Numerical computation of rare events via large deviation theory

An overview of rare events algorithms based on large deviation theory (LDT) is presented. It covers a range of numerical schemes to compute the large deviation minimizer in various setups, and discusses best practices, common pitfalls, and implementation trade-offs. Generalizations, extensions, and improvements of the minimum action methods are proposed. These algorithms are tested on example problems which illustrate several common difficulties which arise e.g. when the forcing is degenerate or multiplicative, or the systems are infinite-dimensional. Generalizations to processes driven by non-Gaussian noises or random initial data and parameters are also discussed, along with the connection between the LDT-based approach reviewed here and other methods, such as stochastic field theory and optimal control. Finally, the integration of this approach in importance sampling methods using e.g. genealogical algorithms is explored

Computability of differential equations

In this chapter, we provide a survey of results concerning the computability and computational complexity of differential equations. In particular, we study the conditions which ensure computability of the solution to an initial value problem for an ordinary differential equation (ODE) and analyze the computational complexity of a computable solution. We also present computability results concerning the asymptotic behaviors of ODEs as well as several classically important partial differential equations.info:eu-repo/semantics/acceptedVersio

Finite Mechanical Proxies for a Class of Reducible Continuum Systems

We present the exact finite reduction of a class of nonlinearly perturbed wave equations, based on the Amann-Conley-Zehnder paradigm. By solving an inverse eigenvalue problem, we establish an equivalence between the spectral finite description derived from A-C-Z and a discrete mechanical model, a well definite finite spring-mass system. By doing so, we decrypt the abstract information encoded in the finite reduction and obtain a physically sound proxy for the continuous problem.Comment: 15 pages, 3 figure

Boundary stabilization of focusing NLKG near unstable equilibria: radial case

We investigate the stability and stabilization of the cubic focusing Klein-Gordon equation around static solutions on the closed ball in $\mathbb{R}^3$. First we show that the system is linearly unstable near the static solution $u\equiv 1$ for any dissipative boundary condition $u_t+ au_{\nu}=0, a\in (0, 1)$. Then by means of boundary controls (both open-loop and closed-loop) we stabilize the system around this equilibrium exponentially with rate less than $\frac{\sqrt{2}}{2L} \log{\frac{1+a}{1-a}}$, which is sharp, provided that the radius of the ball $L$ satisfies $L\neq \tan L$

Dispersive homogenized models and coefficient formulas for waves in general periodic media

We analyze a homogenization limit for the linear wave equation of second order. The spatial operator is assumed to be of divergence form with an oscillatory coefficient matrix $a^\varepsilon$ that is periodic with characteristic length scale $\varepsilon$; no spatial symmetry properties are imposed. Classical homogenization theory allows to describe solutions $u^\varepsilon$ well by a non-dispersive wave equation on fixed time intervals $(0,T)$. Instead, when larger time intervals are considered, dispersive effects are observed. In this contribution we present a well-posed weakly dispersive equation with homogeneous coefficients such that its solutions $w^\varepsilon$ describe $u^\varepsilon$ well on time intervals $(0,T\varepsilon^{-2})$. More precisely, we provide a norm and uniform error estimates of the form $\| u^\varepsilon(t) - w^\varepsilon(t) \| \le C\varepsilon$ for $t\in (0,T\varepsilon^{-2})$. They are accompanied by computable formulas for all coefficients in the effective models. We additionally provide an $\varepsilon$-independent equation of third order that describes dispersion along rays and we present numerical examples.Comment: 28 pages, 7 figure

Spectral Asymptotics of Elliptic Operators on Manifolds

The study of spectral properties of natural geometric elliptic partial differential operators acting on smooth sections of vector bundles over Riemannian manifolds is a central theme in global analysis, differential geometry and mathematical physics. Instead of studying the spectrum of a differential operator $L$ directly one usually studies its spectral functions, that is, spectral traces of some functions of the operator, such as the spectral zeta function \zeta(s)=\Tr L^{-s} and the heat trace \Theta(t)=\Tr\exp(-tL). The kernel $U(t;x,x')$ of the heat semigroup $\exp(-tL)$, called the heat kernel, plays a major role in quantum field theory and quantum gravity, index theorems, non-commutative geometry, integrable systems and financial mathematics. We review some recent progress in the study of spectral asymptotics. We study more general spectral functions, such as \Tr f(tL), that we call quantum heat traces. Also, we define new invariants of differential operators that depend not only on the their eigenvalues but also on the eigenfunctions, and, therefore, contain much more information about the geometry of the manifold. Furthermore, we study some new invariants, such as \Tr\exp(-tL_+)\exp(-sL_-), that contain relative spectral information of two differential operators. Finally we show how the convolution of the semigroups of two different operators can be computed by using purely algebraic methods.Comment: 32 pages; Expanded version of a presentation at the One World Mathematical Physics Seminar, November 22, 202