Showing papers in "European Journal of Applied Mathematics in 2001"

Blow-up in a chemotaxis model without symmetry assumptions

Abstract: In this paper we prove the existence of solutions of the Keller–Segel model in chemotaxis, which blow up in finite or infinite time. This is done without assuming any symmetry properties of the solution.

Stability of compressive and undercompressive thin film travelling waves

Abstract: Recent studies of liquid lms driven by competing forces due to surface tension gradients and gravity reveal that undercompressive travelling waves play an important role in the dynamics when the competing forces are comparable. In this paper, we provide a theoretical framework for assessing the spectral stability of compressive and undercompressive travelling waves in thin lm models. Associated with the linear stability problem is an Evans function which vanishes precisely at eigenvalues of the linearized operator. The structure of an index related to the Evans function explains computational results for stability of compressive waves. A new formula for the index in the undercompressive case yields results consistent with stability. In considering stability of undercompressive waves to transverse perturbations, there is an apparent inconsistency between long-wave asymptotics of the largest eigenvalue and its actual behaviour. We show that this paradox is due to the unusual structure of the eigenfunctions and we construct a revised long-wave asymptotics. We conclude with numerical computations of the largest eigenvalue, comparisons with the asymptotic results, and several open problems associated with our ndings.

The initial time layer problem and the quasineutral limit in the semiconductor drift-diffusion model

Abstract: The classical time-dependent drift-diffusion model for semiconductors is considered for small scaled Debye length (which is a singular perturbation parameter). The corresponding limit is carried out on both the dielectric relaxation time scale and the diffusion time scale. The latter is a quasineutral limit, and the former can be interpreted as an initial time layer problem. The main mathematical tool for the analytically rigorous singular perturbation theory of this paper is the (physical) entropy of the system.

Moving boundary problems and non-uniqueness for the thin film equation

Abstract: A variety of mass preserving moving boundary problems for the thin film equation, ut = −(unuxxx)x, are derived (by formal asymptotics) from a number of regularisations, the case in which the substrate is covered by a very thin pre-wetting film being discussed in most detail Some of the properties of the solutions selected in this fashion are described, and the full range of possible mass preserving non-negative solutions is outlined

On a family of differential equations for boundary layer approximations in porous media

Abstract: Free convection along a vertical flat plate embedded in a porous medium is considered, within the framework of boundary layer approximations. In some cases, similarity solutions can be obtained by solving a boundary value problem involving an autonomous third-order nonlinear equation, depending on a parameter related to the temperature on the wall. The paper deals with existence and uniqueness questions to this problem, for every value of the parameter.

Meniscus draw-up and draining

Abstract: When a solid plate is removed from a pool of fluid, a film of fluid is attached to the plate. There are two possible outcomes. The edge of the fluid may be raised through a finite distance, with the edge slipping on the plate. Alternatively, a continuous film of a certain thickness may be drawn up. For plates which have a small slope, it is shown that the first alternative holds when the speed of withdrawal is sufficiently small, and that, when a critical speed is exceeded, the height of the edge above the fluid level in the pool increases with time. A related problem concerns the shape of a receding meniscus in a channel. If the static contact angle is small, lubrication theory can be applied to the film of fluid adjacent to the wall of the channel, and the results of this part of the solution can be matched to the central part of the meniscus, which is controlled by capillarity and gravity, but for which lubrication theory does not apply. As in the draw-up problem, for small speeds the shape of the meniscus is time-independent, but above a critical speed, a tail of fluid of increasing length remains in the tube.

Modelling the interactions between tumour cells and a blood vessel in a microenvironment within a vascular tumour

Abstract: In this paper, we develop a mathematical model to describe interactions between tumour cells and a compliant blood vessel that supplies oxygen to the region. We assume that, in addition to proliferating, the tumour cells die through apoptosis and necrosis. We also assume that pressure differences within the tumour mass, caused by spatial variations in proliferation and degradation, cause cell motion. We couple the behaviour of the blood vessel into the model for the oxygen tension. The model equations track the evolution of the densities of live and dead cells, the oxygen tension within the tumour, the live and dead cell speeds, the pressure and the width of the blood vessel. We present explicit solutions to the model for certain parameter regimes, and then solve the model numerically for more general parameter regimes. We show how the resulting steady-state behaviour varies as the key model parameters are changed. Finally, we discuss the biological implications of our work.

Analysis of the free boundary for the pricing of an American call option

Abstract: The purpose of this paper is to analyse the free boundary problem for the Black–Scholes equation for pricing the American call option on stocks paying a continuous dividend. Using the Fourier integral transformation method, we derive and analyse a nonlinear singular integral equation determining the shape of the free boundary. Numerical experiments based on this integral equation are also presented.

Simulation of singularities and instabilities arising in thin film flow

Abstract: We present a finite element scheme for nonlinear fourth-order diffusion equations that arise for example in lubrication theory for the time evolution of thin films of viscous fluids. The equations are in general fourth-order degenerate parabolic, but in addition singular terms of second order may occur which model the effects of intermolecular forces or thermocapillarity. Discretizing the arising nonlinearities in a subtle way allows us to establish discrete counterparts of the essential integral estimates found in the continuous setting. As a consequence, the algorithm is efficient, and results on convergence, nonnegativity or even strict positivity of discrete solutions follow in a natural way. Applying this scheme to the numerical simulation of different models shows various interesting qualitative effects, which turn out to be in good agreement with physical experiments.

Asymptotics beyond all orders and Stokes lines in nonlinear differential-difference equations

Abstract: A technique for calculating exponentially small terms beyond all orders in singularly perturbed difference equations is presented. The approach is based on the application of a WKBJ-type ansatz to the late terms in the naive asymptotic expansion and the identification of Stokes lines, and is closely related to the well-known Stokes line smoothing phenomenon in linear ordinary differential equations. The method is illustrated by application to examples and the results extended to time-dependent differential-difference problems.

Regional blow-up for a higher-order semilinear parabolic equation

Abstract: We study the blow-up behaviour of solutions of a 2mth order semilinear parabolic equation[formula here]with a superlinear function q(u) for |u| Gt; 1. We prove some estimates on the asymptotic blow-up behaviour. Such estimates apply to general integral evolution equations. We answer the following question: find a continuous function q(u) with a superlinear growth as u → ∞ such that the parabolic equation exhibits regional blow-up in a domain of finite non-zero measure. We show that such a regional blow-up can occur for q(u) = u|ln|u‖2m. We present a formal asymptotic theory explaining that the stable (generic) blow-up behaviour as t → T− is described by the self-similar solution[formula here]of the complex Hamilton–Jacobi equation[formula here].

On a slender dry patch in a liquid film draining under gravity down an inclined plane

Abstract: In this paper two similarity solutions describing a steady, slender, symmetric dry patch in an infinitely wide liquid film draining under gravity down an inclined plane are obtained. The first solution, which predicts that the dry patch has a parabolic shape and that the transverse profile of the free surface always has a monotonically increasing shape, is appropriate for weak surface-tension effects and far from the apex of the dry patch. The second solution, which predicts that the dry patch has a quartic shape and that the transverse profile of the free surface has a capillary ridge near the contact line and decays in an oscillatory manner far from it, is appropriate for strong surface-tension effects (in particular, when the plane is nearly vertical) and near (but not too close) to the apex of the dry patch. With the average volume flux per unit width (or equivalently with the uniform height of the layer far from the dry patch) prescribed, both solutions contain a free parameter. For each value of this parameter there is a unique solution in the first case and either no solution or a one-parameter family of solutions in the second case. The solutions capture some of the qualitative features observed in experiments.

Hele-Shaw flows with time-dependent free boundaries involving a multiply-connected fluid region

Abstract: Consider a Hele-Shaw cell that is initially empty, and inject fluid at a number of injection points into the gap. To begin with, the plan view of the region occupied by the fluid will consist of growing circular discs, but these will then coalesce and, in general, lead to a multiply-connected geometry. Assuming a constant pressure condition to be relevant at the free boundaries, we show that the entire motion can be explicitly described analytically. When the connectivity is greater than two, the geometry is characterized by a conformal map given by a function that is automorphic with respect to a Schottky group, and we show how to construct this as a ratio of Poincaré theta series. The efficacy of our solution procedure is demonstrated by a number of examples chosen to illustrate points of both physical and mathematical interest.

Unsteady analyses of thermal glass fibre drawing processes

Abstract: Fibre drawing is an important industrial process for synthetic polymers and optical communications. In the manufacture of optical fibres, precise diameter control is critical to waveguide performance, with tolerances in the submicron range that are met through feedback controls on processing conditions. Fluctuations arise from material non-uniformity plague synthetic polymers but not optical silicate fibres which are drawn from a pristine source. The steady drawing process for glass fibres is well-understood (e.g. [11, 12, 20]). The linearized stability of steady solutions, which characterize limits on draw speed versus processing and material properties, is well-understood (e.g. [9, 10, 11]). Feedback is inherently transient, whereby one adjusts processing conditions in real time based on observations of diameter variations. Our goal in this paper is to delineate the degree of sensitivity to transient fluctuations in processing boundary conditions, for thermal glass fibre steady states that are linearly stable. This is the relevant information for identifying potential sources of observed diameter fluctuation, and for designing the boundary controls necessary to alter existing diameter variations. To evaluate the time-dependent final diameter response to boundary fluctuations, we numerically solve the model nonlinear partial differential equations of thermal glass fibre processing. Our model simulations indicate a relative insensitivity to mechanical effects (such as take-up rates, feed-in rates), but strong sensitivity to thermal fluctuations, which typically form a basis for feedback control.

Symmetry and self-similarity in rupture and pinchoff: a geometric bifurcation

Abstract: Long-wavelength models for van der Waals driven rupture of a free thin viscous sheet and for capillary pinchoff of a viscous fluid thread both give rise to families of first-type similarity solutions. The scaling exponents in these solutions are independent of the dimensionality of problem. However, the structure of the similarity solutions exhibits an intriguing geometric dependence on the dimensionality of the system: van der Waals driven sheet rupture proceeds symmetrically, whereas thread rupture is inherently asymmetric. To study the bifurcation of rupture from symmetric to asymmetric forms, we generalize the governing equations with the dimension serving as a control parameter. The bifurcation is governed by leading-order inviscid dynamics in which viscous effects are asymptotically small but nevertheless provide the selection mechanism.

Kramers' problem for a variable collision frequency model

Abstract: The often-studied problem known as Kramers' problem, in the general area of rarefied-gas dynamics, is investigated in terms of a linearized, variable collision frequency model of the Boltzmann equation. A convenient change of variables is used to reduce the general case considered to a canonical form that is well suited for analysis by analytical and/or numerical methods. While the general formulation developed is valid for an unspecified collision frequency, a recently developed version of the discrete-ordinates method is used to compute the viscous-slip coefficient and the velocity defect in the Knudsen layer for three specific cases: the classical BGK model, the Williams model (the collision frequency is proportional to the magnitude of the velocity) and the rigid-sphere model.

Asymptotic behaviour of the thin film equation in bounded domains

Abstract: We investigate the extinction behaviour of a fourth order degenerate diffusion equation in a bounded domain, the model representing the flow of a viscous fluid over edges at which zero contact angle conditions hold. The extinction time may be finite or infinite and we distinguish between the two cases by identification of appropriate similarity solutions. In certain cases, an unphysical mass increase may occur for early time and the solution may become negative; an appropriate remedy for this is noted. Numerical simulations supporting the analysis are included.

On a singular Sturm-Liouville problem involving an advanced functional differential equation

Abstract: Solutions to a boundary-value problem involving a second-order linear functional differential equation with an advanced argument are investigated in this paper. The boundary conditions imposed on the differential equation are analogous to conditions defining various singular Sturm-Liouville problems, and if an eigenvalue parameter is introduced certain properties of the spectrum can be deduced having analogues with the classical problem. Dirichlet series solutions are constructed for the problem and it is established that the spectrum contains an infinite number of real positive eigenvalues. A Laplace transform analysis of the problem then reveals that the spectrum does not generically consist of isolated points and that there may be an infinite number of eigenfunctions corresponding to a given eigenvalue. In contrast, it is also shown that there is a subset of eigenvalues that correspond to the zeros of an entire function for which the corresponding eigenfunctions are unique.

Hele-Shaw flows with free boundaries in a corner or around a wedge Part I: Liquid at the vertex

Abstract: Consider a Hele-Shaw cell with the fluid (liquid) confined to an angular region by a solid boundary in the form of two half-lines meeting at an angle απ; if 0 < α < 1 we have flow in a corner, while if 1 < α [les ] 2 we have flow around a wedge. We suppose contact between the fluid and each of the lines forming the solid boundary to be along a single segment that does not adjoin the vertex, so we have air at the vertex, and contemplate such a situation that has been produced by injection at a number of points into an initially empty cell. We show that, if we assume the pressure to be constant along the free boundaries, the region occupied by the fluid is the image of a rectangle under a conformal map that can be expressed in terms of elliptic functions if α = 1 or α = 2, and in terms of theta functions if 0 < α < 1 or 1 < α < 2. The form of the function giving the map can be written down, and the parameters appearing in it then determined as the solution to a set of transcendental equations. The procedure is illustrated by a number of examples.

The dynamics of drops and attached interfaces for the constrained Allen–Cahn equation

Abstract: The motion of interfaces for a mass-conserving Allen–Cahn equation that are attached to the boundary of a two-dimensional domain is studied. In the limit of thin interfaces, the interface motion for this problem is known to be governed by an area-preserving mean curvature flow. A numerical front-tracking method, that allows for a numerical solution of this type of curvature flow, is used to compute the motion of interfaces that are attached orthogonally to the boundary. Results obtained from these computations are favourably compared with a previously-derived asymptotic result for the motion of attached interfaces that enclose a small area. The area-preserving mean curvature flow predicts that a semi-circular interface is stationary when it is attached to a flat segment of the boundary. For this case, the interface motion is shown to be metastable and an explicit characterization of the metastability is given.

Diffusion-Reaction-Conduction Processes in Porous Electrodes: The Electrolyte Wedge Problem

Abstract: This work studies mathematical issues associated with steady-state modelling of diffusion- reaction-conduction processes in an electrolyte wedge (meniscus corner) of a current-producing porous electrode. The discussion is applicable to various electrodes where the rate-determining reaction occurs at the electrolyte-solid interface; molten carbonate fuel cell cathodes are used as a specific example. New modelling in terms of component potentials (linear combinations of electrochemical potentials) is shown to be consistent with tradition concentration modelling. The current density is proved to be finite, and asymptotic expressions for both current density and total current are derived for suffciently small contact angles. Finally, numerical and asymptotic examples are presented to illustrate the strengths and weaknesses of these expressions.

Steady nonlinear capillary waves on curved sheets

Abstract: This paper presents a new class of solutions for steady nonlinear capillary waves on a curved sheet of fluid in the plane. The solutions are exact in that the free surfaces of the sheet and the associated flow eld can be found in closed form. The solutions are generalizations of the classic solutions for nite amplitude waves on fluid sheets [5] to the case where the fluid sheets are curved. The study of irrotational flows involving free capillary surfaces is a fluid dynamical problem of classical interest. Lord Rayleigh [9] studied the eects of capillarity on jets of fluid although his investigations were restricted to innitesimal waves. In a recent paper, Crowdy [2] described a new mathematical approach to the study of nding nite amplitude solutions to free surface problems involving Euler flows with surface tension and retrieved the classic exact results of Crapper [1] and Kinnersley [5] using a method which is general enough in scope to produce many other classes of exact solutions to related problems [3, 4]. This paper presents a new class of solutions for steady nonlinear capillary waves on a curved sheet of fluid in the plane. These are obtained by generalizing some recentlyderived exact solutions for steady capillary waves on an annulus of fluid [4]. The solutions are intimately related to the classic exact solutions for waves on fluid sheets derived by Kinnersley [5] and indeed can be viewed as nite amplitude capillary waves on fluid sheets which are not ‘straight’ (as in Kinnersley’s case) but ‘curved’. The principal purpose of this paper is to present a new class of non-trivial exact solutions to a highly nonlinear free boundary problem, variants of which have received much attention in the literature. Only a few other exact solutions to this class of problems are known besides those of Crapper [1], Kinnersley [5] and Crowdy [2, 14, 4]. In 1955, McLeod [7] found an isolated exact solution for a bubble in a uniform flow, while LonguetHiggins [6] lists several other special cases. The solutions presented here represent a rare example of exact solutions to a free boundary problem involving two interacting free surfaces (the fluid regions considered here are doubly-connected and are bounded by two disjoint free surfaces). We are not currently aware of any physical problem in which the solutions in the geometry considered here might have any direct application, so we concentrate here on

Droplet profiles under the influence of van der Waals forces

Abstract: We study the effect of van der Waals forces on globally energy minimizing profiles for liquid droplets which lie on a solid substrate in a vapour atmosphere and which are assumed to have a uniform cross-section. We prove that for repulsive van der Waals forces as well as for certain short range repulsive-long range attractive forces, there exists a unique globally minimizing profile. Although this profile necessarily contains vertical bounding segments, the height A of the vertical bounding segments can often be demonstrated to be order of magnitude smaller that the overall height B of the droplet. This is the case, in particular, when the droplet is sufficiently large, the Hamaker constant is sufficiently small, and the attractive forces are sufficiently mild. In the presence of repulsive forces only, A is on the order of angströms when B is on the order of millimeters, for realistic parameter values. Moreover, conditions are prescribed under which Young's law is satisfied to leading order despite the appearance of the vertical segments, when the contact angle is measured via an inscribed circle construction at a distance ξ0 from the edge of the droplet, where A [Lt ] ξ0 [Lt ] B.

Models of void electromigration

Abstract: We study the motion of voids in conductors subject to intense electrical current densities. We use a free-boundary model in which the flow of current around the insulating void is coupled to a law of motion (kinematic condition) for the void boundary. In the first part of the paper, we apply a new complex variable formulation of the model to an infinite domain and use this to (i) consider the stability of circular and flat front travelling waves, (ii) show that, in the unbounded metal domain, the only travelling waves of finite void area are circular, and (iii) consider possible static solutions. In the second part of the paper, we look at a conducting strip (which can be used to model interconnects in electronic devices) and use asymptotic methods to investigate the motion of long wavelength voids on the conductor boundary. In this case we derive a nonlinear parabolic PDE describing the evolution of the free boundary and, using this simpler model, are able to make some predictions about the evolution of the void over long times.

The effect of hydrodynamic dispersion on reactive flows in porous media

Abstract: The shape stability of the reaction interface for reactive flow in a porous medium is investigated. Previous work showed that the Reaction-Infiltration Instability could cause the reaction zone to lose stability when the Peclet number exceeded a critical value. The new feature of this study is to include a velocity-dependent hydrodynamic dispersion. A mathematical model for this phenomenon is given in the form of a moving free-boundary problem. The spectrum of the linearized problem is obtained, and the related analysis and numerical calculations show that the onset of the instability is not eliminated by the new dispersive terms. The details of analysis show that the instability is reduced especially by the transverse dispersion.

Damped waves generated by a moving pressure distribution

Abstract: Free surface flows generated by a moving distribution of pressure are considered. The fluid consists of two superposed layers in a two-dimensional channel. The upper layer is inviscid and the lower layer, which is introduced as a damping mechanism, is modelled by the mathematically convenient lubrication equations. Numerical and analytical solutions are presented. Special attention is given to solutions for which there is a train of waves on each side of the distribution of pressure. It is shown that, depending on the values of the parameters, the short waves can appear on either side of the distribution of pressure.

Asymptotic and numerical studies of the leader election algorithm

Abstract: A leader is to be elected from n people using the following algorithm. Each person flips a coin. Those people who wind up with tails (which occurs with probability p , 0 < p < 1) move on to the next stage. Those with heads are eliminated. Let H n denote the number of stages needed until there is a single winner. We analyze the moments and the probability distribution of H n . In the symmetric model we have an unbiased coin with p = 1/2; in the asymmetric model p ≠ 1/2. We analyze these models asymptotically, for n → ∞, using a variety of analytical and numerical approaches. This leads to simple derivations of some existing results, as well as some new results for the asymmetric case. Our analysis makes some assumptions about the forms of various asymptotic expansions as well as their asymptotic matching.

Flow in a double-film-fed fluid bead between contra-rotating rolls Part 1: equilibrium flow structure

Abstract: In multiple-roll coaters thin liquid films are transferred from roll to roll by means of liquid ‘beads’ which occupy the small gaps between adjacent rolls. Double-Film-Fed (DFF) beads are those which feature two ingoing films instead of the usual one, and arise in the intermediate stages of certain types of roll coater. One of the ingoing films, h1, is supplied from the previous inter-roll gap while the other, h2, ‘returns’ from the subsequent gap. Such a flow is investigated here under the conditions of low flow rate, small capillary number and negligible gravity and inertia, using lubrication theory and finite element analysis. The thickness of film h1 is fixed independently, while that of h2 is specified as a fraction, [zeta], of the film output on the same roll. This simple approach allows a degree of feedback between the output and input of the bead, and enables one to simulate different conditions in the subsequent gap. Predictions of outgoing film thicknesses made using the two models agree extremely well and show that, for each value of [zeta] < 1, one outgoing film thickness decreases monotonically with speed ratio, S, while the other features a maximum. Good agreement is also seen in the pressure profiles, which are entirely sub-ambient in keeping with the small capillary number conditions. The finite element solutions reveal that in the ‘zero-flux’ case (when [zeta] = 1) the flow structures are very similar to those seen in an idealized cavity problem. In the more general ([zeta] < 1) situation, as in single-film-fed meniscus roll coating, several liquid transfer-jets occur by which liquid is conveyed through the bead from one roll to the other. The lubrication model is used to calculate several critical flow rates at which the flow is transformed, and it is shown that when the total dimensionless flow rate through the bead exceeds 1/3, the downstream flow structure is independent of the relative sizes of the ingoing films.

The dynamics of thin fluid films

Abstract: Not only are thin fluid films of enormous importance in numerous practical applications, including painting, the manufacture of foodstuffs, and coating processes for products ranging from semi-conductors and magnetic tape to television screens, but they are also of great fundamental interest to mathematicians, physicists and engineers. Thin fluid films can exhibit a wealth of fascinating behaviour, including wave propagation, rupture, and transition to quasi-periodic or chaotic structures. More details of various aspects of thin-film flow can be found in the recent review articles by Oron, Davis and Bankoff (1997) and Myers (1998), and in the volumes edited by Kistler and Schweizer (1997) and Batchelor, Moffatt and Worster (2000).

Melt fracture revisited

Abstract: In a previous paper the author and Demay advanced a model to explain the melt fracture instability observed when molten linear polymer melts are extruded in a capillary rheometer operating under the controlled condition that the inlet flow rate was held constant. The model postulated that the melts were a slightly compressible viscous fluid and allowed for slipping of the melt at the wall. The novel feature of that model was the use of an empirical switch law which governed the amount of wall slip. The model successfully accounted for the oscillatory behavior of the exit flow rate, typically referred to as the melt fracture instability, but did not simultaneously yield the fine scale spatial oscillations in the melt typically referred to as shark skin. In this note, a new model is advanced which simultaneously explains the melt fracture instability and shark skin phenomena. The model postulates that the polymer is a slightly compressible linearly viscous fluid but assumes no-slip boundary conditions at the capillary wall. In simple shear the shear stress τ and strain rate d are assumed to be related by d = F τ, where F ranges between F 2 and F 1 > F 2 . A strain-rate dependent yield function is introduced and this function governs whether F evolves towards F 2 or F 1 . This model accounts for the empirical observation that at high shears polymers align and slide more easily than at low shears, and explains both the melt fracture and shark skin phenomena.