本文导出了随机微观系统的有效宏观模型。原始的微观系统是由一个随机的偏微分方程定义的域上穿孔的小孔或异质性建模。均匀化的有效模型仍然是一个随机偏微分方程,但定义在一个统一的区域上没有洞。微观模型的解决方案是收敛到有效的宏观模型的概率分布,孔的尺寸减小到零。此外,还证明了宏观系统在\emph{convergence in probability distribution}意义下的长期有效性和宏观系统在\emph{convergence in energy}意义下的有效性.
英文摘要:
An effective macroscopic model for a stochastic microscopic system is derived. The original microscopic system is modeled by a stochastic partial differential equation defined on a domain perforated with small holes or heterogeneities. The homogenized effective model is still a stochastic partial differential equation but defined on a unified domain without holes. The solutions of the microscopic model is shown to converge to those of the effective macroscopic model in probability distribution, as the size of holes diminishes to zero. Moreover, the long time effectivity of the macroscopic system in the sense of \emph{convergence in probability distribution}, and the effectivity of the macroscopic system in the sense of \emph{convergence in energy} are also proved.
We analyze the Helmholtz equation in a complex domain. A sound absorbing structure at a part of the boundary is modelled by a periodic geometry with periodicity $\varepsilon>0$. A resonator volume of thickness $\varepsilon$ is connected with thin channels (opening $\varepsilon^3$) with the main part of the macroscopic domain. For this problem with three different scales we analyze solutions in the limit $\varepsilon\to 0$ and find that the effective system can describe sound absorption.
Homogenization of the compressible Navier-Stokes equations via two-scale convergence in perforated domains
Augsburg University(奥格斯堡大学);Institute of Mathematics of the Czech Academy of Sciences(捷克科学院数学研究所);Friedrich-Alexander-Universität Erlangen-Nürnberg(埃尔朗根-纽伦堡弗里德里希·亚历山大大学)
Inner-layer asymptotics in partially perforated domains: coupling across flat and oscillating interfaces
Institute of Applied Analysis and Numerical Simulation, Faculty of Mathematics and Physics, University of Stuttgart(斯图加特大学数学与物理学院应用分析与数值模拟研究所);Faculty of Mathematics and Mechanics Taras Shevchenko National University of Kyiv(基辅塔拉斯舍甫琴科国立大学数学力学系)
In this paper, we derive an effective model for transport processes in periodically perforated elastic media, taking into account, e.g., cyclic elastic deformations as they occur in lung tissue due to respiratory movement. The underlying microscopic problem couples the deformation of the domain with a diffusion process within a mixed \textit{Lagrangian}/\textit{Eulerian} formulation. After a transformation of the diffusion problem onto the fixed domain, we use the formal method of two-scale asymptotic expansion to derive the upscaled model, which is nonlinearly coupled through effective coeffi…
In this paper, we determine the convergence speed of an upscaling of a pseudo-parabolic system containing drift terms with scale separation of size $ε\ll 1$. Both the upscaling and convergence speed determination exploit a natural spatial-temporal decomposition, which splits the pseudo-parabolic system into a spatial elliptic partial differential equation and a temporal ordinary differential equation. We extend the applicability to space-time domains that are a product of spatial and temporal domains, such as a time-independent perforated spatial domain. Finally, for special cases we show conv…
Let $\varepsilon>0$ be a small parameter. We consider the domain $Ω_\varepsilon:=Ω\setminus D_\varepsilon$, where $Ω$ is an open domain in $\mathbb{R}^n$, and $D_\varepsilon$ is a family of small balls of the radius $d_\varepsilon=o(\varepsilon)$ distributed periodically with period $\varepsilon$. Let $Δ_\varepsilon$ be the Laplace operator in $Ω_\varepsilon$ subject to the Robin condition ${\partial u\over \partial n}+γ_\varepsilon u = 0$ with $γ_\varepsilon\ge 0$ on the boundary of the holes and the Dirichlet condition on the exterior boundary. Kaizu (1985, 1989) and Brillard (1988) have sho…
We study the effect of regular and singular domain perturbations on layer potential operators for the Laplace equation. First, we consider layer potentials supported on a diffeomorphic image $ϕ(\partialΩ)$ of a reference set $\partialΩ$ and we present some real analyticity results for the dependence upon the map $ϕ$. Then we introduce a perforated domain $Ω(ε)$ with a small hole of size $ε$ and we compute power series expansions that describe the layer potentials on $\partialΩ(ε)$ when the parameter $ε$ approximates the degenerate value $ε=0$.
This work is devoted to the development and analysis of a linearization algorithm for microscopic elliptic equations, with scaled degenerate production, posed in a perforated medium and constrained by the homogeneous Neumann-Dirichlet boundary conditions. This technique plays two roles: to guarantee the unique weak solvability of the microscopic problem and to provide a fine approximation in the macroscopic setting. The scheme systematically relies on the choice of a stabilization parameter in such a way as to guarantee the strong convergence in $H^1$ norm for both the microscopic and macrosco…
We consider the thin-film equation $\partial_t h + \partial_y \left(m(h) \partial_y^3 h\right) = 0$ in $\{h > 0\}$ with partial-wetting boundary conditions and inhomogeneous mobility of the form $m(h) = h^3+λ^{3-n}h^n$, where $h \ge 0$ is the film height, $λ> 0$ is the slip length, $y > 0$ denotes the lateral variable, and $n \in (0,3)$ is the mobility exponent parameterizing the nonlinear slip condition. The partial-wetting regime implies the boundary condition $\partial_y h = \mathrm{const.} > 0$ at the triple junction $\partial\{h > 0\}$ (nonzero microscopic contact angle). Existence and un…
The Boltzmann equation is a nonlinear partial differential equation that plays a central role in statistical mechanics. From the mathematical point of view, the existence of global smooth solutions for arbitrary initial data is an outstanding open problem. In the present article, we review a program focused on the type of particle interactions known as non-cutoff. It is dedicated to the derivation of a priori estimates in $C^\infty$, depending only on physically meaningful conditions. We prove that the solution will stay uniformly smooth provided that its mass, energy and entropy densities rem…
In this paper, we consider a microscopic semilinear elliptic equation posed in periodically perforated domains and associated with the Fourier-type condition on internal micro-surfaces. The first contribution of this work is the construction of a reliable linearization scheme that allows us, by a suitable choice of scaling arguments and stabilization constants, to prove the weak solvability of the microscopic model. Asymptotic behaviors of the microscopic solution with respect to the microscale parameter are thoroughly investigated in the second theme, based upon several cases of scaling. In p…
In this paper we develop a framework for parameter estimation in macroscopic pedestrian models using individual trajectories -- microscopic data. We consider a unidirectional flow of pedestrians in a corridor and assume that the velocity decreases with the average density according to the fundamental diagram. Our model is formed from a coupling between a density dependent stochastic differential equation and a nonlinear partial differential equation for the density, and is hence of McKean--Vlasov type. We discuss identifiability of the parameters appearing in the fundamental diagram from traje…
We study the parabolic Anderson model (PAM) \begin{equation} {\partial \over \partial t}u(t,x) =\frac{1}{2}Δu(t,x) + u(t,x)ξ(x), \quad t>0, x\in \mathbb{R}^d, \quad \text{and} \quad u(0,x) \equiv 1, \quad \forall x\in \mathbb{R}^d, \end{equation} where $ξ$ is spatial white noise on $\mathbb{R}^d$ with $d \in\{2,3\}$. We show that the peaks of the PAM are macroscopically multifractal. More precisely, we prove that the spatial peaks of the PAM have infinitely many distinct values and we compute the macroscopic Hausdorff dimension (introduced by Barlow and Taylor) of those peaks. As a byproduct, …
We derive the hydrodynamic limit of a kinetic equation with a stochastic, short range perturbation of the velocity operator. Under some mixing hypotheses on the stochastic perturbation, we establish a diffusion-approximation result: the limit we obtain is a parabolic stochastic partial differential equation on the macroscopic parameter, the density here.
From Microscopic Damage to Macroscopic Games: A Dimensionality Reduction of Stem Cell Homeostasis
College of Engineering, Boston University(波士顿大学工程学院);Institute for Global Sustainability, Boston University(波士顿大学全球可持续发展研究所);Department of Mathematics, Northeastern University(东北大学数学系);Committee on Computational and Applied Mathematics, University of Chicago(芝加哥大学计算与应用数学委员会)
We model and study the patterns created through the interaction of collectively moving self-propelled particles (SPPs) and elastically tethered obstacles. Simulations of an individual-based model reveal at least three distinct large-scale patterns: travelling bands, trails and moving clusters. This motivates the derivation of a macroscopic partial differential equations model for the interactions between the self-propelled particles and the obstacles, for which we assume large tether stiffness. The result is a coupled system of non-linear, non-local partial differential equations. Linear stabi…
It is challenging to perform a multiscale analysis of mesoscopic systems exhibiting singularities at the macroscopic scale. In this paper, we study the hydrodynamic limit of the Boltzmann equations $$\mathrm{St} \partial_t F + v\cdot \nabla_x F = \frac{1}{\mathrm{Kn}} Q(F ,F ) $$ toward the singular solutions of 2D incompressible Euler equations whose vorticity is unbounded $$\partial_t u + u \cdot \nabla_x u + \nabla_x p = 0,\text{div }u =0.$$ We obtain a microscopic description of the singularity through the so-called kinetic vorticity and understand its behavior in the vicinity of the macro…
The macroscopic behavior of the solution of a coupled system of partial differential equations arising in the modeling of reaction-diffusion processes in periodic porous media is analyzed. Our mathematical model can be used for studying several metabolic processes taking place in living cells, in which biochemical species can diffuse in the cytosol and react both in the cytosol and also on the organellar membranes. The coupling of the concentrations of the biochemical species is realized via various properly scaled nonlinear reaction terms. These nonlinearities, which model, at the microscopic…