We use cookies to distinguish you from other users and to provide you with a better experience on our websites. Close this message to accept cookies or find out how to manage your cookie settings.
To save content items to your account,
please confirm that you agree to abide by our usage policies.
If this is the first time you use this feature, you will be asked to authorise Cambridge Core to connect with your account.
Find out more about saving content to .
To save content items to your Kindle, first ensure no-reply@cambridge.org
is added to your Approved Personal Document E-mail List under your Personal Document Settings
on the Manage Your Content and Devices page of your Amazon account. Then enter the ‘name’ part
of your Kindle email address below.
Find out more about saving to your Kindle.
Note you can select to save to either the @free.kindle.com or @kindle.com variations.
‘@free.kindle.com’ emails are free but can only be saved to your device when it is connected to wi-fi.
‘@kindle.com’ emails can be delivered even when you are not connected to wi-fi, but note that service fees apply.
We introduce a free boundary model to study the effect of vesicle transport onto neurite growth. It consists of systems of drift-diffusion equations describing the evolution of the density of antero- and retrograde vesicles in each neurite coupled to reservoirs located at the soma and the growth cones of the neurites, respectively. The model allows for a change of neurite length as a function of the vesicle concentration in the growth cones. After establishing existence and uniqueness for the time-dependent problem, we briefly comment on possible types of stationary solutions. Finally, we provide numerical studies on biologically relevant scales using a finite volume scheme. We illustrate the capability of the model to reproduce cycles of extension and retraction.
We present a detailed analysis of random motions moving in higher spaces with a natural number of velocities. In the case of the so-called minimal random dynamics, under some broad assumptions, we give the joint distribution of the position of the motion (for both the inner part and the boundary of the support) and the number of displacements performed with each velocity. Explicit results for cyclic and complete motions are derived. We establish useful relationships between motions moving in different spaces, and we derive the form of the distribution of the movements in arbitrary dimension. Finally, we investigate further properties for stochastic motions governed by non-homogeneous Poisson processes.
This work introduces and explores the thermal insulation properties of a house wall using the partial differential equation method of finite difference (FD). By applying the steady-state diffusion equation, we delve into how the temperature across the wall depends on the thermal conductivity distribution of insulating material. Our study assumes a quasi-1D case where heat diffusion occurs through the wall. We stipulate that the wall interfaces with heat reservoirs on both sides, thereby stabilising the temperature, and that there are no heat sources within the wall itself. We then employ the FD method to transform the boundary value problem for the differential equation into a system of linear equations. An efficient Gaussian elimination with back substitution algorithm is applied to solve this system. This technique simplifies the problem, requiring only two sweeps of arithmetic operations of the order ’N’ to find the solution. The FD method’s limitation – requiring the domain’s shape and the grid to fit the chosen coordinate system – is acknowledged, hinting towards the next chapter’s discussion on finite elements (FE) methods.
Consider the following migration process based on a closed network of N queues with $K_N$ customers. Each station is a $\cdot$/M/$\infty$ queue with service (or migration) rate $\mu$. Upon departure, a customer is routed independently and uniformly at random to another station. In addition to migration, these customers are subject to a susceptible–infected–susceptible (SIS) dynamics. That is, customers are in one of two states: I for infected, or S for susceptible. Customers can swap their state either from I to S or from S to I only in stations. More precisely, at any station, each susceptible customer becomes infected with the instantaneous rate $\alpha Y$ if there are Y infected customers in the station, whereas each infected customer recovers and becomes susceptible with rate $\beta$. We let N tend to infinity and assume that $\lim_{N\to \infty} K_N/N= \eta $, where $\eta$ is a positive constant representing the customer density. The main problem of interest concerns the set of parameters of such a system for which there exists a stationary regime where the epidemic survives in the limiting system. The latter limit will be referred to as the thermodynamic limit. We use coupling and stochastic monotonicity arguments to establish key properties of the associated Markov processes, which in turn allow us to give the structure of the phase transition diagram of this thermodynamic limit with respect to $\eta$. The analysis of the Kolmogorov equations of this SIS model reduces to that of a wave-type PDE for which we have found no explicit solution. This plain SIS model is one among several companion stochastic processes that exhibit both random migration and contagion. Two of them are discussed in the present paper as they provide variants to the plain SIS model as well as some bounds and approximations. These two variants are the departure-on-change-of-state (DOCS) model and the averaged-infection-rate (AIR) model, which both admit closed-form solutions. The AIR system is a classical mean-field model where the infection mechanism based on the actual population of infected customers is replaced by a mechanism based on some empirical average of the number of infected customers in all stations. The latter admits a product-form solution. DOCS features accelerated migration in that each change of SIS state implies an immediate departure. This model leads to another wave-type PDE that admits a closed-form solution. In this text, the main focus is on the closed stochastic networks and their limits. The open systems consisting of a single station with Poisson input are instrumental in the analysis of the thermodynamic limits and are also of independent interest. This class of SIS dynamics has incarnations in virtually all queueing networks of the literature.
The frameworks of Baikov–Gazizov–Ibragimov (BGI) and Fushchich–Shtelen (FS) approximate symmetries are used to study symmetry properties of partial differential equations with a small parameter. In general, it is shown that unlike the case of ordinary differential equations (ODEs), unstable BGI point symmetries of unperturbed partial differential equations (PDEs) do not necessarily yield local approximate symmetries for the perturbed model. While some relations between the BGI and FS approaches can be established, the two methods yield different approximate symmetry classifications. Detailed classifications are presented for two nonlinear PDE families. The second family includes a one-dimensional wave equation describing the wave motion in a hyperelastic material with a single family of fibers. For this model, approximate symmetries can be used to compute approximate closed-form solutions. Wave breaking times are found numerically and using the approximate solutions, which yield comparable results.
This chapter is a collection of facts, ideas, and techniques regarding the analysis of boundary value, initial and initial boundary value problems for partial differential equations. We begin by deriving some of the representative equations of mathematical physics, which then give rise to the classification of linear, second order, constant coefficient partial differential equations into: elliptic, parabolic, and hyperbolic equations. For each one of these classes we then discuss the main ideas behind problem with them and the existence of solutions: both classical and weak.
In this chapter the data assimilation problem is introduced as a control theory problem for partial differential equations, with initial conditions, model error, and empirical model parameters as optional control variables. An alternative interpretation of data assimilation as a processing of information in a dynamic-stochastic system is also introduced. Both approaches will be addressed in more detail throughout this book. The historical development of data assimilation has been documented, starting from the early nineteenth-century works by Legendre, Gauss, and Laplace, to optimal interpolation and Kalman filtering, to modern data assimilation based on variational and ensemble methods, and finally to future methods such as particle filters. This suggests that data assimilation is not a very new concept, given that it has been of scientific and practical interest for a long time. Part of the chapter focuses on introducing the common terminologies and notation used in data assimilation, with special emphasis on observation equation, observation errors, and observation operators. Finally, a basic linear estimation problem based on least squares is presented.
The resolution of the Poisson equation is usually one of the most computationally intensive steps for incompressible fluid solvers. Lately, DeepLearning, and especially convolutional neural networks (CNNs), has been introduced to solve this equation, leading to significant inference time reduction at the cost of a lack of guarantee on the accuracy of the solution.This drawback might lead to inaccuracies, potentially unstable simulations and prevent performing fair assessments of the CNN speedup for different network architectures. To circumvent this issue, a hybrid strategy is developed, which couples a CNN with a traditional iterative solver to ensure a user-defined accuracy level. The CNN hybrid method is tested on two flow cases: (a) the flow around a 2D cylinder and (b) the variable-density plumes with and without obstacles (both 2D and 3D), demonstrating remarkable generalization capabilities, ensuring both the accuracy and stability of the simulations. The error distribution of the predictions using several network architectures is further investigated in the plume test case. The introduced hybrid strategy allows a systematic evaluation of the CNN performance at the same accuracy level for various network architectures. In particular, the importance of incorporating multiple scales in the network architecture is demonstrated, since improving both the accuracy and the inference performance compared with feedforward CNN architectures. Thus, in addition to the pure networks’ performance evaluation, this study has also led to numerous guidelines and results on how to build neural networks and computational strategies to predict unsteady flows with both accuracy and stability requirements.
In this study, we continue our study of the Cauchy problem associated with the Brinkman equations [see (1.1) and (1.2) below] which model fluid flow in certain types of porous media. Here, we will consider the flow in the upper half-space
under the assumption that the plane $z=0$ is impenetrable to the fluid. This means that we will have to introduce boundary conditions that must be attached to the Brinkman equations. We study local and global well-posedness in appropriate Sobolev spaces introduced below, using Kato's theory for quasilinear equations, parabolic regularization and a comparison principle for the solutions of the problem.
The Poisson equation is commonly encountered in engineering, for instance, in computational fluid dynamics (CFD) where it is needed to compute corrections to the pressure field to ensure the incompressibility of the velocity field. In the present work, we propose a novel fully convolutional neural network (CNN) architecture to infer the solution of the Poisson equation on a 2D Cartesian grid with different resolutions given the right-hand side term, arbitrary boundary conditions, and grid parameters. It provides unprecedented versatility for a CNN approach dealing with partial differential equations. The boundary conditions are handled using a novel approach by decomposing the original Poisson problem into a homogeneous Poisson problem plus four inhomogeneous Laplace subproblems. The model is trained using a novel loss function approximating the continuous $ {L}^p $ norm between the prediction and the target. Even when predicting on grids denser than previously encountered, our model demonstrates encouraging capacity to reproduce the correct solution profile. The proposed model, which outperforms well-known neural network models, can be included in a CFD solver to help with solving the Poisson equation. Analytical test cases indicate that our CNN architecture is capable of predicting the correct solution of a Poisson problem with mean percentage errors below 10%, an improvement by comparison to the first step of conventional iterative methods. Predictions from our model, used as the initial guess to iterative algorithms like Multigrid, can reduce the root mean square error after a single iteration by more than 90% compared to a zero initial guess.
Dynamic spatial theory has been a fruitful approach to understanding economic phenomena involving time and space. However, several central questions still remain unresolved in this field. The identification of the social optimal allocation of economic activity across time and space is particularly problematic, not been ensured yet in economic growth. Developing a monotone method, we study the optimal solution of the spatial Ramsey model. Under fairly general assumptions, we prove the existence of unique social optimum. Considering a numerical implementation of our algorithm, we study the role played by capital mobility in the neoclassical growth environment. With capital irreversibility and economic openness, space allows for transitional dynamics. Moreover, in this context, capital mobility is beneficial as well in terms of social welfare and inequality. We also consider an application of our method to an extension of the spatial Ramsey model for optimal land-use planning.
In this chapter, tools from analysis are brought to bear on flat foldings of high-dimensional Euclidean space. The exposition follows the work of Dacorogna, Marcellini, and Paolini from 2008, who discovered that high-dimensional flat folding maps, which they call rigid maps, can be solutions to certain Dirichlet partial differential equations. This approach offers a different proof of the Recovery Theorem from Lawrence and Spingarn (1989), and the folding maps that result from Dirichlet problems can sometimes have crease patterns that exhibit interesting self-similarity.
We study dynamics, structure and organization of the new paradigm of wavewrinkle structures associated with multipulse laser-induced RayleighTaylor (RT) instability in the plane of a target surface in the circumferential zone (C-zone) of the spot. Irregular target surface, variation of the fluid layer thickness and of the fluid velocity affect the nonlinearity and dispersion. The fluid layer inhomogeneity establishes local domains arranged (organized) in the «domain network». The traveling wavewrinkles become solitary waves and latter on become transformed into stationary soliton wavewrinkle patterns. Their morphology varies in the radial direction ofaussian-like spot ranging from the compacton-like solitons to the aperiodic rectangular waves (with rounded top surface) and to the periodic ones. These wavewrinkles may be successfully juxtapositioned with the exact solution of the nonlinear differential equations formulated in the KadomtsevPetviashvili sense taking into account the fluid conditions in particular domain. The cooling wave that starts at the periphery by the end of the pulse causes sudden increase of density and surface tension: the wavewrinkle structures become unstable what causes their break-up. The onset of solidification causes formation of an elastic sheet which starts to shrink generating lateral tension on the wavewrinkles. The focusing of energy at the constrained boundary causes the formation of wrinklons as the new elementary excitation of the elastic sheets.
The theory of semigroups of operators is one of the most important themes in modern analysis. Not only does it have great intellectual beauty, but also wide-ranging applications. In this book the author first presents the essential elements of the theory, introducing the notions of semigroup, generator and resolvent, and establishes the key theorems of Hille–Yosida and Lumer–Phillips that give conditions for a linear operator to generate a semigroup. He then presents a mixture of applications and further developments of the theory. This includes a description of how semigroups are used to solve parabolic partial differential equations, applications to Levy and Feller–Markov processes, Koopmanism in relation to dynamical systems, quantum dynamical semigroups, and applications to generalisations of the Riemann–Liouville fractional integral. Along the way the reader encounters several important ideas in modern analysis including Sobolev spaces, pseudo-differential operators and the Nash inequality.
We study the existence, uniqueness and qualitative properties of global solutions of abstract differential equations with state-dependent delay. Results on the existence of almost periodic-type solutions (including, periodic, almost periodic, asymptotically almost periodic and almost automorphic solutions) are proved. Some examples of partial differential equations with state-dependent delay arising in population dynamics are presented.
The quantum behavior of the system composed of an electron in an electromagnetic field is described by the Dirac equation, whose solution is a wave function represented by a column matrix with four components. We prove, without using any approximation, that these components can be put in a form which reveals directly the values of the electron energy, laser beam intensity, or amplitude of the electric field intensity, for which the quantum electrodynamics effects are generated. Our results are in good agreement with the experimental data reported in the literature. We prove that the four components of the wave function verify the continuity equation of quantum electrodynamics. Our treatment is in good agreement with the Compton relation. We show that the interaction of electrons with laser beams could be modeled using classical approaches regardless of the laser beam intensity as long as the electrons are non-relativistic, in agreement with published experimental data.
Partial differential equations (PDEs) are expressions involving an unknown function in many independent variables and their partial derivatives up to a certain order. Since PDEs express continuous change, they have long been used to formulate a myriad of dynamical physical and biological phenomena: heat flow, optics, electrostatics and -dynamics, elasticity, fluid flow and many more. Many of these PDEs can be derived in a variational way, i.e. via minimization of an ‘energy’ functional. In this globalised and technologically advanced age, PDEs are also extensively used for modelling social situations (e.g. models for opinion formation, mathematical finance, crowd motion) and tasks in engineering (such as models for semiconductors, networks, and signal and image processing tasks). In particular, in recent years, there has been increasing interest from applied analysts in applying the models and techniques from variational methods and PDEs to tackle problems in data science. This issue of the European Journal of Applied Mathematics highlights some recent developments in this young and growing area. It gives a taste of endeavours in this realm in two exemplary contributions on PDEs on graphs [1, 2] and one on probabilistic domain decomposition for numerically solving large-scale PDEs [3].
A new approach to jump diffusion is introduced, where the jump is treated as a vertical shift of the price (or volatility) function. This method is simpler than the previous methods and it is applied to the portfolio model with a stochastic volatility. Moreover, closed-form solutions for the optimal portfolio are obtained. The optimal closed-form solutions are derived when the value function is not smooth, without relying on the method of viscosity solutions.
The Von Mises quasi-linear second order wave equation, which completely describes an irrotational, compressible and barotropic classical perfect fluid, can be derived from a nontrivial least action principle for the velocity scalar potential only, in contrast to existing analog formulations which are expressed in terms of coupled density and velocity fields. In this article, the classicalHamiltonian field theory specifically associated to such an equation is developed in the polytropic case and numerically verified in a simplified situation. The existence of such a mathematical structure suggests new theoretical schemes possibly useful for performing numerical integrations of fluid dynamical equations. Moreover it justifies possible new functional forms for Lagrangian densities and associated Hamiltonian functions in other theoretical classical physics contexts.
In this article, we investigate the pointwise behaviors of functions on the Heisenberg group. We find wavelet characterizations for the global and local Hölder exponents. Then we prove some a priori upper bounds for the multifractal spectrum of all functions in a given Hölder, Sobolev, or Besov space. These upper bounds turn out to be optimal, since in all cases they are reached by typical functions in the corresponding functional spaces. We also explain how to adapt our proof to extend our results to Carnot groups.