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We propose a partial differential-integral equation (PDE) framework for deep neural networks (DNNs) and their associated learning problem by taking the continuum limits of both network width and depth. The proposed model captures the complex interactions among hidden nodes, overcoming limitations of traditional discrete and ordinary differential equation (ODE)-based models. We explore the well-posedness of the forward propagation problem, analyze the existence and properties of minimizers for the learning task, and provide a detailed examination of necessary and sufficient conditions for the existence of critical points. Controllability and optimality conditions for the learning task with its associated PDE forward problem are established using variational calculus, the Pontryagin Maximum Principle, and the Hamilton-Jacobi-Bellman equation, framing the deep learning process as a PDE-constrained optimization problem. In this context, we prove the existence of viscosity solutions for the latter and we establish optimal feedback controls based on the value functional. This approach facilitates the development of new network architectures and numerical methods that improve upon traditional layer-by-layer gradient descent techniques by introducing forward-backward PDE discretization. The paper provides a mathematical foundation for connecting neural networks, PDE theory, variational analysis, and optimal control, partly building on and extending the results of \cite{liu2020selection}, where the main focus was the analysis of the forward evolution. By integrating these fields, we offer a robust framework that enhances deep learning models' stability, efficiency, and interpretability.

In recent years, the study of biological transportation networks has attracted significant interest, focusing on their self-regulating, demand-driven nature. This paper examines a mathematical model for these networks, featuring nonlinear elliptic equations for pressure and an auxiliary variable, and a reaction-diffusion parabolic equation for the conductivity tensor, introduced in \cite{portaro2022emergence}. The model, based on an energy functional with diffusive and metabolic terms, allows for various entropy generating functions, facilitating its application to different biological scenarios. We proved a local well-posedness result for the problem in H\"older spaces employing Schauder and semigroup theory. Then, after a suitable parameter reduction through scaling, we computed the numerical solution for the proposed system using a recently developed ghost nodal finite element method \cite{astuto2024nodal}. An interesting aspect emerges when the solution is very articulated and the branches occupy a wide region of the domain.

We propose a mesoscopic modeling framework for optimal transportation networks with biological applications. The network is described in terms of a joint probability measure on the phase space of tensor-valued conductivity and position in physical space. The energy expenditure of the network is given by a functional consisting of a pumping (kinetic) and metabolic power-law term, constrained by a Poisson equation accounting for local mass conservation. We establish convexity and lower semicontinuity of the functional on approriate sets. We then derive its gradient flow with respect to the 2-Wasserstein topology on the space of probability measures, which leads to a transport equation, coupled to the Poisson equation. To lessen the mathematical complexity of the problem, we derive a reduced Wasserstein gradient flow, taken with respect to the tensor-valued conductivity variable only. We then construct equilibrium measures of the resulting PDE system. Finally, we derive the gradient flow of the constrained energy functional with respect to the Fisher-Rao (or Hellinger-Kakutani) metric, which gives a reaction-type PDE. We calculate its equilibrium states, represented by measures concentrated on a hypersurface in the phase space.

We study self-regulating processes modeling biological transportation networks as presented in \cite{portaro2023}. In particular, we focus on the 1D setting for Dirichlet and Neumann boundary conditions. We prove an existence and uniqueness result under the assumption of positivity of the diffusivity $D$. We explore systematically various scenarios and gain insights into the behavior of $D$ and its impact on the studied system. This involves analyzing the system with a signed measure distribution of sources and sinks. Finally, we perform several numerical tests in which the solution $D$ touches zero, confirming the previous hints of local existence in particular cases., Comment: 22 pages, 8 figures

We provide an overview of the results on Hughes' model for pedestrian movements available in the literature. After the first successful approaches to solving a regularised version of the model, researchers focused on the structure of the Riemann problem, which led to local-in-time existence results for Riemann-type data and paved the way for a WFT (Wave-Front Tracking) approach to the solution semigroup. In parallel, a DPA (Deterministic Particles Approximation) approach was developed in the spirit of follow-the-leader approximation results for scalar conservation laws. Beyond having proved to be powerful analytical tools, the WFT and the DPA approaches also led to interesting numerical results. However, only existence theorems on very specific classes of initial data (essentially ruling out non-classical shocks) have been available until very recently. A proper existence result using a DPA approach was proven not long ago in the case of a linear coupling with the density in the eikonal equation. Shortly after, a similar result was proven via a fixed point approach. We provide a detailed statement of the aforementioned results and sketch the main proofs. We also provide a brief overview of results that are related to Hughes' model, such as the derivation of a dynamic version of the model via a mean-field game strategy, an alternative optimal control approach, and a localized version of the model. We also present the main numerical results within the WFT and DPA frameworks.

We present results of numerical simulations of the tensor-valued elliptic-parabolic PDE model for biological network formation. The numerical method is based on a non-linear finite difference scheme on a uniform Cartesian grid in a 2D domain. The focus is on the impact of different discretization methods and choices of regularization parameters on the symmetry of the numerical solution. In particular, we show that using the symmetric alternating-direction implicit (ADI) method for time discretization helps preserve the symmetry of the solution, compared to the (non symmetric) ADI method. Moreover, we study the effect of regularization by isotropic background permeability $r>0$, showing that increased condition number of the elliptic problem due to decreasing value of $r$ leads to loss of symmetry. We show that in this case, neither the use of the symmetric ADI method preserves the symmetry of the solution. Finally, we perform numerical error analysis of our method making use of Wasserstein distance., Comment: 16 pages, 6 figures, 2 tables

We compare the solutions of two systems of partial differential equations (PDE), seen as two different interpretations of the same model that describes formation of complex biological networks. Both approaches take into account the time evolution of the medium flowing through the network, and we compute the solution of an elliptic-parabolic PDE system for the conductivity vector $m$, the conductivity tensor $\mathbb{C}$ and the pressure $p$. We use finite differences schemes in a uniform Cartesian grid in the spatially two-dimensional setting to solve the two systems, where the parabolic equation is solved by a semi-implicit scheme in time. Since the conductivity vector and tensor appear also in the Poisson equation for the pressure $p$, the elliptic equation depends implicitly on time. For this reason we compute the solution of three linear systems in the case of the conductivity vector $m\in\mathbb{R}^2$, and four linear systems in the case of the symmetric conductivity tensor $\mathbb{C}\in\mathbb{R}^{2\times 2}$, at each time step. To accelerate the simulations, we make use of the Alternating Direction Implicit (ADI) method. The role of the parameters is important for obtaining detailed solutions. We provide numerous tests with various values of the parameters involved, to see the differences in the solutions of the two systems., Comment: 22 pages, 8 figures, 6 tables

We study self-regulating processes modeling biological transportation networks. Firstly, we write the formal $L^2$-gradient flow for the symmetric tensor valued diffusivity $D$ of a broad class of entropy dissipations associated with a purely diffusive model. The introduction of a prescribed electric potential leads to the Fokker-Planck equation, for whose entropy dissipations we also investigate the formal $L^2$-gradient flow. We derive an integral formula for the second variation of the dissipation functional, proving convexity (in dependence of diffusivity tensor) for a quadratic entropy density modeling Joule heating. Finally, we couple in the Poisson equation for the electric potential obtaining the Poisson-Nernst-Planck system. The formal gradient flow of the associated entropy loss functional is derived, giving an evolution equation for $D$ coupled with two auxiliary elliptic PDEs., Comment: 16 pages

We study an elliptic-parabolic system of partial differential equations describing formation of biological network structures. The model takes into consideration the evolution of the permeability tensor under the influence of a diffusion term, representing randomness in the material structure, a decay term describing metabolic cost and a pressure force. A Darcy's law type equation describes the pressure field. In the spatially two-dimensional setting, we present a constructive, formal derivation of the PDE system from the discrete network formation model in the refinement limit of a sequence of unstructured triangulations. Moreover, we show that the PDE system is a formal $L^2$-gradient flow of an energy functional with biological interpretation, and study its convexity properties. For the case when the energy functional is convex, we construct unique global weak solutions of the PDE system. Finally, we construct steady state solutions in one- and multi-dimensional settings and discuss their stability properties., Comment: 17 pages, 1 figure

We demonstrate the validity of Murray's law, which represents a scaling relation for branch conductivities in a transportation network, for discrete and continuum models of biological networks. We first consider discrete networks with general metabolic coefficient and multiple branching nodes and derive a generalization of the classical 3/4-law. Next we prove an analogue of the discrete Murray's law for the continuum system obtained in the continuum limit of the discrete model on a rectangular mesh. Finally, we consider a continuum model derived from phenomenological considerations and show the validity of the Murray's law for its linearly stable steady states.

This paper presents a partial differential equation framework for deep residual neural networks and for the associated learning problem. This is done by carrying out the continuum limits of neural networks with respect to width and depth. We study the wellposedness, the large time solution behavior, and the characterization of the steady states of the forward problem. Several useful time-uniform estimates and stability/instability conditions are presented. We state and prove optimality conditions for the inverse deep learning problem, using standard variational calculus, the Hamilton-Jacobi-Bellmann equation and the Pontryagin maximum principle. This serves to establish a mathematical foundation for investigating the algorithmic and theoretical connections between neural networks, PDE theory, variational analysis, optimal control, and deep learning., Comment: 27. arXiv admin note: text overlap with arXiv:1807.01083 by other authors

The plant hormone auxin controls many aspects of the development of plants. One striking dynamical feature is the self-organisation of leaf venation patterns which is driven by high levels of auxin within vein cells. The auxin transport is mediated by specialised membrane-localised proteins. Many venation models have been based on polarly localised efflux-mediator proteins of the PIN family. Here, we investigate a modeling framework for auxin transport with a positive feedback between auxin fluxes and transport capacities that are not necessarily polar, i.e.\ directional across a cell wall. Our approach is derived from a discrete graph-based model for biological transportation networks, where cells are represented by graph nodes and intercellular membranes by edges. The edges are not a-priori oriented and the direction of auxin flow is determined by its concentration gradient along the edge. We prove global existence of solutions to the model and the validity of Murray's law for its steady states. Moreover, we demonstrate with numerical simulations that the model is able connect an auxin source-sink pair with a mid-vein and that it can also produce branching vein patterns. A significant innovative aspect of our approach is that it allows the passage to a formal macroscopic limit which can be extended to include network growth. We perform mathematical analysis of the macroscopic formulation, showing the global existence of weak solutions for an appropriate parameter range.

We study a generalized dissipative Gross-Pitaevskii-type model arising in the description of exciton-polariton condensates. We derive global in-time existence results and various a-priori estimates for this model posed on the one-dimensional torus. Moreover, we analyze in detail the long-time behavior of spatially homogenous solutions and their respective steady states and present numerical simulations in the case of more general initial data. We also study the convergence to the corresponding adiabatic regime, which results in a single damped-driven Gross-Pitaveskii equation., Comment: 25 pages, 11 figures

We consider a multi-dimensional scalar wave equation with memory corresponding to the viscoelastic material described by a generalized Zener model. We deduce that this relaxation system is an example of a non-strictly hyperbolic system satisfying Majda's block structure condition. Well-posedness of the associated Cauchy problem is established by showing that the symbol of the spatial derivatives is uniformly diagonalizable with real eigenvalues. A long-time stability result is obtained by plane-wave analysis when the memory term allows for dissipation of energy., Comment: 19 pages

Motivated by recent physics papers describing the formation of biological transport networks we study a discrete model proposed by Hu and Cai consisting of an energy consumption function constrained by a linear system on a graph. For the spatially two-dimensional rectangular setting we prove the rigorous continuum limit of the constrained energy functional as the number of nodes of the underlying graph tends to infinity and the edge lengths shrink to zero uniformly. The proof is based on reformulating the discrete energy functional as a sequence of integral functionals and proving their $\Gamma$-converge towards a continuum energy functional., Comment: 25 pages, 1 figure

We introduce a mesoscopic model for natural network formation processes, acting as a bridge between the discrete and continuous network approach proposed by Hu and Cai. The models are based on a common approach where the dynamics of the conductance network is subject to pressure force effects. We first study topological properties of the discrete model and we prove that if the metabolic energy consumption term is concave with respect to the conductivities, the optimal network structure is a tree (i.e., no loops are present). We then analyze various aspects of the mesoscopic modeling approach, in particular its relation to the discrete model and its stationary solutions, including discrete network solutions. Moreover, we present an alternative formulation of the mesoscopic model that avoids the explicit presence of the pressure in the energy functional.

We study the global existence of solutions of a discrete (ODE based) model on a graph describing the formation of biological transportation networks, introduced by Hu and Cai. We propose an adaptation of this model so that a macroscopic (PDE based) system can be obtained as its formal continuum limit. We prove the global existence of weak solutions of the macroscopic PDE model. Finally, we present results of numerical simulations of the discrete model, illustrating the convergence to steady states, their non-uniqueness as well as their dependence on initial data and model parameters.

We study the existence theory of solutions of the kinetic Bohmian equation, a nonlinear Vlasov-type equation proposed for the phase-space formulation of Bohmian mechanics. Our main idea is to interpret the kinetic Bohmian equation as a Hamiltonian system defined on an appropriate Poisson manifold built on a Wasserstein space. We start by presenting an existence theory for stationary solutions of the kinetic Bohmian equation. Afterwards, we develop an approximative version of our Hamiltonian system in order to study its associated flow. We then prove existence of solutions of our approximative version. Finally, we present some convergence results for the approximative system, the aim being to establish that, in the limit, the approximative solution satisfies the kinetic Bohmian equation in a weak sense., Comment: 35 pages

We investigate the non-uniqueness of weak solutions of the Quantum-Hydrodynamic system. This form of ill-posedness is related to the change of the number of connected components of the support of the position density (called nodal domains) of the weak solution throughout its time evolution. We start by considering a scenario consisting of initial and final time, showing that if there is a decrease in the number of connected components, then we have non-uniqueness. This result relies on the Brouwer invariance of domain theorem. Then we consider the case in which the results involve a time interval and a full trajectory (position-current densities). We introduce the concept of trajectory-uniqueness and its characterization., Comment: 10 pages

We study the Fokker-Planck equation derived in the large system limit of the Markovian process describing the dynamics of quantitative traits. The Fokker-Planck equation is posed on a bounded domain and its transport and diffusion coefficients vanish on the domain's boundary. We first argue that, despite this degeneracy, the standard no-flux boundary condition is valid. We derive the weak formulation of the problem and prove the existence and uniqueness of its solutions by constructing the corresponding contraction semigroup on a suitable function space. Then, we prove that for the parameter regime with high enough mutation rate the problem exhibits a positive spectral gap, which implies exponential convergence to equilibrium. Next, we provide a simple derivation of the so-called Dynamic Maximum Entropy (DynMaxEnt) method for approximation of moments of the Fokker-Planck solution, which can be interpreted as a nonlinear Galerkin approximation. The limited applicability of the DynMaxEnt method inspires us to introduce its modified version that is valid for the whole range of admissible parameters. Finally, we present several numerical experiments to demonstrate the performance of both the original and modified DynMaxEnt methods. We observe that in the parameter regimes where both methods are valid, the modified one exhibits slightly better approximation properties compared to the original one., Comment: 28 pages, 4 tables, 5 figures

In this paper, we classify the fundamental solutions for a class of Schrodinger operators., Comment: 25

We consider a class of interacting particle models with anisotropic, repulsive-attractive interaction forces whose orientations depend on an underlying tensor field. An example of this class of models is the so-called K\"ucken-Champod model describing the formation of fingerprint patterns. This class of models can be regarded as a generalization of a gradient flow of a nonlocal interaction potential which has a local repulsion and a long-range attraction structure. In contrast to isotropic interaction models the anisotropic forces in our class of models cannot be derived from a potential. The underlying tensor field introduces an anisotropy leading to complex patterns which do not occur in isotropic models. This anisotropy is characterized by one parameter in the model. We study the variation of this parameter, describing the transition between the isotropic and the anisotropic model, analytically and numerically. We analyze the equilibria of the corresponding mean-field partial differential equation and investigate pattern formation numerically in two dimensions by studying the dependence of the parameters in the model on the resulting patterns., Comment: 27 pages, 16 figures

In this paper we propose an extension of the Lasry-Lions price formation model which includes fluctuations of the numbers of buyers and vendors. We analyze the model in the case of deterministic and stochastic market size fluctuations and present results on the long time asymptotic behavior and numerical evidence and conjectures on periodic, almost periodic and stochastic fluctuations. The numerical simulations extend the theoretical statements and give further insights into price formation dynamics.

We derive thermodynamically consistent models of reaction-diffusion equations coupled to a heat equation. While the total energy is conserved, the total entropy serves as a driving functional such that the full coupled system is a gradient flow. The novelty of the approach is the Onsager structure, which is the dual form of a gradient system, and the formulation in terms of the densities and the internal energy. In these variables it is possible to assume that the entropy density is strictly concave such that there is a unique maximizer (thermodynamical equilibrium) given linear constraints on the total energy and suitable density constraints. We consider two particular systems of this type, namely, a diffusion-reaction bipolar energy transport system, and a drift-diffusion-reaction energy transport system with confining potential. We prove corresponding entropy-entropy production inequalities with explicitely calculable constants and establish the convergence to thermodynamical equilibrium, at first in entropy and further in $L^1$ using Cziszar-Kullback-Pinsker type inequalities., Comment: 40 pages

We present new analytical and numerical results for the elliptic-parabolic system of partial differential equations proposed by Hu and Cai, which models the formation of biological transport networks. The model describes the pressure field using a Darcy's type equation and the dynamics of the conductance network under pressure force effects. Randomness in the material structure is represented by a linear diffusion term and conductance relaxation by an algebraic decay term. The analytical part extends the results of Haskovec, Markowich and Perthame regarding the existence of weak and mild solutions to the whole range of meaningful relaxation exponents. Moreover, we prove finite time extinction or break-down of solutions in the spatially onedimensional setting for certain ranges of the relaxation exponent. We also construct stationary solutions for the case of vanishing diffusion and critical value of the relaxation exponent, using a variational formulation and a penalty method. The analytical part is complemented by extensive numerical simulations. We propose a discretization based on mixed finite elements and study the qualitative properties of network structures for various parameters values. Furthermore, we indicate numerically that some analytical results proved for the spatially one-dimensional setting are likely to be valid also in several space dimensions., Comment: 33 pages, 12 figures

In this paper we introduce and analyze an algorithm for continuous data assimilation for a three-dimensional Brinkman-Forchheimer-extended Darcy (3D BFeD) model of porous media. This model is believed to be accurate when the flow velocity is too large for Darcy's law to be valid, and additionally the porosity is not too small. The algorithm is inspired by ideas developed for designing finite-parameters feedback control for dissipative systems. It aims to obtaining improved estimates of the state of the physical system by incorporating deterministic or noisy measurements and observations. Specifically, the algorithm involves a feedback control that nudges the large scales of the approximate solution toward those of the reference solution associated with the spatial measurements. In the first part of the paper, we present few results of existence and uniqueness of weak and strong solutions of the 3D BFeD system. The second part is devoted to the setting and convergence analysis of the data assimilation algorithm.

This paper provides an elementary proof of the classical limit of the Schr\"{o}dinger equation with WKB type initial data and over arbitrary long finite time intervals. We use only the stationary phase method and the Laptev-Sigal simple and elegant construction of a parametrix for Schr\"{o}dinger type equations [A. Laptev, I. Sigal, Review of Math. Phys. 12 (2000), 749-766]. We also explain in detail how the phase shifts across caustics obtained when using the Laptev-Sigal parametrix are related to the Maslov index., Comment: 21 pages

We study a nonlinear Schr\"odinger equation which arises as an effective single particle model in X-ray Free Electron Lasers (XFEL). This equation appears as a first-principles model for the beam-matter interactions that would take place in an XFEL molecular imaging experiment in \cite{frat1}. Since XFEL is more powerful by several orders of magnitude than more conventional lasers, the systematic investigation of many of the standard assumptions and approximations has attracted increased attention. In this model the electrons move under a rapidly oscillating electromagnetic field, and the convergence of the problem to an effective time-averaged one is examined. We use an operator splitting pseudo-spectral method to investigate numerically the behaviour of the model versus its time-averaged version in complex situations, namely the energy subcritical/mass supercritical case, and in the presence of a periodic lattice. We find the time averaged model to be an effective approximation, even close to blowup, for fast enough oscillations of the external field. This work extends previous analytical results for simpler cases \cite{xfel1}., Comment: 14 pages

Motivated by recent physics papers describing rules for natural network formation, we study an elliptic-parabolic system of partial differential equations proposed by Hu and Cai. The model describes the pressure field thanks to Darcy's type equation and the dynamics of the conductance network under pressure force effects with a diffusion rate $D$ representing randomness in the material structure. We prove the existence of global weak solutions and of local mild solutions and study their long term behaviour. It turns out that, by energy dissipation, steady states play a central role to understand the pattern capacity of the system. We show that for a large diffusion coefficient $D$, the zero steady state is stable. Patterns occur for small values of $D$ because the zero steady state is Turing unstable in this range; for $D=0$ we can exhibit a large class of dynamically stable (in the linearized sense) steady states.

In this paper we study the asymptotic behavior of a Boltzmann type price formation model, which describes the trading dynamics in a financial market. In many of these markets trading happens at high frequencies and low transactions costs. This observation motivates the study of the limit as the number of transactions $k$ tends to infinity, the transaction cost $a$ to zero and $ka=const$. Furthermore we illustrate the price dynamics with numerical simulations., Comment: Submitted preprint

In this paper, we prove the existence of minimizers of a class of multi-constrained variational problems. We consider systems involving a nonlinearity that does not satisfy compactness, monotonicity, neither symmetry properties. Our approach hinges on the concentration-compactness approach. In the second part, we will treat orthogonal constrained problems for another class of integrands using density matrices method.

We investigate the behavior of solutions of the complex Gross-Pitaevskii equation, a model that describes the dynamics of pumped decaying Bose-Einstein condensates. The stationary radially symmetric solutions of the equation are studied and their linear stability with respect to two-dimensional perturbations is analyzed. Using numerical continuation, we calculate not only the ground state of the system, but also a number of excited states. Accurate numerical integration is employed to study the general nonlinear evolution of the system from the unstable stationary solutions to the formation of stable vortex patterns., Comment: 26 pages, 23 figures

In this paper we study two models for crowd motion and herding. Each of the models is of Keller-Segel type and involves two parabolic equations, one for the evolution of the density and one for the evolution of a mean field potential. We classify all radial stationary solutions, prove multiplicity results and establish some qualitative properties of these solutions, which are characterized as critical points of an energy functional. A notion of variational stability is associated to such solutions. The dynamical stability in a neighborhood of a stationary solution is also studied in terms of the spectral properties of the linearized evolution operator. For one of the two models, we exhibit a Lyapunov functional which allows to make the link between the two notions of stability. Even in that case, for certain values of the mass parameter and all other parameters taken in an appropriate range, we find that two dynamically stable stationary solutions exist. We further discuss qualitative properties of the solutions using theoretical methods and numerical computations.

In this paper we present an optimal control approach modeling fast exit scenarios in pedestrian crowds. In particular we consider the case of a large human crowd trying to exit a room as fast as possible. The motion of every pedestrian is determined by minimizing a cost functional, which depends on his/her position, velocity, exit time and the overall density of people. This microscopic setup leads in the mean-field limit to a parabolic optimal control problem. We discuss the modeling of the macroscopic optimal control approach and show how the optimal conditions relate to Hughes model for pedestrian flow. Furthermore we provide results on the existence and uniqueness of minimizers and illustrate the behavior of the model with various numerical results.

In this paper we present a Boltzmann type price formation model, which is motivated by a parabolic free boundary model for the evolution of the prize presented by Lasry and Lions in 2007. We discuss the mathematical analysis of the Boltzmann type model and show that its solutions converge to solutions of the model by Lasry and Lions as the transaction rate tends to infinity. Furthermore we analyse the behaviour of the initial layer on the fast time scale and illustrate the price dynamics with various numerical experiments.

We analyse a nonlinear Schr\"odinger equation for the time-evolution of the wave function of an electron beam, interacting selfconsistently through a Hartree-Fock nonlinearity and through the repulsive Coulomb interaction of an atomic nucleus. The electrons are supposed to move under the action of a time dependent, rapidly periodically oscillating electromagnetic potential. This can be considered a simplified effective single particle model for an X-ray Free Electron Laser (XFEL). We prove the existence and uniqueness for the Cauchy problem and the convergence of wave-functions to corresponding solutions of a Schr\"odinger equation with a time-averaged Coulomb potential in the high frequency limit for the oscillations of the electromagnetic potential., Comment: 17 pages, submitted

Consider in the phase space of classical mechanics a Radon measure that is a probability density carried by the graph of a Lipschitz continuous (or even less regular) vector field. We study the structure of the push-forward of such a measure by a Hamiltonian flow. In particular, we provide an estimate on the number of folds in the support of the transported measure that is the image of the initial graph by the flow. We also study in detail the type of singularities in the projection of the transported measure in configuration space (averaging out the momentum variable). We study the conditions under which this projected measure can have atoms, and give an example in which the projected measure is singular with respect to the Lebesgue measure and diffuse. We discuss applications of our results to the classical limit of the Schr\"{o}dinger equation. Finally we present various examples and counterexamples showing that our results are sharp., Comment: 35 pages; main theorems gathered in section 2; examples and counterexamples gathered in section 3; examples 3.1 and 3.4 added; example 3.3 extended to the case of smooth momentum profiles; proof of Maslov's Theorem 1.1 (formerly Proposition 7.4) removed; some typos corrected

We present a new numerical method for accurate computations of solutions to (linear) one dimensional Schr\"odinger equations with periodic potentials. This is a prominent model in solid state physics where we also allow for perturbations by non-periodic potentials describing external electric fields. Our approach is based on the classical Bloch decomposition method which allows to diagonalize the periodic part of the Hamiltonian operator. Hence, the dominant effects from dispersion and periodic lattice potential are computed together, while the non-periodic potential acts only as a perturbation. Because the split-step communicator error between the periodic and non-periodic parts is relatively small, the step size can be chosen substantially larger than for the traditional splitting of the dispersion and potential operators. Indeed it is shown by the given examples, that our method is unconditionally stable and more efficient than the traditional split-step pseudo spectral schemes. To this end a particular focus is on the semiclassical regime, where the new algorithm naturally incorporates the adiabatic splitting of slow and fast degrees of freedom., Comment: 26 pages, 50 figures

We present a time-splitting spectral scheme for the Maxwell-Dirac system and similar time-splitting methods for the corresponding asymptotic problems in the semi-classical and the non-relativistic regimes. The scheme for the Maxwell-Dirac system conserves the Lorentz gauge condition, is unconditionally stable and highly efficient as our numerical examples show. In particular we focus in our examples on the creation of positronic modes in the semi-classical regime and on the electron-positron interaction in the non-relativistic regime. Furthermore, in the non-relativistic regime, our numerical method exhibits uniform convergence in the small parameter $\dt$, which is the ratio of the characteristic speed and the speed of light., Comment: 29 pages, 119 figures

A mathematical framework for optimal bilinear control of nonlinear Schr\"odinger equations of Gross-Pitaevskii type arising in the description of Bose-Einstein condensates is presented. The obtained results generalize earlier efforts found in the literature in several aspects. In particular, the cost induced by the physical work load over the control process is taken into account rather then often used $L^2$- or $H^1$-norms for the cost of the control action. Well-posedness of the problem and existence of an optimal control is proven. In addition, the first order optimality system is rigorously derived. Also a numerical solution method is proposed, which is based on a Newton type iteration, and used to solve several coherent quantum control problems., Comment: 30 pages, 14 figures

We present and discuss a mathematical model for the operation of bilayer organic photovoltaic devices. Our model couples drift-diffusion-recombination equations for the charge carriers (specifically, electrons and holes) with a reaction-diffusion equation for the excitons/ polaron pairs and Poisson's equation for the self-consistent electrostatic potential. The material difference (i.e. the HOMO/LUMO gap) of the two organic substrates forming the bilayer device are included as a work-function potential. Firstly, we perform an asymptotic analysis of the scaled one-dimensional stationary state system i) with focus on the dynamics on the interface and ii) with the goal of simplifying the bulk dynamics away for the interface. Secondly, we present a twodimensional Hybrid Discontinuous Galerkin Finite Element numerical scheme which is very well suited to resolve i) the material changes ii) the resulting strong variation over the interface and iii) the necessary upwinding in the discretization of drift-diffusion equations. Finally, we compare the numerical results with the approximating asymptotics., Comment: 33 page, 11, Figures

We discuss local and global existence and uniqueness for the price formation free boundary model with homogeneous Neumann boundary conditions introduced by Lasry & Lions in 2007. The results are based on a transformation of the problem to the heat equation with nonstandard boundary conditions. The free boundary becomes the zero level set of the solution of the heat equation. The transformation allows us to construct an explicit solution and discuss the behavior of the free boundary. Global existence can be verified under certain conditions on the free boundary and examples of non-existence are given.

We discuss global existence and asymptotic behaviour of a price formation free boundary model introduced by Lasry & Lions in 2007. Our results are based on a construction which transforms the problem into the heat equation with specially prepared initial datum. The key point is that the free boundary present in the original problem becomes the zero level set of this solution. Using the properties of the heat operator we can show global existence, regularity and asymptotic results of the free boundary.

The present work is devoted to the study of dynamical features of Bohmian measures, recently introduced by the authors. We rigorously prove that for sufficiently smooth wave functions the corresponding Bohmian measure furnishes a distributional solution of a nonlinear Vlasov-type equation. Moreover, we study the associated defect measures appearing in the classical limit. In one space dimension, this yields a new connection between mono- kinetic Wigner and Bohmian measures. In addition, we shall study the dynamics of Bohmian measures associated to so-called semi-classical wave packets. For these type of wave functions, we prove local in-measure convergence of a rescaled sequence of Bohmian trajectories towards the classical Hamiltonian flow on phase space. Finally, we construct an example of wave functions whose limiting Bohmian measure is not mono-kinetic but nevertheless equals the associated Wigner measure., Comment: Slightly revised version: Several typos corrected. Some more details in the proof of the main result

We consider a class of phase space measures, which naturally arise in the Bohmian interpretation of quantum mechanics (when written in a Lagrangian form). We study the so-called classical limit of these Bohmian measures, in dependence on the scale of oscillations and concentrations of the sequence of wave functions under consideration. The obtained results are consequently compared to those derived via semi-classical Wigner measures. To this end, we shall also give a connection to the, by now classical, theory of Young measures and prove several new results on Wigner measures themselves. We believe that our analysis sheds new light on the classical limit of Bohmian quantum mechanics and gives further insight on oscillation and concentration effects of semi-classical wave functions., Comment: Second revised version including minor corrections. To appear in J. Functional Analysis

We consider the three-dimensional semi-relativistic Hartree model for fast quantum mechanical particles moving in a self-consistent field. Under appropriate assumptions on the initial density matrix as a (fully) mixed quantum state we prove, using Wigner transformation techniques, that its classical limit yields the well known relativistic Vlasov-Poisson system. The result holds for the case of attractive and repulsive mean-field interaction, with an additional size constraint in the attractive case., Comment: 10 pages

We study the time-dependent Gross-Pitaevskii equation describing Bose-Einstein condensation of trapped dipolar quantum gases. Existence and uniqueness as well as the possible blow-up of solutions are studied. Moreover, we discuss the problem of dimension-reduction for this nonlinear and nonlocal Schrodinger equation., Comment: 21 pages

In this paper, we study dimension reduction of the three-dimensional (3D) Gross-Pitaevskii equation (GPE) modelling Bose-Einstein condensation under different limiting interaction and trapping frequencies parameter regimes. Convergence rates for the dimension reduction of 3D ground state and dynamics of the GPE in the case of disk-shaped condensation and cigar-shaped condensation are reported based on our asymptotic and numerical results. In addition, the parameter regimes in which the 3D GPE cannot be reduced to lower dimensions are identified., Comment: 27pages; 9 figures