JOURNAL OF NONLINEAR SCIENCE

Effects of Neuromodulation on Excitatory-Inhibitory Neural Network Dynamics Depend on Network Connectivity Structure
Rich S, Zochowski M and Booth V
Acetylcholine (ACh), one of the brain's most potent neuromodulators, can affect intrinsic neuron properties through blockade of an M-type potassium current. The effect of ACh on excitatory and inhibitory cells with this potassium channel modulates their membrane excitability, which in turn affects their tendency to synchronize in networks. Here, we study the resulting changes in dynamics in networks with inter-connected excitatory and inhibitory populations (E-I networks), which are ubiquitous in the brain. Utilizing biophysical models of E-I networks, we analyze how the network connectivity structure in terms of synaptic connectivity alters the influence of ACh on the generation of synchronous excitatory bursting. We investigate networks containing all combinations of excitatory and inhibitory cells with high (Type I properties) or low (Type II properties) modulatory tone. To vary network connectivity structure, we focus on the effects of the strengths of inter-connections between excitatory and inhibitory cells (E-I synapses and I-E synapses), and the strengths of intra-connections among excitatory cells (E-E synapses) and among inhibitory cells (I-I synapses). We show that the presence of ACh may or may not affect the generation of network synchrony depending on the network connectivity. Specifically, strong network inter-connectivity induces synchronous excitatory bursting regardless of the cellular propensity for synchronization, which aligns with predictions of the PING model. However, when a network's intra-connectivity dominates its inter-connectivity, the propensity for synchrony of either inhibitory or excitatory cells can determine the generation of network-wide bursting.
Multistability of a Two-Dimensional Map Arising in an Influenza Model
Huang YJ, Huang HT, Juang J and Wu CH
In this paper, we propose and analyze a nonsmoothly two-dimensional map arising in a seasonal influenza model. Such map consists of both linear and nonlinear dynamics depending on where the map acts on its domain. The map exhibits a complicated and unpredictable dynamics such as fixed points, period points, chaotic attractors, or multistability depending on the ranges of a certain parameters. Surprisingly, bistable states include not only the coexistence of a stable fixed point and stable period three points but also that of stable period three points and a chaotic attractor. Among other things, we are able to prove rigorously the coexistence of the stable equilibrium and stable period three points for a certain range of the parameters. Our results also indicate that heterogeneity of the population drives the complication and unpredictability of the dynamics. Specifically, the most complex dynamics occur when the underlying basic reproduction number with respect to our model is an intermediate value and the large portion of the population in the same compartment changes in states the following season.
Microscopical Justification of Solid-State Wetting and Dewetting
Piovano P and Velčić I
The continuum model related to the , i.e., the problem of determining the equilibrium shape of crystalline drops resting on a substrate, is derived in dimension two by means of a rigorous discrete-to-continuum passage by -convergence of atomistic models taking into consideration the atomic interactions of the drop particles both among themselves and with the fixed substrate atoms. As a byproduct of the analysis, effective expressions for the drop surface anisotropy and the drop/substrate adhesion parameter appearing in the continuum model are characterized in terms of the atomistic potentials, which are chosen of Heitmann-Radin sticky-disk type. Furthermore, a threshold condition only depending on such potentials is determined distinguishing the wetting regime, where discrete minimizers are explicitly characterized as configurations contained in an infinitesimally thick layer, i.e., the wetting layer, on the substrate, from the dewetting regime. In the latter regime, also in view of a proven conservation of mass in the limit as the number of atoms tends to infinity, proper scalings of the minimizers of the atomistic models converge (up to extracting a subsequence and performing translations on the substrate surface) to a bounded minimizer of the Winterbottom continuum model satisfying the volume constraint.
Accelerated Optimization on Riemannian Manifolds via Discrete Constrained Variational Integrators
Duruisseaux V and Leok M
A variational formulation for accelerated optimization on normed vector spaces was recently introduced in Wibisono et al. (PNAS 113:E7351-E7358, 2016), and later generalized to the Riemannian manifold setting in Duruisseaux and Leok (SJMDS, 2022a). This variational framework was exploited on normed vector spaces in Duruisseaux et al. (SJSC 43:A2949-A2980, 2021) using time-adaptive geometric integrators to design efficient explicit algorithms for symplectic accelerated optimization, and it was observed that geometric discretizations which respect the time-rescaling invariance and symplecticity of the Lagrangian and Hamiltonian flows were substantially less prone to stability issues, and were therefore more robust, reliable, and computationally efficient. As such, it is natural to develop time-adaptive Hamiltonian variational integrators for accelerated optimization on Riemannian manifolds. In this paper, we consider the case of Riemannian manifolds embedded in a Euclidean space that can be characterized as the level set of a submersion. We will explore how holonomic constraints can be incorporated in discrete variational integrators to constrain the numerical discretization of the Riemannian Hamiltonian system to the Riemannian manifold, and we will test the performance of the resulting algorithms by solving eigenvalue and Procrustes problems formulated as optimization problems on the unit sphere and Stiefel manifold.
An Explicit Adaptive Finite Difference Method for the Cahn-Hilliard Equation
Ham S, Li Y, Jeong D, Lee C, Kwak S, Hwang Y and Kim J
In this study, we propose an explicit adaptive finite difference method (FDM) for the Cahn-Hilliard (CH) equation which describes the process of phase separation. The CH equation has been successfully utilized to model and simulate diverse field applications such as complex interfacial fluid flows and materials science. To numerically solve the CH equation fast and efficiently, we use the FDM and time-adaptive narrow-band domain. For the adaptive grid, we define a narrow-band domain including the interfacial transition layer of the phase field based on an undivided finite difference and solve the numerical scheme on the narrow-band domain. The proposed numerical scheme is based on an alternating direction explicit (ADE) method. To make the scheme conservative, we apply a mass correction algorithm after each temporal iteration step. To demonstrate the superior performance of the proposed adaptive FDM for the CH equation, we present two- and three-dimensional numerical experiments and compare them with those of other previous methods.
The Inheritance of Local Bifurcations in Mass Action Networks
Banaji M, Boros B and Hofbauer J
We consider local bifurcations of equilibria in dynamical systems arising from chemical reaction networks with mass action kinetics. In particular, given any mass action network admitting a local bifurcation of equilibria, assuming only a general transversality condition, we list some enlargements of the network which preserve its capacity for the bifurcation. These results allow us to identify bifurcations in reaction networks from examination of their subnetworks, extending and complementing previous results on the inheritance of nontrivial dynamical behaviours amongst mass action networks. A number of examples are presented to illustrate applicability of the results.
Stochastic Variational Formulations of Fluid Wave-Current Interaction
Holm DD
We are modelling multiscale, multi-physics uncertainty in wave-current interaction (WCI). To model uncertainty in WCI, we introduce stochasticity into the wave dynamics of two classic models of WCI, namely the generalised Lagrangian mean (GLM) model and the Craik-Leibovich (CL) model. The key idea for the GLM approach is the separation of the Lagrangian (fluid) and Eulerian (wave) degrees of freedom in Hamilton's principle. This is done by coupling an Euler-Poincaré for the current flow and a for the wave field. WCI in the GLM model involves the nonlinear Doppler shift in frequency of the Hamiltonian wave subsystem, which arises because the waves propagate in the frame of motion of the Lagrangian-mean velocity of the current. In contrast, WCI in the CL model arises because the fluid velocity is defined relative to the frame of motion of the Stokes mean drift velocity, which is usually taken to be prescribed, time independent and driven externally. We compare the GLM and CL theories by placing them both into the general framework of a stochastic Hamilton's principle for a 3D Euler-Boussinesq (EB) fluid in a rotating frame. In other examples, we also apply the GLM and CL methods to add wave physics and stochasticity to the familiar 1D and 2D shallow water flow models. The differences in the types of stochasticity which arise for GLM and CL models can be seen by comparing the Kelvin circulation theorems for the two models. The GLM model acquires stochasticity in its Lagrangian transport velocity for the currents and also in its group velocity for the waves. However, the CL model is based on defining the Eulerian velocity in the integrand of the Kelvin circulation relative to the Stokes drift velocity induced by waves driven externally. Thus, the Kelvin theorem for the stochastic CL model can accept stochasticity in its both its integrand and in the Lagrangian transport velocity of its circulation loop. In an "Appendix", we also discuss dynamical systems analogues of WCI.
Impact of State-Dependent Dispersal on Disease Prevalence
Gao D and Lou Y
Based on a susceptible-infected-susceptible patch model, we study the influence of dispersal on the disease prevalence of an individual patch and all patches at the endemic equilibrium. Specifically, we estimate the disease prevalence of each patch and obtain a weak order-preserving result that correlated the patch reproduction number with the patch disease prevalence. Then we assume that dispersal rates of the susceptible and infected populations are proportional and derive the overall disease prevalence, or equivalently, the total infection size at no dispersal or infinite dispersal as well as the right derivative of the total infection size at no dispersal. Furthermore, for the two-patch submodel, two complete classifications of the model parameter space are given: one addressing when dispersal leads to higher or lower overall disease prevalence than no dispersal, and the other concerning how the overall disease prevalence varies with dispersal rate. Numerical simulations are performed to further investigate the effect of movement on disease prevalence.
A New Decomposition of the Graph Laplacian and the Binomial Structure of Mass-Action Systems
Müller S
We provide a new decomposition of the Laplacian matrix (for labeled directed graphs with strongly connected components), involving an invertible , the vector of tree constants, and the incidence matrix of an auxiliary graph, representing an order on the vertices. Depending on the particular order, the core matrix has additional properties. Our results are graph-theoretic/algebraic in nature. As a first application, we further clarify the binomial structure of (weakly reversible) mass-action systems, arising from chemical reaction networks. Second, we extend a classical result by Horn and Jackson on the asymptotic stability of special steady states (complex-balanced equilibria). Here, the new decomposition of the graph Laplacian allows us to consider regions in the positive orthant with given (and corresponding polyhedral cones in logarithmic coordinates). As it turns out, all dynamical systems are asymptotically stable that can be embedded in certain . In particular, this holds for complex-balanced mass-action systems, and hence, we also obtain a polyhedral-geometry proof of the classical result.
Theoretical and Computational Analysis of the Thermal Quasi-Geostrophic Model
Crisan D, Holm DD, Luesink E, Mensah PR and Pan W
This work involves theoretical and numerical analysis of the thermal quasi-geostrophic (TQG) model of submesoscale geophysical fluid dynamics (GFD). Physically, the TQG model involves thermal geostrophic balance, in which the Rossby number, the Froude number and the stratification parameter are all of the same asymptotic order. The main analytical contribution of this paper is to construct local-in-time unique strong solutions for the TQG model. For this, we show that solutions of its regularised version -TQG converge to solutions of TQG as its smoothing parameter and we obtain blow-up criteria for the -TQG model. The main contribution of the computational analysis is to verify the rate of convergence of -TQG solutions to TQG solutions as , for example, simulations in appropriate GFD regimes.
Dispersive Hydrodynamics of Soliton Condensates for the Korteweg-de Vries Equation
Congy T, El GA, Roberti G and Tovbis A
We consider large-scale dynamics of non-equilibrium dense soliton gas for the Korteweg-de Vries (KdV) equation in the special "condensate" limit. We prove that in this limit the integro-differential kinetic equation for the spectral density of states reduces to the -phase KdV-Whitham modulation equations derived by Flaschka et al. (Commun Pure Appl Math 33(6):739-784, 1980) and Lax and Levermore (Commun Pure Appl Math 36(5):571-593, 1983). We consider Riemann problems for soliton condensates and construct explicit solutions of the kinetic equation describing generalized rarefaction and dispersive shock waves. We then present numerical results for "diluted" soliton condensates exhibiting rich incoherent behaviors associated with integrable turbulence.
Complex Fluid Models of Mixed Quantum-Classical Dynamics
Gay-Balmaz F and Tronci C
Several methods in nonadiabatic molecular dynamics are based on Madelung's hydrodynamic description of nuclear motion, while the electronic component is treated as a finite-dimensional quantum system. In this context, the quantum potential leads to severe computational challenges and one often seeks to neglect its contribution, thereby approximating nuclear motion as classical. The resulting model couples classical hydrodynamics for the nuclei to the quantum motion of the electronic component, leading to the structure of a complex fluid system. This type of mixed quantum-classical fluid models has also appeared in solvation dynamics to describe the coupling between liquid solvents and the quantum solute molecule. While these approaches represent a promising direction, their mathematical structure requires a certain care. In some cases, challenging higher-order gradients make these equations hardly tractable. In other cases, these models are based on phase-space formulations that suffer from well-known consistency issues. Here, we present a new complex fluid system that resolves these difficulties. Unlike common approaches, the current system is obtained by applying the fluid closure at the level of the action principle of the original phase-space model. As a result, the system inherits a Hamiltonian structure and retains energy/momentum balance. After discussing some of its structural properties and dynamical invariants, we illustrate the model in the case of pure-dephasing dynamics. We conclude by presenting some invariant planar models.
The Port-Hamiltonian Structure of Continuum Mechanics
Rashad R and Stramigioli S
In this paper, we present a novel approach to the geometric formulation of solid and fluid mechanics within the port-Hamiltonian framework, which extends the standard Hamiltonian formulation to non-conservative and open dynamical systems. Leveraging Dirac structures, instead of symplectic or Poisson structures, this formalism allows the incorporation of energy exchange within the spatial domain or through its boundary, which allows for a more comprehensive description of continuum mechanics. Building upon our recent work in describing nonlinear elasticity using exterior calculus and bundle-valued differential forms, this paper focuses on the systematic derivation of port-Hamiltonian models for solid and fluid mechanics in the material, spatial, and convective representations using Hamiltonian reduction theory. This paper also discusses constitutive relations for stress within this framework including hyper-elasticity, for both finite and infinitesimal strains, as well as viscous fluid flow governed by the Navier-Stokes equations.
Charge Transport Systems with Fermi-Dirac Statistics for Memristors
Herda M, Jüngel A and Portisch S
An instationary drift-diffusion system for the electron, hole, and oxygen vacancy densities, coupled to the Poisson equation for the electric potential, is analyzed in a bounded domain with mixed Dirichlet-Neumann boundary conditions. The electron and hole densities are governed by Fermi-Dirac statistics, while the oxygen vacancy density is governed by Blakemore statistics. The equations model the charge carrier dynamics in memristive devices used in semiconductor technology. The global existence of weak solutions is proved in up to three space dimensions. The proof is based on the free energy inequality, an iteration argument to improve the integrability of the densities, and estimations of the Fermi-Dirac integral. Under a physically realistic elliptic regularity condition, it is proved that the densities are bounded.
Vortex Filament Equation for a Regular Polygon in the Hyperbolic Plane
de la Hoz F, Kumar S and Vega L
The aim of this paper is twofold. First, we show the evolution of the vortex filament equation (VFE) for a regular planar polygon in the hyperbolic space. Unlike in the Euclidean space, the planar polygon is open and both of its ends grow up exponentially, which makes the problem more challenging from a numerical point of view. However, using a finite difference scheme in space combined with a fourth-order Runge-Kutta method in time and fixed boundary conditions, we show that the numerical solution is in complete agreement with the one obtained by means of algebraic techniques. Second, as in the Euclidean case, we claim that, at infinitesimal times, the evolution of VFE for a planar polygon as the initial datum can be described as a superposition of several one-corner initial data. As a consequence, not only can we compute the speed of the center of mass of the planar polygon, but the relationship also allows us to compare the time evolution of any of its corners with the evolution in the Euclidean case.
Analysis and Optimal Velocity Control of a Stochastic Convective Cahn-Hilliard Equation
Scarpa L
A Cahn-Hilliard equation with stochastic multiplicative noise and a random convection term is considered. The model describes isothermal phase-separation occurring in a moving fluid, and accounts for the randomness appearing at the microscopic level both in the phase-separation itself and in the flow-inducing process. The call for a random component in the convection term stems naturally from applications, as the fluid's stirring procedure is usually caused by mechanical or magnetic devices. Well-posedness of the state system is addressed, and optimisation of a standard tracking type cost with respect to the velocity control is then studied. Existence of optimal controls is proved, and the Gâteaux-Fréchet differentiability of the control-to-state map is shown. Lastly, the corresponding adjoint backward problem is analysed, and the first-order necessary conditions for optimality are derived in terms of a variational inequality involving the intrinsic adjoint variables.
Hopf Bifurcations of Moore-Greitzer PDE Model with Additive Noise
Meng Y, Namachchivaya NS and Perkowski N
The Moore-Greitzer partial differential equation (PDE) is a commonly used mathematical model for capturing flow and pressure changes in axial-flow jet engine compressors. Determined by compressor geometry, the deterministic model is characterized by three types of Hopf bifurcations as the throttle coefficient decreases, namely surge (mean flow oscillations), stall (inlet flow disturbances) or a combination of both. Instabilities place fundamental limits on jet-engine operating range and thus limit the design space. In contrast to the deterministic PDEs, the Hopf bifurcation in stochastic PDEs is not well understood. The goal of this particular work is to rigorously develop low-dimensional approximations using a multiscale analysis approach near the deterministic stall bifurcation points in the presence of additive noise acting on the fast modes. We also show that the reduced-dimensional approximations (SDEs) contain multiplicative noise. Instability margins in the presence of uncertainties can be thus approximated, which will eventually lead to lighter and more efficient jet engine design.
The Microscopic Derivation and Well-Posedness of the Stochastic Keller-Segel Equation
Huang H and Qiu J
In this paper, we propose and study a stochastic aggregation-diffusion equation of the Keller-Segel (KS) type for modeling the chemotaxis in dimensions . Unlike the classical deterministic KS system, which only allows for idiosyncratic noises, the stochastic KS equation is derived from an interacting particle system subject to both idiosyncratic and common noises. Both the unique existence of solutions to the stochastic KS equation and the mean-field limit result are addressed.
Adaptive Image Processing: First Order PDE Constraint Regularizers and a Bilevel Training Scheme
Davoli E, Fonseca I and Liu P
A bilevel training scheme is used to introduce a novel class of regularizers, providing a unified approach to standard regularizers and . Optimal parameters and regularizers are identified, and the existence of a solution for any given set of training imaging data is proved by -convergence under a conditional uniform bound on the trace constant of the operators and a finite-null-space condition. Some first examples and numerical results are given.
Nearly Periodic Maps and Geometric Integration of Noncanonical Hamiltonian Systems
Burby JW, Hirvijoki E and Leok M
M. Kruskal showed that each continuous-time nearly periodic dynamical system admits a formal (1)-symmetry, generated by the so-called roto-rate. When the nearly periodic system is also Hamiltonian, Noether's theorem implies the existence of a corresponding adiabatic invariant. We develop a discrete-time analog of Kruskal's theory. Nearly periodic maps are defined as parameter-dependent diffeomorphisms that limit to rotations along a (1)-action. When the limiting rotation is non-resonant, these maps admit formal (1)-symmetries to all orders in perturbation theory. For Hamiltonian nearly periodic maps on exact presymplectic manifolds, we prove that the formal (1)-symmetry gives rise to a discrete-time adiabatic invariant using a discrete-time extension of Noether's theorem. When the unperturbed (1)-orbits are contractible, we also find a discrete-time adiabatic invariant for mappings that are merely presymplectic, rather than Hamiltonian. As an application of the theory, we use it to develop a novel technique for geometric integration of non-canonical Hamiltonian systems on exact symplectic manifolds.
Robust Heteroclinic Cycles in Pluridimensions
Castro SBSD and Rucklidge AM
Heteroclinic cycles are sequences of equilibria along with trajectories that connect them in a cyclic manner. We investigate a class of robust heteroclinic cycles that do not satisfy the usual condition that all connections between equilibria lie in flow-invariant subspaces of equal dimension. We refer to these as robust heteroclinic cycles in pluridimensions. The stability of these cycles cannot be expressed in terms of ratios of contracting and expanding eigenvalues in the usual way because, when the subspace dimensions increase, the equilibria fail to have contracting eigenvalues. We develop the stability theory for robust heteroclinic cycles in pluridimensions, allowing for the absence of contracting eigenvalues. We present four new examples, each with four equilibria and living in four dimensions, that illustrate the stability calculations. Potential applications include modelling the dynamics of evolving populations when there are transitions between equilibria corresponding to mixed populations with different numbers of species.