Models and Approximations

© FB10 - D. Münsterkötter

Research Area C

Alsmeyer, Böhm, Dereich, Engwer, Friedrich (until 2021), Gusakova (since 2021), Hille, Holzegel (since 2020), Huesmann, Jentzen (since 2019), Kabluchko, Lohkamp, Löwe, Mukherjee, Ohlberger, Pirner (since 2022), Rave, Schedensack (until 2019), F. Schindler, Schlichting (since 2020), Seis, Simon (since 2021), Stevens, Weber (since 2022), Wilking, Wirth, Wulkenhaar, Zeppieri.

In research area C, we will focus on the development and foundation of mathematical models and their approximations that are relevant in the life sciences, physics, chemistry, and engineering. We will rigorously analyse the dynamics of structures and pattern formation in deterministic and stochastic systems. In particular, we aim at understanding the interplay of macroscopic structures with their driving microscopic mechanisms and their respective topological and geometric properties. We will develop analytical and numerical tools to understand, utilise, and control geometry-driven phenomena, also touching upon dynamics and perturbations of geometries. Structural connections between different mathematical concepts will be investigated, such as between solution manifolds of parameterised PDEs and non-linear interpolation, or between different metric, variational, and multi-scale convergence concepts for geometries. In particular, we aim to characterise distinctive geometric properties of mathematical models and their respective approximations.

  • C1. Evolution and asymptotics.

    In this unit, we will use generalisations of optimal transport metrics to develop gradient flow descriptions of (cross)-diffusion-reaction systems, rigorously analyse their pattern forming properties, and develop corresponding efficient numerical schemes. Related transport-type- and hyperbolic systems will be compared with respect to their pattern-forming behaviour, especially when mass is conserved. Bifurcations and the effects of noise perturbations will be explored.

    Moreover, we aim to understand defect structures, their stability and their interactions. Examples are the evolution of fractures in brittle materials and of vortices in fluids. Our analysis will explore the underlying geometry of defect dynamics such as gradient descents or Hamiltonian structures. Also, we will further develop continuum mechanics and asymptotic descriptions for multiple bodies which deform, divide, move, and dynamically attach to each other in order to better describe the bio-mechanics of growing and dividing soft tissues.

    Finally, we are interested in the asymptotic analysis of various random structures as the size or the dimension of the structure goes to infinity. More specifically, we shall consider random polytopes and random trees. For random polytopes we would like to compute the expected number of faces in all dimensions, the expected (intrinsic) volume, and absorption probabilities, as well as higher moments and limit distributions for these quantities.

  • C2. Multi-scale phenomena and macroscopic structures.

    In multi-scale problems, geometry and dynamics on the micro-scale influence structures on coarser scales. In this research unit we will investigate and analyse such structural interdependence based on topological, geometrical or dynamical properties of the underlying processes.

    We are interested in transport-dominated processes, such as in the problem of how efficient a fluid can be stirred to enhance mixing, and in the related analytical questions. A major concern will be the role of molecular diffusion and its interplay with the stirring process. High Péclet number flow in porous media with reaction at the surface of the porous material will be studied. Here, the flow induces pore-scale fluctuations that lead to macroscopic enhanced diffusion and reaction kinetics. We also aim at understanding advection-dominated homogenisation problems in random regimes.

    We aim at classifying micro-scale geometry or topology with respect to the macroscopic behaviour of processes considered therein. Examples are meta material modelling and the analysis of processes in biological material. Motivated by network formation and fracture mechanics in random media, we will analyse the effective behaviour of curve and free-discontinuity energies with stochastic inhomogeneity. Furthermore, we are interested in adaptive algorithms that can balance the various design parameters arising in multi-scale methods. The analysis of such algorithms will be the key towards an optimal distribution of computational resources for multi-scale problems.

    Finally, we will study multi-scale energy landscapes and analyse asymptotic behaviour of hierarchical patterns occurring in variational models for transportation networks and related optimal transport problems. In particular, we will treat questions of self-similarity, cost distribution, and locality of the fine-scale pattern. We will establish new multilevel stochastic approximation algorithms with the aim of numerical optimisation in high dimensions.

  • C3. Interacting particle systems and phase transitions.

    The question of whether a system undergoes phase transitions and what the critical parameters are is intrinsically related to the structure and geometry of the underlying space. We will study such phase transitions for variational models, for processes in random environments, for interacting particle systems, and for complex networks. Of special interest are the combined effects of fine-scale randomly distributed heterogeneities and small gradient perturbations.

    We aim to connect different existing variational formulations for transportation networks, image segmentation, and fracture mechanics and explore the resulting implications on modelling, analysis, and numerical simulation of such processes.

    We will study various aspects of complex networks, i.e. sequences of random graphs (Gn)n∈N, asking for limit theorems as n tends to infinity. A main task will be to broaden the class of networks that can be investigated, in particular, models which include geometry and evolve in time. We will study Ising models on random networks or with random interactions, i.e. spin glasses. Fluctuations of order parameters and free energies will be analysed, especially at the critical values where the system undergoes a phase transition. We will also investigate whether a new class of interacting quantum fields connected with random matrices and non-commutative geometry satisfies the Osterwalder–Schrader axioms.

    Further, we will study condensation phenomena, where complex network models combine the preferential attachment paradigm with the concept of fitness. In the condensation regime, a certain fraction of the total mass dynamically accumulates at one point, the condensate. The aim is a qualitative and quantitative analysis of the condensation. We will also explore connections to structured population models. Further, we will study interacting particle systems on graphs that describe social interaction or information exchange. Examples are the averaging process or the Deffuant model.

    We will also analyse asymmetric exclusion processes (ASEP) on arbitrary network structures. An interesting aspect will be how these processes are influenced by different distribution mechanisms of the particles at networks nodes. If the graph is given by a lattice, we aim to derive hydrodynamic limits for the ASEP with jumps of different ranges for multiple species, and for stochastic interacting many-particle models of reinforced random walks. Formally, local cross-diffusion systems are obtained as limits of the classical multi-species ASEP and of the many-particle random walk. We will compare the newly resulting limiting equations and are interested in fluctuations, pattern formation, and the long-time behaviour of these models on the microscopic and the macroscopic scale. Further, we will analyse properties of the continuous directed polymer in a random environment.

  • C4. Geometry-based modelling, approximation, and reduction.

    In mathematical modelling and its application to the sciences, the notion of geometry enters in multiple related but different flavours: the geometry of the underlying space (in which e.g. data may be given), the geometry of patterns (as observed in experiments or solutions of corresponding mathematical models), or the geometry of domains (on which PDEs and their approximations act). We will develop analytical and numerical tools to understand, utilise and control geometry, also touching upon dynamically changing geometries and structural connections between different mathematical concepts, such as PDE solution manifolds, analysis of pattern formation, and geometry.

    We will interpret data from different contexts (in particular measurements from the life sciences and physics, shapes from computer graphics applications, and solutions to parameterised PDEs) as elements of an underlying non-linear (infinite-dimensional) geometric space, e.g. a Riemannian manifold. This geometric structure will be exploited for the development of data processing tools. A focus will lie on variational and numerical methods for data fitting and regression via submanifolds, on singular perturbation methods, and on asymptotics and model reduction for parameterised PDEs by decomposing each solution into an element of a linear space and a Lie group element acting on it.

    The geometry of spatial patterns often determines the average, effective properties of such structures, e.g. in a material, its effective material properties. Motivated by particular patterns and their defects, as observed in biological organisms or materials, we will examine their macroscopic, homogenised properties and their stability with respect to pattern perturbations. The effective, homogenised structure will again be described in geometric terms: For instance, the homogenised free energy of carbon nanotubes may depend on their bending curvature, the transport efficiency of molecules in strongly layered biological membranes of cell organelles may depend on an effective distance metric, and defects in atomic crystals can be related to specific singularities of two-dimensional surfaces.

    Applications like shape optimisation or shape reconstruction problems are concerned with the identification of a geometry. Typically, there is an additional PDE constraint for which the sought geometry serves as the PDE domain. It is a challenge to efficiently approximate this geometry. We will develop concepts that quantify the efficiency of the geometry approximation in terms of the involved computational effort per desired accuracy, and we will investigate numerical schemes that can efficiently deal with complex (time-)varying PDE domains without the need for remeshing.

Further research projects of Research Area C members

• CRC 1442 - B01: Curvature and Symmetry

The question of how far geometric properties of a manifold determine its global topology is a classical problem in global differential geometry. Building on recent breakthroughs we investigate this problem for positively curved manifolds with torus symmetry. We also want to complete the classification of positively curved cohomogeneity one manifolds and obtain structure results for the fundamental groups of nonnegatively curved manifolds. Other goals include structure results for singular Riemannian foliations in nonnegative curvature and a differentiable diameter pinching theorem.

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Project members: Burkhard Wilking, Michael Wiemeler

• CRC 1442 - B02: Geometric evolution equations

Hamilton's Ricci flow is a (weakly parabolic) geometric evolution equation, which deforms a given Riemannian metric in its most natural direction. Over the last decades, it has been used to prove several significant conjectures in Riemannian geometry and topology (in dimension three). In this project we focus on Ricci flow in higher dimensions, in particular on heat flow methods, new Ricci flow invariant curvature conditions and the dynamical Alekseevskii conjecture.

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Project members: Burkhard Wilking, Christoph Böhm

• CRC 1442 - D03: Integrability

We investigate blobbed topological recursion for the general Kontsevich matrix model, as well as the behaviour of Baker–Akhiezer spinor kernels for deformations of the spectral curve and for the quartic Kontsevich model. We study relations between spin structures and square roots of Strebel differentials, respectively between topological recursion and free probability. We examine factorisation super-line bundles on infinite-dimensional Grassmannians and motivic characteristic classes for intersection cohomology sheaves of Schubert varieties.

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Project members: Jörg Schürmann, Raimar Wulkenhaar, Yifei Zhao

• CRC 1442 - B04: Harmonic maps and symmetry

Many important geometric partial differential equations are Euler–Lagrange equations of natural functionals. Amongst the most prominent examples are harmonic and biharmonic maps between Riemannian manifolds (and their generalisations), Einstein manifolds and minimal submanifolds. Since commonly it is extremely difficult to obtain general structure results concerning existence, index and uniqueness, it is natural to examine these partial differential equations under symmetry assumptions.

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Project members: Christoph Böhm, Anna Siffert

• CRC 1442 - B06: Einstein 4-manifolds with two commuting Killing vectors

We will investigate the existence, rigidity and classification of 4-dimensional Lorentzian and Riemannian Einstein metrics with two commuting Killing vectors. Our goal is to address open questions in the study of black hole uniqueness and gravitational instantons. In the Ricci-flat case, the problem reduces to the analysis of axisymmetric harmonic maps from R^3 to the hyperbolic plane. In the case of negative Ricci curvature, a detailed understanding of the conformal boundary value problem for asymptotically hyperbolic Einstein metrics is required.

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Project members: Hans-Joachim Hein, Gustav Holzegel

• Mathematical analysis of bubble rings in ideal fluids

In this project, the evolution of toroidal bubble vortices is to be investigated. Bubble vortices are special vortices that occur in two-phase fluids. A typical and fascinating example is an air bubble ring in water created by dolphins or beluga whales. The underlying mathematical model is given by the two-phase Euler equations with surface tension. One major goal is a thorough mathematical construction of steady rings that move without changing their shape, and of perturbations of these. Such traveling waves are known for the classical Euler equations, but their existence is unknown for surface tension dependent models. Of particular interest is the role of the surface tension for the shape of the ring, which will be investigated. A second objective of this project is to understand how the effect of surface tension can be exploited to rigorously justify certain nonlinear motion laws of one or more interacting bubble rings. The understanding of such motion laws for the classical Euler equations is poor, and it is expected that the regularising effect of surface tension helps to mathematically tame the problem.

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Project members: Christian Seis

• Overcoming the curse of dimensionality through nonlinear stochastic algorithms: Nonlinear Monte Carlo type methods for high-dimensional approximation problems

In many relevant real-world problems it is of fundamental importance to approximately compute evaluations of high-dimensional functions. Standard deterministic approximation methods often suffer in this context from the so-called curse of dimensionality in the sense that the number of computational operations of the approximation method grows at least exponentially in the problem dimension. It is the key objective of the ERC-funded MONTECARLO project to employ multilevel Monte Carlo and stochastic gradient descent type methods to design and analyse algorithms which provably overcome the curse of dimensionality in the numerical approximation of several high-dimensional functions; these include solutions of certain stochastic optimal control problems of some nonlinear partial differential equations and of certain supervised learning problems.

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Project members: Arnulf Jentzen

• Global Estimates for non-linear stochastic PDEs

Semi-linear stochastic partial differential equations: global solutions’ behaviours
Partial differential equations are fundamental to describing processes in which one variable is dependent on two or more others – most situations in real life. Stochastic partial differential equations (SPDEs) describe physical systems subject to random effects. In the description of scaling limits of interacting particle systems and in quantum field theories analysis, the randomness is due to fluctuations related to noise terms on all length scales. The presence of a non-linear term can lead to divergencies. Funded by the European Research Council, the GE4SPDE project will describe the global behaviour of solutions of some of the most prominent examples of semi-linear SPDEs, building on the systematic treatment of the renormalisation procedure used to deal with these divergencies.

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Project members: Hendrik Weber

• Interdisziplinäres Lehrprogramm zu maschinellem Lernen und künstlicher Intelligenz

The aim of the project is to establish and test a graduated university-wide teaching programme on machine learning (ML) and artificial intelligence (AI). AI is taught as an interdisciplinary cross-sectional topic that has diverse application possibilities in basic research as well as in economy and society, but consequently also raises social, ethical and ecological challenges.

The modular teaching program is designed to enable students to build up their AI knowledge, apply it independently and transfer it directly to various application areas. The courses take place in a broad interdisciplinary context, i.e., students from different departments take the courses together and work together on projects.

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Project members: Xiaoyi Jiang, Christian Engwer

• Dynamical systems and irregular gradient flows The central goal of this project is to study asymptotic properties for gradient flows (GFs) and related dynamical systems. In particular, we intend to establish a priori bounds and related regularity properties for solutions of GFs, we intend to study the behaviour of GFs near unstable critical regions, we intend to derive lower and upper bounds for attracting regions, and we intend to establish convergence speeds towards global attrators. Special attention will be given to GFs with irregularities (discontinuities) in the gradient and for such GFs we also intend to reveal sufficient conditions for existence, uniqueness, and flow properties in dependence of the given potential. We intend to accomplish the above goals by extending techniques and concepts from differential geometry to describe and study attracting and critical regions, by using tools from convex analysis such as subdifferentials and other generalized derivatives, as well as by employing concepts from real algebraic geometry to describe domains of attraction. In particular, we intend to generalize the center-stable manifold theorem from the theory of dynamical systems to the considered non-smooth setting. Beside finite dimensional GFs, we also study GFs in their associated infinite dimensional limits. The considered irregular GFs and related dynamical systems naturally arise, for example, in the context of molecular dynamics (to model the configuration of atoms along temporal evoluation) and machine learning (to model the training process of artificial neural networks).
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Project members: Christoph Böhm, Arnulf Jentzen

• Mathematical Research Data Initiative - TA2: Scientific Computing Driven by the needs and requirements of mathematical research as well as scientific disciplines using mathematics, the NFDI-consortium MaRDI (Mathematical Research Data Initiative) will develop and establish standards and services for mathematical research data. Mathematical research data ranges from databases of special functions and mathematical objects, aspects of scientific computing such as models and algorithms to statistical analysis of data with uncertainties. It is also widely used in other scientific disciplines due to the cross-disciplinary nature of mathematical methods. online
Project members: Mario Ohlberger, Stephan Rave

• CRC 1450 A05 - Targeting immune cell dynamics by longitudinal whole-body imaging and mathematical modelling We develop strategies for tracking and quantifying (immune) cell populations or even single cells in long-term (days) whole-body PET studies in mice and humans. This will be achieved through novel acquisition protocols, measured and simulated phantom data, use of prior information from MRI and microscopy, mathematical modelling, and mathematical analysis of image reconstruction with novel regularization paradigms based on optimal transport. Particular applications include imaging and tracking of macrophages and neutrophils following myocardial ischemia-reperfusion or in arthritis and sepsis. online
Project members: Benedikt Wirth

• CRC 1450 A06 - Improving intravital microscopy of inflammatory cell response by active motion compensation using controlled adaptive optics We will advance multiphoton fluorescence microscopy by developing a novel optical module comprised of a high-speed deformable mirror that will actively compensate tissue motion during intravital imaging, for instance due to heart beat (8 Hz), breathing (3 Hz, in mm-range) or peristaltic movement of the gut in mice. To control this module in real-time, we will develop mathematical methods that track and predict tissue deformation. This will allow imaging of inflammatory processes at cellular resolution without mechanical tissue fixation. online
Project members: Benedikt Wirth