Finite time blow-up and breaking of solitary wind waves

The evolution of surface water waves in finite depth under wind forcing is reduced to an antidissipative Korteweg-de Vries-Burgers equation. We exhibit its solitary wave solution. Antidissipation accelerates and increases the amplitude of the solitary wave and leads to blow-up and breaking. Blow-up occurs in finite time for infinitely large asymptotic space so it is a nonlinear, dispersive, and antidissipative equivalent of the linear instability which occurs for infinite time. Due to antidissipation two given arbitrary and adjacent planes of constant phases of the solitary wave acquire different velocities and accelerations inducing breaking. Soliton breaking occurs in finite space in a time prior to the blow-up. We show that the theoretical growth in amplitude and the time of breaking are both testable in an existing experimental facility.

Numerical study of two ill-posed one-phase Stefan problems

We treat two related moving boundary problems. The first is the ill-posed Stefan problem for melting a superheated solid in one Cartesian coordinate. Mathematically, this is the same problem as that for freezing a supercooled liquid, with applications to crystal growth. By applying a front-fixing technique with finite differences, we reproduce existing numerical results in the literature, concentrating on solutions that break down in finite time. This sort of finite-time blow-up is characterised by the speed of the moving boundary becoming unbounded in the blow-up limit. The second problem, which is an extension of the first, is proposed to simulate aspects of a particular two-phase Stefan problem with surface tension. We study this novel moving boundary problem numerically, and provide results that support the hypothesis that it exhibits a similar type of finite-time blow-up as the more complicated two-phase problem. The results are unusual in the sense that it appears the addition of surface tension transforms a well-posed problem into an ill-posed one.

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.

Mathematical modelling of controlled drug release from polymer micro-spheres : incorporating the effects of swelling, diffusion and dissolution via moving boundary problems

Controlled drug delivery is a key topic in modern pharmacotherapy, where controlled drug delivery devices are required to prolong the period of release, maintain a constant release rate, or release the drug with a predetermined release profile. In the pharmaceutical industry, the development process of a controlled drug delivery device may be facilitated enormously by the mathematical modelling of drug release mechanisms, directly decreasing the number of necessary experiments. Such mathematical modelling is difficult because several mechanisms are involved during the drug release process. The main drug release mechanisms of a controlled release device are based on the device’s physiochemical properties, and include diffusion, swelling and erosion. In this thesis, four controlled drug delivery models are investigated. These four models selectively involve the solvent penetration into the polymeric device, the swelling of the polymer, the polymer erosion and the drug diffusion out of the device but all share two common key features. The first is that the solvent penetration into the polymer causes the transition of the polymer from a glassy state into a rubbery state. The interface between the two states of the polymer is modelled as a moving boundary and the speed of this interface is governed by a kinetic law. The second feature is that drug diffusion only happens in the rubbery region of the polymer, with a nonlinear diffusion coefficient which is dependent on the concentration of solvent. These models are analysed by using both formal asymptotics and numerical computation, where front-fixing methods and the method of lines with finite difference approximations are used to solve these models numerically. This numerical scheme is conservative, accurate and easily implemented to the moving boundary problems and is thoroughly explained in Section 3.2. From the small time asymptotic analysis in Sections 5.3.1, 6.3.1 and 7.2.1, these models exhibit the non-Fickian behaviour referred to as Case II diffusion, and an initial constant rate of drug release which is appealing to the pharmaceutical industry because this indicates zeroorder release. The numerical results of the models qualitatively confirms the experimental behaviour identified in the literature. The knowledge obtained from investigating these models can help to develop more complex multi-layered drug delivery devices in order to achieve sophisticated drug release profiles. A multi-layer matrix tablet, which consists of a number of polymer layers designed to provide sustainable and constant drug release or bimodal drug release, is also discussed in this research. The moving boundary problem describing the solvent penetration into the polymer also arises in melting and freezing problems which have been modelled as the classical onephase Stefan problem. The classical one-phase Stefan problem has unrealistic singularities existed in the problem at the complete melting time. Hence we investigate the effect of including the kinetic undercooling to the melting problem and this problem is called the one-phase Stefan problem with kinetic undercooling. Interestingly we discover the unrealistic singularities existed in the classical one-phase Stefan problem at the complete melting time are regularised and also find out the small time behaviour of the one-phase Stefan problem with kinetic undercooling is different to the classical one-phase Stefan problem from the small time asymptotic analysis in Section 3.3. In the case of melting very small particles, it is known that surface tension effects are important. The effect of including the surface tension to the melting problem for nanoparticles (no kinetic undercooling) has been investigated in the past, however the one-phase Stefan problem with surface tension exhibits finite-time blow-up. Therefore we investigate the effect of including both the surface tension and kinetic undercooling to the melting problem for nanoparticles and find out the the solution continues to exist until complete melting. The investigation of including kinetic undercooling and surface tension to the melting problems reveals more insight into the regularisations of unphysical singularities in the classical one-phase Stefan problem. This investigation gives a better understanding of melting a particle, and contributes to the current body of knowledge related to melting and freezing due to heat conduction.

Stefan problems for melting nanoscaled particles

Under certain conditions, the mathematical models governing the melting of nano-sized particles predict unphysical results, which suggests these models are incomplete. This thesis studies the addition of different physical effects to these models, using analytic and numerical techniques to obtain realistic and meaningful results. In particular, the mathematical "blow-up" of solutions to ill-posed Stefan problems is examined, and the regularisation of this blow-up via kinetic undercooling. Other effects such as surface tension, density change and size-dependent latent heat of fusion are also analysed.

Equações de quarta ordem na modelagem de oscilações de pontes

Equações diferenciais de quarta ordem aparecem naturalmente na modelagem de oscilações de estruturas elásticas, como aquelas observadas em pontes pênseis. São considerados dois modelos que descrevem as oscilações no tabuleiro de uma ponte. No modelo unidimensional estudamos blow up em espaço finito de soluções de uma classe de equações diferenciais de quarta ordem. Os resultados apresentados solucionam uma conjectura apresentada em [F. Gazzola and R. Pavani. Wide oscillation finite time blow up for solutions to nonlinear fourth order differential equations. Arch. Ration. Mech. Anal., 207(2):717752, 2013] e implicam a não existência de ondas viajantes com baixa velocidade de propagação em uma viga. No modelo bidimensional analisamos uma equação não local para uma placa longa e fina, suportada nas extremidades menores, livre nas demais e sujeita a protensão. Provamos existência e unicidade de solução fraca e estudamos o seu comportamento assintótico sob amortecimento viscoso. Estudamos ainda a estabilidade de modos simples de oscilação, os quais são classificados como longitudinais ou torcionais.

Critical Exponents of Semilinear Equations via the Feynman-Kac Formula

2000 Mathematics Subject Classification: 60H30, 35K55, 35K57, 35B35.

Remarks on blow up time for solutions of a nonlinear diffusion system with time dependent coefficients

2000 Mathematics Subject Classification: 35K55, 35K60.

Rigorous finite-time guarantees for optimization on continuous domains by simulated annealing

Simulated annealing is a popular method for approaching the solution of a global optimization problem. Existing results on its performance apply to discrete combinatorial optimization where the optimization variables can assume only a finite set of possible values. We introduce a new general formulation of simulated annealing which allows one to guarantee finite-time performance in the optimization of functions of continuous variables. The results hold universally for any optimization problem on a bounded domain and establish a connection between simulated annealing and up-to-date theory of convergence of Markov chain Monte Carlo methods on continuous domains. This work is inspired by the concept of finite-time learning with known accuracy and confidence developed in statistical learning theory.

Simulated Annealing: Rigorous finite-time guarantees for optimization on continuous domains

Simulated annealing is a popular method for approaching the solution of a global optimization problem. Existing results on its performance apply to discrete combinatorial optimization where the optimization variables can assume only a finite set of possible values. We introduce a new general formulation of simulated annealing which allows one to guarantee finite-time performance in the optimization of functions of continuous variables. The results hold universally for any optimization problem on a bounded domain and establish a connection between simulated annealing and up-to-date theory of convergence of Markov chain Monte Carlo methods on continuous domains. This work is inspired by the concept of finite-time learning with known accuracy and confidence developed in statistical learning theory.

Lower bounds on blow up solutions of the three-dimensional Navier-Stokes equations in homogeneous Sobolev spaces

Suppose that u(t) is a solution of the three-dimensional Navier-Stokes equations, either on the whole space or with periodic boundary conditions, that has a singularity at time T. In this paper we show that the norm of u(T - t) in the homogeneous Sobolev space (H)over dot(s) must be bounded below by c(s)t(-(2s-1)/4) for 1/2 < s < 5/2 (s not equal 3/2), where c(s) is an absolute constant depending only on s; and by c(s)parallel to u(0)parallel to((5-2s)/5)(L2)t(-2s/5) for s > 5/2. (The result for 1/2 < s < 3/2 follows from well-known lower bounds on blowup in Lp spaces.) We show in particular that the local existence time in (H)over dot(s)(R-3) depends only on the (H)over dot(s)-norm for 1/2 < s < 5/2, s not equal 3/2. (C) 2012 American Institute of Physics. [http://dx.doi.org/10.1063/1.4762841]

Solitary and blow-up electrostatic excitations in rotating magnetized electron-positron-ion plasmas

The nonlinear dynamics of a rotating magnetoplasma consisting of electrons, positrons and stationary positive ions is considered. The basic set of hydrodynamic and Poisson equations are reduced to a Zakharov-Kuznetsov (ZK) equation for the electric potential. The ZK equation is solved by applying an improved modified extended tanh-function method (2008 Phys. Lett. A 372 5691) and its characteristics are investigated. A set of new solutions are derived, including localized solitary waves, periodic nonlinear waveforms and divergent (explosive) pulses. The characteristics of these nonlinear excitations are investigated in detail.

Genetic programming for the minimum time swing up and balance control acrobot problem

This work describes how genetic programming is applied to evolving controllers for the minimum time swing up and inverted balance tasks of the continuous state and action: limited torque acrobot. The best swing-up controller is able to swing the acrobot up to a position very close to the inverted ‘handstand’ position in a very short time, shorter than that of Coulom (2004), who applied the same constraints on the applied torque values, and to take only slightly longer than the approach by Lai et al. (2009) where far larger torque values were allowed. The best balance controller is able to balance the acrobot in the inverted position when starting from the balance position for the length of time used in the fitness function in all runs; furthermore, 47 out of 50 of the runs evolve controllers able to maintain the balance position for an extended period, an improvement on the balance controllers generated by Dracopoulos and Nichols (2012), which this paper is extended from. The most successful balance controller is also able to balance the acrobot when starting from a small offset from the balance position for this extended period.