Q-conditional (non-classical) symmetries of the known three-component reaction-diffusion (RD) system [K. Aoki et al. Theor. Popul. Biol. 50, 1–17 (1996)] modelling interaction between farmers and hunter-gatherers are constructed for the first time. A wide variety of Q-conditional symmetries are found, and it is shown that these symmetries are not equivalent to the Lie symmetries. Some operators of Q-conditional (non-classical) symmetry are applied for finding exact solutions of the RD system in question. Properties of the exact solutions (in particular, their asymptotic behaviour) are identified and possible biological interpretation is discussed.

The degenerate Cahn–Hilliard equation is a standard model to describe living tissues. It takes into account cell populations undergoing short-range attraction and long-range repulsion effects. In this framework, we consider the usual Cahn–Hilliard equation with a singular single-well potential and degenerate mobility. These degeneracy and singularity induce numerous difficulties, in particular for its numerical simulation. To overcome these issues, we propose a relaxation system formed of two second-order equations which can be solved with standard packages. This system is endowed with an energy and an entropy structure compatible with the limiting equation. Here, we study the theoretical properties of this system: global existence and convergence of the relaxed system to the degenerate Cahn–Hilliard equation. We also study the long-time asymptotics which interest relies on the numerous possible steady states with given mass.

We propose a multi-level method to increase the accuracy of machine learning algorithms for approximating observables in scientific computing, particularly those that arise in systems modelled by differential equations. The algorithm relies on judiciously combining a large number of computationally cheap training data on coarse resolutions with a few expensive training samples on fine grid resolutions. Theoretical arguments for lowering the generalisation error, based on reducing the variance of the underlying maps, are provided and numerical evidence, indicating significant gains over underlying single-level machine learning algorithms, are presented. Moreover, we also apply the multi-level algorithm in the context of forward uncertainty quantification and observe a considerable speedup over competing algorithms.

Heat transport in granular and porous media occurs through conduction in the solid and radiation through the voids. By exploiting the separation of length scales between the small typical particles or voids and the large size of whole region, the method of multiple scales can be applied. For a purely diffusive system, this yields a problem on the macroscale with an effective conductivity, deduced by solving a ‘cell problem’ on the microscale. Here, we apply the method when radiation and conduction are both present; however, care must be taken to correctly handle the integral nature of the radiative boundary condition. Again, an effective conductivity is found by solving a ‘cell problem’ which, because of the non-linearity of radiative transfer, to be solved for each temperature value. We also incorporate modifications to the basic theory of multiple scales in order to deal with the non-local nature of the radiative boundary condition. We derive the multiple scales formulation of the problem and report on numerical comparisons between the homogenised problem and direct solution of the problem. We also compare the effective conductivity to that derived using Maxwell models and effective medium theory.

The Hopf bifurcation from spike solutions for the classical Gierer–Meinhardt system in a onedimensional interval is considered. The existence of time-periodic solution near the Hopf bifurcation parameter for a boundary spike is rigorously proved by the classical Crandall–Rabinowitz theory. The criteria for the stability of the limit cycle are determined, and it is shown that the limit cycle is unstable.

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.

In a planar smoothly bounded domain $\Omega$ , we consider the model for oncolytic virotherapy given by

$$\left\{ \begin{array}{l} u_t = \Delta u - \nabla \cdot (u\nabla v) - uz, \\[1mm] v_t = - (u+w)v, \\[1mm] w_t = d_w \Delta w - w + uz, \\[1mm] z_t = d_z \Delta z - z - uz + \beta w, \end{array} \right.$$

$ D_w $

$ D_z $

$\beta$

$\beta \lt 1$

$M \gt 0$

$\beta \gt 0$

$$u\ge M \qquad \mbox{in } \Omega\times (0,\infty).$$

$\beta \gt 1$

$$\liminf_{t\to\infty} \inf_{x\in\Omega} u(x,t)\le \frac{1}{\beta-1}.$$

$\beta$

$\beta = 1$

We derive and analyse an energy to model lipid raft formation on biological membranes involving a coupling between the local mean curvature and the local composition. We apply a perturbation method recently introduced by Fritz, Hobbs and the first author to describe the geometry of the surface as a graph over an undeformed Helfrich energy minimising surface. The result is a surface Cahn–Hilliard functional coupled with a small deformation energy. We show that suitable minimisers of this energy exist and consider a gradient flow with conserved Allen–Cahn dynamics, for which existence and uniqueness results are proven. Finally, numerical simulations show that for the long-time behaviour raft-like structures can emerge and stabilise, and their parameter dependence is further explored.

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.

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.

In this paper, we consider the monotone travelling wave solutions of a reaction–diffusion epidemic system with nonlocal delays. We obtain the existence of monotone travelling wave solutions by applying abstract existence results. By transforming the nonlocal delayed system to a non-delayed system and choosing suitable small positive constants to define a pair of new upper and lower solutions, we use the contraction technique to prove the asymptotic stability (up to translation) of monotone travelling waves. Furthermore, the uniqueness and Lyapunov stability of monotone travelling wave solutions will be established with the help of the upper and lower solution method and the exponential asymptotic stability.

In this paper, we propose and study an almost periodic reaction–diffusion epidemic model in which disease latency, spatial heterogeneity and general seasonal fluctuations are incorporated. The model is given by a spatially nonlocal reaction–diffusion system with a fixed time delay. We first characterise the upper Lyapunov exponent λ* for a class of almost periodic reaction–diffusion equations with a fixed time delay and provide a numerical method to compute it. On this basis, the global threshold dynamics of this model is established in terms of λ* It is shown that the disease-free almost periodic solution is globally attractive if λ* < 0, while the disease is persistent if λ* > 0. By virtue of numerical simulations, we investigate the effects of diffusion rate, incubation period and spatial heterogeneity on disease transmission.

We develop a deep autoencoder architecture that can be used to find a coordinate transformation which turns a non-linear partial differential equation (PDE) into a linear PDE. Our architecture is motivated by the linearising transformations provided by the Cole–Hopf transform for Burgers’ equation and the inverse scattering transform for completely integrable PDEs. By leveraging a residual network architecture, a near-identity transformation can be exploited to encode intrinsic coordinates in which the dynamics are linear. The resulting dynamics are given by a Koopman operator matrix K. The decoder allows us to transform back to the original coordinates as well. Multiple time step prediction can be performed by repeated multiplication by the matrix K in the intrinsic coordinates. We demonstrate our method on a number of examples, including the heat equation and Burgers’ equation, as well as the substantially more challenging Kuramoto–Sivashinsky equation, showing that our method provides a robust architecture for discovering linearising transforms for non-linear PDEs.

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.

In 1958 started the study of the families of algebraic limit cycles in the class of planar quadratic polynomial differential systems. In the present we known one family of algebraic limit cycles of degree 2 and four families of algebraic limit cycles of degree 4, and that there are no limit cycles of degree 3. All the families of algebraic limit cycles of degree 2 and 4 are known, this is not the case for the families of degree higher than 4. We also know that there exist two families of algebraic limit cycles of degree 5 and one family of degree 6, but we do not know if these families are all the families of degree 5 and 6. Until today it is an open problem to know if there are algebraic limit cycles of degree higher than 6 inside the class of quadratic polynomial differential systems. Here we investigate the birth and death of all the known families of algebraic limit cycles of quadratic polynomial differential systems.

Within the framework of the generalised Landau-de Gennes theory, we identify a Q-tensor-based energy that reduces to the four-constant Oseen–Frank energy when it is considered over orientable uniaxial nematic states. Although the commonly considered version of the Landau-de Gennes theory has an elastic contribution that is at most cubic in components of the Q-tensor and their derivatives, the alternative offered here is quartic in these variables. One clear advantage of our approach over the cubic theory is that the associated minimisation problem is well-posed for a significantly wider choice of elastic constants. In particular, this quartic energy can be used to model nematic-to-isotropic phase transitions for highly disparate elastic constants. In addition to proving well-posedness of the proposed version of the Landau-de Gennes theory, we establish a rigorous connection between this theory and its Oseen–Frank counterpart via a Г-convergence argument in the limit of vanishing nematic correlation length. We also prove strong convergence of the associated minimisers.

Poroelastic effects have been of great interest in the seismic literature as they have been identified as a major cause of wave attenuation in heterogeneous porous media. The observed attenuation in the seismic wave can be explained in part by energy loss to fluid motion in the pores. On the other hand, it is known that the attenuation is particularly pronounced in stratified structures where the scale of spatial heterogeneity is much smaller than the seismic wavelength. Understanding of poroelastic effects on seismic wave attenuation in heterogeneous porous media has largely relied on numerical experiments. In this work, we present a homogenisation technique to obtain an upscaled viscoelastic model that captures seismic wave attenuation when the sub-seismic scale heterogeneity is periodic. The upscaled viscoelastic model directly relates seismic wave attenuation to the material properties of the heterogeneous structure. We verify our upscaled viscoelastic model against a full poroelastic model in numerical experiments. Our homogenisation technique suggests a new approach for solving coupled equations of motion.

Improving the accuracy and robustness of deep neural nets (DNNs) and adapting them to small training data are primary tasks in deep learning (DL) research. In this paper, we replace the output activation function of DNNs, typically the data-agnostic softmax function, with a graph Laplacian-based high-dimensional interpolating function which, in the continuum limit, converges to the solution of a Laplace–Beltrami equation on a high-dimensional manifold. Furthermore, we propose end-to-end training and testing algorithms for this new architecture. The proposed DNN with graph interpolating activation integrates the advantages of both deep learning and manifold learning. Compared to the conventional DNNs with the softmax function as output activation, the new framework demonstrates the following major advantages: First, it is better applicable to data-efficient learning in which we train high capacity DNNs without using a large number of training data. Second, it remarkably improves both natural accuracy on the clean images and robust accuracy on the adversarial images crafted by both white-box and black-box adversarial attacks. Third, it is a natural choice for semi-supervised learning. This paper is a significant extension of our earlier work published in NeurIPS, 2018. For reproducibility, the code is available at https://github.com/BaoWangMath/DNN-DataDependentActivation.

The work in this paper concerns the study of different approximations for one-dimensional one-phase Stefan-like problems with a space-dependent latent heat. It is considered two different problems, which differ from each other in their boundary condition imposed at the fixed face: Dirichlet and Robin conditions. The approximate solutions are obtained by applying the heat balance integral method (HBIM), the modified HBIM and the refined integral method (RIM). Taking advantage of the exact analytical solutions, we compare and test the accuracy of the approximate solutions. The analysis is carried out using the dimensionless generalised Stefan number (Ste) and Biot number (Bi). It is also studied the case when Bi goes to infinity in the problem with a convective condition, recovering the approximate solutions when a temperature condition is imposed at the fixed face. Some numerical simulations are provided in order to assert which of the approximate integral methods turns out to be optimal. Moreover, we pose an approximate technique based on minimising the least-squares error, obtaining also approximate solutions for the classical Stefan problem.

We investigate the Fano resonance in grating structures using coupled resonators. The grating consists of a perfectly conducting slab with periodically arranged subwavelength slit holes, where inside each period, a pair of slits sit very close to each other. The slit holes act as resonators and are strongly coupled. It is shown rigorously that there exist two groups of resonances corresponding to poles of the scattering problem. One sequence of resonances has imaginary part in the order of ε, where ε is the size of the slit aperture, while the other sequence has imaginary part in the order of ε2. When coupled with the incident wave at resonant frequencies, the narrow-band resonant scattering induced by the latter will interfere with the broader background resonant radiation induced by the former. The interference of these two resonances generates the Fano-type transmission anomaly, which persists in the whole radiation continuum of the grating structure as long as the slit aperture size is small compared to the incident wavelength.