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Register a new userNonlinear emergent macroscale PDEs, with error bound, for nonlinear microscale systems
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Many physical systems are formulated on domains which are relatively large in some directions but relatively thin in other directions. We expect such systems to have emergent structures that vary slowly over the large dimensions. Common mathematical approximations for determining the emergent dynamics often rely on self-consistency arguments or limits as the aspect ratio of the `large and `thin dimensions becomes nonphysically infinite. Here we extend to nonlinear dynamics a new approach [IMA J. Appl. Maths, DOI: 10.1093/imamat/hxx021] which analyses the dynamics at each cross-section of the domain via a rigorous multivariate Taylor series. Then centre manifold theory supports the global modelling of the systems emergent dynamics in the large but finite domain. Interactions between the cross-section coupling and both fast and slow dynamics determines quantitative error bounds for the nonlinear modelling. We illustrate the methodology by deriving the large-scale dynamics of a thin liquid film, where the film is subject to a Coriolis force induced by a rotating substrate. The approach developed here quantifies the accuracy of known approximations, extends such approximations to mixed order modelling, and may open previously intractable modelling issues to new tools and insights.
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We consider one dimensional lattice diffusion model on a microscale grid with many discrete diffusivity values which repeat periodicially. Computer algebra explores how the dynamics of small coupled `patches predict the slow emergent macroscale dynamics. We optimise the geometry and coupling of patches by comparing the macroscale predictions of the patch solutions with the macroscale solution on the infinite domain, which is derived for a general diffusivity period. The results indicate that patch dynamics is a viable method for numerical macroscale modelling of microscale systems with fine scale roughness. Moreover, the minimal error on the macroscale is generally obtained by coupling patches via `buffers that are as large as half of each patch.
Multiscale modelling aims to systematically construct macroscale models of materials with fine microscale structure. However, macroscale boundary conditions are typically not systematically derived, but rely on heuristic arguments, potentially resulting in a macroscale model which fails to adequately capture the behaviour of the microscale system. We derive the macroscale boundary conditions of the macroscale model for longitudinal wave propagation on a lattice with periodically varying density and elasticity. We model the macroscale dynamics of the microscale Dirichlet, Robin-like, Cauchy-like and mixed boundary value problem. Numerical experiments test the new methodology. Our method of deriving boundary conditions significantly improves the accuracy of the macroscale models. The methodology developed here can be adapted to a wide range of multiscale wave propagation problems.
Many physical systems are well described on domains which are relatively large in some directions but relatively thin in other directions. In this scenario we typically expect the system to have emergent structures that vary slowly over the large dimensions. For practical mathematical modelling of such systems we require efficient and accurate methodologies for reducing the dimension of the original system and extracting the emergent dynamics. Common mathematical approximations for determining the emergent dynamics often rely on self-consistency arguments or limits as the aspect ratio of the large and thin dimensions becomes unphysically infinite. Here we build on a new approach, previously establish for systems which are large in only one dimension, which analyses the dynamics at each cross-section of the domain with a rigorous multivariate Taylor series. Then centre manifold theory supports the local modelling of the systems emergent dynamics with coupling to neighbouring cross-sections treated as a non-autonomous forcing. The union over all cross-sections then provides powerful support for the existence and emergence of a centre manifold model global in the large finite domain. Quantitative error estimates are determined from the interactions between the cross-section coupling and both fast and slow dynamics. Two examples provide practical details of our methodology. The approach developed here may be used to quantify the accuracy of known approximations, to extend such approximations to mixed order modelling, and to open previously intractable modelling issues to new tools and insights.
We study convergence of nonlinear systems in the presence of an `almost Lyapunov function which, unlike the classical Lyapunov function, is allowed to be nondecreasing---and even increasing---on a nontrivial subset of the phase space. Under the assumption that the vector field is free of singular points (away from the origin) and that the subset where the Lyapunov function does not decrease is sufficiently small, we prove that solutions approach a small neighborhood of the origin. A nontrivial example where this theorem applies is constructed.
Recently proposed numerical algorithms for solving high-dimensional nonlinear partial differential equations (PDEs) based on neural networks have shown their remarkable performance. We review some of them and study their convergence properties. The methods rely on probabilistic representation of PDEs by backward stochastic differential equations (BSDEs) and their iterated time discretization. Our proposed algorithm, called deep backward multistep scheme (MDBDP), is a machine learning version of the LSMDP scheme of Gobet, Turkedjiev (Math. Comp. 85, 2016). It estimates simultaneously by backward induction the solution and its gradient by neural networks through sequential minimizations of suitable quadratic loss functions that are performed by stochastic gradient descent. Our main theoretical contribution is to provide an approximation error analysis of the MDBDP scheme as well as the deep splitting (DS) scheme for semilinear PDEs designed in Beck, Becker, Cheridito, Jentzen, Neufeld (2019). We also supplement the error analysis of the DBDP scheme of Hur{e}, Pham, Warin (Math. Comp. 89, 2020). This yields notably convergence rate in terms of the number of neurons for a class of deep Lipschitz continuous GroupSort neural networks when the PDE is linear in the gradient of the solution for the MDBDP scheme, and in the semilinear case for the DBDP scheme. We illustrate our results with some numerical tests that are compared with some other machine learning algorithms in the literature.
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