We introduce assumptions in input optimisation that simplify the necessary conditions for an optimal input. These assumptions, in the context of nonlinear programming, give rise to conceptually new kinds of constraint qualifications.

A finite element Galerkin method for a diffusion equation with constrained energy and nonlinear boundary condition is analysed and optimal error estimates in L2 and L∞-norms are derived. These results improve upon previously derived estimates by Cannon et al. [4].

We prove that the probability substitution matrices obtained from a continuous-time Markov chain form a multiplicatively closed set if and only if the rate matrices associated with the chain form a linear space spanning a Lie algebra. The key original contribution we make is to overcome an obstruction, due to the presence of inequalities that are unavoidable in the probabilistic application, which prevents free manipulation of terms in the Baker–Campbell–Haursdorff formula.

This paper describes a mathematical model for a broadband integrated services network offered traffic of many different types. Performance measures are introduced related to revenue generation and overall grade-of-service, providing criteria for the optimal management of resources. Simple asymptotic expressions are derived for quantities termed the “implied costs”, which measure the effect on performance of changes in parameters that are controllable by network management, or that are subject to variation. These implied costs may be used, both to implement optimal bandwidth allocation polices, and also to indicate which services may share a single facility without adversely affecting performance, and which might require a dedicated facility. Asymptotic results are also used to examine how to make efficient use of capacity that is shared between calls with fluctuating bit-rate requirements.

We obtain representations for the Mellin transform of the product of generalized hypergeometric functions0F1[−a2x2]1F2[−b2x2]fora, b > 0. The later transform is a generalization of the discontinuous integral of Weber and Schafheitlin; in addition to reducing to other known integrals (for example, integrals involving products of powers, Bessel and Lommel functions), it contains numerous integrals of interest that are not readily available in the mathematical literature. As a by-product of the present investigation, we deduce the second fundamental relation for3F2[1]. Furthermore, we give the sine and cosine transforms of1F2[−b2x2].

For a predator-prey model with time-delay due to gestation, criteria are obtained for persistence and global attractivity. The global attractivity criteria apply only to models with a decreasing prey isocline.

A central problem in the theory of combustion, consisting of a nonlinear parbolic equation together with initial and boundary conditions, is considered. The influence of the initial and boundary data examined. In the main part of the study, a two-step linearization is developed such that the interesting features of the original problem are given by the solution of a non-liner and ordinary differential equation. Approximate solutions are obtained and upper and lower solutions are used to assess the validity of the approximations. Whenever possible, results are compared with those obtained previously and there is good agreement in all cases.

An integral equation for the normal velocity of the interface between two immiscible fluids flowing in a two-dimensional porous medium or Hele-Shaw cell (one fluid displaces the other) is derived in terms of the physical parameters (including interfacial tension), a Green's function and the given interface. When the displacement is unstable, ‘fingering’ of the interface occurs. The Saffman-Taylor interface solutions for the steady advance of a single parallel-sided finger in the absence of interfacial tension are seen to satisfy the integral equation, and the error incurred in that equation by the corresponding Pitts approximating profile, when interfacial tension is included, is shown. In addition, the numerical solution of the integral equation is illustrated for a sinusoidal and a semicircular interface and, in each case, the amplitude behaviour inferred from the velocity distribution is consistent with conclusions based on the stability of an initially flat interface.

Equations are derived which describe the evolution of the mean flow generated by a progressing water wave packet. The effect of friction is included, and so the equations are subject to the boundary conditions first derived by Longuet-Higgins [10]. Solutions of the equations are obtained for a wave packet of finite length, and also for a uniform wave train. The latter solution is compared with experiments.

Conditions are fround for the convergence of intepolatory product integration rules and the corresponding companion rules for the class of Riemann-integrable functions. These condtions are used to prove convergence for several classes of rules based on sets of zeros of orthogonal polynomials possibly augmented by one both of the endpoints of the integration interval.

An interesting and challenging problem in robotics is the off-line determination of the minimum cost path along which an end effector should move from a given initial to a given final state. This paper presents a discrete minimum cost path/trajectory planner which provides a general solution and allows for a range of constraints such as bounds on joint coordinates, joint velocities, joint torques and joint jerks. To demonstrate the practicability and feasibility of the planner, simulation results are presented for the Stanford manipulator using three and then the full six of its degrees of freedom. Simulation runs with two-link planar arms are also presented to enable a comparison with previously published results.

We investigate oscillatory properties of a perturbed symplectic dynamic system on a time scale that is unbounded above. The unperturbed system is supposed to be nonoscillatory, and we give conditions on the perturbation matrix, which guarantee that the perturbed system becomes oscillatory. Examples illustrating the general results are given as well.

In the absence of surface tension, the problem of determining a travelling surface pressure distribution that displaces a portion of the free surface in a prescribed manner has been solved by several authors, and this “planing-surface” problem is reasonably well understood. The effect of inclusion of surface tension is to change, in a dramatic way, the singularity in the integral equation that describes the problem. It is now necessary in general to allow for isolated impulsive pressure, as well as a smooth distribution over the wetted length. Such pressure points generate jump discontinuities in free-surface slope. Numerical results are obtained here for a class of problems in which there is a single impulse located at the leading edge of the planing surface and detachment with continuous slope at the trailing edge. These results do not appear to approach the classical results in the limit as the surface tension approaches zero, a paradox that is resolved in Part II, which follows.

Nanopore science, the study of individual nanoscale pores within thin membranes, is a fast-growing field which presents numerous interesting problems for physicists and applied mathematicians. Nanopores are most commonly applied to resistive pulse sensing (RPS) of individual particles suspended in aqueous electrolyte. The form of a resistive pulse is dependent on an array of experimental variables, including electrolyte characteristics, electrophoretic and convective transport, and (especially) pore and particle geometry. The level of analysis required depends on the application, but any broadly useful approach should be simple and flexible, due to the requirement for high data throughput and variations between different experimental systems and specimens. Here we review analytic methods for interpreting RPS experiments for particles in the approximate range 100 nm to 1 $\def \xmlpi #1{}\def \mathsfbi #1{\boldsymbol {\mathsf {#1}}}\let \le =\leqslant \let \leq =\leqslant \let \ge =\geqslant \let \geq =\geqslant \def \Pr {\mathit {Pr}}\def \Fr {\mathit {Fr}}\def \Rey {\mathit {Re}}\mu $m, focusing on calculation of resistance change as a function of the particle’s position. We detail a recently developed semi-analytical model and compare the modelled electric field with finite element results. The model can also be used to calculate particle motion, so that the experimental current–time history can be reconstructed. This approach is useful for a wide range of pore and particle geometries, and includes consideration of entrance effects. Tunable elastomeric pores with truncated linear cone geometry are used as a model system.

In this paper we consider the flow of an incompressible, inviscid and homogeneous fluid over two obstacles in succession. The flow is assumed irrotational and solutions are sought in which a hydraulic fall occurs over the first obstacle with supercritical flow over the second. The method used to solve the problem is capable of calculating flows over topography of any shape.

Steady potential flow about a thin wing, flying in air above a dynamic water surface, is analysed in the asymptotic limit as the clearance-to-length ratio tends to zero. This leads to a non-linear integral equation for the one-dimensional pressure distribution beneath the wing, which is solved numerically. Results are compared with established “rigid-ground” and “hydrostatic” theories. Short waves lead to complications, including non-uniqueness, in some parameter ranges.

We present an approximate relation for the effective slip length for flows over mixed-slip surfaces with patterning at the nanoscale, whose minimum slip length is greater than the pattern length scale.

We investigate two mean–variance optimization problems for a single cohort of workers in an accumulation phase of a defined benefit pension scheme. Since the mortality intensity evolves as a general Markov diffusion process, the liability is random. The fund manager aims to cover this uncertain liability via controlling the asset allocation strategy and the contribution rate. In order to have a more realistic model, we study the case when the risk aversion depends dynamically on current wealth. By solving an extended Hamilton–Jacobi–Bellman system, we obtain analytical solutions for the equilibrium strategies and value function which depend on both current wealth and mortality intensity. Moreover, results for the constant risk aversion are presented as special cases of our models.

We obtain a generalized discrete Hilbert and Hardy-Hilbert inequality with non-conjugate parameters by means of an Euler-Maclaurin summation formula. We derive some general results for homogeneous functions and compare our findings with existing results. We improve some earlier results and apply the results to some special homogeneous functions.

Segal's unitarizing complex structure J is shown, in the Fermi-Dirac case, to be the orthogonal component in the polar decomposition of the real skew adjoint generator of classical dynamics. It is proven that in the Bose-Einstein case, the classical symplectic dynamics cannot be unitarized unless the generator is similar to a real skew adjoint operator.

With the classical Hamiltonian strictly positive, J is the pseudo-orthogonal component in the polar decomposition of the generator, using spectral theory in Krein space with indefinite metric. Thus, J can be expressed simply in terms of the projection E(0) onto the subspace of classical solutions with negative frequency. This complements the physicists' experience that conceptual difficulties arise when dynamically invariant separation of positive and negative frequency solutions is impossible.