Optimal Transport, Timesteppers, Newton-Krylov Methods and Steady States of Collective Particle Dynamics
Fuente:
arXiv
Saved in:
| Main Authors: | , , , |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| _version_ | 1866914240881754112 |
|---|---|
| author | Vandecasteele, Hannes Karris, Nicholas Cloninger, Alexander Kevrekidis, Ioannis G. |
| author_facet | Vandecasteele, Hannes Karris, Nicholas Cloninger, Alexander Kevrekidis, Ioannis G. |
| contents | Timesteppers constitute a powerful tool in modern computational science and engineering. Although they are typically used to advance the system forward in time, they can also be viewed as nonlinear mappings that implicitly encode steady states and stability information. In this work, we present an extension of the matrix-free framework for calculating, via timesteppers, steady states of deterministic systems to stochastic particle simulations, where intrinsic randomness prevents direct steady state extraction. By formulating stochastic timesteppers in the language of optimal transport, we reinterpret them as operators acting on probability measures rather than on individual particle trajectories. This perspective enables the construction of smooth cumulative- and inverse-cumulative-distribution-function ((I)CDF) timesteppers that evolve distributions rather than particles. Combined with matrix-free Newton-Krylov solvers, these smooth timesteppers allow efficient computation of steady-state distributions even under high stochastic noise. We perform an error analysis quantifying how noise affects finite-difference Jacobian action approximations, and demonstrate that convergence can be obtained even in high noise regimes. Finally, we introduce higher-dimensional generalizations based on smooth CDF-related representations of particles and validate their performance on a non-trivial two-dimensional distribution. Together, these developments establish a unified variational framework for computing meaningful steady states of both deterministic and stochastic timesteppers. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2512_24567 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Optimal Transport, Timesteppers, Newton-Krylov Methods and Steady States of Collective Particle Dynamics Vandecasteele, Hannes Karris, Nicholas Cloninger, Alexander Kevrekidis, Ioannis G. Numerical Analysis Probability 65C35, 49Q22 G.1.6; G.3 Timesteppers constitute a powerful tool in modern computational science and engineering. Although they are typically used to advance the system forward in time, they can also be viewed as nonlinear mappings that implicitly encode steady states and stability information. In this work, we present an extension of the matrix-free framework for calculating, via timesteppers, steady states of deterministic systems to stochastic particle simulations, where intrinsic randomness prevents direct steady state extraction. By formulating stochastic timesteppers in the language of optimal transport, we reinterpret them as operators acting on probability measures rather than on individual particle trajectories. This perspective enables the construction of smooth cumulative- and inverse-cumulative-distribution-function ((I)CDF) timesteppers that evolve distributions rather than particles. Combined with matrix-free Newton-Krylov solvers, these smooth timesteppers allow efficient computation of steady-state distributions even under high stochastic noise. We perform an error analysis quantifying how noise affects finite-difference Jacobian action approximations, and demonstrate that convergence can be obtained even in high noise regimes. Finally, we introduce higher-dimensional generalizations based on smooth CDF-related representations of particles and validate their performance on a non-trivial two-dimensional distribution. Together, these developments establish a unified variational framework for computing meaningful steady states of both deterministic and stochastic timesteppers. |
| title | Optimal Transport, Timesteppers, Newton-Krylov Methods and Steady States of Collective Particle Dynamics |
| topic | Numerical Analysis Probability 65C35, 49Q22 G.1.6; G.3 |
| url | https://arxiv.org/abs/2512.24567 |