We study flows in physical networks with a potential function defined over the nodes and a flow defined over the arcs. The networks have the further property that the flow on an arc a is a given increasing function of the difference in potential between its initial and terminal node. An example is the equilibrium flow in water-supply pipe networks where the potential is the head and the Hazen-Williams rule gives the flow as a numerical factor ka times the head difference to a power s > 0 (and s ≅ 0.54). In the pipe-network problem with Hazen-Williams nonlinearities, having the same s > 0 on each arc, given the consumptions and supplies, the power usage is a decreasing function of the conductivity factors ka. There is also a converse to this. Approximately stated, it is: if every relationship between flow and head difference is not a power law, with the same s on each arc, given at least 6 pipes, one can arrange (lengths of) them so that Braess's paradox occurs, i.e. one can increase the conductivity of an individual pipe yet require more power to maintain the same consumptions.

Entirely elementary methods are employed to determine explicit formulae for the coefficients of commuting ordinary differential operators of orders six and nine which correspond to an elliptic curve. These formulae come from solving the nonlinear ordinary differential equations which are equivalent to the commutativity condition. Most solutions turn out to be rational expressions in one or two arbitrary functions and their derivatives. The corresponding Burchnall-Chaundy curves are computed.

In the continuous casting of steel, many problems, such as surface cracks in solidified steel and breakouts of molten steel from the bottom of moulds, frequently occur in practice. It is believed that the occurrence of these problems is directly related to the events in the mould, especially the transfer of heat from the strand surface across the lubricating mould powder and its interface with the mould wall to the mould cooling-water. However, as far as the authors are aware, there is no published work dealing with heat transfer across both the lubricating layer and the interface. Generally, a parameter representing the average overall heat transfer coefficient between the strand surface and the mould cooling-water is employed, instead of including the lubricating layer, the mould wall and their interface in the computation region. The existing treatment consequently does not permit analysis of some of the more important phenomena, such as the effect of mould powder properties and interface thermal contact resistance on the solidification of steel. In this paper, a novel finite element model is developed and the heat transfer across the interface between the lubricating layer and the mould wall is simulated by introducing a new type of element, referred to as the thermal contact element. The proposed model is used to investigate the effect of various casting parameters on heat transfer from the molten steel to the cooling-water. The results indicate that the thermal contact resistance between the mould wall and the mould powder is a key factor which dominates the thickness of the solidified steel shell and the heat extraction rate from the mould wall.

This note describes a simple numerical method for solution of the lifting surface integral equation of aerodynamics, and provides benchmark computations of up to 7 figure accuracy for flat rectangular wings of arbitrary aspect ratio. The nature of the large aspect ratio limit is also investigated numerically and asymptotically. This enables determination of the limiting behaviour near the wing tips, which is compared to the predictions of lifting line theory. Generalisations to non-rectangular wings are discussed.

In this paper, the generalised complementarity problem studied by Parida and Sen [13] is further extended. The extended problem appears to be more general and unifying. Characterisations of solutions to this extended problem are given. Some existence results derived by these characterisations are presented. An application of the extended problem to the quasi-variational inequalities of obstacle type is considered.

We discuss a model of a burning process, essentially due to Sal'nikov, in which a substrate undergoes a two-stage decay through some intermediate chemical to form a final product. The second stage of the process occurs at a temperature-sensitive rate, and is also responsible for the production of heat. The effects of thermal conduction are included, and the intermediate chemical is assumed to be capable of diffusion through the decomposing substrate. The governing equations thus form a reaction-diffusion system, and spatially inhomogeneous behaviour is therefore possible.

This paper is concerned with stationary patterns of temperature and chemical concentration in the model. A numerical method for the solution of the governing equations is outlined, and makes use of a Fourier-series representation of the pattern. The question of the stability of these patterns is discussed in detail, and a linearised solution is presented, which is valid for patterns of very small amplitude. The results of accurate solutions to the fully non-linear equations are discussed, and compared with the predictions of the linearised theory. Parameter regions in which there exists genuine nonuniqueness of solutions are identified.

The parameters describing the trapping kinetics of a linear model for diffusion, in solids involving a captured immobile phase of the diffusing entity, can be determined by measuring mean residence times for matter in the systems and evaluating the exponents for the final exponential decay rates of the diffusing entity from various shaped solids. The mean residence time for matter in a given region can be expressed in terms of a “torsion parameter” S which in the case of Dirichlet boundary conditions and cylindrical geometries, coincides with the torsional rigidity of the cylinder. The final decay rate is given by the first eigenvalue μ of a Helmholtz problem. Expressions and inequalities are derived for these parameters S and μ for general linear boundary conditions and for geometries relevant to diffusion experiments.

We study the numerical solution of an initial-boundary value problem for a Volterra type integro-differential equation, in which the integral operator is a convolution product of a positive-definite kernel and an elliptic partial-differential operator. The equation is discretised in space by the Galerkin finite-element method and in time by finite differences in combination with various quadrature rules which preserve the positive character of the memory term. Special attention is paid to the case of a weakly singular kernel. Error estimates are derived and numerical experiments reported.

The hodograph method for flow in porous media is used to study the problem of simultaneous gas and water cresting towards a horizontal well in a thin oil column reservoir. Shapes of the free interfaces are found and an expression for the optimal placement of the well with respect to the interfaces is given. In addition, a numerical technique is used to find the shape of the free interface and values of critical heights for the case of water cresting towards a horizontal well beneath an impermeable plane.

In the framework of Mond-Weir duality a new equivalence between nonlinear programming and a matrix game is given. Finally, certain conclusions about convex programming with nested maxima and matrix games are also included.

In this paper various two-dimensional motions are determined for waves in a stratified region of infinite total depth with a free surface containing two superposed liquids, allowing for the effects of surface and interfacial tension. The fundamental set of wave-source potentials for the two layers is used to construct the set of slope potentials that produce discontinuous free-surface and interface slopes. The latter potentials are then utilized to obtain the potentials for waves due to both heaving vertical plates and incident progressive waves against a vertical wall. The underlying assumption of small time-harmonic motion pertains, described by a pair of velocity potentials for the two layers satisfying coupled linearized boundary-value problems, and all solutions are obtained in terms of their matching basic solutions. The technique for applying Green's theorem in the two layers is developed for use with the wave-source potentials, which themselves are found to obey a generalised reciprocity principle. Familiar results for a single liquid of infinite depth are hereby extended, but the new feature emerges of there being two types of progressive waves in all solutions. For ease of presentation the solutions are obtained for a particular relationship between surface and interfacial tension.

In this paper, a gradient method is developed for the optimal shape design in a nozzle problem described by variational inequalities. It is known that this method can be used for the optimal shape design for systems described by partial differential equations (Pironneau [6]); it is used here for differential inequalities by taking limits of the expression resulting from an approximations scheme. The computations are done by the finite element method; the gradient of the criteria as a function of the coordinates nodes is computed, and the performance criterion is then minimised by the gradient method.

A pair of multi-objective programming problems is shown to be symmetric dual by associating a vector-valued infinite game to the given pair. This symmetric dual pair seems to be more general than those studied in the literature.

In this paper we have evaluated an infinite integral of product of the Lommel and Bessel functions and powers. Some special cases of the result are discussed.

A finite element Galerkin method for a diffusion equation with constrained energy and nonlinear boundary condition is analysed and optimal error estimates in L2 and L∞-norms are derived. These results improve upon previously derived estimates by Cannon et al. [4].

Coupled nonlinear partial differential equations, which describe a nonlinear resonant interaction between the fundamental and its first harmonic on a magnetohydro-dynamic jet, are derived by the derivative expansion method. We investigate the spatial behaviour of the amplitude and phases. It is shown that the fluid surface is unstable in the neighbourhood of the first resonant wavenumber. In the steady state, it is observed that the general motion consists of both amplitude and phase modulated waves.

A sphere theorem for non-axisymmetric Stokes flow of a viscous fluid of viscosity μe past a fluid sphere of viscosity μi is stated and proved. The existing sphere theorems in Stokes flow follow as special cases from the present theorem. It is observed that the expression for drag on the fluid sphere is a linear combination of rigid and shear-free drags.

An improved model of water cresting towards horizontal wells is presented, using a hodograph solution to the lateral edge drive model with a constant potential boundary at a finite outer radius. In this model, the water crest tends to a horizontal asymptote far from the well, correcting previous approaches which led to the unphysical result of a crest which never levels off but, rather, tends to a parabolic curve. The hodograph solution yields the shape of the free water-oil interface. It also yields integral representations for the lengths of boundary segments, and these have enabled the derivation of an explicit expression for the critical rate in terms of the outer radius. The critical rates calculated using the improved model do not differ significantly from those calculated using previous approaches. The main advantage of the model, therefore, is not a correction to the quantitative predictions of the critical rate, but the removal of physical inconsistencies in the underlying theory.

A general theory is given for autonomous perturbations of non-linear autonomous second order oscillators. It is found using a multiple scales method. A central part of it requires computation of Fourier coefficients for representation of the underlying oscillations, and these coefficients are found as convergent expansions in a suitable parameter.

We consider symmetry-breaking bifurcation points which arise in parameter-dependent nonlinear equations of the form f(x, λ) = 0. These types of bifurcation points are connected to pitchfork bifurcation points. A direct method is used to compute such points. Multiple shooting is used to discretise the two-point boundary-value problems to obtain a finite-dimensional problem.