A sphere theorem for non-axisymmetric Stokes flow of a viscous fluid of viscosity μe past a fluid sphere of viscosity μi is stated and proved. The existing sphere theorems in Stokes flow follow as special cases from the present theorem. It is observed that the expression for drag on the fluid sphere is a linear combination of rigid and shear-free drags.

Closed-form analytical expressions are derived for the reflection and transmission coefficients for the problem of scattering of surface water waves by a sharp discontinuity in the surface-boundary-conditions, for the case of deep water. The method involves the use of the Havelock-type expansion of the velocity potential along with an analysis to solve a Carleman-type singular integral equation over a semi-infinite range. This method of solution is an alternative to the Wiener-Hopf technique used previously.

We present various inequalities for Euler's beta function of n variables. One of our theorems states that the inequalities

hold for all xi ≥ (i = 1,… n; n ≥ 3) with the best possible constants an = 0 and bn = 1 − 1/(n − 1)!. This extends a recently published result of Dragomir et al., who investigated (*) for the special case n = 2.

In the paper we give sufficient conditions for the existence of a solution for a Darboux-Goursat optimization problem with a cost functional depending on the number of switchings of a control and the rapidity of its changes. An application is given to a gas absorption problem.

In this paper, we prove a new regularity criterion in terms of the direction of vorticity for the weak solution to 3-D incompressible Navier-Stokes equations. Under the framework of Constantin and Fefferman, a more relaxed regularity criterion in terms of the direction of vorticity is established.

We consider infinite-horizon optimal control problems. The main idea is to convert the problem into an equivalent finite-horizon nonlinear optimal control problem. The resulting problem is then solved by means of a direct method using Haar wavelets. A local property of Haar wavelets is applied to simplify the calculation process. The accuracy of the present method is demonstrated by two illustrative examples.

Optimal control problems governed by semilinear elliptic partial differential equations are considered. No Cesari-type conditions are assumed. By proving an existence theorem and the Pontryagin maximum principle of optimal “state-control” pairs for the corresponding relaxed problems, we establish an existence theorem of optimal pairs for the original problem.

Implicit Runge–Kutta methods have a special role in the numerical solution of stiff problems, such as those found by applying the method of lines to the partial differential equations arising in physical modelling. Of particular interest in this paper are the high-order methods based on Gaussian quadrature and the efficiently implementable singly implicit methods.

The new motion of embedding a centre manifold in some higher-dimensional manifold leads to a practical approach to the rational low-dimensional approximation of a wide class of dynamical systems; it also provides a simple geometric picture for these approximations. In particular, I consider the problem of finding an approximate, but accurate, description of the evolution of a two-dimensional planform of convection. Inspired by a simple example, the straightforward adiabatic iteration is proposed to estimate an embedding manifold and arguments are presented for its effectiveness. Upon applying the procedure to a model convective planform problem I find that the resulting approximations perform remarkably well–much better than the traditional Swift-Hohenberg approximation for planform evolution.

The problem of reflection of water waves by a nearly vertical porous wall has been investigated. A perturbational analysis has been applied for the first order correction to be employed to the corresponding vertical wall problem. The Green's function technique has been used to obtain the solution of the boundary value problem at hand, after utilising a mixed Fourier transform together with an idea involving the regularity of the transformed function along the real axis. The cases of fluid of finite as well as infinite depth have been taken into consideration. Particular shapes of the wall have been considered and numerical results are also discussed.

Steady two-dimensional flows in a domain bounded below by an infinite horizontal wall and above by a semi-infinite horizontal wall, a vertical wall and a free surface are considered. The fluid is assumed to be inviscid and incompressible, and gravity is taken into account. The problem is solved numerically by series truncation. It is shown that for a given length of the vertical wall, there are two families of solutions. One family is characterized by a continuous slope at the separation point and a limiting configuration with a stagnation point and a 120° angle corner at the separation point. The other family is characterized by a stagnation point and a 90° angle corner at the separation point. Flows under a sluice gate with and without a rigid lid approximation upstream are also considered.

We study the value of European security derivatives in the Black–Scholes model when the underlying asset $\xi $ is approximated by random walks ${\xi }^{(n)} $. We obtain an explicit error formula, up to a term of order $ \mathcal{O} ({n}^{- 3/ 2} )$, which is valid for general approximating schemes and general payoff functions. We show how this error formula can be used to find random walks ${\xi }^{(n)} $ for which option values converge at a speed of $ \mathcal{O} ({n}^{- 3/ 2} )$.

The classical model for studying one-phase Hele-Shaw flows is based on a highly nonlinear moving boundary problem with the fluid velocity related to pressure gradients via a Darcy-type law. In a standard configuration with the Hele-Shaw cell made up of two flat stationary plates, the pressure is harmonic. Therefore, conformal mapping techniques and boundary integral methods can be readily applied to study the key interfacial dynamics, including the Saffman–Taylor instability and viscous fingering patterns. As well as providing a brief review of these key issues, we present a flexible numerical scheme for studying both the standard and nonstandard Hele-Shaw flows. Our method consists of using a modified finite-difference stencil in conjunction with the level-set method to solve the governing equation for pressure on complicated domains and track the location of the moving boundary. Simulations show that our method is capable of reproducing the distinctive morphological features of the Saffman–Taylor instability on a uniform computational grid. By making straightforward adjustments, we show how our scheme can easily be adapted to solve for a wide variety of nonstandard configurations, including cases where the gap between the plates is linearly tapered, the plates are separated in time, and the entire Hele-Shaw cell is rotated at a given angular velocity.

The existence of stationary solutions to the MHD equations in three-dimensional bounded domains will be proved. At the same time if the assumption of smallness is made on external forces, uniqueness of the stationary solutions can be guaranteed and it can be shown that any Lr (r > 3) global bounded non-stationary solution to the MHD equations approaches the stationary solution under both L2 and Lr norms exponentially as time goes to infinity.

We study the dynamics of a family of third-order iterative methods that are used to find roots of nonlinear equations applied to complex polynomials of degrees three and four. This family includes, as particular cases, the Chebyshev, the Halley and the super-Halleyroot-finding algorithms, as well as the so-called c-methods. The conjugacy classes of theseiterative methods are found explicitly.

We propose and analyse a method based on the Riccati transformation for solving the evolutionary Hamilton–Jacobi–Bellman equation arising from the dynamic stochastic optimal allocation problem. We show how the fully nonlinear Hamilton–Jacobi–Bellman equation can be transformed into a quasilinear parabolic equation whose diffusion function is obtained as the value function of a certain parametric convex optimization problem. Although the diffusion function need not be sufficiently smooth, we are able to prove existence and uniqueness and derive useful bounds of classical Hölder smooth solutions. Furthermore, we construct a fully implicit iterative numerical scheme based on finite volume approximation of the governing equation. A numerical solution is compared to a semi-explicit travelling wave solution by means of the convergence ratio of the method. We compute optimal strategies for a portfolio investment problem motivated by the German DAX 30 index as an example of the application of the method.

A two component classical Coulomb system is considered, in which particles of charge +q and + 2q are constrained to lie on a circle and interact via the two-dimensional Coulomb potential. At a special value of the coupling constant the correlation functions are calculated exactly and the asymptotic form of the truncated charge-charge correlation is found to obey Jancovici's sum rule.

Friction problems involving “dry” or “static” friction can be difficult to solve numerically due to the existence of discontinuities in the differential equations appearing in the right-hand side. Conventional methods only give first-order accuracy at best; some methods based on stiff solvers can obtain high order accuracy. The previous method of the author [16] is extended to deal with friction problems involving multiple contact surfaces.

The problem of finding critical initial data which separate conditions leading to blow-up from those which give solutions tending to the (stable) minimal solution is considered. New criteria for blow-up and global existence are found; these are equivalent to obtaining upper and lower bounds respectively for the set of critical initial data.

The Mach-number series expansion of the potential function for the two-dimensional flow of an inviscid, compressible, perfect, diatomic gas past a circular cylinder is obtained to 29 terms. Analysis of this expansion allows the critical Mach number, at which flow first becomes locally sonic, to be estimated as M* = 0.39823780 ± 0.00000001. Analysis also permits the following estimate of the radius of convergence of the series for the maximum velocity to be made: Mc = 0.402667605 ± 0.00000005, though we have been unable to determine the nature of the singularity of M = Mc. Since Mc exceeds M* by some 1.1%, it follows that this particular “airfoil” can possess a continuous range of shock-free potential flows above the critical Mach number. This result hopefully resolves a 70-year old controversy.