840 research outputs found

    Kinetic models with randomly perturbed binary collisions

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    We introduce a class of Kac-like kinetic equations on the real line, with general random collisional rules, which include as particular cases models for wealth redistribution in an agent-based market or models for granular gases with a background heat bath. Conditions on these collisional rules which guarantee both the existence and uniqueness of equilibrium profiles and their main properties are found. We show that the characterization of these stationary solutions is of independent interest, since the same profiles are shown to be solutions of different evolution problems, both in the econophysics context and in the kinetic theory of rarefied gases

    Passing to the Limit in a Wasserstein Gradient Flow: From Diffusion to Reaction

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    We study a singular-limit problem arising in the modelling of chemical reactions. At finite {\epsilon} > 0, the system is described by a Fokker-Planck convection-diffusion equation with a double-well convection potential. This potential is scaled by 1/{\epsilon}, and in the limit {\epsilon} -> 0, the solution concentrates onto the two wells, resulting into a limiting system that is a pair of ordinary differential equations for the density at the two wells. This convergence has been proved in Peletier, Savar\'e, and Veneroni, SIAM Journal on Mathematical Analysis, 42(4):1805-1825, 2010, using the linear structure of the equation. In this paper we re-prove the result by using solely the Wasserstein gradient-flow structure of the system. In particular we make no use of the linearity, nor of the fact that it is a second-order system. The first key step in this approach is a reformulation of the equation as the minimization of an action functional that captures the property of being a curve of maximal slope in an integrated form. The second important step is a rescaling of space. Using only the Wasserstein gradient-flow structure, we prove that the sequence of rescaled solutions is pre-compact in an appropriate topology. We then prove a Gamma-convergence result for the functional in this topology, and we identify the limiting functional and the differential equation that it represents. A consequence of these results is that solutions of the {\epsilon}-problem converge to a solution of the limiting problem.Comment: Added two sections, corrected minor typos, updated reference

    Constructing solutions to the Bj\"orling problem for isothermic surfaces by structure preserving discretization

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    In this article, we study an analog of the Bj\"orling problem for isothermic surfaces (that are more general than minimal surfaces): given a real analytic curve γ\gamma in R3{\mathbb R}^3, and two analytic non-vanishing orthogonal vector fields vv and ww along γ\gamma, find an isothermic surface that is tangent to γ\gamma and that has vv and ww as principal directions of curvature. We prove that solutions to that problem can be obtained by constructing a family of discrete isothermic surfaces (in the sense of Bobenko and Pinkall) from data that is sampled along γ\gamma, and passing to the limit of vanishing mesh size. The proof relies on a rephrasing of the Gauss-Codazzi-system as analytic Cauchy problem and an in-depth-analysis of its discretization which is induced from the geometry of discrete isothermic surfaces. The discrete-to-continuous limit is carried out for the Christoffel and the Darboux transformations as well.Comment: 29 pages, some figure

    Formation of Structure in Snowfields: Penitentes, Suncups, and Dirt Cones

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    Penitentes and suncups are structures formed as snow melts, typically high in the mountains. When the snow is dirty, dirt cones and other structures can form instead. Building on previous field observations and experiments, this work presents a theory of ablation morphologies, and the role of surface dirt in determining the structures formed. The glaciological literature indicates that sunlight, heating from air, and dirt all play a role in the formation of structure on an ablating snow surface. The present work formulates a mathematical model for the formation of ablation morphologies as a function of measurable parameters. The dependence of ablation morphologies on weather conditions and initial dirt thickness are studied, focusing on the initial growth of perturbations away from a flat surface. We derive a single-parameter expression for the melting rate as a function of dirt thickness, which agrees well with a set of measurements by Driedger. An interesting result is the prediction of a dirt-induced travelling instability for a range of parameters.Comment: 28 pages, 13 figure

    Exploiting the flexibility of a family of models for taxation and redistribution

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    We discuss a family of models expressed by nonlinear differential equation systems describing closed market societies in the presence of taxation and redistribution. We focus in particular on three example models obtained in correspondence to different parameter choices. We analyse the influence of the various choices on the long time shape of the income distribution. Several simulations suggest that behavioral heterogeneity among the individuals plays a definite role in the formation of fat tails of the asymptotic stationary distributions. This is in agreement with results found with different approaches and techniques. We also show that an excellent fit for the computational outputs of our models is provided by the k-generalized distribution introduced by G. Kaniadakis (Physica A 296 (2001) 405-425).Comment: 17 pages, 5 figures. Accepted for publication in Eur. Phys. J. B. arXiv admin note: text overlap with arXiv:1109.060

    A Lagrangian scheme for the solution of nonlinear diffusion equations using moving simplex meshes

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    A Lagrangian numerical scheme for solving nonlinear degenerate Fokker{Planck equations in space dimensions d>2 is presented. It applies to a large class of nonlinear diffusion equations, whose dynamics are driven by internal energies and given external potentials, e.g. the porous medium equation and the fast diffusion equation. The key ingredient in our approach is the gradient ow structure of the dynamics. For discretization of the Lagrangian map, we use a finite subspace of linear maps in space and a variational form of the implicit Euler method in time. Thanks to that time discretisation, the fully discrete solution inherits energy estimates from the original gradient ow, and these lead to weak compactness of the trajectories in the continuous limit. Consistency is analyzed in the planar situation, d = 2. A variety of numerical experiments for the porous medium equation indicates that the scheme is well-adapted to track the growth of the solution's support

    Mesoscopic modelling of financial markets

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    We derive a mesoscopic description of the behavior of a simple financial market where the agents can create their own portfolio between two investment alternatives: a stock and a bond. The model is derived starting from the Levy-Levy-Solomon microscopic model (Econ. Lett., 45, (1994), 103--111) using the methods of kinetic theory and consists of a linear Boltzmann equation for the wealth distribution of the agents coupled with an equation for the price of the stock. From this model, under a suitable scaling, we derive a Fokker-Planck equation and show that the equation admits a self-similar lognormal behavior. Several numerical examples are also reported to validate our analysis

    Basic kinetic wealth-exchange models: common features and open problems

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    We review the basic kinetic wealth-exchange models of Angle [J. Angle, Social Forces 65 (1986) 293; J. Math. Sociol. 26 (2002) 217], Bennati [E. Bennati, Rivista Internazionale di Scienze Economiche e Commerciali 35 (1988) 735], Chakraborti and Chakrabarti [A. Chakraborti, B. K. Chakrabarti, Eur. Phys. J. B 17 (2000) 167], and of Dragulescu and Yakovenko [A. Dragulescu, V. M. Yakovenko, Eur. Phys. J. B 17 (2000) 723]. Analytical fitting forms for the equilibrium wealth distributions are proposed. The influence of heterogeneity is investigated, the appearance of the fat tail in the wealth distribution and the relaxation to equilibrium are discussed. A unified reformulation of the models considered is suggested.Comment: Updated version; 9 pages, 5 figures, 2 table

    Holocene thermokarst and pingo development in the Kolyma Lowland (NE Siberia)

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    © 2018 John Wiley & Sons, Ltd. Ground ice and sedimentary records of a pingo exposure reveal insights into Holocene permafrost, landscape and climate dynamics. Early to mid-Holocene thermokarst lake deposits contain rich floral and faunal paleoassemblages, which indicate lake shrinkage and decreasing summer temperatures (chironomid-based TJuly) from 10.5 to 3.5 cal kyr BP with the warmest period between 10.5 and 8 cal kyr BP. Talik refreezing and pingo growth started about 3.5 cal kyr BP after disappearance of the lake. The isotopic composition of the pingo ice (δ18O − 17.1 ± 0.6‰, δD −144.5 ± 3.4‰, slope 5.85, deuterium excess −7.7± 1.5‰) point to the initial stage of closed-system freezing captured in the record. A differing isotopic composition within the massive ice body was found (δ18O − 21.3 ± 1.4‰, δD −165 ± 11.5‰, slope 8.13, deuterium excess 4.9± 3.2‰), probably related to the infill of dilation cracks by surface water with quasi-meteoric signature. Currently inactive syngenetic ice wedges formed in the thermokarst basin after lake drainage. The pingo preserves traces of permafrost response to climate variations in terms of ground-ice degradation (thermokarst) during the early and mid-Holocene, and aggradation (wedge-ice and pingo-ice growth) during the late Holocene
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