Steady state solutions for spontaneous thermal ignition in a unit sphere are considered. The multiplicity of unstable, intermediate, steady state, temperature profiles is calculated and shown for selected parameter values. The crossing of the temperature profiles corresponding to the unstable, intermediate, steady states is exhibited in a particular case and is proven in general using elementary ideas from analysis. Estimates of the location of crossing points are given.

The flow between two eccentric rotating cylinders with a slotted sleeve placed around the inner cylinder is determined numerically using an exponentially fitted finite-volume method. The flow field is determined for various Reynolds numbers, eccentricities and rotational speeds for the cases when the cylinders rotate in the same sense and rotate in opposite senses. The flow field developed when both cylinders rotate in the same sense is characterised, for sufficiently large eccentricity and rotational rate, by two counter-rotating eddies. Only one eddy is observed when the cylinders rotate in opposite senses. The presence of these eddies restricts the flow through the slotted sleeve in the former case but encourages through flow in the latter. For both cases, the eccentricity affects the location of the eddies, while changing the relative rotational rate only affects the eddy location for the case when the cylinders rotate in opposite directions. The change in Reynolds number has little effect on the flow field for the problems considered here. The vorticity generated by the slotted sleeve is convected into the main body of the flow field. No inviscid core within the main body of the flow field is observed for the range of Reynolds number considered.

We have adapted the Spectral Transform Method, a technique commonly used in non-linear meteorological problems, to the numerical integration of the Robinson-Trautman equation. This approach eliminates difficulties due to the S2 × R+ topology of the equation. The method is highly accurate for smooth data and is numerically robust. Under spectral decomposition the long-time equilibrium state takes a particularly simple form: all nonlinear (l ≥ 2) modes tend to zero. We discuss the interaction and eventual decay of these higher order modes, as well as the evolution of the Bondi mass and other derived quantities. A qualitative comparison between the Spectral Transform Method and two finite difference schemes is given.

A mixed boundary-valued problem associated with the diffusion equation, that involves the physical problem of cooling of an infinite slab in a two-fluid medium, is solved completely by using the Wiener-Hopf technique. An analytical solution is derived for the temperature distribution at the quench fronts being created by two different layers of cold fluids having different cooling abilities moving on the upper surface of the slab at constant speed. Simple expressions are derived for the values of the sputtering temperatures of the slab at the points of contact with the respective layers, assuming one layer of the fluid to be of finite extent and the other of infinite extent. The main problem is solved through a three-part Wiener-Hopf problem of a special type, and the numerical results under certain special circumstances are obtained and presented in the form of a table.

The paper asks and answers the question “When does dominance of a particular strategy play a role in the search for evolutionary stable strategies?” The answer is much less obvious than would appear at first glance.

When there is strict dominance of a pure strategy, it is clear that the dominated strategy should never be employed in any conflict. However, when the dominance is not strict it is less obvious that the strategy should not be used. The research was originally intended to clear up this grey area in the theory of evolutionary stable strategies, but it has turned out to be of more than simply academic interest. The result can be used, with varying degrees of success, to simplify the search procedure for these evolutionary stable strategies when a reward matrix is given.

A simple model for a problem in combustion theory has multiple steady state solutions when a parameter is in a certain range. This note deals with the initial value problem when the initial temperature takes the form of a hot spot. Estimates on the extent and temperature of the spot for the steady state solution to be super-critical are obtained.

The Rapp formula of teletraffic dimensioning is generalized to admit an arbitrary renewal stream of offered traffic. The derivation proceeds from a heavy traffic approximation and provides also an estimate of the order of error involved in the Rapp formula. In principle, the method could be used to seek convenient higher order approximations.

Our equations give an incidental theoretical substantiation of an empirical result relating to marginal occupancy found recently by Potter.

Understanding how seasonal patterns change from year to year is important for the management of infectious disease epidemics. Here, we present a mathematical formalization of the application of complex demodulation, which has previously only been applied in an exploratory manner in the context of infectious diseases. This method extracts the changing amplitude and phase from seasonal data, allowing comparisons between the size and timing of yearly epidemics. We first validate the method using synthetic data that displays the key features of epidemic data. In particular, we analyse both annual and biennial synthetic data, and explore the effect of delayed epidemics on the extracted amplitude and phase. We then demonstrate the usefulness of complex demodulation using national notification data for influenza in Australia. This method clearly highlights the higher number of notifications and the early peak of the influenza pandemic in 2009. We also identify that epidemics that peaked later than usual generally followed larger epidemics and involved fewer overall notifications. Our analysis establishes a role for complex demodulation in the study of seasonal epidemiological events.

In oscillatory shear experiments, the values of the storage and loss moduli, $G^{\prime }(\unicode[STIX]{x1D714})$ and $G^{\prime \prime }(\unicode[STIX]{x1D714})$, respectively, are only measured and recorded for a number of values of the frequency $\unicode[STIX]{x1D714}$ in some well-defined finite range $[\unicode[STIX]{x1D714}_{\text{min}},\unicode[STIX]{x1D714}_{\text{max}}]$. In many practical situations, when the range $[\unicode[STIX]{x1D714}_{\text{min}},\unicode[STIX]{x1D714}_{\text{max}}]$ is sufficiently large, information about the associated polymer dynamics can be assessed by simply comparing the interrelationship between the frequency dependence of $G^{\prime }(\unicode[STIX]{x1D714})$ and $G^{\prime \prime }(\unicode[STIX]{x1D714})$. For other situations, the required rheological insight can only be obtained once explicit knowledge about the structure of the relaxation time spectrum $H(\unicode[STIX]{x1D70F})$ has been determined through the inversion of the measured storage and loss moduli $G^{\prime }(\unicode[STIX]{x1D714})$ and $G^{\prime \prime }(\unicode[STIX]{x1D714})$. For the recovery of an approximation to $H(\unicode[STIX]{x1D70F})$, in order to cope with the limited range $[\unicode[STIX]{x1D714}_{\text{min}},\unicode[STIX]{x1D714}_{\text{max}}]$ of the measurements, some form of localization algorithm is required. A popular strategy for achieving this is to assume that $H(\unicode[STIX]{x1D70F})$ has a separated discrete point mass (Dirac delta function) structure. However, this expedient overlooks the potential information contained in the structure of a possibly continuous $H(\unicode[STIX]{x1D70F})$. In this paper, simple localization algorithms and, in particular, a joint inversion least squares procedure, are proposed for the rapid recovery of accurate approximations to continuous $H(\unicode[STIX]{x1D70F})$ from limited measurements of $G^{\prime }(\unicode[STIX]{x1D714})$ and $G^{\prime \prime }(\unicode[STIX]{x1D714})$.

We use an integral equation formulation approach to value shout options, which are exotic options giving an investor the ability to “shout” and lock in profits while retaining the right to benefit from potentially favourable movements in the underlying asset price. Mathematically, the valuation is a free boundary problem involving an optimal exercise boundary which marks the region between shouting and not shouting. We also find the behaviour of the optimal exercise boundary for one- and two-shout options close to expiry.

Options with extendable features have many applications in finance and these provide the motivation for this study. The pricing of extendable options when the underlying asset follows a geometric Brownian motion with constant volatility has appeared in the literature. In this paper, we consider holder-extendable call options when the underlying asset follows a mean-reverting stochastic volatility. The option price is expressed in integral forms which have known closed-form characteristic functions. We price these options using a fast Fourier transform, a finite difference method and Monte Carlo simulation, and we determine the efficiency and accuracy of the Fourier method in pricing holder-extendable call options for Heston parameters calibrated from the subprime crisis. We show that the fast Fourier transform reduces the computational time required to produce a range of holder-extendable call option prices by at least an order of magnitude. Numerical results also demonstrate that when the Heston correlation is negative, the Black–Scholes model under-prices in-the-money and over-prices out-of-the-money holder-extendable call options compared with the Heston model, which is analogous to the behaviour for vanilla calls.

This paper considers a nonautonomous cooperative system, in which all the parameters are time-dependent and asymptotically approach periodic functions. We prove that under some appropriate conditions any positive solutions of the system asymptotically approach the unique positive periodic solution of the corresponding periodic system.

A simple lumped hydraulic model of knee drainage following arthroplasty is developed incorporating a pressure-volume equation of state for the knee capsule and a wound healing rate dynamically retarded by the blood flow-induced shear stress. The resulting second-order nonlinear ordinary differential system is examined numerically and qualitatively to map the parameter space. In the model, moderate suction or a slight back-pressure promotes gradual drainage and healing whereas excessive suction can lead to a bifurcation in which healing is retarded or even prevented. Guided, then, by the model, the literature, and experience, continuous drainage with a small constant back-pressure appeared beneficial so we prospectively evaluated a series of ten patients. The results are consistent with the model and promising.

In the present paper the problem of reflection of water waves by a nearly vertical porous wall in the presence of surface tension has been investigated. A perturbational approach for the first-order correction has been employed as compared with the corresponding vertical wall problem. A mixed Fourier transform together with the regularity property of the transformed function along the positive real axis has been used to obtain the potential functions along with the reflection coefficients up to first order. Whilst the problem of water of infinite depth is the subject matter of the present paper, a similar approach is applicable to problems associated with water of finite depth.

In this paper we use classical linear stability theory to analyse the onset of steady and oscillatory Bénard-Marangoni convection in a horizontal layer of fluid in the more physically-relevant case when both the non-dimensional Rayleigh and Marangoni numbers are linearly dependent. We present examples of situations in which there is competition between modes at the onset of convection when the layer is heated from below.

Numerical evidence is presented for the existence of unsteady periodic gravity waves of large height in deep water whose shape changes cyclically as they propagate. It is found that, for a given wavelength and maximum wave height, cyclic waves with a range of cyclic periods exist, with a steady wave of permanent shape being an extreme member of the range. The method of solution, using Fourier transforms of the nonlinear surface boundary conditions, determines the irrotational velocity field in the water and the water surface displacement as functions of space and time, from which properties of the waves are demonstrated. In particular, it is shown that cyclic waves are closer to the point of wave breaking than are steady permanent waves of the same wave height and wavelength.

Finite amplitude oscillatory convection rolls in the form of travelling waves are studied for a horizontal layer of a low Prandtl number fluid heated from below and rotating rapidly about a vertical axis. The results of the stability and nonlinear analyses indicate that there is no subcritical instability and that the oscillatory rolls are unstable for the ranges of the Prandtl number and the rotation rate considered in this paper.

The steady, axisymmetric flow induced by a point sink (or source) submerged in an inviscid fluid of infinite depth is computed and the resulting deformation of the free surface is obtained. The effect of surface tension on the free surface is determined and is the new component of this work. The maximum Froude numbers at which steady solutions exist are computed. It is found that the determining factor in reaching the critical flow changes as more surface tension is included. If there is zero or a very small amount of surface tension, the limiting factor appears to be the formation of small wavelets on the free surface; but, as the surface tension increases, this is replaced by a tendency for the lowest point on the free surface to descend sharply as the Froude number is increased.

Denoising of images corrupted by multiplicative noise is an important task in various applications, such as laser imaging, synthetic aperture radar and ultrasound imaging. We propose a combined first-order and second-order variational model for removal of multiplicative noise. Our model substantially reduces the staircase effects while preserving edges in the restored images, since it combines advantages of the first-order and second-order total variation. The issues of existence and uniqueness of a minimizer for this variational model are analysed. Moreover, a gradient descent method is employed to solve the associated Euler–Lagrange equation, and several numerical experiments are given to show the efficiency of our model. In particular, a comparison with an existing model in terms of peak signal-to-noise ratio and structural similarity index is provided.