The present paper represents a continuation of Sofonea and Matei's paper (Sofonea, M. and Matei, A. (2011) History-dependent quasivariational inequalities arising in contact mechanics. Eur. J. Appl. Math. 22, 471–491). There a new class of variational inequalities involving history-dependent operators was considered, an abstract existence and uniqueness result was proved and it was completed with a regularity result. Moreover, these results were used in the analysis of various frictional and frictionless models of contact. In this current paper we present a penalization method in the study of such inequalities. We start with an example which motivates our study; it concerns a mathematical model which describes the quasistatic contact between a viscoelastic body and a foundation; the material's behaviour is modelled with a constitutive law with long memory, the contact is frictionless and is modelled with a multivalued normal compliance condition and unilateral constraint. Then we introduce the abstract variational inequalities together with their penalizations. We prove the unique solvability of the penalized problems and the convergence of their solutions to the solution of the original problem, as the penalization parameter converges to zero. Finally, we turn back to our contact model, apply our abstract results in the study of this problem and provide their mechanical interpretation.

This paper considers the role of costless decisions relating to the extraction of a non-renewable resource in the presence of uncertainty. We begin by deriving a size scale of the extractable resource, above which the solution to the valuation and optimal control strategy can be described by analytic solutions; we produce solutions for a general form of operating cost function. Below this critical resource size level the valuation and optimal control strategy must be solved by numerical means; we present a robust numerical algorithm that can solve such a class of problem. We also allow for the embedding of an irreversible investment decision (abandonment) into the optimisation. Finally, we conduct experimentation for each of these two approaches (analytical and numerical), and show how they are consistent with one another when used appropriately. The extensions of this paper's techniques to renewable resources are explored.

This work is concerned with the numerical computation of null controls for the heat equation. The goal is to compute an approximation of controls that drives the solution from a prescribed initial state at t=0 to zero at t=T. In spite of the diffusion of the heat equation, recent developments indicate that this issue is difficult and still largely open. Most of the existing literature, concerned with controls of minimal L2-norm, make use of dual convex arguments and introduce backward adjoint system. In practice, the null control problem is then reduced to the minimization of a dual conjugate function with respect to the final condition of the adjoint state. As a consequence of the highly regularizing property of the heat kernel, this final condition – which may be seen as the Lagrange multiplier for the null controllability condition – does not belong to L2, but to a much larger space than can hardly be approximated by finite (discrete) dimensional basis. This phenomenon, unavoidable whatever be the numerical approximation used, strongly deteriorates the efficiency of minimization algorithms. In this work, we do not use duality arguments and in particular do not introduce any backward heat equation. For the boundary case, the approach consists first in introducing a class of functions satisfying a priori the boundary conditions in space and time, in particular the null controllability condition at time T, and then finding among this class one element satisfying the heat equation. This second step is done by minimizing a convex functional among the admissible corrector functions of the heat equation. The inner case is performed in a similar way. We present the (variational) approach, discuss the main features of it and then describe some numerical experiments highlighting the interest of the method. The method holds in any dimension but, for the sake of simplicity, we provide details in the one-space dimensional case.

Systematic asymptotic methods are used to formulate a model for the extensional flow of a thin sheet of nematic liquid crystal. With no external body forces applied, the model is found to be equivalent to the so-called Trouton model for Newtonian sheets (and fibres), albeit with a modified ‘Trouton ratio’. However, with a symmetry-breaking electric field gradient applied, behaviour deviates from the Newtonian case, and the sheet can undergo finite-time breakup if a suitable destabilizing field is applied. Some simple exact solutions are presented to illustrate the results in certain idealized limits, as well as sample numerical results to the full model equations.

A new control strategy for a class of piecewise deterministic processes (PDP) is presented. In this class, PDP stochastic processes consist of ordinary differential equations that are subject to random switches corresponding to a discrete Markov process. The proposed strategy aims at controlling the probability density function (PDF) of the PDP. The optimal control formulation is based on the hyperbolic Fokker–Planck system that governs the time evolution of the PDF of the PDP and on tracking objectives of terminal configuration with a target PDF. The corresponding optimization problems are formulated as a sequence of open-loop hyperbolic optimality systems following a model predictive control framework. These systems are discretized by first-order schemes that guarantee positivity and conservativeness of the numerical PDF solution. The effectiveness of the proposed computational control framework is validated considering PDP with dichotomic noise.

A mathematical model of the voltage drop which arises in on-chip power distribution networks is used to compare the maximum voltage drop in the case of different geometric arrangements of the pads supplying power to the chip. These include the square or Manhattan power pad arrangement, which currently predominates, as well as equilateral triangular and hexagonal arrangements. In agreement with the findings in the literature and with physical and SPICE models, the equilateral triangular power pad arrangement is found to minimize the maximum voltage drop. This headline finding is a consequence of relatively simple formulas for the voltage drop, with explicit error bounds, which are established using complex analysis techniques, and elliptic functions in particular.

We examine the effect of a kinetic undercooling condition on the evolution of a free boundary in Hele-Shaw flow, in both bubble and channel geometries. We present analytical and numerical evidence that the bubble boundary is unstable and may develop one or more corners in finite time, for both expansion and contraction cases. This loss of regularity is interesting because it occurs regardless of whether the less viscous fluid is displacing the more viscous fluid, or vice versa. We show that small contracting bubbles are described to leading order by a well-studied geometric flow rule. Exact solutions to this asymptotic problem continue past the corner formation until the bubble contracts to a point as a slit in the limit. Lastly, we consider the evolving boundary with kinetic undercooling in a Saffman-Taylor channel geometry. The boundary may either form corners in finite time, or evolve to a single long finger travelling at constant speed, depending on the strength of kinetic undercooling. We demonstrate these two different behaviours numerically. For the travelling finger, we present results of a numerical solution method similar to that used to demonstrate the selection of discrete fingers by surface tension. With kinetic undercooling, a continuum of corner-free travelling fingers exists for any finger width above a critical value, which goes to zero as the kinetic undercooling vanishes. We have not been able to compute the discrete family of analytic solutions, predicted by previous asymptotic analysis, because the numerical scheme cannot distinguish between solutions characterised by analytic fingers and those which are corner-free but non-analytic.

With financial modelling requiring a better understanding of model risk, it is helpful to be able to vary assumptions about underlying probability distributions in an efficient manner, preferably without the noise induced by resampling distributions managed by Monte Carlo methods. This paper presents differential equations and solution methods for the functions of the form Q(x) = F−1(G(x)), where F and G are cumulative distribution functions. Such functions allow the direct recycling of Monte Carlo samples from one distribution into samples from another. The method may be developed analytically for certain special cases, and illuminate the idea that it is a more precise form of the traditional Cornish–Fisher expansion. In this manner the model risk of distributional risk may be assessed free of the Monte Carlo noise associated with resampling. The method may also be regarded as providing both analytical and numerical bases for doing more precise Cornish–Fisher transformations. Examples are given of equations for converting normal samples to Student t, and converting exponential to normal. In the case of the normal distribution, the change of variables employed allows the sampling to take place to good accuracy based on a single rational approximation over a very wide range of sample space. The avoidance of branching statements is of use in optimal graphics processing unit (GPU) computations as it avoids the effect of branch divergence. We give a branch-free normal quantile that offers performance improvements in a GPU environment while retaining the best precision characteristics of well-known methods. We also offer models with low probability branch divergence. Comparisons of new and existing forms are made on Nvidia GeForce GTX Titan and Tesla C2050 GPUs. We argue that in both single- and double-precisions, the change-of-variables approach offers the most GPU-optimal Gaussian quantile yet, working faster than the Cuda 5.5 built-in function.

The paper is concerned with heat and sweat transport in porous textile media with a non-local thermal radiation and phase change. The model, based on a combination of these classical heat transfer mechanisms (convection, conduction and radiation), is governed by a nonlinear, degenerate and strongly coupled parabolic system. The thermal radiative flow is described by a radiation transport equation and characterized by the thermal absorptivity and emissivity of fibre. A conservative boundary condition is introduced to describe the radiative heat flux interacting with environment. With the conservative boundary condition, we prove the global existence of positive/non-negative weak solutions of a nonlinear parabolic system. A typical clothing assembly with a polyester batting material sandwiched in two laminated covers is investigated numerically. Numerical results show that the contribution of radiative heat transfer is comparable with that of conduction/convection in the sweating system.

The behaviour of two-dimensional finite blobs of conducting viscous fluid in a Hele-Shaw cell subject to an electric field is considered. The time-dependent free boundary problem is studied both analytically using the Schwarz function of the free boundary and numerically using a boundary integral method. Various problems are considered, including (i) the behaviour of an initially circular blob of conducting fluid subject to an electric point charge located arbitrarily within the blob, (ii) the delay in cusp formation on the free boundary in sink-driven flow due to a strategically placed electric charge and (iii) the stability of exact steady solutions having both hydrodynamic and electric forcing.

We consider interacting particle systems and their mean-field limits, which are frequently used to model collective aggregation and are known to demonstrate a rich variety of pattern formations. The interaction is based on a pairwise potential combining short-range repulsion and long-range attraction. We study particular solutions, which are referred to as flocks in the second-order models, for the specific choice of the Quasi-Morse interaction potential. Our main result is a rigorous analysis of continuous, compactly supported flock profiles for the biologically relevant parameter regime. Existence and uniqueness are proven for three space dimensions, while existence is shown for the two-dimensional case. Furthermore, we numerically investigate additional Morse-like interactions to complete the understanding of this class of potentials.

We revisit the American put and call option valuation problems. We derive analytical formulas for the option prices and approximate ordinary differential equations for the optimal exercise boundaries. Numerical simulations yield accurate option prices and comparable computational speeds when benchmarked against the binomial method for calculating option prices. Our approach is based on the Mellin transform and an adaptation of the Kármán–Pohlausen technique for boundary layers in fluid mechanics.

This paper analyses a canonical class of one-dimensional superlinear indefinite boundary value problems of great interest in population dynamics under non-homogeneous boundary conditions; the main bifurcation parameter in our analysis is the amplitude of the superlinear term. Essentially, it continues the analysis of López-Gómez et al. (López-Gómez, J., Tellini, A. & Zanolin, F. (2014) High multiplicity and complexity of the bifurcation diagrams of large solutions for a class of superlinear indefinite problems. Comm. Pure Appl. Anal. 13(1), 1–73) with empty overlapping, by computing the bifurcation diagrams of positive steady states of the model and by proving analytically a number of significant features, which have been observed from the numerical experiments carried out here. The numerics of this paper, besides being very challenging from the mathematical point of view, are imperative from the point of view of population dynamics, in order to ascertain the dimensions of the unstable manifolds of the multiple equilibria of the problem, which measure their degree of instability. From that point of view, our results establish that under facilitative effects in competitive media, the harsher the environmental conditions, the richer the dynamics of the species, in the sense discussed in Section 1.

We develop a mathematical model for a three-phase free boundary problem in one dimension that involves interactions between gas, water and ice. The dynamics are driven by melting of the ice layer, while the pressurized gas also dissolves within the meltwater. The model incorporates the Stefan condition at the water–ice interface along with Henry's law for dissolution of gas at the gas–water interface. We employ a quasi-steady approximation for the phase temperatures and then derive a series solution for the interface positions. A non-standard feature of the model is an integral free boundary condition that arises from mass conservation owing to changes in gas density at the gas–water interface, which makes the problem non-self-adjoint. We derive a two-scale asymptotic series solution for the dissolved gas concentration, which because of the non-self-adjointness gives rise to a Fourier series expansion in eigenfunctions that do not satisfy the usual orthogonality conditions. Numerical simulations of the original governing equations are used to validate series approximations.

A problem of plane inertial motion of an ideal incompressible fluid with a free boundary, which initially has a quadratic velocity field, is studied by semi-analytical methods. A conformal mapping of the domain occupied by the fluid onto a unit circle is sought in the form of a power series with respect to time. Summation of series is performed by using Padé approximants.

This paper addresses a free boundary problem for a steady, uniform patch of vorticity surrounding a single flat plate of zero thickness and finite length. Exact solutions to this problem have previously been found in terms of conformal maps represented by Cauchy-type integrals. Here, however, it is demonstrated how, by considering an associated circular-arc polygon and using ideas from automorphic function theory, these maps can be expressed in a simple non-integral form.

We consider the problem of neutral inclusions for two-dimensional conductivity and anti-plane elasticity. The neutral inclusion, when inserted in a matrix having a uniform field, does not disturb the field outside the inclusion. The inclusion consists of a core and a shell. We show that if the inclusion is neutral to two linearly independent fields, then the core and the shell are confocal ellipses.

This work models and analyses the dynamics of a general spring-mass-damper system that is in frictional contact with its support, taking into account frictional heat generation and a reactive obstacle. Friction, heat generation and contact are modelled with subdifferentials of, possibly non-convex, potential functions. The model consists of a non-linear system of first-order differential inclusions for the position, velocity and temperature of the mass. The existence of a global solution is established and additional assumptions yield its uniqueness. Nine examples of conditions arising in applications, for which the analysis results are valid, are presented.

In this work we investigate limiting values of the lift and drag coefficients of profiles in the Helmholtz–Kirchhoff (infinite cavity) flow. The coefficients are based on the wetted arc length of profile surfaces. The problem is to find global minimum and maximum values of the drag coefficient CD under a given lift coefficient CL. We reduce the problem to a constrained problem of calculus of variations and solve it analytically. In so doing we do not only determine extremals but also strictly prove that these extremals realize global extrema. The proofs are based on non-trivial application of Jensen's inequality. The solution of the problem allows us to construct the domain of possible variations of coefficients CL and CD and define maximum and minimum values of the lift-to-drag ratios CL/CD for a given CL.

We study steady streaming in a channel between two parallel permeable walls induced by oscillating (in time) injection/suction of a viscous fluid at the walls. We obtain an asymptotic expansion of the solution of the Navier–Stokes equations in the limit when the amplitude of normal displacements of fluid particles near the walls is much smaller than both the width of the channel and the thickness of the Stokes layer. It is shown that the steady part of the flow in this problem is much stronger than the steady flow produced by vibrations of impermeable boundaries. Another interesting feature of this problem is that the direction of the steady flow is opposite to what one would expect if the flow was produced by vibrations of impermeable walls.