New exact solutions for Hele-Shaw flow in doubly connected regions

Radial Hele-Shaw flows are treated analytically using conformal mapping techniques. The geometry of interest has a doubly-connected annular region of viscous fluid surrounding an inviscid bubble that is either expanding or contracting due to a pressure difference caused by injection or suction of the inviscid fluid. The zero-surface-tension problem is ill-posed for both bubble expansion and contraction, as both scenarios involve viscous fluid displacing inviscid fluid. Exact solutions are derived by tracking the location of singularities and critical points in the analytic continuation of the mapping function. We show that by treating the critical points, it is easy to observe finite-time blow-up, and the evolution equations may be written in exact form using complex residues. We present solutions that start with cusps on one interface and end with cusps on the other, as well as solutions that have the bubble contracting to a point. For the latter solutions, the bubble approaches an ellipse in shape at extinction.

Exact solutions of coupled multispecies linear reaction–diffusion equations on a uniformly growing domain

Embryonic development involves diffusion and proliferation of cells, as well as diffusion and reaction of molecules, within growing tissues. Mathematical models of these processes often involve reaction–diffusion equations on growing domains that have been primarily studied using approximate numerical solutions. Recently, we have shown how to obtain an exact solution to a single, uncoupled, linear reaction–diffusion equation on a growing domain, 0 < x < L(t), where L(t) is the domain length. The present work is an extension of our previous study, and we illustrate how to solve a system of coupled reaction–diffusion equations on a growing domain. This system of equations can be used to study the spatial and temporal distributions of different generations of cells within a population that diffuses and proliferates within a growing tissue. The exact solution is obtained by applying an uncoupling transformation, and the uncoupled equations are solved separately before applying the inverse uncoupling transformation to give the coupled solution. We present several example calculations to illustrate different types of behaviour. The first example calculation corresponds to a situation where the initially–confined population diffuses sufficiently slowly that it is unable to reach the moving boundary at x = L(t). In contrast, the second example calculation corresponds to a situation where the initially–confined population is able to overcome the domain growth and reach the moving boundary at x = L(t). In its basic format, the uncoupling transformation at first appears to be restricted to deal only with the case where each generation of cells has a distinct proliferation rate. However, we also demonstrate how the uncoupling transformation can be used when each generation has the same proliferation rate by evaluating the exact solutions as an appropriate limit.

Exact solutions of linear reaction-diffusion on a uniformly growing domain: criteria for successful colonization

Many processes during embryonic development involve transport and reaction of molecules, or transport and proliferation of cells, within growing tissues. Mathematical models of such processes usually take the form of a reaction-diffusion partial differential equation (PDE) on a growing domain. Previous analyses of such models have mainly involved solving the PDEs numerically. Here, we present a framework for calculating the exact solution of a linear reaction-diffusion PDE on a growing domain. We derive an exact solution for a general class of one-dimensional linear reaction—diffusion process on 0exact solutions with numerical approximations confirms the veracity of the method. Furthermore, our examples illustrate a delicate interplay between: (i) the rate at which the domain elongates, (ii) the diffusivity associated with the spreading density profile, (iii) the reaction rate, and (iv) the initial condition. Altering the balance between these four features leads to different outcomes in terms of whether an initial profile, located near x = 0, eventually overcomes the domain growth and colonizes the entire length of the domain by reaching the boundary where x = L(t).

Exact series solutions of reactive transport models with general initial conditions

Exact solutions of partial differential equation models describing the transport and decay of single and coupled multispecies problems can provide insight into the fate and transport of solutes in saturated aquifers. Most previous analytical solutions are based on integral transform techniques, meaning that the initial condition is restricted in the sense that the choice of initial condition has an important impact on whether or not the inverse transform can be calculated exactly. In this work we describe and implement a technique that produces exact solutions for single and multispecies reactive transport problems with more general, smooth initial conditions. We achieve this by using a different method to invert a Laplace transform which produces a power series solution. To demonstrate the utility of this technique, we apply it to two example problems with initial conditions that cannot be solved exactly using traditional transform techniques.

A geometric construction of travelling wave solutions to the Keller–Segel model

We study a version of the Keller–Segel model for bacterial chemotaxis, for which exact travelling wave solutions are explicitly known in the zero attractant diffusion limit. Using geometric singular perturbation theory, we construct travelling wave solutions in the small diffusion case that converge to these exact solutions in the singular limit.

New stress and velocity fields for highly frictional granular materials

The idealised theory for the quasi-static flow of granular materials which satisfy the Coulomb-Mohr hypothesis is considered. This theory arises in the limit that the angle of internal friction approaches $\pi/2$, and accordingly these materials may be referred to as being `highly frictional'. In this limit, the stress field for both two-dimensional and axially symmetric flows may be formulated in terms of a single nonlinear second order partial differential equation for the stress angle. To obtain an accompanying velocity field, a flow rule must be employed. Assuming the non-dilatant double-shearing flow rule, a further partial differential equation may be derived in each case, this time for the streamfunction. Using Lie symmetry methods, a complete set of group-invariant solutions is derived for both systems, and through this process new exact solutions are constructed. Only a limited number of exact solutions for gravity driven granular flows are known, so these results are potentially important in many practical applications. The problem of mass flow through a two-dimensional wedge hopper is examined as an illustration.

Renormalization group interpretation of the Born and Rytov approximations

In this paper the method of renormalization group (RG) [Phys. Rev. E 54, 376 (1996)] is related to the well-known approximations of Rytov and Born used in wave propagation in deterministic and random media. Certain problems in linear and nonlinear media are examined from the viewpoint of RG and compared with the literature on Born and Rytov approximations. It is found that the Rytov approximation forms a special case of the asymptotic expansion generated by the RG, and as such it gives a superior approximation to the exact solution compared with its Born counterpart. Analogous conclusions are reached for nonlinear equations with an intensity-dependent index of refraction where the RG recovers the exact solution. © 2008 Optical Society of America.

Generalized azimuthal shear deformations in compressible isotropic elastic materials

In this article we study the azimuthal shear deformations in a compressible Isotropic elastic material. This class of deformations involves an azimuthal displacement as a function of the radial and axial coordinates. The equilibrium equations are formulated in terms of the Cauchy-Green strain tensors, which form an overdetermined system of partial differential equations for which solutions do not exist in general. By means of a Legendre transformation, necessary and sufficient conditions for the material to support this deformation are obtained explicitly, in the sense that every solution to the azimuthal equilibrium equation will satisfy the remaining two equations. Additionally, we show how these conditions are sufficient to support all currently known deformations that locally reduce to simple shear. These conditions are then expressed both in terms of the invariants of the Cauchy-Green strain and stretch tensors. Several classes of strain energy functions for which this deformation can be supported are studied. For certain boundary conditions, exact solutions to the equilibrium equations are obtained. © 2005 Society for Industrial and Applied Mathematics.

Swelling induced finite strain flexure in a rectangular block of an isotropic elastic material

The deformation of a rectangular block into an annular wedge is studied with respect to the state of swelling interior to the block. Nonuniform swelling fields are shown to generate these flexure deformations in the absence of resultant forces and bending moments. Analytical expressions for the deformation fields demonstrate these effects for both incompressible and compressible generalizations of conventional hyperelastic materials. Existing results in the absence of a swelling agent are recovered as special cases.

Corner and finger formation in Hele-Shaw flow with kinetic undercooling regularisation

We examine the effect of a kinetic undercooling condition on the evolution of a free boundary in Hele--Shaw flow, in both bubble and channel geometries. We present analytical and numerical evidence that the bubble boundary is unstable and may develop one or more corners in finite time, for both expansion and contraction cases. This loss of regularity is interesting because it occurs regardless of whether the less viscous fluid is displacing the more viscous fluid, or vice versa. We show that small contracting bubbles are described to leading order by a well-studied geometric flow rule. Exact solutions to this asymptotic problem continue past the corner formation until the bubble contracts to a point as a slit in the limit. Lastly, we consider the evolving boundary with kinetic undercooling in a Saffman--Taylor channel geometry. The boundary may either form corners in finite time, or evolve to a single long finger travelling at constant speed, depending on the strength of kinetic undercooling. We demonstrate these two different behaviours numerically. For the travelling finger, we present results of a numerical solution method similar to that used to demonstrate the selection of discrete fingers by surface tension. With kinetic undercooling, a continuum of corner-free travelling fingers exists for any finger width above a critical value, which goes to zero as the kinetic undercooling vanishes. We have not been able to compute the discrete family of analytic solutions, predicted by previous asymptotic analysis, because the numerical scheme cannot distinguish between solutions characterised by analytic fingers and those which are corner-free but non-analytic.

High order unconditionally stable difference schemes for the Riesz space-fractional telegraph equation

In this paper, a class of unconditionally stable difference schemes based on the Pad´e approximation is presented for the Riesz space-fractional telegraph equation. Firstly, we introduce a new variable to transform the original dfferential equation to an equivalent differential equation system. Then, we apply a second order fractional central difference scheme to discretise the Riesz space-fractional operator. Finally, we use (1, 1), (2, 2) and (3, 3) Pad´e approximations to give a fully discrete difference scheme for the resulting linear system of ordinary differential equations. Matrix analysis is used to show the unconditional stability of the proposed algorithms. Two examples with known exact solutions are chosen to assess the proposed difference schemes. Numerical results demonstrate that these schemes provide accurate and efficient methods for solving a space-fractional hyperbolic equation.

Analytical model of reactive transport processes with spatially variable coefficients

Analytical solutions of partial differential equation (PDE) models describing reactive transport phenomena in saturated porous media are often used as screening tools to provide insight into contaminant fate and transport processes. While many practical modelling scenarios involve spatially variable coefficients, such as spatially variable flow velocity, v(x), or spatially variable decay rate, k(x), most analytical models deal with constant coefficients. Here we present a framework for constructing exact solutions of PDE models of reactive transport. Our approach is relevant for advection-dominant problems, and is based on a regular perturbation technique. We present a description of the solution technique for a range of one-dimensional scenarios involving constant and variable coefficients, and we show that the solutions compare well with numerical approximations. Our general approach applies to a range of initial conditions and various forms of v(x) and k(x). Instead of simply documenting specific solutions for particular cases, we present a symbolic worksheet, as supplementary material, which enables the solution to be evaluated for different choices of the initial condition, v(x) and k(x). We also discuss how the technique generalizes to apply to models of coupled multispecies reactive transport as well as higher dimensional problems.

Accurate series solutions for gravity-driven Stokes waves

In the past, high order series expansion techniques have been used to study the nonlinear equations that govern the form of periodic Stokes waves moving steadily on the surface of an inviscid fluid. In the present study, two such series solutions are recomputed using exact arithmetic, eliminating any loss of accuracy due to accumulation of round-off error, allowing a much greater number of terms to be found with confidence. It is shown that higher order behaviour of series generated by the solution casts doubt over arguments that rely on estimating the series’ radius of convergence. Further, the exact nature of the series is used to shed light on the unusual nature of convergence of higher order Pade approximants near the highest wave. Finally, it is concluded that, provided exact values are used in the series, these Pade approximants prove very effective in successfully predicting three turning points in both the dispersion relation and the total energy.

Computed success rates of various carrier phase integer estimation solutions and their comparison with statistical success rates

The success rate of carrier phase ambiguity resolution (AR) is the probability that the ambiguities are successfully fixed to their correct integer values. In existing works, an exact success rate formula for integer bootstrapping estimator has been used as a sharp lower bound for the integer least squares (ILS) success rate. Rigorous computation of success rate for the more general ILS solutions has been considered difficult, because of complexity of the ILS ambiguity pull-in region and computational load of the integration of the multivariate probability density function. Contributions of this work are twofold. First, the pull-in region mathematically expressed as the vertices of a polyhedron is represented by a multi-dimensional grid, at which the cumulative probability can be integrated with the multivariate normal cumulative density function (mvncdf) available in Matlab. The bivariate case is studied where the pull-region is usually defined as a hexagon and the probability is easily obtained using mvncdf at all the grid points within the convex polygon. Second, the paper compares the computed integer rounding and integer bootstrapping success rates, lower and upper bounds of the ILS success rates to the actual ILS AR success rates obtained from a 24 h GPS data set for a 21 km baseline. The results demonstrate that the upper bound probability of the ILS AR probability given in the existing literatures agrees with the actual ILS success rate well, although the success rate computed with integer bootstrapping method is a quite sharp approximation to the actual ILS success rate. The results also show that variations or uncertainty of the unit–weight variance estimates from epoch to epoch will affect the computed success rates from different methods significantly, thus deserving more attentions in order to obtain useful success probability predictions.