Patchy or divided populations can be important to infectious disease transmission. We first show that Lloyd’s mean crowding index, an index of patchiness from ecology, appears as a term in simple deterministic epidemic models of the SIR type. Using these models, we demonstrate that the rate of movement between patches is crucial for epidemic dynamics. In particular, there is a relationship between epidemic final size and epidemic duration in patchy habitats: controlling inter-patch movement will reduce epidemic duration, but also final size. This suggests that a strategy of quarantining infected areas during the initial phases of a virulent epidemic might reduce epidemic duration, but leave the population vulnerable to future epidemics by inhibiting the development of herd immunity.

The low-velocity impact of two convex surfaces comprised of identical material, which approach each other along the direction of the normal at first contact, and obey a J2 = k2 plastic yield condition, is shown for very early times to satisfy the following conditions: the interior surface which separates the two bodies is equivalent to either the locus of points formed by the intersecting curves resulting from moving the two bodies towards each other along their normal; or to the locus of points formed from the level surfaces (suitably parametrized) drawn about each body at the time of first contact. This separating surface lies midway between the geometrical overlap of the two approaching surfaces for times sufficiently short for inertial effects not to significantly affect the approaching velocities.

A numerical comparison of the Monte Carlo (MC) simulation and the finite-difference method for pricing European options under a regime-switching framework is presented in this paper. We consider pricing options on stocks having two to four volatility regimes. Numerical results show that the MC simulation outperforms the Crank–Nicolson (CN) finite-difference method in both the low-frequency case and the high-frequency case. Even though both methods have linear growth, as the number of regimes increases, the computational time of CN grows much faster than that of MC. In addition, for the two-state case, we propose a much faster simulation algorithm whose computational time is almost independent of the switching frequency. We also investigate the performances of two variance-reduction techniques: antithetic variates and control variates, to further improve the efficiency of the simulation.

A mathematical model is presented in which the long Jump is treated as the motion of a projectile under gravity with slight drag. The first two terms of a perturbation solution are obtained and are shown to be more accurate than earlier approximate analytical solutions. Results from the perturbation analysis are just as accurate as results from various numerical schemes, and require far less computer time.

The model is modified to include the observation that a long-jumper's centre of mass is forward of his feet at take-off and behind his feet on landing.

The modified model is used to determine the take-off angle for the current world long jump record, resulting in several interesting observations for athletic coaches.

It is shown that an integrable class of helicoidal surfaces in Euclidean space E3 is governed by the Painlevé V equation with four arbitrary parameters. A connection with sphere congruences is exploited to construct in a purely geometric manner an associated Bäcklund transformation.

We study the equation

Here s is not necessarily integral; m is initially unrestricted. Material-conserving instantaneous source solutions of A are reviewed as an entrée to material-losing solutions. Simple physical arguments show that solutions for a finite slug losing material at infinity at a finite nonzero rate can exist only for the following m-ranges: 0 < s < 2, −2s−1 < m ≤ −1; s > 2, −1 < m < −2s−1. The result for s = 1 was known previously. The case s = 2, m = −1, needs further investigation. Three different similarity schemes all lead to the same ordinary differential equation. For 0 < s < 2, parameter γ (0 < γ < ∞) in that equation discriminates between the three classes of solution: class 1 gives the concentration scale decreasing as a negative power of (1 + t/T); 2 gives exponential decrease; and 3 gives decrease as a positive power of (1 − t/T), the solution vanishing at t = T < ∞. Solutions for s = 1, are presented graphically. The variation of concentration and flux profiles with increasing γ is physically explicable in terms of increasing flux at infinity. An indefinitely large number of exact solutions are found for s = 1,γ = 1. These demonstrate the systematic variation of solution properties as m decreases from −1 toward −2 at fixed γ.

In this paper we study the effect of forced and free convection heat transfer on flow in an axisymmctric tube whose radius varies slowly in the axial direction. Asymptotic series expansions in terms of a small parameter ∈, which is a measure of the radius variation, are obtained for the velocity components, pressure and temperature on the assumption that the Reynolds number (R) is of order one. The effect of the free convection parameter or Grashof number (G) on the axial velocity, temperature distribution, shear stress and heat flux at the wall are discussed quantitatively for a locally constricted tube.

A hierarchy of bilinear Lotka-Volterra equations with a unified structure is proposed. The bilinear Bäcklund transformation for this hierarchy and the corresponding canonical Lax pair are obtained. Furthermore, the nonlinear superposition formula is proved rigorously.

We present a geometrical method for the solution of a certain class of non-linear boundary value problems. The results generalize those of the standard hypercircle method for linear problems. Two illustrative examples are described.

In this paper the relations between semi-infinite programs and optimisation problems with finitely many variables and constraints are reviewed. Two classes of convex semi-infinite programs are defined, one based on the fact that a convex set may be represented as the intersection of closed halfspaces, while the other class is defined using the representation of the elements of a convex set as convex combinations of points and directions. Extension to nonconvex problems is given. A common technique of solving a semi-infinite program computationally is to derive necessary conditions for optimality in the form of a nonlinear system of equations with finitely many equations and unknowns. In the three-phase algorithm, this system is constructed from the optimal solution of a discretised version of the given semi-infinite program. i.e. a problem with finitely many variables and constraints. The system is solved numerically, often by means of some linearisation method. One option is to use a direct analog of the familiar SOLVER method.

In this paper, an inexact Newton's method for nonlinear systems of equations is proposed. The method applies nonmonotone techniques and Newton's as well as inexact Newton's methods can be viewed as special cases of this new method. The method converges globally and quadratically. Some numerical experiments are reported for both standard test problems and an application in the computation of Hopf bifurcation points.

Problems of wave interaction with a body with arbitrary shape floating or submerged in water are of immense importance in the literature on the linearized theory of water waves. Wave-free potentials are used to construct solutions to these problems involving bodies with circular geometry, such as a submerged or half-immersed long horizontal circular cylinder (in two dimensions) or sphere (in three dimensions). These are singular solutions of Laplace’s equation satisfying the free surface condition and decaying rapidly away from the point of singularity. Wave-free potentials in two and three dimensions for infinitely deep water as well as water of uniform finite depth with a free surface are known in the literature. The method of constructing wave-free potentials in three dimensions is presented here in a systematic manner, neglecting or taking into account the effect of surface tension at the free surface or for water with an ice cover modelled as a thin elastic plate floating on the water. The forms of the wave motion at the upper surface (free surface or ice-covered surface) related to these wave-free potentials are depicted graphically in a number of figures for all the cases considered.

A proof is given for the existence and uniqueness of a stationary vacuum solution (M, g, ξ) of the boundary value problem consisting of Einstein's equations in an exterior domain M diffeomorphic to R × Σ (where Σ = R3\B(0, R)) and boundary data depending on the Killing field ξ on ∂Σ. The boundary data must be sufficiently close to that of a stationary, spatially conformally flat vacuum solution .

Consider the prototype ill-posed problem of a first kind integral equation ℛ with discrete noisy data di, = f(xi) + εi, i = 1, …, n. Let u0 be the true solution and unα a regularised solution with regularisation parameter α. Under certain assumptions, it is known that if α → 0 but not too quickly as n → ∞, then unα converges to u0. We examine the dependence of the optimal sequence of α and resulting optimal convergence rate on the smoothness of f or u0, the kernel K, the order of regularisation m and the error norm used. Some important implications are made, including the fact that m must be sufficiently high relative to the smoothness of u0 in order to ensure optimal convergence. An optimal filtering criterion is used to determine the order where is the maximum smoothness of u0. Two practical methods for estimating the optimal α, the unbiased risk estimate and generalised cross validation, are also discussed.

Solutions of the stiff system of linear differential equations

are obtained in a form yielding tight estimates of their properties, and conditions are obtained under which the operator norm of the map from r to the solution x does not become exponentially large for small values of ε. When these conditions are satisfied, the solutions are shown to be close to those of Ax + r = 0, save at any singular points of A, and in boundary layers. The behaviour of solutions near admissible singular points is also obtained.

The results are used to characterize those boundary-value problems for the above system in which the solution defines maps from the data that are of “moderate” operator norm. This leads to a constructive existence theory for a limited class of boundary-value problems for the nonlinear system

It is suggested that the treatment of more general classes of boundary-value problems may be simplified using these results. By the use of simple examples, the problems involving large operator norms are shown to be related to the stability properties of the possible branches of the outer solutions close to those of

In modelling phenomena involving diffusion and chemical reactions, coupled systems of linear differential equations are often obtained, which can involve several dependent variables. For two dependent variables, coupled reaction-diffusion systems can be uncoupled, and in principle the original boundary value problem can be reduced to two separate boundary value problems for the classical heat equation. Here we address various aspects of the fundamental unsolved problem of the determination of corresponding uncoupling transformations for systems involving several dependent variables. We present, in an elementary manner, the current state of knowledge relating to this complex problem area. Several new results are obtained here. For example, in reviewing known results two dependent variables we observe that those systems for which uncoupling transformations have been found are essentially those which can be reduced to a coupled system involving a single spatial operator L. In addition, for several dependent variables, the general solution structure for the kernel matrix, involved in the uncoupling transformation, is presented together with some explicit results for values of components of the kernel matrix along characteristics, which are deduced from elementary considerations.

In this paper, we review some techniques for studying traffic processes in telecommunications networks. The first of these allows one to identify Poisson traffic via the notion of “deterministic past-conditional arrival rate”. Our approach leads to a method by which one can assess the degree of deviation of traffic processes from Poisson processes. We explain how this can be used to delimit circumstances under which traffic is approximately Poissonian.

The steady-state heating of a two-dimensional slab by the TE10 mode in a microwave cavity is considered. The cavity contains an iris with a variable aperture and is closed by a short. Resonance can occur in the cavity, which is dependent on the short position, the aperture width and the temperature of the heated slab.

The governing equations for the slab are steady-state versions of the forced heat equation and Maxwell's equations while fixed-temperature boundary conditions are used. An Arrhenius temperature dependency is assumed for both the electrical conductivity and the thermal absorptivity. Semi-analytical solutions, valid for small thermal absorptivity, are found for the steady-state temperature and the electric-field amplitude in the slab using the Galerkin method.

With no-iris (a semi-infinite waveguide) the usual S-shaped power versus temperature curve occurs. As the aperture width is varied however, the critical power level at which thermal runaway occurs and the temperature response on the upper branch of the S-shaped curve are both changed. This is due to the interaction between the radiation, the cavity and the heated slab. An example is presented to illustrate these aperture effects. Also, it is shown that an optimal aperture setting and short position exists which minimises the input power needed to obtain a given temperature.

A new derivation of the averaged heat and mass transport equations for two-phase flows is presented. A volume averaging technique is used in which averaging is perform over both phases simultaneously in order to derive equations that describe transport the mixture, rather than transport in each phase. The derivation is particularly applicable to incompressible liquid/solid systems in which the two phases are tightly coupled. An example of the numerical solution of the equations is then presented in which a thermally convecting suspension is modelled. It is seen that large-scale instability can result from the interaction of thermal and compositional density gradients.

The existence, uniqueness and regularity of solutions are proved for the obstacle problem with semilinear elliptic partial differential equations of second order. Computationally effective algorithms are provided and application made to steady state problem for the logistic population model with diffusion and an obstacle to growth.