Nonlocal Hydrodynamic Models of Interacting Agents

Lead Research Organisation: Imperial College London
Department Name: Mathematics

Abstract

Agents in an interacting system typically organise their dynamics based on the behaviour of their neighbours. This is often observed in the animal kingdom - herds of mammals, schools of fish, flocks of birds - but also in a variety of economic, engineering, and social settings. Usually, due to huge number of agents in the system, detailed, microscopic description of such behaviour is impossible to analyse and to simulate numerically, and thus its applicability is rather limited.

Instead, in this project we propose to focus on the macroscopic models described by systems of Partial Differential Equations (PDEs). These equations allow us to capture interactions between multiple agents/species/phases in an elegant reformulation involving a small number of nonlocal hydrodynamic conservation laws. It often leads to completely unexplored classes of systems, but also opens the possibility of using a wide range of tools and techniques from the modern theory of PDEs to provide essential insight into the dynamics of large complex systems of interacting agents.

Solving the fundamental problems from the objectives of this proposal will provide a profound mathematical understanding of PDEs emerging in the modelling of collective behaviour. It will allow us to characterise the qualitative properties of the macroscopic models, and to asses whether they are fit to describe the achieving of consensus or emergence of complex patterns observable in nature. We are especially excited to gain this knowledge for the formally derived macroscopic models, as this could provide the arguments for their validity and applicability.

The long-term goal of the project is to use the multidisciplinary environment of the University College London to establish a new research group developing and analysing new PDE models, along with novel numerical techniques for emerging challenges in Mathematical Biology and Mathematical Physics. The core of this environment will be a team composed of the PI, two PDRAs and the UCL funded PhD student. Results will be widely disseminated in diverse environments, including the mathematical fluid mechanics and kinetic theory communities, but also within other disciplines such as computational science, or civil engineering.

Planned Impact

This project has a potential to influence especially medicine, biology and social science, where collective behaviour and self organisation of interacting agents is ubiquitous. The important examples include growth of biological tissues, patterns in motions of animals, or road traffic. But surprisingly, very similar mechanisms are observable also in variety of economic, engineering, and social settings - the distribution of goods, spacecraft formation, sensor networks, digital media arts, and the emergence of languages in primitive societies. Mathematical modelling and analysis are indispensable in discovering conditions leading, for instance, to creation of congestions in a system. It is of key importance to understand these factors, as it might help to prevent, for example, diseases such as cancer, formation of traffic jams on road, or variety of financial and social crises.

Investigation of mathematical models of interacting agents triggered out substantial progress in many different fields of mathematics, especially in: measure theory, optimal transportation, probability theory, functional, harmonic, stochastic and numerical analysis, dynamical systems, and ordinary and partial differential equations. Enormous interest in this area can be confirmed by awarding highest honours to mathematicians who contributed most significantly to this progress, but also by exponential growth of special sessions, conferences, or even whole thematic programs devoted to emerging problems.

The focus of this project is on PDE models that can be, at least formally, derived from the microscopic agent-based systems. Such formulation opens the possibility of using a wide range of tools and techniques from the modern theory of PDEs in order to supply us with essential insight into dynamics of large complex systems of interacting agents. However, despite all the excellent progress that has been made already, some of the fundamental problems like existence and stability of solutions remain open even for the simplest systems. The techniques developed in this research will deepen our theoretical understanding of these PDEs models and to establish whether they are fit to describe arriving to consensus or emergence of complex patterns observable in nature. It is an important argument in favour of macroscopic PDEs models which are much more convenient for the purposes of further numerical analysis. Having a reliable model along with the numerical scheme is of key importance to forecast, for example, the most efficient drug, or the safest walkways in densely populated areas. This project aims at making significant advances not only for these two selected applications, but for a whole class of underlying PDE systems.

Publications

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Breit D (2022) Compressible Navier--Stokes System with Transport Noise in SIAM Journal on Mathematical Analysis

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Chaudhuri N (2022) Multiple scales and singular limits of perfect fluids in Journal of Evolution Equations

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Chaudhuri N; Navoret L; Perrin C; Zatorska E (2022) Hard congestion limit of the dissipative Aw-Rascle system in arXiv:2209.12449v1

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Chaudhuri N; Feireisl E; Zatorska E (2022) Nonuniqueness of weak solutions to the dissipative Aw-Rascle model in 2208.02547

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Chaudhuri N; Gwiazda P; Zatorska E (2023) Analysis of the generalised Aw-Rascle model in Communications in Partial Differential Equations

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Chaudhuri N; Mucha P; Zatorska E (2023) A new construction of weak solutions to compressible Navier-Stokes equations in arXiv:2211.12189

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Mehmood M (2024) Hard congestion limit of the dissipative Aw-Rascle system with a polynomial offset function in Journal of Mathematical Analysis and Applications

 
Description EPSRC Doctoral Award of Esther Bou-Dagher
Amount £41,388 (GBP)
Organisation Imperial College London 
Sector Academic/University
Country United Kingdom
Start 10/2022 
End 09/2023
 
Description Nelder Fellowship fro prof Eduard Feireisl
Amount £5,000 (GBP)
Organisation Imperial College London 
Sector Academic/University
Country United Kingdom
Start 03/2022 
End 04/2022
 
Description Research in Pairs (Scheme 4) Support of collaborative research with Maja Szlenk at London
Amount £1,200 (GBP)
Funding ID 42208 
Organisation London Mathematical Society 
Sector Academic/University
Country United Kingdom
Start 02/2023 
End 03/2023
 
Description Extension of the convex integration technique to degenerate hyperbolic equations 
Organisation Academy of Sciences of the Czech Republic
Country Czech Republic 
Sector Academic/University 
PI Contribution The PDRA and PI came with the idea of how to solve the problem. We figured out that the convex integration technique could be applied here although the system includessome degenerate dissipative term.
Collaborator Contribution Prof Eduard Feireisl from Czech Academy of Sciences specialises in analysis of compressible fluid equations of the Navier-Stokes and Euler type. He contributed to the collaboration by explaining the rest of the team the foundations of the so-called "baby convex integration". He is also involved into another project on hydrodynamic model of solar system, and on the transport noise in the hydrodynamic equations.
Impact arXiv:2208.02547 Title: Nonuniqueness of weak solutions to the dissipative Aw-Rascle model Authors: Nilasis Chaudhuri, Eduard Feireisl, Ewelina Zatorska
Start Year 2022
 
Description Measure-valued solutions to the local and non-local Aw-Rascle equations in multi-d 
Organisation Polish Academy of Sciences
Department Institute of Mathematics of the Polish Academy of Science
Country Poland 
Sector Academic/University 
PI Contribution We considered the multi-dimensional generalization of the Aw-Rascle system for vehicular traffic. For an arbitrary large class of initial data and the periodic domain, we proved the existence of global-in-time measure-valued solutions. Moreover, using the relative energy technique, we showed that the measure-valued solutions coincide with the classical solutions as long as the latter exist. These parts were achieved thanks to the PDRA Nilasis Chaudhuri hired in this award, whose expertise on measure-valued solutions for fluid equations was essential to justify the estimates rigorously. The heuristic a-priori estimates and the idea for the notion of solutions were proposed by the PI.
Collaborator Contribution Prof. Piotr Gwiazda from Polish Academia of Sciences is a recognised expert on measure-valued solutions to hyperbolic conservation laws. He was overviewing the parts of the proof dedicated to compatibility of various defect measures in the definition of measure-valued solutions. He also came up with the argument justifying strong convergence of the density. Recently, our group was extended by Dr had. Aneta Wroblewska-Kaminska, who was working with the PI beforehand on non-local fluid models. Dr. Wroblewska-Kaminska works with us on extension of the result by Chaudhuri, Gwiazda and Zatorska to the case when the offset function is a non-local function of the density.
Impact arXiv:2202.04130 Title: Analysis of the generalised Aw-Rascle model Authors: Nilasis Chaudhuri, Piotr Gwiazda, Ewelina Zatorska
Start Year 2021
 
Description New proof of existence of solutions to Compressible Navier-Stokes equations 
Organisation University of Warsaw
Department Faculty of Mathematics, Informatics and Mechanics (MIM)
Country Poland 
Sector Academic/University 
PI Contribution The PDRA and PI were working on few technical lemmas in later parts of the construction argument, as well as on the compensated compactness technique used to justify the main result
Collaborator Contribution Prof Piotr Mucha from the University of Warsaw came up with the idea of proof of strong solutions to the approximate Navier-Stokes solutions compatible with the compactness criterion of Bresch and Jabin.
Impact arXiv:2211.12189 Title: A new construction of weak solutions to compressible Navier-Stokes equations Authors: Nilasis Chaudhuri, Piotr B. Mucha, Ewelina Zatorska
Start Year 2021
 
Description Rigorous derivation of the lubrication model through hard congestion limit of the dissipative Aw-Rascle model. 
Organisation National Center for Scientific Research (Centre National de la Recherche Scientifique CNRS)
Department Centre National de la Recherche Scientifique Marseille
Country France 
Sector Academic/University 
PI Contribution The PDRA and PI proposed the problem and the idea of approximating the limiting two-phase system by degenerate dissipative Aw-Rascle model with singular offset potential.
Collaborator Contribution Dr Charlotte Perrin from CNRS came up with the idea of application of the Oleinik condition to prove the existence of weak solutions. She also proposed the framework of duality solutions which we will consider in the forthcoming publication. Dr Laurent Cavort was responsible for implementation of Finite Volume numerical scheme for the approximate system and for running the numerical tests comparing the limiting system with the constrained compressible Euler Equations.
Impact arXiv:2209.12449 Title: Hard congestion limit of the dissipative Aw-Rascle system Authors: N Chaudhuri, L Navoret, Charlotte Perrin, E Zatorska
Start Year 2022
 
Description Rigorous derivation of the lubrication model through hard congestion limit of the dissipative Aw-Rascle model. 
Organisation University of Strasbourg
Country France 
Sector Academic/University 
PI Contribution The PDRA and PI proposed the problem and the idea of approximating the limiting two-phase system by degenerate dissipative Aw-Rascle model with singular offset potential.
Collaborator Contribution Dr Charlotte Perrin from CNRS came up with the idea of application of the Oleinik condition to prove the existence of weak solutions. She also proposed the framework of duality solutions which we will consider in the forthcoming publication. Dr Laurent Cavort was responsible for implementation of Finite Volume numerical scheme for the approximate system and for running the numerical tests comparing the limiting system with the constrained compressible Euler Equations.
Impact arXiv:2209.12449 Title: Hard congestion limit of the dissipative Aw-Rascle system Authors: N Chaudhuri, L Navoret, Charlotte Perrin, E Zatorska
Start Year 2022
 
Description 10/06/2022 Imperial-ENSTA-Fresnel workshop, Paris, France 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Professional Practitioners
Results and Impact The objective of this workshop was to discuss recent advances on modelling of wave and diffusion phenomena in complex media through the lenses of asymptotic and numerical methods for partial differential equations (PDEs) and stochastic differential equations (SDEs). The applications of these research areas are versatile and include notably a better understanding of natural phenomena and living organisms, as well as control of wave and diffusion in man-made composite structures known as metamaterials. This was reflected in the choice of speakers who range from applied mathematicians to theoretical physicists and engineers from the Imperial College London, POEMS team (CNRS-ENSTA-INRIA; Palaiseau, France) and Institut Fresnel (CNRS-Aix-Marseille University-Centrale Marseille; France).
Year(s) Of Engagement Activity 2022
URL https://www.imperial.ac.uk/events/149316/imperial-cnrs-diffusion/
 
Description 14/07/2022 Keynote speaker at Equadiff 15, Brno, Czech Republic. 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Professional Practitioners
Results and Impact The tradition of the Czechoslovak Equadiff dates back to 1962 when Equadiff 1 took place in Prague. Subsequent Czechoslovak Equadiff conferences were held in Prague (1977, 1989, 2001, 2013), Bratislava (1966, 1981, 1993, 2005, 2017), and Brno (1972, 1985, 1997, 2009). All proceedings from these conferences are available via Czech Digital Mathematics Library. The Western Equadiff conferences were held in Marseille (1970), Brussels/Louvain-la-Neuve (1973), Firenze (1978), Wurzburg (1982), Xanthi (1987), Barcelona (1991), Lisboa (1995), Berlin (1999), Hasselt (2003), Vienna (2007), Loughborough (2011), Lyon (2015), and Leiden (2019). Equadiff is therefore one of the oldest active series of mathematical conferences in the world. The coming Equadiff in Brno in summer 2022 will be the 15th conference within the Czechoslovak Equadiff series. The conference was rescheduled to the year 2022 from the original date in July 2021 due to an unstable pandemic situation in the world.

The conference Equadiff 15 is organized by joint efforts of the following institutions:
Masaryk University (Faculty of Science),
Brno University of Technology (Faculty of Mechanical Engineering),
Czech Academy of Sciences (Institute of Mathematics),
The Union of Czech Mathematicians and Physicists (Brno branch).
The conference is held under the auspices of the dean of the Faculty of Science of Masaryk University, prof. Tomáš Kašparovský.


The PI Was invited as a Keynote speaker and to lead one of the thematic sessions on multi-phase flows.
Year(s) Of Engagement Activity 2022
URL https://conference.math.muni.cz/equadiff15/
 
Description 18/03/2022 SIAM PDEs meeting 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Professional Practitioners
Results and Impact The primary goal of this conference was to bring together scientists and mathematicians working in partial differential equations and related fields. Contemporary challenges raised by recent advances in engineering, industry, and bio-technology will be confronted with state-of-the-art mathematical and computational tools in PDEs. Advanced graduate students and young researchers were also encouraged to participate.
Year(s) Of Engagement Activity 2022
URL https://www.siam.org/conferences/cm/conference/pd22
 
Description 18/11/2021 Asymptotic Behaviors of systems of PDEs arising in physics and biology - 4th edition, Lille, France. 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Professional Practitioners
Results and Impact The main goals of this workshop were the theoretical study of asymptotic behaviors (in large time or with respect to some parameters) of problems arising in physics and biology and the development of asymptotic preserving numerical methods.

The fourth edition of this workshop featured ten plenary speakers (including the PI), several contributed talks and a poster session.
Year(s) Of Engagement Activity 2021
URL https://indico.math.cnrs.fr/event/6588/
 
Description 19/08/2022 Workshop on Stability Analysis for Nonlinear PDEs, Oxford, UK. 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Professional Practitioners
Results and Impact The workshop brought together leading experts in the stability analysis of nonlinear partial differential equations across multi-scale applications. Some of the topics addressed include:

Stability analysis of shock wave patterns of reflections/diffraction.
Stability analysis of vortex sheets, contact discontinuities, and other characteristic discontinuities for multidimensional hyperbolic systems of conservation laws.
Stability analysis of particle to continuum limits including the quantifying asymptotic/mean-field/large-time limits for pairwise interactions and particle limits for general interactions among multi-agent systems
Stability analysis of asymptotic limits with emphasis on the vanishing viscosity limit of solutions from multidimensional compressible viscous to inviscid flows with large initial data.
Year(s) Of Engagement Activity 2022
URL https://www.maths.ox.ac.uk/node/60407
 
Description 20/09/2021 XII Forum of Partial Differential Equations, Bedlewo, Poland. 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Professional Practitioners
Results and Impact Forum of Partial Differential Equations is a series of conferences with 22 years tradition. The 12th edition was held in Bedlewo from September 19 till September 25, 2021. It was focused mostly on selected domains of Partial Differential Equations such as calculus of variations, computational mathematics, mathematical fluid mechanics and dynamical systems. Due to uncertain epidemic situation the conference was held in a hybrid form.

The aim of the conference was to bring together polish researchers working in PDE and renowned foreign experts invited as plenary speakers. In addition to creating opportunity to exchange ideas and experience between Polish PDE community and other schools, the organisers aimed at enabling youngest Polish scientists working in PDE area to establish foreign contacts and become familiar with latest trends in PDE analysis.
Year(s) Of Engagement Activity 2021
URL https://www.impan.pl/en/activities/banach-center/conferences/21-xiiforumpde
 
Description 27/06/2022 Summer school on fluids and turbulence, Lyon, France 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Professional Practitioners
Results and Impact This event brought together recognized experts, young researchers and Ph.D. students working in Partial Differential Equations arising in fluid dynamics. The topics included issues like heterogeneity effects, singular behaviours and multi-scale processes and their interplay in real world phenomena related to fluid motion and turbulence.

The format will consisted of three introductive lecture series, intended for a wide audience (Master and Ph.D. students), and more specialized talks, presenting some of the most recent developements in the field.

The conference took place at the Institut Camille Jordan, in the campus of the University of Lyon 1 Claude Bernard, in Villeurbanne, close to Lyon.
Year(s) Of Engagement Activity 2022
URL https://mathsfluid2022.sciencesconf.org
 
Description 28/04/2022 Frontiers in kinetic equations for plasmas and collective behaviour, Cambridge, UK. 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Professional Practitioners
Results and Impact Plasma physics is one of the most classical applications of kinetic theory. Traditionally, the Vlasov-Maxwell and the Vlasov-Poisson-Landau equations are the central models, but real-world plasmas can often involve other physical effects that are difficult to model. Moreover, even for the traditional models, the development and theory of efficient numerical methods for these equations in realistic physical problems is still challenging. Collective behavior models have been ubiquitous in applications of kinetic approaches in mathematical biology: computational neuroscience, tissue remodelling, growth-fragmentation models, swarming and others. Finally, similar ideas in consensus or alignment models in swarming have recently been used to develop alternative methods to stochastic gradient descent in global optimization, sampling and data science. These three applications have in common basic tools of kinetic theory such as mean-field limits, gradient flows, hydrodynamic derivations, and numerical approaches. The cross pollination of ideas between classical and modern applications of kinetic theory was specifically encouraged during this workshop.
Year(s) Of Engagement Activity 2022
URL https://www.newton.ac.uk/event/fktw03/
 
Description Conference talks of PDRA Nilasis Chaudhuri 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Professional Practitioners
Results and Impact ? Necas Seminar on Continuum Mechanics, December 19, 2022, Prague, Czech Republic.
? MathFlows 2022, December 05-09, 2022, CIRM, Luminy, France.
? 'Against the Flow', October 20, 2022, Bedlewo, Poland.
? Mini-symposium: Equadiff 15, July 14, 2022, Brno, Czech Republic.
Year(s) Of Engagement Activity 2022
 
Description Organisation of an international conference: "MathFlows" CIRM Luminy, France. 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Professional Practitioners
Results and Impact The meeting was dedicated to mathematical aspects of fluid mechanics. The main topics concerned uniqueness, regularity, structure of solutions, and the possibility of the construction of weak-type solutions to the Navier-Stokes and Euler systems. This was supplemented with new trends related to models from collective behavior that led to interesting classes of PDEs, and the study of fluids in domains with rough boundaries. Both topics have been at the origin of a number of mathematical works in the last years.

Our idea of the meeting was to invite a large group of excellent young researchers, as well as more experienced colleagues that are experts in the field, and to propose a scientific program with a reasonable number of talks (proposed both to young and experienced researchers), in order to leave some room for discussion. Our hope was to initiate an exchange of ideas between different schools which (hopefully) will lead to fruitful scientific collaborations.

The meeting was the 7-th edition of a series of so-called MathFlows conferences that have been organised since 2012, either in Porquerolles (France) (2015 - 2018) or in the Banach Center of Bedlewo (Poland) (2014 - 2017 - 2020). By organizing the meeting in the famous CIRM centre for the first time, we renewed the list of participants and attracted experts from more countries and mathematical schools.
Year(s) Of Engagement Activity 2021
URL https://conferences.cirm-math.fr/2638.html
 
Description Seminar talks of the PI Ewelina Zatorska 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Professional Practitioners
Results and Impact The PI (Ewelina Zatorska) was invited to give talks at the following national and international seminars and colloquia:
23/01/23 PDEs Seminar, University of Oxford.
24/11/2022 Warwick Analysis Seminar.
03/11/2022 London Analysis Seminar (unable to take up).
25/10/2022 Joint UCLA-Caltech-USC Analysis and PDE seminar (online).
18/10/2022 Geometry, Analysis and Gravitation Seminar at Queen Mary University of London.
07/06/2022 Mathematics for Computer Science and Applications Online Seminar Of Cracow University of Technology and University of Warmia and Mazury in Olsztyn (online).
13/05/2022 Mathematics Colloquium, University of Warwick.
04/05/2022 PDE Seminar, South China University of Technology, Guangzhou, China (online).
09/02/2022 Virtual seminar: PolWoMaths Seminar (online).
Year(s) Of Engagement Activity 2022