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Section: New Results

New Results

Analysis of PDEs and SPDEs

In [17], we prove the nonlinear instability of inhomogeneous steady states solutions to the Hamiltonian Mean Field (HMF) model. We first study the linear instability of this model under a simple criterion by adapting the techniques developed by the authors recently. In a second part, we extend to the inhomogeneous case some techniques developed by the authors recently and prove a nonlinear instability result under the same criterion.

In [24], we consider the non linear wave equation (NLW) on the d-dimensional torus with a smooth nonlinearity of order at least two at the origin. We prove that, for almost any mass, small and smooth solutions of high Sobolev indices are stable up to arbitrary long times with respect to the size of the initial data. To prove this result we use a normal form transformation decomposing the dynamics into low and high frequencies with weak interactions. While the low part of the dynamics can be put under classical Birkhoff normal form, the high modes evolve according to a time dependent linear Hamiltonian system. We then control the global dynamics by using polynomial growth estimates for high modes and the preservation of Sobolev norms for the low modes. Our general strategy applies to any semi-linear Hamiltonian PDEs whose linear frequencies satisfy a very general non resonance condition. The (NLW) equation on a torus is a good example since the standard Birkhoff normal form applies only when d=1 while our strategy applies in any dimension.

In [20], we study semigroups generated by accretive non-selfadjoint quadratic differential operators. We give a description of the polar decomposition of the associated evolution operators as products of a selfadjoint operator and a unitary operator. The selfadjoint parts turn out to be also evolution operators generated by time-dependent real-valued quadratic forms that are studied in details. As a byproduct of this decomposition, we give a geometric description of the regularizing properties of semigroups generated by accretive non-selfadjoint quadratic operators. Finally, by using the interpolation theory, we take advantage of this smoothing effect to establish subelliptic estimates enjoyed by quadratic operators.

In [16], we prove the nonlinear orbital stability of a large class of steady states solutions to the Hamiltonian Mean Field (HMF) system with a Poisson interaction potential. These steady states are obtained as minimizers of an energy functional under one, two or infinitely many constraints. The singularity of the Poisson potential prevents from a direct run of the general strategy which was based on generalized rearrangement techniques, and which has been recently extended to the case of the usual (smooth) cosine potential. Our strategy is rather based on variational techniques. However, due to the boundedness of the space domain, our variational problems do not enjoy the usual scaling invariances which are, in general, very important in the analysis of variational problems. To replace these scaling arguments, we introduce new transformations which, although specific to our context, remain somehow in the same spirit of rearrangements tools introduced in the references above. In particular, these transformations allow for the incorporation of an arbitrary number of constraints, and yield a stability result for a large class of steady states.

In [25], we study the Boltzmann equation with external forces, not necessarily deriving from a potential, in the incompressible Navier-Stokes perturbative regime. On the torus, we establish local-in-time, for any time, Cauchy theories that are independent of the Knudsen number in Sobolev spaces. The existence is proved around a time-dependent Maxwellian that behaves like the global equilibrium both as time grows and as the Knudsen number decreases. We combine hypocoercive properties of linearized Boltzmann operators with linearization around a time-dependent Maxwellian that catches the fluctuations of the characteristics trajectories due to the presence of the force. This uniform theory is sufficiently robust to derive the incompressible Navier-Stokes-Fourier system with an external force from the Boltzmann equation. Neither smallness, nor time-decaying assumption is required for the external force, nor a gradient form, and we deal with general hard potential and cutoff Boltzmann kernels. As a by-product the latest general theories for unit Knudsen number when the force is sufficiently small and decays in time are recovered.

In [15], we show how the methods recently applied by Debussche and Weber to solve the stochastic nonlinear Schrödinger equation on 𝕋2 can be enhanced to yield solutions on 2 if the non-linearity is weak enough. We prove that the solutions remains localized on compact time intervals which allows us to apply energy methods on the full space.

In [2], we provide in this work a local in time well-posedness result for a quasilinear generalized parabolic Anderson model in dimension two tu+ΔΠ(u)=g(u)ξ. The key idea of our approach is a simple transformation of the equation which allows to treat the problem as a semilinear problem. The analysis is done within the setting of paracontrolled calculus.

In [30], we consider the Burgers equation on H=L2(0,1) perturbed by white noise and the corresponding transition semigroup PtDϕ. We prove a new formula for PtDϕ (where ϕ:H is bounded and Borel) which depends on ϕ but not on its derivative. Then we deduce some consequences for the invariant measure ν of Pt as its Fomin differentiability and an integration by parts formula which generalises the classical one for gaussian measures.

In [9], we deal with the validity of a large deviation principle for the two-dimensional Navier-Stokes equation, with periodic boundary conditions, perturbed by a Gaussian random forcing. We are here interested in the regime where both the strength of the noise and its correlation are vanishing, on a length scale ε and δ(ε), respectively, with 0<ε,δ(ε)<<1. Depending on the relationship between ε and δ(ε) we will prove the validity of the large deviation principle in different functional spaces.

In [30], the authors consider the transition semigroup Pt of the Φ24 stochastic quantisation on the torus 𝕋2 and prove the following new estimate

| D P t ϕ ( x ) · h | c t - β | h | C - s ϕ 0 ( 1 + | x | C - s ) γ ,

for some α,β,γ,s positive. Thanks to this estimate, we show that cylindrical functions are a core for the corresponding Kolmogorov equation. Some consequences of this fact are discussed in a final remark.

In [32], we consider a particle system with a mean-field-type interaction perturbed by some common and individual noises. When the interacting kernels are sublinear and only locally Lipschitz-continuous, relying on arguments regarding the tightness of random measures in Wasserstein spaces, we are able to construct a weak solution of the corresponding limiting SPDE. In a setup where the diffusion coefficient on the environmental noise is bounded, this weak convergence can be turned into a strong Lp(Ω) convergence and the propagation of chaos for the particle system can be established. The systems considered include perturbations of the Cucker-Smale model for collective motion.

Numerical schemes

In [7], the asymptotic behavior of the solutions of the second order linearized Vlasov-Poisson system around homogeneous equilibria is derived. It provides a fine description of some nonlinear and multidimensional phenomena such as the existence of Best frequencies. Numerical results for the 1D×1D and 2D×2D Vlasov-Poisson system illustrate the effectiveness of this approach.

In [6], we consider the problem of existence and stability of solitary traveling waves for the one dimensional discrete non linear Schrödinger equation (DNLS) with cubic nonlinearity, near the continuous limit. We construct a family of solutions close to the continuous traveling waves and prove their stability over long times. Applying a modulation method, we also show that we can describe the dynamics near these discrete traveling waves over long times.

In [4], we consider the discrete nonlinear Schrödinger equations on a one dimensional lattice of mesh h, with a cubic focusing or defocusing nonlinearity. We prove a polynomial bound on the growth of the discrete Sobolev norms, uniformly with respect to the stepsize of the grid. This bound is based on a construction of higher modified energies.

The efficient numerical solution of many kinetic models in plasma physics is impeded by the stiffness of these systems. Exponential integrators are attractive in this context as they remove the CFL condition induced by the linear part of the system, which in practice is often the most stringent stability constraint. In the literature, these schemes have been found to perform well, e.g., for drift-kinetic problems. Despite their overall efficiency and their many favorable properties, most of the commonly used exponential integrators behave rather erratically in terms of the allowed time step size in some situations. This severely limits their utility and robustness. Our goal in [29] is to explain the observed behavior and suggest exponential methods that do not suffer from the stated deficiencies. To accomplish this we study the stability of exponential integrators for a linearized problem. This analysis shows that classic exponential integrators exhibit severe deficiencies in that regard. Based on the analysis conducted we propose to use Lawson methods, which can be shown not to suffer from the same stability issues. We confirm these results and demonstrate the efficiency of Lawson methods by performing numerical simulations for both the Vlasov-Poisson system and a drift-kinetic model of a ion temperature gradient instability.

In [18], a bracket structure is proposed for the laser-plasma interaction model introduced in the physical literature, and it is proved by direct calculations that the bracket is Poisson which satisfies the Jacobi identity. Then splitting methods in time are proposed based on the Poisson structure. For the quasi- relativistic case, the Hamiltonian splitting leads to three subsystems which can be solved exactly. The conservative splitting is proposed for the fully relativistic case, and three one-dimensional conservative subsystems are obtained. Combined with the splittings in time, in phase space discretization we use the Fourier spectral and finite volume methods. It is proved that the discrete charge and discrete Poisson equation are conserved by our numerical schemes. Numerically, some numerical experiments are conducted to verify good conservations for the charge, energy and Poisson equation.

In [26], the recent advances about the construction of a Trefftz Discontinuous Galerkin (TDG) method to a class of Friedrichs systems coming from linear transport with relaxation are presented in a comprehensive setting. Application to the 2D PN model are discussed, together with the derivation of new high order convergence estimates and new numerical results for the P1 and P3 models. More numerical results in dimension 2 illustrate the theoretical properties.

In [8], we are concerned with a formulation of Magnus and Floquet-Magnus expansions for general nonlinear differential equations. To this aim, we introduce suitable continuous variable transformations generated by operators. As an application of the simple formulas so-obtained, we explicitly compute the first terms of the Floquet-Magnus expansion for the Van der Pol oscillator and the nonlinear Schrödinger equation on the torus.

The article [11] is devoted to the construction of numerical methods which remain insensitive to the smallness of the semiclassical parameter for the linear Schrödinger equation in the semiclassical limit. We specifically analyse the convergence behavior of the first-order splitting. Our main result is a proof of uniform accuracy. We illustrate the properties of our methods with simulations.

In [10], we consider the numerical solution of highly-oscillatory Vlasov and Vlasov-Poisson equations with non-homogeneous magnetic field. Designed in the spirit of recent uniformly accurate methods, our schemes remain insensitive to the stiffness of the problem, in terms of both accuracy and computational cost. The specific difficulty (and the resulting novelty of our approach) stems from the presence of a non-periodic oscillation, which necessitates a careful ad-hoc reformulation of the equations. Our results are illustrated numerically on several examples.

In the analysis of highly-oscillatory evolution problems, it is commonly assumed that a single frequency is present and that it is either constant or, at least, bounded from below by a strictly positive constant uniformly in time. Allowing for the possibility that the frequency actually depends on time and vanishes at some instants introduces additional difficulties from both the asymptotic analysis and numerical simulation points of view. This work [13] is a first step towards the resolution of these difficulties. In particular, we show that it is still possible in this situation to infer the asymptotic behaviour of the solution at the price of more intricate computations and we derive a second order uniformly accurate numerical method.

In [12], we introduce a new methodology to design uniformly accurate methods for oscillatory evolution equations. The targeted models are envisaged in a wide spectrum of regimes, from non-stiff to highly-oscillatory. Thanks to an averaging transformation, the stiffness of the problem is softened, allowing for standard schemes to retain their usual orders of convergence. Overall, high-order numerical approximations are obtained with errors and at a cost independent of the regime.

In [1], we present an asymptotic preserving scheme based on a micro-macro decomposition for stochastic linear transport equations in kinetic and diffusive regimes. We perform a mathematical analysis and prove that the scheme is uniformly stable with respect to the mean free path of the particles in the simple telegraph model and in the general case. We present several numerical tests which validate our scheme.

In [22], a splitting strategy is introduced to approximate two-dimensional rotation motions. Unlike standard approaches based on directional splitting which usually lead to a wrong angular velocity and then to large error, the splitting studied here turns out to be exact in time. Combined with spectral methods, the so-obtained numerical method is able to capture the solution to the associated partial differential equation with a very high accuracy. A complete numerical analysis of this method is given in this work. Then, the method is used to design highly accurate time integrators for Vlasov type equations: the Vlasov-Maxwell system and the Vlasov-HMF model. Finally , several numerical illustrations and comparisons with methods from the literature are discussed.

In [23], some exact splittings are proposed for inhomogeneous quadratic differential equations including, for example, transport equations, kinetic equations, and Schrödinger type equations with a rotation term. In this work, these exact splittings are combined with pseudo-spectral methods in space to illustrate their high accuracy and efficiency.

In [14], we develop a new class of numerical schemes for collisional kinetic equations in the diffusive regime. The first step consists in reformulating the problem by decomposing the solution in the time evolution of an equilibrium state plus a perturbation. Then, the scheme combines a Monte Carlo solver for the perturbation with an Eulerian method for the equilibrium part, and is designed in such a way to be uniformly stable with respect to the diffusive scaling and to be consistent with the asymptotic diffusion equation. Moreover, since particles are only used to describe the perturbation part of the solution, the scheme becomes computationally less expensive - and is thus an asymptotically complexity diminishing scheme (ACDS) - as the solution approaches the equilibrium state due to the fact that the number of particles diminishes accordingly. This contrasts with standard methods for kinetic equations where the computational cost increases (or at least does not decrease) with the number of interactions. At the same time, the statistical error due to the Monte Carlo part of the solution decreases as the system approaches the equilibrium state: the method automatically degenerates to a solution of the macroscopic diffusion equation in the limit of infinite number of interactions. After a detailed description of the method, we perform several numerical tests and compare this new approach with classical numerical methods on various problems up to the full three dimensional case.

In [5], we revisit the old problem of compact finite difference approximations of the homogeneous Dirichlet problem in dimension 1. We design a large and natural set of schemes of arbitrary high order, and we equip this set with an algebraic structure. We give some general criteria of convergence and we apply them to obtain two new results. On the one hand, we use Padé approximant theory to construct, for each given order of consistency, the most efficient schemes and we prove their convergence. On the other hand, we use diophantine approximation theory to prove that almost all of these schemes are convergent at the same rate as the consistency order, up to some logarithmic correction.

In [28], we introduce a new Monte Carlo method for solving the Boltzmann model of rarefied gas dynamics. The method works by reformulating the original problem through a micro-macro decomposition and successively in solving a suitable equation for the perturbation from the local thermodynamic equilibrium. This equation is then discretized by using unconditionally stable exponential schemes in time which project the solution over the corresponding equilibrium state when the time step is sent to infinity. The Monte Carlo method is designed on this time integration method and it only describes the perturbation from the final state. In this way, the number of samples diminishes during the time evolution of the solution and when the final equilibrium state is reached, the number of statistical samples becomes automatically zero. The resulting method is computationally less expensive as the solution approaches the equilibrium state as opposite to standard methods for kinetic equations which computational cost increases with the number of interactions. At the same time, the statistical error decreases as the system approaches the equilibrium state. In a last part, we show the behaviors of this new approach in comparison with standard Monte Carlo techniques and in comparison with spectral methods on different prototype problems.

In [27], we consider the three dimensional Vlasov equation with an inhomogeneous, varying direction, strong magnetic field. Whenever the magnetic field has constant intensity, the oscillations generated by the stiff term are periodic. The homogenized model is then derived and several state-of-the-art multiscale methods, in combination with the Particle-In-Cell discretisation, are proposed for solving the Vlasov-Poisson equation. Their accuracy as much as their computational cost remain essentially independent of the strength of the magnetic field. The proposed schemes thus allow large computational steps, while the full gyro-motion can be restored by a linear interpolation in time. In the linear case, extensions are introduced for general magnetic field (varying intensity and direction). Eventually, numerical experiments are exposed to illustrate the efficiency of the methods and some long-term simulations are presented.