We propose a modified projected Polak–Ribière–Polyak (PRP) conjugate gradient method, where a modified conjugacy condition and a method which generates sufficient descent directions are incorporated into the construction of a suitable conjugacy parameter. It is shown that the proposed method is a modification of the PRP method and generates sufficient descent directions at each iteration. With an Armijo-type line search, the theory of global convergence is established under two weak assumptions. Numerical experiments are employed to test the efficiency of the algorithm in solving some benchmark test problems available in the literature. The numerical results obtained indicate that the algorithm outperforms an existing similar algorithm in requiring fewer function evaluations and fewer iterations to find optimal solutions with the same tolerance.

The influence of thermal buoyancy on neutral wave modes in Poiseuille-Couette flow is considered. We examine the modifications to the asymptotic structure first described by Mureithi, Denier & Stott [16], who demonstrated that neutral wave modes in a strongly thermally stratified boundary layer are localized at the position where the streamwise velocity attains its maximum value. The present work demonstrates that such a flow structure also holds for Poiseuille-Couette flow but that a new flow structure emerges as the position of maximum velocity approaches the wall (and which occurs as the level of shear, present as a consequence of the Couette component of the flow, is increased). The limiting behaviour of these wave modes is discussed thereby allowing us to identify the parameter regime appropriate to the eventual restabilization of the flow at moderate levels of shear.

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.

In this paper, the parabolic partial differential equation ut = urr + (1/r)ur − (v2/r2)u, where v ≥ 0 is a parameter, with Dirichlet, Neumann, and mixed boundary conditions is considered. The final state observability for such problems is investigated.

Ronney and Sivashinsky [2] and Buckmaster and Lee [1] have proposed a certain non-autonomous first order ordinary differential equation as a simple model for an expanding spherical flame front in a zero-gravity environment. Here we supplement their preliminary numerical calculations with some analysis and further numerical work. The results show that the solutions either correspond to quenching, or to steady flame front propagation, or to rapid expansion of the flame front, depending on two control parameters. A crucial component of our analysis is the construction of a barrier orbit which divides the phase plane into two parts. The location of this barrier orbit then determines the fate of orbits in the phase plane.

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.

Selecting important variables and estimating coordinate covariation have received considerable attention in the current big data deluge. Previous work shows that the gradient of the regression function, the objective function in regression and classification problems, can provide both types of information. In this paper, an algorithm to learn this gradient function is proposed for nonidentical data. Under some mild assumptions on data distribution and the model parameters, a result on its learning rate is established which provides a theoretical guarantee for using this method in dynamical gene selection and in network security for recognition of malicious online attacks.

Pricing variance swaps have become a popular subject recently, and most research of this type come under Heston’s two-factor model. This paper is an extension of some recent research which used the dimension-reduction technique based on the Heston model. A new closed-form pricing formula focusing on a log-return variance swap is presented here, under the assumption that the underlying asset prices can be described by a mean-reverting Gaussian volatility model (Ornstein–Uhlenbeck process). Numerical tests in two respects using the Monte Carlo (MC) simulation are included. Moreover, we discuss a procedure of solving a quadratic differential equation with one variable. Our method can avoid the previously encountered limitations, but requires more time for calculation than other recent analytical discrete models.

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.

Reaction-diffusion systems are widely used to model the population densities of biological species competing for natural resources in their common habitat. It is often not too difficult to establish positive uniform upper bounds on solution components of such systems, but the task of establishing strictly positive uniform lower bounds (when they exist) can be quite troublesome. Two previously established criteria for the permanence (non-extinction and non-explosion) of solutions of general weakly-coupled competition-diffusion systems with diagonally convex reaction terms are used here as background to develop more easily verifiable and concrete conditions for permanence in various well-known competition diffusion models. These models include multi-component reaction-diffusion systems with (i) the by now classical Lotka-Volterra (logistic) reaction terms, (ii) higher order “logistic” interaction between the species, (iii) logistic-logarithmic reaction terms, (iv) Ayala-Gilpin-Ehrenfeld θ-interaction terms (which are used to model Drosophila competition), (v) logistic-exponential interaction between the species, (vi) Schoener-exploitation and (vii) modified Schoener-interference between the species. In (i) a known condition for permanence (for the ODE-system) is recovered, while in (ii)–(vii) new criteria for permanence are established.

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).

This paper is concerned with the problem of existence and uniqueness of weak and classical solutions for a fourth-order semilinear boundary value problem. The existence and uniqueness for weak solutions follows from standard variational methods, while similar uniqueness results for classical solutions are derived using maximum principles.

It is shown how to decompose a three-dimensional field periodic in two Cartesian coordinates into five parts, three of which are identically divergence-free and the other two orthogonal to all divergence-free fields. The three divergence-free parts coincide with the mean, poloidal and toroidal fields of Schmitt and Wahl; the present work, therefore, extends their decomposition from divergence-free fields to fields of arbitrary divergence. For the representation of known and unknown fields, each of the five subspaces is characterised by both a projection and a scalar representation. Use of Fourier components and wave coordinates reduces poloidal fields to the sum of two-dimensional poloidal fields, and toroidal fields to the sum of unidirectional toroidal fields.

A study is made of a non-linear diffusion equation which admits bifurcating solutions in the case where the bifurcation is asymmetric. An analysis of the initial-value problem is made using the method of multiple scales, and the bifurcation and stability characteristics are determined. It is shown that a suitable interpretation of the results can lead to determination of the choice of the bifurcating solution adopted by the system.

We discuss the separability of the Hamilton-Jacobi equation for the Kerr metric. We use a recent theorem which says that a completely integrable geodesic equation has a fully separable Hamilton-Jacobi equation if and only if the Lagrangian is a composite of the involutive first integrals. We also discuss the physical significance of Carter's fourth constant in terms of the symplectic reduction of the Schwarzschild metric via SO(3), showing that the Killing tensor quantity is the remnant of the square of angular momentum.

A heuristic methodology for the identification of a circuit passing through all the vertices only once in a graph is presented. The procedure is based upon defining a normal form of a matrix and then transforming the adjacency matrix into its normal form. For a class of graphs known to be Hamiltonian, it is conjectured that this methodology will identify circuits in a small number of steps and in many cases merely by observation.

The state of a patient is an important concept in biomedical sciences. While analytical methods for predicting and exploring treatment strategies of disease dynamics have proven to have useful applications in public health policy and planning, the state of a patient has attracted less attention, at least mathematically. As a result, models constructed in relation to treatment strategies may not be very informative. We derive a patient-dependent parameter from an age-physiology dependent population model, and show that a single treatment strategy is not always optimal. Also, we derive a function which increases with the patient dependence parameter and describes the effort expended to be in good health.

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.

A matrix solution and a determinantal solution are obtained for a general linear recurrence relation.

When the first two elements of a sequence satisfying a second order difference equation are prescribed, the remaining elements are evaluated from a continued fraction and a simple product.