We give a simple and transparent proof for the square-root method of solving the continuous-time algebraic Riccati equation. We examine some benefits of combining the square-root method with other solution methods. The iterative square-root method is also discussed. Finally, paradigm numerical examples are given to compare the square-root method with the Schur method.

The problem of scattering of surface water waves by a horizontal circular cylinder totally submerged in deep water is well studied in the literature within the framework of linearised theory with the remarkable conclusion that a normally incident wave train experiences no reflection. However, if the cross-section of the cylinder is not circular then it experiences reflection in general. The present paper studies the case when the cylinder is not quite circular and derives expressions for reflection and transmission coefficients correct to order ∈, where ∈ is a measure of small departure of the cylinder cross-section from circularity. A simplified perturbation analysis is employed to derive two independent boundary value problems (BVP) up to first order in ∈. The first BVP corresponds to the problem of water wave scattering by a submerged circular cylinder. The reflection coefficient up to first order and the first order correction to the transmission coefficient arise in the second BVP in a natural way and are obtained by a suitable use of Green' integral theorem without solving the second BVP. Assuming a Fourier expansion of the shape function, these are evaluated approximately. It is noticed that for some particular shapes of the cylinder, these vanish. Also, the numerical results for the transmission coefficients up to first order for a nearly circular cylinder for which the reflection coefficients up to first order vanish, are given in tabular form. It is observed that for many other smooth cylinders, the result for a circular cylinder that the reflection coefficient vanishes, is also approximately valid.

A recent paper by Leipnik and Pearce introduced the gamma Weibull distribution. One of the main properties given is its characteristic function, which is expressed as an infinite sum. In this note, we provide a simpler representation in terms of the well-known hypergeometric functions in some special cases. We also derive expressions for moments of the distribution.

The homotopy analysis method (HAM) is applied to a nonlinear ordinary differential equation (ODE) emerging from a closure model of the von Kármán–Howarth equation which models the decay of isotropic turbulence. In the infinite Reynolds number limit, the von Kármán–Howarth equation admits a symmetry reduction leading to the aforementioned one-parameter ODE. Though the latter equation is not fully integrable, it can be integrated once for two particular parameter values and, for one of these values, the relevant boundary conditions can also be satisfied. The key result of this paper is that for the generic case, HAM is employed such that solutions for arbitrary parameter values are derived. We obtain explicit analytical solutions by recursive formulas with constant coefficients, using some transformations of variables in order to express the solutions in polynomial form. We also prove that the Loitsyansky invariant is a conservation law for the asymptotic form of the original equation.

Image inpainting methods recover true images from partial noisy observations. Natural images usually have two layers consisting of cartoons and textures. Methods using simultaneous cartoon and texture inpainting are popular in the literature by using two combined tight frames: one (often built from wavelets, curvelets or shearlets) provides sparse representations for cartoons and the other (often built from discrete cosine transforms) offers sparse approximation for textures. Inspired by the recent development on directional tensor product complex tight framelets ($\text{TP}\text{-}\mathbb{C}\text{TF}$s) and their impressive performance for the image denoising problem, we propose an iterative thresholding algorithm using tight frames derived from $\text{TP}\text{-}\mathbb{C}\text{TF}$s for the image inpainting problem. The tight frame $\text{TP}\text{-}\mathbb{C}\text{TF}_{6}$ contains two classes of framelets; one is good for cartoons and the other is good for textures. Therefore, it can handle both the cartoons and the textures well. For the image inpainting problem with additive zero-mean independent and identically distributed Gaussian noise, our proposed algorithm does not require us to tune parameters manually for reasonably good performance. Experimental results show that our proposed algorithm performs comparatively better than several well-known frame systems for the image inpainting problem.

Applying Ekeland's variational principle in this paper, we obtain a maximum principle for optimal control for a class of two-point boundary value controlled systems. The control domain need not be convex. For a special case, that is the so called LQ-type problem, we obtain the optimal control in the closed loop form and a corresponding Riccati type differential equation.

A sharp L2 inequality of Ostrowski type is established, which provides a generalization of some previous results and gives some other interesting results as special cases. Applications in numerical integration are also given.

In the paper King [8], a new class of source solutions was derived for the nonlinear diffusion equation for diffusivities of the form D(c) = D0cm/(l - vc)m+2. Here we extend this method for the nonlinear diffusion and convection equation

to obtain mass-conserving source solutions for a nonlinear conductivity function K(c) = K0cm+2/(l - vc)m+1. In particular we consider the cases m = -1,0, and 1, where fully analytical solutions are available. Furthermore we provide source solutions for the exponential forms of the diffusivity and conductivity as given by D(c) = D0c−2e−n/c and K(c) = K0ce−n/c.

We consider the following model that describes the spread of n types of epidemics which are interdependent on each other:

Our aim is to establish criteria such that the above system has one or multiple constant-sign periodic solutions (u1, u2, …, un), that is, for each 1 ≤ i ≤ n, ui, is periodic and θiui ≥ 0 where θi, ε (1, −1) is fixed. Examples are also included to illustrate the results obtained.

This paper gives a theorem by which it is possible to derive in an easy way a local approximation theorem and an inverse function theorem. The latter theorems are not new. The main advantage of our paper is in giving a relatively short route to these results.

The essential aspects of the Boundary Integral Equation Method for the numerical solution of elliptic type boundary value problems are presented. A numerical example for a stress concentration problem in classical elasticity in three dimensions is given along with several examples for a class of scalar problems in elastic torsion of non-cylindrical bars. Some discussion and criticism of the method itself and in comparison with widely used field methods is also presented.

Sparse grids are the basis for efficient high dimensional approximation and have recently been applied successfully to predictive modelling. They are spanned by a collection of simpler function spaces represented by regular grids. The sparse grid combination technique prescribes how approximations on a collection of anisotropic grids can be combined to approximate high dimensional functions.

In this paper we study the parallelisation of fitting data onto a sparse grid. The computation can be done entirely by fitting partial models on a collection of regular grids. This allows parallelism over the collection of grids. In addition, each of the partial grid fits can be parallelised as well, both in the assembly phase, where parallelism is done over the data, and in the solution stage using traditional parallel solvers for the resulting PDEs. Using a simple timing model we confirm that the most effective methods are obtained when both types of parallelism are used.

In this paper, we consider an insurance company whose surplus (reserve) is modeled by a jump diffusion risk process. The insurance company can invest part of its surplus in n risky assets and purchase proportional reinsurance for claims. Our main goal is to find an optimal investment and proportional reinsurance policy which minimizes the ruin probability. We apply stochastic control theory to solve this problem. We obtain the closed form expression for the minimal ruin probability, optimal investment and proportional reinsurance policy. We find that the minimal ruin probability satisfies the Lundberg equality. We also investigate the effects of the diffusion volatility parameter, the market price of risk and the correlation coefficient on the minimal ruin probability, optimal investment and proportional reinsurance policy through numerical calculations.

The question on existence of optimal controls for a system governed by quasilinear parabolic partial differential equations which is linear in the control variables is considered. It is shown that whenever the controls converge in the weak * topology of L∞, the corresponding solutions converge uniformly. Using this result and results on lower semi-continuity of integral functionals, existence theorems for optimal controls are proved.

In a classical paper, E. R. Love considered a certain function defined by a singular integral which is harmonic outside a circular disk. Love's objective was to derive a simple integral equation whose solution leads to a useful formula for the capacitance of the condenser consisting of two parallel circular plates. We close a gap in Love's derivation by finding a new nonsingular representation of Love's singular integral which permits one to draw the required conclusions about its boundary values and thereby establishes the correctness of Love's expression for the capacitance.

In this note, we study deterministic and stochastic models for the spread of cholera. The deterministic model for the total number of cholera cases fits the observed total number of cholera cases in some recent outbreaks. The stochastic model for the total number of cholera cases leads to a binomial type distribution with a mean that agrees with the deterministic model.

It is observed (among other things) that a theorem on bilinear and bilateral generating functions, which was given recently in the predecessor of this Journal, does not hold true as stated and proved earlier. Several possible remedies and generalizations, which indeed are relevant to the present investigation of various other results on bilinear and bilateral generating functions, are also considered.

The finite difference solution of the Dirichlet problem on rectangles when a boundary function is given from C1,1 is analyzed. It is shown that the maximum error for a nine-point approximation is of the order of O(h2(|ln  h|+1)) as a five-point approximation. This order can be improved up to O(h2) when the nine-point approximation in the grids which are a distance h from the boundary is replaced by a five-point approximation (“five and nine”-point scheme). It is also proved that the class of boundary functions C1,1 used to obtain the error estimations essentially cannot be enlarged. We provide numerical experiments to support the analysis made. These results point at the importance of taking the smoothness of the boundary functions into account when choosing the numerical algorithms in applied problems.

In this paper, we study the global attractivity of the zero solution of a particular impulsive delay differential equation. Some sufficient conditions that guarantee every solution of the equation converges to zero are obtained.

In this paper a constrained Chebyshev polynomial of the second kind with C1-continuity is proposed as an error function for degree reduction of Bézier curves with a C1-constraint at both endpoints. A sharp upper bound of the L∞ norm for a constrained Chebyshev polynomial of the second kind with C1-continuity can be obtained explicitly along with its coefficients, while those of the constrained Chebyshev polynomial which provides the best C1-constrained degree reduction are obtained numerically. The representations in closed form for the coefficients and the error bound are very useful to the users of Computer Graphics or CAD/CAM systems. Using the error bound in the closed form, a simple subdivision scheme for C1-constrained degree reduction within a given tolerance is presented. As an illustration, our method is applied to C1-constrained degree reduction of a plane Bézier curve, and the numerical result is compared visually to that of the best degree reduction method.