An interior layer problem posed by an elliptic partial differential equation of the type ε∇2φ - x∂φ/∂y = f(x, y, ε), 0 < ε ≪ 1, is investigated. This equation arises, for example, in the theory of rotating fluids and the important feature of the problem is an interior layer of width O(ε1/3) in which the solution has a relatively large magnitude.

The paper considers the simplest case which involves an interior layer, that is, where the domain is rectangular and f(x, y, ε) = εA for A constant. A leading approximation is derived and it is shown to be asymptotic to the exact solution in nearly all of the domain as ε → 0. The error estimates are derived using an a priori estimate for the solution of elliptic equations and a technique which optimizes the estimates is introduced. The applicability and limitations of the estimation technique are discussed briefly.

The problem of planning the annual intakes to a university course, in which there are capacity constraints on the total enrolment, so as to produce a steady transition into an eventual no-growth situation is formulated as a linear program. The special structure of the problem is exploited to find a particular, optimal solution and to show that the addition of integrality constraints on the intakes poses no additional difficulty. The usefulness of the proposed methods is illustrated with an example from the University of Adelaide.

A relationship between the fractal geometry and the analysis of recursive (divide-and-conquer) algorithms is investigated. It is shown that the dynamic structure of a recursive algorithm which might call other algorithms in a mutually recursive fashion can be geometrically captured as a fractal (self-similar) image. This fractal image is defined as the attractor of a mutually recursive function system. It then turns out that the Hausdorff-Besicovich dimension D of such an image is precisely the exponent in the time complexity of the algorithm being modelled. That is, if the Hausdorff D-dimensional measure of the image is finite then it serves as the constant of proportionality and the time complexity is of the form Θ(nD), else it implies that the time complexity is of the form Θ(nD logpn), where p is an easily determined constant.

The lower part of the spectrum of the Helmholtz equation for a heterogeneous system in a finite region in $d$ dimensions, where the solutions to the corresponding homogeneous system are known, can be systematically approximated by means of iterative methods. These methods only require the specification of an arbitrary ansatz and converge to the desired solution, regardless of the strength of the inhomogeneities, provided the ansatz has a finite overlap with it. In this paper, different boundary conditions at the borders of the domain are assumed, and some applications are used to illustrate the methods.

We discuss uniqueness and continuation of solutions to the Cauchy problem for a two dimensional Emden-Fowler differential system.

It is shown that for the three dimensional Ising model with dipole-dipole interactions, the thermodynamic limit of the free energy with simple boundary conditions is not the same as the thermodynamic limit of the free energy with periodic boundary conditions. A variational principle is developed to connect the two free energies.

We consider fluid in a channel of finite height. There is a circular hole in the channel bottom, through which fluid of a lower density is injected and rises to form a plume. Viscous boundary layers close to the top and bottom of the channel are assumed to be so thin that the viscous fluid effectively slips along each of these boundaries. The problem is solved using a novel spectral method, in which Hankel transforms are first used to create a steady-state axisymmetric (inviscid) background flow that exactly satisfies the boundary conditions. A viscous correction is then added, so as to satisfy the time-dependent Boussinesq Navier–Stokes equations within the fluid, leaving the boundary conditions intact. Results are presented for the “lazy” plume, in which the fluid rises due only to its own buoyancy, and we study in detail its evolution with time to form an overturning structure. Some results for momentum-driven plumes are also presented, and the effect of the upper wall of the channel on the evolution of the axisymmetric plume is discussed.

Closed-form explicit formulas for implied Black–Scholes volatilities provide a rapid evaluation method for European options under the popular stochastic alpha–beta–rho (SABR) model. However, it is well known that computed prices using the implied volatilities are only accurate for short-term maturities, but, for longer maturities, a more accurate method is required. This work addresses this accuracy problem for long-term maturities by numerically solving the no-arbitrage partial differential equation with an absorbing boundary condition at zero. Localized radial basis functions in a finite-difference mode are employed for the development of a computational method for solving the resulting two-dimensional pricing equation. The proposed method can use either multiquadrics or inverse multiquadrics, which are shown to have comparable performances. Numerical results illustrate the accuracy of the proposed method and, more importantly, that the computed risk-neutral probability densities are nonnegative. These two key properties indicate that the method of solution using localized meshless methods is a viable and efficient means for price computations under SABR dynamics.

Maximum and minimum principles for capillary surface problems with prescribed contact angle are derived in a unified manner from canonical variational theory. The results are illustrated by calculations for a liquid in a cylindrical container with circular cross-section.

The Aeronautical Research Laboratories were established in Australia in 1939 as the CSIR Division of Aeronautics. Mathematicians were amongst the first staff employed, and their number reached a peak in the mid 1950s. They were an able group: in their subsequent careers 12 became Professors, 5 obtained higher doctorates, 6 became Fellows of the Australian Academy of Science and 6 Fellows of the Royal Society. They published over 100 papers, and these are discussed here under 11 separate headings.

The length of discussion given here to the various areas of research is not uniform. I have emphasised those with which I am familiar and those that interest me personally. Nevertheless, I believe the present paper provides an accurate picture of the mathematical research that was carried out at ARL during the period under review, and makes it clear that mathematicians at ARL made substantial contributions to many areas of theoretical aeronautics.

A multiple fractional Brownian motion (FBM)-based traffic model is considered. Various lower bounds for the overflow probability of the associated queueing system are obtained. Based on a probabilistic bound for the busy period of an ATM queueing system associated with a multiple FBM-based input traffic, a minimal dynamic buffer allocation function (DBAF) is obtained and a DBAF-allocation algorithm is designed. The purpose is to create an upper bound for the queueing system associated with the traffic. This upper bound, called a DBAF, is a function of time, dynamically bouncing with the traffic. An envelope process associated with the multiple FBM-based traffic model is introduced and used to estimate the queue size of the queueing system associated with that traffic model.

A simple and efficient method for the analysis of the elastic-plastic bending of shallow shells is presented. The method is based upon the concept of contour lines of equal deflection on the surface of the shell, and uses Illyushin's theory of plastic deformation. As an illustration of the method, a technically interesting example of a shallow elliptic elastic dome is examined. Results are obtained for increasing loads and varying aspect ratios, and are illustrated graphically. The application of the method to other shell geometries is quite straightforward.

A class of partially structured nonlinear programming problems, containing the capacitated nonlinear minimum cost multicommodity flow problem, is considered. Such problems, although large, can often be solved efficiently and with minimal computational storage by gradient projection methods.

We investigate the behaviour of a reaction described by Michaelis-Menten kinetics in an immobilised enzyme reactor (IER). The IER is treated as a well-stirred flow reactor, with the restriction that bounded and unbounded enzyme species are constrained to remain within the reaction vessel. Our aim is to identify the best operating conditions for the reactor.

The cases in which an iminobilised enzyme reactor is used to either reduce pollutant emissions or to synthesise a product are considered. For the former we deduce that the reactor should be operated using low flow rates whereas for the latter high flow rates are optimal. It is also shown that periodic behaviour is impossible.

In this paper we shall derive some asymptotic formulae for spectra of the third boundary value problem in Rn, n = 2 or 3, linked with variation of a positive function entering the boundary conditions. Further results may be obtained.

A Demianski-type metric investigated in connection with Einstein's field equations corresponding to pure radiation fields. With aid of complex vectorical formalism, a general solution of these fiel equations is obtained. The solution is algebraically spcial. A particular case of the solution is considered which includes many known solutions; among them are the raiationg versions of some of Kinnersley's solutions.

We show how a short and elementary proof can be provided for a recently-published inequality ([6], [4]) which has found a number of applications.

The problem of generation of waves in a liquid of uniform finite depth with an inertial surface composed of a thin but uniform distribution of disconnected floating particles, due to forced axisymmetric motion prescribed on the surface of an immersed vertical cylindrical wave-maker of circular cross section under the influence of surface tension at the inertial surface, is discussed. The techniques of Laplace transform in time and the modified Weber transform involving Bessel functions in the radial coordinate have been employed to obtain the velocity potential. The steady-state development to the potential function as well as the inertial surface depression due to time-harmonic forced oscillations of the wave-maker are deduced. It is found that the presence of surface tension at the inertial surface ensures the propagation of time-harmonic progressive waves of any angular frequency.

We consider in this article an evolutionary monotone follower problem in [0,1]. State processes under consideration are controlled diffusion processes , solutions of dyx(t) = g(yx(t), t)dt + σu(yx(t), t) dwt + dυt with yx(0) = x ∈[0, 1], where the control processes υt are increasing, positive, and adapted. The cost functional is of integral type, with certain explicit cost of control action including the cost of jumps. We shall present some analytic results of the value function, mainly its characterisation, by standard dynamic programming arguments.

Following upon a previous paper [1] on the existence of chiral transformations in a foliated version of the Cremmer, Julia and Scherk model, we deduce a couple of interesting properties of the model. These are:

(i) TM4 is isomorphic to a quotient Lie pseudoalgebra on the algebra of basic functions in M11;

(ii) There is a locally trivial fibration which exhibits M11 as M7 × U, U ⊂ W and W is the basic manifold of the foliation [5]

(iii) The chiral group of the model is identified as Clx (L, gL) × Clx (Q, gQ), the factors are respectively the multiplication groups of units in the Clifford algebras Clx (L, gL) and Clx (Q, gQ) and matching of this group with phenomenology is briefly discussed.