A Theory of <Emphasis Type="Italic">L</Emphasis><Superscript>1</Superscript>-Dissipative Solvers for Scalar Conservation Laws with Discontinuous Flux

We propose a general framework for the study of L ¹ contractive semigroups of solutions to conservation laws with discontinuous flux:

The discontinuous Galerkin method for fractional degenerate convection-diffusion equations

We propose and study discontinuous Galerkin methods for strongly degenerate convection-diffusion equations perturbed by a fractional diffusion (Lévy) operator. We prove various stability estimates along with convergence results toward properly defined (entropy) solutions of linear and nonlinear equations. Finally, the qualitative behavior of solutions of such equations are illustrated through numerical experiments.     

Stochastically forced cardiac bidomain model

The bidomain system of degenerate reaction–diffusion equations is a well-established spatial model of electrical activity in cardiac tissue, with “reaction” linked to the cellular action potential and “diffusion” representing current flow between cells. The purpose of this paper is to introduce a “stochastically forced” version of the bidomain model that accounts for various random effects. We establish the existence of martingale (probabilistic weak) solutions to the stochastic bidomain model. The result is proved by means of an auxiliary nondegenerate system and the Faedo–Galerkin method. To prove convergence of the approximate solutions, we use the stochastic compactness method and Skorokhod–Jakubowski a.s. representations. Finally, via a pathwise uniqueness result, we conclude that the martingale solutions are pathwise (i.e., probabilistic strong) solutions.     

Second-order schemes for conservation laws with discontinuous flux modelling clarifier–thickener units

Continuously operated clarifier–thickener (CT) units can be modeled by a non-linear, scalar conservation law with a flux that involves two parameters that depend discontinuously on the space variable. This paper presents two numerical schemes for the solution of this equation that have formal second-order accuracy in both the time and space variable. One of the schemes is based on standard total variation diminishing (TVD) methods, and is addressed as a simple TVD (STVD) scheme, while the other scheme, the so-called flux-TVD (FTVD) scheme, is based on the property that due to the presence of the discontinuous parameters, the flux of the solution (rather than the solution itself) has the TVD property. The FTVD property is enforced by a new nonlocal limiter algorithm. We prove that the FTVD scheme converges to a BV _t solution of the conservation law with discontinuous flux. Numerical examples for both resulting schemes are presented. They produce comparable numerical errors, while the FTVD scheme is supported by convergence analysis. The accuracy of both schemes is superior to that of the monotone first-order scheme based on the adaptation of the Engquist–Osher scheme to the discontinuous flux setting of the CT model (Bürger, Karlsen and Towers in SIAM J Appl Math 65:882–940, 2005). In the CT application there is interest in modelling sediment compressibility by an additional strongly degenerate diffusion term. Second-order schemes for this extended equation are obtained by combining either the STVD or the FTVD scheme with a Crank–Nicolson discretization of the degenerate diffusion term in a Strang-type operator splitting procedure. Numerical examples illustrate the resulting schemes.     

Continuous dependence estimates for viscosity solutions of integro-PDEs

We present a general framework for deriving continuous dependence estimates for, possibly polynomially growing, viscosity solutions of fully nonlinear degenerate parabolic integro-PDEs. We use this framework to provide explicit estimates for the continuous dependence on the coefficients and the “Lévy measure” in the Bellman/Isaacs integro-PDEs arising in stochastic control/differential games. Moreover, these explicit estimates are used to prove regularity results and rates of convergence for some singular perturbation problems. Finally, we illustrate our results on some integro-PDEs arising when attempting to price European/American options in an incomplete stock market driven by a geometric Lévy process. Many of the results obtained herein are new even in the convex case where stochastic control theory provides an alternative to our pure PDE methods.     

Unconditionally Stable Methods for Hamilton–Jacobi Equations

We present new numerical methods for constructing approximate solutions to the Cauchy problem for Hamilton–Jacobi equations of the form u_t+H(D_xu)=0. The methods are based on dimensional splitting and front tracking for solving the associated (non-strictly hyperbolic) system of conservation laws p_t+D_xH(p)=0, where p=D_xu. In particular, our methods depend heavily on a front tracking method for one-dimensional scalar conservation laws with discontinuous coefficients. The proposed methods are unconditionally stable in the sense that the time step is not limited by the space discretization and they can be viewed as “large-time-step” Godunov-type (or front tracking) methods. We present several numerical examples illustrating the main features of the proposed methods. We also compare our methods with several methods from the literature.     

Multiple polypeptide forms observed in two-dimensional gels of Methylococcus capsulatus (Bath) polypeptides are generated during the separation procedure

We have examined two-dimensional electrophoresis (2-DE) gel maps of polypeptides from the Gram-negative bacterium Methylococcus capsulatus (Bath) and found the same widespread trains of spots as often reported in 2-DE gels of polypeptides of other Gram-negative bacteria. Some of the trains of polypeptides, both from the outer membrane and soluble protein fraction, were shown to be generated during the separation procedure of 2-DE, and not by covalent post-translational modifications. The trains were found to be regenerated when rerunning individual polypeptide spots. The polypeptides analysed giving this type of trains were all found to be classified as stable polypeptides according to the instability index of Guruprasad et al. (Protein Eng. 1990, 4, 155-161). The phenomenon most likely reflects conformational equilibria of polypeptides arising from the experimental conditions used, and is a clear drawback of the standard 2-DE procedure, making the gel picture unnecessarily complex to analyse.     

A Maximum Principle for an Explicit Finite Difference Scheme Approximating the Hodgkin-Huxley Model

We analyze an explicit finite difference scheme for the general form of the Hodgkin-Huxley model, which is a nonlinear partial differential equation coupled to a set of ODEs. The system of equations describes propagation of an electrical signal in excitable cells. We prove that the numerical solution is bounded in the L^∞-norm and L² converges to a unique solution. The L^∞-bound, which is the key point of our analysis, is proved by showing that the discrete solutions are invariant in a physically relevant bounded region. For the convergence proof we use the compactness method. AMS subject classification (2000) 65F20     

A relaxation scheme for conservation laws with a discontinuous coefficient

We study a relaxation scheme of the Jin and Xin type for conservation laws with a flux function that depends discontinuously on the spatial location through a coefficient . If , we show that the relaxation scheme produces a sequence of approximate solutions that converge to a weak solution. The Murat-Tartar compensated compactness method is used to establish convergence. We present numerical experiments with the relaxation scheme, and comparisons are made with a front tracking scheme based on an exact Riemann solver.