Steady-state diffusion in long axisymmetric structures is considered. The goal is to assess one-dimensional approximations by comparing them with axisymmetric eigenfunction expansions. Two problems are considered in detail: a finite tube with one end that is partly absorbing and partly reflecting; and two finite coaxial tubes with different cross-sectional radii joined together abruptly. Both problems may be modelled using effective boundary conditions, containing a parameter known as the trapping rate. We show that trapping rates depend on the lengths of the finite tubes (and that they decay slowly as these lengths increase) and we show how trapping rates are related to blockage coefficients, which are well known in the context of potential flow along tubes of infinite length.

We introduce an approach and a software tool for solving coupled energy networks composed of gas and electric power networks. Those networks are coupled to stochastic fluctuations to address possibly fluctuating demand due to fluctuating demands and supplies. Through computational results, the presented approach is tested on networks of realistic size.

The Helmholtz equation $-\nabla\cdot (a\nabla u) - \omega^2 u = f$ is considered in an unbounded wave guide $\Omega := \mathbb{R} \times S \subset \mathbb{R}^d$ , $S\subset \mathbb{R}^{d-1}$ a bounded domain. The coefficient a is strictly elliptic and either periodic in the unbounded direction $x_1 \in \mathbb{R}$ or periodic outside a compact subset; in the latter case, two different periodic media can be used in the two unbounded directions. For non-singular frequencies $\omega$ , we show the existence of a solution u. While previous proofs of such results were based on analyticity arguments within operator theory, here, only energy methods are used.

This paper presents the current state of mathematical modelling of the electrochemical behaviour of lithium-ion batteries (LIBs) as they are charged and discharged. It reviews the models developed by Newman and co-workers, both in the cases of dilute and moderately concentrated electrolytes and indicates the modelling assumptions required for their development. Particular attention is paid to the interface conditions imposed between the electrolyte and the active electrode material; necessary conditions are derived for one of these, the Butler–Volmer relation, in order to ensure physically realistic solutions. Insight into the origin of the differences between various models found in the literature is revealed by considering formulations obtained by using different measures of the electric potential. Materials commonly used for electrodes in LIBs are considered and the various mathematical models used to describe lithium transport in them discussed. The problem of upscaling from models of behaviour at the single electrode particle scale to the cell scale is addressed using homogenisation techniques resulting in the pseudo-2D model commonly used to describe charge transport and discharge behaviour in lithium-ion cells. Numerical solution to this model is discussed and illustrative results for a common device are computed.

We consider patterns formed in a two-dimensional thin film on a planar substrate with a Derjaguin disjoining pressure and periodic wettability stripes. We rigorously clarify some of the results obtained numerically by Honisch et al. [Langmuir 31: 10618–10631, 2015] and embed them in the general theory of thin-film equations. For the case of constant wettability, we elucidate the change in the global structure of branches of steady-state solutions as the average film thickness and the surface tension are varied. Specifically we find, by using methods of local bifurcation theory and the continuation software package AUTO, both nucleation and metastable regimes. We discuss admissible forms of spatially non-homogeneous disjoining pressure, arguing for a form that differs from the one used by Honisch et al., and study the dependence of the steady-state solutions on the wettability contrast in that case.

Over the past few years, deep learning has risen to the foreground as a topic of massive interest, mainly as a result of successes obtained in solving large-scale image processing tasks. There are multiple challenging mathematical problems involved in applying deep learning: most deep learning methods require the solution of hard optimisation problems, and a good understanding of the trade-off between computational effort, amount of data and model complexity is required to successfully design a deep learning approach for a given problem.. A large amount of progress made in deep learning has been based on heuristic explorations, but there is a growing effort to mathematically understand the structure in existing deep learning methods and to systematically design new deep learning methods to preserve certain types of structure in deep learning. In this article, we review a number of these directions: some deep neural networks can be understood as discretisations of dynamical systems, neural networks can be designed to have desirable properties such as invertibility or group equivariance and new algorithmic frameworks based on conformal Hamiltonian systems and Riemannian manifolds to solve the optimisation problems have been proposed. We conclude our review of each of these topics by discussing some open problems that we consider to be interesting directions for future research.

Nowadays many financial derivatives, such as American or Bermudan options, are of early exercise type. Often the pricing of early exercise options gives rise to high-dimensional optimal stopping problems, since the dimension corresponds to the number of underlying assets. High-dimensional optimal stopping problems are, however, notoriously difficult to solve due to the well-known curse of dimensionality. In this work, we propose an algorithm for solving such problems, which is based on deep learning and computes, in the context of early exercise option pricing, both approximations of an optimal exercise strategy and the price of the considered option. The proposed algorithm can also be applied to optimal stopping problems that arise in other areas where the underlying stochastic process can be efficiently simulated. We present numerical results for a large number of example problems, which include the pricing of many high-dimensional American and Bermudan options, such as Bermudan max-call options in up to 5000 dimensions. Most of the obtained results are compared to reference values computed by exploiting the specific problem design or, where available, to reference values from the literature. These numerical results suggest that the proposed algorithm is highly effective in the case of many underlyings, in terms of both accuracy and speed.

Semi-supervised and unsupervised machine learning methods often rely on graphs to model data, prompting research on how theoretical properties of operators on graphs are leveraged in learning problems. While most of the existing literature focuses on undirected graphs, directed graphs are very important in practice, giving models for physical, biological or transportation networks, among many other applications. In this paper, we propose a new framework for rigorously studying continuum limits of learning algorithms on directed graphs. We use the new framework to study the PageRank algorithm and show how it can be interpreted as a numerical scheme on a directed graph involving a type of normalised graph Laplacian. We show that the corresponding continuum limit problem, which is taken as the number of webpages grows to infinity, is a second-order, possibly degenerate, elliptic equation that contains reaction, diffusion and advection terms. We prove that the numerical scheme is consistent and stable and compute explicit rates of convergence of the discrete solution to the solution of the continuum limit partial differential equation. We give applications to proving stability and asymptotic regularity of the PageRank vector. Finally, we illustrate our results with numerical experiments and explore an application to data depth.

An emerging technique in image segmentation, semi-supervised learning and general classification problems concerns the use of phase-separating flows defined on finite graphs. This technique was pioneered in Bertozzi and Flenner (2012, Multiscale Modeling and Simulation10(3), 1090–1118), which used the Allen–Cahn flow on a graph, and was then extended in Merkurjev et al. (2013, SIAM J. Imaging Sci.6(4), 1903–1930) using instead the Merriman–Bence–Osher (MBO) scheme on a graph. In previous work by the authors, Budd and Van Gennip (2020, SIAM J. Math. Anal.52(5), 4101–4139), we gave a theoretical justification for this use of the MBO scheme in place of Allen–Cahn flow, showing that the MBO scheme is a special case of a ‘semi-discrete’ numerical scheme for Allen–Cahn flow. In this paper, we extend this earlier work, showing that this link via the semi-discrete scheme is robust to passing to the mass-conserving case. Inspired by Rubinstein and Sternberg (1992, IMA J. Appl. Math.48, 249–264), we define a mass-conserving Allen–Cahn equation on a graph. Then, with the help of the tools of convex optimisation, we show that our earlier machinery can be applied to derive the mass-conserving MBO scheme on a graph as a special case of a semi-discrete scheme for mass-conserving Allen–Cahn. We give a theoretical analysis of this flow and scheme, proving various desired properties like existence and uniqueness of the flow and convergence of the scheme, and also show that the semi-discrete scheme yields a choice function for solutions to the mass-conserving MBO scheme.

A Doyle–Fuller–Newman (DFN) model for the charge and discharge of nano-structured lithium iron phosphate (LFP) cathodes is formulated on the basis that lithium transport within the nanoscale LFP electrode particles is much faster than cell discharge, and is therefore not rate limiting. We present some numerical solutions to the model and show that for relevant parameter values, and a variety of C-rates, it is possible for sharp discharge fronts to form and intrude into the electrode from its outer edge(s). These discharge fronts separate regions of fully utilised LFP electrode particles from those that are not. Motivated by this observation an asymptotic solution to the model is sought. The results of the asymptotic analysis of the DFN model lead to a reduced order model, which we term the reaction front model (or RFM). Favourable agreement is shown between solutions to the RFM and the full DFN model in appropriate parameter regimes. The RFM is significantly cheaper to solve than the DFN model, and therefore has the potential to be used in scenarios where computational costs are prohibitive, e.g. in optimisation and parameter estimation problems or in engineering control systems.

We extend previous weak well-posedness results obtained in Frigeri et al. (2017, Solvability, Regularity, and Optimal Control of Boundary Value Problems for PDEs, Vol. 22, Springer, Cham, pp. 217–254) concerning a non-local variant of a diffuse interface tumour model proposed by Hawkins-Daarud et al. (2012, Int. J. Numer. Method Biomed. Engng.28, 3–24). The model consists of a non-local Cahn–Hilliard equation with degenerate mobility and singular potential for the phase field variable, coupled to a reaction–diffusion equation for the concentration of a nutrient. We prove the existence of strong solutions to the model and establish some high-order continuous dependence estimates, even in the presence of concentration-dependent mobilities for the nutrient variable in two spatial dimensions. Then, we apply the new regularity results to study an inverse problem identifying the initial tumour distribution from measurements at the terminal time. Formulating the Tikhonov regularised inverse problem as a constrained minimisation problem, we establish the existence of minimisers and derive first-order necessary optimality conditions.

We investigate, both analytically and numerically, dispersive fractalisation and quantisation of solutions to periodic linear and nonlinear Fermi–Pasta–Ulam–Tsingou systems. When subject to periodic boundary conditions and discontinuous initial conditions, e.g., a step function, both the linearised and nonlinear continuum models for FPUT exhibit fractal solution profiles at irrational times (as determined by the coefficients and the length of the interval) and quantised profiles (piecewise constant or perturbations thereof) at rational times. We observe a similar effect in the linearised FPUT chain at times t where these models have validity, namely t = O(h−2), where h is proportional to the intermass spacing or, equivalently, the reciprocal of the number of masses. For nonlinear periodic FPUT systems, our numerical results suggest a somewhat similar behaviour in the presence of small nonlinearities, which disappears as the nonlinear force increases in magnitude. However, these phenomena are manifested on very long time intervals, posing a severe challenge for numerical integration as the number of masses increases. Even with the high-order splitting methods used here, our numerical investigations are limited to nonlinear FPUT chains with a smaller number of masses than would be needed to resolve this question unambiguously.

One of the most remarkable aspects of human homoeostasis is bone remodelling. This term denotes the continuous renewal of bone that takes place at a microscopic scale and ensures that our skeleton preserves its full mechanical compliance during our lives. We propose here that a renewal process of this type can be represented at an algorithmic level as the interplay of two different but related mechanisms. The first of them is a preliminary screening process, by means of which the whole skeleton is thoroughly and continuously explored. This is followed by a renovation process, whereby regions previously marked for renewal are first destroyed and then rebuilt, in such a way that global mechanical compliance is never compromised. In this work, we pay attention to the first of these two stages. In particular, we show that an efficient screening mechanism may arise out of simple local rules, which at the biological level are inspired by the possibility that individual bone cells compute signals from their nearest local neighbours. This is shown to be enough to put in place a process which thoroughly explores the region where such mechanism operates.

The propagation of gradient flow structures from microscopic to macroscopic models is a topic of high current interest. In this paper, we discuss this propagation in a model for the diffusion of particles interacting via hard-core exclusion or short-range repulsive potentials. We formulate the microscopic model as a high-dimensional gradient flow in the Wasserstein metric for an appropriate free-energy functional. Then we use the JKO approach to identify the asymptotics of the metric and the free-energy functional beyond the lowest order for single particle densities in the limit of small particle volumes by matched asymptotic expansions. While we use a propagation of chaos assumption at far distances, we consider correlations at small distance in the expansion. In this way, we obtain a clear picture of the emergence of a macroscopic gradient structure incorporating corrections in the free-energy functional due to the volume exclusion.

The paper is devoted to the existence and rigorous homogenisation of the generalised Poisson–Nernst–Planck problem describing the transport of charged species in a two-phase domain. By this, inhomogeneous conditions are supposed at the interface between the pore and solid phases. The solution of the doubly non-linear cross-diffusion model is discontinuous and allows a jump across the phase interface. To prove an averaged problem, the two-scale convergence method over periodic cells is applied and formulated simultaneously in the two phases and at the interface. In the limit, we obtain a non-linear system of equations with averaged matrices of the coefficients, which are based on cell problems due to diffusivity, permittivity and interface electric flux. The first-order corrector due to the inhomogeneous interface condition is derived as the solution to a non-local problem.

As a result of field fringing, the capacitance of a parallel-plate capacitor differs from that predicted by the textbook formula. Using singular perturbations and conformal mapping techniques, we calculate the leading-order correction to the capacitance in the limit of large aspect ratio. We additionally obtain a comparable approximation for the electrostatic attraction between the plates.

The aim of the paper is to introduce and investigate a dynamical system which consists of a variational–hemivariational inequality of hyperbolic type combined with a non-linear evolution equation. Such a dynamical system arises in studies of complicated contact problems in mechanics. Existence, uniqueness and regularity of a global solution to the system are established. The approach is based on a new semi-discrete approximation with an application of a surjectivity result for a pseudomonotone perturbation of a maximal monotone operator. A new dynamic viscoelastic frictional contact model with adhesion is studied as an application, in which the contact boundary condition is described by a generalised normal damped response condition with unilateral constraint and a multivalued frictional contact law.

Residential burglary is a social problem in every major urban area. As such, progress has been to develop quantitative, informative and applicable models for this type of crime: (1) the Deterministic-time-step (DTS) model [Short, D’Orsogna, Pasour, Tita, Brantingham, Bertozzi & Chayes (2008) Math. Models Methods Appl. Sci.18, 1249–1267], a pioneering agent-based statistical model of residential burglary criminal behaviour, with deterministic time steps assumed for arrivals of events in which the residential burglary aggregate pattern formation is quantitatively studied for the first time; (2) the SSRB model (agent-based stochastic-statistical model of residential burglary crime) [Wang, Zhang, Bertozzi & Short (2019) Active Particles, Vol. 2, Springer Nature Switzerland AG, in press], in which the stochastic component of the model is theoretically analysed by introduction of a Poisson clock with time steps turned into exponentially distributed random variables. To incorporate independence of agents, in this work, five types of Poisson clocks are taken into consideration. Poisson clocks (I), (II) and (III) govern independent agent actions of burglary behaviour, and Poisson clocks (IV) and (V) govern interactions of agents with the environment. All the Poisson clocks are independent. The time increments are independently exponentially distributed, which are more suitable to model individual actions of agents. Applying the method of merging and splitting of Poisson processes, the independent Poisson clocks can be treated as one, making the analysis and simulation similar to the SSRB model. A Martingale formula is derived, which consists of a deterministic and a stochastic component. A scaling property of the Martingale formulation with varying burglar population is found, which provides a theory to the finite size effects. The theory is supported by quantitative numerical simulations using the pattern-formation quantifying statistics. Results presented here will be transformative for both elements of application and analysis of agent-based models for residential burglary or in other domains.

In this article, we consider diffusive transport of a reactive substance in a saturated porous medium including variable porosity. Thereby, the evolution of the microstructure is caused by precipitation of the transported substance. We are particularly interested in analysing the model when the equations degenerate due to clogging. Introducing an appropriate weighted function space, we are able to handle the degeneracy and obtain analytical results for the transport equation. Also the decay behaviour of this solution with respect to the porosity is investigated. There a restriction on the decay order is assumed, that is, besides low initial concentration also dense precipitation leads to possible high decay. We obtain nonnegativity and boundedness for the weak solution to the transport equation. Moreover, we study an ordinary differential equation (ODE) describing the change of porosity. Thereby, the control of an appropriate weighted norm of the gradient of the porosity is crucial for the analysis of the transport equation. In order to obtain global in time solutions to the overall coupled system, we apply a fixed point argument. The problem is solved for substantially degenerating hydrodynamic parameters.

Following publication, errors were discovered in the y-axis labels of the electron and hole concentration plots in the following figure panels: figure 4c, figure 4d, figure 5c, figure 5d, figure 6c, figure 6d, figure 8c and figure 8d. The error does not affect the description, analysis or conclusions. The correct representation of the figure panels are shown here.