Cosh gradient systems and tilting

Mark A. Peletier (Corresponding author), André Schlichting

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Abstract

We review a class of gradient systems with dissipation potentials of hyperbolic-cosine type. We show how such dissipation potentials emerge in large deviations of jump processes, multi-scale limits of diffusion processes, and more. We show how the exponential nature of the cosh derives from the exponential scaling of large deviations and arises implicitly in cell problems in multi-scale limits. We discuss in-depth the role of tilting of gradient systems. Certain classes of gradient systems are tilt-independent, which means that changing the driving functional does not lead to changes of the dissipation potential. Such tilt-independence separates the driving functional from the dissipation potential, guarantees a clear modelling interpretation, and gives rise to strong notions of gradient-system convergence. We show that although in general many gradient systems are tilt-independent, certain cosh-type systems are not. We also show that this is inevitable, by studying in detail the classical example of the Kramers high-activation-energy limit, in which a diffusion converges to a jump process and the Wasserstein gradient system converges to a cosh-type system. We show and explain how the tilt-independence of the pre-limit system is lost in the limit system. This same lack of independence can be recognized in classical theories of chemical reaction rates in the chemical-engineering literature. We illustrate a similar lack of tilt-independence in a discrete setting. For a class of ‘two-terminal’ fast subnetworks, we give a complete characterization of the dependence on the tilting, which strongly resembles the classical theory of equivalent electrical networks.

Original languageEnglish
Article number113094
Number of pages113
JournalNonlinear Analysis : Theory, Methods and Applications
Volume231
DOIs
Publication statusPublished - Jun 2023

Bibliographical note

Funding Information:
The authors would like to thank Giuseppe Savaré, Chun Yin Lam, the members of the ‘Wednesday morning session’ at Eindhoven University of Technology, and the members of the Research Group “Partial Differential Equations” at WIAS for many helpful comments. The authors very much appreciate several comments, questions, and an extensive lists of minor typos and mistakes from the three anonymous referees. This work is funded by the Deutsche Forschungsgemeinschaft (DFG, German Research Foundation) under Germany's Excellence Strategy EXC 2044–390685587, Mathematics Münster: Dynamics–Geometry–Structure.

Keywords

  • Chemical reactions
  • Cosh
  • Dissipation potential
  • Dissipative evolution equations
  • Energy
  • Entropy
  • Gradient systems
  • Hyperbolic cosine
  • Markov processes
  • Stochastic processes
  • Tilting
  • Variational evolution

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