The problem of thermal ignition in a reactive slab with unsymmetric temperatures equal to 0 and T is considered. Steady state upper and lower solutions are constructed. It is found that T plays a critical role. Results similar to the case with symmetric boundary temperatures are expected when T is small. When T is sufficiently large, there is only one steady state upper or lower solution. The time dependent problem is then considered. Phenomena suggested by studying the upper and lower steady state solutions are confirmed.

In two-dimensional flow past a body close to a free surface, the upwardly diverted portion may separate to form a splash. We model the nose of such a body by a semi-infinite obstacle of finite draft with a smoothly curved front face. This problem leads to a nonlinear integral equation with a side condition, a separation condition and an integral constraint requiring the far-upstream free surface to be asymptotically plane. The integral equation, called Villat's equation, connects a natural parametrisation of the curved front face with the parametrisation by the velocity potential near the body. The side condition fixes the position of the separation point, whereas the separation condition, known as the Brillouin-Villat condition, imposes a continuity relation to be satisfied at separation. For the described flow we derive the Brillouin-Villat condition in integral form and give a numerical solution to the problem using a polygonal approximation to the front face.

The asymptotic expansion for a spectral function of the Laplacian operator, involving geometrical properties of the domain, is demonstrated by direct calculation for the case of a doubly-connected region in the form of a narrow annular membrane. By utilizing a known formula for the zeros of the eigenvalue equation containing Bessel functions, the area, total perimeter and connectivity are all extracted explicitly.

Entirely elementary methods are employed to determine explicit formulae for the coefficients of commuting ordinary differential operators of orders six and nine which correspond to an elliptic curve. These formulae come from solving the nonlinear ordinary differential equations which are equivalent to the commutativity condition. Most solutions turn out to be rational expressions in one or two arbitrary functions and their derivatives. The corresponding Burchnall-Chaundy curves are computed.

We explore the solvability of a general system of nonlinear relaxed cocoercive variational inequality (SNVI) problems based on a new projection system for the direct product of two nonempty closed and convex subsets of real Hilbert spaces.

We examine the valuation of American options in a discrete time setting where the exercise price is known a priori but varies with time. (This is in contrast with the classical Black-Scholes [2] analysis, which lies in a continuous time framework and with constant exercise price.) In particular we consider a time series of exercise prices which are themselves a realisation of the share price random walk — that of the previous year, say.

This paper investigates the Cauchy problem for two classes of parabolic systems with localised sources. We first give the blowup criterion, and then deal with the possibilities of simultaneous blowup or non-simultaneous blowup under some suitable assumptions. Moreover, when simultaneous blowup occurs, we also establish precise blowup rate estimates. Finally, using similar ideas and methods, we shall consider several nonlocal problems with homogeneous Neumann boundary conditions.

This paper presents a conformal mapping solution of Laplace's equation in the two dimensional region exterior to two rectangular plates or electrodes at different potentials. Plates with finite and semi-infinite lengths are considered separately and particular emphasis is placed upon the case when the separation between the plates is small. The key results of the paper are expressions for the integral of the square of the normal field along the mid-line between the plates. This integral is of importance in certain gaseous conductor experiments that are sufficiently accurate for a consideration of end effects to be necessary. For small gaps, the dominant end correction to the integral is linear with the gap width. It is also shown that, for small gaps, the simplified (semi-infinite) geometry gives essentially the same value for the integral as the full (finite plate length) geometry.

Variable structure systems with sliding modes have been widely discussed and used in many different fields of applications. The precise behaviour at a switching surface is complicated because there the system is non-analytic. The damped simple harmonic oscillator with a nonlinear variable structure is discretised and analysed in detail, revealing the occurrence and structure of pseudo-sliding modes which give insight to the corresponding sliding modes for the continuous system. Necessary and sufficient conditions are obtained and the analysis illustrated with graphs from numerical solutions.

This paper concerns with analytical integration of trivariate polynomials over linear polyhedra in Euclidean three-dimensional space. The volume integration of trivariate polynomials over linear polyhedra is computed as sum of surface integrals in R3 on application of the well known Gauss's divergence theorem and by using triangulation of the linear polyhedral boundary. The surface integrals in R3 over an arbitrary triangle are connected to surface integrals of bivariate polynomials in R2. The surface integrals in R2 over a simple polygon or over an arbitrary triangle are computed by two different approaches. The first algorithm is obtained by transforming the surface integrals in R2 into a sum of line integrals in a one-parameter space, while the second algorithm is obtained by transforming the surface integrals in R2 over an arbitrary triangle into a parametric double integral over a unit triangle. It is shown that the volume integration of trivariate polynomials over linear polyhedra can be obtained as a sum of surface integrals of bivariate polynomials in R2. The computation of surface integrals is proposed in the beginning of this paper and these are contained in Lemmas 1–6. These algorithms (Lemmas 1–6) and the theorem on volume integration are then followed by an example for which the detailed computational scheme has been explained. The symbolic integration formulas presented in this paper may lead to an easy and systematic incorporation of global properties of solid objects, for example, the volume, centre of mass, moments of inertia etc., required in engineering design processes.

The one-dimensional, non-linear theory of pulse propagation in large arteries is examined in the light of the analogy which exists with gas dynamics. Numerical evidence for the existence of shock-waves in current one-dimensional blood-flow models is presented. Some methods of suppressing shock-wave development in these models are indicated.

Multiple integrals in ten or twenty variables are often needed by atomic, molecular and nuclear physicists, because of the large number of degrees of freedom in the quantum systems with which they must deal. In statistics too there is often a need to evaluate integrals with many degrees of freedom. It is in mathematical finance, however, that the most striking examples are seen, with claims of integrals being evaluated during recent years with many hundreds of variables.

Some comparison theorems and oscillation criteria are established for the neutral difference equation

as well as for certain neutral difference equations with coefficients of arbitrary sign. Neutral difference equations with mixed arguments are also considered.

The expressions for elliptic integrals, elliptic functions and theta functions given in standard reference books are slowly convergent as the parameter m approaches unity, and in the limit do not converge. In this paper we use Jacobi's imaginary transformation to obtain alternative expressions which converge most rapidly in the limit as m → 1. With the freedom to use the traditional formulae for m ≤ ½ and those obtained here for m ≥ ½, extraordinarily rapidly-convergent methods may be used for all values of m; no more than three terms of any series need be used to ensure eight-figure accuracy.

We show that the position vector of any 3-space curve lying on a sphere satisfies a third-order linear (vector) differential equation whose coefficients involve a single arbitrary function A(s). By making various identifications of A(s), we are led to nonlinear identities for a number of higher transcendental functions: Bessel functions, Horn functions, generalized hypergeometric functions, etc. These can be considered natural geometrical generalizations of sin2t + cos2t = 1. We conclude with some applications to the theory of splines.

This paper deals with the complete constitutive relations of elastoplastic deformation process theory, based on llyushin's postulate of isotropy and hypotheses of local determinancy and complanarity in plastic stage with complex loading. The formulation of the boundary value problem is given and existence and uniqueness theorems are considered.