We use cookies to distinguish you from other users and to provide you with a better experience on our websites. Close this message to accept cookies or find out how to manage your cookie settings.
To save content items to your account,
please confirm that you agree to abide by our usage policies.
If this is the first time you use this feature, you will be asked to authorise Cambridge Core to connect with your account.
Find out more about saving content to .
To save content items to your Kindle, first ensure no-reply@cambridge.org
is added to your Approved Personal Document E-mail List under your Personal Document Settings
on the Manage Your Content and Devices page of your Amazon account. Then enter the ‘name’ part
of your Kindle email address below.
Find out more about saving to your Kindle.
Note you can select to save to either the @free.kindle.com or @kindle.com variations.
‘@free.kindle.com’ emails are free but can only be saved to your device when it is connected to wi-fi.
‘@kindle.com’ emails can be delivered even when you are not connected to wi-fi, but note that service fees apply.
We study the Cauchy problem on the real line for the nonlocal Fisher-KPP equation in one spatial dimension,
\begin{equation*} u_t = D u_{xx} + u(1-\phi *u), \end{equation*}
where $\phi *u$ is a spatial convolution with the top hat kernel, $\phi (y) \equiv H\left (\frac{1}{4}-y^2\right )$. After observing that the problem is globally well-posed, we demonstrate that positive, spatially periodic solutions bifurcate from the spatially uniform steady state solution $u=1$ as the diffusivity, $D$, decreases through $\Delta _1 \approx 0.00297$ (the exact value is determined in Section 3). We explicitly construct these spatially periodic solutions as uniformly valid asymptotic approximations for $D \ll 1$, over one wavelength, via the method of matched asymptotic expansions. These consist, at leading order, of regularly spaced, compactly supported regions with width of $O(1)$ where $u=O(1)$, separated by regions where $u$ is exponentially small at leading order as $D \to 0^+$. From numerical solutions, we find that for $D \geq \Delta _1$, permanent form travelling waves, with minimum wavespeed, $2 \sqrt{D}$, are generated, whilst for $0 \lt D \lt \Delta _1$, the wavefronts generated separate the regions where $u=0$ from a region where a steady periodic solution is created via a distinct periodic shedding mechanism acting immediately to the rear of the advancing front, with this mechanism becoming more pronounced with decreasing $D$. The structure of these transitional travelling wave forms is examined in some detail.
In this paper, we derive the effective model describing a thin-domain flow with permeable boundary through which the fluid is injected into the domain. We start with incompressible Stokes system and perform the rigorous asymptotic analysis. Choosing the appropriate scaling for the injection leads to a compressible effective model. In this paper, we derive the effective model describing a thin-domain flow with permeable boundary through which the fluid is injected into the domain. We start with incompressible Stokes system and perform the rigorous asymptotic analysis. Choosing the appropriate scaling for the injection leads to a compressible effective model.
We calculate the mean throughput, number of collisions, successes, and idle slots for random tree algorithms with successive interference cancellation. Except for the case of the throughput for the binary tree, all the results are new. We furthermore disprove the claim that only the binary tree maximizes throughput. Our method works with many observables and can be used as a blueprint for further analysis.
We formulate a centrally planned portfolio selection problem with the investor and the manager having S-shaped utilities under a recently popular first-loss contract. We solve for the closed-form optimal portfolio, which shows that a first-loss contract can sometimes behave like an option contract. We propose an asymptotic approach to investigate the portfolio. This approach can be adopted to illustrate economic insights, including the fact that the portfolio under a convex contract becomes more conservative when the market state is better. Furthermore, we discover a means of Pareto improvement by simultaneously considering the investor’s utility and increasing the manager’s incentive rate. This is achieved by establishing the collection of Pareto points of a single contract, proving that it is a strictly decreasing and strictly concave frontier, and comparing the Pareto frontiers of different contracts. These results may be helpful for the illustration of risk choices and the design of Pareto-optimal contracts.
Being able to characterise objects at low frequencies, but in situations where the modelling error in the eddy current approximation of the Maxwell system becomes large, is important for improving current metal detection technologies. Importantly, the modelling error becomes large as the frequency increases, but the accuracy of the eddy current model also depends on the object topology and on its materials, with the error being much larger for certain geometries compared to others of the same size and materials. Additionally, the eddy current model breaks down at much smaller frequencies for highly magnetic conducting materials compared to non-permeable objects (with similar conductivities, sizes and shapes) and, hence, characterising small magnetic objects made of permeable materials using the eddy current at typical frequencies of operation for a metal detector is not always possible. To address this, we derive a new asymptotic expansion for permeable highly conducting objects that is valid for small objects and holds not only for frequencies where the eddy current model is valid but also for situations where the eddy current modelling error becomes large and applying the eddy approximation would be invalid. The leading-order term we derive leads to new forms of object characterisations in terms of polarizability tensor object descriptions where the coefficients can be obtained from solving vectorial transmission problems. We expect these new characterisations to be important when considering objects at greater stand-off distance from the coils, which is important for safety critical applications, such as the identification of landmines, unexploded ordnance and concealed weapons. We also expect our results to be important when characterising artefacts of archaeological and forensic significance at greater depths than the eddy current model allows and to have further applications parking sensors and improving the detection of hidden, out-of-sight, metallic objects.
The dynamics of interfaces in slow diffusion equations with strong absorption are studied. Asymptotic methods are used to give descriptions of the behaviour local to a comprehensive range of possible singular events that can occur in any evolution. These events are: when an interface changes its direction of propagation (reversing and anti-reversing), when an interface detaches from an absorbing obstacle (detaching), when two interfaces are formed by film rupture (touchdown) and when the solution undergoes extinction. Our account of extinction and self-similar reversing and anti-reversing is built upon previous work; results on non-self-similar reversing and anti-reversing and on the various types of detachment and touchdown are developed from scratch. In all cases, verification of the asymptotic results against numerical solutions to the full PDE is provided. Self-similar solutions, both of the full equation and of its asymptotic limits, play a central role in the analysis.
We introduce a broad class of multi-hooking networks, wherein multiple copies of a seed are hooked at each step at random locations, and the number of copies follows a predetermined building sequence of numbers. We analyze the degree profile in random multi-hooking networks by tracking two kinds of node degrees—the local average degree of a specific node over time and the global overall average degree in the graph. The former experiences phases and the latter is invariant with respect to the type of building sequence and is somewhat similar to the average degree in the initial seed. We also discuss the expected number of nodes of the smallest degree. Additionally, we study distances in the network through the lens of the average total path length, the average depth of a node, the eccentricity of a node, and the diameter of the graph.
Many classic networks grow by hooking small components via vertices. We introduce a class of networks that grows by fusing the edges of a small graph to an edge chosen uniformly at random from the network. For this random edge-hooking network, we study the local degree profile, that is, the evolution of the average degree of a vertex over time. For a special subclass, we further determine the exact distribution and an asymptotic gamma-type distribution. We also study the “core,” which consists of the well-anchored edges that experience fusing. A central limit theorem emerges for the size of the core.
At the end, we look at an alternative model of randomness attained by preferential hooking, favoring edges that experience more fusing. Under preferential hooking, the core still follows a Gaussian law but with different parameters. Throughout, Pólya urns are systematically used as a method of proof.
We analyze the discounted probability of exponential Parisian ruin for the so-called scaled classical Cramér–Lundberg risk model. As in Cohen and Young (2020), we use the comparison method from differential equations to prove that the discounted probability of exponential Parisian ruin for the scaled classical risk model converges to the corresponding discounted probability for its diffusion approximation, and we derive the rate of convergence.
We consider a spherical particle levitating above a liquid bath owing to the Leidenfrost effect, where the vapour of either the bath or sphere forms an insulating film whose pressure supports the sphere’s weight. Starting from a reduced formulation based on a lubrication-type approximation, we use matched asymptotics to describe the morphology of the vapour film assuming that the sphere is small relative to the capillary length (small Bond number) and that the densities of the bath and sphere are comparable. We find that this regime is comprised of two formally infinite sequences of distinguished limits which meet at an accumulation point, the limits being defined by the smallness of an intrinsic evaporation number relative to the Bond number. These sequences of limits reveal a surprisingly intricate evolution of the film morphology with increasing sphere size. Initially, the vapour film transitions from a featureless morphology, where the thickness profile is parabolic, to a neck–bubble morphology, which consists of a uniform pressure bubble bounded by a narrow and much thinner annular neck. Gravity effects then become important in the bubble leading to sequential formation of increasingly smaller neck–bubble pairs near the symmetry axis. This process terminates when the pairs closest to the symmetry axis become indistinguishable and merge. Subsequently, the inner section of that merger transitions into a uniform-thickness film that expands radially, gradually squishing increasingly larger neck–bubble pairs into a region of localised oscillations sandwiched between the uniform film and what remains of the bubble whose radial extent is presently comparable to the uniform film; the neck–bubble pairs farther from the axis remain essentially intact. Ultimately, the uniform film gobbles up the largest outermost bubble, whereby the morphology simplifies to a uniform film bounded by localised oscillations. Overall, the asymptotic analysis describes the continuous evolution of the vapour film from a neck–bubble morphology typical of a Leidenfrost drop levitating above a flat solid substrate to a uniform-film morphology which resembles that in the case of a large liquid drop levitating above a liquid bath.
The projection of outstanding liabilities caused by incurred losses or claims has played a fundamental role in general insurance operations. Loss reserving methods based on individual losses generally perform better than those based on aggregate losses. This study uses a parametric individual information model taking not only individual losses but also individual information such as age, gender, and so on from policies themselves into account. Based on this model, this study proposes a computation procedure for the projection of the outstanding liabilities, discusses the estimation and statistical properties of the unknown parameters, and explores the asymptotic behaviors of the resulting loss reserving as the portfolio size approaching infinity. Most importantly, this study demonstrates the benefits of individual information on loss reserving. Remarkably, the accuracy gained from individual information is much greater than that from considering individual losses. Therefore, it is highly recommended to use individual information in loss reserving in general insurance.
The degenerate Cahn–Hilliard equation is a standard model to describe living tissues. It takes into account cell populations undergoing short-range attraction and long-range repulsion effects. In this framework, we consider the usual Cahn–Hilliard equation with a singular single-well potential and degenerate mobility. These degeneracy and singularity induce numerous difficulties, in particular for its numerical simulation. To overcome these issues, we propose a relaxation system formed of two second-order equations which can be solved with standard packages. This system is endowed with an energy and an entropy structure compatible with the limiting equation. Here, we study the theoretical properties of this system: global existence and convergence of the relaxed system to the degenerate Cahn–Hilliard equation. We also study the long-time asymptotics which interest relies on the numerous possible steady states with given mass.
Excitation of surface-plasmon resonances of closely spaced nanometallic structures is a key technique used in nanoplasmonics to control light on subwavelength scales and generate highly confined electric-field hotspots. In this paper, we develop asymptotic approximations in the near-contact limit for the entire set of surface-plasmon modes associated with the prototypical sphere dimer geometry. Starting from the quasi-static plasmonic eigenvalue problem, we employ the method of matched asymptotic expansions between a gap region, where the boundaries are approximately paraboloidal, pole regions within the spheres and close to the gap, and a particle-scale region where the spheres appear to touch at leading order. For those modes that are strongly localised to the gap, relating the gap and pole regions gives a set of effective eigenvalue problems formulated over a half space representing one of the poles. We solve these problems using integral transforms, finding asymptotic approximations, singular in the dimensionless gap width, for the eigenvalues and eigenfunctions. In the special case of modes that are both axisymmetric and odd about the plane bisecting the gap, where matching with the outer region introduces a logarithmic dependence upon the dimensionless gap width, our analysis follows Schnitzer [Singular perturbations approach to localized surface-plasmon resonance: nearly touching metal nanospheres. Phys. Rev. B92(23), 235428 (2015)]. We also analyse the so-called anomalous family of even modes, characterised by field distributions excluded from the gap. We demonstrate excellent agreement between our asymptotic formulae and exact calculations.
The aim of the paper is to derive the distribution of the number of retrial of the tagged request and as a consequence to present the waiting time analysis of a finite-source M/M/1 retrial queueing system by using the method of asymptotic analysis under the condition of the unlimited growing number of sources. As a result of the investigation, it is shown that the asymptotic distribution of the number of retrials of the tagged customer in the orbit is geometric with given parameter, and the waiting time of the tagged customer has a generalized exponential distribution. For the considered retrial queuing system numerical and simulation software packages are also developed. With the help of several sample examples the accuracy and range of applicability of the asymptotic results in prelimit situation are illustrated showing the effectiveness of the proposed approximation.
We study a competition-diffusion model while performing simultaneous homogenization and strong competition limits. The limit problem is shown to be a Stefan-type evolution equation with effective coefficients. We also perform some numerical simulations in one and two spatial dimensions that suggest that oscillations in motilities are detrimental to invasion behaviour of a species.
Increasing evidence suggests that the presence of mobile ions in perovskite solar cells (PSCs) can cause a current–voltage curve hysteresis. Steady state and transient current–voltage characteristics of a planar metal halide CH3NH3PbI3 PSC are analysed with a drift-diffusion model that accounts for both charge transport and ion vacancy motion. The high ion vacancy density within the perovskite layer gives rise to narrow Debye layers (typical width ~2 nm), adjacent to the interfaces with the transport layers, over which large drops in the electric potential occur and in which significant charge is stored. Large disparities between (I) the width of the Debye layers and that of the perovskite layer (~600 nm) and (II) the ion vacancy density and the charge carrier densities motivate an asymptotic approach to solving the model, while the stiffness of the equations renders standard solution methods unreliable. We derive a simplified surface polarisation model in which the slow ion dynamics are replaced by interfacial (non-linear) capacitances at the perovskite interfaces. Favourable comparison is made between the results of the asymptotic approach and numerical solutions for a realistic cell over a wide range of operating conditions of practical interest.
In this paper, periodic steady-state of a liquid film flowing over a periodic uneven wall is investigated via a classical method. Specifically, we analyze a long-wave model that is valid at the near-critical Reynolds number. For the periodic wall surface, we construct an iteration scheme in terms of an integral form of the original steady-state problem. The uniform convergence of the scheme is proved so that we can derive the existence and the uniqueness as well as the asymptotic formula of the periodic solutions.
The Lippmann equation is considered as universal relationship between interfacial tension, double layer charge, and cell potential. Based on the framework of continuum thermo-electrodynamics, we provide some crucial new insights to this relation. For general interfaces such that the local curvature radius is large compared to the Debye length, we apply asymptotic analysis methods to obtain the Lippmann equation. We give precise definitions of the involved quantities and show that the interfacial tension of the Lippmann equation is composed of the surface tension of our general model, and contributions arising from the adjacent space charge layers that can only lower the interfacial tension. Moreover, it turns out that surface reactions can be consistently incorporated into the Lippmann equation, provided that there is no charge transfer from one side of the interface to the other. We apply the model to curved liquid metal electrodes and compare our model to experimental data of several mercury–electrolyte interfaces. We obtain qualitative and quantitative agreement in the 2 V potential range for various salt concentrations.
In this study, we present a phase-field model that describes the process of intercalation of Li ions into a layer of an amorphous solid such as amorphous silicon (a-Si). The governing equations couple a viscous Cahn–Hilliard-Reaction model with elasticity in the framework of the Cahn–Larché system. We discuss the parameter settings and flux conditions at the free boundary that lead to the formation of phase boundaries having a sharp gradient in lithium ion concentration between the initial state of the solid layer and the intercalated region. We carry out a matched asymptotic analysis to derive the corresponding sharp-interface model that also takes into account the dynamics of triple points where the sharp interface intersects the free boundary of the Si layer. We numerically compare the interface motion predicted by the sharp-interface model with the long-time dynamics of the phase-field model.
We consider a single server system accepting two types of retrial customers, which arrive according to two independent Poisson streams. The service station can handle at most one customer, and in case of blocking, type i customer, i=1, 2, is routed to a separate type i orbit queue of infinite capacity. Customers from the orbits try to access the server according to the constant retrial policy. We consider coupled orbit queues, and thus, when both orbit queues are non-empty, the orbit queue i tries to re-dispatch a blocked customer of type i to the main service station after an exponentially distributed time with rate μi. If an orbit queue empties, the other orbit queue changes its re-dispatch rate from μi to $\mu_{i}^{\ast}$. We consider both exponential and arbitrary distributed service requirements, and show that the probability generating function of the joint stationary orbit queue length distribution can be determined using the theory of Riemann (–Hilbert) boundary value problems. For exponential service requirements, we also investigate the exact tail asymptotic behavior of the stationary joint probability distribution of the two orbits with either an idle or a busy server by using the kernel method. Performance metrics are obtained, computational issues are discussed and a simple numerical example is presented.