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 go back to the results of Poincaré [Poincare, H (1891) Sur lintegration des equations differentielles du premier ordre et du premier degre I and II, Rendiconti del circolo matematico di Palermo5, 161–191] on the multipliers of a periodic orbit for proving the C1 non-integrability of differential systems. We apply these results to Lorenz, Rossler and Michelson systems, among others.

The main result of this paper is a complete description of local invertible transformations

relating one equation of the form uxy = F(x, y, u, ux, uy) to another equation of the form υxy = G(x, y, υ, υx, υy).

The equations for three-wave interaction describe the resonant, quadratic, nonlinear interaction of three waves. They are obtained as amplitude equations in an asymptotic reduction of the basic equations of nonlinear optics, fluid mechanics, and plasma physics. These equations are completely integrable and have been the subject of intensive research in the last years. It is the purpose of this paper to prove exact estimates between the approximations obtained via this system and solutions of the original physical system. Although the three-wave interaction model is believed to describe a number of different physical models we restrict attention to its application as a model of the resonant interaction of water waves subject to weak surface tension.

This article provides a borrower's optimal strategies to terminate a mortgage with a fixed interest rate by paying the outstanding balance all at once. The problem is modelled as a free boundary problem for the appropriate analogue of the Black-Scholes pricing equation under the assumption of the Vasicek model for the short-term rate of investment. Here the free boundary provides the optimal time at which the mortgage contract is to be terminated. A number of integral identities are derived and then used to design efficient numerical codes for computing the free boundary. For numerical simulation, parameters for the Vasicek model are estimated via the method of maximum likelihood estimation using 40 years of data from US government bonds. The asymptotic behaviour of the free boundary for the infinite horizon is fully analysed. Interpolating this infinite horizon behaviour and a known near-expiry behaviour, two simple analytical approximation formulas for the optimal exercise boundary are proposed. Numerical evidence shows that the enhanced version of the approximation formula is amazingly accurate; in general, its relative error is less than 1%, for all time before expiry.

A concentrated capacity problem is posed for the heat equation in a multidimensional domain. In the concentrated capacity (i.e. in a portion of the boundary of the domain) a change of phase takes place, and a Stefan-like problem is posed. This scheme has been introduced in the literature as the formal limiting case of a certain class of diffusion problems.

Our main result is a theorem of continuous dependence of the solution on the data. It is also used to prove the existence of the solution (in a weak sense), assuming only integrability of the data. The solution is found as the limit of the solutions of the approximating problems.

This paper is concerned with modelling the dynamics of social outbursts of activity, such as protests or riots. In this sequel to our work in Berestycki et al. (Networks and Heterogeneous Media, vol. 10, no. 3, 1–34), written in collaboration with J-P. Nadal, we model the effect of restriction of information and explore its impact on the existence of upheaval waves. The system involves the coupling of an explicit variable representing the intensity of rioting activity and an underlying (implicit) field of social tension. We prove the existence of global solutions to the Cauchy problem in ${\mathbb R}^d$ as well as the existence of traveling wave solutions in certain parameter regimes. We furthermore explore the effects of heterogeneities in the environment with the help of numerical simulations, which lead to pulsating waves in certain cases. We analyse the effects of periodic domains as well as the barrier problem with the help of numerical simulations. The barrier problem refers to the potential blockage of a wavefront due to a spatial heterogeneity in the system which leads to an area of low excitability (referred to as the barrier). We conclude with a variety of open problems.

Motivated generally by potential applications in the liquid crystal display industry [8,35], and specifically by recent experimental, theoretical and numerical work [6,7,13,14,21,25,30,31], we consider a thin film of nematic liquid crystal (NLC), sandwiched between two parallel plates. Under certain simplifying assumptions, laid out in £2, we find that for monostable surfaces (i.e. only a single preferred director anchoring angle at each surface), two optically-distinct, steady, stable (equal energy) configurations of the director are achievable, that is, a bistable device. Moreover, it is found that the stability of both of these steady states may be destroyed by the application of a sufficiently large electric field, and that switching between the two states is possible, via the flexoelectric effect. Such a phenomenon could be used in NLC display devices, to reduce power consumption drastically. Previous theoretical demonstrations of such (switchable) bistable devices have either relied on having bistable bounding surfaces, that is, surfaces at which there are two preferred director orientations at the surface [7,14]; on having special (nonplanar) surface morphology within the cell that allows for two stable states (the zenithal bistable device (ZBD) [4,21], or, in the case of the Nemoptic BiNem technology [11,19], on flow effects and a very carefully applied electric field to effect the switching.

The excluded volume of a pair of molecules is proportional to the second virial coefficient in hard-core models that represent, for instance, the reference model in perturbation approaches to statistical theories of fluids [see, e.g. Chap. 5 of Kalikmanov, V. (2001), Statistical Physics of Fluids. Texts and Monograph in Physics, Springer, Berlin]. In three space dimensions, there exist exact results for convex molecules and in fact lack of convexity has been a major obstacle in applying the mathematical techniques employed in the convex case. In this paper, we illustrate how a mixed—analytical and numerical—method can be used to obtain exact expressions of the excluded volume for a pair of non-convex molecules conceived as aggregates of hard spheres; these can model van der Waals regions associated to the atoms forming each molecule. To compute the excluded volume for molecules endowed with C2v symmetry, modelled as chains of tangent hard spheres, we adapt a numerical code available to the scientific community. Because the result is a rather cumbersome expression in term of the relative orientation of the interacting molecules, we expand it over a suitable set of symmetry adapted Wigner functions to build up approximate, but faithful expressions, and we also prove analytical results announced elsewhere [Bisi, F., Durand, G., Rosso, R. & Virga, E. (2008), Polar steric interactions for v-shaped molecules. Phys. Rev. E, 78, 011705].

A three-phase ensemble-averaged model is developed for the flow of water and air through a deformable porous matrix. The model predicts a separation of the flow into saturated and unsaturated regions. The model is closed by proposing an experimentally-motivated heuristic elastic law which allows large-strain nonlinear behaviour to be treated in a relatively straightforward manner. The equations are applied to flow in the ‘nip’ area of a roll press machine whose function is to squeeze water out of wet paper as part of the manufacturing process. By exploiting the thin-layer limit suggested by the geometry of the nip, the problem is reduced to a nonlinear convection-diffusion equation with one free boundary. A numerical method is proposed for determining the flow and sample simulations are presented.

We study the motion of voids in conductors subject to intense electrical current densities. We use a free-boundary model in which the flow of current around the insulating void is coupled to a law of motion (kinematic condition) for the void boundary. In the first part of the paper, we apply a new complex variable formulation of the model to an infinite domain and use this to (i) consider the stability of circular and flat front travelling waves, (ii) show that, in the unbounded metal domain, the only travelling waves of finite void area are circular, and (iii) consider possible static solutions. In the second part of the paper, we look at a conducting strip (which can be used to model interconnects in electronic devices) and use asymptotic methods to investigate the motion of long wavelength voids on the conductor boundary. In this case we derive a nonlinear parabolic PDE describing the evolution of the free boundary and, using this simpler model, are able to make some predictions about the evolution of the void over long times.

We consider the activator-inhibitor Gierer–Meinhardt reaction-diffusion system of biological pattern formation in a closed bounded domain. The existence and stability of a boundary apike-layer solution to the Gierer–Meinhardt model, and it, so-called shadow limit, is analysed. In the limit of small activator diffusivity, together with a large inhibitor diffusivity, an equilibrium boundary spike-layer solution is constructed that concentrates at a non-degenerate critical point P of the boundary. By non-degenerate we mean that every principal curvature of the boundary has a local maximum at P, and hence the mean curvature at the boundary has a local maximum at P. Rigorous results for the stability of such a boundary spike-layer solution are given.

We study the problem of breakup of an air bubble in a Hele-Shaw cell. In particular, we propose some sufficient conditions of breakup of the bubble, and ways to find the contraction points of its parts. We also study regulated contraction of a pair of bubbles (in which the rates of air extraction from the bubbles are controlled) and study various asymptotic questions (such as the asymptotics of contraction of a bubble to a degenerate critical point, and asymptotics of contraction of a small bubble in the presence of a big bubble)

This work is devoted to the identification of parameters in a problem of pollution modeled by a semi-linear parabolic equation. We use the notion of sentinels introduced by J. L. Lions, (Lions, J. L. 1992 Sentinelles pour les systèmes distribués à données incomplètes. Masson, Paris.) re-visited in a more general framework. We prove the existence of such sentinels by solving a problem of null controllability with constraint on the control. The key of our results is an observability inequality of Carleman type adapted to the constraint.

We analyse the two-dimensional, gravitationally-driven spreading of fluid through a porous medium overlying a horizontal impermeable boundary from which fluid can drain freely at one end. Under the assumption that none of the intruding fluid is retained within the pores in the trail of the current, the motion of the current is described by the dipole self-similar solution of the first kind derived by Barenblatt and Zel'dovich (1957). We show that small perturbations of arbitrary shape imposed on this solution decay in time, indicating that the self-similar solution is linearly stable. We use the connection between the perturbation eigenfunctions and symmetry transformations of the self-similar solution to demonstrate that variables can always be specified in terms of which the rate of decay of the perturbations is maximised. Unsaturated flow can be modelled by assuming that a constant fraction of the fluid is retained within the pores by capillary action in the trail of the current. It has been shown (Barenblatt and Zel'dovich, 1998; Ingerman and Shvets, 1999) that in this case, the motion of the current is described by a self-similar solution of the second kind characterised by an anomalous exponent. We derive leading-order analytic expressions for the anomalous exponent and the self-similar quantities valid for small values of the fraction of fluid retained using direct asymptotic analysis and by using a novel application of the method of multiple scales. The latter offers a number of advantages and permits the evolution of the current to be clearly connected with its initial conditions in a way not possible with conventional approaches. We demonstrate that the theoretical predictions provided by these expressions are in excellent agreement with results from the numerical integration of the governing equations.

The internal layer behaviour, in one spatial dimension, associated with two classes of Ginzbug–Landau equation with double-well nonlinearities and small diffusivities is investigated. The problems that are examined are the Ginzburg–Landau equation with and without a constant mass constraint. For the constrained problem, steady-state internal layer solutions are constructed using a formal projection method. This method is also used to derive a differential-algebraic system describing the slow dynamics of the constrained internal layer motion. The dynamics of a two-layer evolution is studied in detail. For the unconstrained problem, a nonlinear WKB-type transformation is introduced that magnifies exponentially weak layer interactions and leads to well-conditioned steady problems. A conventional singular perturbation method, without the need for exponential asymptotics, is used on the resulting transformed problem as an alternative method to construct equilibrium solutions and metastable patterns. Exponentially sensitive steady-state internal layer solutions as well as a one-layer evolution are computed accurately using the transformed problem.

The motion of a rigid particle in an inviscid non-uniformly vibrating ambient liquid is considered. The vibrations are caused by a dipole changing its strength in time. This model of a vibrator presents an asymptotic case of vibrations caused by a rigid sphere periodically changing its position when the radius and amplitude are small and the velocity is large. It is found that periodic oscillations with zero mean can cause the directed motion of a submerged particle even if its density equals that of the liquid. The direction of the motion is studied. It is shown that particles of density not less that of the ambient liquid are attracted by a vibrator. The direction of motion of lighter particles depends on their initial position.

Although in recent years bone piezoelectricity has been normally neglected, lately a new interest has appeared to show the importance of bone piezoelectricity in wet bone's complex response to loading. Here we numerically study a problem, including a strain-adaptive bone remodelling and the piezoelectricity. Its variational formulation leads to a coupled system composed of two linear variational equations for displacements and electric potential, and a parabolic variational inequality for the apparent density. Fully discrete approximations are now introduced by using the finite element method to approximate spatial variable and the explicit Euler scheme to discretise time derivatives. Some a priori error estimates are proved and the linear convergence of the algorithm is deduced under additional regularity conditions. Finally, some one- and two-dimensional numerical simulations are described to show the accuracy of the proposed algorithm and the behaviour of the solution.

The problem of a bubble rising due to buoyancy in a Hele–Shaw cell filled with a viscous fluid is a classical free-boundary problem first posed and solved by Saffman & Taylor [11]. In fact, due to linearity of the flow equations the problem is reduced to that of a bubble transported by uniform fluid flow. Saffman and Taylor provided explicit expressions for the bubble shape. Steady propagation of bubbles and fingers in a Hele–Shaw cell filled with a nonlinearly-viscous fluid was studied by Alexandrou & Entov [1]. In Alexandrou & Entov [1], it was shown that for a nonlinearly viscous fluid the problem of a rising bubble cannot be reduced to that of a steadily transported bubble, and should be treated separately. This note presents a solution of the problem following the general framework suggested in Alexandrou & Entov [1]. The hodograph transform is used in combination with finite-difference and collocation techniques to solve the problem. Results are presented for the cases of a Bingham and power-law fluids.

This paper solves a class of one-dimensional, dynamic elastoplasticity problems for equations which describe the longitudinal motion of a rod. The initial conditions U(x, 0) are continuous and piecewise linear, the derivative ∂U/∂x(x, 0) having just one jump at x = 0. Both the equations and the initial data are invariant under the scaling Ũ(x, t) = α−1U(αx, αt), where α > 0; hence the term scale-invariant. Both in underlying motivation and in solution, this problem is highly analogous to the Riemann problem from gas dynamics. These ideas are applied to the Sandler–Rubin example of non-unique solutions in dynamic plasticity with a nonassociative flow rule. We introduce an entropy condition that re-establishes uniqueness, but we also exhibit problems regarding existence.