Analytical examples of diffusive waves generated by a traveling wave

We construct analytical solutions for a system composed of a reaction–diffusion equation coupled with a purely diffusive equation. The question is to know if the traveling wave solutions of the reaction–diffusion equation can generate a traveling wave for the diffusion equation. Our motivation comes from the calcic wave, generated after fertilization within the egg cell endoplasmic reticulum, and propagating within the egg cell. We consider both the monostable (Fisher–KPP type) and bistable cases. We use a piecewise linear reaction term so as to build explicit solutions, which leads us to compute exponential tails whose exponents are roots of second-, third-, or fourth-order polynomials. These raise conditions on the coefficients for existence of a traveling wave of the diffusion equation. The question of positivity and monotonicity is only partially answered.     

Optimization of multiwalled carbon nanotubes reinforced hollow‐fiber solid–liquid‐phase microextraction for the determination of polycyclic aromatic hydrocarbons in environmental water samples using experimental design

A novel design of hollow‐fiber liquid‐phase microextraction containing multiwalled carbon nanotubes as a solid sorbent, which is immobilized in the pore and lumen of hollow fiber by the sol–gel technique, was developed for the pre‐concentration and determination of polycyclic aromatic hydrocarbons in environmental water samples. The proposed method utilized both solid‐ and liquid‐phase microextraction media. Parameters that affect the extraction of polycyclic aromatic hydrocarbons were optimized in two successive steps as follows. Firstly, a methodology based on a quarter factorial design was used to choose the significant variables. Then, these significant factors were optimized utilizing central composite design. Under the optimized condition (extraction time = 25 min, amount of multiwalled carbon nanotubes = 78 mg, sample volume = 8 mL, and desorption time = 5 min), the calibration curves showed high linearity (R ² = 0.99) in the range of 0.01–500 ng/mL and the limits of detection were in the range of 0.007–1.47 ng/mL. The obtained extraction recoveries for 10 ng/mL of polycyclic aromatic hydrocarbons standard solution were in the range of 85–92%. Replicating the experiment under these conditions five times gave relative standard deviations lower than 6%. Finally, the method was successfully applied for pre‐concentration and determination of polycyclic aromatic hydrocarbons in environmental water samples.     

Nonlocal transmission problems with fractional diffusion and boundary conditions on non-smooth interfaces

We consider a transmission problem consisting of two semilinear parabolic equations involving fractional diffusion operators of different orders in a general non-smooth setting with emphasis on Lipschitz interfaces and transmission conditions along the interface. We give a unified framework for the existence and uniqueness of strong and mild solutions, and their global regularity properties.     

Convergence of a non-failable mean-field particle system

The existing literature contains many examples of mean-field particle systems converging to the distribution of a Markov process conditioned to not hit a given set. In many situations, these mean-field particle systems are failable, meaning that they are not well defined after a given random time. Our first aim is to introduce an original mean-field particle system, which is always well defined and whose large number particle limit is, in all generality, the distribution of a process conditioned to not hit a given set. Under natural conditions on the underlying process, we also prove that the convergence holds uniformly in time as the number of particles goes to infinity. As an illustration, we show that our assumptions are satisfied in the case of a piece-wise deterministic Markov process.     

Existence and uniqueness of perturbed reflected jump diffusion processes

In this article, we establish the existence of the solution to the càdlàg perturbed Skorohod problem. As an application, we obtain the existence and uniqueness of the solution to the perturbed reflected jump diffusion processes.     

The mean of the running maximum of an integrated Gauss–Markov process and the connection with its first-passage time

We find explicit formulae for the mean of the running maximum of conditional and unconditional Brownian motion; they are used to obtain the mean, a(t), of the running maximum of an integrated Gauss–Markov process. Then, we deal with the connection between the moments of its first-passage-time and a(t). As explicit examples, we consider integrated Brownian motion and integrated Ornstein–Uhlenbeck process.     

Superconvergence of the direct discontinuous Galerkin method for convection‐diffusion equations

This paper is concerned with superconvergence properties of the direct discontinuous Galerkin (DDG) method for one‐dimensional linear convection‐diffusion equations. We prove, under some suitable choice of numerical fluxes and initial discretization, a 2k‐th and ‐th order superconvergence rate of the DDG approximation at nodes and Lobatto points, respectively, and a ‐th order of the derivative approximation at Gauss points, where k is the polynomial degree. Moreover, we also prove that the DDG solution is superconvergent with an order k + 2 to a particular projection of the exact solution. Numerical experiments are presented to validate the theoretical results. © 2016 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 33: 290–317, 2017     

A fast discontinuous finite element discretization for the space‐time fractional diffusion‐wave equation

In this article, we study fast discontinuous Galerkin finite element methods to solve a space‐time fractional diffusion‐wave equation. We introduce a piecewise‐constant discontinuous finite element method for solving this problem and derive optimal error estimates. Importantly, a fast solution technique to accelerate Toeplitz matrix‐vector multiplications which arise from discontinuous Galerkin finite element discretization is developed. This fast solution technique is based on fast Fourier transform and it depends on the special structure of coefficient matrices. In each temporal step, it helps to reduce the computational work from required by the traditional methods to log , where is the size of the coefficient matrices (number of spatial grid points). Moreover, the applicability and accuracy of the method are verified by numerical experiments including both continuous and discontinuous examples to support our theoretical analysis.© 2017 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 33: 2043–2061, 2017