We present the formal geometric derivation of a non-equilibrium growth model that takes the form of a parabolic partial differential equation. Subsequently, we study its stationary radial solutions by means of variational techniques. Our results depend on the size of a parameter that plays the role of the strength of forcing. For small forcing we prove the existence and multiplicity of solutions to the elliptic problem. We discuss our results in the context of non-equilibrium statistical mechanics.

We examine the effects of pure additive noise on spatially extended systems with quadratic nonlinearities. We develop a general multi-scale theory for such systems and apply it to the Kuramoto–Sivashinsky equation as a case study. We first focus on a regime close to the instability onset (primary bifurcation), where the system can be described by a single dominant mode. We show analytically that the resulting noise in the equation describing the amplitude of the dominant mode largely depends on the nature of the stochastic forcing. For a highly degenerate noise, in the sense that it is acting on the first stable mode only, the amplitude equation is dominated by a pure multiplicative noise, which in turn induces the dominant mode to undergo several critical state transitions and complex phenomena, including intermittency and stabilisation, as the noise strength is increased. The intermittent behaviour is characterised by a power-law probability density and the corresponding critical exponent is calculated rigorously by making use of the first-passage properties of the amplitude equation. On the other hand, when the noise is acting on the whole subspace of stable modes, the multiplicative noise is corrected by an additive-like term, with the eventual loss of any stabilised state. We also show that the stochastic forcing has no effect on the dominant mode dynamics when it is acting on the second stable mode. Finally, in a regime which is relatively far from the instability onset so that there are two unstable modes, we observe numerically that when the noise is acting on the first stable mode, both dominant modes show noise-induced complex phenomena similar to the single-mode case.

We consider the classical Hele-Shaw situation with two parallel planes separated by a narrow gap. A blob of Newtonian fluid is sandwiched between the planes, and we suppose its plan-view to occupy a bounded, multiply-connected domain; physically, we have a viscous fluid with the holes giving rise to the multiple connectivity occupied by relatively inviscid air. The relevant free boundary condition is taken to be one of constant pressure, but we allow different pressures to act within the different holes, and at the outer boundary. The motion is driven either by injection of further fluid into the blob at certain points, or by injection of air into the holes to change their area, or by a combination of these; suction, instead of injection, is also contemplated. A general mathematical theory of the above class of problems is developed, and applied to the particular situation that arises when fluid is injected into an initially empty gap bounded by two straight, semi-infinite barriers meeting at right-angles: injection into a quarterplane. For a range of positions of the injection point, air is trapped in the corner and, invoking images, the problem is equivalent to one involving a doubly-connected blob. When there is an air vent in the corner, so that the pressure is the same on the two free boundaries in these circumstances, the air hole rapidly disappears, as might be expected. If, however, there is no air vent and we suppose the air to be incompressible, so that the area of the region occupied by the air in the plan-view remains constant, we find there to be no solution within the framework of our model. Other scenarios within this same geometry, involving both suction and injection of fluid at the injection point, and air at the corner, are also examined.

The stochastic resonance phenomenon implies “positive” changing of a system behaviour when noise is added to the system. The phenomenon has found numerous applications in physics, neuroscience, biology, medicine, mechanics and other fields. The present paper concerns this phenomenon for parametrically excited stochastic systems, i.e. systems that feature deterministic input signals that affect their parameters, e.g. stiffness, damping or mass properties. Parametrically excited systems are now widely used for signal sensing, filtering and amplification, particularly in micro- and nanoscale applications. And noise and uncertainty can be essential for systems at this scale. Thus, these systems potentially can exhibit stochastic resonance. In the present paper, we use a “deterministic” approach to describe the stochastic resonance phenomenon that implies replacing noise by deterministic high-frequency excitations. By means of the approach, we show that stochastic resonance can occur for parametrically excited systems and determine the corresponding resonance conditions.

Calculations, based on exact solutions, of the viscous sintering of simple packings with unimodal and bimodal distributions of particle sizes with shrinking pores are performed. The case of square unit cells is considered in detail. It is found that, for the most part, pore shrinkage times have very weak dependence on the precise details of the pore shape and that accurate estimates of total pore shrinkage times can be obtained based only on knowledge of the initial relative density (green density) and unit cell size. An exception is found when the particle packing is loose, the enclosed pore having a large perimeter-to-area ratio. By studying two different square packings of equal-sized particles it is shown that the looser packing can exhibit dilation, rather than densification, in the early stage of sintering.

A variety of models on the interaction between glucose and insulin have been suggested over the last 50 years. One, developed by Sturis et al. [19], and consisting of six nonlinear ordinary differential equations, has been widely accepted. However, the model has the disadvantage of containing auxiliary variables which have no clinical interpretation. In this paper we study an alternative model which incorporates a time delay explicitly, negating the need for the auxiliary equations. A simplifying assumption of having just one insulin compartment reduces the number of equations still further. We then study the resulting system of two differential delay equations, establishing results on positivity, boundedness, persistence and global asymptotic stability. For the latter, two quite different approaches are employed: comparison principles and Lyapunov functionals. The two approaches provide different sets of sufficient conditions for global stability, so that we investigate different regions of parameter space.

This work is concerned with the numerical computation of null controls for the heat equation. The goal is to compute an approximation of controls that drives the solution from a prescribed initial state at t=0 to zero at t=T. In spite of the diffusion of the heat equation, recent developments indicate that this issue is difficult and still largely open. Most of the existing literature, concerned with controls of minimal L2-norm, make use of dual convex arguments and introduce backward adjoint system. In practice, the null control problem is then reduced to the minimization of a dual conjugate function with respect to the final condition of the adjoint state. As a consequence of the highly regularizing property of the heat kernel, this final condition – which may be seen as the Lagrange multiplier for the null controllability condition – does not belong to L2, but to a much larger space than can hardly be approximated by finite (discrete) dimensional basis. This phenomenon, unavoidable whatever be the numerical approximation used, strongly deteriorates the efficiency of minimization algorithms. In this work, we do not use duality arguments and in particular do not introduce any backward heat equation. For the boundary case, the approach consists first in introducing a class of functions satisfying a priori the boundary conditions in space and time, in particular the null controllability condition at time T, and then finding among this class one element satisfying the heat equation. This second step is done by minimizing a convex functional among the admissible corrector functions of the heat equation. The inner case is performed in a similar way. We present the (variational) approach, discuss the main features of it and then describe some numerical experiments highlighting the interest of the method. The method holds in any dimension but, for the sake of simplicity, we provide details in the one-space dimensional case.

The linearized stability problem for fibre spinning of Newtonian and power law fluids, in a one-dimensional, isothermal setting, is reduced to a single Volterra integral equation. A rigorous linear stability criterion is presented, and we compute the corresponding ‘critical stretch ratios’, using methods of complex analysis. The results of this paper prove the correctness of earlier results by Matovich, Pearson and Shah.

The eddy-current problem for the time-harmonic Maxwell equations in domains and with conductors of general topology is considered. The existence of a unique magnetic field is proved for a suitable weak formulation. An equivalent strong formulation is then derived, where the conditions related to the specific geometry of the domain are made explicit. In particular, a new condition that must be satisfied by the magnetic field on the interface between a multiply-connected conductor and the non-conducting region is determined. Finally, the strong formulation of the problem for the electric field in the non-conducting region is derived, and the existence of a unique solution is proved. In conclusion, this leads to the determination of the complete set of equations describing the eddy-current problem in terms of the magnetic and the electric fields. Whether some commonly-used formulations satisfy the additional condition on the interface is also checked.

This article introduces a new notion of optimal transport (OT) between tensor fields, which are measures whose values are positive semidefinite (PSD) matrices. This “quantum” formulation of optimal transport (Q-OT) corresponds to a relaxed version of the classical Kantorovich transport problem, where the fidelity between the input PSD-valued measures is captured using the geometry of the Von-Neumann quantum entropy. We propose a quantum-entropic regularization of the resulting convex optimization problem, which can be solved efficiently using an iterative scaling algorithm. This method is a generalization of the celebrated Sinkhorn algorithm to the quantum setting of PSD matrices. We extend this formulation and the quantum Sinkhorn algorithm to compute barycentres within a collection of input tensor fields. We illustrate the usefulness of the proposed approach on applications to procedural noise generation, anisotropic meshing, diffusion tensor imaging and spectral texture synthesis.

In contrast to single-product pricing models, multi-product pricing models have been much less studied because of the complexity of multi-product demand functions. It is highly non-trivial to construct a multi-product demand function on the entire set of non-negative prices, not to mention approximating the real market demands to a desirable accuracy. Thus, many decision makers use incomplete demand functions which are defined only on a restricted domain, e.g. the set where all components of demand functions are non-negative. In the first part of this paper, we demonstrate the necessity of defining demand functions on the entire set of non-negative prices through some examples. Indeed, these examples show that incomplete demand functions may lead to inferior pricing models. Then we formulate a type of demand functions using a Nonlinear Complementarity Problem (NCP). We call it a Complementarity-Constrained Demand Function (CCDF). We will show that such demand functions possess certain desirable properties, such as monotonicity. In the second part of the paper, we consider an oligopolistic market, where producers/sellers are playing a non-cooperative game to determine the prices of their products. When a CCDF is incorporated into the best response problem of each producer/seller involved, it leads to a complementarity constrained pricing problem facing each producer/seller. Some basic properties of the pricing models are presented. In particular, we show that, under certain conditions, the complementarity constraints in this pricing model can be eliminated, which tremendously simplifies the computation and theoretical analysis.

Surfaces arising in amorphous thin-film-growth are often described by certain classes of stochastic PDEs. In this paper we address the question of existence of a solution and statistical quantities (e.g. mean interface width or correlation functions). Moreover, we discuss the approximations of such statistical quantities by the spectral Galerkin method. This is an important question, as the numerical computation of statistical quantities plays a key role in the verification of the models.

In this paper, a complex variable model for Hele-Shaw moving boundary problems with kinetic undercooling regularization is studied. This model consists of an abstract Cauchy–Kovalevsky problem and of a Riemann–Hilbert–Poincaré problem for holomorphic functions. The local existence of holomorphic solutions is shown. Some numerical results for this model complete the paper.

The scattering of high-frequency sound waves by two-dimensional curved boundaries has received much attention over the past few decades, with particular interest in the effects of tangential ray incidence. In the event that the radius of curvature is not small, an analysis near the point of tangency gives rise to the Fock–Leontovič equation for the local field amplitude which, in turn, matches the creeping field of Keller's geometrical theory of diffraction. If the radius of curvature is sufficiently small, however, then this analysis is not valid and it is necessary to solve the full Helmholtz equation in the presence of a parabolic boundary. Under these conditions, which are canonical for diffraction by a sufficiently slender body, results are presented for the case of a plane wave impinging upon an acoustically hard parabolic cylinder. This diffraction process engenders a creeping field at one tip of the slender body, which then propagates around the body to the other tip. Here its energy is partially reflected, partially transmitted and partially radiated out in a detached field. A full description of this is given, along with a discussion of the ‘blunt’ limit in which we show that not only do we get the traditional creeping field of Keller's geometrical theory of diffraction, but also an exponentially small backward-propagating creeping field not predicted by traditional ray methods.

In this work we consider the inverse problem of the identification of a single rigid body immersed in a fluid governed by the stationary Navier-Stokes equations. It is assumed that friction forces are known on a part of the outer boundary. We first prove a uniqueness result. Then, we establish a formula for the observed friction forces, at first order, in terms of the deformation of the rigid body. In some particular situations, this provides a strategy that could be used to compute approximations to the solution of the inverse problem. In the proofs we use unique continuation and regularity results for the Navier-Stokes equations and domain variation techniques.

The motion of an initially circular drop of viscous fluid surrounded by inviscid fluid in a Hele-Shaw cell withdrawn from an eccentric point sink is considered. Using a numerical algorithm based on a boundary integral equation, the solution for small, finite surface tension is observed. It is found that the zero-surface-tension formation of a cusp is avoided, and instead a narrow finger of inviscid fluid forms, which then rapidly propagates towards the sink. The scaling of the finger in the sink vicinity is determined.

Adhesion between cells and other cells (cell–cell adhesion) or other tissue components (cell–matrix adhesion) is an intrinsically non-local phenomenon. Consequently, a number of recently developed mathematical models for cell adhesion have taken the form of non-local partial differential equations, where the non-local term arises inside a spatial derivative. The mathematical properties of such a non-local gradient term are not yet well understood. Here we use sophisticated estimation techniques to show local and global existence of classical solutions for such examples of adhesion-type models, and we provide a uniform upper bound for the solutions. Further, we discuss the significance of these results to applications in cell sorting and in cancer invasion and support the theoretical results through numerical simulations.

This paper is concerned with the mathematical study of a nonlinear system modelling an irreversible phase change problem. Uniqueness of the solution is proved using the accretivity of the system in (L1)2. Expressing one of the two unknowns as an explicit functional of the other reduces the system to a single nonlinear evolution equation and ultimately leads to an existence theorem.

In this paper the existence and uniqueness of the solution of a nonlinear system modelling some irreversible phase changes is established.

Free surface potential flows past surfboards and sluice gates are considered. The problem is solved numerically by boundary integral equation methods. In addition weakly nonlinear solutions are presented. It is shown among the six possible types of steady flows, only three exist. The physical relevance of these solutions is discussed in terms of the radiation condition (which requires that there is no energy coming from infinity). In particular, it is shown there are no steady subcritical flows which satisfy the radiation condition. Similarly there are no solutions for the flow under a sluice gate.

The classical Monge–Kantorovich (MK) problem as originally posed is concerned with how best to move a pile of soil or rubble to an excavation or fill with the least amount of work relative to some cost function. When the cost is given by the square of the Euclidean distance, one can define a metric on densities called the Wasserstein distance. In this note, we formulate a natural matrix counterpart of the MK problem for positive-definite density matrices. We prove a number of results about this metric including showing that it can be formulated as a convex optimisation problem, strong duality, an analogue of the Poincaré–Wirtinger inequality and a Lax–Hopf–Oleinik–type result.