For a three-dimensional gravity capillary wave packet in the presence of a thin thermocline in deep water two coupled nonlinear evolution equations correct to fourth order in wave steepness are obtained. Reducing these two equations to a single equation for oblique plane wave perturbation, the stability of a uniform gravity-capillary wave train is investigated. The stability and instability regions are identified. Expressions for the maximum growth rate of instability and the wavenumber at marginal stability are obtained. The results are shown graphically.

A method based on the method of images is described for the solution of the linear equation modelling diffusion and elimination of substrate in a fluid flowing through a chemical reactor of finite length, when the influx of substrate is prescribed at the point of entry and Danckwerts' zero-gradient condition is imposed at the point of exit. The problem is shown to be transformable to an equivalent problem in heat conduction. Associated with the images appearing in the method of solution is a sequence of functions which form a vector space carrying a representation of the Lie group SO(2, 1) generated by three third-order differential operators. The functions are eigenfunctions of one of these operators, with integer-spaced eigenvalues, and they satisfy a third-order recurrence relation which simplifies their successive determination, and hence the determination of the Green's function for the problem, to any desired degree of approximation. Consequently, the method has considerable computational advantages over commonly used methods based on the use of Laplace and related transforms. Associated with these functions is a sequence of polynomials satisfying the same third-order differential equation and recurrence relation. The polynomials are shown to bear a simple relationship to Laguerre polynomials and to satisfy the ordinary diffusion equation, for which SO(2, 1) is therefore revealed as an invariance group. These diffusion polynomials are distinct from the well-known heat polynomials, but a relationship between them is derived. A generalised set of diffusion polynomials, based on the associated Laguerre polynomials, is also described, having similar properties.

In this paper, we review some techniques for studying traffic processes in telecommunications networks. The first of these allows one to identify Poisson traffic via the notion of “deterministic past-conditional arrival rate”. Our approach leads to a method by which one can assess the degree of deviation of traffic processes from Poisson processes. We explain how this can be used to delimit circumstances under which traffic is approximately Poissonian.

This paper presents an interior source method for the calculation of semi-infinite cavities behind two-dimensional bluff bodies placed at an angle of attack in a uniform stream. Aspects under consideration include the pressure distribution along the body, especially just ahead of the separation point, lift and drag forces, and how these quantities vary with the angle of attack. We include discussion of the physical conditions of separation, and identify critical angles of attack for which the cavitating flow past an airfoil may (a) become unstable, or (b) yield the greatest lift to drag ratio.

The hodograph method for flow in porous media is used to study the problem of simultaneous gas and water cresting towards a horizontal well in a thin oil column reservoir. Shapes of the free interfaces are found and an expression for the optimal placement of the well with respect to the interfaces is given. In addition, a numerical technique is used to find the shape of the free interface and values of critical heights for the case of water cresting towards a horizontal well beneath an impermeable plane.

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.