Kinematic reduction of reaction-diffusion fronts with multiplicative noise. Derivation of stochastic sharp-interface equations

We study the dynamics of generic reaction-diffusion fronts, including pulses and chemical waves, in the presence of multiplicative noise. We discuss the connection between the reaction-diffusion Langevin-like field equations and the kinematic (eikonal) description in terms of a stochastic moving-boundary or sharp-interface approximation. We find that the effective noise is additive and we relate its strength to the noise parameters in the original field equations, to first order in noise strength, but including a partial resummation to all orders which captures the singular dependence on the microscopic cutoff associated with the spatial correlation of the noise. This dependence is essential for a quantitative and qualitative understanding of fluctuating fronts, affecting both scaling properties and nonuniversal quantities. Our results predict phenomena such as the shift of the transition point between the pushed and pulled regimes of front propagation, in terms of the noise parameters, and the corresponding transition to a non-Kardar-Parisi-Zhang universality class. We assess the quantitative validity of the results in several examples including equilibrium fluctuations and kinetic roughening. We also predict and observe a noise-induced pushed-pulled transition. The analytical predictions are successfully tested against rigorous results and show excellent agreement with numerical simulations of reaction-diffusion field equations with multiplicative noise.

Reaction-diffusion fronts under stochastic advection

We study front propagation in stirred media using a simplified modelization of the turbulent flow. Computer simulations reveal the existence of the two limiting propagation modes observed in recent experiments with liquid phase isothermal reactions. These two modes respectively correspond to a wrinkled although sharp propagating interface and to a broadened one. Specific laws relative to the enhancement of the front velocity in each regime are confirmed by our simulations.

Generalized Langevin equations: Anomalous diffusion and probability distributions

We study the motion of a particle governed by a generalized Langevin equation. We show that, when no fluctuation-dissipation relation holds, the long-time behavior of the particle may be from stationary to superdiffusive, along with subdiffusive and diffusive. When the random force is Gaussian, we derive the exact equations for the joint and marginal probability density functions for the position and velocity of the particle and find their solutions.

Reaction-diffusion fronts under stochastic advection

We study front propagation in stirred media using a simplified modelization of the turbulent flow. Computer simulations reveal the existence of the two limiting propagation modes observed in recent experiments with liquid phase isothermal reactions. These two modes respectively correspond to a wrinkled although sharp propagating interface and to a broadened one. Specific laws relative to the enhancement of the front velocity in each regime are confirmed by our simulations.

Bistable elliptic equations with fractional diffusion

This work concerns the study of bounded solutions to elliptic nonlinear equations with fractional diffusion. More precisely, the aim of this thesis is to investigate some open questions related to a conjecture of De Giorgi about the one-dimensional symmetry of bounded monotone solutions in all space, at least up to dimension 8. This property on 1-D symmetry of monotone solutions for fractional equations was known in dimension n=2. The question remained open for n>2. In this work we establish new sharp energy estimates and one-dimensional symmetry property in dimension 3 for certain solutions of fractional equations. Moreover we study a particular type of solutions, called saddle-shaped solutions, which are the candidates to be global minimizers not one-dimensional in dimensions bigger or equal than 8. This is an open problem and it is expected to be true from the classical theory of minimal surfaces.

Preconditioning strategies for the numerical solution of convection-diffusion partial differential equations

Il trattamento numerico dell'equazione di convezione-diffusione con le relative condizioni al bordo, comporta la risoluzione di sistemi lineari algebrici di grandi dimensioni in cui la matrice dei coefficienti è non simmetrica. Risolutori iterativi basati sul sottospazio di Krylov sono ampiamente utilizzati per questi sistemi lineari la cui risoluzione risulta particolarmente impegnativa nel caso di convezione dominante. In questa tesi vengono analizzate alcune strategie di precondizionamento, atte ad accelerare la convergenza di questi metodi iterativi. Vengono confrontati sperimentalmente precondizionatori molto noti come ILU e iterazioni di tipo inner-outer flessibile. Nel caso in cui i coefficienti del termine di convezione siano a variabili separabili, proponiamo una nuova strategia di precondizionamento basata sull'approssimazione, mediante equazione matriciale, dell'operatore differenziale di convezione-diffusione. L'azione di questo nuovo precondizionatore sfrutta in modo opportuno recenti risolutori efficienti per equazioni matriciali lineari. Vengono riportati numerosi esperimenti numerici per studiare la dipendenza della performance dei diversi risolutori dalla scelta del termine di convezione, e dai parametri di discretizzazione.

Instability considerations for various difference equations derived from the diffusion equation,

"Prepared for American Mathematical Society Meeting, Los Angeles, California, Nov. 27, 1954."

Solving Fractional Diffusion-Wave Equations Using a New Iterative Method

Mathematics Subject Classification: 26A33, 31B10

Solutions of Fractional Diffusion-Wave Equations in Terms of H-functions

MSC 2010: 35R11, 42A38, 26A33, 33E12

Formulation and analysis of a diffusion-velocity particle model for transport-dispersion equations

The modelling of diffusive terms in particle methods is a delicate matter and several models were proposed in the literature to take such terms into account. The diffusion velocity method (DVM), originally designed for the diffusion of passive scalars, turns diffusive terms into convective ones by expressing them as a divergence involving a so-called diffusion velocity. In this paper, DVM is extended to the diffusion of vectorial quantities in the three-dimensional Navier–Stokes equations, in their incompressible, velocity–vorticity formulation. The integration of a large eddy simulation (LES) turbulence model is investigated and a DVM general formulation is proposed. Either with or without LES, a novel expression of the diffusion velocity is derived, which makes it easier to approximate and which highlights the analogy with the original formulation for scalar transport. From this statement, DVM is then analysed in one dimension, both analytically and numerically on test cases to point out its good behaviour.

A bistable reaction-diffusion system in a stretching flow

We examine the evolution of a bistable reaction in a one-dimensional stretching flow, as a model for chaotic advection. We derive two reduced systems of ordinary differential equations (ODEs) for the dynamics of the governing advection-reaction-diffusion partial differential equations (PDE), for pulse-like and for plateau-like solutions, based on a non-perturbative approach. This reduction allows us to study the dynamics in two cases: first, close to a saddle-node bifurcation at which a pair of nontrivial steady states are born as the dimensionless reaction rate (Damkoehler number) is increased, and, second, for large Damkoehler number, far away from the bifurcation. The main aim is to investigate the initial-value problem and to determine when an initial condition subject to chaotic stirring will decay to zero and when it will give rise to a nonzero final state. Comparisons with full PDE simulations show that the reduced pulse model accurately predicts the threshold amplitude for a pulse initial condition to give rise to a nontrivial final steady state, and that the reduced plateau model gives an accurate picture of the dynamics of the system at large Damkoehler number. Published in Physica D (2006)

Finite-size particles, advection, and chaos: A collective phenomenon of intermittent bursting

We consider finite-size particles colliding elastically, advected by a chaotic flow. The collisionless dynamics has a quasiperiodic attractor and particles are advected towards this attractor. We show in this work that the collisions have dramatic effects in the system's dynamics, giving rise to collective phenomena not found in the one-particle dynamics. In particular, the collisions induce a kind of instability, in which particles abruptly spread out from the vicinity of the attractor, reaching the neighborhood of a coexisting chaotic saddle, in an autoexcitable regime. This saddle, not present in the dynamics of a single particle, emerges due to the collective particle interaction. We argue that this phenomenon is general for advected, interacting particles in chaotic flows.

Fast, scalable master equation solution algorithms. IV. Lanczos iteration with diffusion approximation preconditioned iterative inversion

In this paper we propose a second linearly scalable method for solving large master equations arising in the context of gas-phase reactive systems. The new method is based on the well-known shift-invert Lanczos iteration using the GMRES iteration preconditioned using the diffusion approximation to the master equation to provide the inverse of the master equation matrix. In this way we avoid the cubic scaling of traditional master equation solution methods while maintaining the speed of a partial spectral decomposition. The method is tested using a master equation modeling the formation of propargyl from the reaction of singlet methylene with acetylene, proceeding through long-lived isomerizing intermediates. (C) 2003 American Institute of Physics.

Fast, scalable master equation solution algorithms. III. Direct time propagation accelerated by a diffusion approximation preconditioned iterative solver

In this paper we propose a novel fast and linearly scalable method for solving master equations arising in the context of gas-phase reactive systems, based on an existent stiff ordinary differential equation integrator. The required solution of a linear system involving the Jacobian matrix is achieved using the GMRES iteration preconditioned using the diffusion approximation to the master equation. In this way we avoid the cubic scaling of traditional master equation solution methods and maintain the low temperature robustness of numerical integration. The method is tested using a master equation modelling the formation of propargyl from the reaction of singlet methylene with acetylene, proceeding through long lived isomerizing intermediates. (C) 2003 American Institute of Physics.