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Mean-field games (MFGs) and the best-reply strategy (BRS) are two methods of describing competitive optimisation of systems of interacting agents. The latter can be interpreted as an approximation of the respective MFG system. In this paper, we present an analysis and comparison of the two approaches in the stationary case. We provide novel existence and uniqueness results for the stationary boundary value problems related to the MFG and BRS formulations, and we present an analytical and numerical comparison of the two paradigms in some specific modelling situations. [ABSTRACT FROM AUTHOR]

This article is the third one in a series of papers by the authors on vanishing-viscosity solutions to rate-independent damage systems. While in the first two papers (Knees, D. et al. 2013 Math. Models Methods Appl. Sci. 23 (4), 565–616; Knees, D. et al. 2015 Nonlinear Anal. Real World Appl. 24 , 126–162) the assumptions on the spatial domain Ω were kept as general as possible (i.e., non-smooth domain with mixed boundary conditions), we assume here that ∂Ω is smooth and that the type of boundary conditions does not change. This smoother setting allows us to derive enhanced regularity spatial properties both for the displacement and damage fields. Thus, we are in a position to work with a stronger solution notion at the level of the viscous approximating system. The vanishing-viscosity analysis then leads us to obtain the existence of a stronger solution concept for the rate-independent limit system. Furthermore, in comparison to [18, 19], in our vanishing-viscosity analysis we do not switch to an artificial arc-length parameterization of the trajectories but we stay with the true physical time. The resulting concept of Balanced Viscosity solution to the rate-independent damage system thus encodes a more explicit characterization of the system behaviour at time discontinuities of the solution. [ABSTRACT FROM AUTHOR]

This paper analyses a canonical class of one-dimensional superlinear indefinite boundary value problems of great interest in population dynamics under non-homogeneous boundary conditions; the main bifurcation parameter in our analysis is the amplitude of the superlinear term. Essentially, it continues the analysis of López-Gómez et al. (López-Gómez, J., Tellini, A. & Zanolin, F. (2014) High multiplicity and complexity of the bifurcation diagrams of large solutions for a class of superlinear indefinite problems. Comm. Pure Appl. Anal. 13(1), 1–73) with empty overlapping, by computing the bifurcation diagrams of positive steady states of the model and by proving analytically a number of significant features, which have been observed from the numerical experiments carried out here. The numerics of this paper, besides being very challenging from the mathematical point of view, are imperative from the point of view of population dynamics, in order to ascertain the dimensions of the unstable manifolds of the multiple equilibria of the problem, which measure their degree of instability. From that point of view, our results establish that under facilitative effects in competitive media, the harsher the environmental conditions, the richer the dynamics of the species, in the sense discussed in Section 1. [ABSTRACT FROM PUBLISHER]

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). [ABSTRACT FROM AUTHOR]

The Polubarinova–Galin equation describes a parametric conformal map for the zero-surface-tension Hele-Shaw flow driven by injection or suction. In this paper, we classify degree three polynomial solutions to the Polubarinova–Galin equation into three categories: global solutions, solutions which can be continued after blow-up and solutions which cannot be continued after blow-up. The coefficient region of the initial functions in each category is obtained. [ABSTRACT FROM AUTHOR]

This paper addresses a free boundary problem for a steady, uniform patch of vorticity surrounding a single flat plate of zero thickness and finite length. Exact solutions to this problem have previously been found in terms of conformal maps represented by Cauchy-type integrals. Here, however, it is demonstrated how, by considering an associated circular-arc polygon and using ideas from automorphic function theory, these maps can be expressed in a simple non-integral form. [ABSTRACT FROM AUTHOR]

In one space dimension, we consider source-type (self-similar) solutions to the thin-film equation with vanishing slope at the edge of their support (zero contact-angle condition) in the range of mobility exponents $n\in\left(\frac 3 2,3\right)$. This range contains the physically relevant case n=2 (Navier slip). The existence and (up to a spatial scaling) uniqueness of these solutions has been established in [3] (Bernis, F., Peletier, L. A. & Williams, S. M. (1992) Source type solutions of a fourth-order nonlinear degenerate parabolic equation. Nonlinear Anal. 18, 217–234). It is also shown there that the leading-order expansion near the edge of the support coincides with that of a travelling-wave solution. In this paper we substantially sharpen this result, proving that the higher order correction is analytic with respect to two variables: the first one is just the spatial variable whereas the second one is a (generically irrational, in particular for n=2) power of it, which naturally emerges from a linearisation of the operator around the travelling-wave solution. This result shows that – as opposed to the case of n=1 (Darcy) or to the case of the porous medium equation (the second-order analogue of the thin-film equation) – in this range of mobility exponents, source-type solutions are not smooth at the edge of their support even when the behaviour of the travelling wave is factored off. We expect the same singular behaviour for a generic solution to the thin-film equation near its moving contact line. As a consequence, we expect a (short-time or small-data) well-posedness theory – of which this paper is a natural prerequisite – to be more involved than in the case n=1. [ABSTRACT FROM AUTHOR]

This paper provides an algorithm for identifying the multipoles of a meromorphic function from the boundary measurements, which can be applied to inverse source problems for a Poisson equation to reconstruct its source such as linear combination of mono and dipolar point sources. After establishing an algorithm that allows to identify the number, the locations and the moments of poles, we provide a stability estimate of the algorithm under the measurement error. [ABSTRACT FROM PUBLISHER]

For the Keller–Segel model, it was conjectured by Childress and Percus (1984, Chemotactic collapse in two dimensions. In Lecture Notes in Biomath. Vol. 55, Springer, Berlin-Heidelberg-New York, 1984, pp. 61–66) that in a two-dimensional domain there exists a critical number C such that if the initial mass is strictly less than C, then the solution exists globally in time and if it is strictly larger than C blowup happens. For different versions of the Keller–Segel model, the conjecture has essentially been proved. The case of several chemotactic species introduces an additional question: What is the analogue for the critical mass obtained for the single species system? In this paper, we investigate for a two-species model for chemotaxis in 2 the conditions on the initial data, which determine blowup or global existence in time. Specifically, we find a curve in the plane of masses such that outside of it there is blowup and inside of it global existence in time is proved when the initial masses satisfy a threshold condition. Optimality of this condition is discussed through an analysis in the radial case. Finally, we show in the case of blowup for general data how it is possible to obtain a balance between entropies and prove what species should aggregates first. [ABSTRACT FROM AUTHOR]

Dense, dry granular avalanches are very efficient at sorting the larger particles towards the free surface of the flow, and finer grains towards the base, through the combined processes of kinetic sieving and squeeze expulsion. This generates an inversely graded particle-size distribution, which is fundamental to a variety of pattern formation mechanisms, as well as subtle size-mobility feedback effects, leading to the formation of coarse-grained lateral levees that create channels in geophysical flows, enhancing their run-out. In this paper we investigate some of the properties of a recent model [Gray, J. M. N. T. & Thornton, A. R. (2005) A theory for particle size segregation in shallow granular free-surface flows. Proc. R. Soc. 461, 1447?1473]; [Thornton, A. R., Gray, J. M. N. T. & Hogg, A. J. (2006) A three-phase mixture theory for particle size segregation in shallow granular free-surface flows. J. Fluid. Mech. 550, 1?25] for the segregation of particles of two sizes but the same density in a shear flow typical of shallow avalanches. The model is a scalar conservation law in space and time, for the volume fraction of smaller particles, with non-constant coefficients depending on depth within the avalanche. It is proved that for steady flow from an inlet, complete segregation occurs beyond a certain finite distance down the slope, no matter what the mixture at the inlet. In time-dependent flow, dynamic shock waves can develop; they are interfaces separating different mixes of particles. Shock waves are shown to be stable if and only if there is a greater concentration of large particles above the interface than below. Constructions with shocks and rarefaction waves are demonstrated on a pair of physically relevant initial boundary value problems, in which a region of all small particles is penetrated from the inlet by either a uniform mixture of particles or by a layer of small particles over a layer of large particles. In both cases, and under a linear shear flow, solutions are constructed for all time and shown to have similar structure for all choices of parameters. [ABSTRACT FROM AUTHOR]

The superheating that usually occurs when a solid is melted by volumetric heating can produce irregular solid–liquid interfaces. Such interfaces can be visualised in ice, where they are sometimes known as Tyndall stars. This paper describes some of the experimental observations of Tyndall stars and a mathematical model for the early stages of their evolution. The modelling is complicated by the strong crystalline anisotropy, which results in an anisotropic kinetic undercooling at the interface; it leads to an interesting class of free boundary problems that treat the melt region as infinitesimally thin. [ABSTRACT FROM AUTHOR]

In this paper, we consider diffusion, reaction and dissolution of mobile and immobile chemical species present in a porous medium. Inflow–outflow boundary conditions are considered at the outer boundary and the reactions amongst the species are assumed to be reversible which yield highly nonlinear reaction rate terms. The dissolution of immobile species takes place on the surfaces of the solid parts. Modelling of these processes leads to a system of coupled semilinear partial differential equations together with a system of ordinary differential equations (ODEs) with multi-valued right-hand sides. We prove the global existence of a unique positive weak solution of this model using a regularization technique, Schaefer's fixed point theorem and Lyapunov type arguments. [ABSTRACT FROM PUBLISHER]

In this paper, Chebyshev series and rigorous numerics are combined to compute solutions of the Euler-Lagrange equations for the one-dimensional Ginzburg-Landau model of superconductivity. The idea is to recast solutions as fixed points of a Newton-like operator defined on a Banach space of rapidly decaying Chebyshev coefficients. Analytic estimates, the radii polynomials and the contraction mapping theorem are combined to show existence of solutions near numerical approximations. Coexistence of as many as seven nontrivial solutions is proved. [ABSTRACT FROM PUBLISHER]

In this paper, we study an adsorption model arising in the dynamics of several surfactants at the air-water interface, where the Langmuir isotherm is employed for modelling the time-dependent surface concentration, providing a nonlinear dynamical boundary condition. Existence of a weak solution is proved by using the Rothe method for a semi-discrete problem in time. After obtaining some a priori estimates and passing to the limit in the time discretization parameter, we conclude that the original Langmuir problem has a bounded solution. An uniqueness result is also given. [ABSTRACT FROM AUTHOR]

This paper presents new results allowing an unknown non-Gaussian positive matrix-valued random field to be identified through a stochastic elliptic boundary value problem, solving a statistical inverse problem. A new general class of non-Gaussian positive-definite matrix-valued random fields, adapted to the statistical inverse problems in high stochastic dimension for their experimental identification, is introduced and its properties are analysed. A minimal parameterisation of discretised random fields belonging to this general class is proposed. Using this parameterisation of the general class, a complete identification procedure is proposed. New results of the mathematical and numerical analyses of the parameterised stochastic elliptic boundary value problem are presented. The numerical solution of this parametric stochastic problem provides an explicit approximation of the application that maps the parameterised general class of random fields to the corresponding set of random solutions. This approximation can be used during the identification procedure in order to avoid the solution of multiple forward stochastic problems. Since the proposed general class of random fields possibly contains random fields which are not uniformly bounded, a particular mathematical analysis is developed and dedicated approximation methods are introduced. In order to obtain an algorithm for constructing the approximation of a very high-dimensional map, complexity reduction methods are introduced and are based on the use of sparse or low-rank approximation methods that exploit the tensor structure of the solution which results from the parameterisation of the general class of random fields. [ABSTRACT FROM PUBLISHER]

In this paper we establish an existence and uniqueness result for a class of non-local elliptic differential equations with the Dirichlet boundary conditions, which, in general, do not accept a maximum principle. We introduce one monotone sequence of lower–upper pairs of solutions and prove uniform convergence of that sequence to the actual solution of the problem, which is the unique solution for some range of λ (the parameter of the problem). The convergence of the iterative sequence is tested through examples with an order of convergence greater than 1. [ABSTRACT FROM AUTHOR]

In this special issue of the European Journal of Applied Mathematics we celebrate the 75th birthday of its founding editor, Professor John Ockendon.John started his research career with his D.Phil., awarded in 1965, working with Alan Tayler at the University of Oxford. John's background was in fluid mechanics, covering a wide range of topics, including, lubrication flows, flows in porous media, hypersonic aerodynamics, sloshing phenomena, and flow separation. He soon became involved in industrial research which led, in particular, to his interest in the field of free boundary problems, an area in which he became a driving force, through papers, conferences, and particularly through the fostering of regular international meetings and personal interactions. His pioneering work in the field was particularly concentrated in diffusion-controlled moving boundary problems that arise in various applications, such as in phase change problems, elastic-contact problems and the fundamental Hele-Shaw free boundary problem. The industrial collaborations also led to mathematical studies of lens design, fibre extrusion, fluidised beds, glass manufacture and semiconductor devices, to name but a few, and to problems in scattering and wave theory, non-linear wave propagation and non-linear oscillations, as well as mechanics and heat and mass transfer. He continues to work on PDEs and asymptotics applied to new well-founded models from the real world, with a particular focus in the physical and earth sciences. [ABSTRACT FROM AUTHOR]

Two boundary value problems are solved for potential steady-state 2D Darcian seepage flows towards a line sink in a homogeneous isotropic soil from a ponded land surface, which is not flat but profiled. The aim of this shaping is 'uniformisation' of the velocity and travel time between this surface and a horizontal drain modelled by a line sink. The complex potential domain is a half-strip, which is mapped onto a reference plane. Either the velocity magnitude or a vertical coordinate along the land surface are control variables. Either a complexified velocity or complex physical coordinate is reconstructed by solving mixed boundary-value problems with the help of the Keldysh-Sedov formula via singular integrals, the kernel of which are the control functions. The flow nets, isotachs and breakthrough curves are found by computer algebra routines. A designed soil hump above the drain ameliorates an unwanted 'preferential flow' (shortcut) and improves leaching of salinised soil of a cropfield during a pre-cultivation season. [ABSTRACT FROM AUTHOR]

The classical half-line Robin problem for the heat equation may be solved via a spatial Fourier transform method. In this work, we study the problem in which the static Robin condition $$bq(0,t) + {q_x}(0,t) = 0$$ is replaced with a dynamic Robin condition; $$b = b(t)$$ is allowed to vary in time. Applications include convective heating by a corrosive liquid. We present a solution representation and justify its validity, via an extension of the Fokas transform method. We show how to reduce the problem to a variable coefficient fractional linear ordinary differential equation for the Dirichlet boundary value. We implement the fractional Frobenius method to solve this equation and justify that the error in the approximate solution of the original problem converges appropriately. We also demonstrate an argument for existence and unicity of solutions to the original dynamic Robin problem for the heat equation. Finally, we extend these results to linear evolution equations of arbitrary spatial order on the half-line, with arbitrary linear dynamic boundary conditions. [ABSTRACT FROM AUTHOR]

We extend previous weak well-posedness results obtained in Frigeri et al. (2017, Solvability, Regularity, and Optimal Control of Boundary Value Problems for PDEs, Vol. 22, Springer, Cham, pp. 217–254) concerning a non-local variant of a diffuse interface tumour model proposed by Hawkins-Daarud et al. (2012, Int. J. Numer. Method Biomed. Engng.28, 3–24). The model consists of a non-local Cahn–Hilliard equation with degenerate mobility and singular potential for the phase field variable, coupled to a reaction–diffusion equation for the concentration of a nutrient. We prove the existence of strong solutions to the model and establish some high-order continuous dependence estimates, even in the presence of concentration-dependent mobilities for the nutrient variable in two spatial dimensions. Then, we apply the new regularity results to study an inverse problem identifying the initial tumour distribution from measurements at the terminal time. Formulating the Tikhonov regularised inverse problem as a constrained minimisation problem, we establish the existence of minimisers and derive first-order necessary optimality conditions. [ABSTRACT FROM AUTHOR]

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. [ABSTRACT FROM AUTHOR]

The present work is part of a series of studies conducted by the authors on analytical models of avascular tumour growth that exhibit both geometrical anisotropy and physical inhomogeneity. In particular, we consider a tumour structure formed in distinct ellipsoidal regions occupied by cell populations at a certain stage of their biological cycle. The cancer cells receive nutrient by diffusion from an inhomogeneous supply and they are subject to also an inhomogeneous pressure field imposed by the tumour microenvironment. It is proved that the lack of symmetry is strongly connected to a special condition that should hold between the data imposed by the tumour's surrounding medium, in order for the ellipsoidal growth to be realizable, a feature already present in other non-symmetrical yet more degenerate models. The nutrient and the inhibitor concentration, as well as the pressure field, are provided in analytical fashion via closed-form series solutions in terms of ellipsoidal eigenfunctions, while their behaviour is demonstrated by indicative plots. The evolution equation of all the tumour's ellipsoidal interfaces is postulated in ellipsoidal terms and a numerical implementation is provided in view of its solution. From the mathematical point of view, the ellipsoidal system is the most general coordinate system that the Laplace operator, which dominates the mathematical models of avascular growth, enjoys spectral decomposition. Therefore, we consider the ellipsoidal model presented in this work, as the most general analytic model describing the avascular growth in inhomogeneous environment. Additionally, due to the intrinsic degrees of freedom inherited to the model by the ellipsoidal geometry, the ellipsoidal model presented can be adapted to a very populous class of avascular tumours, varying in figure and in orientation. [ABSTRACT FROM AUTHOR]

A new two-phase model for concentrated suspensions is derived that incorporates a constitutive law combining the rheology for non-Brownian suspension and granular flow. The resulting model exhibits a yield-stress behaviour for the solid phase depending on the collision pressure. This property is investigated for the simple geometry of plane Poiseuille flow, where an unyielded or jammed zone of finite width arises in the centre of the channel. For the steady states of this problem, the governing equations are reduced to a boundary value problem for a system of ordinary differential equations and the conditions for existence of solutions with jammed regions are investigated using phase-space methods. For the general time-dependent case a new drift-flux model is derived using matched asymptotic expansions that takes into account the boundary layers at the walls and the interface between the yielded and unyielded region. The drift-flux model is used to numerically study the dynamic behaviour of the suspension flow, including the appearance and evolution of an unyielded or jammed regions. [ABSTRACT FROM AUTHOR]

We consider a non-local version of the Cahn–Hilliard equation characterized by the presence of a fractional diffusion operator, and which is subject to fractional dynamic boundary conditions. Our system generalizes the classical system in which the dynamic boundary condition was used to describe any relaxation dynamics of the order-parameter at the walls. The proposed fractional dynamic boundary condition appears to be more general in the sense that it incorporates non-local effects which were completely ignored in the classical approach. We aim to deduce well-posedness and regularity results as well as to establish the existence of finite-dimensional attractors for this system. [ABSTRACT FROM PUBLISHER]

We study a free boundary problem for the Fisher-KPP equation: ut = uxx + f(u) (g(t) < x < h(t)) with free boundary conditions h′(t) = −ux(t, h(t)) − α and g′(t) = −ux(t, g(t)) + β for 0 < β < α. This problem can model the spreading of a biological or chemical species, where free boundaries represent the spreading fronts of the species. We investigate the asymptotic behaviour of bounded solutions. There are two parameters α0 and α* 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, i.e., h(t) − g(t) → +∞ and u(t, ⋅ + ct) → 1 with c ∈ (cL, cR), where cL and cR are the asymptotic spreading speed of g(t) and h(t), respectively, (cR > 0 > cL when 0 < β < α < α0; cR = 0 >cL when 0 < β < α = α0; 0 > cR > cL when α0 < α < α* and 0 < β < α0); (i-2) vanishing, i.e., limt→Th(t) = limt→Tg(t) and limt→T u(t, x) = 0, where T is some positive constant; (i-3) transition, i.e., g(t) → −∞, h(t) → −∞, 0 < limt→∞[h(t) − g(t)] < +∞ and u(t, x) → V*(x − c*t) with c* < 0, where V*(x − c*t) is a travelling wave with compact support and which satisfies the free boundary conditions. (ii) in case β ≥ α0 or α ≥ α*, vanishing happens for any solution. [ABSTRACT FROM AUTHOR]

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. [ABSTRACT FROM AUTHOR]

A three-dimensional model of the varistor device is proposed. The thermal and electric conductivity of the material are taken to depend, in addition to the electric potential, on the temperature. Two theorems of existence and uniqueness of solutions for the boundary-value problem which determine the potential and the temperature inside the device are proposed. Levy–Caccioppoli global inversion theorem is used for the proof. [ABSTRACT FROM PUBLISHER]

We present local existence and uniqueness results for the following 2 + 1 diffusive-dispersive equation due to P. Hall arising in modelling of river braiding: uyyt - γuxxx - αuyyyy - βuyy + (u²)xyy = 0 for (x,y) ∊ [0, 2π] × [0, π], t > 0, with boundary condition uy=0=uyyy at y=0 and y=π and 2π periodicity in x, using a contraction mapping argument in a Bourgain-type space Ts,b. We also show that the energy ∥u(·, ·, t)∥2L² and cumulative dissipation ∫0t∥uy (·, ·, s)∥²L²dt are globally controlled in time t. [ABSTRACT FROM AUTHOR]

Within the framework of variational modelling we derive a one-phase moving boundary problem describing the motion of a semipermeable membrane enclosing a viscous liquid, driven by osmotic pressure and surface tension of the membrane. For this problem we prove the existence of classical solutions for a short-time. [ABSTRACT FROM AUTHOR]

We consider Hele-Shaw flows driven by injection of a highly shear-thinning power-law fluid (of exponent n) in the absence of surface tension. We formulate the problem in terms of the streamfunction ψ, which satisfies the p-Laplacian equation ∇·(|∇ψ|p−2∇ψ) = 0 (with p = (n+1)/n) and use the method of matched asymptotic expansions in the large n (extreme-shear-thinning) limit to find an approximate solution. The results show that significant flow occurs only in (I) segments of a (single) circle centred on the injection point, whose perimeters comprise the portion of free boundary closest to the injection point and (II) an exponentially small region around the injection point and (III) a transition region to the rest of the fluid: while the flow in the latter is exponentially slow it can be characterised in detail. [ABSTRACT FROM AUTHOR]

The aim of this article is to study the existence and uniqueness of solution for a quasistatic fully coupled thermoelastic problem arising from some metallurgical processes. We consider mixed boundary conditions for both submodels, and a Robin boundary condition for the thermal one. Furthermore, the reference temperature, the thermal conductivity and the Lamé's parameters are assumed to depend on the material point. [ABSTRACT FROM PUBLISHER]

Of concern is the stability and bifurcation analysis of a free boundary problem modelling the growth of multi-layer tumours. A remarkable feature of this problem lies in that the free boundary is imposed with nonlinear boundary conditions, where a Gibbs–Thomson relation is taken into account. By employing a functional approach, analytic semigroup theory and bifurcation theory, we prove that there exists a positive threshold value γ* of surface tension coefficient γ such that if γ > γ* then the unique flat stationary solution is asymptotically stable under non-flat perturbations, while for γ < γ* this unique flat stationary solution is unstable and there exists a series of non-flat stationary solutions bifurcating from it. The result indicates a significant phenomenon that a smaller value of surface tension coefficient γ may make tumours more aggressive. [ABSTRACT FROM PUBLISHER]

We consider a diffuse interface model of tumour growth proposed by A. Hawkins-Daruud et al. ((2013) J. Math. Biol.67 1457–1485). This model consists of the Cahn–Hilliard equation for the tumour cell fraction ϕ nonlinearly coupled with a reaction–diffusion equation for ψ, which represents the nutrient-rich extracellular water volume fraction. The coupling is expressed through a suitable proliferation function p(ϕ) multiplied by the differences of the chemical potentials for ϕ and ψ. The system is equipped with no-flux boundary conditions which give the conservation of the total mass, that is, the spatial average of ϕ + ψ. Here, we prove the existence of a weak solution to the associated Cauchy problem, provided that the potential F and p satisfy sufficiently general conditions. Then we show that the weak solution is unique and continuously depends on the initial data, provided that p satisfies slightly stronger growth restrictions. Also, we demonstrate the existence of a strong solution and that any weak solution regularizes in finite time. Finally, we prove the existence of the global attractor in a phase space characterized by an a priori bounded energy. [ABSTRACT FROM PUBLISHER]

A problem of plane inertial motion of an ideal incompressible fluid with a free boundary, which initially has a quadratic velocity field, is studied by semi-analytical methods. A conformal mapping of the domain occupied by the fluid onto a unit circle is sought in the form of a power series with respect to time. Summation of series is performed by using Padé approximants. [ABSTRACT FROM AUTHOR]

We examine the effect of a kinetic undercooling condition on the evolution of a free boundary in Hele-Shaw flow, in both bubble and channel geometries. We present analytical and numerical evidence that the bubble boundary is unstable and may develop one or more corners in finite time, for both expansion and contraction cases. This loss of regularity is interesting because it occurs regardless of whether the less viscous fluid is displacing the more viscous fluid, or vice versa. We show that small contracting bubbles are described to leading order by a well-studied geometric flow rule. Exact solutions to this asymptotic problem continue past the corner formation until the bubble contracts to a point as a slit in the limit. Lastly, we consider the evolving boundary with kinetic undercooling in a Saffman-Taylor channel geometry. The boundary may either form corners in finite time, or evolve to a single long finger travelling at constant speed, depending on the strength of kinetic undercooling. We demonstrate these two different behaviours numerically. For the travelling finger, we present results of a numerical solution method similar to that used to demonstrate the selection of discrete fingers by surface tension. With kinetic undercooling, a continuum of corner-free travelling fingers exists for any finger width above a critical value, which goes to zero as the kinetic undercooling vanishes. We have not been able to compute the discrete family of analytic solutions, predicted by previous asymptotic analysis, because the numerical scheme cannot distinguish between solutions characterised by analytic fingers and those which are corner-free but non-analytic. [ABSTRACT FROM AUTHOR]

The behaviour of two-dimensional finite blobs of conducting viscous fluid in a Hele-Shaw cell subject to an electric field is considered. The time-dependent free boundary problem is studied both analytically using the Schwarz function of the free boundary and numerically using a boundary integral method. Various problems are considered, including (i) the behaviour of an initially circular blob of conducting fluid subject to an electric point charge located arbitrarily within the blob, (ii) the delay in cusp formation on the free boundary in sink-driven flow due to a strategically placed electric charge and (iii) the stability of exact steady solutions having both hydrodynamic and electric forcing. [ABSTRACT FROM AUTHOR]

We develop a mathematical model for a three-phase free boundary problem in one dimension that involves interactions between gas, water and ice. The dynamics are driven by melting of the ice layer, while the pressurized gas also dissolves within the meltwater. The model incorporates the Stefan condition at the water–ice interface along with Henry's law for dissolution of gas at the gas–water interface. We employ a quasi-steady approximation for the phase temperatures and then derive a series solution for the interface positions. A non-standard feature of the model is an integral free boundary condition that arises from mass conservation owing to changes in gas density at the gas–water interface, which makes the problem non-self-adjoint. We derive a two-scale asymptotic series solution for the dissolved gas concentration, which because of the non-self-adjointness gives rise to a Fourier series expansion in eigenfunctions that do not satisfy the usual orthogonality conditions. Numerical simulations of the original governing equations are used to validate series approximations. [ABSTRACT FROM AUTHOR]

We revisit the American put and call option valuation problems. We derive analytical formulas for the option prices and approximate ordinary differential equations for the optimal exercise boundaries. Numerical simulations yield accurate option prices and comparable computational speeds when benchmarked against the binomial method for calculating option prices. Our approach is based on the Mellin transform and an adaptation of the Kármán–Pohlausen technique for boundary layers in fluid mechanics. [ABSTRACT FROM AUTHOR]

We study an initial-boundary value problem for a coupled Cahn–Hilliard–Hele–Shaw system that models tumour growth. For large initial data with finite energy, we prove global (local resp.) existence, uniqueness, higher order spatial regularity and the Gevrey spatial regularity of strong solutions to the initial-boundary value problem in two dimensions (three dimensions resp.). Asymptotically in time, we show that the solution converges to a constant state exponentially fast as time tends to infinity under certain assumptions. [ABSTRACT FROM AUTHOR]

We study the radial-hedgehog solution in a three-dimensional spherical droplet, with homeotropic boundary conditions, within the Landau–de Gennes theory for nematic liquid crystals. The radial-hedgehog solution is a candidate for a global Landau–de Gennes minimiser in this model framework and is also a prototype configuration for studying isolated point defects in condensed matter physics. The static properties of the radial-hedgehog solution are governed by a non-linear singular ordinary differential equation. We study the analogies between Ginzburg–Landau vortices and the radial-hedgehog solution and demonstrate a Ginzburg–Landau limit for the Landau–de Gennes theory. We prove that the radial-hedgehog solution is not the global Landau–de Gennes minimiser for droplets of finite radius and sufficiently low temperatures and prove the stability of the radial-hedgehog solution in other parameter regimes. These results contain quantitative information about the effect of geometry and temperature on the properties of the radial-hedgehog solution and the associated biaxial instabilities. [ABSTRACT FROM PUBLISHER]

The Stefan problem is coupled with a spatially inhomogeneous and anisotropic Gibbs–Thomson condition at the phase boundary. We show the long-time existence of weak solutions for the non-degenerate Stefan problem with a spatially inhomogeneous and anisotropic Gibbs–Thomson law and a conditional existence result for the corresponding degenerate Stefan problem. To this end, approximate solutions are constructed by means of variational problems for energy functionals with spatially inhomogeneous and anisotropic interfacial energy. By passing to the limit, we establish solutions of the Stefan problem with a spatially inhomogeneous and anisotropic Gibbs–Thomson law in a weak generalised BV-formulation. [ABSTRACT FROM AUTHOR]

Continuous dependence upon the elastic moduli of the total energy, and consequently in appropriate measure of the stress, strain and displacement, is established in the initial boundary value problem defined on a semi-infinite cylinder occupied by a linear anisotropic compressible elastic material. Free, constrained and mixed boundary conditions on the lateral surface of the cylinder are discussed. The conclusions are obtained using differential inequalities and partly depend upon previously published results. [ABSTRACT FROM AUTHOR]

We study the homogenisation of the Stokes system with a non-homogeneous Fourier boundary condition on the boundary of the holes, depending on a parameter γ. Such systems arise in the modelling of the flow of an incompressible viscous fluid through a porous medium under the influence of body forces. At the limit, by using the periodic unfolding method in perforated domains, we obtain, following the values of γ, different Darcy's laws of type Mu = −N∇p + F with suitable matrices M and N with F depending on the right-hand side in the bulk term and in the boundary condition. [ABSTRACT FROM AUTHOR]

We consider a mathematical model which describes the frictional contact between a piezoelectric body and a foundation. The material behaviour is modelled with a non-linear electro-elastic constitutive law, the contact is bilateral, the process is static and the foundation is assumed to be electrically conductive. Both the friction law and the electrical conductivity condition on the contact surface are described with subdifferential boundary conditions. We derive a variational formulation of the problem which is of the form of a system of two coupled hemi-variational inequalities for the displacement and the electric potential fields, respectively. Then we prove the existence of a weak solution to the model and, under additional assumptions, its uniqueness. The proof is based on an abstract result on operator inclusions in Banach spaces. [ABSTRACT FROM AUTHOR]

We consider a solution of a mono-component oil and wax. The latter is dissolved in the oil if the temperature is above the so-called cloud point (which depends on the concentration) and it segregates in the form of solid crystals if temperature is below the cloud point. As the solid fraction of wax increases, the diffusivity of liquid wax in the oil decreases (gelification), eventually vanishing. We study a one-dimensional model where temperature is initially above the cloud point and then it is lowered to induce diffusion and gelification. We formulate the relevant mathematical problem (a free boundary problem), studying its well-posedness and showing some qualitative results. [ABSTRACT FROM AUTHOR]

We deal with a variational approach to the inverse crack problem, that is the detection and reconstruction of cracks, and other defects, inside a conducting body by performing boundary measurements of current and voltage type. We formulate such an inverse problem in a free-discontinuity problems framework and propose a novel method for the numerical reconstruction of the cracks by the available boundary data. The proposed method is amenable to numerical computations and it is justified by a convergence analysis, as the error on the measurements goes to zero. We further notice that we use the Γ-convergence approximation of the Mumford–Shah functional due to Ambrosio and Tortorelli as the required regularization term. [ABSTRACT FROM PUBLISHER]

A steady-state bubble solution to the constrained mass conserving Allen?Cahn equation in a two-dimensional domain is constructed in the limit of small diffusivity. The solution is asymptotically constant inside a circle of radius rbcentred at some unknown location x0and has a sharp interface at the bubble radius that allows for a transition to a different asymptotically constant state outside the bubble. In a study by M. J. Ward (Metastable bubble solutions for the Allen?Cahn equation with mass conservation. SIAM J. Appl. Math. 56, 1996, 247?1279), the bubble centre was determined by a limiting solvability condition. The solution found by Ward suggests the existence of a corner type boundary layer where the normal derivative of the bubble solution readjusts to satisfy the no-flux condition at the boundary of the domain. This work is concerned with the details of the readjustment. A variational approach similar to the one of W. L. Kath, C. Knessl and B. J. Matkowsky (A variational approach to nonlinear singularly perturbed boundary-value problems. Stud. Appl. Math. 77, 1987, 61?88) shows the formation of a corner layer (for the derivative of the solution) which influences as a high-order correction the available determination of the bubble centre. This corner layer describes to leading order the readjustment of the level lines of the bubble to lines parallel to the boundary of the container; moreover, it provides to leading order a smooth solution across the corner layer. [ABSTRACT FROM AUTHOR]

We consider a single-species structured population with distributed maturity and spatial diffusion in a cylindrical domain subject to Neumann and Robin boundary conditions. We first establish the threshold property of the reaction?diffusion system with distributed delay and non-local interaction in a corresponding lower-dimensional domain, so that the system approaches either an extinction state or a stable spatially varying pattern. We then investigate the transition from the extinction state to the stable pattern of the system in the cylindrical domain. [ABSTRACT FROM AUTHOR]

The quasi-steady power-law Stokes flow of a mixture of incompressible fluids with shear-dependent viscosity is studied. The fluids are immiscible and have constant densities. Existence results are presented for both the no-slip and the no-stick boundary value conditions. Use is made of Schauder's fixed-point theorem, compactness arguments, and DiPerna?Lions renormalized solutions. [ABSTRACT FROM AUTHOR]