When a line sink is placed beneath the free surface of an otherwise quiescent fluid of infinite depth, two different flow types are now known to be possible. One type of flow involves the fluid being drawn down toward the sink, and in the other type, a stagnation point forms at the surface immediately above the position of the sink.

This paper investigates the second of these two flow types, which involves a free-surface stagnation point. The effects of surface tension are included, and even when small, these are shown to have a very significant effect on the overall solution behaviour. We demonstrate by direct numerical calculation that there are regions of genuine non-uniqueness in the nonlinear solution, when the surface-tension parameter does not vanish. In addition, an asymptotic solution valid for small Froude number is derived.

The basic problem in this paper is that of determining the geometry of an arbitrary doubly-connected region in R2 together with an impedance condition on its inner boundary and another impedance condition on its outer boundary, from the complete knowledge of the eigenvalues for the two-dimensional Laplacian using the asymptotic expansion of the spectral function for small positive t.

Solutions are found to two cusp-like free-surface flow problems involving the steady motion of an ideal fluid under the infinite-Froude-number approximation. The flow in each case is due to a submerged line source or sink, in the presence of a solid horizontal base.

The free surface due to a submerged source in a fluid of finite depth at infinite Froude number is reconsidered. A conformal transformation technique is used to formulate this problem as an integral equation for the free-surface angle. An elementary solution is found for the equation, which results in a closed form expression for the free-surface elevation. Comparison is made with previous numerical solutions.

At the ANZIAM conference in Hobart in February 2018, there were several talks on the solution of Laplace problems in multiply connected domains by means of conformal mapping. It appears to be not widely known that such problems can also be solved by the elementary method of series expansions with coefficients determined by least-squares fitting on the boundary. (These are not convergent series; the coefficients depend on the degree of the approximation.) Here we give a tutorial introduction to this method, which converges at an exponential rate if the boundary data are sufficiently well-behaved. The mathematical foundations go back to Runge in 1885 and Walsh in 1929. One of our examples involves an approximate Cantor set with up to 2048 components.

Methods which make use of the differential equation ẋ(t) = −J(x)−1f(x), where J(x) is the Jacobian of f(x), have recently been proposed for solving the system of nonlinear equations f(x) = 0. These methods are important because of their improved convergence characteristics. Under general conditions the solution trajectory of the differential equation converges to a root of f and the problem becomes one of solving a differential equation. In this paper we note that the special form of the differential equation can be used to derive single and multistep methods which give improved rates of local convergence to a root.

Fluid withdrawn through a line sink from a layered fluid in a vertically confined porous medium is considered. A hodograph method is used to obtain the shape of the interface for a given sink position at the critical flow rate. The analytical solution is compared with a more general numerical solution developed in earlier work. It was found that the surface profiles obtained by the two methods are in close agreement. However, the present work has the advantage that it gives a fully explicit solution.

We consider the optimal proportional reinsurance problem for an insurer with two dependent classes of insurance business, where the two claim number processes are correlated through a common shock component. Using the technique of stochastic linear–quadratic control theory and the Hamilton–Jacobi–Bellman equation, we derive the explicit expressions for the optimal reinsurance strategies and value function, and present the verification theorem within the framework of the viscosity solution. Furthermore, we extend the results in the linear–quadratic setting to the mean–variance problem, and obtain an efficient strategy and frontier. Some numerical examples are given to show the impact of model parameters on the efficient frontier.

Recently, Hanson and Mond formulated a type of generalized convexity and used it to establish duality between the nonlinear programming problem and the Wolfe dual. Elsewhere, Mond and Weir gave an alternate dual, different from the Wolfe dual, that allowed the weakening of the convexity requirements. Here we establish duality between the nonlinear programming problem and the Mond-Weir dual using Hanson-Mond generalized convexity conditions.

The perturbation of the eigenvalues of a regular Sturm–Liouville problem in normal form which results from a small perturbation of the coefficient function is known to be uniformly bounded. For numerical methods based on approximating the coefficients of the differential equation, this result is used to show that a better bound on the error is obtained when the problem is in normal form. A method having a uniform error bound is presented, and an extension of this method for general Sturm–Liouville problems is proposed and examined.

The convergence and stability analysis of a simple explicit finite difference method is studied in this paper. Conditional convergence and stability theorems for this method are given. We have also proved that this scheme is stable in a much stronger sense.

The complete symmetry group of a forced harmonic oscillator is shown to be Sl(3, R) in the one-dimensional case. Approaching the problem through the Hamiltonian invariants and the method of extended Lie groups, the method used is that of time-dependent point transformations. The result applies equally well to the forced repulsive oscillator and a particle moving under the influence of a coordinate-free force. The generalization to na-dimensional systems is discussed.

Differentiation of the well-known addition theorem for Legendre polynomials produces results for sums over order m of products of various derivatives of associated Legendre functions. The same method is applied to the corresponding addition theorems for vector and tensor spherical harmonics. Results are also given for Chebyshev polynomials of the second kind, corresponding to ‘spin-weighted’ associated Legendre functions, as used in studies of distributions of rotations.

The problem of a source or sink submerged beneath a free surface is investigated in the infinite Froude number limit. Solutions are found for all cases in which the source is situated away from the bottom of the channel. Solutions are also found for the case where the source is situated above the asymptotic level of the free surface, giving fountain type free surface shapes.

We propose and analyze the spectral collocation approximation for the partial integro-differential equations with a weakly singular kernel. The space discretization is based on the pseudo-spectral method, which is a collocation method at the Gauss-Lobatto quadrature points. We prove unconditional stability and obtain the optimal error bounds which depend on the time step, the degree of polynomial and the Sobolev regularity of the solution.

The notion of strong system equivalence, which was defined and studied in Anderson, Coppel and Cullen [1], is here given a module-theoretic characterization and a dynamical interpretation.

Optimal control problems with switching costs arise in a number of applications, and are particularly important when standard control theory gives “chattering controls”. A numerical method is given for finding optimal controls for linear problems (linear dynamics, linear plus switching cost). This is used to develop an algorithm for finding sub-optimal control functions for nonlinear problems with switching costs. Numerical results are presented for an implementation of this method.

In this paper we prove the existence of solutions for hyperbolic hemivariational inequalities and then investigate optimal control problems for some convex cost functionals.

We consider an iterated form of Lavrentiev regularization, using a null sequence (αk) of positive real numbers to obtain a stable approximate solution for ill-posed nonlinear equations of the form F(x)=y, where F:D(F)⊆X→X is a nonlinear operator and X is a Hilbert space. Recently, Bakushinsky and Smirnova [“Iterative regularization and generalized discrepancy principle for monotone operator equations”, Numer. Funct. Anal. Optim.28 (2007) 13–25] considered an a posteriori strategy to find a stopping index kδ corresponding to inexact data yδ with resulting in the convergence of the method as δ→0. However, they provided no error estimates. We consider an alternate strategy to find a stopping index which not only leads to the convergence of the method, but also provides an order optimal error estimate under a general source condition. Moreover, the condition that we impose on (αk) is weaker than that considered by Bakushinsky and Smirnova.

By using the continuation theorem of coincidence degree theory, a sufficient condition is obtained for the existence of a positive periodic solution of a predator-prey diffusion system.