This Special Issue of the ANZIAM Journal arose from a conference held at Industrial Research, Gracefield, Lower Hutt, New Zealand, on 29 August 2006, to celebrate the research career of Dr Stephen White. Stephen was an international expert in the development and application of numerical methods to quantify fluid flow in porous media, especially those involving heat and chemical transport. As a mathematical modeller, Stephen White’s work has been published extensively, and applied in many practical areas.

The structure of space–time is examined by extending the standard Lorentz connection group to its complex covering group, operating on a 16-dimensional “spinor” frame. A Hamiltonian variation principle is used to derive the field equations for the spinor connection. The result is a complete set of field equations which allow the sources of the gravitational and electromagnetic fields, and the intrinsic spin of a particle, to appear as a manifestation of the space–time structure. A cosmological solution and a simple particle solution are examined. Further extensions to the connection group are proposed.

Let M be an n-dimensional space-like hypersurface in a locally symmetric Lorentz space, with n(n−1)R=κH(κ>0) and satisfying certain additional conditions on the sectional curvature. Denote by S and H the squared norm of the second fundamental form and the mean curvature of M, respectively. We show that if the mean curvature is nonnegative and attains its maximum on M, then:

1. (1) if H2<4(n−1)c/n2, M is totally umbilical;

2. (2) if H2=4(n−1)c/n2, M is totally umbilical or is an isoparametric hypersurface;

3. (3) if H2>4(n−1)c/n2 and S satisfies some pinching conditions, M is totally umbilical or is an isoparametric hypersurface.

Reflected Brownian motion is used in areas such as physiology, electrochemistry and nuclear magnetic resonance. We study the first-passage-time problem of this process which is relevant in applications; specifically, we find a Volterra integral equation for the distribution of the first time that a reflected Brownian motion reaches a nondecreasing barrier. Additionally, we note how a numerical procedure can be used to solve the integral equation.

Ignition or thermal explosion in an oxidizing porous body of material can be described by a dimensionless reaction–diffusion equation of the form ∂tu=∇2u+λe−1/u. Here such equations will be formulated in symmetrically shaped bounded regions Ω, effectively reducing the mathematical formulation to that of one dimension. This is critically re-examined from a modern perspective using numerical methods. A computer algorithm is constructed and used to carry out a broad-ranging evaluation of the watershed critical initial temperature conditions for thermal ignition of nonuniform assemblies. It is then shown how the resulting mathematical structure for the ignition threshold curves can be correlated by a hyperbolic conic section with a high degree of accuracy over the full range of positive ambient temperature values. However, this sometimes over-predicts (which is bad) and sometimes under-predicts (which is good) the critical initial condition. The definition of additional dimensionless parameters is found to generate further simplification, leading to a universal correlating form capable of collapsing the entire solution space onto a single line in the plane of the new variables. In addition, this study considers the physically intuitive conjecture that spatial moments of the initial temperature profile ought to possess a direct mathematical link to the critical ignition threshold. As such, the mth-order spatial moment of the critical total energy content integrals is defined, and an empirical result is derived stating that certain orders of this moment should be insensitive to changes in ambient temperature and initial shape profile and may be considered functionally dependent on the dimensionless eigenvalue only, within some quantifiable error band. Spatial moment integrals, based on computed critical threshold conditions, are found to support this conjecture, with the best accuracy obtained for the second-order moments.

In this paper, we consider a linear program with only equality constraints but containing interval and random coefficients. We first address the linear program with interval coefficients, and establish some structural properties of this linear program. On this basis, a solution method is proposed. We then move on to consider the linear program with random coefficients. Using the chance constraint approach and a new approach, the satisfaction degree approach, we obtain the two respective deterministic equivalent formulations. Then the results and the numerical solution methods obtained for these two linear models are applied to the original linear problem which contains both interval and random coefficients. By way of illustration, we consider a practical problem, where the optimal mixing proportions need to be determined for the mix slurry in the production process of aluminium with sintering. This gives rise to a linear program with interval and random coefficients. Its deterministic equivalent formulations are presented. Preliminary numerical examples show that the proposed models and the solution methods are promising.

We consider a simple model to describe the widths of the mode-locked intervals for the critical circle map. By using two different partitions of the rational numbers based on Farey series and Farey tree levels, respectively, we calculate the free energy analytically at selected points for each partition. It emerges that the result of the calculation depends on the method of partition. An implication of this finding is that the generalized dimensions Dq are different for the two types of partition except when q=0; that is, only the Hausdorff dimension is the same in both cases.

This paper deals the global existence and blow-up properties of the following non-Newton polytropic filtration system with nonlocal source, Under appropriate hypotheses, we prove that the solution either exists globally or blows up in finite time depending on the initial data and the relations between αβ and mn(p−1)(q−1). In the special case, α=n(q−1), β=m(p−1), we also give a criteria for the solution to exist globally or blow up in finite time, which depends on a,b and ζ(x),ϑ(x) as defined in our main results.

Given a set of points in the plane, the problem of existence and finding the least absolute deviations line is considered. The most important properties are stated and proved and two efficient methods for finding the best least absolute deviations line are proposed. Compared to other known methods, our proposed methods proved to be considerably more efficient.

The freezing of water to ice is a classic problem in applied mathematics, involving the solution of a diffusion equation with a moving boundary. However, when the water is salty, the transport of salt rejected by ice introduces some interesting twists to the tale. A number of analytic models for the freezing of water are briefly reviewed, ranging from the famous work by Neumann and Stefan in the 1800s, to the mushy zone models coming out of Cambridge and Oxford since the 1980s. The successes and limitations of these models, and remaining modelling issues, are considered in the case of freezing sea-water in the Arctic and Antarctic Oceans. A new, simple model which includes turbulent transport of heat and salt between ice and ocean is introduced and solved analytically, in two different cases—one where turbulence is given by a constant friction velocity, and the other where turbulence is buoyancy-driven and hence depends on ice thickness. Salt is found to play an important role, lowering interface temperatures, increasing oceanic heat flux, and slowing ice growth.

There has recently been considerable interest in the stability of stochastic differential equations with Markovian switching, and a number of results have been achieved. However, due to the exponential sojourn time of Markovian chain at each state, there are many restrictions on existing results for practical application. In this paper, we explore the problem of stability in distribution of nonlinear systems with time-varying delays and semi-Markov switching. Unlike existing models, the new model takes into account noise, time-varying delays and semi-Markov switching. By means of stochastic analysis, functional analysis and inequality techniques, sufficient conditions are obtained to guarantee the stability of the systems concerned. The proposed results are new and extend existing ones.

We present a new valuation formula for a generic, multi-period binary option in a multi-asset Black–Scholes economy. The payoff of this so-called M-binary is the most general possible, subject to the condition that a simple analytic expression exists for the present value. Portfolios of M-binaries can be used to statically replicate many European exotics for which there exist closed-form Black–Scholes prices.

A Riesz space-fractional reaction–dispersion equation (RSFRDE) is obtained from the classical reaction–dispersion equation (RDE) by replacing the second-order space derivative with a Riesz derivative of order β∈(1,2]. In this paper, using Laplace and Fourier transforms, we obtain the fundamental solution for a RSFRDE. We propose an explicit finite-difference approximation for a RSFRDE in a bounded spatial domain, and analyse its stability and convergence. Some numerical examples are presented.

An analysis is developed for the behaviour of a cloud of cavitation bubbles during both the growth and collapse phases. The theory is based on a multipole method exploiting a modified variational principle developed by Miles [“Nonlinear surface waves in closed basins”, J. Fluid Mech.75 (1976) 418–448] for water waves. Calculations record that bubbles grow approximately spherically, but that a staggered collapse ensues, with the outermost bubbles in the cloud collapsing first of all, leading to a cascade of bubble collapses with very high pressures developed near the cloud centroid. A more complex phenomenon occurs for bubbles of variable radius with local zones of collapse, with a complex frequency spectrum associated with each individual bubble, leading to both local and global collective behaviour.

In this paper we look at the performance of trigonometric integrators applied to highly oscillatory differential equations. It is widely known that some of the trigonometric integrators suffer from low-order resonances for particular step sizes. We show here that, in general, trigonometric integrators also suffer from higher-order resonances which can lead to loss of nonlinear stability. We illustrate this with the Fermi–Pasta–Ulam problem, a highly oscillatory Hamiltonian system. We also show that in some cases trigonometric integrators preserve invariant or adiabatic quantities but at the wrong values. We use statistical properties such as time averages to further evaluate the performance of the trigonometric methods and compare the performance with that of the mid-point rule.

In this paper, we deal with a class of reflected backward stochastic differential equations (RBSDEs) corresponding to the subdifferential operator of a lower semi-continuous convex function, driven by Teugels martingales associated with a Lévy process. We show the existence and uniqueness of the solution for RBSDEs by means of the penalization method. As an application, we give a probabilistic interpretation for the solutions of a class of partial differential-integral inclusions.

The successive over-relaxation (SOR) iteration method for solving linear systems of equations depends upon a relaxation parameter. A well-known theory for determining this parameter was given by Young for consistently ordered matrices. In this paper, for the three-dimensional Laplacian, we introduce several compact difference schemes and analyse the block-SOR method for the resulting linear systems. Their optimum relaxation parameters are given for the first time. Analysis shows that the value of the optimum relaxation parameter of block-SOR iteration is very sensitive for compact stencils when solving the three-dimensional Laplacian. This paper provides a theoretical solution for determining the optimum relaxation parameter in real applications.

Implicit Runge–Kutta methods have a special role in the numerical solution of stiff problems, such as those found by applying the method of lines to the partial differential equations arising in physical modelling. Of particular interest in this paper are the high-order methods based on Gaussian quadrature and the efficiently implementable singly implicit methods.

The finite difference solution of the Dirichlet problem on rectangles when a boundary function is given from C1,1 is analyzed. It is shown that the maximum error for a nine-point approximation is of the order of O(h2(|ln  h|+1)) as a five-point approximation. This order can be improved up to O(h2) when the nine-point approximation in the grids which are a distance h from the boundary is replaced by a five-point approximation (“five and nine”-point scheme). It is also proved that the class of boundary functions C1,1 used to obtain the error estimations essentially cannot be enlarged. We provide numerical experiments to support the analysis made. These results point at the importance of taking the smoothness of the boundary functions into account when choosing the numerical algorithms in applied problems.

This paper studies the problem of delay-dependent robust H∞ control for singular systems with multiple delays. Based on a Lyapunov–Krasovskii functional approach, an improved delay-dependent bounded real lemma (BRL) for singular time-delay systems is established without using any of the model transformations and bounding techniques on the cross product terms. Then, by applying the obtained BRL, a delay-dependent condition for the existence of a robust state feedback controller, which guarantees that the closed-loop system is regular, impulse free, robustly stable and satisfies a prescribed H∞ performance index, is proposed in terms of a nonlinear matrix inequality. The explicit expression for the H∞ controller is designed by using linear matrix inequalities and the cone complementarity iterative linearization algorithm. Numerical examples are also given to illustrate the effectiveness of the proposed method.