In this paper, we review some techniques for studying traffic processes in telecommunications networks. The first of these allows one to identify Poisson traffic via the notion of “deterministic past-conditional arrival rate”. Our approach leads to a method by which one can assess the degree of deviation of traffic processes from Poisson processes. We explain how this can be used to delimit circumstances under which traffic is approximately Poissonian.

It is shown that an integrable class of helicoidal surfaces in Euclidean space E3 is governed by the Painlevé V equation with four arbitrary parameters. A connection with sphere congruences is exploited to construct in a purely geometric manner an associated Bäcklund transformation.

A proof is given for the existence and uniqueness of a stationary vacuum solution (M, g, ξ) of the boundary value problem consisting of Einstein's equations in an exterior domain M diffeomorphic to R × Σ (where Σ = R3\B(0, R)) and boundary data depending on the Killing field ξ on ∂Σ. The boundary data must be sufficiently close to that of a stationary, spatially conformally flat vacuum solution .

Problems of wave interaction with a body with arbitrary shape floating or submerged in water are of immense importance in the literature on the linearized theory of water waves. Wave-free potentials are used to construct solutions to these problems involving bodies with circular geometry, such as a submerged or half-immersed long horizontal circular cylinder (in two dimensions) or sphere (in three dimensions). These are singular solutions of Laplace’s equation satisfying the free surface condition and decaying rapidly away from the point of singularity. Wave-free potentials in two and three dimensions for infinitely deep water as well as water of uniform finite depth with a free surface are known in the literature. The method of constructing wave-free potentials in three dimensions is presented here in a systematic manner, neglecting or taking into account the effect of surface tension at the free surface or for water with an ice cover modelled as a thin elastic plate floating on the water. The forms of the wave motion at the upper surface (free surface or ice-covered surface) related to these wave-free potentials are depicted graphically in a number of figures for all the cases considered.

In this paper the relations between semi-infinite programs and optimisation problems with finitely many variables and constraints are reviewed. Two classes of convex semi-infinite programs are defined, one based on the fact that a convex set may be represented as the intersection of closed halfspaces, while the other class is defined using the representation of the elements of a convex set as convex combinations of points and directions. Extension to nonconvex problems is given. A common technique of solving a semi-infinite program computationally is to derive necessary conditions for optimality in the form of a nonlinear system of equations with finitely many equations and unknowns. In the three-phase algorithm, this system is constructed from the optimal solution of a discretised version of the given semi-infinite program. i.e. a problem with finitely many variables and constraints. The system is solved numerically, often by means of some linearisation method. One option is to use a direct analog of the familiar SOLVER method.

In this paper, an inexact Newton's method for nonlinear systems of equations is proposed. The method applies nonmonotone techniques and Newton's as well as inexact Newton's methods can be viewed as special cases of this new method. The method converges globally and quadratically. Some numerical experiments are reported for both standard test problems and an application in the computation of Hopf bifurcation points.

By means of piecewise continuous vector functions, which are analogues of the classical Lyapunov functions and via the comparison method, sufficient conditions are found for conditional, stability of the zero solution of a system of impulsive differential-difference equations.

The aim of this paper is to find a concrete bound for the error involved when approximating the nth Hermite function (in the oscillating range) by an asymptotic formula due to D. Dominici. This bound is then used to study the accuracy of certain approximations to Hermite expansions and to Fourier transforms. A way of estimating an unknown probability density is proposed.

It is shown that barrier functions applied to the dual linear program can be modified to give multiplier estimates that converge to the solution of the primal problem. Newton's method is considered for implementing this approach and numerical results presented. It has been shown that there is a connection between these methods and Karmarkar's algorithm, but for the class of problems considered further improvements are still required before those methods become competitive with active set methods.

An initial-boundary value problem for a time-fractional diffusion equation is discretized in space, using continuous piecewise-linear finite elements on a domain with a re-entrant corner. Known error bounds for the case of a convex domain break down, because the associated Poisson equation is no longer $H^{2}$-regular. In particular, the method is no longer second-order accurate if quasi-uniform triangulations are used. We prove that a suitable local mesh refinement about the re-entrant corner restores second-order convergence. In this way, we generalize known results for the classical heat equation.

We propose a new Adomian decomposition method (ADM) using an integrating factor for the Emden–Fowler equation. With this method, we are able to solve certain Emden–Fowler equations for which the traditional ADM fails. Numerical results obtained from testing our linear and nonlinear models are far more reliable and efficient than those from existing methods. We also present a complete error analysis and a convergence criterion for this method. One drawback of the traditional ADM is that the interval of convergence of the Adomian truncated series is very small. Some techniques, such as Pade approximants, can enlarge this interval, but they are too complicated. Here, we use a continuation technique to extend our method to a larger interval.

If a constrained minimization problem, under Lipschitz or uniformly continuous hypotheses on the functions, has a strict local minimum, then a small perturbation of the functions leads to a minimum of the perturbed problem, close to the unperturbed minimum. Conditions are given for the perturbed minimum point to be a Lipschitz function of a perturbation parameter. This is used to study convergence rate for a problem of continuous programming, when the variable is approximated by step-functions. Similar conclusions apply to computation of optimal control problems, approximating the control function by step-functions.

The error analysis of an algorithm for generating an approximation of degree n − 1 to an nth degree Bézier curve is presented. The algorithm is based on observations of the geometric properties of Bézier curves which allow the development of detailed error analysis. By combining subdivision with a degree reduction algorithm, a piecewise approximation can be generated, which is within some preset error tolerance of the original curve. The number of subdivisions required can be determined a priori and a piecewise approximation of degree m can be generated by iterating the scheme.

We consider a free-surface flow due to a source submerged in a fluid of infinite depth. It is assumed that there is a stagnation point on the free surface just above the source. The free-surface condition is linearized around the rigid-lid solution, and the resulting equations are solved numerically by a series truncation method with a nonuniform distribution of collocation points. Solutions are presented for various values of the Froude number. It is shown that for sufficiently large values of the Froude number, there is a train of waves on the free surface. The wavelength of these waves decreases as the distance from the source increases.

A thin, partially insulating circular rug is placed on a uniform half space up through which a steady heat flow passes. The corresponding dual integral equations are solved using Tranter's method, finite Legendre transforms and Mellin-Bames contour integrals. An untabulated Bessel (or Stieltjes) transform similar to the discontinuous WeberSchafheitlin integral is evaluated, and a simple expression derived for the rug's surface temperature.

This paper analyses the steady-state operation of a generalized bioreactor model that encompasses a continuous-flow bioreactor and an idealized continuous-flow membrane bioreactor as limiting cases. A biodegradation of organic materials is modelled using Contois growth kinetics. The bioreactor performance is analysed by finding the steady-state solutions of the model and determining their stability as a function of the dimensionless residence time. We show that an effective recycle parameter improves the performance of the bioreactor at moderate values of the dimensionless residence time. However, at sufficiently large values of the dimensionless residence time, the performance of the bioreactor is independent of the recycle ratio.

In this paper various wave motions in water of infinite depth containing vertical porous boundaries are determined when the water is of infinite extent on one or both sides. Initially surface tension is ignored and simple solutions for incident waves are obtained before going on to harder wave source and wave-maker solutions. A reduction method is developed to obtain solutions for two-sided boundaries from those for one-sided, which are obtained by standard techniques. The effect of surface tension that precludes simple solutions is also considered, although a present lack of information on dynamical edge behaviour for porous boundaries means that the formal mathematical solutions must be left in terms of arbitrary edge constants. In conclusion, some solutions are noted for finite depth.

This paper investigates the effect of heat transfer on the motion of a spherical bubble in the vicinity of a rigid boundary. The effects of heat transfer between the bubble and the surrounding fluid, and the resulting loss of energy from the bubble, can be incorporated into the simple spherical bubble model with the addition of a single extra ordinary differential equation. The numerical results show that for a bubble close to an infiniterigid boundary there are significant differences in both the radius and Kelvin impulse of the bubble when the heat transfer effects are included.

Geometric programming is now a well-established branch of optimization theory which has its origin in the analysis of posynomial programs. Geometric programming transforms a mathematical program with nonlinear objective function and nonlinear inequality constraints into a dual problem with nonlinear objective function and linear constraints. Although the dual problem is potentially simpler to solve, there are certain computational difficulties to be overcome. The gradient of the dual objective function is not defined for components whose values are zero. Moreover, certain dual variables may be constrained to be zero (geometric programming degeneracy).

To resolve these problems, a means to find a solution in the relative interior of a set of linear equalities and inequalities is developed. It is then applied to the analysis of dual geometric programs.

A second-order in time finite-difference scheme using a modified predictor–corrector method is proposed for the numerical solution of the generalized Burgers–Fisher equation. The method introduced, which, in contrast to the classical predictor–corrector method is direct and uses updated values for the evaluation of the components of the unknown vector, is also analysed for stability. Its efficiency is tested for a single-kink wave by comparing experimental results with others selected from the available literature. Moreover, comparisons with the classical method and relevant analogous modified methods are given. Finally, the behaviour and physical meaning of the two-kink wave arising from the collision of two single-kink waves are examined.