A harmonic function in the interior of a polygon is the double layer potential of a distribution satisfying a second kind integral equation. This may be solved numerically by Galerkin's method using piecewise polynomials as basis functions. But the corners produce singularities in the distribution and the kernel of the integral equation; and these reduce the order of convergence. This is offset by grading the mesh, and the orders of convergence and superconvergence are restored to those for a smooth boundary.

A method for solving problems of the form is presented. The approach of Levenberg and Marquardt is used, except that the linear least squares subproblem arising at each iteration is not solved exactly, but only to within a certain tolerance. The method is most suited to problems in which the Jacobian matrix is sparse. Use is made of the iterative algorithm LSQR of Paige and Saunders for sparse linear least squares.

A global convergence result can be proven, and under certain conditions it can be shown that the method converges quadratically when the sum of squares at the optimal point is zero.

Numerical test results for problems of varying residual size are given.

A two component classical Coulomb system is considered, in which particles of charge +q and + 2q are constrained to lie on a circle and interact via the two-dimensional Coulomb potential. At a special value of the coupling constant the correlation functions are calculated exactly and the asymptotic form of the truncated charge-charge correlation is found to obey Jancovici's sum rule.

Finite difference schemes for some two point boundary value problems are analysed. It is found that for schemes defined on nonuniform grids, the order of the local truncation error does not fully reflect the rate of convergence of the numerical approximation obtained. Numerical results are presented that indicate that this is also the case for higher dimensional problems.

An integral equation for the normal velocity of the interface between two immiscible fluids flowing in a two-dimensional porous medium or Hele-Shaw cell (one fluid displaces the other) is derived in terms of the physical parameters (including interfacial tension), a Green's function and the given interface. When the displacement is unstable, ‘fingering’ of the interface occurs. The Saffman-Taylor interface solutions for the steady advance of a single parallel-sided finger in the absence of interfacial tension are seen to satisfy the integral equation, and the error incurred in that equation by the corresponding Pitts approximating profile, when interfacial tension is included, is shown. In addition, the numerical solution of the integral equation is illustrated for a sinusoidal and a semicircular interface and, in each case, the amplitude behaviour inferred from the velocity distribution is consistent with conclusions based on the stability of an initially flat interface.

The paper presents new demonstrably convergent first-order iterative algorithms for unconstrained discrete-time optimal control problems. The algorithms, which solve the linear-quadratic problem in one iterative step, are particularly suited for solving nonlinear problems with linear constraints via penalty function methods. The proofs of the reduction of cost at each iteration and convergence of the algorithms are provided.

We present a new derivation of the polynomial identities satisfied by certain matrices A with entries Aij (i, j = 1,…, n) from the universal enveloping algebra of a semi-simple Lie algebra. These polynomial identities are exhibited in a representation-independent way as p(A) = 0 where p(x) (herein called the characteristic polynomial of A) is a polynomial with coefficients from the centre Z of the universal enveloping algebra. The minimum polynomial identity m(A) = 0 of the matrix A over Z is also obtained and it is shown that p(x) and m(x) possess properties analogous to the characteristic and minimum polynomials respectively of a matrix with numerical entries. Acting on a representation (finite or infinite dimensional) admitting an infinitesimal character these polynomial identities may be expressed in a useful factored form. Our results include the characteristic identities of Bracken and Green [1] as a special case and show that these latter identities hold also in infinite dimensional representations.

This paper presents a conformal mapping solution of Laplace's equation in the two dimensional region exterior to two rectangular plates or electrodes at different potentials. Plates with finite and semi-infinite lengths are considered separately and particular emphasis is placed upon the case when the separation between the plates is small. The key results of the paper are expressions for the integral of the square of the normal field along the mid-line between the plates. This integral is of importance in certain gaseous conductor experiments that are sufficiently accurate for a consideration of end effects to be necessary. For small gaps, the dominant end correction to the integral is linear with the gap width. It is also shown that, for small gaps, the simplified (semi-infinite) geometry gives essentially the same value for the integral as the full (finite plate length) geometry.

The paper extends earlier work by using the factorisation method to discuss solutions of period four for the difference equation

This equation was suggested by R. M. May as a simple mathematical model for the effect of frequency-dependent selection in genetics. It is shown that for a given value of the parameter, a, the identification of solutions of period four can be reduced to finding real roots for a polynomial equation of degree eight. The appropriate values of xn follow from a quartic equation. By splitting up the problem in this way it becomes relatively straightforward to determine the critical values of a at which the various solutions of period four first appear and to discuss the stability of these solutions. Intervals of stability are tabulated in the paper.

The boundary integral equation method is obtained by expressing a solution to a particular partial differential equation in terms of an integral taken round the boundary of the region under consideration. Various methods exist for the numerical solution of this integral equation and the purpose of this note is to outline an improvement to one of these procedures.

Instantaneous streamlines, particle pathlines and pressure contours for a cavitation bubble in the vicinity of a free surface and near a rigid boundary are obtained. During the collapse phase of a bubble near a free surface, the streamlines show the existence of a stagnation point between the bubble and the free surface which occurs at a different location from the point of maximum pressure. This phenomenon exists when the initial distance of the bubble is sufficiently close to the free surface for the bubble and free surface to move in opposite directions during collapse of the bubble. Pressure calculations during the collapse of a cavitation bubble near a rigid boundary show that the maximum pressure is substantially larger than the equivalent Rayleigh bubble of the same volume.

Second order necessary and sufficient conditions are given for a class of optimization problems involving optimal selection of a measurable subset from a given measure subspace subject to set function inequalities. Relations between twice-differentiability at Ω and local convexity at Ω are also discussed.

Various grometrical properties of a domain may be elicited from the asymptotic expansion of a spectral function of the Laplacian operator for that region with apporpriate boundary conditions. Explicit calculations, using analytical formulae for the eigenvalues, are performed for the cases fo Neumann and mixed boundary conditions, extending earlier work involving Dirichet boundary conditions. Two- and three-dimensional cases are considered. Simply-connected regions dealt with are the rectangle, annular sector, and cuboid. Evaluations are carried out for doubly-connected regions, including the narrow annulus, annular cylinder, and thin concentric spherical cavity. The main summation tool is the Poission summation formula. The calculations utilize asymptotic expansions of the zeros of the eigenvalue equations involving Bessel and related functions, in the cases of curved boundaries with radius ratio near unity. Conjectures concerning the form of the contributions due to corners, edges and vertices in the case of Neumann and mixed boundary conditions are presented.

Certain well known results on linear programming duality and matrix game equivalence are extended to nonlinear and fractional programming problems.

In this paper a control problem with a cost functional depending on the number of switchings and on the speed of alterations of control is considered. Necessary conditions for the existence of an optimal solution are given.

In a recent paper the authors give upper and lower bounds for the motion of the moving boundary for the classical Stefan problem for plane, cylindrical and spherical geometries. On comparison with the exact Neumann solution for the plane geometry and no surface radiation the bounds obtained are seen to be quite adequate for practical purposes except for the lower bound at small Stefan numbers. Here improved lower bounds are obtained which in some measure remove this inadequacy. Time dependent surface conditions are also examined and the new lower bounds obtained for the classical problem are illustrated numerically.

There is a well-recognized need for a mortgage instrument that will operate satisfactorily in the presence of a volatile inflation. This paper analyses a large class of mortgages—the ‘continuous mortgage’ (CM)—as a basis for such design. In particular, it is shown that the real (inflation-adjusted) payment stream is exponentially sensitive to changes in the real interest rate. Consequently to realize a satisfactory design, the mortgage must be indexed by assigning the real interest rate. Then, under appropriate restraints, the CM offers a continuum of satisfactory mortgage designs.

In a paper which appeared in this journal, Manocha and Sharma [6] obtained some results of Carlitz [4], Halim and Salain [5] and generalized a few of them by using fractional derivatives. The present paper is concerned with some erroneous results of this paper [6]. Many more sums of the product of hypergeometric polynomials are also obtained.

The paper is mainly concerned with the difference equation

where k and m are parameters, with k > 0. This equation arises from a method proposed for solving a cubic equation by iteration and represents a standardised form of the general problem. In using the above equation it is essential to know when the iteration process converges and this is discussed by means of the usual stability criterion. Critical values are obtained for the occurrence of solutions with period two and period three and the stability of these solutions is also examined. This was done by considering the changes as k increases, for a give value of m, which makes it effectively a one-parameter problem, and it turns out that the change with k can differ strongly from the usual behaviour for a one-parameter difference equation. For m = 2, for example it appears that the usual picture of stable 2-cycle solutions giving way to stable 4-cycle solutions is valid for smaller values of k but the situation is recersed for larger values of k where stable 4-cycle solutions precede stable 2-cycle solutions. Similar anomalies arise for the 3-cycle solutions.

For the fourth-order linear difference equation Δ4un−2 = bn un, with bn > 0 for all n, generalized zeros are defined, following Hartman [5], and two theorems are proved concerning separation of zeros of linearly independent solutions. Some preliminary results deal with non-oscillation and asymptotic behavior of solutions of this equation for various types of initial conditions. Finally, recessive solutions are defined, and results are obtained analogous to known results for recessive solutions of second-order difference equations.