Award Abstract # 1600129
Nonlinear Partial Differential Equations and Applications

NSF Org: DMS
Division Of Mathematical Sciences
Recipient: UNIVERSITY OF CHICAGO
Initial Amendment Date: April 18, 2016
Latest Amendment Date: June 13, 2018
Award Number: 1600129
Award Instrument: Continuing Grant
Program Manager: Marian Bocea
mbocea@nsf.gov
 (703)292-2595
DMS
 Division Of Mathematical Sciences
MPS
 Directorate for Mathematical and Physical Sciences
Start Date: August 1, 2016
End Date: July 31, 2019 (Estimated)
Total Intended Award Amount: $260,000.00
Total Awarded Amount to Date: $260,000.00
Funds Obligated to Date: FY 2016 = $160,000.00
FY 2018 = $100,000.00
History of Investigator:
  • Panagiotis Souganidis (Principal Investigator)
    souganidis@math.uchicago.edu
Recipient Sponsored Research Office: University of Chicago
5801 S ELLIS AVE
CHICAGO
IL  US  60637-5418
(773)702-8669
Sponsor Congressional District: 01
Primary Place of Performance: University of Chicago
5734 S University Ave
Chicago
IL  US  60637-5418
Primary Place of Performance
Congressional District:
01
Unique Entity Identifier (UEI): ZUE9HKT2CLC9
Parent UEI: ZUE9HKT2CLC9
NSF Program(s): ANALYSIS PROGRAM
Primary Program Source: 01001617DB NSF RESEARCH & RELATED ACTIVIT
01001819DB NSF RESEARCH & RELATED ACTIVIT
Program Reference Code(s):
Program Element Code(s): 128100
Award Agency Code: 4900
Fund Agency Code: 4900
Assistance Listing Number(s): 47.049

ABSTRACT

The modeling of many phenomena in the physical and social sciences and engineering, such as porous media, composite materials, turbulence and combustion, traffic models, spread of crime, agent models and others, involve heterogeneous media described by partial differential equations. These typically depend upon many parameters and vary randomly on a small scale. In addition, often the available information (e.g., data used in weather prediction) is not exact (deterministic) but statistical (random), with large fluctuations. On macroscopic scales that are much larger than the ones of the heterogeneities, the models often exhibit an effective deterministic behavior, which is much simpler than the original one. The process of averaging such data is known as homogenization. Mathematically, this means that the original random problem is replaced by a deterministic one. When this averaging is not possible, which is typically the case when the fluctuations are too strong (wild), it is necessary to deal with so-called stochastic media (stochastic partial differential equations), which have rather singular behavior in space and time. The mathematical study of both the stochastic averaging and the stochastic partial differential equations requires original ideas and the development of new methodologies, since both topics fall outside the traditional theories of averaging and partial differential equations. Another burgeoning area of research in which similar issues surface is mathematical biology, where experiments at the molecular scale, as well as theoretical advances, have led to new, sophisticated mathematical models. Novel tools and ideas are needed to study these problems further and to validate all the relevant regimes/scales of the parameters affecting the experimentally observed and theoretically conjectured behaviors.

This project is directed at the development of general methodologies to study random homogenization, nonlinear stochastic partial differential equations, and applications to front propagation, phase transitions, and mathematical biology. Random environments are much more general than periodic ones. The latter basically involve fixed translations of a certain equation, whereas the former can be thought of as involving all possible (relevant) equations. This leads to considerable issues concerning the lack of compactness. It is therefore necessary to develop novel arguments that combine both the differential and random structures of the media under scrutiny. In this setting, the equation is the random variable and the special dependence signifies the location in space where the equation is observed. The principal investigator and his collaborators were the first to consider stochastic homogenization in stationary ergodic environments. A large part of the project is dedicated to further development of the theory. Stochastic partial differential equations have coefficients with very singular (Brownian) behavior. In the linear context, this can usually be handled by known methods, such as the classical martingale approach. This method is based on the linear character of the higher order part of the equation and thus cannot be used for nonlinear problems, where it is necessary to find appropriate alternative notions of solutions. These, in the context of first- and second-order nonlinear equations, are the stochastic viscosity and pathwise entropy solutions that have been introduced by the principal investigator and his collaborators. A part of the project is the study of the qualitative behavior/properties of these solutions. In the context of mathematical biology, the principal investigator plans to work on models of adaptation/selection as well as on models of the biology of development. The former concerns questions related to the adaptation of species to global change, the resistance of insects to pesticides, etc. The latter aims at developing models to study how positional information is provided to proliferating cells, the main questions being the formation and location of sharp and precise boundaries.

PUBLICATIONS PRODUCED AS A RESULT OF THIS RESEARCH

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(Showing: 1 - 10 of 21)
B. Gess and P. E. Souganidis "Long-time behavior, invariant measures, and regularizing effects for stochastic scalar conservation laws." Comm. Pure Appl. Math. , v.70 , 2017 , p.1562 10.1002/cpa.21646
B. Gess and P. E. Souganidis "Stochastic non-isotropic degenerate parabolic-hyperbolic equations." Stochastic Process. Appl. , v.127 , 2017 , p.2961 0.1016/j.spa.2017.01.005
C. Henderson and P. E. Souganidis "The reactive-telegraph equation and a related kinetic model." arXiv:1706.00483 and NODEA , 2017
C. Henderson, B. Perthame and P. E. Souganidis "Super-linear propagation for a general, local cane toads model." Interfaces and Free Boundaries , v.20 , 2018 , p.483 10.4171/IFB/409
C. Le Bris, P. Cardaliaguet and P. E. Souganidis "Perturbation problems in homogenization of Hamilton-Jacobi equations." J. Math. Pure Appl. , v.9 , 2018 , p.221 https://doi.org/10.1016/j.matpur.2018.03.005
G. Kossioris, M. Loulakis, P. E. Souganidis "The deterministic and stochastic shallow lake problem. Probability and analysis in interacting physical systems," Springer Proc. Math. Stat. , v.283 , 2019 , p.49
H. Ishii and P. E. Souganidis "Metastability for parabolic equations with drift: Part II. The quasilinear case." Indiana Univ. Math. J. , v.66 , 2017 , p.315 0022-2518
H. Ishii, P. E. Souganidis and H. Tran "On the Langevin equation with variable friction." Calc. Var. and PDE , v.56 , 2017 , p.161 https://doi.org/10.1007/s0052
H. Ishii, P. E. Souganidis and H. Tran "On the Langevin equation with variable friction." Calc. Var. Partial Differential Equations , v.56 , 2017 , p.161 10.1007/s00526-017-1240-7
P. Cardaliaguet and P. E. Souganidis "On the existence of correctors for the stochastic homogenization of viscous Hamilton-Jacobi equations" C. R. Acad. Paris - Math\'ematique , v.355 , 2017 , p.786 DOI:10.1016/j.crma.2017.06.001.
P. Cardaliaguet and P. E. Souganidis "On the existence of correctors for the stochastic homogenization of viscous Hamilton-Jacobi equations" C. R. Math. Acad. Sci. Paris , v.355 , 2017 , p.786 0.1016/j.crma.2017.06.001
(Showing: 1 - 10 of 21)

PROJECT OUTCOMES REPORT

Disclaimer

This Project Outcomes Report for the General Public is displayed verbatim as submitted by the Principal Investigator (PI) for this award. Any opinions, findings, and conclusions or recommendations expressed in this Report are those of the PI and do not necessarily reflect the views of the National Science Foundation; NSF has not approved or endorsed its content.

 

The major goal of the project is the development of new methods to study partial differential equations arising in physics, biology, engineering, and social sciences. The modeling of multi-scale phenomena necessitates the use of random media, as periodicity is a rather restrictive structure for many applications, and requires the study of averaged (macroscopic) behaviors. For complex phenomena, it is also often the case that most of the available information is "statistical'' (random) and not ''exact'' (deterministic). Furthermore, incorporating the fluctuations of several physical quantities leads to equationswith "singular'' and "random'' dependence on some of the variables. In this context, random homogenization and stochastic partial differential equations become the natural mathematical objects. From the mathematical point of view, the randomness is associated with singular dependence on the state variables and lack of compactness, both of which give rise to challenging mathematical problems. Overcoming them requires the development of new concepts and methodologies. Another burgeoning area of research is biology and ecology, where experiments at the molecular scale as well as theories have led tonew sophisticated mathematical models. Novel tools and ideas are needed to study these problems further and to identify all the relevant regimes/scales of the parameters affecting the experimentally observed and theoretically conjectured behaviors. Other fast developing areas of applications, like models for traffic, internet, etc., give rise to equations on graphs, a topic that is expected to grow substantially in the near future. Finally, mean-field games is a new and rapidly growing area which describe the collective behavior of  large groups of agents  trying to optimize certain criteria which, together with their dynamics, depend on the other agents and their actions. The novelty is that the agents react, anticipate and strategize instead of simply reacting instantaneously. Mean-filed games is the perfect set up for the study of some of the quintessential challenging problems in the social-economic sciences. 

The emphasis of the proposal was on the following general areas:

a. Fully nonlinear first- and second-order stochastic partial differential equations.

b. Homogenization of (degenerate) elliptic/parabolic partial differential equations in random media.

c. Problems in mathematical biology (adaptive dynamics and concentration phenomena).

d. Asymptotics of diffusion processes.

e. Viscosity solutions and partial differential equations on graphs.

f. Mean-Field Games.

The project involved 3 ( 1 female, 1 African American) graduate students and 3 postdocs.

 

 

 

 


Last Modified: 08/15/2019
Modified by: Panagiotis E Souganidis

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