Maximum principles for vectorial approximate minimisers on non-convex functionals

We establish Maximum Principles which apply to vectorial approximate minimizers of the general integral functional of Calculus of Variations. Our main result is a version of the Convex Hull Property. The primary advance compared to results already existing in the literature is that we have dropped the quasiconvexity assumption of the integrand in the gradient term. The lack of weak Lower semicontinuity is compensated by introducing a nonlinear convergence technique, based on the approximation of the projection onto a convex set by reflections and on the invariance of the integrand in the gradient term under the Orthogonal Group. Maximum Principles are implied for the relaxed solution in the case of non-existence of minimizers and for minimizing solutions of the Euler–Lagrange system of PDE.

A dynamical systems framework for intermittent data assimilation

We consider the problem of discrete time filtering (intermittent data assimilation) for differential equation models and discuss methods for its numerical approximation. The focus is on methods based on ensemble/particle techniques and on the ensemble Kalman filter technique in particular. We summarize as well as extend recent work on continuous ensemble Kalman filter formulations, which provide a concise dynamical systems formulation of the combined dynamics-assimilation problem. Possible extensions to fully nonlinear ensemble/particle based filters are also outlined using the framework of optimal transportation theory.

Ensemble transform Kalman-Bucy filters

Two recent works have adapted the Kalman–Bucy filter into an ensemble setting. In the first formulation, the ensemble of perturbations is updated by the solution of an ordinary differential equation (ODE) in pseudo-time, while the mean is updated as in the standard Kalman filter. In the second formulation, the full ensemble is updated in the analysis step as the solution of single set of ODEs in pseudo-time. Neither requires matrix inversions except for the frequently diagonal observation error covariance. We analyse the behaviour of the ODEs involved in these formulations. We demonstrate that they stiffen for large magnitudes of the ratio of background error to observational error variance, and that using the integration scheme proposed in both formulations can lead to failure. A numerical integration scheme that is both stable and is not computationally expensive is proposed. We develop transform-based alternatives for these Bucy-type approaches so that the integrations are computed in ensemble space where the variables are weights (of dimension equal to the ensemble size) rather than model variables. Finally, the performance of our ensemble transform Kalman–Bucy implementations is evaluated using three models: the 3-variable Lorenz 1963 model, the 40-variable Lorenz 1996 model, and a medium complexity atmospheric general circulation model known as SPEEDY. The results from all three models are encouraging and warrant further exploration of these assimilation techniques.

Sparse polynomial approximation in positive order Sobolev spaces with bounded mixed derivatives and applications to elliptic problems with random loading

In the present paper we study the approximation of functions with bounded mixed derivatives by sparse tensor product polynomials in positive order tensor product Sobolev spaces. We introduce a new sparse polynomial approximation operator which exhibits optimal convergence properties in L2 and tensorized View the MathML source simultaneously on a standard k-dimensional cube. In the special case k=2 the suggested approximation operator is also optimal in L2 and tensorized H1 (without essential boundary conditions). This allows to construct an optimal sparse p-version FEM with sparse piecewise continuous polynomial splines, reducing the number of unknowns from O(p2), needed for the full tensor product computation, to View the MathML source, required for the suggested sparse technique, preserving the same optimal convergence rate in terms of p. We apply this result to an elliptic differential equation and an elliptic integral equation with random loading and compute the covariances of the solutions with View the MathML source unknowns. Several numerical examples support the theoretical estimates.

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.

A mathematical model of the sterol regulatory element binding protein 2 cholesterol biosynthesis pathway

Cholesterol is one of the key constituents for maintaining the cellular membrane and thus the integrity of the cell itself. In contrast high levels of cholesterol in the blood are known to be a major risk factor in the development of cardiovascular disease. We formulate a deterministic nonlinear ordinary differential equation model of the sterol regulatory element binding protein 2 (SREBP-2) cholesterol genetic regulatory pathway in an hepatocyte. The mathematical model includes a description of genetic transcription by SREBP-2 which is subsequently translated to mRNA leading to the formation of 3-hydroxy-3-methylglutaryl coenzyme A reductase (HMGCR), a main precursor of cholesterol synthesis. Cholesterol synthesis subsequently leads to the regulation of SREBP-2 via a negative feedback formulation. Parameterised with data from the literature, the model is used to understand how SREBP-2 transcription and regulation affects cellular cholesterol concentration. Model stability analysis shows that the only positive steady-state of the system exhibits purely oscillatory, damped oscillatory or monotic behaviour under certain parameter conditions. In light of our findings we postulate how cholesterol homestasis is maintained within the cell and the advantages of our model formulation are discussed with respect to other models of genetic regulation within the literature.

A moving mesh approach for modelling avascular tumour growth

A key step in many numerical schemes for time-dependent partial differential equations with moving boundaries is to rescale the problem to a fixed numerical mesh. An alternative approach is to use a moving mesh that can be adapted to focus on specific features of the model. In this paper we present and discuss two different velocity-based moving mesh methods applied to a two-phase model of avascular tumour growth formulated by Breward et al. (2002) J. Math. Biol. 45(2), 125-152. Each method has one moving node which tracks the moving boundary. The first moving mesh method uses a mesh velocity proportional to the boundary velocity. The second moving mesh method uses local conservation of volume fraction of cells (masses). Our results demonstrate that these moving mesh methods produce accurate results, offering higher resolution where desired whilst preserving the balance of fluxes and sources in the governing equations.

The population dynamics of disease on short and long time-scales

Observational evidence is scarce concerning the distribution of plant pathogen population sizes or densities as a function of time-scale or spatial scale. For wild pathosystems we can only get indirect evidence from evolutionary patterns and the consequences of biological invasions.We have little or no evidence bearing on extermination of hosts by pathogens, or successful escape of a host from a pathogen. Evidence over the last couple of centuries from crops suggest that the abundance of particular pathogens in the spectrum affecting a given host can vary hugely on decadal timescales. However, this may be an artefact of domestication and intensive cultivation. Host-pathogen dynamics can be formulated mathematically fairly easily–for example as SIR-type differential equation or difference equation models, and this has been the (successful) focus of recent work in crops. “Long-term” is then discussed in terms of the time taken to relax from a perturbation to the asymptotic state. However, both host and pathogen dynamics are driven by environmental factors as well as their mutual interactions, and both host and pathogen co-evolve, and evolve in response to external factors. We have virtually no information about the importance and natural role of higher trophic levels (hyperpathogens) and competitors, but they could also induce long-scale fluctuations in the abundance of pathogens on particular hosts. In wild pathosystems the host distribution cannot be modelled as either a uniform density or even a uniform distribution of fields (which could then be treated as individuals). Patterns of short term density-dependence and the detail of host distribution are therefore critical to long-term dynamics. Host density distributions are not usually scale-free, but are rarely uniform or clearly structured on a single scale. In a (multiply structured) metapopulation with coevolution and external disturbances it could well be the case that the time required to attain equilibrium (if it exists) based on conditions stable over a specified time-scale is longer than that time-scale. Alternatively, local equilibria may be reached fairly rapidly following perturbations but the meta-population equilibrium be attained very slowly. In either case, meta-stability on various time-scales is a more relevant than equilibrium concepts in explaining observed patterns.

Advances in the study of boundary value problems for nonlinear integrable PDEs

In this review I summarise some of the most significant advances of the last decade in the analysis and solution of boundary value problems for integrable partial differential equations in two independent variables. These equations arise widely in mathematical physics, and in order to model realistic applications, it is essential to consider bounded domain and inhomogeneous boundary conditions. I focus specifically on a general and widely applicable approach, usually referred to as the Unified Transform or Fokas Transform, that provides a substantial generalisation of the classical Inverse Scattering Transform. This approach preserves the conceptual efficiency and aesthetic appeal of the more classical transform approaches, but presents a distinctive and important difference. While the Inverse Scattering Transform follows the "separation of variables" philosophy, albeit in a nonlinear setting, the Unified Transform is a based on the idea of synthesis, rather than separation, of variables. I will outline the main ideas in the case of linear evolution equations, and then illustrate their generalisation to certain nonlinear cases of particular significance.

Spectral analysis and the Aharonov-Bohm\~ effect on certain almost-Riemannian manifold

We study spectral properties of the Laplace-Beltrami operator on two relevant almost-Riemannian manifolds, namely the Grushin structures on the cylinder and on the sphere. This operator contains first order diverging terms caused by the divergence of the volume. We get explicit descriptions of the spectrum and the eigenfunctions. In particular in both cases we get a Weyl's law with leading term Elog E. We then study the drastic effect of Aharonov-Bohm magnetic potentials on the spectral properties. Other generalised Riemannian structures including conic and anti-conic type manifolds are also studied. In this case, the Aharonov-Bohm magnetic potential may affect the self-adjointness of the Laplace-Beltrami operator.

On the structure of infinity-harmonic maps

Let H ∈ C 2(ℝ N×n ), H ≥ 0. The PDE system arises as the Euler-Lagrange PDE of vectorial variational problems for the functional E ∞(u, Ω) = ‖H(Du)‖ L ∞(Ω) defined on maps u: Ω ⊆ ℝ n → ℝ N . (1) first appeared in the author's recent work. The scalar case though has a long history initiated by Aronsson. Herein we study the solutions of (1) with emphasis on the case of n = 2 ≤ N with H the Euclidean norm on ℝ N×n , which we call the “∞-Laplacian”. By establishing a rigidity theorem for rank-one maps of independent interest, we analyse a phenomenon of separation of the solutions to phases with qualitatively different behaviour. As a corollary, we extend to N ≥ 2 the Aronsson-Evans-Yu theorem regarding non existence of zeros of |Du| and prove a maximum principle. We further characterise all H for which (1) is elliptic and also study the initial value problem for the ODE system arising for n = 1 but with H(·, u, u′) depending on all the arguments.

Regulation of early steps of GPVI signal transduction by phosphatases: a systems biology approach

We present a data-driven mathematical model of a key initiating step in platelet activation, a central process in the prevention of bleeding following Injury. In vascular disease, this process is activated inappropriately and causes thrombosis, heart attacks and stroke. The collagen receptor GPVI is the primary trigger for platelet activation at sites of injury. Understanding the complex molecular mechanisms initiated by this receptor is important for development of more effective antithrombotic medicines. In this work we developed a series of nonlinear ordinary differential equation models that are direct representations of biological hypotheses surrounding the initial steps in GPVI-stimulated signal transduction. At each stage model simulations were compared to our own quantitative, high-temporal experimental data that guides further experimental design, data collection and model refinement. Much is known about the linear forward reactions within platelet signalling pathways but knowledge of the roles of putative reverse reactions are poorly understood. An initial model, that includes a simple constitutively active phosphatase, was unable to explain experimental data. Model revisions, incorporating a complex pathway of interactions (and specifically the phosphatase TULA-2), provided a good description of the experimental data both based on observations of phosphorylation in samples from one donor and in those of a wider population. Our model was used to investigate the levels of proteins involved in regulating the pathway and the effect of low GPVI levels that have been associated with disease. Results indicate a clear separation in healthy and GPVI deficient states in respect of the signalling cascade dynamics associated with Syk tyrosine phosphorylation and activation. Our approach reveals the central importance of this negative feedback pathway that results in the temporal regulation of a specific class of protein tyrosine phosphatases in controlling the rate, and therefore extent, of GPVI-stimulated platelet activation.