Steady two-dimensional fluid flow over an obstacle is solved using complex variable methods. We consider the cases of rectangular obstacles, such as large boulders, submerged in a potential flow. These may arise in geophysics, marine and civil engineering. Our models are applicable to initiation of motion that may result in subsequent transport. The local flow depends on the obstacle shape, slowing down in confining corners and speeding up in expanding corners. The flow generates hydrodynamic forces, drag and lift, and their associated moments, which differ around each face. Our model replaces the need for ill-defined drag and lift coefficients with geometry-dependent functions. We predict smaller flow velocities to initiate motion. We show how a joint-bound boulder can be transported against gravity, and analyse the influence of a wake region behind an isolated boulder.

We consider two-dimensional mass transport to a finite absorbing strip in a uniform shear flow as a model of surface-based biosensors. The quantity of interest is the Sherwood number Sh, namely the dimensionless net flux onto the strip. Considering early-time absorption, it is a function of the Péclet number Pe and the Damköhler number Da, which, respectively, represent the characteristic magnitude of advection and reaction relative to diffusion. With a view towards modelling nanoscale biosensors, we consider the limit Pe«1. This singular limit is handled using matched asymptotic expansions, with an inner region on the scale of the strip, where mass transport is diffusively dominated, and an outer region at distances that scale as Pe-1/2, where advection enters the dominant balance. At the inner region, the mass concentration possesses a point-sink behaviour at large distances, proportional to Sh. A rescaled concentration, normalised using that number, thus possesses a universal logarithmic divergence; its leading-order correction represents a uniform background concentration. At the outer region, where advection by the shear flow enters the leading-order balance, the strip appears as a point singularity. Asymptotic matching with the concentration field in that region provides the Sherwood number as

$${\rm{Sh}} = {\pi \over {\ln (2/{\rm{P}}{{\rm{e}}^{1/2}}) + 1.0559 + \beta }},$$

Two mathematical models under so-called intensity and structure frameworks to pricing a double defaultable interest rate swap are established. The default could happen or jump to a high probability in both fixed and floating parties on the predetermined boundaries. The models lead to a new and interesting mathematical problem. As the intensity approaches infinity in designated regions, the solutions of the intensity models converge to a solution of a structure-type model which is an initial value problem of a partial differential equation coupled with two obstacles problem in their restricted regions. According to the value of the fixed rate, three cases are discussed. The free boundary that determines the swap rate and the free boundaries that determine the earlier termination of the contract (due to counterparty’s default) are analysed.

Let $\mathcal {P}(\mathbf{N})$ be the power set of N. We say that a function $\mu ^\ast : \mathcal {P}(\mathbf{N}) \to \mathbf{R}$ is an upper density if, for all X, Y ⊆ N and h, k ∈ N+, the following hold: (f1) $\mu ^\ast (\mathbf{N}) = 1$; (f2) $\mu ^\ast (X) \le \mu ^\ast (Y)$ if X ⊆ Y; (f3) $\mu ^\ast (X \cup Y) \le \mu ^\ast (X) + \mu ^\ast (Y)$; (f4) $\mu ^\ast (k\cdot X) = ({1}/{k}) \mu ^\ast (X)$, where k · X : = {kx: x ∈ X}; and (f5) $\mu ^\ast (X + h) = \mu ^\ast (X)$. We show that the upper asymptotic, upper logarithmic, upper Banach, upper Buck, upper Pólya and upper analytic densities, together with all upper α-densities (with α a real parameter ≥ −1), are upper densities in the sense of our definition. Moreover, we establish the mutual independence of axioms (f1)–(f5), and we investigate various properties of upper densities (and related functions) under the assumption that (f2) is replaced by the weaker condition that $\mu ^\ast (X)\le 1$ for every X ⊆ N. Overall, this allows us to extend and generalize results so far independently derived for some of the classical upper densities mentioned above, thus introducing a certain amount of unification into the theory.

We construct prime amphicheiral knots that have free period 2. This settles an open question raised by the second-named author, who proved that amphicheiral hyperbolic knots cannot admit free periods and that prime amphicheiral knots cannot admit free periods of order > 2.