Well-posed two-point initial-boundary value problems with arbitrary boundary conditions

We study initial-boundary value problems for linear evolution equations of arbitrary spatial order, subject to arbitrary linear boundary conditions and posed on a rectangular 1-space, 1-time domain. We give a new characterisation of the boundary conditions that specify well-posed problems using Fokas' transform method. We also give a sufficient condition guaranteeing that the solution can be represented using a series. The relevant condition, the analyticity at infinity of certain meromorphic functions within particular sectors, is significantly more concrete and easier to test than the previous criterion, based on the existence of admissible functions.

Precise calculations of the existence of multiple AMOC equilibria in coupled climate models Part I: equilibrium states

This study examines criteria for the existence of two stable states of the Atlantic Meridional Overturning Circulation (AMOC) using a combination of theory and simulations from a numerical coupled atmosphere–ocean climate model. By formulating a simple collection of state parameters and their relationships, the authors reconstruct the North Atlantic Deep Water (NADW) OFF state behavior under a varying external salt-flux forcing. This part (Part I) of the paper examines the steady-state solution, which gives insight into the mechanisms that sustain the NADW OFF state in this coupled model; Part II deals with the transient behavior predicted by the evolution equation. The nonlinear behavior of the Antarctic Intermediate Water (AAIW) reverse cell is critical to the OFF state. Higher Atlantic salinity leads both to a reduced AAIW reverse cell and to a greater vertical salinity gradient in the South Atlantic. The former tends to reduce Atlantic salt export to the Southern Ocean, while the latter tends to increases it. These competing effects produce a nonlinear response of Atlantic salinity and salt export to salt forcing, and the existence of maxima in these quantities. Thus the authors obtain a natural and accurate analytical saddle-node condition for the maximal surface salt flux for which a NADW OFF state exists. By contrast, the bistability indicator proposed by De Vries and Weber does not generally work in this model. It is applicable only when the effect of the AAIW reverse cell on the Atlantic salt budget is weak.

Non-existence of competitive equilibria with dynamically inconsistent preferences

This paper shows the robust non-existence of competitive equilibria even in a simple three period representative agent economy with dynamically inconsistent preferences. We distinguish between a sophisticated and naive representative agent. Even when underlying preferences are monotone and convex, at given prices, we show by example that the induced preference of the sophisticated representative agent over choices in first-period markets is both non-convex and satiated. Even allowing for negative prices, the market-clearing allocation is not contained in the convex hull of demand. Finally, with a naive representative agent, we show that perfect foresight is incompatible with market clearing and individual optimization at given prices.

On the long time behavior of free stochastic Schrödinger evolutions

We discuss the time evolution of the wave function which is the solution of a stochastic Schrödinger equation describing the dynamics of a free quantum particle subject to spontaneous localizations in space. We prove global existence and uniqueness of solutions. We observe that there exist three time regimes: the collapse regime, the classical regime and the diffusive regime. Concerning the latter, we assert that the general solution converges almost surely to a diffusing Gaussian wave function having a finite spread both in position as well as in momentum. This paper corrects and completes earlier works on this issue.

A mathematical approach to chemical equilibrium theory for gaseous systems—I: theory

Equilibrium theory occupies an important position in chemistry and it is traditionally based on thermodynamics. A novel mathematical approach to chemical equilibrium theory for gaseous systems at constant temperature and pressure is developed. Six theorems are presented logically which illustrate the power of mathematics to explain chemical observations and these are combined logically to create a coherent system. This mathematical treatment provides more insight into chemical equilibrium and creates more tools that can be used to investigate complex situations. Although some of the issues covered have previously been given in the literature, new mathematical representations are provided. Compared to traditional treatments, the new approach relies on straightforward mathematics and less on thermodynamics, thus, giving a new and complementary perspective on equilibrium theory. It provides a new theoretical basis for a thorough and deep presentation of traditional chemical equilibrium. This work demonstrates that new research in a traditional field such as equilibrium theory, generally thought to have been completed many years ago, can still offer new insights and that more efficient ways to present the contents can be established. The work presented here can be considered appropriate as part of a mathematical chemistry course at University level.

A mathematical approach to chemical equilibrium theory for gaseous systems—II: extensions and applications

Straightforward mathematical techniques are used innovatively to form a coherent theoretical system to deal with chemical equilibrium problems. For a systematic theory it is necessary to establish a system to connect different concepts. This paper shows the usefulness and consistence of the system by applications of the theorems introduced previously. Some theorems are shown somewhat unexpectedly to be mathematically correlated and relationships are obtained in a coherent manner. It has been shown that theorem 1 plays an important part in interconnecting most of the theorems. The usefulness of theorem 2 is illustrated by proving it to be consistent with theorem 3. A set of uniform mathematical expressions are associated with theorem 3. A variety of mathematical techniques based on theorems 1–3 are shown to establish the direction of equilibrium shift. The equilibrium properties expressed in initial and equilibrium conditions are shown to be connected via theorem 5. Theorem 6 is connected with theorem 4 through the mathematical representation of theorem 1.

On the solvability of second kind integral equations on the real line

This paper considers general second kind integral equations of the form(in operator form φ − kφ = ψ), where the functions k and ψ are assumed known, with ψ ∈ Y, the space of bounded continuous functions on R, and k such that the mapping s → k(s, · ), from R to L1(R), is bounded and continuous. The function φ ∈ Y is the solution to be determined. Conditions on a set W ⊂ BC(R, L1(R)) are obtained such that a generalised Fredholm alternative holds: If W satisfies these conditions and I − k is injective for all k ∈ W then I − k is also surjective for all k ∈ W and, moreover, the inverse operators (I − k) − 1 on Y are uniformly bounded for k ∈ W. The approximation of the kernel in the integral equation by a sequence (kn) converging in a weak sense to k is also considered and results on stability and convergence are obtained. These general theorems are used to establish results for two special classes of kernels: k(s, t) = κ(s − t)z(t) and k(s, t) = κ(s − t)λ(s − t, t), where κ ∈ L1(R), z ∈ L∞(R), and λ ∈ BC((R\{0}) × R). Kernels of both classes arise in problems of time harmonic wave scattering by unbounded surfaces. The general integral equation results are here applied to prove the existence of a solution for a boundary integral equation formulation of scattering by an infinite rough surface and to consider the stability and convergence of approximation of the rough surface problem by a sequence of diffraction grating problems of increasingly large period.

Scattering of electromagnetic waves by rough interfaces and inhomogeneous layers

We consider a two-dimensional problem of scattering of a time-harmonic electromagnetic plane wave by an infinite inhomogeneous conducting or dielectric layer at the interface between semi-infinite homogeneous dielectric half-spaces. The magnetic permeability is assumed to be a fixed positive constant. The material properties of the media are characterized completely by an index of refraction, which is a bounded measurable function in the layer and takes positive constant values above and below the layer, corresponding to the homogeneous dielectric media. In this paper, we examine only the transverse magnetic (TM) polarization case. A radiation condition appropriate for scattering by infinite rough surfaces is introduced, a generalization of the Rayleigh expansion condition for diffraction gratings. With the help of the radiation condition the problem is reformulated as an equivalent mixed system of boundary and domain integral equations, consisting of second-kind integral equations over the layer and interfaces within the layer. Assumptions on the variation of the index of refraction in the layer are then imposed which prove to be sufficient, together with the radiation condition, to prove uniqueness of solution and nonexistence of guided wave modes. Recent, general results on the solvability of systems of second kind integral equations on unbounded domains establish existence of solution and continuous dependence in a weighted norm of the solution on the given data. The results obtained apply to the case of scattering by a rough interface between two dielectric media and to many other practical configurations.

The impedance boundary value problem for the Helmholtz equation in a half-plane

We prove unique existence of solution for the impedance (or third) boundary value problem for the Helmholtz equation in a half-plane with arbitrary L∞ boundary data. This problem is of interest as a model of outdoor sound propagation over inhomogeneous flat terrain and as a model of rough surface scattering. To formulate the problem and prove uniqueness of solution we introduce a novel radiation condition, a generalization of that used in plane wave scattering by one-dimensional diffraction gratings. To prove existence of solution and a limiting absorption principle we first reformulate the problem as an equivalent second kind boundary integral equation to which we apply a form of Fredholm alternative, utilizing recent results on the solvability of integral equations on the real line in [5].

On the existence of two-dimensional Euler flows satisfying energy-Casimir stability criteria

The energy-Casimir stability method, also known as the Arnold stability method, has been widely used in fluid dynamical applications to derive sufficient conditions for nonlinear stability. The most commonly studied system is two-dimensional Euler flow. It is shown that the set of two-dimensional Euler flows satisfying the energy-Casimir stability criteria is empty for two important cases: (i) domains having the topology of the sphere, and (ii) simply-connected bounded domains with zero net vorticity. The results apply to both the first and the second of Arnold’s stability theorems. In the spirit of Andrews’ theorem, this puts a further limitation on the applicability of the method. © 2000 American Institute of Physics.

First order k-th moment finite element analysis of nonlinear operator equations with stochastic data

We develop and analyze a class of efficient Galerkin approximation methods for uncertainty quantification of nonlinear operator equations. The algorithms are based on sparse Galerkin discretizations of tensorized linearizations at nominal parameters. Specifically, we consider abstract, nonlinear, parametric operator equations J(\alpha ,u)=0 for random input \alpha (\omega ) with almost sure realizations in a neighborhood of a nominal input parameter \alpha _0. Under some structural assumptions on the parameter dependence, we prove existence and uniqueness of a random solution, u(\omega ) = S(\alpha (\omega )). We derive a multilinear, tensorized operator equation for the deterministic computation of k-th order statistical moments of the random solution's fluctuations u(\omega ) - S(\alpha _0). We introduce and analyse sparse tensor Galerkin discretization schemes for the efficient, deterministic computation of the k-th statistical moment equation. We prove a shift theorem for the k-point correlation equation in anisotropic smoothness scales and deduce that sparse tensor Galerkin discretizations of this equation converge in accuracy vs. complexity which equals, up to logarithmic terms, that of the Galerkin discretization of a single instance of the mean field problem. We illustrate the abstract theory for nonstationary diffusion problems in random domains.

The contributions of domain-general and numerical factors to third-grade arithmetic skills and mathematical learning disability

Explanations of the marked individual differences in elementary school mathematical achievement and mathematical learning disability (MLD or dyscalculia) have involved domain-general factors (working memory, reasoning, processing speed and oral language) and numerical factors that include single-digit processing efficiency and multi-digit skills such as number system knowledge and estimation. This study of third graders (N = 258) finds both domain-general and numerical factors contribute independently to explaining variation in three significant arithmetic skills: basic calculation fluency, written multi-digit computation, and arithmetic word problems. Estimation accuracy and number system knowledge show the strongest associations with every skill and their contributions are both independent of each other and other factors. Different domain-general factors independently account for variation in each skill. Numeral comparison, a single digit processing skill, uniquely accounts for variation in basic calculation. Subsamples of children with MLD (at or below 10th percentile, n = 29) are compared with low achievement (LA, 11th to 25th percentiles, n = 42) and typical achievement (above 25th percentile, n = 187). Examination of these and subsets with persistent difficulties supports a multiple deficits view of number difficulties: most children with number difficulties exhibit deficits in both domain-general and numerical factors. The only factor deficit common to all persistent MLD children is in multi-digit skills. These findings indicate that many factors matter but multi-digit skills matter most in third grade mathematical achievement.

Nutrient-limited toxin production and the dynamics of two phytoplankton in culture media: a mathematical model

In this paper we have proposed and analyzed a simple mathematical model consisting of four variables, viz., nutrient concentration, toxin producing phytoplankton (TPP), non-toxic phytoplankton (NTP), and toxin concentration. Limitation in the concentration of the extracellular nutrient has been incorporated as an environmental stress condition for the plankton population, and the liberation of toxic chemicals has been described by a monotonic function of extracellular nutrient. The model is analyzed and simulated to reproduce the experimental findings of Graneli and Johansson [Graneli, E., Johansson, N., 2003. Increase in the production of allelopathic Prymnesium parvum cells grown under N- or P-deficient conditions. Harmful Algae 2, 135–145]. The robustness of the numerical experiments are tested by a formal parameter sensitivity analysis. As the first theoretical model consistent with the experiment of Graneli and Johansson (2003), our results demonstrate that, when nutrient-deficient conditions are favorable for the TPP population to release toxic chemicals, the TPP species control the bloom of other phytoplankton species which are non-toxic. Consistent with the observations made by Graneli and Johansson (2003), our model overcomes the limitation of not incorporating the effect of nutrient-limited toxic production in several other models developed on plankton dynamics.

The Brownian traveller on manifolds

We study the inuence of the intrinsic curvature on the large time behaviour of the heat equation in a tubular neighbourhood of an unbounded geodesic in a two-dimensional Riemannian manifold. Since we consider killing boundary conditions, there is always an exponential-type decay for the heat semigroup. We show that this exponential-type decay is slower for positively curved manifolds comparing to the at case. As the main result, we establish a sharp extra polynomial-type decay for the heat semigroup on negatively curved manifolds comparing to the at case. The proof employs the existence of Hardy-type inequalities for the Dirichlet Laplacian in the tubular neighbourhoods on negatively curved manifolds and the method of self-similar variables and weighted Sobolev spaces for the heat equation.

Granular flow in the marginal ice zone

The region of sea ice near the edge of the sea ice pack is known as the marginal ice zone (MIZ), and its dynamics are complicated by ocean wave interaction with the ice cover, strong gradients in the atmosphere and ocean and variations in sea ice rheology. This paper focuses on the role of sea ice rheology in determining the dynamics of the MIZ. Here, sea ice is treated as a granular material with a composite rheology describing collisional ice floe interaction and plastic interaction. The collisional component of sea ice rheology depends upon the granular temperature, a measure of the kinetic energy of flow fluctuations. A simplified model of the MIZ is introduced consisting of the along and across momentum balance of the sea ice and the balance equation of fluctuation kinetic energy. The steady solution of these equations is found to leading order using elementary methods. This reveals a concentrated region of rapid ice flow parallel to the ice edge, which is in accordance with field observations, and previously called the ice jet. Previous explanations of the ice jet relied upon the existence of ocean currents beneath the ice cover. We show that an ice jet results as a natural consequence of the granular nature of sea ice.