Experimental results on the immune response to cancer indicate that activation of cytotoxic T lymphocytes (CTLs) through interactions with dendritic cells (DCs) can trigger a change in CTL migration patterns. In particular, while CTLs in the pre-activation state move in a non-local search pattern, the search pattern of activated CTLs is more localised. In this paper, we develop a kinetic model for such a switch in CTL migration modes. The model is formulated as a coupled system of balance equations for the one-particle distribution functions of CTLs in the pre-activation state, activated CTLs and DCs. CTL activation is modelled via binary interactions between CTLs in the pre-activation state and DCs. Moreover, cell motion is represented as a velocity-jump process, with the running time of CTLs in the pre-activation state following a long-tailed distribution, which is consistent with a Lévy walk, and the running time of activated CTLs following a Poisson distribution, which corresponds to Brownian motion. We formally show that the macroscopic limit of the model comprises a coupled system of balance equations for the cell densities, whereby activated CTL movement is described via a classical diffusion term, whilst a fractional diffusion term describes the movement of CTLs in the pre-activation state. The modelling approach presented here and its possible generalisations are expected to find applications in the study of the immune response to cancer and in other biological contexts in which switch from non-local to localised migration patterns occurs.

We show that the energy norm of weak solutions to Vlasov equation coupled with a shear thickening fluid on the whole space has a decay rate the energy norm $E(t) \leq {C}/{(1+t)^{\alpha }}, \forall t \geq 0$ for $\alpha \in (0,3/2)$.

The aim of the paper is to explore non-local reverse-space matrix non-linear Schrödinger equations and their inverse scattering transforms. Riemann–Hilbert problems are formulated to analyse the inverse scattering problems, and the Sokhotski–Plemelj formula is used to determine Gelfand–Levitan–Marchenko-type integral equations for generalised matrix Jost solutions. Soliton solutions are constructed through the reflectionless transforms associated with poles of the Riemann–Hilbert problems.

We consider the no-flux initial-boundary value problem for the cross-diffusive evolution system:

\begin{eqnarray*}\left\{ \begin{array}{ll}u_t = u_{xx} - \chi \big(\frac{u}{v} \partial_x v \big)_x - uv +B_1(x,t),\qquad & x\in \Omega, \ t>0, \\[1mm]v_t = v_{xx} +uv - v + B_2(x,t),\qquad & x\in \Omega, \ t>0,\end{array} \right.\end{eqnarray*}

$\chi=2$

In bounded intervals $\Omega\subset\mathbb{R}$ and with prescribed suitably regular non-negative functions $B_1$ and $B_2$, we first prove the existence of global classical solutions for any choice of $\chi>0$ and all reasonably regular non-negative initial data.

We next address the issue of determining the qualitative behaviour of solutions under appropriate assumptions on the asymptotic properties of $B_1$ and $B_2$. Indeed, for arbitrary $\chi>0$, we obtain boundedness of the solutions given strict positivity of the average of $B_2$ over the domain; moreover, it is seen that imposing a mild decay assumption on $B_1$ implies that u must decay to zero in the long-term limit. Our final result, valid for all $\chi\in\left(0,\frac{\sqrt{6\sqrt{3}+9}}{2}\right),$ which contains the relevant value $\chi=2$, states that under the above decay assumption on $B_1$, if furthermore $B_2$ appropriately stabilises to a non-trivial function $B_{2,\infty}$, then (u,v) approaches the limit $(0,v_\infty)$, where $v_\infty$ denotes the solution of

\begin{eqnarray*}\left\{ \begin{array}{l}-\partial_{xx}v_\infty + v_\infty = B_{2,\infty},\qquad x\in \Omega, \\[1mm]\partial_x v_{\infty}=0,\qquad x\in\partial\Omega.\end{array} \right.\end{eqnarray*}

$\chi$

$\chi$

This paper presents the current state of mathematical modelling of the electrochemical behaviour of lithium-ion batteries (LIBs) as they are charged and discharged. It reviews the models developed by Newman and co-workers, both in the cases of dilute and moderately concentrated electrolytes and indicates the modelling assumptions required for their development. Particular attention is paid to the interface conditions imposed between the electrolyte and the active electrode material; necessary conditions are derived for one of these, the Butler–Volmer relation, in order to ensure physically realistic solutions. Insight into the origin of the differences between various models found in the literature is revealed by considering formulations obtained by using different measures of the electric potential. Materials commonly used for electrodes in LIBs are considered and the various mathematical models used to describe lithium transport in them discussed. The problem of upscaling from models of behaviour at the single electrode particle scale to the cell scale is addressed using homogenisation techniques resulting in the pseudo-2D model commonly used to describe charge transport and discharge behaviour in lithium-ion cells. Numerical solution to this model is discussed and illustrative results for a common device are computed.

For $1< p<\infty$ we prove an $L^{p}$-version of the generalized trace-free Korn inequality for incompatible tensor fields $P$ in $W^{1,p}_0(\operatorname {Curl}; \Omega ,\mathbb {R}^{3\times 3})$. More precisely, let $\Omega \subset \mathbb {R}^{3}$ be a bounded Lipschitz domain. Then there exists a constant $c>0$ such that

\[ \lVert{ P }\rVert_{L^{p}(\Omega,\mathbb{R}^{3\times 3})}\leq c\,\left(\lVert{\operatorname{dev} \operatorname{sym} P }\rVert_{L^{p}(\Omega,\mathbb{R}^{3\times 3})} + \lVert{ \operatorname{dev} \operatorname{Curl} P }\rVert_{L^{p}(\Omega,\mathbb{R}^{3\times 3})}\right) \]

$P\in W^{1,p}_0(\operatorname {Curl}; \Omega ,\mathbb {R}^{3\times 3})$

$P\in W^{1,p} (\operatorname {Curl}; \Omega ,\mathbb {R}^{3\times 3})$

$P\times \nu =0$

$\partial \Omega$

$\nu$

$\partial \Omega$

$\operatorname {dev} P : = P -\frac 13 \operatorname {tr}(P) {\cdot } {\mathbb {1}}$

$P$

\begin{align*} &\lVert{ P }\rVert_{L^{p}(\Omega,\mathbb{R}^{3\times 3})}+\lVert{ \operatorname{Curl} P }\rVert_{L^{p}(\Omega,\mathbb{R}^{3\times 3})}\\ &\quad\leq c\,\left(\lVert{P}\rVert_{L^{p}(\Omega,\mathbb{R}^{3\times 3})} + \lVert{ \operatorname{dev} \operatorname{Curl} P }\rVert_{L^{p}(\Omega,\mathbb{R}^{3\times 3})}\right) \end{align*}

$P\in W^{1,p}(\operatorname {Curl}; \Omega ,\mathbb {R}^{3\times 3})$

$\Gamma \subseteq \partial \Omega$

We study the small data global well-posedness and time-decay rates of solutions to the Cauchy problem for three-dimensional compressible Navier–Stokes–Allen–Cahn equations via a refined pure energy method. In particular, the optimal decay rates of the higher-order spatial derivatives of the solution are obtained, the $\dot {H}^{-s}$($0\leq s<\frac {3}{2}$) negative Sobolev norms is shown to be preserved along time evolution and enhance the decay rates.

In this article, we give a comprehensive characterization of $L^1$-summability for the Navier-Stokes flows in the half space, which is a long-standing problem. The main difficulties are that $L^q-L^r$ estimates for the Stokes flow don't work in this end-point case: $q=r=1$; the projection operator $P: L^1\longrightarrow L^1_\sigma$ is not bounded any more; useful information on the pressure function is missing, which arises in the net force exerted by the fluid on the noncompact boundary. In order to achieve our aims, by making full use of the special structure of the half space, we decompose the pressure function into two parts. Then the knotty problem of handling the pressure term can be transformed into establishing a crucial and new weighted $L^1$-estimate, which plays a fundamental role. In addition, we overcome the unboundedness of the projection $P$ by solving an elliptic problem with homogeneous Neumann boundary condition.

When a liquid fills the semi-infinite space between two concentric cylinders which rotate at different steady speeds, how about the shape of the free surface on top of the fluid? The different fluids will lead to a different shape. For the Newtonian fluid, the meniscus descends due to the centrifugal forces. However, for the certain non-Newtonian fluid, the meniscus climbs the internal cylinder. We want to explain the above phenomenon by a rigorous mathematical analysis theory. In the present paper, as the first step, we focus on the Newtonian fluid. This is a steady free boundary problem. We aim to establish the well-posedness of this problem. Furthermore, we prove the convergence of the formal perturbation series obtained by Joseph and Fosdick in Arch. Ration. Mech. Anal. 49 (1973), 321–380.

In this paper, we study a dissipative systems modelling electrohydrodynamics in incompressible viscous fluids. The system consists of the Navier–Stokes equations coupled with a classical Poisson–Nernst–Planck equations. In the three-dimensional case, we establish a global regularity criteria in terms of the middle eigenvalue of the strain tensor in the framework of the anisotropic Lorentz spaces for local smooth solution. The proof relies on the identity for entropy growth introduced by Miller in the Arch. Ration. Mech. Anal. [16].

This paper is concerned with the global regularity problem on the micropolar Rayleigh-Bénard problem with only velocity dissipation in $\mathbb {R}^{d}$ with $d=2\ or\ 3$. By fully exploiting the special structure of the system, introducing two combined quantities and using the technique of Littlewood-Paley decomposition, we establish the global regularity of solutions to this system in $\mathbb {R}^{2}$. Moreover, we obtain the global regularity for fractional hyperviscosity case in $\mathbb {R}^{3}$ by employing various techniques including energy methods, the regularization of generalized heat operators on the Fourier frequency localized functions and logarithmic Sobolev interpolation inequalities.

This paper is concerned with the p-Ginzburg–Landau (p-GL) type model with $p\neq 2$. First, we obtain global energy estimates and energy concentration properties by the singularity analysis. Next, we give a decay rate of $1-|u_\varepsilon |$ in the domain away from the singularities when $\varepsilon \to 0$, where $u_\varepsilon $ is a minimizer of p-GL functional with $p \in (1,2)$. Finally, we obtain a Liouville theorem for the finite energy solutions of the p-GL equation on $\mathbb {R}^2$.

The purpose of this paper is to present an extension of the results in [8]. We establish a more general proof for the moving kernel formula to prove the spectral stability of periodic traveling wave solutions for the regularized Benjamin–Bona–Mahony type equations. As applications of our analysis, we show the spectral instability for the quintic Benjamin–Bona–Mahony equation and the spectral (orbital) stability for the regularized Benjamin–Ono equation.

We present an analytical option pricing formula for the European options, in which the price dynamics of a risky asset follows a mean-reverting process with a time-dependent parameter. The process can be adapted to describe a seasonal variation in price such as in agricultural commodity markets. An analytical solution is derived based on the solution of a partial differential equation, which shows that a European option price can be decomposed into two terms: the payoff of the option at the initial time and the time-integral over the lifetime of the option driven by a time-dependent parameter. Finally, results obtained from the formula have been compared with Monte Carlo simulations and a Black–Scholes-type formula under various kinds of long-run mean functions, and some examples of option price behaviours have been provided.

We study the pricing of timer options in a class of stochastic volatility models, where the volatility is driven by two diffusions—one fast mean-reverting and the other slowly varying. Employing singular and regular perturbation techniques, full second-order asymptotics of the option price are established. In addition, we investigate an implied volatility in terms of effective maturity for the timer options, and derive its second-order expansion based on our pricing asymptotics. A numerical experiment shows that the price approximation formula has a high level of accuracy, and the implied volatility in terms of its effective maturity is illustrated.

By assuming that the Kirchhoff term has $K$ degeneracy points and other appropriated conditions, we have proved the existence of at least $K$ positive solutions other than those obtained in Santos Júnior and Siciliano [Positive solutions for a Kirchhoff problem with vanishing nonlocal term, J. Differ. Equ. 265 (2018), 2034–2043], which also have ordered $H_{0}^{1}(\Omega )$-norms. A concentration phenomena of these solutions is verified as a parameter related to the area of a region under the graph of the reaction term goes to zero.

Existence of non-negative weak solutions is shown for a full curvature thin-film model of a liquid thin film flowing down a vertical fibre. The proof is based on the application of a priori estimates derived for energy-entropy functionals. Long-time behaviour of these weak solutions is analysed and, under some additional constraints for the model parameters and initial values, convergence towards a travelling wave solution is obtained. Numerical studies of energy minimisers and travelling waves are presented to illustrate analytical results.

We extend the Annually Recalculated Virtual Annuity (ARVA) spending rule for retirement savings decumulation (Waring and Siegel (2015) Financial Analysts Journal, 71(1), 91–107) to include a cap and a floor on withdrawals. With a minimum withdrawal constraint, the ARVA strategy runs the risk of depleting the investment portfolio. We determine the dynamic asset allocation strategy which maximizes a weighted combination of expected total withdrawals (EW) and expected shortfall (ES), defined as the average of the worst 5% of the outcomes of real terminal wealth. We compare the performance of our dynamic strategy to simpler alternatives which maintain constant asset allocation weights over time accompanied by either our same modified ARVA spending rule or withdrawals that are constant over time in real terms. Tests are carried out using both a parametric model of historical asset returns as well as bootstrap resampling of historical data. Consistent with previous literature that has used different measures of reward and risk than EW and ES, we find that allowing some variability in withdrawals leads to large improvements in efficiency. However, unlike the prior literature, we also demonstrate that further significant enhancements are possible through incorporating a dynamic asset allocation strategy rather than simply keeping asset allocation weights constant throughout retirement.

A fundamental question in wave turbulence theory is to understand how the wave kinetic equation describes the long-time dynamics of its associated nonlinear dispersive equation. Formal derivations in the physics literature, dating back to the work of Peierls in 1928, suggest that such a kinetic description should hold (for well-prepared random data) at a large kinetic time scale $T_{\mathrm {kin}} \gg 1$ and in a limiting regime where the size L of the domain goes to infinity and the strength $\alpha $ of the nonlinearity goes to $0$ (weak nonlinearity). For the cubic nonlinear Schrödinger equation, $T_{\mathrm {kin}}=O\left (\alpha ^{-2}\right )$ and $\alpha $ is related to the conserved mass $\lambda $ of the solution via $\alpha =\lambda ^2 L^{-d}$.

In this paper, we study the rigorous justification of this monumental statement and show that the answer seems to depend on the particular scaling law in which the $(\alpha , L)$ limit is taken, in a spirit similar to how the Boltzmann–Grad scaling law is imposed in the derivation of Boltzmann’s equation. In particular, there appear to be two favourable scaling laws: when $\alpha $ approaches $0$ like $L^{-\varepsilon +}$ or like $L^{-1-\frac {\varepsilon }{2}+}$ (for arbitrary small $\varepsilon $), we exhibit the wave kinetic equation up to time scales $O(T_{\mathrm {kin}}L^{-\varepsilon })$, by showing that the relevant Feynman-diagram expansions converge absolutely (as a sum over paired trees). For the other scaling laws, we justify the onset of the kinetic description at time scales $T_*\ll T_{\mathrm {kin}}$ and identify specific interactions that become very large for times beyond $T_*$. In particular, the relevant tree expansion diverges absolutely there. In light of those interactions, extending the kinetic description beyond $T_*$ toward $T_{\mathrm {kin}}$ for such scaling laws seems to require new methods and ideas.

We consider a model for the dynamics of growing cell populations with heterogeneous mobility and proliferation rate. The cell phenotypic state is described by a continuous structuring variable and the evolution of the local cell population density function (i.e. the cell phenotypic distribution at each spatial position) is governed by a non-local advection–reaction–diffusion equation. We report on the results of numerical simulations showing that, in the case where the cell mobility is bounded, compactly supported travelling fronts emerge. More mobile phenotypic variants occupy the front edge, whereas more proliferative phenotypic variants are selected at the back of the front. In order to explain such numerical results, we carry out formal asymptotic analysis of the model equation using a Hamilton–Jacobi approach. In summary, we show that the locally dominant phenotypic trait (i.e. the maximum point of the local cell population density function along the phenotypic dimension) satisfies a generalised Burgers’ equation with source term, we construct travelling-front solutions of such transport equation and characterise the corresponding minimal speed. Moreover, we show that, when the cell mobility is unbounded, front edge acceleration and formation of stretching fronts may occur. We briefly discuss the implications of our results in the context of glioma growth.