Based on the fact that the incubation periods of epidemic disease in asymptomatically infected and infected individuals are inevitable and different, we propose a diffusive susceptible, asymptomatically infected, symptomatically infected and vaccinated (SAIV) epidemic model with delays in this paper. To see whether epidemic disease can propagate spatially with a constant speed, we focus on the travelling wave solution for this model. When the basic reproduction number of the corresponding spatial-homogenous delayed differential system is greater than one and the wave speed is greater than or equal to the critical speed, we prove that this model admits nontrivial positive travelling wave solutions. Our theoretical results are of benefit to the prevention and control of epidemic.

Quite precise asymptotic estimates, in terms of the relaxation parameter and the time step, are derived for travelling wave solutions to a Stefan problem with phase relaxation and a semidiscrete counterpart. These estimates quantify the regularizing effects of phase relaxation and time discretization that give rise to thin transition layers as opposed to sharp interfaces. Layer width estimates, pointwise error estimates, and asymptotic expressions for the profile of the relevant physical variables are proved. Applications to a related nonlinear Chernoff formula are also given.

In this paper, we revisit the quantile mechanics approach, which was introduced by Steinbrecher and Shaw (Steinbrecher, G. & Shaw, W. T. (2008) Quantile mechanics. European. J. Appl. Math.19, 87–112). Our objectives are (i) to derive the method of trimmed moments (MTM) estimators for the parameters of gamma and Student's t distributions, and (ii) to examine their large- and small-sample statistical properties. Since trimmed moments are defined through the quantile function of the distribution, quantile mechanics seems like a natural approach for achieving objective (i). To accomplish the second goal, we rely on the general large sample results for MTMs, which were established by Brazauskas et al. (Brazauskas, V., Jones, B. L. & Zitikis, R. (2009) Robust fitting of claim severity distributions and the method of trimmed moments. J. Stat. Plan. Inference139, 2028–2043), and then use Monte Carlo simulations to investigate small-sample behaviour of the newly derived estimators. We find that, unlike the maximum likelihood method, which usually yields fully efficient but non-robust estimators, the MTM estimators are robust and offer competitive trade-offs between robustness and efficiency. These properties are essential when one employs gamma or Student's t distributions in such outlier-prone areas as insurance and finance.

In this paper, we propose and study an almost periodic reaction–diffusion epidemic model in which disease latency, spatial heterogeneity and general seasonal fluctuations are incorporated. The model is given by a spatially nonlocal reaction–diffusion system with a fixed time delay. We first characterise the upper Lyapunov exponent λ* for a class of almost periodic reaction–diffusion equations with a fixed time delay and provide a numerical method to compute it. On this basis, the global threshold dynamics of this model is established in terms of λ* It is shown that the disease-free almost periodic solution is globally attractive if λ* < 0, while the disease is persistent if λ* > 0. By virtue of numerical simulations, we investigate the effects of diffusion rate, incubation period and spatial heterogeneity on disease transmission.

We study the effect of van der Waals forces on globally energy minimizing profiles for liquid droplets which lie on a solid substrate in a vapour atmosphere and which are assumed to have a uniform cross-section. We prove that for repulsive van der Waals forces as well as for certain short range repulsive-long range attractive forces, there exists a unique globally minimizing profile. Although this profile necessarily contains vertical bounding segments, the height A of the vertical bounding segments can often be demonstrated to be order of magnitude smaller that the overall height B of the droplet. This is the case, in particular, when the droplet is sufficiently large, the Hamaker constant is sufficiently small, and the attractive forces are sufficiently mild. In the presence of repulsive forces only, A is on the order of angströms when B is on the order of millimeters, for realistic parameter values. Moreover, conditions are prescribed under which Young's law is satisfied to leading order despite the appearance of the vertical segments, when the contact angle is measured via an inscribed circle construction at a distance ξ0 from the edge of the droplet, where A [Lt ] ξ0 [Lt ] B.

With financial modelling requiring a better understanding of model risk, it is helpful to be able to vary assumptions about underlying probability distributions in an efficient manner, preferably without the noise induced by resampling distributions managed by Monte Carlo methods. This paper presents differential equations and solution methods for the functions of the form Q(x) = F−1(G(x)), where F and G are cumulative distribution functions. Such functions allow the direct recycling of Monte Carlo samples from one distribution into samples from another. The method may be developed analytically for certain special cases, and illuminate the idea that it is a more precise form of the traditional Cornish–Fisher expansion. In this manner the model risk of distributional risk may be assessed free of the Monte Carlo noise associated with resampling. The method may also be regarded as providing both analytical and numerical bases for doing more precise Cornish–Fisher transformations. Examples are given of equations for converting normal samples to Student t, and converting exponential to normal. In the case of the normal distribution, the change of variables employed allows the sampling to take place to good accuracy based on a single rational approximation over a very wide range of sample space. The avoidance of branching statements is of use in optimal graphics processing unit (GPU) computations as it avoids the effect of branch divergence. We give a branch-free normal quantile that offers performance improvements in a GPU environment while retaining the best precision characteristics of well-known methods. We also offer models with low probability branch divergence. Comparisons of new and existing forms are made on Nvidia GeForce GTX Titan and Tesla C2050 GPUs. We argue that in both single- and double-precisions, the change-of-variables approach offers the most GPU-optimal Gaussian quantile yet, working faster than the Cuda 5.5 built-in function.

Spontaneous potential well-logging is an important technique in petroleum exploitation. The spontaneous potential satisfies an elliptic boundary value problem with jump conditions on interfaces. At the joint points of the interfaces, the jumps of the spontaneous potential do not, in general, satisfy the compatibility condition. It turns out that it is impossible to find a piecewise H1 solution to the problem, and the standard finite element method cannot be applied to get an approximate solution. In this paper, by means of a new method, we prove that the problem exists a unique piecewise solution for some p < 2. We give an estimate for the solution as well. This allows us to prove the convergence of a numerical scheme proposed in [3].

Existence, uniqueness and regularity properties are established for monotone travelling waves of a convolution double-obstacle problem

ut =J*u−u−f (u),

the solution u(x, t) being restricted to taking values in the interval [−1, 1]. When u=±1, the equation becomes an inequality. Here the kernel J of the convolution is nonnegative with unit integral and f satisfies f(−1)>0>f(1). This is an extension of the theory in Bates et al. (1997), which deals with this same equation, without the constraint, when f is bistable. Among many other things, it is found that the travelling wave profile u(x−ct) is always ±1 for sufficiently large positive or negative values of its argument, and a necessary and sufficient condition is given for it to be piecewise constant, jumping from −1 to 1 at a single point.

We analyse some fundamental problems of linear elasticity in one-dimensional (1D) continua where the material points of the medium interact in a self-similar manner. This continuum with ‘self-similar’ elastic properties is obtained as the continuum limit of a linear chain with self-similar harmonic interactions (harmonic springs) which was introduced in [19] and (Michelitsch T.M. (2011) The self-similar field and its application to a diffusion problem. J. Phys. A Math. Theor.44, 465206). We deduce a continuous field approach where the self-similar elasticity is reflected by self-similar Laplacian-generating equations of motion which are spatially non-local convolutions with power-function kernels (fractional integrals). We obtain closed-form expressions for the static displacement Green's function due to a unit δ-force. In the dynamic framework we derive the solution of the Cauchy problem and the retarded Green's function. We deduce the distributions of a self-similar variant of diffusion problem with Lévi-stable distributions as solutions with infinite mean fluctuations. In both dynamic cases we obtain a hierarchy of solutions for the self-similar Poisson's equation, which we call ‘self-similar potentials’. These non-local singular potentials are in a sense self-similar analogues to Newtonian potentials and to the 1D Dirac's δ-function. The approach can be a point of departure for a theory of self-similar elasticity in 2D and 3D and for other field theories (e.g. in electrodynamics) of systems with scale invariant interactions.

We analyze the front structures evolving under the difference-differential equation ∂tCj = −Cj+C2j−1 from initial conditions 0 [les ] Cj(0) [les ] 1 such that Cj(0) → 1 as j → ∞ suffciently fast. We show that the velocity v(t) of the front converges to a constant value v* according to v(t) = v*−3/(2λ*t)+(3√π/2) Dλ*/(λ*2Dt)3/2+[Oscr ](1/t2). Here v*, λ* and D are determined by the properties of the equation linearized around Cj = 1. The same asymptotic expression is valid for fronts in the nonlinear diffusion equation, where the values of the parameters λ*, v* and D are specific to the equation. The identity of methods and results for both equations is due to a common propagation mechanism of these so-called pulled fronts. This gives reasons to believe that this universal algebraic convergence actually occurs in an even larger class of equations.

We study the structural stability of a problem in a porous medium when the density of saturating liquid is a nonlinear function of temperature and an internal heat source is present. We prove a convergence result for the Forchheimer coefficient. That is to say, when λ → 0, the solution of the non-isothermal flow in a porous medium of the Forchheimer type, see (1.1), can converge to the solution of the equivalent Darcy type.

We prove the existence of generalized weak solutions of a new model for the process of in situ vitrification. The model describes the steady process of vitrification of soil, i.e. the melting of soil by means of electrical current and subsequent solidification as a rock. This is the core of a new technology developed to treat buried low-level radioactive or toxic waste. It is a free boundary problem consisting of a degenerate elliptic equation for the electric potential coupled with a stationary Stefan problem for melting the soil, which results from the Joule heating. The degeneracy reflects the smallness of the ratio of the electrical conductivity of the soil to that of the molten rock. The existence result is proved by considering a sequence of approximate nondegenerate problems, obtaining the necessary a priori estimates and passing to the limit. We also establish a sufficient condition for the solution to exhibit a molten region.

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

We consider a Keller–Segel model that describes the cellular chemotactic movement away from repulsive chemical subject to logarithmic sensitivity function over a confined region in ${{\mathbb{R}}^n},\,n \le 2$ . This sensitivity function describes the empirically tested Weber–Fecher’s law of living organism’s perception of a physical stimulus. We prove that, regardless of chemotaxis strength and initial data, this repulsive system is globally well-posed and the constant solution is the global and exponential in time attractor. Our results confirm the ‘folklore’ that chemorepulsion inhibits the formation of non-trivial steady states within the logarithmic chemotaxis model, hence preventing cellular aggregation therein.

A simple method of reducing a parabolic partial differential equation to canonical form if it has only one term involving second derivatives is the following: find the general solution of the first-order equation obtained by ignoring that term and then seek a solution of the original equation which is a function of one more independent variable. Special cases of the method have been given before, but are not well known. Applications occur in fluid mechanics and the theory of finance, where the Black-Scholes equation yields to the method, and where the variable corresponding to time appears to run backwards, but there is an information-theoretic reason why it should.

When a towed sonar array is straight, it has the difficulty that it cannot distinguish a contact on the left from one at the same angle on the right. When the array is not straight and its shape known, we calculate the probability that the left–right ambiguity is resolved correctly, using the Neyman–Pearson hypothesis testing framework, assuming a delay-sum beamformer, a single-frequency contact, and Gaussian noise. We also initially consider the noise field to be uncorrelated and show that the evaluation of the probability of correct resolution reduces to evaluating a one-dimensional integral. We find, as expected, that the probability increases, as the signal-to-noise ratio and the lateral deviation of the array from straight increase. For demonstration purposes, we also evaluate the probability of correct resolution for two representative shapes the array might assume in practice. Finally, we consider a more realistic, correlated noise field and we show that the initial assumption of an uncorrelated noise field provides a good approximation when the lateral deviation of the array is sufficiently large.

Within the framework of the generalised Landau-de Gennes theory, we identify a Q-tensor-based energy that reduces to the four-constant Oseen–Frank energy when it is considered over orientable uniaxial nematic states. Although the commonly considered version of the Landau-de Gennes theory has an elastic contribution that is at most cubic in components of the Q-tensor and their derivatives, the alternative offered here is quartic in these variables. One clear advantage of our approach over the cubic theory is that the associated minimisation problem is well-posed for a significantly wider choice of elastic constants. In particular, this quartic energy can be used to model nematic-to-isotropic phase transitions for highly disparate elastic constants. In addition to proving well-posedness of the proposed version of the Landau-de Gennes theory, we establish a rigorous connection between this theory and its Oseen–Frank counterpart via a Г-convergence argument in the limit of vanishing nematic correlation length. We also prove strong convergence of the associated minimisers.

Motivated by the technology of magnetically targeted drug and gene delivery, in which a magnetic field is used to direct magnetic carrier particles from the circulation to a target site, we develop a continuum model for the motion of particles (magnetic carriers) subject to an external body force (magnetic field) in a flow of a concentrated suspension of a species of neutrally buoyant particles (blood). An advection–diffusion equation describes the evolution of the carrier particles as they advect in the flow under the action of an external body force, and diffuse as a result of random interactions with the suspension of neutrally buoyant particles (shear-induced diffusion). The model is analysed for the case in which there is steady Poiseuille flow in a cylindrical vessel, the diffusive effects are weak and there is weak carrier uptake along the walls of the vessel. The method of matched asymptotic expansions is used to show that carriers are concentrated in a boundary layer along the vessel wall and, further, that there is a carrier flux along this layer which results in a sub-layer, along one side of the vessel, in which carriers are even more highly concentrated. Three distinguished limits are identified: they correspond to cases for which (i) the force is sufficiently weak that most particles move through the vessel without entering the boundary layers along the walls of the vessel and (ii) and (iii) to a force which is sufficiently strong that a significant fraction of the particles enter the boundary layers and, depending upon the carrier absorption from the vessel walls, there is insignificant/significant axial carrier flux in these layers.

We consider a phenomenological model proposed by Barenblatt [1] for non-equilibrium two-phase flow in porous media. In the case of zero total flow it reduces to a pair of equations:

where Φ(σ) is a non-decreasing (not necessarily increasing) smooth function defined in the interval 0 ≤ σ ≤ 1. We consider initial-boundary problems for this system in which the initial data are given only for s, and the boundary data only for ς (which corresponds to the physical sense of the model). The degenerate character of the system allows us to apply simple topological methods. We show that the boundary problem is well-posed, in the sense that there exits a unique (weak) solution which satisfies the maximum principle and depends continuously on the initial data. The solution is no less smooth than the initial and boundary data.