In the paper, Bifurcation analysis of the twist-Fréedericksz transition in a nematic liquid-crystal cell with pre-twist boundary conditions (2009 Eur. J. Appl. Math.20, 269–287) by da Costa et al. the twist-Fréedericksz transition in a nematic liquid-crystal one-dimensional cell of lenght L was studied, imposing an antisymmetric net twist Dirichlet condition at the cell boundaries. In the present paper, we extend that study to the more general case of net twist Dirichlet conditions without any kind of symmetry restrictions. We use phase-plane analysis tools and appropriately defined time maps to obtain the bifurcation diagrams of the model when L is the bifurcation parameter, and related these diagrams with the one in the antisymmetric situation. The stability of the bifurcating solutions is investigated by applying the method of Maginu (1978 J. Math. Anal. Appl.63, 224–243).

The numerical solution of large-scale PDEs, such as those occurring in data-driven applications, unavoidably require powerful parallel computers and tailored parallel algorithms to make the best possible use of them. In fact, considerations about the parallelization and scalability of realistic problems are often critical enough to warrant acknowledgement in the modelling phase. The purpose of this paper is to spread awareness of the Probabilistic Domain Decomposition (PDD) method, a fresh approach to the parallelization of PDEs with excellent scalability properties. The idea exploits the stochastic representation of the PDE and its approximation via Monte Carlo in combination with deterministic high-performance PDE solvers. We describe the ingredients of PDD and its applicability in the scope of data science. In particular, we highlight recent advances in stochastic representations for non-linear PDEs using branching diffusions, which have significantly broadened the scope of PDD. We envision this work as a dictionary giving large-scale PDE practitioners references on the very latest algorithms and techniques of a non-standard, yet highly parallelizable, methodology at the interface of deterministic and probabilistic numerical methods. We close this work with an invitation to the fully non-linear case and open research questions.

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 analyse the survival time of a general duplex system sustained by an auxiliary cold standby unit and subjected to priority rules. The duplex system is attended by two general repairmen Rp and Rh . Repairman Rp has priority in repairing failed units with regard to repairman Rh provided that both repairmen are jointly idle. Otherwise, the priority is overruled. The auxiliary unit has its own repair facility. The duplex system has overall, break-in priority (often called pre-emptive priority) in operation and in standby with regard to the auxiliary unit. The analysis of the survival time is based on advanced complex function theory (sectionally holomorphic functions). The main problem is to convert a functional equation into a (parameter dependent) Sokhotski–Plemelj problem.

In this article, we consider the spatial homogenisation of a multi-phase model for avascular tumour growth and response to chemotherapeutic treatment. The key contribution of this work is the derivation of a system of homogenised partial differential equations describing macroscopic tumour growth, coupled to transport of drug and nutrient, that explicitly incorporates details of the structure and dynamics of the tumour at the microscale. In order to derive these equations, we employ an asymptotic homogenisation of a microscopic description under the assumption of strong interphase drag, periodic microstructure, and strong separation of scales. The resulting macroscale model comprises a Darcy flow coupled to a system of reaction–advection partial differential equations. The coupled growth, response, and transport dynamics on the tissue scale are investigated via numerical experiments for simple academic test cases of microstructural information and tissue geometry, in which we observe drug- and nutrient-regulated growth and response consistent with the anticipated dynamics of the macroscale system.

We study the two-scale homogenization of the diffraction interfacial condition for the diffusion equation relevant to a composite medium which has a periodic structure. The results are applied to the electric field potential within a dielectric composite body when there is a difference in dielectric permittivity between the composite components in the presence of interfacial static charges. The principal result is that the interfacial charge distribution is equivalent to an apparent bulk charge which can be calculated starting from the composite geometry. We perform the corrector analysis and establish that the corrector terms strongly depend on the interfacial charge.

We study a system of two coupled parabolic equations that models the spreading of a drop of an insoluble surfactant on a thin liquid film. Unlike the previously known results, the surface diffusion coefficient is not assumed constant and depends on the surfactant concentration. We obtain sufficient conditions for finite speed of support propagation and for waiting-time phenomenon by application of an extension of Stampacchia's lemma for a system of functional equations.

In this paper, we study two PDEs that generalize the urban crime model proposed by Short et al. (2008 Math. Models Methods Appl. Sci.18, 1249–1267). Our modifications are made under assumption of the spatial heterogeneity of both the near-repeat victimization effect and the dispersal strategy of criminal agents. We investigate pattern formations in the reaction–advection–diffusion systems with non-linear diffusion over multi-dimensional bounded domains subject to homogeneous Neumann boundary conditions. It is shown that the positive homogeneous steady state loses its stability as the intrinsic near-repeat victimization rate ε decreases and spatially inhomogeneous steady states emerge through bifurcation. Moreover, we find the wavemode selection mechanism through rigorous stability analysis of these non-trivial spatial patterns, which shows that the only stable pattern must have a wavenumber that maximizes the bifurcation value. Based on this wavemode selection mechanism, we will be able to predict the formation of stable aggregates of the house attractiveness and criminal population density, at least when the diffusion rate ε is around the principal bifurcation value. Our theoretical results also suggest that large domains support more stable aggregates than small domains. Finally, we perform extensive numerical simulations over 1D intervals and 2D squares to illustrate and verify our theoretical findings. Our numerics also demonstrate the formation of other interesting patterns in these models such as the merging of two interior spikes and the emerging of new spikes, etc. These non-trivial solutions can model the well-observed phenomenon of aggregation in urban criminal activities.

In this article, we use Mellin transforms to derive alternative results for option pricing and implied volatility estimation when the underlying asset price is governed by jump-diffusion dynamics. The current well known results are restrictive since the jump is assumed to follow a predetermined distribution (e.g., lognormal or double exponential). However, the results we present are general since we do not specify a particular jump-diffusion model within the derivations. In particular, we construct and derive an exact solution to the option pricing problem in a general jump-diffusion framework via Mellin transforms. This approach of Mellin transforms is further extended to derive a Dupire-like partial integro-differential equation, which ultimately yields an implied volatility estimator for assets subjected to instantaneous jumps in the price. Numerical simulations are provided to show the accuracy of the estimator.

A drift-diffusion model for charge transport in an organic bulk heterojunction solar cell, formed by conjoined acceptor and donor materials sandwiched between two electrodes, is formulated. The model accounts for (i) bulk photogeneration of excitons, (ii) exciton drift and recombination, (iii) exciton dissociation (into polarons) on the acceptor–donor interface, (iv) polaron recombination, (v) polaron dissociation into a free electron (in the acceptor) and a hole (in the donor), (vi) electron/hole transport and (vii) electron–hole recombination on the acceptor–donor interface. A finite element method is employed to solve the model in a cell with a highly convoluted acceptor/donor interface. The solutions show that, with physically realistic parameters, and in the power generating regime, the solution varies little on the scale of the micro-structure. This motivates us to homogenise over the micro-structure; a process that yields a far simpler one-dimensional effective medium model on the cell scale. The comparison between the solution of the full model and the effective medium (homogenised) model is very favourable for applied voltages less than the built-in voltage (the power generating regime) but breaks down as the applied voltages increases above it. Furthermore, it is noted that the homogenisation technique provides a systematic way to relate effective medium modelling of bulk heterojunctions [19, 25, 36, 37, 42, 59] to a more fundamental approach that explicitly models the full micro-structure [8, 38, 39, 58] and that it allows the parameters in the effective medium model to be derived in terms of the geometry of the micro-structure. Finally, the effective medium model is used to investigate the effects of modifying the micro-structure geometry, of a device with an interdigitated acceptor/donor interface, on its current–voltage curve.

For certain singularly perturbed two-component reaction–diffusion systems, the bifurcation diagram of steady-state spike solutions is characterized by a saddle-node behaviour in terms of some parameter in the system. For some such systems, such as the Gray–Scott model, a spike self-replication behaviour is observed as the parameter varies across the saddle-node point. We demonstrate and analyse a qualitatively new type of transition as a parameter is slowly decreased below the saddle node value, which is characterized by a finite-time blow-up of the spike solution. More specifically, we use a blend of asymptotic analysis, linear stability theory, and full numerical computations to analyse a wide variety of dynamical instabilities, and ultimately finite-time blow-up behaviour, for localized spike solutions that occur as a parameter β is slowly ramped in time below various linear stability and existence thresholds associated with steady-state spike solutions. The transition or route to an ultimate finite-time blow-up can include spike nucleation, spike annihilation, or spike amplitude oscillation, depending on the specific parameter regime. Our detailed analysis of the existence and linear stability of multi-spike patterns, through the analysis of an explicitly solvable non-local eigenvalue problem, provides a theoretical guide for predicting which transition will be realized. Finally, we analyse the blow-up profile for a shadow limit of the reaction–diffusion system. For the resulting non-local scalar parabolic problem, we derive an explicit expression for the blow-up rate near the parameter range where blow-up is predicted. This blow-up rate is confirmed with full numerical simulations of the full PDE. Moreover, we analyse the linear stability of this solution that blows up in finite time.

We consider a diffuse interface model for tumour growth consisting of a Cahn–Hilliard equation with source terms coupled to a reaction–diffusion equation. The coupled system of partial differential equations models a tumour growing in the presence of a nutrient species and surrounded by healthy tissue. The model also takes into account transport mechanisms such as chemotaxis and active transport. We establish well-posedness results for the tumour model and a variant with a quasi-static nutrient. It will turn out that the presence of the source terms in the Cahn–Hilliard equation leads to new difficulties when one aims to derive a priori estimates. However, we are able to prove continuous dependence on initial and boundary data for the chemical potential and for the order parameter in strong norms.

Inviscid irrotational flow around a pair of coaxial disks is considered in the limit in which the distance 2h between the disks is small compared to their radius a. The disks have zero thickness and accelerate away from one another along their common axis. The added mass M of each accelerating disk is increased by the presence of the other disk. Analytic predictions are obtained when h/a ≪ 1, with M ~ πa/(8h)-ln(h/a)/2+0.77875+. . . The term O(a/h) can be obtained by means of an inviscid analysis of approximately unidirectional flow within the gap between the disks, but the correction terms have not been reported previously. The irrotational flow problem satisfies Neumann boundary conditions on the surface of the disks, but is otherwise analogous to the Dirichlet problem of the capacitance of a pair of charged disks, which has been the subject of much study and controversy.

We present a full classification of the short-time behaviour of the interfaces and local solutions to the nonlinear parabolic p-Laplacian type reaction–diffusion equation of non-Newtonian elastic filtration:

$$\begin{equation*} u_t-\Big(|u_x|^{p-2}u_x\Big)_x+bu^{\beta}=0, \ p>2, \beta >0. \end{equation*}$$

A cross-diffusion system modelling the information herding of individuals is analysed in a bounded domain with no-flux boundary conditions. The variables are the species' density and an influence function which modifies the information state of the individuals. The cross-diffusion term may stabilize or destabilize the system. Furthermore, it allows for a formal gradient-flow or entropy structure. Exploiting this structure, the global-in-time existence of weak solutions and the exponential decay to the constant steady state is proved in certain parameter regimes. This approach does not extend to all parameters. We investigate local bifurcations from homogeneous steady states analytically to determine whether this defines the validity boundary. This analysis shows that generically there is a gap in the parameter regime between the entropy approach validity and the first local bifurcation. Next, we use numerical continuation methods to track the bifurcating non-homogeneous steady states globally and to determine non-trivial stationary solutions related to herding behaviour. In summary, we find that the main boundaries in the parameter regime are given by the first local bifurcation point, the degeneracy of the diffusion matrix and a certain entropy decay validity condition. We study several parameter limits analytically as well as numerically, with a focus on the role of changing a linear damping parameter as well as a parameter controlling the cross-diffusion. We suggest that our paradigm of comparing bifurcation-generated obstructions to the parameter validity of global-functional methods could also be of relevance for many other models beyond the one studied here.

We study functions whose time-frequency content are concentrated in a compact region in phase space using time-frequency localization operators as a main tool. We obtain approximation inequalities for such functions using a finite linear combination of eigenfunctions of these operators, as well as a local Gabor system covering the region of interest. These would allow the construction of modified time-frequency dictionaries concentrated in the region.