We study the problem of designing a periodic interface between two homogeneous materials with different impedance properties, in such a way that time-harmonic waves incident on the interface over a given range of angles have minimal total reflected energy. It is shown that the problem can be ‘relaxed’ to include continuously varying profiles. A simple gradient descent minimization scheme is proposed and examples from several numerical calculations are given.

A mathematical model for the hydrodynamic flow and fibre deflections in a wet-spinning process is presented. The model is characterized by two parameters: α which is a characteristic ratio of the hydrodynamic force to the tension force acting on a fibre, and β which is a characteristic ratio of the fibre drag to the fluid inertia. The model is applied to three situations: (i) the spin bath of the process where α ≪ 1 and β ≫ 1, (ii) the preheat bath where α is order 1 and β ≫ 1, (iii) a fibre spreading process where α is order 1 and β is order 1 or smaller. In each case, analytical results are obtained for the fluid flow and fibre deflections and compared with experiment.

A stationary phase method is developed for the asymptotic evaluation, as R → ∞, of oscillatory sums of the form

It is extended to multidimensional sums. Numerical comparisons demonstrate the accuracy of the asymptotic approximations. The results are applied to the practical estimation of the number of lattice points in large domains in ℝ2.

We examine the Black–Scholes partial differential equation for the pricing of a traded option (an American call option on an asset paying a continuous dividend) and make comparisons with other well known free boundary diffusion problems, such as the oxygen consumption problem. The pricing of American options can be viewed as a free boundary problem and is, therefore, inherently nonlinear. We consider the short and long time behaviour of the free boundary, present analytic results for the option value in such limits, and consider the formulation of the problem as a variational inequality, and its numerical solution.

A minimization problem for partially wetting droplet profiles is considered, in which Van der Waal's forces have been taken into account via a singular ‘disjoining pressure’. When the singular disjoining pressure is neglected, energy minimization leads to Laplace's equation and Young's equation; once the singular disjoining pressure is included, this is no longer the case. Indeed, the free energy is no longer bounded from below. Introducing the notion of overtaking to compare the energies of configurations whose energies are arbitrarily large and negative, we demonstrate that if a configuration is not convex then it cannot be an absolute minimizer. If profiles are allowed to ‘double-over’ then there does not exist an absolute minimizer. Within the class of profiles which do not double-over, absolute minimizers are shown to exist; these minimizing profiles are not single-valued. The singular minimization problem is shown to be discontinuously dependent on the definition of the wetting profile in the neighbourhood of the contact points; the implications of this discontinuity are discussed.

The linearized shape stability of melting and solidifying fronts with surface tension is discussed in this paper by using asymptotic analysis. We show that the melting problem is always linearly stable regardless of the presence of surface tension, and that the solidification problem is linearly unstable without surface tension, but with surface tension it is linearly stable for those modes whose wave numbers lie outside a certain finite interval determined by the parameters of the problem. We also show that if the perturbed initial data is zero in the vicinity of the front, but otherwise quite general, it does not affect the stability. The present results complement those in Chadam & Ortoleva [4] which are only valid asymptotically for large time or equivalently for slow-moving interfaces. The theoretical results are verified numerically.

We develop a technique for obtaining asymptotic properties of the sojourn time distribution in processor-sharing queues. We treat the standard M/M/1-PS queue and its finite capacity version, the M/M/1/K-PS queue. Using perturbation methods, we construct asymptotic expansions for the distribution of a tagged customer's sojourn time, conditioned on that customer's total required service. The asymptotic limit assumes that (i) the traffic intensity is close to one for the infinite capacity model, and (ii) that the system's capacity is large for the finite capacity queue.