A method is proposed for the numerical solution of Itô stochastic differential equations by means of a second-order Runge–Kutta iterative scheme rather than the less efficient Euler iterative scheme. It requires the Runge–Kutta iterative scheme to be applied to a different stochastic differential equation obtained by subtraction of a correction term from the given one.

A method is derived for the solution of boundary value problems governed by a second-order elliptic partial differential equation with variable coefficients. The method is obtained by expressing the solution to a particular problem in terms of an integral taken round the boundary of the region under consideration.

This paper presents three theorems concerning stability and stationary points of the constrained minimization problem:

In summary, we prove that, given the Mangasarian-Fromovitz constraint qualification (MFCQ), the feasible set M[H, G] is a topological manifold with boundary, with specified dimension; (ℬ) a compact feasible set M[ H, G] is stable (perturbations of H and G produce homeomorphic feasible sets) if and only if MFCQ holds; under a stability condition, two lower level sets of f with a Kuhn-Tucker point between them are homotopically related by attachment of a k-cell (k being the stationary index in the sense of Kojima).

How should a vehicle he driven to minimise fuel consumption? In this paper we consider the case where a train is to be driven along a straight, level track, but where speed limits may apply over parts of the track. The journey is to be completed within a specified time using as little fuel as possible.

For a journey without speed limits, the optimal driving strategy typically requires full power, speed holding, coasting and full braking, in that order. The holding speed and braking speed can be determined from the vehicle characteristics and the time available to complete the journey. If the vehicle has discrete control settings, the holding phase should be approximated by alternate coast and power phases between two critical speeds.

For a journey with speed limits, a similar strategy applies. For each given journey time there is a unique holding speed. On intervals of track where the speed limit is below the desired holding speed, the speed must be held at the limit. If braking is necessary on an interval, the speed at which braking commences is determined in part by the holding speed for the interval. For vehicles with discrete control, speed-holding is approximated by alternate coast and power phases between two critical speeds, or between a lower critical speed and the speed limit.

The problem of estimating the limit f∞ of a sequence fn converging as fn − f∞ = O(n−λ) as n → ∞, where λ > 0, is discussed. Using the generalization of the ε-algorithm proposed recently by Vanden Broeck and Schwartz, an acceleration scheme is developed. The method is illustrated on several test sequences and compared to other acceleration procedures.

Duality theory is discussed for fractional minimax programming problems. Two dual problems are proposed for the minimax fractional problem: minimize maxy∈Υf(x, y)/h(x, y), subject to g(x) ≤ 0. For each dual problem a duality theorm is established. Mainly these are generalisations of the results of Tanimoto [14] for minimax fractional programming problems. It is noteworthy here that these problems are intimately related to a class of nondifferentiable fractional programming problems.

Solutions are found to several problems involving a line source or sink beneath a cusped free surface, over several different impermeable bases. These are compared with known exact and numerical solutions, and with other work, both theoretical and experimental, on similar problems.

We construct collocation methods with an arbitrary degree of accuracy for integral equations with logarithmically or algebraically singular kernels. Superconvergence at collocation points is obtained. A grid is used, the degree of non-uniformity of which is in good conformity with the smoothness of the solution and the desired accuracy of the method.

We study the large time behaviour of the free boundary for a one-phase Stefan problem with supercooling and a kinetic condition u = −ε|⋅ṡ| at the free boundary x = s(t). The problem is posed on the semi-infinite strip [0,∞) with unit Stefan number and bounded initial temperature ϕ(x) ≤ 0, such that ϕ → −1 − δ as x → ∞, where δ is constant. Special solutions and the asymptotic behaviour of the free boundary are considered for the cases ε ≥ 0 with δ negative, positive and zero, respectively. We show that, for ε > 0, the free boundary is asymptotic to , δt/ε if < δ > 0 respectively, and that when δ = 0 the large time behaviour of the free boundary depends more sensitively on the initial temperature. We also give a brief summary of the corresponding results for a radially symmetric spherical crystal with kinetic undercooling and Gibbs-Thomson conditions at the free boundary.

A ratio game approach to the generalized fractional programming problem is presented and duality relations established. This approach suggests certain solution procedures for solving fractional programs involving several ratios in the objective function.

A harmonic function in the interior of a polygon is the double layer potential of a distribution satisfying a second kind integral equation. This may be solved numerically by Galerkin's method using piecewise polynomials as basis functions. But the corners produce singularities in the distribution and the kernel of the integral equation; and these reduce the order of convergence. This is offset by grading the mesh, and the orders of convergence and superconvergence are restored to those for a smooth boundary.

Sufficient conditions are given for the occurrence of various types of asymptotic behaviour in the solution of a class of n th order neutral delay differential equations. The conditions are in the form of certain inequalities amongst the constants involved in the definition of the differential equations, and specify either oscillatory behavior, or asymptotic divergence, or solutions which converge to zero.

Over the past two decades considerable effort has been devoted to problems of stochastic stability, stabilisation, filtering and control for linear and nonlinear systems with Markovian jump parameters, and a number of results have been achieved. However, due to the exponential distribution of the Markovian chain, there are many restrictions on existing results for practical applications. In the present paper, we study systems whose jump parameters are semi-Markovian rather than fully Markovian. We consider only linear systems with semi-Markovian jump parameters, and also study systems with phase-type semi-Markovian jump parameters, because the family of phase-type distributions is dense in the families of all probability distributions on [0, +∞). Some stochastic stability results are obtained. An example is given to show the potential of the proposed techniques.

In many physical problems, the system tends quickly to a particular structure, which then evolves relatively slowly in space and time. Various methods exist to derive equations describing the slow evolution of the particular structure; for example, the method of multiple scales. However, the resulting equations are typically valid only for a limited range of the parameters. In order to extend the range of validity and to improve the accuracy, correction terms must be found for the equations. Here we describe a procedure, inspired by centre-manifold theory, which provides a systematic approach to calculating a sequence of successively more accurate approximations to the evolution of the principal structure in space and time.

The formal procedure described here raises a number of questions for future research. For example: what sort of error bounds can be obtained, do the approximations converge or are they strictly asymptotic, and what sort of boundary conditions are appropriate in a given problem?

The flow caused by a point sink immersed in an otherwise stationary fluid is investigated. Low Froude number solutions are sought, in which the flow is radially symmetric and possesses a stagnation point at the surface, directly above the sink. A small-Froude-number expansion is derived and compared with the results of a numerical solution to the fully nonlinear problem. It is found that solutions of this type exist for all Froude numbers less than some maximum value, at which a secondary circular stagnation line is formed at the surface. The nonlinear solutions are reasonably well predicted by the small-Froude-number expansion, except for Froude numbers close to this maximum.

A disease transmission model of SEIR type with exponential demographic structure is formulated, with a natural death rate constant and an excess death rate constant for infective individuals. The latent period is assumed to be constant, and the force of the infection is assumed to be of the standard form, namely, proportional to I(t)/N(t) where N(t) is the total (variable) population size and I(t) is the size of the infective population. The infected individuals are assumed not to be able to give birth and when an individual is removed fromthe I-class, it recovers, acquiring permanent immunity with probability f (0 ≤ f ≤ 1) and dies from the disease with probability 1 − f. The global attractiveness of the disease-free equilibrium, existence of the endemic equilibrium as well as the permanence criteria are investigated. Further, it is shown that for the special case of the model with zero latent period, R0 > 1 leads to the global stability of the endemic equilibrium, which completely answers the conjecture proposed by Diekmann and Heesterbeek.

In this paper, we study the problem of robust H∞ stabilisation with definite attenuance for a class of impulsive switched systems with time-varying uncertainty. A norm-bounded uncertainty is assumed to appear in all the matrices of the state model. An LMI-based method for robust· H∞ stabilisation with definite attenuance via a state feedback control law is developed. A simulation example is presented to demonstrate the effectiveness of the proposed method.

Consider the neutral delay differential equation

where p ∈ R, τ ≥ 0, q1 > 0, σ1 ≥ 0, for i = 1, 2, …, k. We prove the following result.

Theorem. A necessary and sufficient condition for the oscillation of all solutions of Eq. (1) is that the characteristic equation

has no real roots.

The purpose of this paper is to study a stochastic model which assesses the effect of mutual interference on the searching efficiency in populations of insect parasites. By looking carefully at the assumptions which govern the model, I shall explain why the searching efficiency is of the same order as the total number, N, in the population, a conclusion which is consistent with the predictions of population biologists; previous studies have reached the conclusion that the efficiency is of order . The major results of the paper establish normal approximations for the distribution of the numbers of active parasites. These are valid at all stages of the process, in particular the non-equilibrium phase, where explicit analytic formulae for the state-probabilities are unavailable.

For the heat equation in two space dimensions we consider semidiscrete and totally discrete variants of the lumped mass modification of the standard Galerkin method, using piecewise linear approximating functions, and demonstrate error estimates of optimal order in L2 and of almost optimal order in L∞.