The purpose of this work is to investigate the properties of spreading speeds for the monotone semiflows. According to the fundamental work of Liang and Zhao [(2007) Comm. Pure Appl. Math.60, 1–40], the spreading speeds of the monotone semiflows can be derived via the principal eigenvalue of linear operators relating to the semiflows. In this paper, we establish a general method to analyse the sign and the continuity of the spreading speeds. Then we consider a limiting case that admits no spreading phenomenon. The results can be applied to the model of cellular neural networks (CNNs). In this model, we find the rule which determines the propagating phenomenon by parameters.

A credit default swap (CDS) is an exchange of premium payments for a compensation for the occurrence of a credit event. Counterparty risks refer to defaults of parties holding CDS contracts. In this paper we develop a valuation/pricing model for a CDS subject to counterparty risks. Using the Cox–Ingersoll–Ross (CIR) model for interest rate and first arrival times of Poisson processes with variable intensities for the occurrences of credit default and counterparty defaults, we derive a mathematical formulation and make a full theoretical investigation. In addition, we develop a full theory for the corresponding infinite horizon problem and establish its connection with the asymptotic long expiry behaviour of finite horizon problem. Furthermore, we establish a connection between two major frameworks for default times: the structure model approach and the intensity model approach. We show that a solution of the structure model can be obtained as the limit of a sequence of solutions of intensity models. Regarded as an important theoretical development, we remove a constraint typically imposed on the parameters of the CIR model; that is, the well-posedness (existence, uniqueness and continuous dependence of parameters) of the mathematical model holds for any empirically calibrated parameters for the CIR model.

Applications of a WKBJ-type ‘ray ansatz’ to obtain asymptotic solutions of the Helmholtz equation in the high-frequency limit are now standard and underpin the construction of ‘geometrical optics’ ray diagrams in many electromagnetic, acoustic and elastic reflection, transmission and other scattering problems. These applications were subsequently extended by Keller to include other types of rays – called ‘diffracted’ rays – to provide an accessible and impressively accurate theory which is relevant in wide-ranging sets of circumstances. Friedlander and Keller then introduced a modified ray ansatz to extend yet further the scope of ray theory and its applicability to certain other classes of diffraction problems (tangential ray incidence upon an obstructing boundary, for instance) and did so by the inclusion of an extra term proportional to a power of the wave number within the exponent of the initial ansatz. Our purpose here is to generalise this further still by the inclusion of several such terms, ordered in a natural sequence in terms of strategically chosen fractional powers of the large wave number, and to derive a systematic sequence of boundary value problems for the coefficient phase functions that arise within this generalised exponent, as well as one for the leading-order amplitude occurring as a pre-exponential factor. One particular choice of fractional power is considered in detail, and waves with specified radially symmetric or planar wavefronts are then analysed, along with a boundary value problem typifying two-dimensional radiation whereby arbitrary phase and amplitude variations are specified on a prescribed boundary curve. This theory is then applied to the scattering of plane and cylindrical waves at curved boundaries with small-scale perturbations to their underlying profile.

The study of radially symmetric motion is important for the theory of explosion waves. We construct rigorously self-similar entropy solutions to Riemann initial-boundary value problems for the radially symmetric relativistic Euler equations. We use the assumption of self-similarity to reduce the relativistic Euler equations to a system of nonlinear ordinary differential equations, from which we obtain detailed structures of solutions besides their existence. For the ultra-relativistic Euler equations, we also obtain the uniqueness of the self-similar entropy solution to the Riemann initial-boundary value problems.

The consistency of a non-local anisotropic Ginzburg–Landau type functional for data classification and clustering is studied. The Ginzburg–Landau objective functional combines a double well potential, that favours indicator valued functions, and the p-Laplacian, that enforces regularity. Under appropriate scaling between the two terms, minimisers exhibit a phase transition on the order of ɛ = ɛn, where n is the number of data points. We study the large data asymptotics, i.e. as n → ∝, in the regime where ɛn → 0. The mathematical tool used to address this question is Γ-convergence. It is proved that the discrete model converges to a weighted anisotropic perimeter.

The aim of this paper is to provide and numerically test in the presence of measurement noise a procedure for target classification in wave imaging based on comparing frequency-dependent distribution descriptors with precomputed ones in a dictionary of learned distributions. Distribution descriptors for inhomogeneous objects are obtained from the scattering coefficients. First, we extract the scattering coefficients of the (inhomogeneous) target from the perturbation of the reflected waves. Then, for a collection of inhomogeneous targets, we build a frequency-dependent dictionary of distribution descriptors and use a matching algorithm in order to identify a target from the dictionary up to some translation, rotation and scaling.

We consider two-dimensional mass transport to a finite absorbing strip in a uniform shear flow as a model of surface-based biosensors. The quantity of interest is the Sherwood number Sh, namely the dimensionless net flux onto the strip. Considering early-time absorption, it is a function of the Péclet number Pe and the Damköhler number Da, which, respectively, represent the characteristic magnitude of advection and reaction relative to diffusion. With a view towards modelling nanoscale biosensors, we consider the limit Pe«1. This singular limit is handled using matched asymptotic expansions, with an inner region on the scale of the strip, where mass transport is diffusively dominated, and an outer region at distances that scale as Pe-1/2, where advection enters the dominant balance. At the inner region, the mass concentration possesses a point-sink behaviour at large distances, proportional to Sh. A rescaled concentration, normalised using that number, thus possesses a universal logarithmic divergence; its leading-order correction represents a uniform background concentration. At the outer region, where advection by the shear flow enters the leading-order balance, the strip appears as a point singularity. Asymptotic matching with the concentration field in that region provides the Sherwood number as

$${\rm{Sh}} = {\pi \over {\ln (2/{\rm{P}}{{\rm{e}}^{1/2}}) + 1.0559 + \beta }},$$

We analyse the structure of equilibria of a coagulation–fragmentation–death model of silicosis. We present exact multiplicity results in the particular case of piecewise constant coefficients, results on existence and non-existence of equilibria in the general case, as well as precise asymptotics for the infinite series that arise in the case of power law coefficients.

The classical Monge–Kantorovich (MK) problem as originally posed is concerned with how best to move a pile of soil or rubble to an excavation or fill with the least amount of work relative to some cost function. When the cost is given by the square of the Euclidean distance, one can define a metric on densities called the Wasserstein distance. In this note, we formulate a natural matrix counterpart of the MK problem for positive-definite density matrices. We prove a number of results about this metric including showing that it can be formulated as a convex optimisation problem, strong duality, an analogue of the Poincaré–Wirtinger inequality and a Lax–Hopf–Oleinik–type result.

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

$$u_t-\Big(|u_x|^{p-2}u_x\Big)_x+bu^{\beta}=0, \ 1 \lt p \lt 2, \beta \gt 0.$$

This paper is concerned with two frequency-dependent susceptible–infected–susceptible epidemic reaction–diffusion models in heterogeneous environment, with a cross-diffusion term modelling the effect that susceptible individuals tend to move away from higher concentration of infected individuals. It is first shown that the corresponding Neumann initial-boundary value problem in an n-dimensional bounded smooth domain possesses a unique global classical solution which is uniformly in-time bounded regardless of the strength of the cross-diffusion and the spatial dimension n. It is further shown that, even in the presence of cross-diffusion, the models still admit threshold-type dynamics in terms of the basic reproduction number $\mathcal {R}_0$ – i.e. the unique disease-free equilibrium is globally stable if $\mathcal {R}_0\lt1$, while if $\mathcal {R}_0\gt1$, the disease is uniformly persistent and there is an endemic equilibrium (EE), which is globally stable in some special cases with weak chemotactic sensitivity. Our results on the asymptotic profiles of EE illustrate that restricting the motility of susceptible population may eliminate the infectious disease entirely for the first model with constant total population but fails for the second model with varying total population. In particular, this implies that such cross-diffusion does not contribute to the elimination of the infectious disease modelled by the second one.

The main purpose of this paper is to study the existence of travelling waves with a critical speed for an influenza model with treatment. By using some analysis techniques that involve super-critical speeds and an approximation method, the existence of travelling waves with the critical speed is proved.

The linear Schrödinger equation with piecewise constant potential in one spatial dimension is a well-studied textbook problem. It is one of only a few solvable models in quantum mechanics and shares many qualitative features with physically important models. In examples such as ‘particle in a box’ and tunnelling, attention is restricted to the time-independent Schrödinger equation. This paper combines the unified transform method and recent insights for interface problems to present fully explicit solutions for the time-dependent problem.

The present paper is devoted to the study of the existence, the uniqueness and the stability of transition fronts of non-local dispersal equations in time heterogeneous media of bistable type under the unbalanced condition. We first study space non-increasing transition fronts and prove various important qualitative properties, including uniform steepness, stability, uniform stability and exponential decaying estimates. Then, we show that any transition front, after certain space shift, coincides with a space non-increasing transition front (if it exists), which implies the uniqueness, up-to-space shifts and monotonicity of transition fronts provided that a space non-increasing transition front exists. Moreover, we show that a transition front must be a periodic travelling front in periodic media and asymptotic speeds of transition fronts exist in uniquely ergodic media. Finally, we prove the existence of space non-increasing transition fronts, whose proof does not need the unbalanced condition.

Excitation of surface-plasmon resonances of closely spaced nanometallic structures is a key technique used in nanoplasmonics to control light on subwavelength scales and generate highly confined electric-field hotspots. In this paper, we develop asymptotic approximations in the near-contact limit for the entire set of surface-plasmon modes associated with the prototypical sphere dimer geometry. Starting from the quasi-static plasmonic eigenvalue problem, we employ the method of matched asymptotic expansions between a gap region, where the boundaries are approximately paraboloidal, pole regions within the spheres and close to the gap, and a particle-scale region where the spheres appear to touch at leading order. For those modes that are strongly localised to the gap, relating the gap and pole regions gives a set of effective eigenvalue problems formulated over a half space representing one of the poles. We solve these problems using integral transforms, finding asymptotic approximations, singular in the dimensionless gap width, for the eigenvalues and eigenfunctions. In the special case of modes that are both axisymmetric and odd about the plane bisecting the gap, where matching with the outer region introduces a logarithmic dependence upon the dimensionless gap width, our analysis follows Schnitzer [Singular perturbations approach to localized surface-plasmon resonance: nearly touching metal nanospheres. Phys. Rev. B92(23), 235428 (2015)]. We also analyse the so-called anomalous family of even modes, characterised by field distributions excluded from the gap. We demonstrate excellent agreement between our asymptotic formulae and exact calculations.

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.

In this paper, we study the entire solutions of the Fisher–KPP (Kolmogorov–Petrovsky–Piskunov) equation ut = uxx + f(u) on the half line [0, ∞) with Dirichlet boundary condition at x = 0. (1) For any $c \ge 2\sqrt {f'(0)} $, we show the existence of an entire solution ${{\cal U}^c}(x,t)$ which connects the traveling wave solution φc(x + ct) at t = −∞ and the unique positive stationary solution V(x) at t = +∞; (2) We also construct an entire solution ${{\cal U}}(x,t)$ which connects the solution of ηt = f(η) at t = −∞ and V(x) at t = +∞.

The decontamination of hazardous chemical agents from porous media is an important and critical part of the clean-up operation following a chemical weapon attack. Decontamination is often achieved through the application of a cleanser, which reacts on contact with an agent to neutralise it. While it is relatively straightforward to write down a model that describes the interplay of the agent and cleanser on the scale of the pores in the porous medium, it is computationally expensive to solve such a model over realistic spill sizes.

In this paper, we consider the homogenisation of a pore-scale model for the interplay between agent and cleanser, with the aim of generating simplified models that can be solved more easily on the spill scale but accurately capture the microscale structure and chemical activity. We consider two situations: one in which the agent completely fills local porespaces and one in which it does not. In the case when the agent does not completely fill the porespace, we use established homogenisation techniques to systematically derive a reaction–diffusion model for the macroscale concentration of cleanser. However, in the case where the agent completely fills the porespace, the homogenisation procedure is more in-depth and involves a two-timescale approach coupled with a spatial boundary layer. The resulting homogenised model closely resembles the microscale model with the effect of the porous material being incorporated into the parameters. The two models cater for two different spill scenarios and provide the foundation for further study of reactive decontamination.

Steady two-dimensional fluid flow over an obstacle is solved using complex variable methods. We consider the cases of rectangular obstacles, such as large boulders, submerged in a potential flow. These may arise in geophysics, marine and civil engineering. Our models are applicable to initiation of motion that may result in subsequent transport. The local flow depends on the obstacle shape, slowing down in confining corners and speeding up in expanding corners. The flow generates hydrodynamic forces, drag and lift, and their associated moments, which differ around each face. Our model replaces the need for ill-defined drag and lift coefficients with geometry-dependent functions. We predict smaller flow velocities to initiate motion. We show how a joint-bound boulder can be transported against gravity, and analyse the influence of a wake region behind an isolated boulder.

We study a free boundary problem of the form: ut = uxx + f(t, u) (g(t) < x < h(t)) with free boundary conditions h′(t) = −ux(t, h(t)) – α(t) and g′(t) = −ux(t, g(t)) + β(t), where β(t) and α(t) are positive T-periodic functions, f(t, u) is a Fisher–KPP type of nonlinearity and T-periodic in t. This problem can be used to describe the spreading of a biological or chemical species in time-periodic environment, where free boundaries represent the spreading fronts of the species. We study the asymptotic behaviour of bounded solutions. There are two T-periodic functions α0(t) and α*(t; β) with 0 < α0 < α* which play key roles in the dynamics. More precisely, (i) in case 0 < β< α0 and 0 < α < α*, we obtain a trichotomy result: (i-1) spreading, that is, h(t) – g(t) → +∞ and u(t, ⋅ + ct) → 1 with $c\in (-\overline{l},\overline{r})$, where $ \overline{l}:=\frac{1}{T}\int_{0}^{T}l(s)ds$, $\overline{r}:=\frac{1}{T}\int_{0}^{T}r(s)ds$, the T-periodic functions −l(t) and r(t) are the asymptotic spreading speeds of g(t) and h(t) respectively (furthermore, r(t) > 0 > −l(t) when 0 < β < α < α0; r(t) = 0 > −l(t) when 0 < β < α = α0; $0 \gt \overline{r} \gt -\overline{l}$ when 0 < β < α0 < α < α*); (i-2) vanishing, that is, $\lim\limits_{t \to \mathcal {T}}h(t) = \lim\limits_{t \to \mathcal {T}}g(t)$ and $\lim\limits_{t \to \mathcal {T}}\max\limits_{g(t)\leq x\leq h(t)} u(t,x)=0$, where $\mathcal {T}$ is some positive constant; (i-3) transition, that is, g(t) → −∞, h(t) → −∞, $0<\lim\limits_{t \to \infty}[h(t)-g(t)] \lt +\infty$ and u(t, ⋅) → V(t, ⋅), where V is a T-periodic solution with compact support. (ii) in case β ≥ α0 or α ≥ α*, vanishing happens for any solution.