Front interactions in a three-component system

The three-component reaction-diffusion system introduced in [C. P. Schenk et al., Phys. Rev. Lett., 78 (1997), pp. 3781–3784] has become a paradigm model in pattern formation. It exhibits a rich variety of dynamics of fronts, pulses, and spots. The front and pulse interactions range in type from weak, in which the localized structures interact only through their exponentially small tails, to strong interactions, in which they annihilate or collide and in which all components are far from equilibrium in the domains between the localized structures. Intermediate to these two extremes sits the semistrong interaction regime, in which the activator component of the front is near equilibrium in the intervals between adjacent fronts but both inhibitor components are far from equilibrium there, and hence their concentration profiles drive the front evolution. In this paper, we focus on dynamically evolving N-front solutions in the semistrong regime. The primary result is use of a renormalization group method to rigorously derive the system of N coupled ODEs that governs the positions of the fronts. The operators associated with the linearization about the N-front solutions have N small eigenvalues, and the N-front solutions may be decomposed into a component in the space spanned by the associated eigenfunctions and a component projected onto the complement of this space. This decomposition is carried out iteratively at a sequence of times. The former projections yield the ODEs for the front positions, while the latter projections are associated with remainders that we show stay small in a suitable norm during each iteration of the renormalization group method. Our results also help extend the application of the renormalization group method from the weak interaction regime for which it was initially developed to the semistrong interaction regime. The second set of results that we present is a detailed analysis of this system of ODEs, providing a classification of the possible front interactions in the cases of $N=1,2,3,4$, as well as how front solutions interact with the stationary pulse solutions studied earlier in [A. Doelman, P. van Heijster, and T. J. Kaper, J. Dynam. Differential Equations, 21 (2009), pp. 73–115; P. van Heijster, A. Doelman, and T. J. Kaper, Phys. D, 237 (2008), pp. 3335–3368]. Moreover, we present some results on the general case of N-front interactions.

Pulse dynamics in a three-component system : existence analysis

In this article, we analyze the three-component reaction-diffusion system originally developed by Schenk et al. (PRL 78:3781–3784, 1997). The system consists of bistable activator-inhibitor equations with an additional inhibitor that diffuses more rapidly than the standard inhibitor (or recovery variable). It has been used by several authors as a prototype three-component system that generates rich pulse dynamics and interactions, and this richness is the main motivation for the analysis we present. We demonstrate the existence of stationary one-pulse and two-pulse solutions, and travelling one-pulse solutions, on the real line, and we determine the parameter regimes in which they exist. Also, for one-pulse solutions, we analyze various bifurcations, including the saddle-node bifurcation in which they are created, as well as the bifurcation from a stationary to a travelling pulse, which we show can be either subcritical or supercritical. For two-pulse solutions, we show that the third component is essential, since the reduced bistable two-component system does not support them. We also analyze the saddle-node bifurcation in which two-pulse solutions are created. The analytical method used to construct all of these pulse solutions is geometric singular perturbation theory, which allows us to show that these solutions lie in the transverse intersections of invariant manifolds in the phase space of the associated six-dimensional travelling wave system. Finally, as we illustrate with numerical simulations, these solutions form the backbone of the rich pulse dynamics this system exhibits, including pulse replication, pulse annihilation, breathing pulses, and pulse scattering, among others.

Exponential integrators and a dual-scale model for wood drying

For the timber industry, the ability to simulate the drying of wood is invaluable for manufacturing high quality wood products. Mathematically, however, modelling the drying of a wet porous material, such as wood, is a diffcult task due to its heterogeneous and anisotropic nature, and the complex geometry of the underlying pore structure. The well{ developed macroscopic modelling approach involves writing down classical conservation equations at a length scale where physical quantities (e.g., porosity) can be interpreted as averaged values over a small volume (typically containing hundreds or thousands of pores). This averaging procedure produces balance equations that resemble those of a continuum with the exception that effective coeffcients appear in their deffnitions. Exponential integrators are numerical schemes for initial value problems involving a system of ordinary differential equations. These methods differ from popular Newton{Krylov implicit methods (i.e., those based on the backward differentiation formulae (BDF)) in that they do not require the solution of a system of nonlinear equations at each time step but rather they require computation of matrix{vector products involving the exponential of the Jacobian matrix. Although originally appearing in the 1960s, exponential integrators have recently experienced a resurgence in interest due to a greater undertaking of research in Krylov subspace methods for matrix function approximation. One of the simplest examples of an exponential integrator is the exponential Euler method (EEM), which requires, at each time step, approximation of φ(A)b, where φ(z) = (ez - 1)/z, A E Rnxn and b E Rn. For drying in porous media, the most comprehensive macroscopic formulation is TransPore [Perre and Turner, Chem. Eng. J., 86: 117-131, 2002], which features three coupled, nonlinear partial differential equations. The focus of the first part of this thesis is the use of the exponential Euler method (EEM) for performing the time integration of the macroscopic set of equations featured in TransPore. In particular, a new variable{ stepsize algorithm for EEM is presented within a Krylov subspace framework, which allows control of the error during the integration process. The performance of the new algorithm highlights the great potential of exponential integrators not only for drying applications but across all disciplines of transport phenomena. For example, when applied to well{ known benchmark problems involving single{phase liquid ow in heterogeneous soils, the proposed algorithm requires half the number of function evaluations than that required for an equivalent (sophisticated) Newton{Krylov BDF implementation. Furthermore for all drying configurations tested, the new algorithm always produces, in less computational time, a solution of higher accuracy than the existing backward Euler module featured in TransPore. Some new results relating to Krylov subspace approximation of '(A)b are also developed in this thesis. Most notably, an alternative derivation of the approximation error estimate of Hochbruck, Lubich and Selhofer [SIAM J. Sci. Comput., 19(5): 1552{1574, 1998] is provided, which reveals why it performs well in the error control procedure. Two of the main drawbacks of the macroscopic approach outlined above include the effective coefficients must be supplied to the model, and it fails for some drying configurations, where typical dual{scale mechanisms occur. In the second part of this thesis, a new dual{scale approach for simulating wood drying is proposed that couples the porous medium (macroscale) with the underlying pore structure (microscale). The proposed model is applied to the convective drying of softwood at low temperatures and is valid in the so{called hygroscopic range, where hygroscopically held liquid water is present in the solid phase and water exits only as vapour in the pores. Coupling between scales is achieved by imposing the macroscopic gradient on the microscopic field using suitably defined periodic boundary conditions, which allows the macroscopic ux to be defined as an average of the microscopic ux over the unit cell. This formulation provides a first step for moving from the macroscopic formulation featured in TransPore to a comprehensive dual{scale formulation capable of addressing any drying configuration. Simulation results reported for a sample of spruce highlight the potential and flexibility of the new dual{scale approach. In particular, for a given unit cell configuration it is not necessary to supply the effective coefficients prior to each simulation.

Travelling waves for a velocity–jump model of cell migration and proliferation

Cell invasion, characterised by moving fronts of cells, is an essential aspect of development, repair and disease. Typically, mathematical models of cell invasion are based on the Fisher–Kolmogorov equation. These traditional parabolic models can not be used to represent experimental measurements of individual cell velocities within the invading population since they imply that information propagates with infinite speed. To overcome this limitation we study combined cell motility and proliferation based on a velocity–jump process where information propagates with finite speed. The model treats the total population of cells as two interacting subpopulations: a subpopulation of left–moving cells, $L(x,t)$, and a subpopulation of right–moving cells, $R(x,t)$. This leads to a system of hyperbolic partial differential equations that includes a turning rate, $\Lambda \ge 0$, describing the rate at which individuals in the population change direction of movement. We present exact travelling wave solutions of the system of partial differential equations for the special case where $\Lambda = 0$ and in the limit that $\Lambda \to \infty$. For intermediate turning rates, $0 < \Lambda < \infty$, we analyse the travelling waves using the phase plane and we demonstrate a transition from smooth monotone travelling waves to smooth nonmonotone travelling waves as $\Lambda$ decreases through a critical value $\Lambda_{crit}$. We conclude by providing a qualitative comparison between the travelling wave solutions of our model and experimental observations of cell invasion. This comparison indicates that the small $\Lambda$ limit produces results that are consistent with experimental observations.

A quasi-maximum likelihood method for estimating the parameters of multivariate diffusions

A quasi-maximum likelihood procedure for estimating the parameters of multi-dimensional diffusions is developed in which the transitional density is a multivariate Gaussian density with first and second moments approximating the true moments of the unknown density. For affine drift and diffusion functions, the moments are exactly those of the true transitional density and for nonlinear drift and diffusion functions the approximation is extremely good and is as effective as alternative methods based on likelihood approximations. The estimation procedure generalises to models with latent factors. A conditioning procedure is developed that allows parameter estimation in the absence of proxies.

Simplified method for including spatial correlations in mean-field approximations

Biological systems involving proliferation, migration and death are observed across all scales. For example, they govern cellular processes such as wound-healing, as well as the population dynamics of groups of organisms. In this paper, we provide a simplified method for correcting mean-field approximations of volume-excluding birth-death-movement processes on a regular lattice. An initially uniform distribution of agents on the lattice may give rise to spatial heterogeneity, depending on the relative rates of proliferation, migration and death. Many frameworks chosen to model these systems neglect spatial correlations, which can lead to inaccurate predictions of their behaviour. For example, the logistic model is frequently chosen, which is the mean-field approximation in this case. This mean-field description can be corrected by including a system of ordinary differential equations for pair-wise correlations between lattice site occupancies at various lattice distances. In this work we discuss difficulties with this method and provide a simplication, in the form of a partial differential equation description for the evolution of pair-wise spatial correlations over time. We test our simplified model against the more complex corrected mean-field model, finding excellent agreement. We show how our model successfully predicts system behaviour in regions where the mean-field approximation shows large discrepancies. Additionally, we investigate regions of parameter space where migration is reduced relative to proliferation, which has not been examined in detail before, and our method is successful at correcting the deviations observed in the mean-field model in these parameter regimes.

Incorporating spatial correlations into multispecies mean-field models

In biology, we frequently observe different species existing within the same environment. For example, there are many cell types in a tumour, or different animal species may occupy a given habitat. In modelling interactions between such species, we often make use of the mean field approximation, whereby spatial correlations between the locations of individuals are neglected. Whilst this approximation holds in certain situations, this is not always the case, and care must be taken to ensure the mean field approximation is only used in appropriate settings. In circumstances where the mean field approximation is unsuitable we need to include information on the spatial distributions of individuals, which is not a simple task. In this paper we provide a method that overcomes many of the failures of the mean field approximation for an on-lattice volume-excluding birth-death-movement process with multiple species. We explicitly take into account spatial information on the distribution of individuals by including partial differential equation descriptions of lattice site occupancy correlations. We demonstrate how to derive these equations for the multi-species case, and show results specific to a two-species problem. We compare averaged discrete results to both the mean field approximation and our improved method which incorporates spatial correlations. We note that the mean field approximation fails dramatically in some cases, predicting very different behaviour from that seen upon averaging multiple realisations of the discrete system. In contrast, our improved method provides excellent agreement with the averaged discrete behaviour in all cases, thus providing a more reliable modelling framework. Furthermore, our method is tractable as the resulting partial differential equations can be solved efficiently using standard numerical techniques.

Existence of travelling wave solutions for a model of tumour invasion

The existence of travelling wave solutions to a haptotaxis dominated model is analysed. A version of this model has been derived in Perumpanani et al. (1999) to describe tumour invasion, where diffusion is neglected as it is assumed to play only a small role in the cell migration. By instead allowing diffusion to be small, we reformulate the model as a singular perturbation problem, which can then be analysed using geometric singular perturbation theory. We prove the existence of three types of physically realistic travelling wave solutions in the case of small diffusion. These solutions reduce to the no diffusion solutions in the singular limit as diffusion as is taken to zero. A fourth travelling wave solution is also shown to exist, but that is physically unrealistic as it has a component with negative cell population. The numerical stability, in particular the wavespeed of the travelling wave solutions is also discussed.

The resistance of PRESENT-80 against related-key differential attacks

We examine the security of the 64-bit lightweight block cipher PRESENT-80 against related-key differential attacks. With a computer search we are able to prove that for any related-key differential characteristic on full-round PRESENT-80, the probability of the characteristic only in the 64-bit state is not higher than 2−64. To overcome the exponential (in the state and key sizes) computational complexity of the search we use truncated differences, however as the key schedule is not nibble oriented, we switch to actual differences and apply early abort techniques to prune the tree-based search. With a new method called extended split approach we are able to make the whole search feasible and we implement and run it in real time. Our approach targets the PRESENT-80 cipher however,with small modifications can be reused for other lightweight ciphers as well.

Heat transfer analysis of viscous incompressible fluid by combined natural convection and radiation in an open cavity

The effect of radiation on natural convection of Newtonian fluid contained in an open cavity is investigated in this study. The governing partial differential equations are solved numerically using the Alternate Direct Implicit method together with the Successive Over Relaxation method. The study is focused on studying the flow pattern and the convective and radiative heat transfer rates are studied for different values of radiation parameters namely, the optical thickness of the fluid, scattering albedo, and the Planck number. It was found that in the optically thin limit, an increase in the optical thickness of the fluid raises the temperature and radiation heat transfer of the fluid. However, a further increase in the optical thickness decreases the radiative heat transfer rate due to increase in the energy level of the fluid, which ultimately reduces the total heat transfer rate within the fluid.

Applications of Spreadsheets in Education : The Amazing Power of a Simple Tool

This e-book is devoted to the use of spreadsheets in the service of education in a broad spectrum of disciplines: science, mathematics, engineering, business, and general education. The effort is aimed at collecting the works of prominent researchers and educators that make use of spreadsheets as a means to communicate concepts with high educational value. The e-book brings some of the most recent applications of spreadsheets in education and research to the fore. To offer the reader a broad overview of the diversity of applications, carefully chosen articles from engineering (power systems and control), mathematics (calculus, differential equations, and probability), science (physics and chemistry), and education are provided. Some of these applications make use of Visual Basic for Applications (VBA), a versatile computer language that further expands the functionality of spreadsheets. The material included in this e-book should inspire readers to devise their own applications and enhance their teaching and/or learning experience.

A survey in mathematics for industry: Two-timing and matched asymptotic expansions for singular perturbation problems

Following the derivation of amplitude equations through a new two-time-scale method [O'Malley, R. E., Jr. & Kirkinis, E (2010) A combined renormalization group-multiple scale method for singularly perturbed problems. Stud. Appl. Math. 124, 383-410], we show that a multi-scale method may often be preferable for solving singularly perturbed problems than the method of matched asymptotic expansions. We illustrate this approach with 10 singularly perturbed ordinary and partial differential equations. © 2011 Cambridge University Press.

Reduction of amplitude equations by the renormalization group approach

This article elucidates and analyzes the fundamental underlying structure of the renormalization group (RG) approach as it applies to the solution of any differential equation involving multiple scales. The amplitude equation derived through the elimination of secular terms arising from a naive perturbation expansion of the solution to these equations by the RG approach is reduced to an algebraic equation which is expressed in terms of the Thiele semi-invariants or cumulants of the eliminant sequence { Zi } i=1 . Its use is illustrated through the solution of both linear and nonlinear perturbation problems and certain results from the literature are recovered as special cases. The fundamental structure that emerges from the application of the RG approach is not the amplitude equation but the aforementioned algebraic equation. © 2008 The American Physical Society.

A comparison of stability and bifurcation criteria for inflated spherical elastic shells

The nonlinear stability analysis introduced by Chen and Haughton [1] is employed to study the full nonlinear stability of the non-homogeneous spherically symmetric deformation of an elastic thick-walled sphere. The shell is composed of an arbitrary homogeneous, incompressible elastic material. The stability criterion ultimately requires the solution of a third-order nonlinear ordinary differential equation. Numerical calculations performed for a wide variety of well-known incompressible materials are then compared with existing bifurcation results and are found to be identical. Further analysis and comparison between stability and bifurcation are conducted for the case of thin shells and we prove by direct calculation that the two criteria are identical for all modes and all materials.

Adaptive finite element analysis of elliptic problems based on bubble-type local mesh generation

A new mesh adaptivity algorithm that combines a posteriori error estimation with bubble-type local mesh generation (BLMG) strategy for elliptic differential equations is proposed. The size function used in the BLMG is defined on each vertex during the adaptive process based on the obtained error estimator. In order to avoid the excessive coarsening and refining in each iterative step, two factor thresholds are introduced in the size function. The advantages of the BLMG-based adaptive finite element method, compared with other known methods, are given as follows: the refining and coarsening are obtained fluently in the same framework; the local a posteriori error estimation is easy to implement through the adjacency list of the BLMG method; at all levels of refinement, the updated triangles remain very well shaped, even if the mesh size at any particular refinement level varies by several orders of magnitude. Several numerical examples with singularities for the elliptic problems, where the explicit error estimators are used, verify the efficiency of the algorithm. The analysis for the parameters introduced in the size function shows that the algorithm has good flexibility.