In the one-dimensional solidification of a binary alloy undergoing shrinkage, there is a relative motion between solid and liquid phases in the mushy zone, leading to the possibility of macrosegregation; thus, the problem constitutes an invaluable benchmark for the testing of numerical codes that model these phenomena. Here, we revisit an earlier obtained solution for this problem, that was posed on a semi-infinite spatial domain and valid for the case of low superheat, with a view to extending it to the more general situation of a finite spatial domain, arbitrarily large superheat and both eutectic and non-eutectic solidification. We find that a similarity solution is available for short times which contains a boundary layer on the liquid side of the mush–liquid interface; this solution is believed to constitute the correct initial condition for the subsequent numerical solution of the full non-similar problem, which is deferred to future work.

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.

Let X = (Xt)t≥0 be a stochastic process issued from $x \in \mathbb{R}$ that admits a marginal stationary measure v, i.e. vPtf = vf for all t ≥ 0, where $\textbf{P}_t\,f(x)= \mathbb{E}_x[f(\textbf{X}_t)]$ . In this paper, we introduce the (resp. biorthogonal) spectral projections correlation functions which are expressed in terms of projections.” Also, update first published online date, if available. into the eigenspaces of Pt (resp. and of its adjoint in the weighted Hilbert space L2 (v)). We obtain closed-form expressions involving eigenvalues, the condition number and/or the angle between the projections in the following different situations: when X = X with X = (Xt)t ≥ 0 being a Markov process, X is the subordination of X in the sense of Bochner, and X is a non-Markovian process which is obtained by time-changing X with an inverse of a subordinator. It turns out that these spectral projections correlation functions have different expressions with respect to these classes of processes which enables to identify substantial and deep properties about their dynamics. This interesting fact can be used to design original statistical tests to make inferences, for example, about the path properties of the process (presence of jumps), distance from symmetry (self-adjoint or non-self-adjoint) and short-to-long-range dependence. To reveal the usefulness of our results, we apply them to a class of non-self-adjoint Markov semigroups studied in Patie and Savov (to appear, Mem. Amer. Math. Soc., 179p), and then time-change by subordinators and their inverses.

In this paper, we study the nonlinear diffusion equation associated with a particle system where the common drift depends on the rate of absorption of particles at a boundary. We provide an interpretation of this equation, which is also related to the supercooled Stefan problem, as a structural credit risk model with default contagion in a large interconnected banking system. Using the method of heat potentials, we derive a coupled system of Volterra integral equations for the transition density and for the loss through absorption. An approximation by expansion is given for a small interaction parameter. We also present a numerical solution algorithm and conduct computational tests.

We propose and study a class of parabolic-ordinary differential equation models involving chemotaxis and haptotaxis of a species following signals indirectly produced by another, non-motile one. The setting is motivated by cancer invasion mediated by interactions with the tumour microenvironment, but has much wider applicability, being able to comprise descriptions of biologically quite different problems. As a main mathematical feature constituting a core difference to both classical Keller–Segel chemotaxis systems and Chaplain–Lolas type chemotaxis–haptotaxis systems, the considered model accounts for certain types of indirect signal production mechanisms. The main results assert unique global classical solvability under suitably mild assumptions on the system parameter functions in associated spatially two-dimensional initial-boundary value problems. In particular, this rigorously confirms that at least in two-dimensional settings, the considered indirectness in signal production induces a significant blow-up suppressing tendency also in taxis systems substantially more general than some particular examples for which corresponding effects have recently been observed.

As a result of field fringing, the capacitance of a parallel-plate capacitor differs from that predicted by the textbook formula. Using singular perturbations and conformal mapping techniques, we calculate the leading-order correction to the capacitance in the limit of large aspect ratio. We additionally obtain a comparable approximation for the electrostatic attraction between the plates.

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.

Physics-informed neural networks (PINNs) were recently proposed in [18] as an alternative way to solve partial differential equations (PDEs). A neural network (NN) represents the solution, while a PDE-induced NN is coupled to the solution NN, and all differential operators are treated using automatic differentiation. Here, we first employ the standard PINN and a stochastic version, sPINN, to solve forward and inverse problems governed by a non-linear advection–diffusion–reaction (ADR) equation, assuming we have some sparse measurements of the concentration field at random or pre-selected locations. Subsequently, we attempt to optimise the hyper-parameters of sPINN by using the Bayesian optimisation method (meta-learning) and compare the results with the empirically selected hyper-parameters of sPINN. In particular, for the first part in solving the inverse deterministic ADR, we assume that we only have a few high-fidelity measurements, whereas the rest of the data is of lower fidelity. Hence, the PINN is trained using a composite multi-fidelity network, first introduced in [12], that learns the correlations between the multi-fidelity data and predicts the unknown values of diffusivity, transport velocity and two reaction constants as well as the concentration field. For the stochastic ADR, we employ a Karhunen–Loève (KL) expansion to represent the stochastic diffusivity, and arbitrary polynomial chaos (aPC) to represent the stochastic solution. Correspondingly, we design multiple NNs to represent the mean of the solution and learn each aPC mode separately, whereas we employ a separate NN to represent the mean of diffusivity and another NN to learn all modes of the KL expansion. For the inverse problem, in addition to stochastic diffusivity and concentration fields, we also aim to obtain the (unknown) deterministic values of transport velocity and reaction constants. The available data correspond to 7spatial points for the diffusivity and 20 space–time points for the solution, both sampled 2000 times. We obtain good accuracy for the deterministic parameters of the order of 1–2% and excellent accuracy for the mean and variance of the stochastic fields, better than three digits of accuracy. In the second part, we consider the previous stochastic inverse problem, and we use Bayesian optimisation to find five hyper-parameters of sPINN, namely the width, depth and learning rate of two NNs for learning the modes. We obtain much deeper and wider optimal NNs compared to the manual tuning, leading to even better accuracy, i.e., errors less than 1% for the deterministic values, and about an order of magnitude less for the stochastic fields.

Residential burglary is a social problem in every major urban area. As such, progress has been to develop quantitative, informative and applicable models for this type of crime: (1) the Deterministic-time-step (DTS) model [Short, D’Orsogna, Pasour, Tita, Brantingham, Bertozzi & Chayes (2008) Math. Models Methods Appl. Sci.18, 1249–1267], a pioneering agent-based statistical model of residential burglary criminal behaviour, with deterministic time steps assumed for arrivals of events in which the residential burglary aggregate pattern formation is quantitatively studied for the first time; (2) the SSRB model (agent-based stochastic-statistical model of residential burglary crime) [Wang, Zhang, Bertozzi & Short (2019) Active Particles, Vol. 2, Springer Nature Switzerland AG, in press], in which the stochastic component of the model is theoretically analysed by introduction of a Poisson clock with time steps turned into exponentially distributed random variables. To incorporate independence of agents, in this work, five types of Poisson clocks are taken into consideration. Poisson clocks (I), (II) and (III) govern independent agent actions of burglary behaviour, and Poisson clocks (IV) and (V) govern interactions of agents with the environment. All the Poisson clocks are independent. The time increments are independently exponentially distributed, which are more suitable to model individual actions of agents. Applying the method of merging and splitting of Poisson processes, the independent Poisson clocks can be treated as one, making the analysis and simulation similar to the SSRB model. A Martingale formula is derived, which consists of a deterministic and a stochastic component. A scaling property of the Martingale formulation with varying burglar population is found, which provides a theory to the finite size effects. The theory is supported by quantitative numerical simulations using the pattern-formation quantifying statistics. Results presented here will be transformative for both elements of application and analysis of agent-based models for residential burglary or in other domains.

We study the extended Stefan problem which includes constitutional supercooling for the solidification of a binary alloy in a finite spherical domain. We perform an asymptotic analysis in the limits of large Lewis number and small Stefan number which allows us to identify a number of spatio-temporal regimes signifying distinct behaviours in the solidification process, resulting in an intricate boundary layer structure. Our results generalise those present in the literature by considering all time regimes for the Stefan problem while also accounting for impurities and constitutional supercooling. These results also generalise recent work on the extended Stefan problem for finite planar domains to spherical domains, and we shall highlight key differences in the asymptotic solutions and the underlying boundary layer structure which result from this change in geometry. We compare our asymptotic solutions with both numerical simulations and real experimental data arising from the casting of molten metallurgical grade silicon through the water granulation process, with our analysis highlighting the role played by supercooling in the solidification of binary alloys appearing in such applications.

The curse of dimensionality is commonly encountered in numerical partial differential equations (PDE), especially when uncertainties have to be modelled into the equations as random coefficients. However, very often the variability of physical quantities derived from PDE can be captured by a few features on the space of the coefficient fields. Based on such observation, we propose using neural network to parameterise the physical quantity of interest as a function of input coefficients. The representability of such quantity using a neural network can be justified by viewing the neural network as performing time evolution to find the solutions to the PDE. We further demonstrate the simplicity and accuracy of the approach through notable examples of PDEs in engineering and physics.

This paper gives a brief overview of some configurations in which high-frequency wave propagation modelled by Helmholtz equation gives rise to solutions that vary rapidly across thin layers. The configurations are grouped according to their mathematical structure and tractability and one of them concerns a famous open problem of mathematical physics.

The aim of the paper is to introduce and investigate a dynamical system which consists of a variational–hemivariational inequality of hyperbolic type combined with a non-linear evolution equation. Such a dynamical system arises in studies of complicated contact problems in mechanics. Existence, uniqueness and regularity of a global solution to the system are established. The approach is based on a new semi-discrete approximation with an application of a surjectivity result for a pseudomonotone perturbation of a maximal monotone operator. A new dynamic viscoelastic frictional contact model with adhesion is studied as an application, in which the contact boundary condition is described by a generalised normal damped response condition with unilateral constraint and a multivalued frictional contact law.

Whether enjoying the lucid prose of a favourite author or slogging through some other writer’s cumbersome, heavy-set prattle (full of parentheses, em dashes, compound adjectives, and Oxford commas), readers will notice stylistic signatures not only in word choice and grammar but also in punctuation itself. Indeed, visual sequences of punctuation from different authors produce marvellously different (and visually striking) sequences. Punctuation is a largely overlooked stylistic feature in stylometry, the quantitative analysis of written text. In this paper, we examine punctuation sequences in a corpus of literary documents and ask the following questions: Are the properties of such sequences a distinctive feature of different authors? Is it possible to distinguish literary genres based on their punctuation sequences? Do the punctuation styles of authors evolve over time? Are we on to something interesting in trying to do stylometry without words, or are we full of sound and fury (signifying nothing)?

In our investigation, we examine a large corpus of documents from Project Gutenberg (a digital library with many possible editorial influences). We extract punctuation sequences from each document in our corpus and record the number of words that separate punctuation marks. Using such information about punctuation-usage patterns, we attempt both author and genre recognition, and we also examine the evolution of punctuation usage over time. Our efforts at author recognition are particularly successful. Among the features that we consider, the one that seems to carry the most explanatory power is an empirical approximation of the joint probability of the successive occurrence of two punctuation marks. In our conclusions, we suggest several directions for future work, including the application of similar analyses for investigating translations and other types of categorical time series.

In this paper, we investigate the global boundedness, asymptotic stability and pattern formation of predator–prey systems with density-dependent prey-taxis in a two-dimensional bounded domain with Neumann boundary conditions, where the coefficients of motility (diffusiq‘dfdon) and mobility (prey-taxis) of the predator are correlated through a prey density-dependent motility function. We establish the existence of classical solutions with uniform-in time bound and the global stability of the spatially homogeneous prey-only steady states and coexistence steady states under certain conditions on parameters by constructing Lyapunov functionals. With numerical simulations, we further demonstrate that spatially homogeneous time-periodic patterns, stationary spatially inhomogeneous patterns and chaotic spatio-temporal patterns are all possible for the parameters outside the stability regime. We also find from numerical simulations that the temporal dynamics between linearised system and nonlinear systems are quite different, and the prey density-dependent motility function can trigger the pattern formation.

The paper is devoted to the existence and rigorous homogenisation of the generalised Poisson–Nernst–Planck problem describing the transport of charged species in a two-phase domain. By this, inhomogeneous conditions are supposed at the interface between the pore and solid phases. The solution of the doubly non-linear cross-diffusion model is discontinuous and allows a jump across the phase interface. To prove an averaged problem, the two-scale convergence method over periodic cells is applied and formulated simultaneously in the two phases and at the interface. In the limit, we obtain a non-linear system of equations with averaged matrices of the coefficients, which are based on cell problems due to diffusivity, permittivity and interface electric flux. The first-order corrector due to the inhomogeneous interface condition is derived as the solution to a non-local problem.

This paper describes how asymptotic analysis can be used to gain new insights into the theory of cloaking of spherical and cylindrical targets within the context of acoustic waves in a class of linear elastic materials. In certain cases, these configurations allow solutions to be written down in terms of eigenfunction expansions from which high-frequency asymptotics can be extracted systematically. These asymptotics are compared with the predictions of ray theory and are used to describe the scattering that occurs when perfect cloaking models are regularised.