Spectral theory of some non-selfadjoint linear differential operators

We give a characterisation of the spectral properties of linear differential operators with constant coefficients, acting on functions defined on a bounded interval, and determined by general linear boundary conditions. The boundary conditions may be such that the resulting operator is not selfadjoint. We associate the spectral properties of such an operator $S$ with the properties of the solution of a corresponding boundary value problem for the partial differential equation $\partial_t q \pm iSq=0$. Namely, we are able to establish an explicit correspondence between the properties of the family of eigenfunctions of the operator, and in particular whether this family is a basis, and the existence and properties of the unique solution of the associated boundary value problem. When such a unique solution exists, we consider its representation as a complex contour integral that is obtained using a transform method recently proposed by Fokas and one of the authors. The analyticity properties of the integrand in this representation are crucial for studying the spectral theory of the associated operator.

Scale-invariant moving finite elements for nonlinear partial differential equations in two dimensions

A scale-invariant moving finite element method is proposed for the adaptive solution of nonlinear partial differential equations. The mesh movement is based on a finite element discretisation of a scale-invariant conservation principle incorporating a monitor function, while the time discretisation of the resulting system of ordinary differential equations is carried out using a scale-invariant time-stepping which yields uniform local accuracy in time. The accuracy and reliability of the algorithm are successfully tested against exact self-similar solutions where available, and otherwise against a state-of-the-art h-refinement scheme for solutions of a two-dimensional porous medium equation problem with a moving boundary. The monitor functions used are the dependent variable and a monitor related to the surface area of the solution manifold. (c) 2005 IMACS. Published by Elsevier B.V. All rights reserved.

Optimal control of nonlinear differential algebraic equation systems

A novel iterative procedure is described for solving nonlinear optimal control problems subject to differential algebraic equations. The procedure iterates on an integrated modified linear quadratic model based problem with parameter updating in such a manner that the correct solution of the original non-linear problem is achieved. The resulting algorithm has a particular advantage in that the solution is achieved without the need to solve the differential algebraic equations . Convergence aspects are discussed and a simulation example is described which illustrates the performance of the technique. 1. Introduction When modelling industrial processes often the resulting equations consist of coupled differential and algebraic equations (DAEs). In many situations these equations are nonlinear and cannot readily be directly reduced to ordinary differential equations.

Approximations to the scattering of water waves by steep topography

A new method is developed for approximating the scattering of linear surface gravity waves on water of varying quiescent depth in two dimensions. A conformal mapping of the fluid domain onto a uniform rectangular strip transforms steep and discontinuous bed profiles into relatively slowly varying, smooth functions in the transformed free-surface condition. By analogy with the mild-slope approach used extensively in unmapped domains, an approximate solution of the transformed problem is sought in the form of a modulated propagating wave which is determined by solving a second-order ordinary differential equation. This can be achieved numerically, but an analytic solution in the form of a rapidly convergent infinite series is also derived and provides simple explicit formulae for the scattered wave amplitudes. Small-amplitude and slow variations in the bedform that are excluded from the mapping procedure are incorporated in the approximation by a straightforward extension of the theory. The error incurred in using the method is established by means of a rigorous numerical investigation and it is found that remarkably accurate estimates of the scattered wave amplitudes are given for a wide range of bedforms and frequencies.

Boundary value problems for the N-wave interaction equations

We consider boundary value problems for the N-wave interaction equations in one and two space dimensions, posed for x [greater-or-equal, slanted] 0 and x,y [greater-or-equal, slanted] 0, respectively. Following the recent work of Fokas, we develop an inverse scattering formalism to solve these problems by considering the simultaneous spectral analysis of the two ordinary differential equations in the associated Lax pair. The solution of the boundary value problems is obtained through the solution of a local Riemann–Hilbert problem in the one-dimensional case, and a nonlocal Riemann–Hilbert problem in the two-dimensional case.

A mathematical model of the in vitro keratinocyte response to chromium and nickel exposure

A mathematical model describing the main mechanistic processes involved in keratinocyte response to chromium and nickel has been developed and compared to experimental in vitro data. Accounting for the interactions between the metal ions and the keratinocytes, the law of mass action was used to generate ordinary differential equations which predict the time evolution and ion concentration dependency of keratinocyte viability, the amount of metal associated with the keratinocytes and the release of cytokines by the keratinocytes. Good agreement between model predictions and existing experimental data of these endpoints was observed, supporting the use of this model to explore physiochemical parameters that influence the toxicological response of keratinocytes to these two metals.

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.

Mathematical modelling of competitive LDL/VLDL binding and uptake by hepatocytes

Elevated levels of low-density-lipoprotein cholesterol (LDL-C) in the plasma are a well-established risk factor for the development of coronary heart disease. Plasma LDL-C levels are in part determined by the rate at which LDL particles are removed from the bloodstream by hepatic uptake. The uptake of LDL by mammalian liver cells occurs mainly via receptor-mediated endocytosis, a process which entails the binding of these particles to specific receptors in specialised areas of the cell surface, the subsequent internalization of the receptor-lipoprotein complex, and ultimately the degradation and release of the ingested lipoproteins' constituent parts. We formulate a mathematical model to study the binding and internalization (endocytosis) of LDL and VLDL particles by hepatocytes in culture. The system of ordinary differential equations, which includes a cholesterol-dependent pit production term representing feedback regulation of surface receptors in response to intracellular cholesterol levels, is analysed using numerical simulations and steady-state analysis. Our numerical results show good agreement with in vitro experimental data describing LDL uptake by cultured hepatocytes following delivery of a single bolus of lipoprotein. Our model is adapted in order to reflect the in vivo situation, in which lipoproteins are continuously delivered to the hepatocyte. In this case, our model suggests that the competition between the LDL and VLDL particles for binding to the pits on the cell surface affects the intracellular cholesterol concentration. In particular, we predict that when there is continuous delivery of low levels of lipoproteins to the cell surface, more VLDL than LDL occupies the pit, since VLDL are better competitors for receptor binding. VLDL have a cholesterol content comparable to LDL particles; however, due to the larger size of VLDL, one pit-bound VLDL particle blocks binding of several LDLs, and there is a resultant drop in the intracellular cholesterol level. When there is continuous delivery of lipoprotein at high levels to the hepatocytes, VLDL particles still out-compete LDL particles for receptor binding, and consequently more VLDL than LDL particles occupy the pit. Although the maximum intracellular cholesterol level is similar for high and low levels of lipoprotein delivery, the maximum is reached more rapidly when the lipoprotein delivery rates are high. The implications of these results for the design of in vitro experiments is discussed.

Operator Theory and Its Applications: In Memory of V. B. Lidskii (1924-2008)

This book is a collection of articles devoted to the theory of linear operators in Hilbert spaces and its applications. The subjects covered range from the abstract theory of Toeplitz operators to the analysis of very specific differential operators arising in quantum mechanics, electromagnetism, and the theory of elasticity; the stability of numerical methods is also discussed. Many of the articles deal with spectral problems for not necessarily selfadjoint operators. Some of the articles are surveys outlining the current state of the subject and presenting open problems.

Wave scattering by an axisymmetric ice floe of varying thickness

The problem of water wave scattering by a circular ice floe, floating in fluid of finite depth, is formulated and solved numerically. Unlike previous investigations of such situations, here we allow the thickness of the floe (and the fluid depth) to vary axisymmetrically and also incorporate a realistic non-zero draught. A numerical approximation to the solution of this problem is obtained to an arbitrary degree of accuracy by combining a Rayleigh–Ritz approximation of the vertical motion with an appropriate variational principle. This numerical solution procedure builds upon the work of Bennets et al. (2007, J. Fluid Mech., 579, 413–443). As part of the numerical formulation, we utilize a Fourier cosine expansion of the azimuthal motion, resulting in a system of ordinary differential equations to solve in the radial coordinate for each azimuthal mode. The displayed results concentrate on the response of the floe rather than the scattered wave field and show that the effects of introducing the new features of varying floe thickness and a realistic draught are significant.

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.

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.

A mathematical model of crystallization in an emulsion

A mathematical model incorporating many of the important processes at work in the crystallization of emulsions is presented. The model describes nucleation within the discontinuous domain of an emulsion, precipitation in the continuous domain, transport of monomers between the two domains, and formation and subsequent growth of crystals in both domains. The model is formulated as an autonomous system of nonlinear, coupled ordinary differential equations. The description of nucleation and precipitation is based upon the Becker–Döring equations of classical nucleation theory. A particular feature of the model is that the number of particles of all species present is explicitly conserved; this differs from work that employs Arrhenius descriptions of nucleation rate. Since the model includes many physical effects, it is analyzed in stages so that the role of each process may be understood. When precipitation occurs in the continuous domain, the concentration of monomers falls below the equilibrium concentration at the surface of the drops of the discontinuous domain. This leads to a transport of monomers from the drops into the continuous domain that are then incorporated into crystals and nuclei. Since the formation of crystals is irreversible and their subsequent growth inevitable, crystals forming in the continuous domain effectively act as a sink for monomers “sucking” monomers from the drops. In this case, numerical calculations are presented which are consistent with experimental observations. In the case in which critical crystal formation does not occur, the stationary solution is found and a linear stability analysis is performed. Bifurcation diagrams describing the loci of stationary solutions, which may be multiple, are numerically calculated.