We devise schemes for producing, in the least possible time, p identical objects with n agents that work at differing speeds. This involves halting the process to transfer production across agent types. For the case of two types of agent, we construct schemes based on the Euclidean algorithm that seeks to minimize the number of pauses in production.

For microscale heterogeneous partial differential equations (PDEs), this article further develops novel theory and methodology for their macroscale mathematical/asymptotic homogenization. This article specifically encompasses the case of quasi-periodic heterogeneity with finite scale separation: no scale separation limit is required. A key innovation herein is to analyse the ensemble of all phase-shifts of the heterogeneity. Dynamical systems theory then frames the homogenization as a slow manifold of the ensemble. Depending upon any perceived scale separation within the quasi-periodic heterogeneity, the homogenization may be done in either one step or two sequential steps: the results are equivalent. The theory not only assures us of the existence and emergence of an exact homogenization at finite scale separation, it also provides a practical systematic method to construct the homogenization to any specified order. For a class of heterogeneities, we show that the macroscale homogenization is potentially valid down to lengths which are just twice that of the microscale heterogeneity! This methodology complements existing well-established results by providing a new rigorous and flexible approach to homogenization that potentially also provides correct macroscale initial and boundary conditions, treatment of forcing and control, and analysis of uncertainty.

The behaviour of an axisymmetric bubble in a pure liquid forced by an acoustic pressure field is analysed. The bubble is assumed to have a sharp deformable interface, which is subject both to surface tension and to Rayleigh viscosity damping. Two modelling regimes are considered. The first is a linearized solution, based on the assumption of small axisymmetric deformations to an otherwise spherical bubble. The second involves a semi-numerical solution of the fully nonlinear problem, using a novel spectral method of high accuracy. For large-amplitude nonspherical bubble oscillations, the fully nonlinear solutions show that a complicated resonance structure is possible and that curvature singularities may occur at the interface, even in the presence of surface tension. Rayleigh viscosity at the interface prevents singularity formation, but eventually causes the bubble to become purely spherical unless shape-mode resonances occur. An extended analysis is also presented for purely spherical bubbles, which allows for a more detailed study of the effects of resonance and the Rayleigh viscosity at the bubble surface.

We first derive Alber’s equation for the Wigner distribution function using the fourth-order nonlinear Schrödinger equation, and on the basis of this equation we next analyse the stability of the narrowband approximation of the Joint North Sea Wave Project spectrum. Therefore, one interesting result of this study concerns the effect of modulational instability obtained from the fourth-order nonlinear Schrödinger equation. The analysis is restricted to one horizontal direction, parallel to the direction of wave motion, to take advantage of potential flow theory. We find that shear currents considerably modify the instability behaviours of weakly nonlinear waves. The key point of this study is that the present fourth-order analysis shows considerable deviations in the modulational instability properties from the third-order analysis and reduces the growth rate of instability. Moreover, we present here a connection between the random and deterministic properties of a random wavetrain for vanishing spectrum bandwidth.

Complicated option pricing models attract much attention in financial industries, as they produce relatively better accurate values by taking into account more realistic assumptions such as market liquidity, uncertain volatility and so forth. We propose a new hybrid method to accurately explore the behaviour of the nonlinear pricing model in illiquid markets, which is important in financial risk management. Our method is based on the Newton iteration technique and the Fréchet derivative to linearize the model. The linearized equation is then discretized by a differential quadrature method in space and a quadratic trapezoid rule in time. It is observed through computations that the accurate solutions for the model emerge using very few grid points and time elements, compared with the finite difference method in the literature. Furthermore, this method also helps to avoid consideration of the convergence issues of the Newton approach applied to the nonlinear algebraic system containing many unknowns at each time step if an implicit method is used in time discretization. It is important to note that the Fréchet derivative supports to enhance the convergence order of the proposed iterative scheme.

We derive and analyse well-posed boundary conditions for the linear shallow water wave equation. The analysis is based on the energy method and it identifies the number, location and form of the boundary conditions so that the initial boundary value problem is well-posed. A finite-volume method is developed based on the summation-by-parts framework with the boundary conditions implemented weakly using penalties. Stability is proven by deriving a discrete energy estimate analogous to the continuous estimate. The continuous and discrete analysis covers all flow regimes. Numerical experiments are presented verifying the analysis.

Many industrial design problems are characterized by a lack of an analytical expression defining the relationship between design variables and chosen quality metrics. Evaluating the quality of new designs is therefore restricted to running a predetermined process such as physical testing of prototypes. When these processes carry a high cost, choosing how to gather further data can be very challenging, whether the end goal is to accurately predict the quality of future designs or to find an optimal design. In the multi-fidelity setting, one or more approximations of a design’s performance are available at varying costs and accuracies. Surrogate modelling methods have long been applied to problems of this type, combining data from multiple sources into a model which guides further sampling. Many challenges still exist; however, the foremost among them is choosing when and how to rely on available low-fidelity sources. This tutorial-style paper presents an introduction to the field of surrogate modelling for multi-fidelity expensive black-box problems, including classical approaches and open questions in the field. An illustrative example using Australian elevation data is provided to show the potential downfalls in blindly trusting or ignoring low-fidelity sources, a question that has recently gained much interest in the community.

Clustering is a method of allocating data points in various groups, known as clusters, based on similarity. The notion of expressing similarity mathematically and then maximizing it (minimize dissimilarity) can be formulated as an optimization problem. Spectral clustering is an example of such an approach to clustering, and it has been successfully applied to visualization of clustering and mapping of points into clusters in two and three dimensions. Higher dimension problems remained untouched due to complexity and, most importantly, lack of understanding what “similarity” means in higher dimensions. In this paper, we apply spectral clustering to long timeseries EEG (electroencephalogram) data. We developed several models, based on different similarity functions and different approaches for spectral clustering itself. The results of the numerical experiment demonstrate that the created models are accurate and can be used for timeseries classification.

We find solutions that describe the levelling of a thin fluid film, comprising a non-Newtonian power-law fluid, that coats a substrate and evolves under the influence of surface tension. We consider the evolution from periodic and localized initial conditions as separate cases. The particular (similarity) solutions in each of these two cases exhibit the generic property that the profiles are weakly singular (that is, higher-order derivatives do not exist) at points where the pressure gradient vanishes. Numerical simulations of the thin film equation, with either periodic or localized initial condition, are shown to approach the appropriate particular solution.

We construct a new stochastic interest rate model with two stochastic factors, by introducing a stochastic long-run equilibrium level into the Vasicek interest rate model which follows another Ornstein–Uhlenbeck process. With the interest rate under the Black–Scholes model being assumed to follow the newly proposed model, a closed-form representation of European option prices is successfully presented, when the analytical characteristic function of the underlying log-price under a forward measure is derived. To assess the model performance, a preliminary empirical study is conducted using S&P 500 index and its options, with the Vasicek model and an alternative two-factor Vasicek model taken as benchmarks.

The hydroelastic interaction between water waves and multiple submerged porous elastic plates of arbitrary lengths in deep water is examined using the Galerkin approximation technique. We observe the influence of flexible porous plates of arbitrary lengths by analysing the reflection coefficient, dissipated energy and wave forces acting on the plates. Results are presented for various values of angle of incidence, separation lengths of plates, porosity levels, submergence depth and flexural rigidity. The convergence and accuracy of the method are verified by comparing the results with existing literature. The significant impact of flexural rigidity in the presence of porosity on wave reflection, dissipated energy and wave forces is demonstrated. Moreover, a notable reduction in wave load is observed with an increase in the number of plates.

Assuming linear theory, the phenomenon of scattering of waves by a circular arc shaped barrier with nonuniform porosity is studied. The water region is considered to be of infinite or finite depth. Based on a judicious application of Green’s integral theorem, the corresponding boundary value problem is reduced to a hypersingular integral equation of second kind. The boundary element method and the collocation method are adopted to solve the hypersingular integral equation, and we ensure a good matching of the solutions obtained by the two methods. The reflection coefficient and energy dissipation are evaluated by using the solution of the integral equation which is then studied graphically. Different choices of distributions of pores on the barrier are considered, and we observe that the nonuniform porosity of the barrier has significant effect on the reflected wave and the energy dissipation.

There are several factors that can cause the excessive accumulation of biofluid in human tissue, such as pregnancy, local traumas, allergic responses or the use of certain therapeutic medications. This study aims to further investigate the shear-dependent peristaltic flow of Phan–Thien–Tanner (PTT) fluid within a planar channel by incorporating the phenomenon of electro-osmosis. This research is driven by the potential biomedical applications of this knowledge. The non-Newtonian fluid features of the PTT fluid model are considered as physiological fluid in a symmetric planar channel. This study is significant, as it demonstrates that the chyme in the small intestine can be modelled as a PTT fluid. The governing equations for the flow of the ionic liquid, thermal radiation and heat transfer, along with the Poisson–Boltzmann equation within the electrical double layer, are discussed. The long-wavelength ($\delta \ll 1$) and low-Reynolds-number approximations ($Re \to 0$) are used to simplify the simultaneous equations. The solutions analyse the Debye electronic length parameter, Helmholtz–Smoluchowski velocity, Prandtl number and thermal radiation. Additionally, streamlines are used to examine the phenomenon of entrapment. Graphs are used to explain the influence of different parameters on the flow and temperature. The findings of the current model have practical implications in the design of microfluidic devices for different particle transport phenomena at the micro level. Additionally, the noteworthy results highlight the advantages of electro-osmosis in controlling both flow and heat transfer. Ultimately, our objective is to use these findings as a guide for the advancement of lab-on-a-chip systems.