This note is concerned with the derivation of velocity potentials describing the generation of infinitesimal gravity waves in a motionless liquid with an inertial surface composed of uniformly distributed floating particles, due to fundamental line and point sources with time-dependent strengths submerged in a liquid of finite constant depth.

The process of sleep stage identification is a labour-intensive task that involves the specialized interpretation of the polysomnographic signals captured from a patient’s overnight sleep session. Automating this task has proven to be challenging for data mining algorithms because of noise, complexity and the extreme size of data. In this paper we apply nonsmooth optimization to extract key features that lead to better accuracy. We develop a specific procedure for identifying K-complexes, a special type of brain wave crucial for distinguishing sleep stages. The procedure contains two steps. We first extract “easily classified” K-complexes, and then apply nonsmooth optimization methods to extract features from the remaining data and refine the results from the first step. Numerical experiments show that this procedure is efficient for detecting K-complexes. It is also found that most classification methods perform significantly better on the extracted features.

In this paper, we consider a class of optimal control problems with discrete time delayed arguments and bounded control region. A computational algorithm for solving this class of time lag optimal control problems is developed by means of the conditional gradient technique. The convergence property of the algorithm is also investigated.

In this paper, we deal with a class of reflected backward stochastic differential equations (RBSDEs) corresponding to the subdifferential operator of a lower semi-continuous convex function, driven by Teugels martingales associated with a Lévy process. We show the existence and uniqueness of the solution for RBSDEs by means of the penalization method. As an application, we give a probabilistic interpretation for the solutions of a class of partial differential-integral inclusions.

In the continuous casting of steel, many problems, such as surface cracks in solidified steel and breakouts of molten steel from the bottom of moulds, frequently occur in practice. It is believed that the occurrence of these problems is directly related to the events in the mould, especially the transfer of heat from the strand surface across the lubricating mould powder and its interface with the mould wall to the mould cooling-water. However, as far as the authors are aware, there is no published work dealing with heat transfer across both the lubricating layer and the interface. Generally, a parameter representing the average overall heat transfer coefficient between the strand surface and the mould cooling-water is employed, instead of including the lubricating layer, the mould wall and their interface in the computation region. The existing treatment consequently does not permit analysis of some of the more important phenomena, such as the effect of mould powder properties and interface thermal contact resistance on the solidification of steel. In this paper, a novel finite element model is developed and the heat transfer across the interface between the lubricating layer and the mould wall is simulated by introducing a new type of element, referred to as the thermal contact element. The proposed model is used to investigate the effect of various casting parameters on heat transfer from the molten steel to the cooling-water. The results indicate that the thermal contact resistance between the mould wall and the mould powder is a key factor which dominates the thickness of the solidified steel shell and the heat extraction rate from the mould wall.

An initial value problem is considered for impulsive functional-differential equations. The impulses occur at fixed moments of time. Sufficient conditions are found for Lipschitz stability of the zero solution of these equations. An application in impulsive population dynamics is also discussed.

This paper demonstrates feasibility of aerodynamically-supported motion of a thin sheet near to a plane wall. Steady equilibrium is possible for uniform sheets only if they are deformable, and a set of possible equilibrium shapes is determined.

We present a method for solving a class of optimal control problems involving hyperbolic partial differential equations. A numerical integration method for the solution of a general linear second-order hyperbolic partial differential equation representing the type of dynamics under consideration is given. The method, based on the piecewise bilinear finite element approximation on a rectangular mesh, is explicit. The optimal control problem is thus discretized and reduced to an ordinary optimization problem. Fast automatic differentiation is applied to calculate the exact gradient of the discretized problem so that existing optimization algorithms may be applied. Various types of constraints may be imposed on the problem. A practical application arising from the process of gas absorption is solved using the proposed method.

Various initial and boundary value problems for a 2-dimensional reaction-diffusion equation are studied numerically by an explicit Finite Difference Method (FDM), a Galerkin and a Petrov-Galerkin Finite Element Method (FEM). The results not only show the transition processes from different local initial disturbances to quasitravelling waves, but also demonstrate the long term behaviour of the solutions, which is determined by the system itself and does not depend on the details of the initial disturbances.

In this paper, we study the existence of periodic solutions of the NDDE (neutral differential difference equation):

where τ > 0 and c is a real number. We obtain a sufficient condition under which (*) has at least k nonconstant oscillatory periodic solutions.

This paper considers the solution of estimation problems based on the maximum likelihood principle when a fixed number of equality constraints are imposed on the parameters of the problem. Consistency and the asymptotic distribution of the parameter estimates are discussed as n → ∞, where n is the number of independent observations, and it is shown that a suitably scaled limiting multiplier vector is known. It is also shown that when this information is available then the good properties of Fisher's method of scoring for the unconstrained case extend to a class of augmented Lagrangian methods for the constrained case. This point is illustrated by means of an example involving the estimation of a mixture density.

The steady state bifurcations near a double zero eigenvalue of the reaction diffusion equation associated with a tri-molecular chemical reaction (the Brusselator) are analysed. Special emphasis is put on three degeneracies where previous results of Schaeffer and Golubitsky do not apply. For these degeneracies it is shown by means of a LiapunovSchmidt reduction that the steady state bifurcations are determined by codimension-three normal forms. They are of types (9)31, (8)221 and (6a)ρ,κ in a recent classification of Z(2)-equivariant imperfect bifurcations with corank two. Each normal form couples an ordinary corank-1 bifurcation in the sense of Golubitsky and Schaeffer to a degenerate Z(2)-equivariant corank-1 bifurcation of Golubitsky and Langford in a specific way.

The problem of principal component analysis of a symmetric matrix (finding a p-dimensional eigenspace associated with the largest p eigenvalues) can be viewed as a smooth optimization problem on a homogeneous space. A solution in terms of the limiting value of a continuous-time dynamical system is presented. A discretization of the dynamical system is proposed that exploits the geometry of the homogeneous space. The relationship between the proposed algorithm and classical methods are investigated.

In this paper, the generalised complementarity problem studied by Parida and Sen [13] is further extended. The extended problem appears to be more general and unifying. Characterisations of solutions to this extended problem are given. Some existence results derived by these characterisations are presented. An application of the extended problem to the quasi-variational inequalities of obstacle type is considered.

We examine the piecewise-constant collocation method, with collocation points the mid-points of subintervals, for first-kind integral equations with logarithmic kernels on polygonal boundaries. Previously this method had been shown to converge subject to certain restrictions on the angles at the corners of the polygon. Here, by considering a slightly modified collocation method, we are able to remove any restrictions on these angles, and to generalise slightly the meshes which may be used. Moreover, the modification leads to new results on the convergence of preconditioned two-(or multi-) grid methods for solving the resultant linear systems.

By using the spectral Galerkin method, we prove a result on the global existence in time of strong solutions for a system of equations of magnetohydrodynamic type. Several estimates for the solution and their approximations are given. These estimates can be used in the derivation of error bounds for the approximate solutions.

We consider the boundary-value problems corresponding to the scattering of a time-harmonic acoustic plane wave by a multi-layered obstacle with a sound-soft, hard or penetrable core. Firstly, we construct in closed forms the normalized scattering amplitudes and prove the classical reciprocity and scattering theorems for these problems. These results are then used to study the spectrum of the scattering amplitude operator. The scattering cross-section is expressed in terms of the forward value of the corresponding normalized scattering amplitude. Finally, we develop a more general theory for scattering relations.

A review of Heckmann and Schücking's formulation of Newtonian cosmology is presented, which permits the discussion of models more general than those possessing both homogeneity and isotropy. In particular it is shown that all homogeneous cosmologies may be uniquely specified by the rate of shear tensor as an arbitrary function of time and specifying arbitrary initial values for expansion, rotation and density. Perturbations of these models are now discussed, with a view to their possible implications for galaxy formation. The Jeans criterion is shown to hold in all these models, even in the presence of viscosity; this generalizes a result of Bonnor which only applied to the isotropic case. Furthermore, Bonnor's analysis is considerably simplified in the present paper. Finally, a WKB-type of approximation procedure is described which appears to be successful in estimating the growth rate of unstable fluctuations.

In this paper, a computational algorithm for solving a class of optimal control problems involving discrete time-delayed arguments is presented. By way of example, a simple model of a production firm is devised for which the algorithm is used to solve a decision-making problem.

Sufficient conditions are obtained for the existence of a globally attracting positive periodic solution of the mutualism model

where ri, Ki, αi ∈ C(R, R+) and αi > Ki, i = 1, 2, τi, σi ∈ C(R, R+), i = 1, 2, and ri, Ki, αi, τi, σi (i = 1, 2) and functions of period ω > 0.