This paper considers discrete multivariate processes with time-dependent rational spectral density matrices and gives a solution to the spectral factorisation problem. As a result, the corresponding state space representation for the process is obtained. The relationship between multivariate processes with time-dependent rational spectral density matrix functions and multivariate ARMA processes with time-dependent coefficients is discussed. Solutions for the prediction problem are given for the case when only finite data is available and the case when the whole history of the process is known.

A theory is provided for the natural seiching frequencies and radiative decay rates for a shallow-water basin whose connection to open water is restricted by a submerged wall or reef. The transition from an essentially-open basin to a closed basin, as the aperture reduces to zero, is discussed using a matching procedure. Graphs of frequencies and damping factors as functions of aperture size are obtained for idealized two-dimensional shelf configurations, involving a constant-depth shallow basin connected to constant-depth, but not necessarily shallow, open water.

For isotropic incompressible hyperelastic materials the single function characterizing generalized shear deformations or as they are sometimes called anti-plane strain deformations must satisfy two distinct partial differential equations. Knowles [5] has recently given a necessary and sufficient condition for the strain–energy function of the material which if satisfied ensures that the two equations have consistent solutions. It is shown here for the general material not satisfying Knowles' criterion that the only possible consistent solution of the two partial differential equations are those which are already known to exist for all strain–energy functions. More general types of generalized shear deformations for such meterials are shown to exist only for special or restricted form ot the strain-energy function. In derving these results we also obtain an alternative derivation of Knowles' criterion.

A method is considered for locating oscillating, nonrotating solutions for the parametrically-excited pendulum by inferring that a particular horseshoe exists in the stable and unstable manifolds of the local saddles. In particular, odd-periodic solutions are determined which are difficult to locate by alternative numerical techniques. A pseudo-Anosov braid is also located which implies the existence of a countable infinity of periodic orbits without the horseshoe assumption being necessary.

Microwave heating of porous solid materials has received considerable attention in recent years because of its widespread use in industry. In this study, the microwave power absorption term is modelled as the product of an exponential temperature function with function that decays exponentially with distance. The latter describes the penetration of material by the microwaves.

We investigate the phenomena of multiplicity in class A geometries, paying particular attention to how the penetration function affects the behaviour of the system. We explain why the phase-plane techniques which have been used in the case when the penetration term is constant do not extend to non-constant penetration.

The explicit solitary Rossby wave solutions found by Larichev, Reznik and Berestov are shown to be unique for the model equations considered, in the sense that there are no other antisymmetric wave solutions which are not of these forms. This is done by adapting arguments used by Amick and Fraenkel to show the uniqueness of the Hill's vortex solution. It is based on the maximum principle and the domain folding method of Gidas, Ni and Nirenberg, and involves showing that the function ψ/y is radially symmetric, where ψ is the streamfunction of a solitary wave and y the horizontal cartesian coordinate perpendicular to the x-axis, along which the waves move at steady positive speed. This argument is also used to show the uniqueness of the well-known explicit solutions for cylindrical vortices. The result does not apply directly to rider solutions of Flierl et al., which are not antisymmetric, but it does restrict the possible rider solutions that can form because of their association with particular antisymmetric solutions.

A mixed boundary-valued problem associated with the diffusion equation, that involves the physical problem of cooling of an infinite slab in a two-fluid medium, is solved completely by using the Wiener-Hopf technique. An analytical solution is derived for the temperature distribution at the quench fronts being created by two different layers of cold fluids having different cooling abilities moving on the upper surface of the slab at constant speed. Simple expressions are derived for the values of the sputtering temperatures of the slab at the points of contact with the respective layers, assuming one layer of the fluid to be of finite extent and the other of infinite extent. The main problem is solved through a three-part Wiener-Hopf problem of a special type, and the numerical results under certain special circumstances are obtained and presented in the form of a table.

A simple formulation of a 9 df cubic Hermitian finite element for potential flow problems is given, using the interpolation of the BCIZ element and after Argyris, defining natural velocities parallel to the element sides. Consistent loads for body forces are also derived and it is shown that these are necessary to obtain accurate results when body forces are significant. Example problems include those of infinite domains for which simple conditions at infinity are used.

We solve a minimization problem in liver kinetics posed by Bass, et al., in this journal, (1984), pages 538–562. The problem is to choose the density functions for the location of two enzymes, in order to minimize the concentration of an intermediate form of a substance at the outlet of the liver. This form may be toxic to the rest of the body, but the second enzyme renders it harmless. It seems natural that the second enzyme should be downstream from the first. However, we can show that the minimum problem is sometimes solved by an overlap of the supports of the two density functions. Even more surprising is that, for certain forms of the kinetic functions and high levels of transformation of the first enzymatic reaction, some of the first enzyme should be located downstream from all the second enzyme. This suggests that the first reaction should be relatively slow.

The Wigner distribution and many other members of the Cohen class of generalized phase-space distributions of a signal all share certain translation properties and the property that their two marginal distributions of energy density along the time and along the frequency axes equal the signal power and the spectral energy density. A natural generalization of this last property is shown to be a certain relationship through the Radon transform between the distribution and the signal's fractional Fourier transform. It is shown that the Wigner distribution is now distinguished by being the only member of the Cohen class that has this generalized property as well as a generalized translation property. The inversion theorem for the Wigner distribution is then extended to yield the fractional Fourier transforms.

In this survey we consider a regularized Newton method for the approximate solution of the inverse problem to determine the shape of an obstacle from a knowledge of the far field pattern for the scattering of time-harmonic acoustic or electromagnetic plane waves. Our analysis is in two dimensions and the numerical scheme is based on the solution of boundary integral equations by a Nyström method. We include an example of the reconstruction of a planar domain with a corner both to illustrate the feasibility of the use of radial basis functions for the reconstruction of boundary curves with local features and to connect the presentation to some of the research work of Professor David Elliott.

A new implementation of the BFGS algorithm for unconstrained optimisation is reported which utilises a conjugate factorisation of the approximating Hessian matrix. The implementation is especially useful when gradient information is estimated by finite difference formulae and it is well suited to machines which are able to exploit parallel processing.

Following upon a previous paper [1] on the existence of chiral transformations in a foliated version of the Cremmer, Julia and Scherk model, we deduce a couple of interesting properties of the model. These are:

(i) TM4 is isomorphic to a quotient Lie pseudoalgebra on the algebra of basic functions in M11;

(ii) There is a locally trivial fibration which exhibits M11 as M7 × U, U ⊂ W and W is the basic manifold of the foliation [5]

(iii) The chiral group of the model is identified as Clx (L, gL) × Clx (Q, gQ), the factors are respectively the multiplication groups of units in the Clifford algebras Clx (L, gL) and Clx (Q, gQ) and matching of this group with phenomenology is briefly discussed.

In this paper, we consider a class of optimal control problems with discrete time delayed arguments and bounded control region. A computational algorithm for solving this class of time lag optimal control problems is developed by means of the conditional gradient technique. The convergence property of the algorithm is also investigated.

In this paper, we discuss a general model for multiple criteria linear cost network flow problems. This model includes several classes of existing models in the operations research literature as special cases. Based on this model, a search algorithm for finding a feasible solution of the concurrent flow problem is suggested and illustrative numerical examples are given. This search algorithm is also extended to obtain a new algorithm for finding the efficient frontier of a multiple criteria linear program.

In the theory of vehicular traffic flow on a highway the traffic interaction process is often considered as a collision similar to the particles' interaction in the kinetic theory of gases. This concept leads to a Boltzmann-type nonlinear intergro-differential equation which governs the traffic density function. The purpose of this paper is to present a constructive method for the determintation of a solution for this type of equation under certain boundary and initial conditions. Our method is by successive approximation which yields existence of both global and local solutions of the problem.

The problem of withdrawal through a point sink of water from a fluid of finite depth with a free surface is considered. Assuming the flow to be axisymmetric, it is found that there is a maximum Froude number at which such flows can exist. This maximum corresponds to the formation of a secondary stagnation ring on the free surface. This result extends earlier work on this problem. Comparison is made with a small Froude number solution and past experimental results.

The propagation of a flame front in a combusting gas is considered in the limit in which the width of the reaction-zone is small compared with some overall flow dimension. In this approximation, the front propagates along its normals at a speed dependent on the local curvature of the front and is governed by a nonlinear equivalent of the geometric optics equations. Some exact solutions of this equation are found and a numerical scheme is developed to solve the equation for more complicated geometries.