Steady two-dimensional free surface flow past a semi-infinite flat plate is considered. The vorticity in the flow is assumed to be constant. For large values of the Froude number F, an analytical relation between F, the vorticity parameter ω and the steepness s of the waves in the far field is derived. In addition numerical solutions are calculated by a boundary integral equation method.

A uniform approximation to the description of a linear oscillator's slow resonant transition is calculated. If the time scale of the transition is ɛ−1, the approximation contains explicitly the 0(1) and 0(ɛ½) terms, and fixes a uniform 0(ɛ) error bound.

Recently we have developed a completely symmetric duality theory for mathematical programming problems involving convex functionals. Here we set our theory within the framework of a Lagrangian formalism which is significantly different to the conventional Lagrangian. This allows various new characterizations of optimality.

The eddy currents induced in a thin sheet of variable conductivity by a sinusoidally varying primary magnetic field are investigated in the low frequency limit when the depth of penetration of the primary field is much greater than the thickness of the sheet. The problem is formulated in terms of a set of integro-differential equations. The method of solution is applicable to bodies with arbitrary planar shape and the result is particularly useful in inverse problems involving bodies with conductivity inhomogeneities.

A method of sequential eigenfunction expansion is developed for a semi-linear parabolic equation. It allows the time-dependent coefficients of the eigenfunctions to be determined sequentially and iterated to reach convergence. At any stage, only a single ordinary differential equation needs to be considered, in contrast to the Galerkin method which requires the consideration of a system of equations. The method is applied to a central problemin combustion theory to provide a definitive answer to the question of the influence of the initial data in determining whether the solution is sub- or super-critical, in the case of multiple steady-state solutions. It is expected this method will prove useful in dealing with similar problems.

Newton's method is applied to an operator that satisfies stronger conditions than those of Kantorovich. Convergence and error estimates are compared in the two situations. As an application, we obtain information on the existence and uniqueness of a solution for differential and integral equations.

The structure of space–time is examined by extending the standard Lorentz connection group to its complex covering group, operating on a 16-dimensional “spinor” frame. A Hamiltonian variation principle is used to derive the field equations for the spinor connection. The result is a complete set of field equations which allow the sources of the gravitational and electromagnetic fields, and the intrinsic spin of a particle, to appear as a manifestation of the space–time structure. A cosmological solution and a simple particle solution are examined. Further extensions to the connection group are proposed.

Simple proofs are given of improved results of Brown and Shepp which are useful in calculations with fractal sets. A new inequality for convex functions is also obtained.

Explicit formulae are derived for the projected gradient vector and trial dual variables required in the application of Rosen's method [4] to the solution of a Minimum Cost Network problem.

When studying deep convection in a compressible medium the effects of viscous dissipation can become important and must be taken into account in any realistic model. But even in shallow convection, for which the Boussinesq approximation is valid, the viscous dissipation effects will become important at high Rayleigh numbers. These effects are estimated with the help of asymptotic methods and the results are compared with those obtained by numerical integration.

We analyse the asymptotic behaviour of a biological system described by a stochastic competition model with $n$ species and $k$ resources (chemostat model), in which the species mortality rates are influenced by the fractional Brownian motion of the extrinsic noise environment. By constructing a Lyapunov functional, the persistence and extinction criteria are derived in the mean square sense. Some examples are given to illustrate the effectiveness of the theoretical result.

We investigate convergence in the cone of completely monotone functions. Particular attention is paid to the approximation of and by exponentials and stretched exponentials. The need for such an analysis is a consequence of the fact that although stretched exponentials can be approximated by sums of exponentials, exponentials cannot in general be approximated by sums of stretched exponentials.

Sufficient conditions for the controllability of nonlinear neutral Volterra integrodifferential systems with implicit derivative are established. The results are a generalisation of the previous results, through the notions of condensing map and measure of noncompactness of a set.

The nonlinear and weakly dispersive Serre equations contain higher-order dispersive terms. These include mixed spatial and temporal derivative flux terms which are difficult to handle numerically. These terms can be replaced by an alternative combination of equivalent temporal and spatial terms, so that the Serre equations can be written in conservation law form. The water depth and new conserved quantities are evolved using a second-order finite-volume scheme. The remaining primitive variable, the depth-averaged horizontal velocity, is obtained by solving a second-order elliptic equation using simple finite differences. Using an analytical solution and simulating the dam-break problem, the proposed scheme is shown to be accurate, simple to implement and stable for a range of problems, including flows with steep gradients. It is only slightly more computationally expensive than solving the shallow water wave equations.

In this study, Liénard equations in their general form are treated using the Adomian decomposition method. The special structure of the Liénard equation is exploited to obtain a numerically efficient algorithm suitable for solution by a computer program.

Mathematical modelling of Wairakei geothermal field is reviewed, both lumped-parameter and distributed-parameter models. In both cases it is found that reliable predictions require five to ten years of history for calibration. With such calibration distributed-parameter models are now used for field management. A prudent model of Wairakei, constructed without such historical data, would underestimate field capacity and provide only general projections of the type of changes in surface activity and subsidence.

Inexact Uzawa algorithms for solving nonlinear saddle-point problems are proposed. A simple sufficient condition for the convergence of the inexact Uzawa algorithms is obtained. Numerical experiments show that the inexact Uzawa algorithms are convergent.

Similarity solutions of the steady-state equation of transport for the distribution function F0 of cosmic rays in the interplanetary region are obtained by theuse of transformation groups. The solutions are derived in detail for a spherically-symmetric model of the interplanetary region with an effective radial diffusion coefficient κ = κ0(p)rb with r the heliocentric radial distance. p the particle momentum, κ0(p) an arbitary function of p, and the solar wind velocity is radial and of constant speed V. Solutions for which the similarity variable η is a function of r only are also derived; these are of particular impoartance when the F0 is specified on a boundary of given radius. Non spherically-symmetric solutions can also be obtained by group methods and examples of such solutions are listed, without derivation, for the equation of transport incorporating the effects of anisotropic diffusion (diffusion coefficient κ1 in the radial direction and κ2 normal to it). The solutions are the most extensive steady-state analytic solutions yet obtained, and contain previous analytic solutions as special cases.

We consider the stability of solutions for a family of Dirichlet problems with (p, q)-growth conditions. We apply the results obtained to show continuous dependence on a functional parameter and the existence of an optimal solution in a control problem with state constraints governed by the p(x)-Laplacian equation.

Financial contracts with options that allow the holder to extend the contract maturity by paying an additional fixed amount have found many applications in finance. Closed-form solutions for the price of these options have appeared in the literature for the case when the contract for the underlying asset follows a geometric Brownian motion with constant interest rate, volatility and nonnegative dividend yield. In this paper, option price is derived for the case of the underlying asset that follows a geometric Brownian motion with time-dependent drift and volatility, which is more important for real life applications. The option price formulae are derived for the case of a drift that includes nonnegative or negative dividend. The latter yields a solution type that is new to the literature. A negative dividend corresponds to a negative foreign interest rate for foreign exchange options, or storage costs for commodity options. It may also appear in pricing options with transaction costs or real options, where the drift is larger than the interest rate.