Ibrahim Fatkullin

Critical points of the Onsager functional on a sphere

We study Onsagers model of isotropic–nematic phase transitions with orientation parameter on a sphere. We consider two interaction potentials: the antisymmetric (with respect to orientation inversion) dipolar potential and symmetric Maier–Saupe potential. We prove the axial symmetry and derive explicit formulae for all critical points, thus obtaining their complete classification. Finally, we investigate their stability and construct the corresponding bifurcation diagrams.

A study of blow-ups in the Keller–Segel model of chemotaxis

We study the Keller–Segel model of chemotaxis and develop a composite particle-grid numerical method with adaptive time stepping which allows us to resolve and propagate singular solutions. We compare the numerical findings (in two dimensions) with analytical predictions regarding formation and interaction of singularities obtained through analysis of the stochastic differential equations associated with the model.

Adaptive High-Order Finite-Difference Method for Nonlinear Wave Problems

We discuss a scheme for the numerical solution of one-dimensional initial value problems exhibiting strongly localized solutions or finite-time singularities. To accurately and efficiently model such phenomena we present a full space-time adaptive scheme, based on a variable order spatial finite-difference scheme and a 4th order temporal integration with adaptively chosen time step. A wavelet analysis is utilized at regular intervals to adaptively select the order and the grid in accordance with the local behavior of the solution. Through several examples, taken from gasdynamics and nonlinear optics, we illustrate the performance of the scheme, the use of which results in several orders of magnitude reduction in the required degrees of freedom to solve a problem to a particular fidelity.

Stochastic Filtering for Diffusion Processes With Level Crossings

We provide a general framework for computing the state density of a noisy system given the sequence of hitting times of predefined thresholds. Our method relies on eigenfunction expansion corresponding to the Fokker-Planck operator of the diffusion process. For illustration, we present a particular example in which the state and the noise are one-dimensional Gaussian processes and observations are generated when the magnitude of the observed signal is a multiple of some threshold value. We present numerical simulations confirming the convergence and the accuracy of the recovered density estimator. Applications of the filtering methodology will be illustrated.

Statistical Description of Contact-Interacting Brownian Walkers on the Line

The distribution of interval lengths between Brownian walkers on the line is investigated. The walkers are independent until collision; at collision, the left walker disappears, and the right walker survives with probability p. This problem arises in the context of diffusion-limited reactions and also in the scaling limit of the voter model. A systematic expansion in correlation between neighbor intervals gives a series of approximations of increasing accuracy for the probability density functions of interval lengths. The first approximation beyond mere statistical independence between successive intervals already gives excellent results, as established by comparison with direct numerical simulations.

Anomalous relaxation and self-organization in nonequilibrium processes

We study thermal relaxation in ordered arrays of coupled nonlinear elements with external driving. We find that our model exhibits dynamic self-organization manifested in a universal stretched-exponential form of relaxation. We identify two types of self-organization, cooperative and anticooperative, which lead to fast and slow relaxation, respectively. We give a qualitative explanation for the behavior of the stretched exponent in different parameter ranges. We emphasize that this is a system exhibiting stretched-exponential relaxation without explicit disorder or frustration.

Limit Shapes for Gibbs Ensembles of Partitions

We explicitly compute limit shapes for several grand canonical Gibbs ensembles of partitions of integers. These ensembles appear in models of aggregation and are also related to invariant measures of zero range and coagulation-fragmentation processes. We show, that all possible limit shapes for these ensembles fall into several distinct classes determined by the asymptotics of the internal energies of aggregates.