Lie systems: theory, generalisations, and applications

Lie systems form a class of systems of first-order ordinary differential equations whose general solutions can be described in terms of certain finite families of particular solutions and a set of constants, by means of a particular type of mapping: the so-called superposition rule. Apart from this fundamental property, Lie systems enjoy many other geometrical features and they appear in multiple branches of Mathematics and Physics, which strongly motivates their study. These facts, together with the authors' recent findings in the theory of Lie systems, led to the redaction of this essay, which aims to describe such new achievements within a self-contained guide to the whole theory of Lie systems, their generalisations, and applications.Comment: 161 pages, 2 figure

A stochastic flow rule for granular materials

There have been many attempts to derive continuum models for dense granular flow, but a general theory is still lacking. Here, we start with Mohr-Coulomb plasticity for quasi-2D granular materials to calculate (average) stresses and slip planes, but we propose a "stochastic flow rule" (SFR) to replace the principle of coaxiality in classical plasticity. The SFR takes into account two crucial features of granular materials - discreteness and randomness - via diffusing "spots" of local fluidization, which act as carriers of plasticity. We postulate that spots perform random walks biased along slip-lines with a drift direction determined by the stress imbalance upon a local switch from static to dynamic friction. In the continuum limit (based on a Fokker-Planck equation for the spot concentration), this simple model is able to predict a variety of granular flow profiles in flat-bottom silos, annular Couette cells, flowing heaps, and plate-dragging experiments -- with essentially no fitting parameters -- although it is only expected to function where material is at incipient failure and slip-lines are inadmissible. For special cases of admissible slip-lines, such as plate dragging under a heavy load or flow down an inclined plane, we postulate a transition to rate-dependent Bagnold rheology, where flow occurs by sliding shear planes. With different yield criteria, the SFR provides a general framework for multiscale modeling of plasticity in amorphous materials, cycling between continuum limit-state stress calculations, meso-scale spot random walks, and microscopic particle relaxation

Computations involving differential operators and their actions on functions

The algorithms derived by Grossmann and Larson (1989) are further developed for rewriting expressions involving differential operators. The differential operators involved arise in the local analysis of nonlinear dynamical systems. These algorithms are extended in two different directions: the algorithms are generalized so that they apply to differential operators on groups and the data structures and algorithms are developed to compute symbolically the action of differential operators on functions. Both of these generalizations are needed for applications

Scaling Algorithms for Unbalanced Transport Problems

This article introduces a new class of fast algorithms to approximate variational problems involving unbalanced optimal transport. While classical optimal transport considers only normalized probability distributions, it is important for many applications to be able to compute some sort of relaxed transportation between arbitrary positive measures. A generic class of such "unbalanced" optimal transport problems has been recently proposed by several authors. In this paper, we show how to extend the, now classical, entropic regularization scheme to these unbalanced problems. This gives rise to fast, highly parallelizable algorithms that operate by performing only diagonal scaling (i.e. pointwise multiplications) of the transportation couplings. They are generalizations of the celebrated Sinkhorn algorithm. We show how these methods can be used to solve unbalanced transport, unbalanced gradient flows, and to compute unbalanced barycenters. We showcase applications to 2-D shape modification, color transfer, and growth models