Necessary conditions for optimal controls are given for non-linear systems with time delayed effects in both control and state variables.

Gamma-Weibull variates with five parameters are defined by multiplication of gamma and Weibull densities and renormalising. Sums of independent such variates are distributed as combinations of products of gammas and confluent hypergeometric functions and are explicitly determined. Sums of independent non-identical Weibulls arise as a special case. These variates can be used to model moderately extreme scenarios between gamma and Weibull that occur in many natural applications. All results are exact.

The square-root fixed-interval discrete-time smoother has been used extensively in discrete recursive estimation since it was first developed by Rauch, Tung and Streibel [10]. Various people, for example Bierman [2], [3], have recognized the inherent instability in employing this kind of smoother in its original form; they have investigated implementing the recursion more stably. Bierman's paper [3] is one such contribution. In this paper we plan to present a more comprehensive development of Bierman's approach, and to show that this algorithm can be implemented more stably as a square-root smoother. Throughout this paper the fixed-interval discrete-time smoother will be referred to as the RTS smoother. Numerical results are given for the usual form of the RTS smoother, Bierman's algorithm and our square-root formulation of his algorithm. These confirm that the square-root formulation is more desirable than Bierman's algorithm, which performs better than the usual implementation of the RTS smoother.

There is much interest within the mathematical biology and statistical physics community in converting stochastic agent-based models for random walkers into a partial differential equation description for the average agent density. Here a collection of noninteracting biased random walkers on a one-dimensional lattice is considered. The usual master equation approach requires that two continuum limits, involving three parameters, namely step length, time step and the random walk bias, approach zero in a specific way. We are interested in the case where the two limits are not consistent. New results are obtained using a Fokker–Planck equation and the results are highly dependent on the simulation update schemes. The theoretical results are confirmed with examples. These findings provide insight into the importance of updating schemes to an accurate macroscopic description of stochastic local movement rules in agent-based models when the lattice spacing represents a physical object such as cell diameter.

In this paper, we develop a discretisation algorithm with an adaptive scheme for solving a class of combined semi-infinite and semi-definite programming problems. We show that any sequence of points generated by the algorithm contains a convergent subsequence; and furthermore, each accumulation point is a local optimal solution of the combined semi-infinite and semi-definite programming problem. To illustrate the effectiveness of the algorithm, two specific classes of problems are solved. They are relaxations of quadratically constrained semi-infinite quadratic programming problems and semi-infinite eigenvalue problems.

We consider in this paper a topology (which we call the A-topology) on Minkowski space, the four-dimensional space–time continuum of special relativity and derive its group of homeomorphisms. We define the A-topology to be the finest topology on Minkowski space with respect to which the induced topology on time-like and light-like lines is one-dimensional Euclidean and the induced topology on space-like hyperplanes is three- dimensional Euclidean. It is then shown that the group of homeomorphisms of this topology is precisely the one generated by the inhomogeneous Lorentz group and the dilatations.

Sparse matrix factorizations of transfer matrices for the interactions round a face model are reviewed. The sparse factors of a more general Ising model containing first, second and third nearest neighbour interactions are also presented. For both models the factorizations are achieved by considering the required auxiliary spin sets as a hierarchy of interacting spins.

The problem of transient two-dimensional transport by diffusion and advection of a decaying contaminant in two adjacent porous media is solved using a boundary-integral method. The method requires the construction of appropriate Green's functions. Application of Green's theorem in the plane then yields representations for the contaminant concentration in both regions in terms of an integral of the initial concentration over the region's interior and integrals along the boundaries of known quantities and the unknown interfacial flux between the two adjacent media. This flux is given by a first-kind integral equation, which can be solved numerically by a discretisation technique. Examples of contaminant transport in fractured porous media systems are presented.

Let jν, denote the first positive zero of Jν. It is shown that jν/(ν + α) is a strictly decreasing function of ν for each positive α provided ν is sufficiently large. For each α lowe bounds on ν are given to assure the monotonicity of jν/(ν + α). From this it is shown that jν > ν + j0 for all ν > 0, which is both simpler and an improvement on the well known inequality Jν ≥ (ν (ν + 2))1/2.

The point form of the conservation of energy equation is used to give simple and direct proof of results concerning the mean energy flux vector for systems of sinusoidal small amplitude waves in linear conservative systems. No constitutive equation is used explicitly.

We solve a minimization problem in liver kinetics posed by Bass, et al., in this journal, (1984), pages 538–562. The problem is to choose the density functions for the location of two enzymes, in order to minimize the concentration of an intermediate form of a substance at the outlet of the liver. This form may be toxic to the rest of the body, but the second enzyme renders it harmless. It seems natural that the second enzyme should be downstream from the first. However, we can show that the minimum problem is sometimes solved by an overlap of the supports of the two density functions. Even more surprising is that, for certain forms of the kinetic functions and high levels of transformation of the first enzymatic reaction, some of the first enzyme should be located downstream from all the second enzyme. This suggests that the first reaction should be relatively slow.

The Poiseuille flow of a generalized Maxwell fluid is discussed. The velocity field and shear stress corresponding to the flow in an infinite circular cylinder are obtained by means of the Laplace and Hankel transforms. The motion is caused by the infinite cylinder which is under the action of a longitudinal time-dependent shear stress. Both solutions are obtained in the form of infinite series. Similar solutions for ordinary Maxwell and Newtonian fluids are obtained as limiting cases. Finally, the influence of the material and fractional parameters on the fluid motion is brought to light.

In this work the asymptotic behavior of the partial sums of the divergent asymptotic moment series , where μi are the moments of the weight functions w(x) = xαe−x, α > −1, and w(x) = xαEm (x), α > −1, m + α > 0, on the interval [0, ∞), is analyzed. Expressions for the converging factors are derived by the author for the infinite range integras with w(x) as given above.

In this, the first of three papers, we examine conditions, derived previously, which specify the equilibrium solutions of an adjustment process for N players engaged in a game with continuous (in fact, continuously differentiable) payoff functions, where each player's strategy is to choose a single real number. It is equivalent to the basic form of quantity-variation competition between N firms. The conditions are related to a new optimum which takes account of the ability of firms, or coalitions of firms, to discipline another firm that tries to increase its own profit. Closely related optima are also introduced and analysed. The new optima occupy N-dimensional regions in the strategy space, and contain the optima of Cournot, Pareto, von-Neumann and Morgenstern, and Nash as special cases.

Computing the generalised gradient directly using its standard definition can involve forming the convex hull of a very large number of vectors. Here an alternative concise parametrization is developed for the generalised gradient of the signed rank regression family of objective functions, a class of piecewise linear functions which includes both convex and nonconvex members. The approach uses the geometry of the epigraph explicitly and this suggests extensions to more general functions. A nondegeneracy condition is assumed which is natural in optimization problems.

Some recent results on the optimal choice of quadrature rules for the finite element solution of eigenvalue problems are discussed in the light of some results of the author and J. Paine.

If a finite segment of a spectrum is known, the determination of the finite object function in image space (or the full spectrum in frequency space) is a fundamental problem in image analysis. Gerchberg's method, which solves this problem, can be formulated as a fixed point iteration. This and other related algorithms are shown to be equivalent to a steepest descent method applied to the minimization of an appropriate functional for the Fourier Inversion Problem. Optimal steepest descent and conjugate gradient methods are derived. Numerical results from the application of these techniques are presented. The regularization of the problem and control of noise growth in the iteration are also discussed.

In this paper we describe an elementary method for calculating the matrix exponential on an arbitrary time scale. An example is also given to illustrate the result.

The problem of an infinitely long rigid punch of uniform cross-section moving across a viscoelastic half-space at constant velocity, large enough so that inertial effects cannot be neglected, is examined and solved in various approximations. Frictional shear is assumed to exist between the punch and the half-space. The method, which is an extension of that developed in previous papers [6, 7], is applicable for any form of viscoelastic behaviour in the half-space. For the special case of discrete spectrum behaviour the method is described in detail. For the case where the punch is cylindrical and viscoelastic effects are small compared with elastic effects, explicit expressions are given for all quantities of interest, in particular the coefficient of hysteretic friction. A general Hilbert transform formula is derived in the appendix.

In 1991, McNabb introduced the concept of mean action time (MAT) as a finite measure of the time required for a diffusive process to effectively reach steady state. Although this concept was initially adopted by others within the Australian and New Zealand applied mathematics community, it appears to have had little use outside this region until very recently, when in 2010 Berezhkovskii and co-workers [A. M. Berezhkovskii, C. Sample and S. Y. Shvartsman, “How long does it take to establish a morphogen gradient?” Biophys. J. 99 (2010) L59–L61] rediscovered the concept of MAT in their study of morphogen gradient formation. All previous work in this area has been limited to studying single-species differential equations, such as the linear advection–diffusion–reaction equation. Here we generalize the concept of MAT by showing how the theory can be applied to coupled linear processes. We begin by studying coupled ordinary differential equations and extend our approach to coupled partial differential equations. Our new results have broad applications, for example the analysis of models describing coupled chemical decay and cell differentiation processes.