A simple characterization of the action of symmetries on conservation laws of partial differential equations is studied by using the general method of conservation law multipliers. This action is used to define symmetry-invariant and symmetry-homogeneous conservation laws. The main results are applied to several examples of physically interest, including the generalized Korteveg-de Vries equation, a non-Newtonian generalization of Burger's equation, the b-family of peakon equations, and the Navier–Stokes equations for compressible, viscous fluids in two dimensions.

This paper proposes the use of a generalized finite difference method for the numerical simulation of free surface single phase flows during mould filling process which are common in some industrial processes particularly in the area of metal casting. A novel and efficient idea for the computation of the normal vectors for free surface flows is introduced and presented for the first time. The incompressible Navier–Stokes equations are numerically solved by the well-known Chorin's projection method. After we showed the main ideas behind the meshless approach, some numerical results in two and three dimensions are presented corresponding to mould filling process simulation.

We derive a class of Navier–Stokes–Cahn–Hilliard systems that models two-phase flows with mass transfer coupled to the process of chemotaxis. These thermodynamically consistent models can be seen as the natural Navier–Stokes analogues of earlier Cahn–Hilliard–Darcy models proposed for modelling tumour growth, and are derived based on a volume-averaged velocity, which yields simpler expressions compared to models derived based on a mass-averaged velocity. Then, we perform mathematical analysis on a simplified model variant with zero excess of total mass and equal densities. We establish the existence of global weak solutions in two and three dimensions for prescribed mass transfer terms. Under additional assumptions, we prove the global strong well-posedness in two dimensions with variable fluid viscosity and mobilities, which also includes a continuous dependence on initial data and mass transfer terms for the chemical potential and the order parameter in strong norms.

We investigate experimentally and numerically suppression of drill-string torsional vibration while drilling by using a sliding mode control. The experiments are conducted on the novel experimental drill-string dynamics rig developed at the University of Aberdeen (Wiercigroch, M., 2010, Modelling and Analysis of BHA and Drill-string Vibrations) and using commercial Polycrystalline Diamond Compact (PDC) drill-bits and rock-samples. A mathematical model of the experimental setup, which takes into account the dynamics of the drill-string and the driving motor, is constructed. Physical parameters of the experimental rig are identified in order to calibrate the mathematical model and consequently to ensure robust predictions and a close agreement between experimental and numerical results for stick–slip vibration is shown. Then, a sliding mode control method is employed to suppress stick–slip vibration. A special attention is paid to prove the Lyapunov stability of the controller in presence of model parameter uncertainties by defining a robust Lyapunov function. Again experimental and numerical results for the control cases are in a close agreement. Stick–slip vibration is eliminated and a significant reduction in vibration amplitude has been observed when using the sliding controller.

We propose a numerical method for the simulation of a quasi-linear parabolic biofilm model that exhibits three non-linear diffusion effects: (i) a power law degeneracy, (ii) a super diffusion singularity and (iii) non-linear cross-diffusion. The method is based on a spatial Finite Volume discretisation in which cross-diffusion terms are formally treated as convection terms. Time-integration of the resulting semi-discretised system is carried out using an error-controlled, time-adaptive, embedded Rosenbrock–Wanner method. We compare several variants of the method and two variants of the model to investigate how details such as the choice cross-diffusion coefficients, and specific variants of the time integrator affect simulation time.

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.

In this study, we present a phase-field model that describes the process of intercalation of Li ions into a layer of an amorphous solid such as amorphous silicon (a-Si). The governing equations couple a viscous Cahn–Hilliard-Reaction model with elasticity in the framework of the Cahn–Larché system. We discuss the parameter settings and flux conditions at the free boundary that lead to the formation of phase boundaries having a sharp gradient in lithium ion concentration between the initial state of the solid layer and the intercalated region. We carry out a matched asymptotic analysis to derive the corresponding sharp-interface model that also takes into account the dynamics of triple points where the sharp interface intersects the free boundary of the Si layer. We numerically compare the interface motion predicted by the sharp-interface model with the long-time dynamics of the phase-field model.

This paper proposes a neural network architecture for solving systems of non-linear equations. A back propagation algorithm is applied to solve the problem, using an adaptive learning rate procedure, based on the minimization of the mean squared error function defined by the system, as well as the network activation function, which can be linear or non-linear. The results obtained are compared with some of the standard global optimization techniques that are used for solving non-linear equations systems. The method was tested with some well-known and difficult applications (such as Gauss–Legendre 2-point formula for numerical integration, chemical equilibrium application, kinematic application, neuropsychology application, combustion application and interval arithmetic benchmark) in order to evaluate the performance of the new approach. Empirical results reveal that the proposed method is characterized by fast convergence and is able to deal with high-dimensional equations systems.

Non-smooth approximations of steep sigmoidal switching networks, such as those used as qualitative models of gene regulation, lead to analytic and computational challenges that arise as a result of the discontinuities in the vector fields. In order to highlight the need for care in dealing with such systems, several particular phenomena are presented here through illustrative examples, including ‘Zeno breaking’, or computing beyond the finite time convergence of an infinite sequence of threshold transitions; the ‘Contact’ effect, in which in the discontinuous limit, trajectories can pass through a ‘saddle point’ without stopping, though these solutions are not unique and other solutions stop for arbitrary time intervals; and sensitive behaviour that arises from exotic dynamics within switching regions.

We study inversion of the spherical Radon transform with centres on a sphere (the data acquisition set). Such inversions are essential in various image reconstruction problems arising in medical, radar and sonar imaging. In the case of radially incomplete data, we show that the spherical Radon transform can be uniquely inverted recovering the image function in spherical shells. Our result is valid when the support of the image function is inside the data acquisition sphere, outside that sphere, as well as on both sides of the sphere. Furthermore, in addition to the uniqueness result, our method of proof provides reconstruction formulas for all those cases. We present a robust computational algorithm and demonstrate its accuracy and efficiency on several numerical examples.

In 2008, the Defense Advanced Research Project Agency commissioned a database known as the Integrated Crisis Early Warning System to serve as the foundation for models capable of detecting and predicting increases in political conflict worldwide. Such models, by signalling expected increases in political conflict, would help inform and prepare policymakers to react accordingly to conflict proliferation both domestically and internationally. Using data from the Integrated Crisis Early Warning System, we construct and test a self-exciting point process, or Hawkes process, model to describe and predict amounts of domestic, political conflict; we focus on Colombia and Venezuela as examples for this model. By comparing the accuracy of fitted models to the observed data, we find that we are able to closely describe occurrences of conflict in each country. Thus, using this model can allow policymakers to anticipate relative increases in the amount of domestic political conflict following major events.

While a classic result by Merton (1973, Bell J. Econ. Manage. Sci., 141–183) is that one should never exercise an American call option just before expiration if the underlying stock pays no dividends, the conclusion of a very recent empirical study conducted by Jensen and Pedersen (2016, J. Financ. Econ.121(2), 278–299) suggests that one should ‘never say never’. This paper complements Jensen and Pedersen's empirical study by presenting a theoretical study on how to price American call options under a hard-to-borrow stock model proposed by Avellaneda and Lipkin (2009, Risk22(6), 92–97). Our study confirms that it is the lending fee that results in the early exercise of American call options and we shall also demonstrate to what extent lending fees have affected the early exercise decision.

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.

For more than 30 years the ‘two-process model’ has played a central role in the understanding of sleep/wake regulation. This ostensibly simple model is an interesting example of a non-smooth dynamical system, whose rich dynamical structure has been relatively unexplored. The two-process model can be framed as a one-dimensional map of the circle, which, for some parameter regimes, has gaps. We show how border collision bifurcations that arise naturally in maps with gaps extend and supplement the Arnold tongue saddle-node bifurcation set that is a feature of continuous circle maps. The novel picture that results shows how the periodic solutions that are created by saddle-node bifurcations in continuous maps transition to periodic solutions created by period-adding bifurcations as seen in maps with gaps.

We present a model for the force acting to fragment a biofilm-seeded microbial aggregate in shear flow, which we derive by coupling an existing model for the shape and orientation of a deforming ellipsoid with one for the surface force density on a solid ellipsoid. The model can be used to simulate the motion, shape, surface force density, and breakage of colloidal aggregates in shear flow. We apply the model to the case of exhaustive fragmentation of microbial aggregates in order to compute a post-fragmentation density function, indicating the likelihood of a fragmenting aggregate yielding daughter aggregates of a certain size.

We propose a novel algorithm which allows to sample paths from an underlying price process in a local volatility model and to achieve a substantial variance reduction when pricing exotic options. The new algorithm relies on the construction of a discrete multinomial tree. The crucial feature of our approach is that – in a similar spirit to the Brownian Bridge – each random path runs backward from a terminal fixed point to the initial spot price. We characterize the tree in two alternative ways: (i) in terms of the optimal grids originating from the Recursive Marginal Quantization algorithm, (ii) following an approach inspired by the finite difference approximation of the diffusion's infinitesimal generator. We assess the reliability of the new methodology comparing the performance of both approaches and benchmarking them with competitor Monte Carlo methods.

We model the axisymmetric unidirectional flow of a Herschel–Bulkley fluid with rheological parameters that depend linearly on pressure. Adopting an appropriate scaling, we formulate the mathematical problem in cylindrical geometry exploiting an integral formulation for the momentum equation in the unyielded part. We prove that, under suitable assumptions on the data of the problem, explicit solutions can be determined. In particular, we determine the position of the yield surface together with the pressure and velocity profiles. With the aid of some plots, we finally discuss the dependence of the solution on the physical parameters of the problem.

Neural mass models are ubiquitous in large-scale brain modelling. At the node level, they are written in terms of a set of ordinary differential equations with a non-linearity that is typically a sigmoidal shape. Using structural data from brain atlases, they may be connected into a network to investigate the emergence of functional dynamic states, such as synchrony. With the simple restriction of the classic sigmoidal non-linearity to a piecewise linear caricature, we show that the famous Wilson–Cowan neural mass model can be explicitly analysed at both the node and network level. The construction of periodic orbits at the node level is achieved by patching together matrix exponential solutions, and stability is determined using Floquet theory. For networks with interactions described by circulant matrices, we show that the stability of the synchronous state can be determined in terms of a low-dimensional Floquet problem parameterised by the eigenvalues of the interaction matrix. Moreover, this network Floquet problem is readily solved using linear algebra to predict the onset of spatio-temporal network patterns arising from a synchronous instability. We further consider the case of a discontinuous choice for the node non-linearity, namely the replacement of the sigmoid by a Heaviside non-linearity. This gives rise to a continuous-time switching network. At the node level, this allows for the existence of unstable sliding periodic orbits, which we explicitly construct. The stability of a periodic orbit is now treated with a modification of Floquet theory to treat the evolution of small perturbations through switching manifolds via the use of saltation matrices. At the network level, the stability analysis of the synchronous state is considerably more challenging. Here, we report on the use of ideas originally developed for the study of Glass networks to treat the stability of periodic network states in neural mass models with discontinuous interactions.

We introduce a multi-species chemotaxis type system admitting an arbitrarily large number of population species, all of which are attracted versus repelled by a single chemical substance. The production versus destruction rates of the chemotactic substance by the species is described by a probability measure. For such a model, we investigate the variational structures, in particular, we prove the existence of Lyapunov functionals, we establish duality properties as well as a logarithmic Hardy–Littlewood–Sobolev type inequality for the associated free energy. The latter inequality provides the optimal critical value for the conserved total population mass.

The work presents the analysis of the free boundary value problem related to the one-dimensional invasion model of new species in biofilm reactors. In the framework of continuum approach to mathematical modelling of biofilm growth, the problem consists of a system of non-linear hyperbolic partial differential equations governing the microbial species growth and a system of semi-linear elliptic partial differential equations describing the substrate trends. The model is completed with a system of elliptic partial differential equations governing the diffusion and reaction of planktonic cells, which are able to switch their mode of growth from planktonic to sessile when specific environmental conditions are found. Two systems of non-linear differential equations for the substrate and planktonic cells mass balance within the bulk liquid are also considered. The free boundary evolution is governed by a differential equation that accounts for detachment. The qualitative analysis is performed and a uniqueness and existence result is presented. Furthermore, two special models of biological and engineering interest are discussed numerically. The invasion of Anammox bacteria in a constituted biofilm inhabiting the deammonification units of the wastewater treatment plants is simulated. Numerical simulations are run to evaluate the influence of the colonization process on biofilm structure and activity.