Edgeworth expansions for slow-fast systems with finite time scale separation

We derive Edgeworth expansions that describe corrections to the Gaussian limiting behaviour of slow-fast systems. The Edgeworth expansion is achieved using a semi-group formalism for the transfer operator, where a Duhamel-Dyson series is used to asymptotically determine the corrections at any desired order of the time scale parameter ε. The corrections involve integrals over higher-order auto-correlation functions. We develop a diagrammatic representation of the series to control the combinatorial wealth of the asymptotic expansion in ε and provide explicit expressions for the first two orders. At a formal level, the expressions derived are valid in the case when the fast dynamics is stochastic as well as when the fast dynamics is entirely deterministic. We corroborate our analytical results with numerical simulations and show that our method provides an improvement on the classical homogenization limit which is restricted to the limit of infinite time scale separation

The Gentlest Ascent Dynamics

Dynamical systems that describe the escape from the basins of attraction of stable invariant sets are presented and analyzed. It is shown that the stable fixed points of such dynamical systems are the index-1 saddle points. Generalizations to high index saddle points are discussed. Both gradient and non-gradient systems are considered. Preliminary results on the nature of the dynamical behavior are presented

Stochastic methods for solving high-dimensional partial differential equations

We propose algorithms for solving high-dimensional Partial Differential Equations (PDEs) that combine a probabilistic interpretation of PDEs, through Feynman-Kac representation, with sparse interpolation. Monte-Carlo methods and time-integration schemes are used to estimate pointwise evaluations of the solution of a PDE. We use a sequential control variates algorithm, where control variates are constructed based on successive approximations of the solution of the PDE. Two different algorithms are proposed, combining in different ways the sequential control variates algorithm and adaptive sparse interpolation. Numerical examples will illustrate the behavior of these algorithms

Multiscale simulations in simple metals: a density-functional based methodology

We present a formalism for coupling a density functional theory-based quantum simulation to a classical simulation for the treatment of simple metallic systems. The formalism is applicable to multiscale simulations in which the part of the system requiring quantum-mechanical treatment is spatially confined to a small region. Such situations often arise in physical systems where chemical interactions in a small region can affect the macroscopic mechanical properties of a metal. We describe how this coupled treatment can be accomplished efficiently, and we present a coupled simulation for a bulk aluminum system.Comment: 15 pages, 7 figure

Matching Conditions in Atomistic-Continuum Modeling of Materials

A new class of matching condition between the atomistic and continuum regions is presented for the multi-scale modeling of crystals. They ensure the accurate passage of large scale information between the atomistic and continuum regions and at the same time minimize the reflection of phonons at the interface. These matching conditions can be made adaptive if we choose appropriate weight functions. Applications to dislocation dynamics and friction between two-dimensional atomically flat crystal surfaces are described.Comment: 6 pages, 4 figure

Nonlinear porous medium flow with fractional potential pressure

We study a porous medium equation, with nonlocal diffusion effects given by an inverse fractional Laplacian operator. We pose the problem in n-dimensional space for all t>0 with bounded and compactly supported initial data, and prove existence of a weak and bounded solution that propagates with finite speed, a property that is nor shared by other fractional diffusion models.Comment: 32 pages, Late

Pole-based approximation of Fermi-Dirac function

Two approaches for the efficient rational approximation of the Fermi-Dirac function are discussed: one uses the contour integral representation and conformal mapping and the other is based on a version of the multipole representation of the Fermi-Dirac function that uses only simple poles. Both representations have logarithmic computational complexity. They are of great interest for electronic structure calculations.Comment: 16 pages, 8 figures, dedicated to Professor Andy Majda on the occasion of his 60th birthda

On the fourth-order accurate compact ADI scheme for solving the unsteady Nonlinear Coupled Burgers' Equations

The two-dimensional unsteady coupled Burgers' equations with moderate to severe gradients, are solved numerically using higher-order accurate finite difference schemes; namely the fourth-order accurate compact ADI scheme, and the fourth-order accurate Du Fort Frankel scheme. The question of numerical stability and convergence are presented. Comparisons are made between the present schemes in terms of accuracy and computational efficiency for solving problems with severe internal and boundary gradients. The present study shows that the fourth-order compact ADI scheme is stable and efficient

Self-gravitating Brownian particles in two dimensions: the case of N=2 particles

We study the motion of N=2 overdamped Brownian particles in gravitational interaction in a space of dimension d=2. This is equivalent to the simplified motion of two biological entities interacting via chemotaxis when time delay and degradation of the chemical are ignored. This problem also bears some similarities with the stochastic motion of two point vortices in viscous hydrodynamics [Agullo & Verga, Phys. Rev. E, 63, 056304 (2001)]. We analytically obtain the density probability of finding the particles at a distance r from each other at time t. We also determine the probability that the particles have coalesced and formed a Dirac peak at time t (i.e. the probability that the reduced particle has reached r=0 at time t). Finally, we investigate the variance of the distribution and discuss the proper form of the virial theorem for this system. The reduced particle has a normal diffusion behaviour for small times with a gravity-modified diffusion coefficient =r_0^2+(4k_B/\xi\mu)(T-T_*)t, where k_BT_{*}=Gm_1m_2/2 is a critical temperature, and an anomalous diffusion for large times ~t^(1-T_*/T). As a by-product, our solution also describes the growth of the Dirac peak (condensate) that forms in the post-collapse regime of the Smoluchowski-Poisson system (or Keller-Segel model) for T<T_c=GMm/(4k_B). We find that the saturation of the mass of the condensate to the total mass is algebraic in an infinite domain and exponential in a bounded domain.Comment: Revised version (20/5/2010) accepted for publication in EPJ

Partial differential equations for self-organization in cellular and developmental biology

Understanding the mechanisms governing and regulating the emergence of structure and heterogeneity within cellular systems, such as the developing embryo, represents a multiscale challenge typifying current integrative biology research, namely, explaining the macroscale behaviour of a system from microscale dynamics. This review will focus upon modelling how cell-based dynamics orchestrate the emergence of higher level structure. After surveying representative biological examples and the models used to describe them, we will assess how developments at the scale of molecular biology have impacted on current theoretical frameworks, and the new modelling opportunities that are emerging as a result. We shall restrict our survey of mathematical approaches to partial differential equations and the tools required for their analysis. We will discuss the gap between the modelling abstraction and biological reality, the challenges this presents and highlight some open problems in the field