particle Sobolev spaces, which particularly include the standard Sobolev spaces as well as Sobolev spaces of dominated mixed smoothness. For this novel variant of sparse grid spaces we show estimates for the approximation and complexity orders with respect to the smoothness and decay parameters. With known regularity properties of the electronic wave function it follows that, up to logarithmic terms, the convergence rate is independent of the number of electrons and almost the same as in the two-electron case. However, besides the rate, also the dependence of the complexity constants on the number of electrons plays an important role for a truly practical method. Based on a splitting of the one-particle space we construct a subspace splitting of the many-particle space, which particularly includes the known ANOVA decomposition, the HDMR decomposition and the CI decomposition as special cases. Additionally, we introduce weights for a restriction of this subspace splitting. In this way weights of finite order q lead to many-particle spaces in which the problem of an approximation of an N-particle function reduces to the problem of the approximation of q-particle functions. To obtain as small as possible constants with respect to the cost complexity, we introduce a heuristic adaptive scheme to build a sequence of finite-dimensional subspaces of a weighted tensor product multiscale many-particle approximation space. Furthermore, we construct a multiscale Gaussian frame and apply Gaussians and modulated Gaussians for the nonlinear rank-1 approximation. In this way, all matrix entries of the corresponding discrete eigenvalue problem can be computed in terms of analytic formulae for the one and two particle operator integrals. Finally, we apply our novel approach to small atomic and diatomic systems with up to 6 electrons (18 space dimensions). The numerical results demonstrate that our new method indeed allows for convergence with expected rates.Tensorprodukt-Multiskalen-Mehrteilchenräume mit Gewichten endlicher Ordnung für die elektronische Schrödingergleichung In der vorliegenden Arbeit beschäftigen wir uns mit gewichteten Tensorprodukt-Multiskalen-Mehrteilchen-Approximationsräumen und deren Anwendung zur numerischen Lösung der elektronischen Schrödinger-Gleichung. Aufgrund der hohen Problemdimension ist eine direkte numerische Lösung der elektronischen Schrödinger-Gleichung mit Standard-Diskretisierungsverfahren zur linearen Approximation unmöglich, weshalb üblicherweise Monte Carlo Methoden (VMC/DMC) oder nichtlineare Modellapproximationen wie Hartree-Fock (HF), Coupled Cluster (CC) oder Dichtefunktionaltheorie (DFT) verwendet werden. In dieser Arbeit wird eine numerische Methode auf Basis von adaptiven dünnen Gittern und einer teilchenweisen Unterraumzerlegung bezüglich Einteilchenfunktionen aus einer nichtlinearen Rang-1 Approximation entwickelt und für parallele Rechnersysteme implementiert. Dünne Gitter vermeiden die in der Dimension exponentielle Komplexität üblicher Diskretisierungsmethoden und führen zu einem konvergenten numerischen Ansatz mit garantierter Konvergenzrate. Zudem enthalten unsere zugrunde liegenden gewichteten Mehrteilchen Tensorprodukt-Multiskalen-Approximationsräume die bekannten Configuration Interaction (CI) Räume als Spezialfall. Zur Konstruktion unseres Verfahrens führen wir zunächst allgemeine Mehrteilchen-Sobolevräume ein, welche die Standard-Sobolevräume sowie Sobolevräume mit dominierender gemischter Glattheit beinhalten. Wir analysieren die Approximationseigenschaften und schätzen Konvergenzraten und Kostenkomplexitätsordnungen in Abhängigkeit der Glattheitsparameter und Abfalleigenschaften ab. Mit Hilfe bekannter Regularitätseigenschaften der elektronischen Wellenfunktion ergibt sich, dass die Konvergenzrate bis auf logarithmische Terme unabhängig von der Zahl der Elektronen und fast identisch mit der Konvergenzrate im Fall von zwei Elektronen ist. Neben der Rate spielt allerdings die Abhängigkeit der Konstanten in der Kostenkomplexität von der Teilchenzahl eine wichtige Rolle. Basierend auf Zerlegungen des Einteilchenraumes konstruieren wir eine Unterraumzerlegung des Mehrteilchenraumes, welche insbesondere die bekannte ANOVA-Zerlegung, die HDMR-Zerlegung sowie die CI-Zerlegung als Spezialfälle beinhaltet. Eine zusätzliche Gewichtung der entsprechenden Unterräume mit Gewichten von endlicher Ordnung q führt zu Mehrteilchenräumen, in denen sich das Approximationsproblem einer N-Teilchenfunktion zu Approximationsproblemen von q-Teilchenfunktionen reduziert. Mit dem Ziel, Konstanten möglichst kleiner Größe bezüglich der Kostenkomplexität zu erhalten, stellen wir ein heuristisches adaptives Verfahren zur Konstruktion einer Sequenz von endlich-dimensionalen Unterräumen eines gewichteten Mehrteilchen-Tensorprodukt-Multiskalen-Approximationsraumes vor. Außerdem konstruieren wir einen Frame aus Multiskalen-Gauss-Funktionen und verwenden Einteilchenfunktionen im Rahmen der Rang-1 Approximation in der Form von Gauss- und modulierten-Gauss-Funktionen. Somit können die zur Aufstellung der Matrizen des zugehörigen diskreten Eigenwertproblems benötigten Ein- und Zweiteilchenintegrale analytisch berechnet werden. Schließlich wenden wir unsere Methode auf kleine Atome und Moleküle mit bis zu sechs Elektronen (18 Raumdimensionen) an. Die numerischen Resultate zeigen, dass sich die aus der Theorie zu erwartenden Konvergenzraten auch praktisch ergeben

Homogenized description of defect modes in periodic structures with localized defects

A spatially localized initial condition for an energy-conserving wave equation with periodic coefficients disperses (spatially spreads) and decays in amplitude as time advances. This dispersion is associated with the continuous spectrum of the underlying differential operator and the absence of discrete eigenvalues. The introduction of spatially localized perturbations in a periodic medium leads to defect modes, states in which energy remains trapped and spatially localized. In this paper we study weak, localized perturbations of one-dimensional periodic Schr\"odinger operators. Such perturbations give rise to such defect modes, and are associated with the emergence of discrete eigenvalues from the continuous spectrum. Since these isolated eigenvalues are located near a spectral band edge, there is strong scale-separation between the medium period and the localization length of the defect mode. Bound states therefore have a multi-scale structure: a "carrier Bloch wave" times a "wave envelope", which is governed by a homogenized Schr\"odinger operator with associated effective mass, depending on the spectral band edge which is the site of the bifurcation. Our analysis is based on a reformulation of the eigenvalue problem in Bloch quasi-momentum space, using the Gelfand-Bloch transform and a Lyapunov-Schmidt reduction to a closed equation for the near-band-edge frequency components of the bound state. A rescaling of the latter equation yields the homogenized effective equation for the wave envelope, and approximations to bifurcating eigenvalues and eigenfunctions.Comment: The title differs from version 1. To appear in Communications in Mathematical Science

A variational framework for multi-scale defect modeling in strained electronics and processing of composite materials

With the recent advances in material processing technologies and the introduction of the material genome initiative, material processing has gained an increased level of attention in the research community. Primary challenges in most material processing technologies and specifically in composite materials are the uncertainties concerning the material’s performance under loading whether it be static, dynamic or cyclic. That is due to the variabilities in these technologies that may lead to the formation of defects within the material parts at critical location during processing. This dissertation presents a deterministic defect modeling framework based on a system of variationally consistent formulations that allow for the modeling of the material processing stage and incorporate multi-physics coupling for multi-constituent materials. A stabilized and novel discontinuity capturing formulation is developed to model multi-phase flow of the materials and their defect while sharply capturing the jumps in material properties, material compressibility and kinetic reaction across the multi-phase interfaces. The method is based on employing structured non-moving meshes to solve the Navier-Stokes equations employing a finite element method (FEM) stabilized via the Variational Multiscale Method (VMS). Within VMS framework a discontinuity capturing method is derived that allows for sharp discontinuity capturing of the physical discontinuities of across phases within a single numerical element allowing for highly accurate and discrete representation of the interfacial physical phenomena. In addition, surface tension is incorporated into the formulation to discretely model jumps in the pressure field. The multi-phase interface is evolved employing a stabilized level-set method allowing for intricate motion of the two phases and the discontinuities within the Eulerian mesh. The formulation is then expanded to incorporate discontinuities in the governing system of equations allowing for modeling adjacent compressible-incompressible fluids within a unified formulation. Coupled with the thermal evolution within the constituents of the material and accounting for phase change and mass leading to mass transfer across the interface the materials, kinetic evolution of the material viscosities is modeled at the material points accounting for variability in the flow behavior as a function of kinetic curing. Finally, a previously developed isogeometric FEM method is expanded to model quantum defect evolution of strained electronics and the effect of straining on the electronic properties of these materials. Representative numerical tests involving complex multi-phase flows of physical instabilities, hydrodynamic collapse of bubbles and convective mass transfer along with electronic band-gap structures with strain effects are presented as validations and applications for the framework’s robustness. Finally, the chemo-thermo-mechanical coupling and real-life application is presented via a fully coupled problem involving processing of a composite bracket during the early curing stages