Global Well-Posedness for the Microscopic FENE Model with a Sharp Boundary Condition

We prove global well-posedness for the microscopic FENE model under a sharp boundary requirement. The well-posedness of the FENE model that consists of the incompressible Navier-Stokes equation and the Fokker-Planck equation has been studied intensively, mostly with the zero flux boundary condition. Recently it was illustrated by C. Liu and H. Liu [2008, SIAM J. Appl. Math., 68(5):1304--1315] that any preassigned boundary value of a weighted distribution will become redundant once the non-dimensional parameter $b>2$. In this article, we show that for the well-posedness of the microscopic FENE model ($b>2$) the least boundary requirement is that the distribution near boundary needs to approach zero faster than the distance function. Under this condition, it is shown that there exists a unique weak solution in a weighted Sobolev space. Moreover, such a condition still ensures that the distribution is a probability density. The sharpness of this boundary requirement is shown by a construction of infinitely many solutions when the distribution approaches zero as fast as the distance function.Comment: pages 20; added a proof that 'solution is still a probability density under the sharp boundary requirement

An Invariant-region-preserving (IRP) Limiter to DG Methods for Compressible Euler Equations

We introduce an explicit invariant-region-preserving limiter applied to DG methods for compressible Euler equations. The invariant region considered consists of positivity of density and pressure and a maximum principle of a specific entropy. The modified polynomial by the limiter preserves the cell average, lies entirely within the invariant region and does not destroy the high order of accuracy for smooth solutions. Numerical tests are presented to illustrate the properties of the limiter. In particular, the tests on Riemann problems show that the limiter helps to damp the oscillations near discontinuities.Comment: 12 pages, 3 figures, 2 tables, XVI International Conference on Hyperbolic Problems Theory, Numerics, Application

Invariant-region-preserving DG methods for multi-dimensional hyperbolic conservation law systems, with an application to compressible Euler equations

An invariant-region-preserving (IRP) limiter for multi-dimensional hyperbolic conservation law systems is introduced, as long as the system admits a global invariant region which is a convex set in the phase space. It is shown that the order of approximation accuracy is not destroyed by the IRP limiter, provided the cell average is away from the boundary of the convex set. Moreover, this limiter is explicit, and easy for computer implementation. A generic algorithm incorporating the IRP limiter is presented for high order finite volume type schemes. For arbitrarily high order discontinuous Galerkin (DG) schemes to hyperbolic conservation law systems, sufficient conditions are obtained for cell averages to remain in the invariant region provided the projected one-dimensional system shares the same invariant region as the full multi-dimensional hyperbolic system {does}. The general results are then applied to both one and two dimensional compressible Euler equations so to obtain high order IRP DG schemes. Numerical experiments are provided to validate the proven properties of the IRP limiter and the performance of IRP DG schemes for compressible Euler equations.Comment: 33 pages, 8 tables, 5 figures, accepted for publication in Journal of Computational Physics, 201

Rigorous derivation of the hydrodynamical equations for rotating superfluids

Using a modified WKB approach, we present a rigorous semi-classical analysis for solutions of nonlinear Schroedinger equations with rotational forcing. This yields a rigorous justification for the hydrodynamical system of rotating superfluids. In particular it is shown that global-in-time semi-classical convergence holds whenever the limiting hydrodynamical system has global smooth solutions and we also discuss the semi-classical dynamics of several physical quantities describing rotating superfluids.Comment: to appear in Math. Mod. Methods Appl. Sc

Thresholds for shock formation in traffic flow models with Arrhenius look-ahead dynamics

We investigate a class of nonlocal conservation laws with the nonlinear advection coupling both local and nonlocal mechanism, which arises in several applications such as the collective motion of cells and traffic flows. It is proved that the $C^1$ solution regularity of this class of conservation laws will persist at least for a short time. This persistency may continue as long as the solution gradient remains bounded. Based on this result, we further identify sub-thresholds for finite time shock formation in traffic flow models with Arrhenius look-ahead dynamics

Selection dynamics for deep neural networks

This paper presents a partial differential equation framework for deep residual neural networks and for the associated learning problem. This is done by carrying out the continuum limits of neural networks with respect to width and depth. We study the wellposedness, the large time solution behavior, and the characterization of the steady states of the forward problem. Several useful time-uniform estimates and stability/instability conditions are presented. We state and prove optimality conditions for the inverse deep learning problem, using standard variational calculus, the Hamilton-Jacobi-Bellmann equation and the Pontryagin maximum principle. This serves to establish a mathematical foundation for investigating the algorithmic and theoretical connections between neural networks, PDE theory, variational analysis, optimal control, and deep learning.Comment: 27. arXiv admin note: text overlap with arXiv:1807.01083 by other author

Global regularity, and wave breaking phenomena in a class of nonlocal dispersive equations

This paper is concerned with a class of nonlocal dispersive models -- the $\theta$-equation proposed by H. Liu [ On discreteness of the Hopf equation, {\it Acta Math. Appl. Sin.} Engl. Ser. {\bf 24}(3)(2008)423--440]: $$(1-\partial_x^2)u_t+(1-\theta\partial_x^2)(\frac{u^2}{2})_x =(1-4\theta)(\frac{u_x^2}{2})_x,$$ including integrable equations such as the Camassa-Holm equation, $\theta=1/3$, and the Degasperis-Procesi equation, $\theta=1/4$, as special models. We investigate both global regularity of solutions and wave breaking phenomena for $\theta \in \mathbb{R}$. It is shown that as $\theta$ increases regularity of solutions improves: (i) $0 <\theta < 1/4$, the solution will blow up when the momentum of initial data satisfies certain sign conditions; (ii) $1/4 \leq \theta < 1/2$, the solution will blow up when the slope of initial data is negative at one point; (iii) ${1/2} \leq \theta \leq 1$ and $\theta=\frac{2n}{2n-1}, n\in \mathbb{N}$, global existence of strong solutions is ensured. Moreover, if the momentum of initial data has a definite sign, then for any $\theta\in \mathbb{R}$ global smoothness of the corresponding solution is proved. Proofs are either based on the use of some global invariants or based on exploration of favorable sign conditions of quantities involving solution derivatives. Existence and uniqueness results of global weak solutions for any $\theta \in \mathbb{R}$ are also presented. For some restricted range of parameters results here are equivalent to those known for the $b-$equations [e.g. J. Escher and Z. Yin, Well-posedness, blow-up phenomena, and global solutions for the b-equation, {\it J. reine angew. Math.}, {\bf 624} (2008)51--80.]Comment: 21 page

The Cauchy-Dirichlet problem for the FENE dumbbell model of polymeric fluids

The FENE dumbbell model consists of the incompressible Navier-Stokes equation and the Fokker-Planck equation for the polymer distribution. In such a model, the polymer elongation cannot exceed a limit $\sqrt{b}$, yielding all interesting features near the boundary. In this paper we establish the local well-posedness for the FENE dumbbell model under a class of Dirichlet-type boundary conditions dictated by the parameter $b$. As a result, for each $b>0$ we identify a sharp boundary requirement for the underlying density distribution, while the sharpness follows from the existence result for each specification of the boundary behavior. It is shown that the probability density governed by the Fokker-Planck equation approaches zero near boundary, necessarily faster than the distance function $d$ for $b>2$, faster than $d|ln d|$ for $b=2$, and as fast as $d^{b/2}$ for $0<b<2$. Moreover, the sharp boundary requirement for $b\geq 2$ is also sufficient for the distribution to remain a probability density.Comment: 32 page

Error Estimates of the Bloch Band-Based Gaussian Beam Superposition for the Schr\"odinger Equation

This work is concerned with asymptotic approximations of the semi-classical Schr\"odinger equation in periodic media using Gaussian beams. For the underlying equation, subject to a highly oscillatory initial data, a hybrid of the Gaussian beam approximation and homogenization leads to the Bloch eigenvalue problem and associated evolution equations for Gaussian beam components in each Bloch band. We formulate a superposition of Bloch-band based Gaussian beams to generate high frequency approximate solutions to the original wave field. For initial data of a sum of finite number of band eigen-functions, we prove that the first-order Gaussian beam superposition converges to the original wave field at a rate of $\epsilon^{1/2}$, with $\epsilon$ the semiclassically scaled constant, as long as the initial data for Gaussian beam components in each band are prepared with same order of error or smaller. For a natural choice of initial approximation, a rate of $\epsilon^{1/2}$ of initial error is verified.Comment: 27 page

Recovery of high frequency wave fields from phase space based measurements

Computation of high frequency solutions to wave equations is important in many applications, and notoriously difficult in resolving wave oscillations. Gaussian beams are asymptotically valid high frequency solutions concentrated on a single curve through the physical domain, and superposition of Gaussian beams provides a powerful tool to generate more general high frequency solutions to PDEs. An alternative way to compute Gaussian beam components such as phase, amplitude and Hessian of the phase, is to capture them in phase space by solving Liouville type equations on uniform grids. In this work we review and extend recent constructions of asymptotic high frequency wave fields from computations in phase space. We give a new level set method of computing the Hessian and higher derivatives of the phase. Moreover, we prove that the $k^{th}$ order phase space based Gaussian beam superposition converges to the original wave field in $L^2$ at the rate of \ep^{\frac{k}{2}-\frac{n}{4}} in dimension $n$.Comment: a revision of introductio