Proceeding from a recent construction (Fraenkel 2007, Arch. Rational Mech. Anal. 183, 187–214), this paper contains three contributions to the theory of the extreme gravity wave on water (or “wave of greatest height”) initiated by Stokes in 1880. The first is a solution, of the extreme form of the integral equation due to Nekrasov, that consists of an explicit function plus a (rigorously) estimated remainder; the remainder vanishes at the crest and at the trough of the wave and in between has a maximum value less than 0.0026 times the maximum value of the explicit part. The second contribution establishes local uniqueness for a variant of the Nekrasov equation; we prove that this equation has only one solution between upper and lower bounding functions that are moderately far apart. The third contribution consists of a table and graph of strict upper and lower bounds for the interface between air and water in the physical plane.

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.

In the preceding paper by Fraenkel & Harwin, the existence theorem leaves a gap in the description of the extreme wave that is constructed there. The form of the wave in a neighbourhood of the crest is not described accurately enough. This weakness is repaired in the present paper.

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.

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.

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 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.

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.

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.

Singular Systems Analysis (SSA), or time domain Principal Component Analysis (PCA), is most appropriately analysed in terms of local, moving-window spectral analysis. The behaviour of Empirical Orthogonal Functions (EOF) of this theory are examined, for continuously sampled data, in the limits of large and small window length, and for centre or end projection. Filters obtained by projecting on to these EOFs are shown to approximate local, linear band pass filters, where the EOFs depend upon the correlation structure (or the power spectral density) of the signal and the window length. Power in the spectra is not generally conserved, and projection to the endpoints of a window may not converge to the underlying signal in the absence of noise. The filters are independent of the phase of the Fourier transform, and are therefore unable to distinguish dynamically between a signal and a surrogate (phase-randomized) transform of it. Iteration of such local filters using a prediction error-based stopping criterion can and does lead to improved results, but the choice of window length must be made a priori. Hence, we introduce an iterative local filter with the window length being determined as part of the filtering procedure. This involves the determination of the predictability of the projected time series, and hence allows SSA to be used in a genuinely nonlinear way.

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.

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.

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.

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.

We study the steady states and dynamics of a thin-film-type equation with non-conserved mass in one dimension. The evolution equation is a non-linear fourth-order degenerate parabolic partial differential equation (PDE) motivated by a model of volatile viscous fluid films allowing for condensation or evaporation. We show that by changing the sign of the non-conserved flux and breaking from a gradient flow structure, the problem can exhibit novel behaviours including having two distinct classes of co-existing steady-state solutions. Detailed analysis of the bifurcation structure for these steady states and their stability reveals several possibilities for the dynamics. For some parameter regimes, solutions can lead to finite-time rupture singularities. Interestingly, we also show that a finite-amplitude limit cycle can occur as a singular perturbation in the nearly conserved limit.

We propose and analyse an age-structured model for within-host HIV virus dynamics which is incorporated with both virus-to-cell and cell-to-cell infection routes, and proliferations of both uninfected and infected cells in the form of logistic growth. The model turns out to be a hybrid system with two differential-integral equations and one first-order partial differential equation. We perform some rigorous analyses for the considered model. Among the interesting dynamical behaviours of the model is the occurrence of backward bifurcation in terms of the basic reproduction number R0 at R0 = 1, which raises new challenges for effective infection control. We also discuss the cause of such a backward bifurcation, based on our analytical results.

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.

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.

We study the poor-biased model for money exchange introduced in Cao & Motsch ((2023) Kinet. Relat. Models 16(5), 764–794.): agents are being randomly picked at a rate proportional to their current wealth, and then the selected agent gives a dollar to another agent picked uniformly at random. Simulations of a stochastic system of finitely many agents as well as a rigorous analysis carried out in Cao & Motsch ((2023) Kinet. Relat. Models 16(5), 764–794.), Lanchier ((2017) J. Stat. Phys. 167(1), 160–172.) suggest that, when both the number of agents and time become large enough, the distribution of money among the agents converges to a Poisson distribution. In this manuscript, we establish a uniform-in-time propagation of chaos result as the number of agents goes to infinity, which justifies the validity of the mean-field deterministic infinite system of ordinary differential equations as an approximation of the underlying stochastic agent-based dynamics.

We are concerned with the problem of determining the diffusivity D of a diffusion process governed by the equation ut = (Dux)x', under the assumption that D depends on u. The main point consists in the observation that there exist solutions of travelling-wave type and that the dependence D = D(u) can be explicitly found in terms of the profile of such solutions. The property of finite propagation speed is required for this method to work. We propose two concrete implementations of the inverse problem, and give a rigorous mathematical proof of our statements. We also describe the application of the travelling-wave method to another interesting class of nonlinear parabolic equations.