Reduced variance random batch methods for nonlocal PDEs

L. Pareschi, M. Zanella

Acta Appl. Math., 191, 4, 2024. (Preprint arXiv)

Random Batch Methods (RBM) for mean-field interacting particle systems enable the reduction of the quadratic computational cost associated with particle interactions to a near-linear cost. The essence of these algorithms lies in the random partitioning of the particle ensemble into smaller batches at each time step.

The interaction of each particle within these batches is then evolved until the subsequent time step. This approach effectively decreases the computational cost by an order of magnitude while increasing the amount of fluctuations due to the random partitioning. In this work, we propose a variance reduction technique for RBM applied to nonlocal PDEs of Fokker-Planck type based on a control variate strategy. The core idea is to construct a surrogate model that can be computed on the full set of particles at a linear cost while maintaining enough correlations with the original particle dynamics. Examples from models of collective behavior in opinion spreading and swarming dynamics demonstrate the great potential of the present approach.

Particle simulation methods for the Landau-Fokker-Planck equation with uncertain data

A. Medaglia, L. Pareschi, M. Zanella

J. Comput. Phys., 503:112845, 2024. (Preprint arXiv)

The design of particle simulation methods for collisional plasma physics has always represented a challenge due to the unbounded total collisional cross section, which prevents a natural extension of the classical Direct Simulation Monte Carlo (DSMC) method devised for the Boltzmann equation.

One way to overcome this problem is to consider the design of Monte Carlo algorithms that are robust in the so-called grazing collision limit. In the first part of this manuscript, we will focus on the construction of collision algorithms for the Landau-Fokker-Planck equation based on the grazing collision asymptotics and which avoids the use of iterative solvers. Subsequently, we discuss problems involving uncertainties and show how to develop a stochastic Galerkin projection of the particle dynamics which permits to recover spectral accuracy for smooth solutions in the random space. Several classical numerical tests are reported to validate the present approach.

On a kinetic description of Lotka-Volterra dynamics

G. Toscani, M. Zanella

Rivista di Matematica della Università di Parma, in press. (Preprint arXiv)

Owing to the analogies between the problem of wealth redistribution with taxation in a multi-agent society, we introduce and discuss a kinetic model describing the statistical distributions in time of the sizes of groups of biological systems with prey-predator dynamics.

While the evolution of the mean values is shown to be driven by a classical Lotka-Volterra system of differential equations, it is shown that the time evolution of the probability distributions of the size of groups of the two interacting species is heavily dependent both on a kinetic redistribution operator and the degree of randomness present in the system. Numerical experiments are given to clarify the time-behavior of the distributions of groups of the species.

A kinetic approach to consensus-based segmentation of biomedical images

R. F. Cabini, A. Pichiecchio, A. Lascialfari, S. Figini, M. Zanella

Preprint arXiv, 2022.

In this work, we apply a kinetic version of a bounded confidence consensus model to biomedical segmentation problems. In the presented approach, time-dependent information on the microscopic state of each particle/pixel includes its space position and a feature representing a static characteristic of the system, i.e. the gray level of each pixel. From the introduced microscopic model we derive a kinetic formulation of the model.

The large time behavior of the system is then computed with the aid of a surrogate Fokker-Planck approach that can be obtained in the quasi-invariant scaling. We exploit the computational efficiency of direct simulation Monte Carlo methods for the obtained Boltzmann-type description of the problem for parameter identification tasks. Based on a suitable loss function measuring the distance between the ground truth segmentation mask and the evaluated mask, we minimize the introduced segmentation metric for a relevant set of 2D gray-scale images. Applications to biomedical segmentation concentrate on different imaging research contexts.

Micro-macro stochastic Galerkin methods for nonlinear Fokker-Plank equations with random inputs

G. Dimarco, L. Pareschi, M. Zanella.

Multiscale Model. Simul., 22(1): 527-560, 2024. (Preprint arXiv)

Nonlinear Fokker-Planck equations play a major role in modeling large systems of interacting particles with a proved effectiveness in describing real world phenomena ranging from classical fields such as fluids and plasma to social and biological dynamics.

Their mathematical formulation has often to face with physical forces having a significant random component or with particles living in a random environment which characterization may be deduced through experimental data and leading consequently to uncertainty-dependent equilibrium states. In this work, to address the problem of effectively solving stochastic Fokker-Planck systems, we will construct a new equilibrium preserving scheme through a micro-macro approach based on stochastic Galerkin methods. The resulting numerical method, contrarily to the direct application of a stochastic Galerkin projection in the parameter space of the unknowns of the underlying
Fokker-Planck model, leads to highly accurate description of the uncertainty dependent large time behavior. Several numerical tests in the context of collective behavior for social and life sciences are presented to assess the validity of the present methodology against standard ones.

On a class of Fokker–Planck equations with subcritical confinement

G. Toscani, M. Zanella

Atti Accad. Naz. Lincei Rend. Lincei Mat. Appl., 32:471-496, 2021. (Preprint arXiv)

We study the relaxation to equilibrium for a class linear one-dimensional Fokker-Planck equations characterized by a particular subcritical confinement potential.

An interesting feature of this class of Fokker-Planck equations is that, for any given probability density $e(x)$, the diffusion coefficient can be built to have $e(x)$ as steady state. This representation of the equilibrium density can be fruitfully used to obtain one-dimensional Wirtinger-type inequalities and to recover, for a sufficiently regular density $e(x) $, a polynomial rate of convergence to equilibrium.Numerical results then confirm the theoretical analysis, and allow to conjecture that convergence to equilibrium with positive rate still holds for steady states characterized by a very slow polynomial decay at infinity.