We introduce and analyse a class of quasi-self-similar solutions of the thin film equation to describe the dynamics of expanding liquid films on a solid surface. Using these solutions as intermediate asymptotics profiles, we obtain a quantitative expression for the shape of the film and a relation between the speed of the contact line and the macroscopic and microscopic contact angles.

The mathematical model of the flow of a viscous lubricant between elastic bearings leads to the study of a highly non-linear and non-local elliptic variational inequality. We discuss the existence of a solution by using an a prioriL∞-estimate. This method allows us to solve a large class of problems, including those arising from the linear Hertzian theory, and yields new existence results for the cases of a pressure-dependent viscosity or the inclusion of a load constraint. For small data the uniqueness of the solution holds, and we show that in the cylindrical journal bearing problem with small eccentricity ratio, the free boundary is given by two disjoint differentiable arcs close to the free boundary of the first-order approximate solution.

The aim of the paper is to explore non-local reverse-space matrix non-linear Schrödinger equations and their inverse scattering transforms. Riemann–Hilbert problems are formulated to analyse the inverse scattering problems, and the Sokhotski–Plemelj formula is used to determine Gelfand–Levitan–Marchenko-type integral equations for generalised matrix Jost solutions. Soliton solutions are constructed through the reflectionless transforms associated with poles of the Riemann–Hilbert problems.

Low order differential equations typically have solutions which represent homoclinic or heteroclinic orbits between singular points in the phase plane. These orbits occur when the stable manifold of one singular point intersects or coincides with its unstable manifold, or the unstable manifold of another singular point. This paper investigates the persistence of these orbits when small dispersion is added to the system. In the perturbed system the stable manifold of a singular point passes through an exponentially small neighbourhood of a singular point and careful analysis is required to determine whether a homoclinic or heteroclinic connection is achieved.

The purpose of this paper is to study a mathematical model of lubricating flow between elastic surfaces obeying the linear Hertzian theory when cavitation takes place. Cavitation is a free boundary phenomenon that is described in this paper by the New Elrod–Adams model. This model introduces the concentration of fluid as well as the pressure as unknown functions and is suggested in preference to the classical variational inequality due to its ability to describe inflow and outflow. This leads to a nonlinear variational and nonlocal equation. Herein, an existence theorem is proved by means of two different techniques.

This article is concerned with the structure and stability properties of a combustion front that propagates in the axial direction along the surface of a cylindrical solid fuel element. The fuel consists of a mixture of two finely ground metallic powders, which combine upon ignition in a one-step chemical reaction. The reaction is accompanied by a melting process, which in turn enhances the reaction rate. The combustion products are in the solid state. The reaction zone, inside which the melting occurs, is modelled as a front that propagates along the surface of the cylinder. The different modes of propagation that have been observed experimentally (such as single- and multiheaded spin combustion and multiple-point combustion) are explained as the results of bifurcations from a uniformly propagating plane circular front. The stability properties of the various modes are discussed.

Solutions to a boundary-value problem involving a second-order linear functional differential equation with an advanced argument are investigated in this paper. The boundary conditions imposed on the differential equation are analogous to conditions defining various singular Sturm-Liouville problems, and if an eigenvalue parameter is introduced certain properties of the spectrum can be deduced having analogues with the classical problem. Dirichlet series solutions are constructed for the problem and it is established that the spectrum contains an infinite number of real positive eigenvalues. A Laplace transform analysis of the problem then reveals that the spectrum does not generically consist of isolated points and that there may be an infinite number of eigenfunctions corresponding to a given eigenvalue. In contrast, it is also shown that there is a subset of eigenvalues that correspond to the zeros of an entire function for which the corresponding eigenfunctions are unique.

A one-dimensional model of clarifier-thickener units in engineering applications can be expressed as a conservation law with a flux that is discontinuous with respect to the spatial variable. This model also includes a singular feed source. In this paper, the clarifier-thickener model studied in a previous paper (Numer. Math.97 (2004) 25–65) is extended by a singular sink through which material is extracted from the unit. A difficulty is that in contrast to the singular source, the sink term cannot be incorporated into the flux function; rather, the sink is represented by a new non-conservative transport term. To focus on the new analytical difficulties arising due to this non-conservative term, a reduced problem is formulated, which contains the new sink term of the extended clarifier-thickener model, but not the source term and flux discontinuities. The paper is concerned with numerical methods for both models (extended and reduced) and with the well-posedness analysis for the reduced problem. For the reduced problem, a definition of entropy solutions, based on Kružkov-type entropy functions and fluxes, is provided. Jump conditions are derived and uniqueness of the entropy solution is shown. Existence of an entropy solution is shown by proving convergence of a monotone difference scheme. Two variants of the numerical scheme are introduced. Numerical examples illustrate that all three variants converge to the entropy solution, but introduce different amounts of numerical diffusion.

This paper is devoted to an analysis of the formation of oscillatory viscous fingers in a Hele-Shaw cell on the basis of the interfacial wave theory, previously established for the pattern formation dynamics in dendrite growth, as well as in the classic Saffman–Taylor flow. In particular, we study the problem of selection and persistence of oscillatory fingers with a tiny bubble at the finger tip. We obtain uniformly valid asymptotic solutions for this problem, and derive the linear, global wave instability mechanism for this more complicated system. The global, neutrally stable modes are computed in a large region of parameters, which select the form of oscillatory fingers in the later stage of evolution. We have compared the theoretical predictions with the experimental data by Couder et al. (1986) and by Kopf-Sill & Homsy (1987), and found excellent quantitative agreement.

In this paper, we consider the penalty method to solve the unilateral contact with friction between an electro-elastic body and a conductive foundation. Mathematical properties, such as the existence of a solution to the penalty problem and its convergence to the solution of the original problem, are reported. Then, we present a finite elements approximation for the penalised problem and prove its convergence. Finally, we propose an iterative method to solve the resulting finite element system and establish its convergence.

Nonstationary two-dimensional filtration in a porous medium is considered, whereby part of the medium is saturated, another part is unsaturated but wet, and the remaining part is dry. The saturated/unsaturated and unsaturated/dry interfaces are free boundaries. It is shown that there exists a unique solution, and that the saturation function is continuous in the wet portion of the medium; this implies that the two interfaces are separated. Under some monotonicity-type conditions on the initial and boundary data it is shown that the free boundaries are continuous.

In this paper we investigate the model for the motion of a contact line over a smooth solid surface developed by Shikhmurzaev, [24]. We show that the formulation is incomplete as it stands, since the mathematical structure of the model indicates that an additional condition is required at the contact line. Recent work by Bedeaux, [4], provides this missing condition, and we examine the consequences of this for the relationship between the contact angle and contact line speed for Stokes flow, using asymptotic methods to investigate the case of small capillary number, and a boundary integral method to find the solution for general capillary number, which allows us to include the effect of viscous bending. We compare the theory with experimental data from a plunging tape experiment with water/glycerol mixtures of varying viscosities [11]. We find that we are able to obtain a reasonable fit using Shikhmurzaev's model, but that it remains unclear whether the linearized surface thermodynamics that underlies the theory provide an adequate description for the motion of a contact line.

We prove the existence of a family of Travelling Wave (TW) solutions for a large class of scalar reaction-diffusion equations with degenerate, nonlinear diffusion coefficients and monostable nonlinear reaction terms. We also investigate stability. Specifically, we show that, as in the linear diffusion case [6], the slowest TW in the family yields the asymptotic rate of the propagation of disturbances from the unstable rest state in these systems. In addition, we give conditions on the reaction term and diffusion coefficient ensuring the existence of interfaces.

Consider the two-dimensional quasi-steady Stokes flow of an incompressible Newtonian fluid occupying a time-dependent region bounded by free surfaces, the motion being driven solely by a constant surface tension acting at the free boundaries. When the fluid region is simply-connected, it is known that this Stokes flow problem is closely related to a Hele-Shaw free boundary problem when the zero-surface-tension model is employed. Specifically, if the initial configuration for the Stokes flow problem can be produced by injection at N points into an empty Hele-Shaw cell, then so can all later configurations. Moreover, there are N invariants; while the N points at which injection must take place move, the amount to be injected at each of these points remains the same. In this paper, we consider the situation when the fluid region is doubly-connected and show that, provided the geometry has an appropriate rotational symmetry, the same results continue to hold and can be exploited to determine the solution of the Stokes flow problem.

We study inversion of the spherical Radon transform with centres on a sphere (the data acquisition set). Such inversions are essential in various image reconstruction problems arising in medical, radar and sonar imaging. In the case of radially incomplete data, we show that the spherical Radon transform can be uniquely inverted recovering the image function in spherical shells. Our result is valid when the support of the image function is inside the data acquisition sphere, outside that sphere, as well as on both sides of the sphere. Furthermore, in addition to the uniqueness result, our method of proof provides reconstruction formulas for all those cases. We present a robust computational algorithm and demonstrate its accuracy and efficiency on several numerical examples.

This special issue of the European journal of applied mathematics features research articles that involve the application of mathematical methodologies to the modelling of a broad range of problems related to crime and security. Some specific topics in this issue include recent developments in mathematical models of residential burglary, a dynamical model for the spatial spread of riots initiated by some triggering event, the analysis and development of game-theoretic models of crime and conflict, the study of statistically based models of insurgent activity and terrorism using real-world data sets, models for the optimal strategy of police deployment under realistic constraints, and a model of cyber crime as related to the study of spiking behaviour in social network cyberspace communications. Overall, the mathematical and computational methodologies employed in these studies are as diverse as the specific applications themselves and the scales (spatial or otherwise) to which they are applied. These methodologies range from statistical and stochastic methods based on maximum likelihood methods, Bayesian equilibria, regression analysis, self-excited Hawkes point processes, agent-based random walk models on networks, to more traditional applied mathematical methods such as dynamical systems and stability theory, the theory of Nash equilibria, rigorous methods in partial differential equations and travelling wave theory, and asymptotic methods that exploit disparate space and time scales.

We introduce the concept of B-determining equations of a system of partial differential equations that generalize the defining equations of the symmetry groups. We show how this concept may be applied to obtain exact solutions of partial differential equations. The exposition is reasonable self-contained, and supplemented by examples of direct physical importance, chosen from fluid mechanics.

In this paper, a closed-form pricing formula in the form of an infinite series for European call options is derived for the Heston stochastic volatility model under a chosen martingale measure. Given that markets with the stochastic volatility are incomplete, there exists a number of equivalent martingale measures and consequently investors face a problem of making a choice of appropriate measure when they price options. The one we adopt here is the so-called minimal entropy martingale measure shown to be related to the expected utility maximization theory (Frittelli 2000 Math. Finance10(1), 39–52) and the financial rationality for choosing this measure will be further illustrated in this paper. A great advantage of our newly-derived pricing formula is that the convergence of the solution in series form can be proved theoretically; such a proof of the convergence is also complemented by some numerical examples to demonstrate the speed of convergence. To further show the validity of our formula, a comparison of prices calculated through the newly derived formula is made with those obtained directly from the Monte Carlo simulation as well as those from solving the PDE (partial differential equation) with the finite difference method.

The paper presents a conceptual mathematical model for Alzheimer’s disease (AD). According to the so-called amyloid cascade hypothesis, we assume that the progression of AD is associated with the presence of soluble toxic oligomers of beta-amyloid. Monomers of this protein are produced normally throughout life, but a change in the metabolism may increase their total production and, through aggregation, ultimately results in a large quantity of highly toxic polymers. The evolution from monomeric amyloid produced by the neurons to senile plaques (long and insoluble polymeric amyloid chains) is modelled by a system of ordinary differential equations (ODEs), in the spirit of the Smoluchowski equation. The basic assumptions of the model are that, at the scale of suitably small representative elementary volumes (REVs) of the brain, the production of monomers depends on the average degradation of the neurons and in turn, at a much slower timescale, the degradation is caused by the number of toxic oligomers. To mimic prion-like diffusion of the disease in the brain, we introduce an interaction among adjacent REVs that can be assumed to be isotropic or to follow given preferential patterns. We display the results of numerical simulations which are obtained under some simplifying assumptions. For instance, the amyloid cascade is modelled by just three ordinary differential equations (ODEs), and the simulations refer to abstract 2D domains, simplifications which can be easily avoided at the price of some additional computational costs. Since the model is suitably flexible to incorporate other mechanisms and geometries, we believe that it can be generalised to describe more realistic situations.

The continuing down-scaling trend of CMOS technology has brought serious deterioration in the accuracy of the SPICE (Simulation Program with Integrated Circuit Emphasis) device models used in the design of chip functions. This is due to in part to hot electron and quantum effects that occur in modern nano-scale MOSFET devices [13, 25, 28, 33, 34]. The focus of this paper is on modeling quantum confinement effects based on the Density-Gradient (DG) model [6, 9, 14], for application in SPICE. Analytic 1-D quantum mechanical (QM) effects correction formulae for the MOSFET inversion charge and electrostatic potential are derived from the DG model using matched asymptotic expansion techniques. Comparison of these new models with numerical data shows good results.