Recent studies of liquid films driven by competing forces due to surface tension gradients and gravity reveal that undercompressive travelling waves play an important role in the dynamics when the competing forces are comparable, In this paper, we provide a theoretical framework for assessing the spectral stability of compressive and undercompressive travelling waves in thin film models. Associated with the linear stability problem is an Evans function which vanishes precisely at eigenvalues of the linearized operator. The structure of an index related to the Evans function explains computational results for stability of compressive waves. A new formula for the index in the undercompressive case yields results consistent with stability. In considering stability of undercompressive waves to transverse perturbations, there is an apparent inconsistency between long-wave asymptotics of the largest eigenvalue and its actual behaviour. We show that this paradox is due to the unusual structure of the eigenfunctions and we construct a revised long-wave asymptotics. We conclude with numerical computations of the largest eigenvalue, comparisons with the asymptotic results, and several open problems associated with our findings.
On a sufficiently soft substrate, a resting fluid droplet will cause significant deformation of the substrate. This deformation is driven by a combination of capillary forces at the contact line and the fluid pressure at the solid surface. These forces are balanced at the surface by the solid traction stress induced by the substrate deformation. Young's Law, which predicts the equilibrium contact angle of the droplet, also indicates an a priori radial force balance for rigid substrates, but not necessarily for soft substrates that deform under loading. It remains an open question whether the contact line transmits a non-zero force tangent to the substrate surface in addition to the conventional normal (vertical) force. We present an analytic Fourier transform solution technique that includes general interfacial energy conditions, which govern the contact angle of a 2D droplet. This includes evaluating the effect of gravity on the droplet shape in order to determine the correct fluid pressure at the substrate surface for larger droplets. Importantly, we find that in order to avoid a strain singularity at the contact line under a non-zero tangential contact line force, it is necessary to include a previously neglected horizontal traction boundary condition. To quantify the effects of the contact line and identify key quantities that will be experimentally accessible for testing the model, we evaluate solutions for the substrate surface displacement field as a function of Poisson's ratio and zero/non-zero tangential contact line forces.
Fluids in unsaturated porous media are described by the relationship between pressure (p) and saturation (u). Darcy's law and conservation of mass provides an evolution equation for u, and the capillary pressure provides a relation between p and u of the form p is an element of p(c)(u,partial derivative(t)u). The multi-valued function p, leads to hysteresis effects. We construct weak and strong solutions to the hysteresis system and homogenize the system for oscillatory stochastic coefficients. The effective equations contain a new dependent variable that encodes the history of the wetting process and provide a better description of the physical system.
Increasing evidence suggests that the presence of mobile ions in perovskite solar cells (PSCs) can cause a current-voltage curve hysteresis. Steady state and transient current-voltage characteristics of a planar metal halide CH3NH3PbI3 PSC are analysed with a drift-diffusion model that accounts for both charge transport and ion vacancy motion. The high ion vacancy density within the perovskite layer gives rise to narrow Debye layers (typical width similar to 2 nm), adjacent to the interfaces with the transport layers, over which large drops in the electric potential occur and in which significant charge is stored. Large disparities between (I) the width of the Debye layers and that of the perovskite layer (similar to 600 nm) and (II) the ion vacancy density and the charge carrier densities motivate an asymptotic approach to solving the model, while the stiffness of the equations renders standard solution methods unreliable. We derive a simplified surface polarisation model in which the slow ion dynamics are replaced by interfacial (non-linear) capacitances at the perovskite interfaces. Favourable comparison is made between the results of the asymptotic approach and numerical solutions for a realistic cell over a wide range of operating conditions of practical interest.
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.
A simple characterization of the action of symmetries on conservation laws of partial differential equations is studied by using the general method of conservation law multipliers. This action is used to define symmetry-invariant and symmetry-homogeneous conservation laws. The main results are applied to several examples of physically interest, including the generalized Korteveg-de Vries equation, a non-Newtonian generalization of Burger's equation, the b-family of peakon equations, and the Navier-Stokes equations for compressible, viscous fluids in two dimensions.
Suspended fibres significantly alter fluid rheology, as exhibited in for example solutions of DNA, RNA and synthetic biological nanofibres. It is of interest to determine how this altered rheology affects flow stability. Motivated by the fact thermal gradients may occur in biomolecular analytic devices, and recent stability results, we examine the problem of Rayleigh-Benard convection of the transversely isotropic fluid of Ericksen. A transversely isotropic fluid treats these suspensions as a continuum with an evolving preferred direction, through a modified stress tensor incorporating four viscosity-like parameters. We consider the linear stability of a stationary, passive, transversely isotropic fluid contained between two parallel boundaries, with the lower boundary at a higher temperature than the upper. To determine the marginal stability curves the Chebyshev collocation method is applied, and we consider a range of initially uniform preferred directions, from horizontal to vertical, and three orders of magnitude in the viscosity-like anisotropic parameters. Determining the critical wave and Rayleigh numbers, we find that transversely isotropic effects delay the onset of instability; this effect is felt most strongly through the incorporation of the anisotropic shear viscosity, although the anisotropic extensional viscosity also contributes. Our analysis confirms the importance of anisotropic rheology in the setting of convection.
A new class of history-dependent variational-hemivariational inequalities was recently studied in Migorski et al. (2015 Nonlinear Anal. Ser. B: Real World Appl. 22, 604-618). There, an existence and uniqueness result was proved and used in the study of a mathematical model which describes the contact between a viscoelastic body and an obstacle. The aim of this paper is to continue the analysis of the inequalities introduced in Migoki et al. (2015 Nonlinear Anal. Ser. B: Real World Appl. 22, 604-618) and to provide their numerical analysis. We start with a continuous dependence result. Then we introduce numerical schemes to solve the inequalities and derive error estimates. We apply the results to a quasistatic frictional contact problem in which the material is modelled with a viscoelastic constitutive law, the contact is given in the form of normal compliance, and friction is described with a total slip-dependent version of Coulomb's law.
We propose a novel algorithm which allows to sample paths from an underlying price process in a local volatility model and to achieve a substantial variance reduction when pricing exotic options. The new algorithm relies on the construction of a discrete multinomial tree. The crucial feature of our approach is that - in a similar spirit to the Brownian Bridge - each random path runs backward from a terminal fixed point to the initial spot price. We characterize the tree in two alternative ways: (i) in terms of the optimal grids originating from the Recursive Marginal Quantization algorithm, (ii) following an approach inspired by the finite difference approximation of the diffusion's infinitesimal generator. We assess the reliability of the new methodology comparing the performance of both approaches and benchmarking them with competitor Monte Carlo methods.
We propose unbalanced versions of the quantum mechanical version of optimal mass transport that is based on the Lindblad equation describing open quantum systems. One of them is a natural interpolation framework between matrices and matrix-valued measures via a quantum mechanical formulation of Fisher-Rao information and the matricial Wasserstein distance, and the second is an interpolation between Wasserstein distance and Frobenius norm. We also give analogous results for the matrix-valued density measures, i.e., we add a spatial dependency on the density matrices. This might extend the applications of the framework to interpolating matrix-valued densities/images with unequal masses.
We study a competition-diffusion model while performing simultaneous homogenization and strong competition limits. The limit problem is shown to be a Stefan-type evolution equation with effective coefficients. We also perform some numerical simulations in one and two spatial dimensions that suggest that oscillations in motilities are detrimental to invasion behaviour of a species.
In a prior work, the authors proved a global bifurcation theorem for spatially periodic interfacial hydroelastic travelling waves on infinite depth, and computed such travelling waves. The formulation of the travelling wave problem used both analytically and numerically allows for waves with multi-valued height. The global bifurcation theorem required a one-dimensional kernel in the linearization of the relevant mapping, but for some parameter values, the kernel is instead two-dimensional. In the present work, we study these cases with two-dimensional kernels, which occur in resonant and non-resonant variants. We apply an implicit function theorem argument to prove existence of travelling waves in both of these situations. We compute the waves numerically as well, in both the resonant and non-resonant cases.
This paper is concerned with a fully non-linear variant of the Allen-Cahn equation with strong irreversibility, where each solution is constrained to be non-decreasing in time. The main purposes of this paper are to prove the well-posedness, smoothing effect and comparison principle, to provide an equivalent reformulation of the equation as a parabolic obstacle problem and to reveal long-time behaviours of solutions. More precisely, by deriving partial energy-dissipation estimates, a global attractor is constructed in a metric setting, and it is also proved that each solution u(x, t) converges to a solution of an elliptic obstacle problem as t -> +infinity.
In the field of Life Sciences, it is very common to deal with extremely complex systems, from both analytical and computational points of view, due to the unavoidable coupling of different interacting structures. As an example, angiogenesis has revealed to be an highly complex, and extremely interesting biomedical problem, due to the strong coupling between the kinetic parameters of the relevant branching - growth - anastomosis stochastic processes of the capillary network, at the microscale, and the family of interacting underlying biochemical fields, at the macroscale. In this paper, an original revisited conceptual stochastic model of tumour-driven angiogenesis has been proposed, for which it has been shown that it is possible to reduce complexity by taking advantage of the intrinsic multiscale structure of the system; one may keep the stochasticity of the dynamics of the vessel tips at their natural microscale, whereas the dynamics of the underlying fields is given by a deterministic mean field approximation obtained by an averaging at a suitable mesoscale. While in previous papers, only an heuristic justification of this approach had been offered; in this paper, a rigorous proof is given of the so called 'propagation of chaos', which leads to a mean field approximation of the stochastic relevant measures associated with the vessel dynamics, and consequently of the underlying tumour angiogenic factor (TAF) field. As a side, though important result, the non-extinction of the random process of tips has been proven during any finite time interval.
In the singular perturbation limit epsilon -> 0, we analyse the linear stability of multi-spot patterns on a bounded 2-D domain, with Neumann boundary conditions, as well as periodic patterns of spots centred at the lattice points of a Bravais lattice in R-2, for the Brusselator reaction- diffusion model v(t) = epsilon(2) Delta v + epsilon(2) - v + fuv(2), tau u(t) = D Delta u + 1/epsilon(2) (v - uv(2)) , where the parameters satisfy 0 0 and D > 0. A previous leading-order linear stability theory characterizing the onset of spot amplitude instabilities for the parameter regime D = O(v(-1)), where v = -1/ log epsilon, based on a rigorous analysis of a non-local eigenvalue problem (NLEP), predicts that zero-eigenvalue crossings are degenerate. To unfold this degeneracy, the conventional leading-order-in-v NLEP linear stability theory for spot amplitude instabilities is extended to one higher order in the logarithmic gauge v. For a multi-spot pattern on a finite domain under a certain symmetry condition on the spot configuration, or for a periodic pattern of spots centred at the lattice points of a Bravais lattice in R-2, our extended NLEP theory provides explicit and improved analytical predictions for the critical value of the inhibitor diffusivity D at which a competition instability, due to a zero-eigenvalue crossing, will occur. Finally, when D is below the competition stability threshold, a different extension of conventional NLEP theory is used to determine an explicit scaling law, with anomalous dependence on epsilon, for the Hopf bifurcation threshold value of tau that characterizes temporal oscillations in the spot amplitudes.
We first investigate spectral properties of the Neumann-Poincare (NP) operator for the Lame system of elasto-statics. We show that the elasto-static NP operator can be symmetrized in the same way as that for the Laplace operator. We then show that even if elasto-static NP operator is not compact even on smooth domains, it is polynomially compact and its spectrum on two-dimensional smooth domains consists of eigenvalues that accumulate to two different points determined by the Lame constants. We then derive explicitly eigenvalues and eigenfunctions on discs and ellipses. Using these resonances occurring at eigenvalues is considered. We also show on ellipses that cloaking by anomalous localized resonance takes place at accumulation points of eigenvalues.
We introduce several novel and computationally efficient methods for detecting "core-periphery structure" in networks. Core-periphery structure is a type of mesoscale structure that consists of densely connected core vertices and sparsely connected peripheral vertices. Core vertices tend to be well-connected both among themselves and to peripheral vertices, which tend not to be well-connected to other vertices. Our first method, which is based on transportation in networks, aggregates information from many geodesic paths in a network and yields a score for each vertex that reflects the likelihood that that vertex is a core vertex. Our second method is based on a low-rank approximation of a network's adjacency matrix, which we express as a perturbation of a tensor-product matrix. Our third approach uses the bottom eigenvector of the random-walk Laplacian to infer a coreness score and a classification into core and peripheral vertices. We also design an objective function to (1) help classify vertices into core or peripheral vertices and (2) provide a goodness-of-fit criterion for classifications into core versus peripheral vertices. To examine the performance of our methods, we apply our algorithms to both synthetically generated networks and a variety of networks constructed from real-world data sets.