A parallel algorithm is developed for the numerical solution of the diffusion equation ut = uxx, 0 < x < t < T, subject to u(x, 0) = f(x), ux(X, t) = g(t) and the specification of mass .

In some recent investigations involving certain differential operators for a general family of Lagrange polynomials, Chan el al. encountered and proved a certain summation identity for the Lagrange polynomials in several variables. In the present paper, we derive some generalizations of this summation identity for the Chan-Chyan-Srivastava polynomials in several variables. We also discuss a number of interesting corollaries and consequences of our main results.

A Riesz space-fractional reaction–dispersion equation (RSFRDE) is obtained from the classical reaction–dispersion equation (RDE) by replacing the second-order space derivative with a Riesz derivative of order β∈(1,2]. In this paper, using Laplace and Fourier transforms, we obtain the fundamental solution for a RSFRDE. We propose an explicit finite-difference approximation for a RSFRDE in a bounded spatial domain, and analyse its stability and convergence. Some numerical examples are presented.

It is well known that transcritical flow past an obstacle may generate undular bores propagating away from the obstacle. This flow has been successfully modelled in the framework of the forced Korteweg–de Vries equation, where numerical simulations and asymptotic analyses have shown that the unsteady undular bores are connected by a locally steady solution over the obstacle. In this paper we present an overview of the underlying theory, together with some recent work on the case where the obstacle has a large width.

A preconditioned iterative method for the two-dimensional Helmholtz equation with Robbins boundary conditions is discussed. Using a finite-difference method to discretize the Helmholtz equation leads to a sparse system of equations which is too large to solve directly. The approach taken in this paper is to precondition this linear system with a sine transform based preconditioner and then solve it using the generalized minimum residual method (GMRES). An analytical formula for the eigenvalues of the preconditioned matrix is derived and it is shown that the eigenvalues are clustered around 1 except for some outliers. Numerical results are reported to demonstrate the effectiveness of the proposed method.

The Kuramoto–Sivashinsky equation is a prototypical chaotic nonlinear partial differential equation (PDE) in which the size of the spatial domain plays the role of a bifurcation parameter. We investigate the changing dynamics of the Kuramoto–Sivashinsky PDE by calculating the Lyapunov spectra over a large range of domain sizes. Our comprehensive computation and analysis of the Lyapunov exponents and the associated Kaplan–Yorke dimension provides new insights into the chaotic dynamics of the Kuramoto–Sivashinsky PDE, and the transition to its one-dimensional turbulence.

Interior-Point Methods (IPMs) are not only very effective in practice for solving linear optimization problems but also have polynomial-time complexity. Despite the practical efficiency of large-update algorithms, from a theoretical point of view, these algorithms have a weaker iteration bound with respect to small-update algorithms. In fact, there is a significant gap between theory and practice for large-update algorithms. By introducing self-regular barrier functions, Peng, Roos and Terlaky improved this gap up to a factor of log n. However, checking these self-regular functions is not simple and proofs of theorems involving these functions are very complicated. Roos el al. by presenting a new class of barrier functions which are not necessarily self-regular, achieved very good results through some much simpler theorems. In this paper we introduce a new kernel function in this class which yields the best known complexity bound, both for large-update and small-update methods.

The qualitative behavior of positive solutions of the neutral-delay two-species Lotka-Volterra competitive system with several discrete delays is investigated. Sufficient conditions are obtained for the local asymptotic stability of the positive steady state. In fact, some of these sufficient conditions are also necessary except at those critical values. Results on the oscillatory and non-oscillatory characteristics of the positive solutions are also included.

In this paper, we consider the numerical solution of a class of optimal control problems involving variable time points in their cost functions. The control enhancing transform is first used to convert the optimal control problem with variable time points into an equivalent optimal control problem with fixed multiple characteristic time (MCT). Using the control parametrization technique, the time horizon is partitioned into several subintervals. Let the partition points also be taken as decision variables. The control functions are approximated by piecewise constant or piecewise linear functions in accordance with these variable partition points. We thus obtain a finite dimensional optimization problem. The control parametrization enhancing control transform (CPET) is again used to convert approximate optimal control problems with variable partition points into equivalent standard optimal control problems with MCT, where the control functions are piecewise constant or piecewise linear functions with pre-fixed partition points. The transformed problems are essentially optimal parameter selection problems with MCT. The gradient formulae for the objective function as well as the constraint functions with respect to relevant decision variables are obtained. Numerical examples are solved using the proposed method.

The Fritz John necessary conditions for optimality of a differentiable nonlinear programming problem have been shown, given additional convexity hypotheses, to be also sufficient (by Gulati, Craven, and others). This sufficiency theorem is now extended to minimization (suitably defined) of a function taking values in a partially ordered space, and to (convex) objective and constraint functions which are not always differentiable. The results are expressed in terms of subgradients.

Extending earlier duality results for multiobjective programs, this paper defines dual problems for convex and generalised convex multiobjective programs without requiring a constraint qualification. The duals provide multiobjective extensions of the classical duals of Wolfe and Schechter and some of the more recent duals of Mond and Weir.

Vacuum asymptotically flat Robinson-Trautman spacetimes are a well known class of spacetimes exhibiting outgoing gravitational radiation. In this paper we describe a method of locating the past apparent horizon in these spacetimes and discuss the properties of the horizon. We show that the past apparent horizon is non-timelike and that its surface area is a decreasing function of the retarded time. A numerical simulation of the apparent horizon is also discussed.

We consider a programming problem in which the objective function is the sum of a differentiable function and the p norm of Sx, where S is a matrix and p > 1. The constraints are inequality constraints defined by differentiable functions. With the aid of a recent transposition theorem of Schechter we get a duality theorem and also a converse duality theorem for this problem. This result generalizes a result of Mond in which the objective function contains the square root of a positive semi-definite quadratic function.

We present qualitative and quantitative comparisons of various analytical and numerical approximation methods for calculating a position of the early exercise boundary of American put options paying zero dividends. We analyse the asymptotic behaviour of these methods close to expiration, and introduce a new numerical scheme for computing the early exercise boundary. Our local iterative numerical scheme is based on a solution to a nonlinear integral equation. We compare numerical results obtained by the new method to those of the projected successive over-relaxation method and the analytical approximation formula recently derived by Zhu [‘A new analytical approximation formula for the optimal exercise boundary of American put options’, Int. J. Theor. Appl. Finance9 (2006) 1141–1177].

This paper deals with n-job, 2-machine flowshop/mean flowtime scheduling problems working under a “no-idle” constraint, that is, when machines work continuously without idle intervals. A branch and bound technique has been developed to solve the problem.

Standard results for boundary value problems involving second-order ordinary differential equations ensure that the existence of a well-ordered pair of lower and upper solutions together with a Nagumo condition imply existence of a solution. In this note we introduce some examples which show that existence is not guaranteed if no Nagumo condition is satisfied.

An exact invariant is found for the one-dimensional oscillator with equation of motion . The method used is that of linear canonical transformations with time-dependent coeffcients. This is a new approach to the problem and has the advantage of simplicity. When f(t) and g(t) are zero, the invariant is related to the well-known Lewis invariant. The significance of extension to higher dimension of these results is indicated, in particular for the existence of non-invariance dynamical symmetry groups.

A new numerical method is applied to the problem of inviscid irrotational flow past a semi-infinite stern-like body of general shape. Both smooth-detachment and stagnant-detachment flows are considered, in the context of varying the geometry of the stern to generate very small waves, with the eventual aim of eliminating waves altogether. The results of this work confirm previously published results for the smooth-detachment case, but cast doubt on the existence of waveless solutions for stagnant detachment.

The stability characteristics of an infinite horizontal fluid layer excited by a time-periodic, sinusoidally varying free-boundary temperature, have been investigated numerically using the Floquet theory. It has been found that the modulation of the temperature gradient across the fluid layer affects the onset of the Rayleigh–Bénard convection. Modulation can give rise to instability in the subcritical conditions and it can also suppress the instability in the supercritical cases. The instability in the fluid layer manifests itself in the form of either a harmonic or subharmonic flow, controlled by thermal modulation.

A Galerkin-Petrov method for the approximate solution of the complete singular integral equation with Cauchy kernel, based upon the use of two sets of orthogonal polynomials, is considered. The principal result of this paper proves convergence of the approximate solutions to the exact solution making use of a convergence theorem previously given by the author. In conclusion, some related topics such as a first iterate of the approximate solution and a discretized Galerkin-Petrov method are considered. The paper extends to a much more general equation many results obtained by other authors in particular cases.