A tournament matrix and its corresponding directed graph both arise as a record of the outcomes of a round robin competition. An n × n complex matrix A is called h-pseudo-tournament if there exists a complex or real nonzero column vector h such that A + A* = hh* − I. This class of matrices is a generalisation of well-studied tournament-like matrices such as h-hypertournament matrices, generalised tournament matrices, tournament matrices, and elliptic matrices. We discuss the eigen-properties of an h-pseudo-tournament matrix, and obtain new results when the matrix specialises to one of these tournament-like matrices. Further, several results derived in previous articles prove to be corollaries of those reached here.

A third-order accurate direct Eulerian generalised Riemann problem (GRP) scheme is derived for the one-dimensional special relativistic hydrodynamical equations. In our GRP scheme, the higher-order WENO initial reconstruction is employed, and the local GRPs in the Eulerian formulation are directly and analytically resolved to third-order accuracy via the Riemann invariants and Rankine-Hugoniot jump conditions, to get the approximate states in numerical fluxes. Unlike a previous second-order accurate GRP scheme, for the non-sonic case the limiting values of the second-order time derivatives of the fluid variables at the singular point are also needed for the calculation of the approximate states; while for the sonic case, special attention is paid because the calculation of the second-order time derivatives at the sonic point is difficult. Several numerical examples are given to demonstrate the accuracy and effectiveness of our GRP scheme.

In this article, we discuss the generalised coupled Lane-Emden system u” + H(v) = 0, v” + G(u) = 0 that applies to several physical phenomena. The Lie group classification of the underlying system shows that it admits a ten-dimensional equivalence Lie algebra. We also show that the principal Lie algebra in one dimension has several possible extensions, and obtain an exact solution for an interesting particular case via Noether integrals.

Nonlocal diffusion models involve integral equations that account for nonlocal interactions and do not explicitly employ differential operators in the space variables. Due to the nonlocality they might look different from classical partial differential equation (PDE) models, but their local limit reduces to partial differential equations. The effect of mesh element anisotropy mesh refinement and kernel functions on the conditioning of the stiffness matrix for a nonlocal diffusion model on 2D geometric domains is considered, and the results compared with those obtained from typical local PDE models. Numerical experiments show that the condition number is bounded by (where c is a constant) for an integrable kernel function, and is not affected by the choice of the basis function. In contrast to local PDE models, mesh anisotropy and refinement affect the condition number very little.

A compact finite difference scheme is derived for a time fractional differential equation subject to Neumann boundary conditions. The proposed scheme is second-order accurate in time and fourth-order accurate in space. In addition, a high order alternating direction implicit (ADI) scheme is also constructed for the two-dimensional case. The stability and convergence of the schemes are analysed using their matrix forms.

Three iterative stabilised finite element methods based on local Gauss integration are proposed in order to solve the steady two-dimensional Smagorinsky model numerically. The Stokes iterative scheme, the Newton iterative scheme and the Oseen iterative scheme are adopted successively to deal with the nonlinear terms involved. Numerical experiments are carried out to demonstrate their effectiveness. Furthermore, the effect of the parameters Re (the Reynolds number) and δ (the spatial filter radius) on the performance of the iterative numerical results is discussed.

We establish some explicit expressions for norm-wise, mixed and componentwise condition numbers for the weighted Moore-Penrose inverse of a matrix A ⊗ B and more general matrix function compositions involving Kronecker products. The condition number for the weighted least squares problem (WLS) involving a Kronecker product is also discussed.

We consider backward errors for an eigenproblem of a class of symmetric generalised centrosymmetric matrices and skew-symmetric generalised skew-centrosymmetric matrices, which are extensions of symmetric centrosymmetric and skew-symmetric skew-centrosymmetric matrices. Explicit formulae are presented for the computable backward errors for approximate eigenpairs of these two kinds of structured matrices. Numerical examples illustrate our results.

We discuss the implementation of the finite volume method on a staggered grid to solve the full shallow water equations with a conservative approximation for the advection term. Stelling & Duinmeijer [15] noted that the advection approximation may be energy-head or momentum conservative, and if suitable which of these to implement depends upon the particular flow being considered. The momentum conservative scheme pursued here is shown to be suitable for 1D problems such as transcritical flow with a shock and dam break over a rectangular bed, and we also found that our simulation of dam break over a dry sloping bed is in good agreement with the exact solution. Further, the results obtained using the generalised momentum conservative approximation for 2D shallow water equations to simulate wave run up on a conical island are in good agreement with benchmark experimental data.

Some efficient numerical schemes are proposed for solving one-dimensional (1D) and two-dimensional (2D) multi-term time fractional sub-diffusion equations, combining the compact difference approach for the spatial discretisation and L1 approximation for the multi-term time Caputo fractional derivatives. The stability and convergence of these difference schemes are theoretically established. Several numerical examples are implemented, testifying to their efficiency and confirming their convergence order.

Total variation (TV) and wavelet L1 norms have often been used as regularization terms in image restoration and reconstruction problems. However, TV regularization can introduce staircase effects and wavelet regularization some ringing artifacts, but hybrid TV and wavelet regularization can reduce or remove these drawbacks in the reconstructed images. We need to compute the proximal operator of hybrid regularizations, which is generally a sub-problem in the optimization procedure. Both TV and wavelet L1 regularisers are nonlinear and non-smooth, causing numerical difficulty. We propose a dual iterative approach to solve the minimization problem for hybrid regularizations and also prove the convergence of our proposed method, which we then apply to the problem of MR image reconstruction from highly random under-sampled k-space data. Numerical results show the efficiency and effectiveness of this proposed method.

An artificial boundary condition method, derived in terms of infinite Fourier series, is applied to solve a class of quasi-Newtonian Stokes flows. Based on the natural boundary reduction involving an artificial condition on the artificial boundary, the coupled variational problem and its numerical solution are obtained. The unique solvability of the continuous and discrete formulations are discussed, and the error analysis for the problem is also considered. Finally, an a posteriori error estimate for the corresponding problem is provided.

Various algorithms for optimal control require the explicit determination of switching surfaces. However, switching strategies may be very complicated, such that the computation of switching surfaces is quite challenging. General methods are proposed here to compute switching surfaces systematically, based on algebraic computational tools such as triangular decomposition. Our methods are highly complex compared to some widely-used numerical options, but they can be made feasible for realtime applications by moving the computational burden off-line. The tutorial-style presentation is intended to introduce potentially powerful symbolic computation methods to system scientists in particular, and an illustrative example of time-optimal control is given to show the effectiveness and generality of our approach.

Subspace projection methods based on the Krylov subspace using powers of a matrix A have often been standard for solving large matrix computations in many areas of application. Recently, projection methods based on the extended Krylov subspace using powers of A and A−1 have attracted attention, particularly for functions of a matrix times a vector and matrix equations. In this article, we propose an efficient algorithm for constructing an orthonormal basis for the extended Krylov subspace. Numerical experiments indicate that this algorithm has less computational cost and approximately the same accuracy as the traditional algorithm.

In this article, we propose and analyse a sparse grid collocation method to solve an optimal control problem involving an elliptic partial differential equation with random coefficients and forcing terms. The input data are assumed to be dependent on a finite number of random variables. We prove that an optimal solution exists, and derive an optimality system. A Galerkin approximation in physical space and a sparse grid collocation in the probability space is used. Error estimates for a fully discrete solution using an appropriate norm are provided, and we analyse the computational efficiency. Computational evidence complements the present theory, to show the effectiveness of our stochastic collocation method.

We consider a Robin inverse problem associated with the Laplace equation, which is a severely ill-posed and nonlinear. We formulate the problem as a boundary integral equation, and introduce a functional of the Robin coefficient as a regularisation term. A conjugate gradient method is proposed for solving the consequent regularised nonlinear least squares problem. Numerical examples are presented to illustrate the effectiveness of the proposed method.

The stochastic volatility jump diffusion model with jumps in both return and volatility leads to a two-dimensional partial integro-differential equation (PIDE). We exploit a fast exponential time integration scheme to solve this PIDE. After spatial discretization and temporal integration, the solution of the PIDE can be formulated as the action of an exponential of a block Toeplitz matrix on a vector. The shift-invert Arnoldi method is employed to approximate this product. To reduce the computational cost, matrix splitting is combined with the multigrid method to deal with the shift-invert matrix-vector product in each inner iteration. Numerical results show that our proposed scheme is more robust and efficient than the existing high accurate implicit-explicit Euler-based extrapolation scheme.

This article explores recursive and integral equations for ruin probabilities of generalised risk processes, under rates of interest with homogenous Markov chain claims and homogenous Markov chain premiums. We assume that claim and premium take a countable number of non-negative values. Generalised Lundberg inequalities for the ruin probabilities of these processes are derived via a recursive technique. Recursive equations for finite time ruin probabilities and an integral equation for the ultimate ruin probability are presented, from which corresponding probability inequalities and upper bounds are obtained. An illustrative numerical example is discussed.

An explicit numerical scheme is proposed for solving decoupled forward backward stochastic differential equations (FBSDE) represented in integral equation form. A general error inequality is derived for this numerical scheme, which also implies its stability. Error estimates are given based on this inequality, showing that the explicit scheme can be second-order. Some numerical experiments are carried out to illustrate the high accuracy of the proposed scheme.