We consider an autonomous Hamiltonian system $\ddot {q}+V_q(q)=0$ in ${\bf R}^2$, where the potential $V$ has a global maximum at the origin and singularities at some points $\xi_1$, $\xi_2 \in {\bf R}^2 \setminus \{0\}$. Under some compactness conditions on $V$ at infinity and assuming a strong force type condition at the singularities, we study, using variational arguments, the existence of various types of heteroclinic and homoclinic solutions of the system.

In this paper, we analyse the asymptotic system corresponding to a thin film flow with two different (immiscible) fluids, from theoretical and numerical points of view. We also compare this model to the Elrod-Adams one, which is the reference model in tribology, when cavitation phenomena occur.

The exact numerical simulation of piezoelectric transducers requires the knowledge of all material tensors that occur in the piezoelectric constitutive relations. To account for mechanical, dielectric and piezoelectric losses, the material parameters are assumed to be complex. The issue of material tensor identification is formulated as an inverse problem: As input measured impedance values for different frequency points are used, the searched-for output is the complete set of material parameters. Hence, the forward operator F mapping from the set of parameters to the set of measurements, involves solutions of the system of partial differential equations arising from application of Newton's and Gauss' law to the piezoelectric constitutive relations. This, via two or three dimensional finite element discretisation, leads to an indefinite system of equations for solving the forward problem. Well-posedness of the infinite dimensional forward problem is proven and efficient solution strategies for its discretized version are presented. Since unique solvability of the inverse problem may hardly be verified, the system of equations we have to solve for recovering the material tensor entries can be rank deficient and therefore requires application of appropriate regularisation strategies. Consequently, inversion of the (nonlinear) parameter-to-measurement map F is performed using regularised versions of Newton's method. Numerical results for different piezoelectric specimens conclude this paper.

A one-dimensional model of clarifier-thickener units in engineering applications can be expressed as a conservation law with a flux that is discontinuous with respect to the spatial variable. This model also includes a singular feed source. In this paper, the clarifier-thickener model studied in a previous paper (Numer. Math.97 (2004) 25–65) is extended by a singular sink through which material is extracted from the unit. A difficulty is that in contrast to the singular source, the sink term cannot be incorporated into the flux function; rather, the sink is represented by a new non-conservative transport term. To focus on the new analytical difficulties arising due to this non-conservative term, a reduced problem is formulated, which contains the new sink term of the extended clarifier-thickener model, but not the source term and flux discontinuities. The paper is concerned with numerical methods for both models (extended and reduced) and with the well-posedness analysis for the reduced problem. For the reduced problem, a definition of entropy solutions, based on Kružkov-type entropy functions and fluxes, is provided. Jump conditions are derived and uniqueness of the entropy solution is shown. Existence of an entropy solution is shown by proving convergence of a monotone difference scheme. Two variants of the numerical scheme are introduced. Numerical examples illustrate that all three variants converge to the entropy solution, but introduce different amounts of numerical diffusion.

The design of an on-demand transport system with origin and destination matrices is studied. Two objectives are considered; one is to minimize the sum (over all users) of travel time per unit time and the other is to minimize the sum of the total cost of track built. Firstly, we show that even the minimum total cost problem without consideration of the travel time is not a simple minimum spanning tree problem. Then, for the bi-objective problem, we transform one objective to a constraint condition. With this transformation, we transform the bi-objective problem to a single-objective problem and give the optimal solution by the branch and bound method. Finally, we propose a fast approximate algorithm and analyze its complexity.

We analyze the onset of superconductivity, in a type II superconductor adjacent to a normal material, via a generalized Ginzburg–Landau energy functional, which models the effects of superconducting electron pairs diffusing into the normal part. We consider a superconductor and a normal material, each filling a half-space, in the presence of a constant magnetic field parallel to their interface. Among other results, we show that if the normal state conductivity of the superconductor is less than or equal to the conductivity of the normal material, then normal states are the only global minimizers down to the second critical field $H_{c_2}$. Hence, we analytically confirm experimental predictions that surface superconductivity may be suppressed by coating a superconductor with a normal metal.

This paper describes the modelling of the toner behaviour in the development nip of the Océ Direct Imaging print process. The dynamic motion of and mechanical interactions between toner particles are explicitly modelled. The mechanical interactions are due to collisions, friction, adhesion, and electromagnetic forces. The discrete element method (DEM) is used as the simulation tool for a quantitative description of the system. The interaction rules are determined for the toner particles and the surfaces of the development rollers. The model is validated with print quality results. It is shown that it is possible to achieve quantitative agreement between DEM simulations and experimental print quality results.

The limit Wigner measure of a WKB function satisfies a simple transport equation in phase-space and is well suited for capturing oscillations at scale of order $O(\epsilon)$, but it fails, for instance, to provide the correct amplitude on caustics where different scales appear. We define the semi-classical Wigner function of an $N$-dimensional WKB function, as a suitable formal approximation of its scaled Wigner function. The semi-classical Wigner function is an oscillatory integral that provides an $\epsilon$-dependent regularization of the limit Wigner measure, it obeys a transport-dispersive evolution law in phase space, and it is well defined even at simple caustics.

In this paper, three iterative procedures (Landweber-Fridman, conjugate gradient and minimal error methods) for obtaining a stable solution to the Cauchy problem in slow viscous flows are presented and compared. A section is devoted to the numerical investigations of these algorithms. There, we use the boundary element method together with efficient stopping criteria for ceasing the iteration process in order to obtain stable solutions.

Rational solutions and rational-oscillatory solutions of the defocusing nonlinear Schrödinger equation are expressed in terms of special polynomials associated with rational solutions of the fourth Painlevé equation. The roots of these special polynomials have a regular, symmetric structure in the complex plane. The rational solutions verify results of Nakamura and Hirota [J. Phys. Soc. Japan, 54 (1985) 491–499] whilst the rational-oscillatory solutions appear to be new solutions of the defocusing nonlinear Schrödinger equation.

The paper focuses on the matrix differential equation \[ \dot y(t)=A(t)y(t)+\sum_{j=1}^{m}B_j(t)y(\tau_j(t))+f(t),\quad t\in I=[t_0,\infty)\vspace*{-3pt} \] with continuous matrices $A$, $B_j$, a continuous vector $f$ and continuous delays $\tau_j$ satisfying $\tau_k\circ\tau_l =\tau_l\circ\tau_k$ on $I$ for any pair $\tau_k,\tau_l$. Assuming that the equation \[ \dot y(t)=A(t)y(t)\] is uniformly exponentially stable, we present some asymptotic bounds of solutions $y$ of the considered delay equation. A system of simultaneous Schröder equations is used to formulate these asymptotic bounds.

We present a theory that enables us to construct heteroclinic connections in closed form for $2\bf{u}_{xx}=W_{\bf u}({\bf u})$, where $x\in\mathbb{R},\;{\bf u}(x)\in \mathbb{R}^2$ and $W$ is a smooth potential with multiple global minima. In particular, multiple connections between global minima are constructed for a class of potentials. With these potentials, numerical simulations for the vector Allen-Cahn equation ${\bf u}_t= 2\epsilon^2 \Delta {\bf u}-W_{\bf u}({\bf u})$ in two space dimensions with small $\epsilon>0$, show that between any fixed pair of phase regions, interfaces are partitioned into segments of different energy densities, where the proportions of the length of these segments are changing with time. Our results imply that for the case of triple-well potentials the usual Plateau angle conditions at the triple junction are generally violated.

Motivated generally by potential applications in the liquid crystal display industry [8,35], and specifically by recent experimental, theoretical and numerical work [6,7,13,14,21,25,30,31], we consider a thin film of nematic liquid crystal (NLC), sandwiched between two parallel plates. Under certain simplifying assumptions, laid out in £2, we find that for monostable surfaces (i.e. only a single preferred director anchoring angle at each surface), two optically-distinct, steady, stable (equal energy) configurations of the director are achievable, that is, a bistable device. Moreover, it is found that the stability of both of these steady states may be destroyed by the application of a sufficiently large electric field, and that switching between the two states is possible, via the flexoelectric effect. Such a phenomenon could be used in NLC display devices, to reduce power consumption drastically. Previous theoretical demonstrations of such (switchable) bistable devices have either relied on having bistable bounding surfaces, that is, surfaces at which there are two preferred director orientations at the surface [7,14]; on having special (nonplanar) surface morphology within the cell that allows for two stable states (the zenithal bistable device (ZBD) [4,21], or, in the case of the Nemoptic BiNem technology [11,19], on flow effects and a very carefully applied electric field to effect the switching.

We set up the electromagnetic system and its plane-wave solutions with the associated slowness and wave surfaces. We treat the Cauchy initial-value problem for the electric vector and make explicit the quantities necessary for numerical evaluation. We use the Herglotz-Petrovskii representation as an integral around loops which, for each position and time form the intersection of a plane in the space of slownesses with the slowness surface. The field and especially its singularities are strongly dependent on the varying geometry of these loops; we use a level set numerical technique to compute those real loops which essentially gives us second order accuracy. We give the static term corresponding to the mode with zero wave speed. Numerical evaluation of the solution is presented graphically followed by some concluding remarks.

In this paper we study some aspects of the integrability problem for polynomial vector fields $\dot{x}=P(x,y)$, $\skew1\dot{y}=Q(x,y)$. We analyze the possible existence of first integrals of the form $I(x,y)=e^{ h_1(x) \prod_{k=1}^r (y-a_k(x))/ \prod_{j=1}^s(y-f_j(x))} h_2(x)$$\prod_{i=1}^{\ell} (y-g_i(x))^{\alpha_i}$, where $g_i(x)$ and $f_j(x)$ are unknown particular solutions of $dy/dx=Q(x,y)/P(x,y)$, $\alpha_i \in \mathbb{C}$ are unknown constants, and $a_k(x)$, $h_1(x)$ and $h_2(x)$ are unknown functions. We give an algorithmic method to determine if the polynomial vector field has a first integral of the form above described. In the case when some of the particular solutions remain arbitrary and the other ones are explicitly determined or are functionally related to the arbitrary particular solutions, we will obtain a generalized nonlinear superposition principle, see [6]. In the case when all the particular solutions $g_i(x)$ and $f_j(x)$ are determined, they are algebraic functions and our algorithm gives an alternative method for determining such type of solutions.

For the Cauchy problem for the nonlinear infiltration equation $$\left\{\begin{array}{@{}l@{\qquad}l} u_{t}=\frac{1}{m}(u^{m})_{xx},&x\in{\mathbb{R}}, t>0,m\geq{}1,\\[3pt] u|_{t=0}=u_{0}(x),&x\in{\mathbb{R}}, \end{array} \right.$$ we use its linear solution $u(x,t,1)$ to approach the nonlinear solution $u(x,t,m)$, and obtain the explicit estimate: $$\int_{0}^{T}\int_{\mathbb{R}}|u(x,t,m)-u(x,t,1)|^{2}\,dx\,dt{} \leq{}(C^{\ast}(m-1))^{2},$$ where $C^{\ast}=O(T^{\gamma})$ and $\gamma=\frac{1+m-\alpha}{2(1+m)}$ for any $0<\alpha<1$.

We discuss two different approaches for the analysis of the Poisson and of the non-homogeneous biharmonic equations in two dimensions. The first approach yields the solution as an integral in the complex $z$-plane (the physical plane), involving explicitly the given boundary conditions. The second approach yields an integral in the complex $k$-plane (the Fourier plane), involving the Fourier transforms of the given boundary conditions. For simple boundary value problems, such as certain problems formulated in the half complex plane, the first approach is easier. However, for more complicated problems, such as those formulated in the interior of an equilateral triangle, it appears that only the second approach can be used. Furthermore, the second approach also seems more efficient for numerical computations.

Waves on a neutrally buoyant intrusion layer moving into otherwise stationary fluid are studied. There are two interfacial free surfaces, above and below the moving layer, and a train of waves is present. A small amplitude linearized theory shows that there are two different flow types, in which the two interfaces are either in phase or else move oppositely. The former flow type occurs at high phase speed and the latter is a low-speed solution. Nonlinear solutions are computed for large amplitude waves, using a spectral type numerical method. They extend the results of the linearized analysis, and reveal the presence of limiting flow types in some circumstances.

The continuing down-scaling trend of CMOS technology has brought serious deterioration in the accuracy of the SPICE (Simulation Program with Integrated Circuit Emphasis) device models used in the design of chip functions. This is due to in part to hot electron and quantum effects that occur in modern nano-scale MOSFET devices [13, 25, 28, 33, 34]. The focus of this paper is on modeling quantum confinement effects based on the Density-Gradient (DG) model [6, 9, 14], for application in SPICE. Analytic 1-D quantum mechanical (QM) effects correction formulae for the MOSFET inversion charge and electrostatic potential are derived from the DG model using matched asymptotic expansion techniques. Comparison of these new models with numerical data shows good results.

The purpose of this paper is to give a pricing analysis for the American option in a jump-diffusion model by PDE arguments. Existence and uniqueness of the solution to the obstacle problem for the associated model is shown in suitable spaces. We also prove the unique existence of the solution of the corresponding free boundary problem. Furthermore, smoothness and monotonicity of the free boundary which is the optimal exercise boundary of the option are deduced.