Singular Systems Analysis (SSA), or time domain Principal Component Analysis (PCA), is most appropriately analysed in terms of local, moving-window spectral analysis. The behaviour of Empirical Orthogonal Functions (EOF) of this theory are examined, for continuously sampled data, in the limits of large and small window length, and for centre or end projection. Filters obtained by projecting on to these EOFs are shown to approximate local, linear band pass filters, where the EOFs depend upon the correlation structure (or the power spectral density) of the signal and the window length. Power in the spectra is not generally conserved, and projection to the endpoints of a window may not converge to the underlying signal in the absence of noise. The filters are independent of the phase of the Fourier transform, and are therefore unable to distinguish dynamically between a signal and a surrogate (phase-randomized) transform of it. Iteration of such local filters using a prediction error-based stopping criterion can and does lead to improved results, but the choice of window length must be made a priori. Hence, we introduce an iterative local filter with the window length being determined as part of the filtering procedure. This involves the determination of the predictability of the projected time series, and hence allows SSA to be used in a genuinely nonlinear way.

The conserved phase field system with a small parameter in the n-dimensional case (n[les ]3) is considered. An asymptotic solution, describing the free interface dynamics, is constructed and justified. As the small parameter tends to zero, the limiting solution satisfies the modified Stefan problem with corrected Gibbs–Thomson law.

We revisit the theory of filtration (slow fluid motion) through a horizontal porous stratum under the usual conditions of gently sloping fluid height profile. We start by considering the model for flooding followed by natural outflow through the endwall of the stratum, which has an explicit dipole solution as generic intermediate asymptotics. We then propose a model for forced drainage which leads to a new kind of free boundary problem for the Boussinesq equation, where the flux is prescribed as well as the height h=0 on the new free boundary. Its qualitative behaviour is described in terms of its self-similar solutions. We point out that such a class of self-similar solutions corresponds to a continuous spectrum, to be compared with the discrete spectrum of the standard Cauchy problem for the porous medium equation. This difference is due to the freedom in the choice of the flux condition allowed in our problem setting. We also consider the modifications introduced in the above models by the consideration of capillary retention of a part of the fluid. In all cases we restrict consideration to one-dimensional geometries for convenience and brevity. It is to be noted however that similar problems can be naturally posed in multi-dimensional geometries. Finally, we propose a number of related control questions, which are most relevant in the application and need a careful analysis.

Consider the diffraction problem for perturbed acoustic propagators with perturbations decreasing slowly at infinity. The propagation speed is discontinuous at the interface of two unbounded media, and the interface may be an arbitrary and smooth surface locally. A Sommerfeld radiation condition is introduced for the acoustic propagator, and is then used to establish the limiting absorption principle and the resolvent estimate at low frequencies for such an operator. Furthermore, we prove the existence of a unique solution to the diffraction problem and the validity of the limiting amplitude principles for the acoustic propagator.

In this paper, a relationship between the periodic and the Dirichlet boundary value problems for second-order ordinary differential equations with singularities is established. This relationship may be useful in explaining the difference between the nonresonance of singular and nonsingular differential equations. Using this relationship, we give in this paper an existence result of positive periodic solutions to singular differential equations when the singular forces satisfy some strong force condition at the singularity 0 and some linear growth condition at infinity.

A stiff system of conservation laws is analysed using a difference method. The existence of entropy-satisfying BV-solutions to the initial value problems is established. Furthermore, we show that the solutions converge to the solutions of the corresponding equilibrium system as the relaxation time tends to zero.

The Riemann problem for a resonant nonlinear system of conservation laws is considered here. The Riemann solution was constructed by employing the viscosity approximation approach. One kind of new discontinuity, which is called the Dirac-contact wave, appeared in the Riemann solution. Because the strict hyperbolicity as well as the genuine nonlinearity of the system considered failed, the solution we obtained in this paper is not unique for some initial data. An additional condition was explored to guarantee the uniqueness of the Riemann problem.

We prove optimal lower bounds for arbitrary eigenvalue ratios (μm/μn) of the Sturm–Liouville operator with Dirichlet and Neumann boundary conditions. These imply optimal bounds for the eigenvalue gaps (μm – μn) of the corresponding problem. The method can be generalised to consider general separated endpoint boundary conditions.

We discuss the local Cauchy problem for the generalised Kadomtsev–Petviashvili equation, namely , in the periodic and nonperiodic settings.

The existence of a group H as described in the title shows that the statement of Rips's Theorem for finitely generated groups cannot be extended without further complications to infinitely generated groups. The construction as given in this paper uses a careful combinatorial description of the fundamental group of the Hawaiian Earrings and a length function that can be put on a special subgroup. Then the existence of H follows using a theorem of Chiswell, Alperin and Moss.

In this paper, we prove that mean curvature motion can be regarded as the singular limit of the following model:

where ε > 0 is a small parameter and . This model is related to the Landau–Lifshitz equation of ferromagnetism. Local existence of classical solutions of the Dirichlet problem and global existence of the travelling wave solutions are also obtained.

For a system of semilinear elliptic partial differential equations with a small parameter, denned on a bounded multi-dimensional smooth domain, we show the existence of solutions with internal layers. The high-dimensionality of the domain gives rise to quite interesting an outlook in the analysis, dramatically different from that in one-dimensional settings. Our analysis indicates, in a certain situation, an occurrence of an infinite series of bifurcation phenomena accumulating as the small parameter goes to zero. We also present a related free boundary problem with a possible approach to its resolution.

First-order scalar linear delay differential equations with periodic coefficients and constant delays are considered, where the coefficients have a common period and the delays are multiples of this period. A basic asymptotic criterion is given. Moreover, some results on the nonoscillation and on the stability of the trivial solution are obtained. An equation, which is in a sense the characteristic equation, plays an important role in establishing the results of the paper.

This paper deals with −Δu + εuq−1 = u2*−1, , where q > 2*, ε > 0. We first show that the minimiser of the associated minimisation problem blows up at the global minimum point of H(x, x), where H(y, x) is the regular part of the Green's function. We then prove that for each strictly local minimum point x0 of H(x, x), this problem has a solution concentrating at x0 as ε→0.

In this paper we prove global-in-time existence and uniqueness of a positive solution for the system of nonlinear partial differential equations arising from an electrochemistry model. The powers of nonlinearity are allowed to be arbitrary positive integers, and our domain is any bounded subdomain of ℝ2 with a smooth boundary.

This paper proves some extensions of Brenier's theorem that an integrable vector-valued function u, satisfying a nondegeneracy condition, admits a unique polar factorisation u = u# ° s. Here u# is the monotone rearrangement of u, equal to the gradient of a convex function almost everywhere on a bounded connected open set Y with smooth boundary, and s is a measure-preserving mapping. We show that two weaker alternative hypotheses are sufficient for the existence of the factorisation; that u# be almost injective (in which case s is unique), or that u be countably degenerate (which allows u to have level sets of positive measure). We allow Y to be any set of finite positive Lebesgue measure. Our construction of the measure-preserving map s is especially simple.

We consider the singular boundary value problem

We study the existence, uniqueness, regularity and the dependency on parameters of the positive solutions under various assumptions.

An initial-boundary-value problem is considered for the heat equation in an infinite angle dθr ⊆ R2 × [0, ∞) with the oblique derivative boundary conditions on the faces λi of the angle:

with either h0 + h1 > 0, or h0 + h1 ≦ 0. The unique solvability of such a problem is proved in appropriate weighted Sobolev spaces according to the sign of h0 + h1. Estimates of the solution are obtained under ‘natural’ restrictions on the opening of the angle.

We study the stability of a front for the law 2wt − (wx − γ(1 − w2)(K * w)x)x = 0. It was proved by Del Passo and De Mottoni that an increasing stationary solution, u, exists. We show that it is stable in the following sense: there is ε > 0 such that if w(0) = u + v with |v|2 < ε, then there is α(t) differentiable such that w(x, t) = u(α(t) + x) + v(x, t) and supℝ |v(x, t)| converges to 0 as t goes to infinity. Also, if v is initially odd, α(t) ≡ 0.

We give a representation formula for the convex, polyconvex and rank one convex hulls of a set of n × n matrices with prescribed singular values.