Analytical and numerical solutions describing the inward solidification of a binary melt

We present a mathematical model describing the inward solidification of a slab, a circular cylinder and a sphere of binary melt kept below its equilibrium freezing temperature. The thermal and physical properties of the melt and solid are assumed to be identical. An asymptotic method, valid in the limit of large Stefan number is used to decompose the moving boundary problem for a pure substance into a hierarchy of fixed-domain diffusion problems. Approximate, analytical solutions are derived for the inward solidification of a slab and a sphere of a binary melt which are compared with numerical solutions of the unapproximated system. The solutions are found to agree within the appropriate asymptotic regime of large Stefan number and small time. Numerical solutions are used to demonstrate the dependence of the solidification process upon the level of impurity and other parameters. We conclude with a discussion of the solutions obtained, their stability and possible extensions and refinements of our study.

QUAGMIRE v1.3: a quasi-geostrophic model for investigating rotating fluids experiments

QUAGMIRE is a quasi-geostrophic numerical model for performing fast, high-resolution simulations of multi-layer rotating annulus laboratory experiments on a desktop personal computer. The model uses a hybrid finite-difference/spectral approach to numerically integrate the coupled nonlinear partial differential equations of motion in cylindrical geometry in each layer. Version 1.3 implements the special case of two fluid layers of equal resting depths. The flow is forced either by a differentially rotating lid, or by relaxation to specified streamfunction or potential vorticity fields, or both. Dissipation is achieved through Ekman layer pumping and suction at the horizontal boundaries, including the internal interface. The effects of weak interfacial tension are included, as well as the linear topographic beta-effect and the quadratic centripetal beta-effect. Stochastic forcing may optionally be activated, to represent approximately the effects of random unresolved features. A leapfrog time stepping scheme is used, with a Robert filter. Flows simulated by the model agree well with those observed in the corresponding laboratory experiments.

Similarity solutions of the shallow water equations

A one-dimensional shock (bore) reflection problem is discussed for the two-dimensional shallow water equations with cylindrical symmetry. The differential equations for a similarity solution are derived and solved numerically in conjunction with the Rankine-Hugoniot shock relations.

Solutions of the fully compressible semi-geostrophic system

The fully compressible semi-geostrophic system is widely used in the modelling of large-scale atmospheric flows. In this paper, we prove rigorously the existence of weak Lagrangian solutions of this system, formulated in the original physical coordinates. In addition, we provide an alternative proof of the earlier result on the existence of weak solutions of this system expressed in the so-called geostrophic, or dual, coordinates. The proofs are based on the optimal transport formulation of the problem and on recent general results concerning transport problems posed in the Wasserstein space of probability measures.

On the convergence of the no response test

The no response test is a new scheme in inverse problems for partial differential equations which was recently proposed in [D. R. Luke and R. Potthast, SIAM J. Appl. Math., 63 (2003), pp. 1292–1312] in the framework of inverse acoustic scattering problems. The main idea of the scheme is to construct special probing waves which are small on some test domain. Then the response for these waves is constructed. If the response is small, the unknown object is assumed to be a subset of the test domain. The response is constructed from one, several, or many particular solutions of the problem under consideration. In this paper, we investigate the convergence of the no response test for the reconstruction information about inclusions D from the Cauchy values of solutions to the Helmholtz equation on an outer surface $\partial\Omega$ with $\overline{D} \subset \Omega$. We show that the one‐wave no response test provides a criterion to test the analytic extensibility of a field. In particular, we investigate the construction of approximations for the set of singular points $N(u)$ of the total fields u from one given pair of Cauchy data. Thus, the no response test solves a particular version of the classical Cauchy problem. Also, if an infinite number of fields is given, we prove that a multifield version of the no response test reconstructs the unknown inclusion D. This is the first convergence analysis which could be achieved for the no response test.

Mathematical model for low density lipoprotein (LDL) endocytosis by hepatocytes

Individuals with elevated levels of plasma low density lipoprotein (LDL) cholesterol (LDL-C) are considered to be at risk of developing coronary heart disease. LDL particles are removed from the blood by a process known as receptor-mediated endocytosis, which occurs mainly in the liver. A series of classical experiments delineated the major steps in the endocytotic process; apolipoprotein B-100 present on LDL particles binds to a specific receptor (LDL receptor, LDL-R) in specialized areas of the cell surface called clathrin-coated pits. The pit comprising the LDL-LDL-R complex is internalized forming a cytoplasmic endosome. Fusion of the endosome with a lysosome leads to degradation of the LDL into its constituent parts (that is, cholesterol, fatty acids, and amino acids), which are released for reuse by the cell, or are excreted. In this paper, we formulate a mathematical model of LDL endocytosis, consisting of a system of ordinary differential equations. We validate our model against existing in vitro experimental data, and we use it to explore differences in system behavior when a single bolus of extracellular LDL is supplied to cells, compared to when a continuous supply of LDL particles is available. Whereas the former situation is common to in vitro experimental systems, the latter better reflects the in vivo situation. We use asymptotic analysis and numerical simulations to study the longtime behavior of model solutions. The implications of model-derived insights for experimental design are discussed.

Similarity solutions for multicomponent flows

A one-dimensional shock-reflection test problem in the case of slab, cylindrical or spherical symmetry is discussed for multi-component flows. The differential equations for a similarity solution are derived and then solved numerically in conjunction with the Rankine-Hugoniot shock relations.

Condition number estimates for combined potential integral operators in acoustics and their boundary element discretisation

We consider the classical coupled, combined-field integral equation formulations for time-harmonic acoustic scattering by a sound soft bounded obstacle. In recent work, we have proved lower and upper bounds on the $L^2$ condition numbers for these formulations, and also on the norms of the classical acoustic single- and double-layer potential operators. These bounds to some extent make explicit the dependence of condition numbers on the wave number $k$, the geometry of the scatterer, and the coupling parameter. For example, with the usual choice of coupling parameter they show that, while the condition number grows like $k^{1/3}$ as $k\to\infty$, when the scatterer is a circle or sphere, it can grow as fast as $k^{7/5}$ for a class of `trapping' obstacles. In this paper we prove further bounds, sharpening and extending our previous results. In particular we show that there exist trapping obstacles for which the condition numbers grow as fast as $\exp(\gamma k)$, for some $\gamma>0$, as $k\to\infty$ through some sequence. This result depends on exponential localisation bounds on Laplace eigenfunctions in an ellipse that we prove in the appendix. We also clarify the correct choice of coupling parameter in 2D for low $k$. In the second part of the paper we focus on the boundary element discretisation of these operators. We discuss the extent to which the bounds on the continuous operators are also satisfied by their discrete counterparts and, via numerical experiments, we provide supporting evidence for some of the theoretical results, both quantitative and asymptotic, indicating further which of the upper and lower bounds may be sharper.

Direct Computation of Stochastic Flow in Reservoirs with Uncertain Parameters

A direct method is presented for determining the uncertainty in reservoir pressure, flow, and net present value (NPV) using the time-dependent, one phase, two- or three-dimensional equations of flow through a porous medium. The uncertainty in the solution is modelled as a probability distribution function and is computed from given statistical data for input parameters such as permeability. The method generates an expansion for the mean of the pressure about a deterministic solution to the system equations using a perturbation to the mean of the input parameters. Hierarchical equations that define approximations to the mean solution at each point and to the field covariance of the pressure are developed and solved numerically. The procedure is then used to find the statistics of the flow and the risked value of the field, defined by the NPV, for a given development scenario. This method involves only one (albeit complicated) solution of the equations and contrasts with the more usual Monte-Carlo approach where many such solutions are required. The procedure is applied easily to other physical systems modelled by linear or nonlinear partial differential equations with uncertain data.

Numerical Methods for Stiff Two-Point Boundary Value Problems

We consider the two-point boundary value problem for stiff systems of ordinary differential equations. For systems that can be transformed to essentially diagonally dominant form with appropriate smoothness conditions, a priori estimates are obtained. Problems with turning points can be treated with this theory, and we discuss this in detail. We give robust difference approximations and present error estimates for these schemes. In particular we give a detailed description of how to transform a general system to essentially diagonally dominant form and then stretch the independent variable so that the system will satisfy the correct smoothness conditions. Numerical examples are presented for both linear and nonlinear problems.

Vekua theory for the Helmholtz operator

Vekua operators map harmonic functions defined on domain in \mathbb R2R2 to solutions of elliptic partial differential equations on the same domain and vice versa. In this paper, following the original work of I. Vekua (Ilja Vekua (1907–1977), Soviet-Georgian mathematician), we define Vekua operators in the case of the Helmholtz equation in a completely explicit fashion, in any space dimension N ≥ 2. We prove (i) that they actually transform harmonic functions and Helmholtz solutions into each other; (ii) that they are inverse to each other; and (iii) that they are continuous in any Sobolev norm in star-shaped Lipschitz domains. Finally, we define and compute the generalized harmonic polynomials as the Vekua transforms of harmonic polynomials. These results are instrumental in proving approximation estimates for solutions of the Helmholtz equation in spaces of circular, spherical, and plane waves.