The PDD method for solving linear, nonlinear, and fractional PDEs problems

We review the Probabilistic Domain Decomposition (PDD) method for the numerical solution of linear and nonlinear Partial Differential Equation (PDE) problems. This Domain Decomposition (DD) method is based on a suitable probabilistic representation of the solution given in the form of an expectation which, in turns, involves the solution of a Stochastic Differential Equation (SDE). While the structure of the SDE depends only upon the corresponding PDE, the expectation also depends upon the boundary data of the problem. The method consists of three stages: (i) only few values of the sought solution are solved by Monte Carlo or Quasi-Monte Carlo at some interfaces; (ii) a continuous approximation of the solution over these interfaces is obtained via interpolation; and (iii) prescribing the previous (partial) solutions as additional Dirichlet boundary conditions, a fully decoupled set of sub-problems is finally solved in parallel. For linear parabolic problems, this is based on the celebrated Feynman-Kac formula, while for semilinear parabolic equations requires a suitable generalization based on branching diffusion processes. In case of semilinear transport equations and the Vlasov-Poisson system, a generalization of the probabilistic representation was also obtained in terms of the Method of Characteristics (characteristic curves). Finally, we present the latest progress towards the extension of the PDD method for nonlocal fractional operators. The algorithm notably improves the scalability of classical algorithms and is suited to massively parallel implementation, enjoying arbitrary scalability and fault tolerance properties. Numerical examples conducted in 1D and 2D, including some for the KPP equation and Plasma Physics, are given.info:eu-repo/semantics/acceptedVersio

Ferromagnetic models for cooperative behavior: Revisiting Universality in complex phenomena

Ferromagnetic models are harmonic oscillators in statistical mechanics. Beyond their original scope in tackling phase transition and symmetry breaking in theoretical physics, they are nowadays experiencing a renewal applicative interest as they capture the main features of disparate complex phenomena, whose quantitative investigation in the past were forbidden due to data lacking. After a streamlined introduction to these models, suitably embedded on random graphs, aim of the present paper is to show their importance in a plethora of widespread research fields, so to highlight the unifying framework reached by using statistical mechanics as a tool for their investigation. Specifically we will deal with examples stemmed from sociology, chemistry, cybernetics (electronics) and biology (immunology).Comment: Contributing to the proceedings of the Conference "Mathematical models and methods for Planet Heart", INdAM, Rome 201

Complex transitions to synchronization in delay-coupled networks of logistic maps

A network of delay-coupled logistic maps exhibits two different synchronization regimes, depending on the distribution of the coupling delay times. When the delays are homogeneous throughout the network, the network synchronizes to a time-dependent state [Atay et al., Phys. Rev. Lett. 92, 144101 (2004)], which may be periodic or chaotic depending on the delay; when the delays are sufficiently heterogeneous, the synchronization proceeds to a steady-state, which is unstable for the uncoupled map [Masoller and Marti, Phys. Rev. Lett. 94, 134102 (2005)]. Here we characterize the transition from time-dependent to steady-state synchronization as the width of the delay distribution increases. We also compare the two transitions to synchronization as the coupling strength increases. We use transition probabilities calculated via symbolic analysis and ordinal patterns. We find that, as the coupling strength increases, before the onset of steady-state synchronization the network splits into two clusters which are in anti-phase relation with each other. On the other hand, with increasing delay heterogeneity, no cluster formation is seen at the onset of steady-state synchronization; however, a rather complex unsynchronized state is detected, revealed by a diversity of transition probabilities in the network nodes

Collective behavior of "electronic fireflies"

A simple system composed of electronic oscillators capable of emitting and detecting light-pulses is studied. The oscillators are biologically inspired, their behavior is designed for keeping a desired light intensity, W, in the system. From another perspective, the system behaves like modified integrate and fire type neurons that are pulse-coupled with inhibitory type interactions: the firing of one oscillator delays the firing of all the others. Experimental and computational studies reveal that although no driving force favoring synchronization is considered, for a given interval of W phase-locking appears. This weak synchronization is sometimes accompanied by complex dynamical patterns in the flashing sequence of the oscillators.Comment: 4 pages, 4 figures include

Domain decomposition solution of elliptic boundary-value problems via Monte Carlo and quasi-Monte Carlo methods

Domain decomposition of two-dimensional domains on which boundary-value elliptic problems are formulated, is accomplished by probabilistic (Monte Carlo) as well as by quasi-Monte Carlo methods, generating only few interfacial values and interpolating on them. Continuous approximations for the trace of solution are thus obtained, to be used as boundary data for the sub-problems. The numerical treatment can then proceed by standard deterministic algorithms, separately in each of the so-obtained subdomains. Monte Carlo and quasi-Monte Carlo simulations may naturally exploit multiprocessor architectures, leading to parallel computing, as well as the ensuing domain decomposition does. The advantage such as scalability obtained increasing the number of processors is shown, both theoretically and experimentally, in a number of test examples, and the possibility of using clusters of computers (grid computing) emphasized

Speed of complex network synchronization

Synchrony is one of the most common dynamical states emerging on networks. The speed of convergence towards synchrony provides a fundamental collective time scale for synchronizing systems. Here we study the asymptotic synchronization times for directed networks with topologies ranging from completely ordered, grid-like, to completely disordered, random, including intermediate, partially disordered topologies. We extend the approach of master stability functions to quantify synchronization times. We find that the synchronization times strongly and systematically depend on the network topology. In particular, at fixed in-degree, stronger topological randomness induces faster synchronization, whereas at fixed path length, synchronization is slowest for intermediate randomness in the small-world regime. Randomly rewiring real-world neural, social and transport networks confirms this picture