The scalar initial value problem \[ u_t = \rho Du + f(u), \] is a model for dispersal. Here $u$ represents the density at point $x$ of a compact spatial region $\Omega \in \mathbb{R}^n$ and time $t$, and $u(\cdot)$ is a function of $t$ with values in some function space $B$. $D$ is a bounded linear operator and $f(u)$ is a bistable nonlinearity for the associated ODE $u_t = f(u)$. Problems of this type arise in mathematical ecology and materials science where the simple diffusion model with $D=\Delta$ is not sufficiently general. The study of the dynamics of the equation presents a difficult problem which crucially differs from the diffusion case in that the semiflow generated is not compactifying. We study the asymptotic behaviour of solutions and ask under what conditions each positive semi-orbit converges to an equilibrium (as in the case $D=\Delta$). We develop a technique for proving that indeed convergence does hold for small $\rho$ and show by constructing a counter-example that this result does not hold in general for all $\rho$.

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.

The bifurcation from a normally conducting to a superconducting state as an external magnetic field is lowered is examined using the Ginzburg-Landau theory. The results for three specific examples are reviewed, extended and unified in the framework of a systematic perturbation theory introduced in [1].

In this paper, we consider the bi-stable equation proposed by Rosenau to replace the Allen–Cahn equation in the case of large gradients. We discuss the bifurcation problem for stationary solutions of this equation on an interval as the diffusion coefficient and the length of the interval are varied, concentrating on classical solutions.

The purpose of this paper is to analyse the free boundary problem for the Black–Scholes equation for pricing the American call option on stocks paying a continuous dividend. Using the Fourier integral transformation method, we derive and analyse a nonlinear singular integral equation determining the shape of the free boundary. Numerical experiments based on this integral equation are also presented.

The master stability function is a powerful tool for determining synchrony in high-dimensional networks of coupled limit cycle oscillators. In part, this approach relies on the analysis of a low-dimensional variational equation around a periodic orbit. For smooth dynamical systems, this orbit is not generically available in closed form. However, many models in physics, engineering and biology admit to non-smooth piece-wise linear caricatures, for which it is possible to construct periodic orbits without recourse to numerical evolution of trajectories. A classic example is the McKean model of an excitable system that has been extensively studied in the mathematical neuroscience community. Understandably, the master stability function cannot be immediately applied to networks of such non-smooth elements. Here, we show how to extend the master stability function to non-smooth planar piece-wise linear systems, and in the process demonstrate that considerable insight into network dynamics can be obtained. In illustration, we highlight an inverse period-doubling route to synchrony, under variation in coupling strength, in globally linearly coupled networks for which the node dynamics is poised near a homoclinic bifurcation. Moreover, for a star graph, we establish a mechanism for achieving so-called remote synchronisation (where the hub oscillator does not synchronise with the rest of the network), even when all the oscillators are identical. We contrast this with node dynamics close to a non-smooth Andronov–Hopf bifurcation and also a saddle node bifurcation of limit cycles, for which no such bifurcation of synchrony occurs.

We present a theory that enables us to construct heteroclinic connections in closed form for $2\bf{u}_{xx}=W_{\bf u}({\bf u})$, where $x\in\mathbb{R},\;{\bf u}(x)\in \mathbb{R}^2$ and $W$ is a smooth potential with multiple global minima. In particular, multiple connections between global minima are constructed for a class of potentials. With these potentials, numerical simulations for the vector Allen-Cahn equation ${\bf u}_t= 2\epsilon^2 \Delta {\bf u}-W_{\bf u}({\bf u})$ in two space dimensions with small $\epsilon>0$, show that between any fixed pair of phase regions, interfaces are partitioned into segments of different energy densities, where the proportions of the length of these segments are changing with time. Our results imply that for the case of triple-well potentials the usual Plateau angle conditions at the triple junction are generally violated.

The Pólya–Szegö dipole tensors are employed for the analysis of plane elasticity problems in non-homogeneous media. Classes of equivalence for defects (cavities and rigid inclusions) are specified for the Laplacian operator and elasticity equations: composite materials with defects of the same class have the same effective elastic moduli. Explicit asymptotic formulae for effective compliance matrices of dilute composites are presented.

The behaviour of liquid crystal materials used in display devices is discussed. The underlying continuum theory developed by Frank, Ericksen and Leslie for describing this behaviour is reviewed. Particular attention is paid to the approximations and extensions relevant to existing device technology areas where mathematical analysis would aid device development. To illustrate some of the special behaviour of liquid crystals and in order to demonstrate the techniques employed, the specific case of a nematic liquid crystal held between two parallel electrical conductors is considered. It has long been known that there is a critical voltage below which the internal elastic strength of the liquid crystal exceeds the electric forces and hence the system remains undeformed from its base state. This bifurcation behaviour is called the Freedericksz transition. Conventional analytic analysis of this problem normally considers a magnetic, rather than electric, field or a near-transition voltage since in these cases the electromagnetic field structure decouples from the rest of the problem. Here we consider more practical situations where the electromagnetic field interacts with the liquid crystal deformation. Assuming strong anchoring at surfaces and a one dimensional deformation, three nondimensional parameters are identified. These relate to the applied voltage, the anisotropy of the electrical permittivity of the liquid crystal, and to the anisotropy of the elastic stiffness of the liquid crystal. The analysis uses asymptotic methods to determine the solution in a numerous of different regimes defined by physically relevant limiting cases of the parameters. In particular, results are presented showing the delicate balance between an anisotropic material trying to push the electric field away from regions of large deformation and the deformation trying to be maximum in regions of high electric field.

We present a finite element scheme for nonlinear fourth-order diffusion equations that arise for example in lubrication theory for the time evolution of thin films of viscous fluids. The equations are in general fourth-order degenerate parabolic, but in addition singular terms of second order may occur which model the effects of intermolecular forces or thermocapillarity. Discretizing the arising nonlinearities in a subtle way allows us to establish discrete counterparts of the essential integral estimates found in the continuous setting. As a consequence, the algorithm is efficient, and results on convergence, nonnegativity or even strict positivity of discrete solutions follow in a natural way. Applying this scheme to the numerical simulation of different models shows various interesting qualitative effects, which turn out to be in good agreement with physical experiments.

Ferromagnetic materials may present a complicated domain structure, due in part to the nonlocal nature of the self interactions. In this article we present a detailed study of the structure of one-dimensional magnetic domain walls in uniaxial ferromagnetic materials, and in particular, of the Néel and Bloch walls. We analyze the logarithmic tail of the Néel wall, and identify the characteristic length scales in both the Néel and Bloch walls. This analysis is used to obtain the optimal energy scaling for the Néel and Bloch walls. Our results are illustrated with numerical simulations of one-dimensional walls. A new model for the study of ferromagnetic thin films is presented.

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.

A sharp estimate of the growth of solutions of the initial value problem for systems of the form

where Cj(t) are matrices with elements of power growth, is found. As a corollary of this result, it follows, for instance, that each solution of the initial value problem satisfies the estimate ‖u(t)‖ ≤ Cexp{γln2(1+|t|)} for some C > 0 and γ > 0.

We prove the existence of energy equilibria of the di-block copolymer problem in the unit disk. They consist of concentrically layered micro-domains rich in one of the two monomer building units. We construct them by solving the proper singular limit of the free energy functional. The same limit also explains how under a dynamic law of the free energy, circular interfaces of non-equilibria may move to the origin and vanish, or collapse to each other, thereby reducing the number of layers.

We first investigate spectral properties of the Neumann–Poincaré (NP) operator for the Lamé system of elasto-statics. We show that the elasto-static NP operator can be symmetrized in the same way as that for the Laplace operator. We then show that even if elasto-static NP operator is not compact even on smooth domains, it is polynomially compact and its spectrum on two-dimensional smooth domains consists of eigenvalues that accumulate to two different points determined by the Lamé constants. We then derive explicitly eigenvalues and eigenfunctions on discs and ellipses. Using these resonances occurring at eigenvalues is considered. We also show on ellipses that cloaking by anomalous localized resonance takes place at accumulation points of eigenvalues.

The problem of steady subcritical free surface flow past a submerged inclined step is considered. The asymptotic limit of small Froude number is treated, with particular emphasis on the effect that changing the angle of the step face has on the surface waves. As demonstrated by Chapman & Vanden-Broeck, (2006) Exponential asymptotics and gravity waves. J. Fluid Mech.567, 299–326, the divergence of a power series expansion in powers of the square of the Froude number is caused by singularities in the analytic continuation of the free surface; for an inclined step, these singularities may correspond to either the corners or stagnation points of the step, or both, depending on the angle of inclination. Stokes lines emanate from these singularities, and exponentially small waves are switched on at the point the Stokes lines intersect with the free surface. Our results suggest that for a certain range of step angles, two wavetrains are switched on, but the exponentially subdominant one is switched on first, leading to an intermediate wavetrain not previously noted. We extend these ideas to the problem of flow over a submerged bump or trench, again with inclined sides. This time there may be two, three or four active Stokes lines, depending on the inclination angles. We demonstrate how to construct a base topography such that wave contributions from separate Stokes lines are of equal magnitude but opposite phase, thus cancelling out. Our asymptotic results are complemented by numerical solutions to the fully nonlinear equations.

We study a class of optimal transport planning problems where the reference cost involves a non-linear function G(x, p) representing the transport cost between the Dirac measure δx and a target probability p. This allows to consider interesting models which favour multi-valued transport maps in contrast with the classical linear case ($G(x,p)=\int c(x,y)dp$) where finding single-valued optimal transport is a key issue. We present an existence result and a general duality principle which apply to many examples. Moreover, under a suitable subadditivity condition, we derive a Kantorovich–Rubinstein version of the dual problem allowing to show existence in some regular cases. We also consider the well studied case of Martingale transport and present some new perspectives for the existence of dual solutions in connection with Γ-convergence theory.

In this paper a one-dimensional parabolic variational inequality which typically arises in option pricing of fixed rate mortgage loan is studied. The main goal is to study the properties of the free boundary. The monotonicity and $C^\infty$ smoothness of free boundary are proved and its behavior near expiry is considered as well.

In this paper two similarity solutions describing a steady, slender, symmetric dry patch in an infinitely wide liquid film draining under gravity down an inclined plane are obtained. The first solution, which predicts that the dry patch has a parabolic shape and that the transverse profile of the free surface always has a monotonically increasing shape, is appropriate for weak surface-tension effects and far from the apex of the dry patch. The second solution, which predicts that the dry patch has a quartic shape and that the transverse profile of the free surface has a capillary ridge near the contact line and decays in an oscillatory manner far from it, is appropriate for strong surface-tension effects (in particular, when the plane is nearly vertical) and near (but not too close) to the apex of the dry patch. With the average volume flux per unit width (or equivalently with the uniform height of the layer far from the dry patch) prescribed, both solutions contain a free parameter. For each value of this parameter there is a unique solution in the first case and either no solution or a one-parameter family of solutions in the second case. The solutions capture some of the qualitative features observed in experiments.

In this paper, we review a number of uses of conformal mapping techniques for obtaining director profiles of liquid crystals in confined and semi-confined geometries. In particular, we will consider geometries which allow more than one stable state, some of which are of use in bistable displays. These solutions also allow the investigation of the energy of stable states and enable conclusions to be reached as to how such geometries may be optimised for bistable display applications. Such techniques are also able to provide initial configurations for the solution of more complicated situations where numerical methods are used to investigate switching characteristics.