Using the Bäcklund transformations for the solutions of fourth-order differential equations of the P2 and K2 hierarchies, corresponding discrete equations are found.

The convergence properties of a very general class of adaptive recursive algorithms for the identification of discrete-time linear signal models are studied for the stochastic case using martingale convergence theorems. The class of algorithms specializes to a number of known output error algorithms (also called model reference adaptive schemes) and equation error schemes including extended (and standard) least squares schemes. They also specialize to novel adaptive Kalman filters, adaptive predictors and adaptive regulator algorithms. An algorithm is derived for identification of uniquely parameterized multivariable linear systems.

A passivity condition (positive real condition in the time invariant model case) emerges as the crucial condition ensuring convergence in the noise-free cases. The passivity condition and persistently exciting conditions on the noise and state estimates are then shown to guarantee almost sure convergence results for the more general adaptive schemes.

Of significance is that, apart from the stability assumptions inherent in the passivity condition, there are no stability assumptions required as in an alternative theory using convergence of ordinary differential equations.

A study is made of a non-linear diffusion equation which admits bifurcating solutions in the case where the bifurcation is asymmetric. An analysis of the initial-value problem is made using the method of multiple scales, and the bifurcation and stability characteristics are determined. It is shown that a suitable interpretation of the results can lead to determination of the choice of the bifurcating solution adopted by the system.

A problem of estimation of the critical Mach number for a class of carrying wing profiles with a fixed theoretical angle of attack is considered. The Chaplygin gas model is used to calculate the velocity field of the flow. The original problem is reduced to a special minimax problem. A solution is constructed for an extended class of flows including multivalent ones, hence M* is estimated from above. For a fixed interval [0, β0], β0 ≅ 3π/8, an estimate of M* is given from below.

An investigation is made of a hybrid method inspired by Riccati transformations and marching algorithms employing (parts of) orthogonal matrices, both being decoupling algorithms. It is shown that this so-called continuous orthonormalisation is stable and practical as well. Nevertheless, if the problem is stiff and many output points are required the method does not give much gain over, say, multiple shooting.

By means of piecewise continuous vector functions, which are analogues of the classical Lyapunov functions and via the comparison method, sufficient conditions are found for conditional, stability of the zero solution of a system of impulsive differential-difference equations.

This paper analyses a model for combustion of a self-heating chemical (such as pool chlorine), stored in drums within a shipping container. The system is described by three coupled nonlinear differential equations for the concentration of the chemical, its temperature and the temperature within the shipping container. Self-sustained oscillations are found to occur, as a result of Hopf bifurcation. Temperature and concentration profiles are presented and compared with the predictions of a simpler two-variable approximation for the system. We study the period of oscillation and its variation with respect to the ambient temperature and the reaction parameter. Nonlinear resonances are found to exist, as the solution jumps between branches having different periods.

We show the strongly stable convergence of some non-collectively-compact approximations of compact operators. Special attention is devoted to Anselone's singularity subtraction discretization of certain singular integral operators. Numerical experiments are provided.

We consider the effect the competing mechanisms of buoyancy-driven acceleration (arising from heating a surface) and streamline curvature (due to curvature of a surface) have on the stability of boundary-layer flows. We confine our attention to vortex type instabilities (commonly referred to as Görtler vortices) which have been identified as one of the dominant mechanisms of instability in both centrifugally and buoyancy driven boundary layers. The particular model we consider consists of the boundary-layer flow over a heated (or cooled) curved rigid body. In the absence of buoyancy forcing the flow is centrifugally unstable to counter-rotating vortices aligned with the direction of the flow when the curvature is concave (in the fluid domain) and stable otherwise. Heating the rigid plate to a level sufficiently above the fluid's ambient (free-stream) temperature can also serve to render the flow unstable. We determine the level of heating required to render an otherwise centrifugally stable flow unstable and likewise, the level of body cooling that is required to render a centrifugally unstableflow stable.

A class of non-standard optimal control problems is considered. The non-standard feature of these optimal control problems is that they are of neither fixed final time nor of fixed final state. A method of solution is devised which employs a computational algorithm based on control parametrization techniques. The method is applied to the problem of maximizing the range of an aircraft-like gliding projectile with angle of attack control.

Sufficient conditions are obtained for the existence of a unique asymptotically stable periodic solution for the Lotka-Volterra two species competition system of equations when the intrinsic growth rates are periodic functions of time.

In this paper we review a simple class of fixed point models for loss networks. We illustrate how these models can readily deal with heterogeneous call types and with simple dynamic routing strategies, and we outline some of the recent mathematical advances in the study of such models. We describe how fixed point models lead to a natural and tractable definition of the implied cost of carrying a call, and how this concept is related to issues of routing and capacity expansion in loss networks.

Solutions of a homogeneous (r + 1)-term linear difference equation are given in two different forms. One involves the elements of a certain matrix, while the other is in terms of certain lower Hessenberg determinants. The results generalize some earlier results of Brown [1] for the solution of a 3-term linear difference equation.

Three stochastic processes, the birth, death and birth-death processes, subject to immigration can be decomposed into the sum of each process in the absence of immigration and anindependent process. We examine these independent processes through their probability generating functions (pgfs) and derive their expectations.

We consider the stability of the zero solution of a system of impulsive functional-differential equations. By means of piecewise continuous functions, which are generalizations of classical Lyapunov functions, and using a technique due to Razumikhin, sufficient conditions are found for stability, uniform stability and asymptotical stability of the zero solution of these equations. Applications to impulsive population dynamics are also discussed.

Using a parameterisation of general self-adjoint boundary conditions in terms of Lagrange planes we propose a scheme for factorising the matrix Schrödinger operator and hence construct a Darboux transformation, an interesting feature of which is that the matrix potential and boundary conditions are altered under the transformation. We present a solution of the inverse problem in the case of general boundary conditions using a Marchenko equation and discuss the specialisation to the case of a graph with trivial compact part, that is, with diagonal matrix potential.

In this paper we shall describe a numerical method for the solution of curve flow problems in which the normal velocity of the curve depends locally on the position, normal and curvature of the curve. The method involves approximating the curve by a number of line elements (segments) which are only allowed to move in a direction normal to the element. Hence the normal of each line element remains constant throughout the evolution. In regions of high curvature elements naturally tend to accumulate. The method easily deals with the formation of cusps as found in flame propagation problems and is computationally comparable to a naive marker particle method. As a test of the method we present a number of numerical experiments related to mean curvature flow and flows associated with flame propagation and bushfires.