Connections between a linear partial difference equation with constant coefficients and a nonlinear partial difference equation are established by means of a comparison theorem and a continuous dependence of parameters theorem. A linearized oscillation theorem is also established as an application.

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 consider an approximation scheme using Haar wavelets for solving optimal path planning problems. The problem is first expressed as an optimal control problem. A computational method based on Haar wavelets in the time domain is then proposed for solving the obtained optimal control problem. A Haar wavelets integral operational matrix and a direct collocation method are used to find an approximate optimal trajectory of the original problem. Numerical results are also presented for several examples to demonstrate the applicability and efficiency of the proposed method.

The inverse spectral method for a general N × N spectral problem for solving nonlinear evolution equations in one spacial and one temporal dimension is extended to include multi-boundary jumps and high-order poles and their explicit representations. It therefore provides a formalism to generate soliton solutions that correspond to higher-order poles of the spectral data.

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 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.

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.

The quasi-linear infiltration problem of flow from a semi-infinite wetted region on a soil of finite depth above a horizontal water table is considered in the presence of linearised evaporative loss away from the region. The resulting equations are solved by the Wiener-Hopf technique in terms of certain infinite products. Expressions for the porosity and stream function are derived, and appropriately plotted throughout the layer.

This work deals with low-frequency asymptotic solutions using the method of matched asymptotic expansions. It is based on two papers by Buchwald [3] and Buchwald and Tran Cong [4] who studied the diffraction of elastic waves by a small circular cavity and a small elliptic cavity, respectively, in an otherwise unbounded domain. Here we clarify and systematize some aspects of their work and extend it to the diffraction of elastic waves by a small cylindrical cavity with a hypotrochoidal boundary. Results for the case of an incident P-wave are compared, in the special case of an elliptic boundary, with the results from the numerical solution of the boundary integral equation method.

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

We construct a set of functions, say, composed of a cosine function and a sigmoidal transformation γr of order r > 0. The present functions are orthonormal with respect to a proper weight function on the interval [−1, 1]. It is proven that if a function f is continuous and piecewise smooth on [−1, 1] then its series expansion based on converges uniformly to f so long as the order of the sigmoidal transformation employed is 0 < r ≤ 1. Owing to the variational feature of according to the value of r, one can expect improvement of the traditional Fourier series approximation for a function on a finite interval. Several numerical examples show the efficiency of the present series expansion in comparison with the Fourier series expansion.

Two eccentric rotating cylinders together with a permeable membrane surrounding the inner cylinder are used to model the flow around a modified viscometer. A perturbation method is used to solve for the flow between the membrane and the outer cylinder; the flow between the inner rotor and the membrane is assumed to be governed by Stoke's equation, and the two flow regimes are coupled by the through-flow across the membrane. For moderate values of Reynolds number and eccentricity, the permeability of the membrane plays a negligible role, and the flow through the membrane is found to be eccentricity dependent. High eccentricities result in the formation of eddies which, upon increasing the Reynolds number, move in a direction opposite to that of the rotation of the outer bowl.

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.

In this paper, multigrid methods for solving the biharmonic equation using some nonconforming plate elements are considered. An average algorithm is applied to define the transfer operator. A general analysis of convergence is given.

The large-amplitude oscillations and buckling of an anisotropic cylindrical shell subjected to the initial inplane biaxial normal stresses have been analysed. The concept of anisotropy used by Lekhnitsky has been introduced into the field equations for cylindrical shells of isotropic material deduced by Donnell. The method of Galerkin and the method of successive approximation have been used to obtain the desired approximate solution. The expression for the critical loads for the buckling of anisotropic cylindrical shells has been obtained during intermediate stages of analysis. Some relevant frequency response graphs of the obtained solution are also presented. The minimum critical loads for various classes of anisotropy have also been given at the end of the discussion, to exhibit the effects of large deflections and imperfections on elastic buckling.

The cell transmission model (CTM) is a macroscopic model that describes the dynamics of traffic flow over time and space. The effectiveness and accuracy of the CTM are discussed in this paper. First, the CTM formula is recognized as a finite-volume discretization of the kinematic traffic model with a trapezoidal flux function. To validate the constructed scheme, the simulation of shock waves and rarefaction waves as two important elements of traffic dynamics was performed. Adaptation of the CTM for intersecting and splitting cells is discussed. Its implementation on the road segment with traffic influx produces results that are consistent with the analytical solution of the kinematic model. Furthermore, a simulation on a simple road network shows the back and forth propagation of shock waves and rarefaction waves. Our numerical result agrees well with the existing result of Godunov’s finite-volume scheme. In addition, from this accurately proven scheme, we can extract information for the average travel time on a certain route, which is the most important information a traveller needs. It appears from simulations of different scenarios that, depending on the circumstances, a longer route may have a shorter travel time. Finally, there is a discussion on the possible application for traffic management in Indonesia during the Eid al-Fitr exodus.

We present an analytical option pricing formula for the European options, in which the price dynamics of a risky asset follows a mean-reverting process with a time-dependent parameter. The process can be adapted to describe a seasonal variation in price such as in agricultural commodity markets. An analytical solution is derived based on the solution of a partial differential equation, which shows that a European option price can be decomposed into two terms: the payoff of the option at the initial time and the time-integral over the lifetime of the option driven by a time-dependent parameter. Finally, results obtained from the formula have been compared with Monte Carlo simulations and a Black–Scholes-type formula under various kinds of long-run mean functions, and some examples of option price behaviours have been provided.

We investigate the approximate controllability of a size- and space-structured population model, for which the control function acts on a subdomain and corresponds to the migration of individuals. We establish the main result via the unique continuation property of the adjoint system. The desired controller is the minimizer of an infinite-dimensional optimization problem.