The Buckley–Leverett partial differential equation has long been used to model two-phase flow in porous media. In recent years, the PDE has been modified to include a rate-dependent capillary pressure constitutive equation, known as dynamic capillary pressure. Previous traveling wave analysis of the modified Buckley–Leverett equation uncovered non-classical solutions involving undercompressive shocks. More recently, thermodynamically constrained averaging theory (TCAT) has generalized the capillary pressure equation by including additional dependence on fluid properties. In this paper, the model and traveling wave analysis are updated to incorporate TCAT capillary pressure as a generalization of dynamic capillary pressure. Solutions of the corresponding Riemann problem are similar to previous results except in the physically relevant situation in which both phases are pure fluids. The results presented here shed new light on the nature of the interface between one pure fluid displacing another pure fluid, in accordance with TCAT.

Motivated by a recent investigation of Millar and McKay [Director orientation of a twisted nematic under the influence of an in-plane magnetic field. Mol. Cryst. Liq. Cryst435, 277/[937]–286/[946] (2005)], we study the magnetic field twist-Fréedericksz transition for a nematic liquid crystal of positive diamagnetic anisotropy with strong anchoring and pre-twist boundary conditions. Despite the pre-twist, the system still possesses ℤ2 symmetry and a symmetry-breaking pitchfork bifurcation, which occurs at a critical magnetic-field strength that, as we prove, is above the threshold for the classical twist-Fréedericksz transition (which has no pre-twist). It was observed numerically by Millar and McKay that this instability occurs precisely at the point at which the ground-state solution loses its monotonicity (with respect to the position coordinate across the cell gap). We explain this surprising observation using a rigorous phase-space analysis.

In this paper we study a nonlocal parabolic/elliptic system which models thermistor behaviour in cases where heat losses to the surrounding gas play a significant role. The existence of time periodic solutions for the system is established through Faedo-Galerkin approximations and the Leray–Schauder degree theory. We show that for the small gas pressure case, the temperature of the time periodic solutions is positive. Moreover we consider the long time behaviour of the system and prove the existence of a uniform attractor. Finally, the finite dimensionality of the attractor is discussed.

This paper is devoted to the study of the asymptotic behaviour of the high-frequency spectrum of the wave equation with periodic coefficients in a ‘thin’ elastic strip Ση=(0, 1)×(−η/2, η/2), η > 0. The main geometric assumption is that the structure period is of the order of magnitude of the strip thickness η and is chosen in such a way that η−1 is a positive large integer. On the boundary ∂Ση, we set Dirichlet (clamped) or Neumann (traction-free) boundary conditions. Aiming to describe sequences of eigenvalues of order η−2 in the above problem, which correspond to oscillations of high frequencies of order η−1, we study an appropriately rescaled limit of the spectrum. Using a suitable notion of two-scale convergence for bounded operators acting on two-scale spaces, we show that the limiting spectrum consists of two parts: the Bloch (or band) spectrum and the ‘boundary’ spectrum. The latter corresponds to sequences of eigenvectors concentrating on the vertical boundaries of Ση, and is characterised by a problem set in a semi-infinite periodic strip with either clamped or stress-free boundary conditions. Based on the observation that some of the related eigenvalues can be found by solving an appropriate periodic-cell problem, we use modal methods to investigate finite-thickness semi-infinite waveguides. We compare our results with those for finite-thickness infinite waveguides given in Adams et al. (Proc. R. Soc. Lond. A, vol. 464, 2008, pp. 2669–2692). We also study infinite-thickness semi-infinite waveguides in order to gain insight into the finite-height analogue. We develop an asymptotic algorithm making use of the unimodular property of the modal method to demonstrate that in the weak contrast limit, and when wavenumber across the guide is fixed, there is at most one surface wave per gap in the spectrum. Using the monomode property of the waveguide we can consider the gap structure for the nth mode, when doing so, for traction-free boundaries, we find exactly one surface wave in each n-band gap.

The discrete non-linear Schrödinger equation is one of the most important inherently discrete models, having a crucial role in the modelling of a great variety of phenomena, ranging from solid-state and condensed-matter physics to biology. In this paper, a class of discrete non-linear Schrödinger equations are considered. Using critical point theory in combination with periodic approximations, we establish some new sufficient conditions on the existence results for solitons of the equation. The classical Ambrosetti–Rabinowitz superlinear condition is improved.

An ℝ-linear conjugation problem modelling the process of power fields forming in a heterogeneous infinite planar structure with an elliptical inclusion is considered. Exact analytical solutions are derived in the class of piece-wise meromorphic functions with their principal parts fixed. Cases with internal singularities and with singularities of the given principal parts at the interface are investigated.

Topology of two-dimensional flow associated with degenerate dividing streamline on a free surface is analysed from a topological point of view by considering the critical point concept. Streamline patterns and their bifurcations in the vicinity of a free surface were investigated by Brøns (Brøns, M. (1994) Topological fluid dynamics of interfacial flows. Phys. Fluids6, 2730–2736). Brøns's work is extended to the case of a stream function, including the fourth-order normal form approach. From this, a complete description of bifurcations which can occur in two-dimensional incompressible flow is obtained up to codimension three. The theory is applied to the patterns found numerically in a roll coater.

The gradient flow structure of the model introduced in Cermelli & Gurtin (1999, The motion of screw dislocations in crystalline materials undergoing antiplane shear: glide, cross-slip, fine cross-slip. Arch. Rational Mech. Anal.148(1), 3–52) for the dynamics of screw dislocations is investigated by means of a generalised minimising-movements scheme approach. The assumption of a finite number of available glide directions, together with the “maximal dissipation criterion” that governs the equations of motion, results into solving a differential inclusion rather than an ODE. This paper addresses how the model in Cermelli & Gurtin is connected to a time-discrete evolution scheme which explicitly confines dislocations to move at each time step along a single glide direction. It is proved that the time-continuous model in Cermelli & Gurtin is the limit of these time-discrete minimising-movement schemes when the time step converges to 0. The study presented here is a first step towards a generalisation of standard gradient flow theory that allows for dissipations which cannot be described by a metric.

We consider the following system of equations: where the spatial average ⟨ B ⟩ = 0 and μ > σ > 0. This system plays an important role as a Ginzburg-Landau equation with a mean field in several areas of the applied sciences and the steady-states of this system extend to periodic steady-states with period L on the real line which are observed in experiments. Our approach is by combining methods of nonlinear functional analysis such as nonlocal eigenvalue problems and the variational characterization of eigenvalues with Jacobi elliptic integrals. This enables us to give a complete classification of all stable steady-states for any positive L.

This special issue is one of the very first dedicated to crime modelling in a journal of applied mathematics. It emphasizes one of the new areas at the Social Science frontier, where modelling and mathematical tools are put to use with a view to shed light on phenomena previously thought to be outside of their reach. Pioneering research is increasingly being carried out in many different areas in the life sciences or social sciences, often under the heading of the study of complex systems. When addressing issues regarding society, individuals or the collective behaviours of humans, several questions naturally arise about the modelling enterprise. What is the nature and role of modelling in social sciences? What is one to expect from these new approaches? The case of economics, which has relied on mathematics for a very long time now, can serve as a paradigm for what is happening in other social sciences.

Networked dynamical systems, i.e., systems of dynamical units coupled via nontrivial interaction topologies, constitute models of broad classes of complex systems, ranging from gene regulatory and metabolic circuits in our cells to pandemics spreading across continents. Most of such systems are driven by irregular and distributed fluctuating input signals from the environment. Yet how networked dynamical systems collectively respond to such fluctuations depends on the location and type of driving signal, the interaction topology and several other factors and remains largely unknown to date. As a key example, modern electric power grids are undergoing a rapid and systematic transformation towards more sustainable systems, signified by high penetrations of renewable energy sources. These in turn introduce significant fluctuations in power input and thereby pose immediate challenges to the stable operation of power grid systems. How power grid systems dynamically respond to fluctuating power feed-in as well as other temporal changes is critical for ensuring a reliable operation of power grids yet not well understood. In this work, we systematically introduce a linear response theory (LRT) for fluctuation-driven networked dynamical systems. The derivations presented not only provide approximate analytical descriptions of the dynamical responses of networks, but more importantly, also allow to extract key qualitative features about spatio-temporally distributed response patterns. Specifically, we provide a general formulation of a LRT for perturbed networked dynamical systems, explicate how dynamic network response patterns arise from the solution of the linearised response dynamics, and emphasise the role of LRT in predicting and comprehending power grid responses on different temporal and spatial scales and to various types of disturbances. Understanding such patterns from a general, mathematical perspective enables to estimate network responses quickly and intuitively, and to develop guiding principles for, e.g., power grid operation, control and design.

Symmetries and adjoint-symmetries are two fundamental (coordinate-free) structures of PDE systems. Recent work has developed several new algebraic aspects of adjoint-symmetries: three fundamental actions of symmetries on adjoint-symmetries; a Lie bracket on the set of adjoint-symmetries given by the range of a symmetry action; a generalised Noether (pre-symplectic) operator constructed from any non-variational adjoint-symmetry. These results are illustrated here by considering five examples of physically interesting nonlinear PDE systems – nonlinear reaction-diffusion equations, Navier-Stokes equations for compressible viscous fluid flow, surface-gravity water wave equations, coupled solitary wave equations and a nonlinear acoustic equation.

A binary liquid that undergoes directional solidification is susceptible to morphological instabilities which cause the solid/liquid interface to change from a planar to a cellular state. This paper presents a numerical study of a class of long-wave equations that describe the evolution of interface morphology. We find new bifurcation points, new solution branches, and the existence of inverted hexagonal nodes and cells.

Using the theory of conformal mappings, we show that two-dimensional quasi-static moving boundary problems can be described by a non-linear Löwner-Kufarev equation and a functional relation ℱ between the shape of the boundary and the velocity at the boundary. Together with the initial data, this leads to an initial value problem. Assuming that ℱ satisfies certain conditions, we prove a theorem stating that this initial value problem has a local solution in time. The proof is based on some straightforward estimates on solutions of Löwner-Kufarev equations and an iteration technique.

The simplified magnetic Bénard; equations (SMB) are derived from the two-dimensional magnetic Bénard system and extend the well-known Lorenz equations (L). (SMB) contains a parameter Q associated with the magnetic field. When Q = 0, the long time dynamics of (SMB) agrees with that of (L). In this paper, we investigate the long time behaviour of (SMB) as Q→0. We prove analytically that the global attractor of (SMB) converges to the one of (L) as Q→0 upper semicontinuously in the Hausdorff sense. However, numerical computation indicates that generically there is no continuity in the dimension of the attractor.

We consider heat transfer processes where radiation in a large number of frequency bands plays a dominant role. In the simulation of such processes, the radiative transfer equation has to be solved repeatedly. To obtain an efficient and accurate solution method, we propose a new hybrid algorithm which combines fast solvers for the radiative transfer equation in the low and high absorption regime, respectively. A key role is played by an exact, residual based error formula. The algorithm is applied to a cooling problem of high quality optical glass.

Basic methods from bifurcation theory are applied to derive a criterion that predicts when a symmetric tricritical point may occur in a transition between condensed ordered phases described by any finite number of scalar order parameters. At such a point, a change of order takes place in the phase transition, which passes from first to second order, or vice versa.

We consider a cell growth model involving a nonlinear system of partial differential equations which describes the growth of two types of cell populations with contact inhibition. Numerical experiments show that there is a parameter regime where, for a large class of initial data, the large time behaviour of the solutions is described by a segregated travelling wave solution with positive wave speed c. Here, the word segregated expresses the fact that the different types of cells are spatially segregated, and that the single densities are discontinuous at the moving interface which separates the two populations. In this paper, we show that, for each wave speed c > c, there exists an overlapping travelling wave solution, whose profile is continuous and no longer segregated. We also show that, for a large class of initial functions, the overlapping travelling wave solutions cannot represent the large time profile of the solutions of the system of partial differential equations. The structure of the travelling wave solutions strongly resembles that of the scalar Fisher-KPP equation, for which the special role played by the travelling wave solution with minimal speed has been extensively studied.

Oscillatory flow over a circular cylinder, or part-cylinder, placed on a plane boundary, when the Strouhal and streaming Reynolds numbers are large, is considered. The solution is developed in matching inner and outer boundary layers. A steady streaming motion in the outer layer can lead to a net flow away from the cylinder along the plane boundary. A simple experiment substantiates this prediction, and the implications for bed-scouring are examined.

We develop a mathematical model in hydrodynamic lubrication that takes into account three phenomena: cavitation, surface roughness and compressibility of the fluid. Like the classical Reynolds equation, the model is mass preserving. We compute the homogenized coefficients in the case of unidirectional roughness. A one-dimensional problem is also solved explicitly.