Computing Equilibrium Measures with Power Law Kernels

10/30/2020
by   Timon S. Gutleb, et al.
0

We introduce a method to numerically compute equilibrium measures for problems with attractive-repulsive power law kernels of the form K(x-y) = |x-y|^α/α-|x-y|^β/β using recursively generated banded and approximately banded operators acting on expansions in ultraspherical polynomial bases. The proposed method reduces what is naively a difficult to approach optimization problem over a measure space to a straightforward optimization problem over one or two variables fixing the support of the equilibrium measure. The structure and rapid convergence properties of the obtained operators results in high computational efficiency in the individual optimization steps. We discuss stability and convergence of the method under a Tikhonov regularization and use an implementation to showcase comparisons with analytically known solutions as well as discrete particle simulations. Finally, we numerically explore open questions with respect to existence and uniqueness of equilibrium measures as well as gap forming behaviour in parameter ranges of interest for power law kernels, where the support of the equilibrium measure splits into two intervals.

READ FULL TEXT

page 15

page 16

page 30

research
09/02/2021

Computation of Power Law Equilibrium Measures on Balls of Arbitrary Dimension

We present a numerical approach for computing attractive-repulsive power...
research
04/09/2012

On Power-law Kernels, corresponding Reproducing Kernel Hilbert Space and Applications

The role of kernels is central to machine learning. Motivated by the imp...
research
09/22/2021

Law of Large Numbers for Risk Measures

Under appropriate integrability conditions the risk measure of the sampl...
research
03/17/2021

Stability of a numerical scheme for methane transport in hydrate zone under equilibrium and non-equilibrium conditions

In this paper we carry out numerical analysis for a family of simplified...
research
09/19/2019

Finite-Volume approximation of the invariant measure of a viscous stochastic scalar conservation law

We aim to give a numerical approximation of the invariant measure of a v...
research
05/12/2020

A fast sparse spectral method for nonlinear integro-differential Volterra equations with general kernels

We present a sparse spectral method for nonlinear integro-differential V...
research
05/25/2020

Passivity-based distributed acquisition and station-keeping control of a satellite constellation in areostationary orbit

We present a distributed control law to assemble a cluster of satellites...

Please sign up or login with your details

Forgot password? Click here to reset