Two semi-Lagrangian fast methods for Hamilton-Jacobi-Bellman equations

In this paper we apply the Fast Iterative Method (FIM) for solving general Hamilton-Jacobi-Bellman (HJB) equations and we compare the results with an accelerated version of the Fast Sweeping Method (FSM). We find that FIM can be indeed used to solve HJB equations with no relevant modifications with respect to the original algorithm proposed for the eikonal equation, and that it overcomes FSM in many cases. Observing the evolution of the active list of nodes for FIM, we recover another numerical validation of the arguments recently discussed in [Cacace et al., SISC 36 (2014), A570-A587] about the impossibility of creating local single-pass methods for HJB equations

Free boundary problems describing two-dimensional pulse recycling and motion in semiconductors

An asymptotic analysis of the Gunn effect in two-dimensional samples of bulk n-GaAs with circular contacts is presented. A moving pulse far from contacts is approximated by a moving free boundary separating regions where the electric potential solves a Laplace equation with subsidiary boundary conditions. The dynamical condition for the motion of the free boundary is a Hamilton-Jacobi equation. We obtain the exact solution of the free boundary problem (FBP) in simple one-dimensional and axisymmetric geometries. The solution of the FBP is obtained numerically in the general case and compared with the numerical solution of the full system of equations. The agreement is excellent so that the FBP can be adopted as the basis for an asymptotic study of the multi-dimensional Gunn effect.Comment: 19 pages, 9 figures, Revtex. To appear in Phys. Rev.

Coupling nonpolar and polar solvation free energies in implicit solvent models

Recent studies on the solvation of atomistic and nanoscale solutes indicate that a strong coupling exists between the hydrophobic, dispersion, and electrostatic contributions to the solvation free energy, a facet not considered in current implicit solvent models. We suggest a theoretical formalism which accounts for coupling by minimizing the Gibbs free energy of the solvent with respect to a solvent volume exclusion function. The resulting differential equation is similar to the Laplace-Young equation for the geometrical description of capillary interfaces, but is extended to microscopic scales by explicitly considering curvature corrections as well as dispersion and electrostatic contributions. Unlike existing implicit solvent approaches, the solvent accessible surface is an output of our model. The presented formalism is illustrated on spherically or cylindrically symmetrical systems of neutral or charged solutes on different length scales. The results are in agreement with computer simulations and, most importantly, demonstrate that our method captures the strong sensitivity of solvent expulsion and dewetting to the particular form of the solvent-solute interactions.Comment: accpted in J. Chem. Phy

Exhibiting cross-diffusion-induced patterns for reaction-diffusion systems on evolving domains and surfaces

The aim of this manuscript is to present for the first time the application of the finite element method for solving reaction-diffusion systems with cross-diffusion on continuously evolving domains and surfaces. Furthermore we present pattern formation generated by the reaction-diffusion systemwith cross-diffusion on evolving domains and surfaces. A two-component reaction-diffusion system with linear cross-diffusion in both u and v is presented. The finite element method is based on the approximation of the domain or surface by a triangulated domain or surface consisting of a union of triangles. For surfaces, the vertices of the triangulation lie on the continuous surface. A finite element space of functions is then defined by taking the continuous functions which are linear affine on each simplex of the triangulated domain or surface. To demonstrate the role of cross-diffusion to the theory of pattern formation, we compute patterns with model kinetic parameter values that belong only to the cross-diffusion parameter space; these do not belong to the standard parameter space for classical reaction-diffusion systems. Numerical results exhibited show the robustness, flexibility, versatility, and generality of our methodology; the methodology can deal with complicated evolution laws of the domain and surface, and these include uniform isotropic and anisotropic growth profiles as well as those profiles driven by chemical concentrations residing in the domain or on the surface

Application of the level-set method to the implicit solvation of nonpolar molecules

A level-set method is developed for numerically capturing the equilibrium solute-solvent interface that is defined by the recently proposed variational implicit solvent model (Dzubiella, Swanson, and McCammon, Phys. Rev. Lett. {\bf 104}, 527 (2006) and J. Chem.\Phys. {\bf 124}, 084905 (2006)). In the level-set method, a possible solute-solvent interface is represented by the zero level-set (i.e., the zero level surface) of a level-set function and is eventually evolved into the equilibrium solute-solvent interface. The evolution law is determined by minimization of a solvation free energy {\it functional} that couples both the interfacial energy and the van der Waals type solute-solvent interaction energy. The surface evolution is thus an energy minimizing process, and the equilibrium solute-solvent interface is an output of this process. The method is implemented and applied to the solvation of nonpolar molecules such as two xenon atoms, two parallel paraffin plates, helical alkane chains, and a single fullerene $C_{60}$. The level-set solutions show good agreement for the solvation energies when compared to available molecular dynamics simulations. In particular, the method captures solvent dewetting (nanobubble formation) and quantitatively describes the interaction in the strongly hydrophobic plate system

Solving the Direction Field for Discrete Agent Motion

Models for pedestrian dynamics are often based on microscopic approaches allowing for individual agent navigation. To reach a given destination, the agent has to consider environmental obstacles. We propose a direction field calculated on a regular grid with a Moore neighborhood, where obstacles are represented by occupied cells. Our developed algorithm exactly reproduces the shortest path with regard to the Euclidean metric.Comment: 8 pages, 4 figure

Quickest Paths in Simulations of Pedestrians

This contribution proposes a method to make agents in a microscopic simulation of pedestrian traffic walk approximately along a path of estimated minimal remaining travel time to their destination. Usually models of pedestrian dynamics are (implicitly) built on the assumption that pedestrians walk along the shortest path. Model elements formulated to make pedestrians locally avoid collisions and intrusion into personal space do not produce motion on quickest paths. Therefore a special model element is needed, if one wants to model and simulate pedestrians for whom travel time matters most (e.g. travelers in a station hall who are late for a train). Here such a model element is proposed, discussed and used within the Social Force Model.Comment: revised version submitte