We show that a combination of Taylor series and boundary integral methods can lead to an effective scheme for solving a class of nonlinear partial differential equations. The method is illustrated through its application to an equation from two dimensional fluid mechanics.

The generalised elliptic-type integral Rμ(k, α, γ)

where 0 ≤ k < 1, Re(γ) > Re(α) > 0, Re(μ) ≥ −0.5, is represented in terms of the Gauss hypergeometric function by Kalla, Conde and Hubbell [8]. In 1987, Kalla, Lubner and Hubbell derived a simple-structured single-term approximation for this function in the neighbourhood of k2 = 1 in some range of the parameters α, γ and μ. Another formula which complements the parameter range was recently derived by the author. In this paper a novel technique is used in deriving multiple-term efficient approximations (in the neighbourhood of k2 = 1) which may be considered as a generalisation to the concept of the single-term approximations mentioned above. Two non-overlapping expressions which almost cover the entire range of parameters (α, γ, μ) are derived. Closed-form solutions are obtained for single- and double-term approximations (in the neighbourhood of k2 = 1). Results show that the proposed technique is superior to existing approximations for the same number of terms. Our formulation has potential application for a wide class of special functions.

The BFGS formula is arguably the most well known and widely used update method for quasi-Newton algorithms. Some authors have claimed that updating approximate Hessian information via the BFGS formula with a Cholesky factorisation offers greater numerical stability than the more straightforward approach of performing the update directly. Other authors have claimed that no such advantage exists and that any such improvement is probably due to early implementations of the DFP formula in conjunction with low accuracy line searches.

This paper supports the claim that there is no discernible advantage in choosing factorised implementations (over non-factorised implementations) of BFGS methods when approximate Hessian information is available to full machine precision. However the results presented in this paper show that a factorisation strategy has clear advantages when approximate Hessian information is available only to limited precision. These results show that a conjugate directions factorisation outperforms the other methods considered in this paper (including Cholesky factorisation).

This paper examines the role of import tariffs and consumption taxes when a product is supplied to a domestic market by a foreign monopoly via a subsidiary. It is assumed that there is no competition in the domestic market from internal suppliers. The home country is able to levy a profits tax on the subsidiary; the objective of our analysis is to determine the levels of tariff or consumption tax which maximise national welfare. Comparisons are made under the two alternative policies from the perspectives of national welfare, total national cost and average national cost. The major policy implication of the analysis is that a consumption tax is the more effective instrument for maximising national welfare provided the profits tax is less than a certain critical value; if the profits tax exceeds this value then a tariff, though in the form of a subsidy, is the most effective instrument. Our results complement, correct and extend an earlier analysis by Katrak (1977) [6].

Fluid motion established by an oscillatory pressure gradient superimposed on a mean, in a tube of slowly varying section, is studied when the temperature of the tube wall varies with axial distance. Particular attention is focussed on the mean flow and steady streaming components of the oscillatory flow of higher approximation. For the velocity components, the axial component takes the pride of place, since this component is responsible for convection of nutrients to various parts of the body of a mammal in systematic circulation. A salient point in the paper concerns consequences of free convection currents at a constriction (stenosis).

Systems of coupled nonlinear differential equations with an externally controlled slowly-varying bifurcation parameter are considered. Canonical equations governing the transition between bifurcated solutions are derived by making use of methods of “steady” bifurcation theory. It is found that, depending on the initial amplitudes, the solutions of the transition equations are either asymptotically equivalent to the bifurcated solutions or the solutions develop algebraic singularities at some positive finite time. These singularities correspond to a transition to a solution of a fully nonlinear problem.

In this paper, optimal consumption and investment decisions are studied for an investor who has available a bank account and a stock whose price is a log normal diffusion. The bank pays at an interest rate r(t) for any deposit, and vice takes at a larger rate r′(t) for any loan. Optimal strategies are obtained via Hamilton-Jacobi-Bellman (HJB) equation which is derived from dynamic programming principle. For the specific HARA case, we get the optimal consumption and optimal investment explicitly, which coincides with the classical one under the condition r′(t) ≡ r(t)

The paper revisits characterizations of strong stability and strong regularity of KarushKuhn-Tucker solutions of nonlinear programs with twice differentiable data. We give a unified framework to handle both concepts simultaneously.

A correspondence is established between flows of air above stationary water, and flows of water below air at atmospheric pressure. Flows in the latter category are well studied, and all such hydrodynamic flows can be “turned upside-down” to generate flows of air in which the free surface deforms under gravity, due to a balance between aerodynamic and hydrostatic pressures. Examples are given of some exact inverse solutions, and a general semi-inverse approach is outlined for numerical solutions via an integral formulation.

A general condition is provided from which an error bound can be concluded for approximations of queueing networks which are based on modifications of the transition and state space structure. This condition relies upon Markov reward theory and can be verified inductively in concrete situations. The results are illustrated by estimating the accuracy of a simple throughput bound for a closed queueing network with alternate routing and a large finite source input. An explicit error bound for this example is derived which is of order M—1, where M is the number of sources.

We construct collocation methods with an arbitrary degree of accuracy for integral equations with logarithmically or algebraically singular kernels. Superconvergence at collocation points is obtained. A grid is used, the degree of non-uniformity of which is in good conformity with the smoothness of the solution and the desired accuracy of the method.

The effect of randomness on the stability of deep water surface gravity waves in the presence of a thin thermocline is studied. A previously derived fourth order nonlinear evolution equation is used to find a spectral transport equation for a narrow band of surface gravity wave trains. This equation is used to study the stability of an initially homogeneous Lorentz shape of spectrum to small long wave-length perturbations for a range of spectral widths. The growth rate of the instability is found to decrease with the increase of spectral widths. It is found that the fourth order term in the evolution equation produces a decrease in the growth rate of the instability. There is stability if the spectral width exceeds a certain critical value. For a vanishing bandwidth the deterministic growth rate of the instability is recovered. Graphs have been plotted showing the variations of the growth rate of the instability against the wavenumber of the perturbation for some different values of spectral width, thermocline depth, angle of perturbation and wave steepness.

The dispersion of a passive solute in three-dimensional flow is examined for short times after the injection of solute. If the diffusivity is constant, the solute at first diffuses isotropically about the fluid particle originally coincident with the injection point whilst, at longer times, the effect of diffusion across a velocity shear becomes more important. An asymptotic expansion is derived for the concentration of solute at small times after its injection into the fluid flow and the use of the theory is illustrated for three representative flows. Some critical remarks on the applicability and limitations of the results conclude the note.

This paper organizes in a systematic manner the major features of a general theory of m-tone rows. A special case of this development is the twelve-tone row system of musical composition as introduced by Arnold Schoenberg and his Viennese school. The theory as outlined here applies to tone rows of arbitrary length, and can be applied to microtonal composition for electronic media.