Mathematical modelling has been used to support the response to the COVID-19 pandemic in countries around the world including Australia and New Zealand. Both these countries have followed similar pandemic response strategies, using a combination of strict border measures and community interventions to minimize infection rates until high vaccine coverage was achieved. This required a different set of modelling tools to those used in countries that experienced much higher levels of prevalence throughout the pandemic.

In this article, we provide an overview of some of the mathematical modelling and data analytics work that has helped to inform the policy response to the pandemic in Australia and New Zealand. This is a reflection on our experiences working at the modelling–policy interface and the impact this has had on the pandemic response. We outline the various types of model outputs, from short-term forecasts to longer-term scenario models, that have been used in different contexts. We discuss issues relating to communication between mathematical modellers and stakeholders such as health officials and policymakers. We conclude with some future challenges and opportunities in this area.

Exact solutions are constructed for a class of nonlinear hyperbolic reaction-diffusion equations in two-space dimensions. Reduction of variables and subsequent solutions follow from a special nonclassical symmetry that uncovers a conditionally integrable system, equivalent to the linear Helmholtz equation. The hyperbolicity is commonly associated with a speed limit due to a delay, $\tau $, between gradients and fluxes. With lethal boundary conditions on a circular domain wherein a species population exhibits logistic growth of Fisher–KPP type with equal time lag, the critical domain size for avoidance of extinction does not depend on $\tau $. A diminishing exact solution within a circular domain is also constructed, when the reaction represents a weak Allee effect of Huxley type. For a combustion reaction of Arrhenius type, the only known exact solution that is finite but unbounded is extended to allow for a positive $\tau $.

Three typical elastic problems, including beam bending, truss extension and compression, and two-rings collision are simulated with smoothed particle hydrodynamics (SPH) using Lagrangian and Eulerian algorithms. A contact-force model for elastic collisions and equation of state for pressure arising in colliding elastic bodies are also analytically derived. Numerical validations, on using the corresponding theoretical models, are carried out for the beam bending, truss extension and compression simulations. Numerical instabilities caused by largely deformed particle configurations in finite/large elastic deformations are analysed. The numerical experiments show that the algorithms handle small deformations well, but only the Lagrangian algorithm can handle large elastic deformations. The numerical results obtained from the Lagrangian algorithm also show a good agreement with the theoretical values.

In this paper, the pricing of equity warrants under a class of fractional Brownian motion models is investigated numerically. By establishing a new nonlinear partial differential equation (PDE) system governing the price in terms of the observable stock price, we solve the pricing system effectively by a robust implicit-explicit numerical method. This is fundamentally different from the documented methods, which first solve the price with respect to the firm value analytically, by assuming that the volatility of the firm is constant, and then compute the price with respect to the stock price and estimate the firm volatility numerically. It is shown that the proposed method is stable in the maximum-norm sense. Furthermore, a sharp theoretical error estimate for the current method is provided, which is also verified numerically. Numerical examples suggest that the current method is efficient and can produce results that are, overall, closer to real market prices than other existing approaches. A great advantage of the current method is that it can be extended easily to price equity warrants under other complicated models.

We consider a generalization of the well-known nonlinear Nicholson blowflies model with stochastic perturbations. Stability in probability of the positive equilibrium of the considered equation is studied. Two types of stability conditions: delay-dependent and delay-independent conditions are obtained, using the method of Lyapunov functionals and the method of linear matrix inequalities. The obtained results are illustrated by numerical simulations by means of some examples. The results are new, and complement the existing ones.