This paper is concerned with robustness with respect to small delays for the exponential stability of abstract differential equations in Banach spaces. Some necessary and sufficient conditions are given in terms of the uniformly square integrability of the fundamental operator family and the uniform boundedness of its resolvent on the imaginary axis.

We consider here pulsatile flow in circular tubes of varying cross-section with permeable walls. The fluid exchange across the wall is accounted for by prescribing the normal velocity of the fluid at the wall. A perturbation analysis has been carried out for low Reynolds number flows and for small amplitudes of oscillation. It has been observed that the magnitude of the wall shear stress and the pressure drop decrease as the suction velocity increases. Further, as the Reynolds number is increased, the magnitude of wall shear stress increases in the convergent portion and decreases in the divergent portion of a constricted tube.

We compare six fixed-stepsize fourth-order numerical methods for a number of test problems described by a system of coupled Korteweg–de Vries equations. Particular attention is paid to the ability of these methods to preserve fixed points (solitary waves) and the invariants of the system, and establishing to what extent the conservation of integral invariants is indicative of the solution error for these methods.

In this paper, we discuss MDP-the moment optimal problem for the first-passage model. A policy improvement iteration algorithm is given for finding the k-moment optimal stationary policy.

In a recent paper estimates of the solutions of two nonlinear differential equations were made by use of the hypercircie method. Here exact solutions are given which are compared with those estimates.

The reflection-transmission properties of water waves obliquely incident upon a vortex sheet in water of finite depth are studied. The problem is reduced to that of solving two integral equation. An accurate Galerkin solution is obtained which supports the use of the “variational method” in water wave problems that has recently been questioned by Kirby and Dalyrmple.

The method of generalized cross-validation (GCV) provides a good value for the “ridge” regularization parameter for an ill-conditioned linear system, such as the system produced by discretization of a Fredholm integral equation of the first kind. In this note we apply GCV to a wider class of estimators than the one parameter ridge estimators. We observe that the expected values of the parameter mean-square error, the predictive mean-square error, and the GCV function are simultaneously minimized over this new class, so we accept the minimizer of the GCV function as the best computable estimator. We present a simple algorithm for computing this estimator from the data, so that a numerical search is not needed.

A class of discrepancy principles for the choice of parameters for the simplified regularization of ill-posed problems is proposed. This procedure does not require knowledge of the unknown solution, and if the smoothness of the unknown solution is known then the convergence rate obtained is optimal. The results of this paper include the Arcangeli's method considered by Groetsch and Guacaneme (1987) for which the convergence rate was not known and also of a result of Guacaneme (1988) for which there is a gap in the proof.

A new approach to jump diffusion is introduced, where the jump is treated as a vertical shift of the price (or volatility) function. This method is simpler than the previous methods and it is applied to the portfolio model with a stochastic volatility. Moreover, closed-form solutions for the optimal portfolio are obtained. The optimal closed-form solutions are derived when the value function is not smooth, without relying on the method of viscosity solutions.

This note considers an established reaction–diffusion model for a combustion system, in which there are competing endothermic and exothermic reaction pathways. A combustion front is assumed to move at constant speed through the medium. An asymptotic theory is presented for solid fuels in which material diffusion is ignored, and it allows a simple and complete analysis of the approximate system in the phase plane. Both the adiabatic and nonadiabatic cases are discussed.

We investigate the perturbation of the palindromic eigenvalue problem for the matrix quadratic with A0,A1∈𝒞n×n and (where or H). The perturbation of eigenvalues in the context of general matrix polynomials, palindromic pencils, (semi-Schur) anti-triangular canonical forms and differentiation is discussed.

The Kohlrausch functions $\exp (- {t}^{\beta } )$, with $\beta \in (0, 1)$, which are important in a wide range of physical, chemical and biological applications, correspond to specific realizations of completely monotone functions. In this paper, using nonuniform grids and midpoint estimates, constructive procedures are formulated and analysed for the Kohlrausch functions. Sharper estimates are discussed to improve the approximation results. Numerical results and representative approximations are presented to illustrate the effectiveness of the proposed method.

An efficient probabilistic algorithm is presented for the determination of the rate matrix of a block-GI/M/1 Markov chain. Recurrence of the chain is not assumed.

A method for determining the upper and lower bounds for performance measures for certain types of Generalised Semi-Markov Processes has been described in Taylor and Coyle [8]. A brief description of this method and its use in finding an upper bound for the time congestion of a GI/M/n/n queueing system will be given. This bound turns out to have a simple form which is quickly calculated and easy to use in practice.

The orthogonal coordinate systems ξi(i = 1, 2, 3) are determined, in which the gneralised toroidal and poloidal fields, defined respectively by T{T} = ∇ × {T∇ξ1} and S{S} = ∇ × T{S}, have the following three properties:

GP1 Decoupling of the vector Helmholtz equation: There exist linear differential operators L1 and L2 such that Hu = 0, where H is the vector Helmholtz operator [see equation (1)] and u = T{T} + S {S}, if and only if L1T = 0 and L2S = 0.

GP2 Orthogonality

GP3 Closure: ∇ × S{S} is a T field.

Two choices of T and S fields are considered: type I fields with potentials T and S, which may depend on ξ1, ξ2 and ξ3, and type II fields with ξ1-independent potentials. It is shown that properties GP1–GP3 only hold for type I fields in spherical and cylindrical coordinate systems, and for type II fields in azimuthal and cylindrical coordinate systems with axisymmetric and two-dimensional potentials, respectively. Analogues of GP1 for the vector wave and diffusion equations, and the Navier equation of linear elasticity, are also only true in the same four cases. Generalisations of type I and II T and S fields to arbitrary coordinate systems are indicated.

A simple weakly frequency dependent model for the dynamics of a population with a finite number of types is proposed, based upon an advantage of being rare. In the infinite population limit, this model gives rise to a non-smooth dynamical system that reaches its globally stable equilibrium in finite time. This dynamical system is sufficiently simple to permit an explicit solution, built piecewise from solutions of the logistic equation in continuous time. It displays an interesting tree-like structure of coalescing components.

The constancy in time of the ratio of unidirectional tracer fluxes, passing in opposite directions through a membrane that has transport properties varying arbitrarily with the distance from a boundary face, has been established recently for successively more sophisticated mathematical models of tracer transport within the membrane. Such results are important in that, when constancy is not observed experimentally, inferences can be drawn about the dimensionality of distributions of transport properties of the membrane. The known theoretical results are shown here to follow from much more general theorems, valid for a wide class of models based on linear-operator equations, including elliptic and hyperbolic partial differential equations as well as the essentially parabolic equations of interest in membrane transport problems. These theorems have the general character of “reciprocity theorems” known for a long time in other areas, such as mechanics, acoustics and elasticity. The general results obtained here clarify the conditions on membrane properties under which constancy of a flux ratio can be expected. In addition, flux ratio theorems of a new type are proved to hold under suitable conditions, for the normal components of flux vectors at points on either side of a membrane, as distinct from previously established theorems for total fluxes through membrane faces. Possible new experiments are suggested by the analysis.

We propose a new trust region algorithm for solving the system of nonsmooth equations F(x) = 0 by using a smooth function satisfying the Jacobian consistency property to approximate the nonsmooth function F(x). Compared with existing trust region methods for systems of nonsmooth equations, the proposed algorithm possesses some nice convergence properties. Global convergence is established and, in particular, locally superlinear or quadratical convergence is obtained if F is semismooth or strongly semismooth at the solution.

Families of vortex equilibria, with constant vorticity, in steady flow past a flat plate are computed numerically. An equilibrium configuration, which can be thought of as a desingularized point vortex, involves a single symmetric vortex patch located wholly on one side of the plate. Given that the outermost edge of the vortex is unit distance from the plate, the equilibria depend on three parameters: the length of the plate, circulation about the plate, and the distance of the innermost edge of the vortex from the plate. Families in which there is zero circulation about the plate and for which the Kutta condition at the plate ends is satisfied are both considered. Properties such as vortex area, lift and free-stream speed are computed. Time-dependent numerical simulations are used to investigate the stability of the computed steady solutions.

We present a general closed 4-point quadrature rule based on Euler-type identities. We use this rule to prove a generalization of Hadamard's inequalities for (2r)-convex functions (r ≥ 1).