The Poiseuille flow of a generalized Maxwell fluid is discussed. The velocity field and shear stress corresponding to the flow in an infinite circular cylinder are obtained by means of the Laplace and Hankel transforms. The motion is caused by the infinite cylinder which is under the action of a longitudinal time-dependent shear stress. Both solutions are obtained in the form of infinite series. Similar solutions for ordinary Maxwell and Newtonian fluids are obtained as limiting cases. Finally, the influence of the material and fractional parameters on the fluid motion is brought to light.

An important test of the quality of numerical methods developed to track the interface between two fluids is their ability to reproduce test cases or benchmarks. However, benchmark solutions are scarce and virtually nonexistent for complex geometries. We propose a simple method to generate benchmark solutions in the context of the two-layer flow problem, a classical multiphase flow problem. The solutions are obtained by considering the inverse problem of finding the required channel geometry to obtain a prescribed interface profile. This viewpoint shift transforms the problem from that of having to solve a complex differential equation to the much easier one of finding the roots of a quartic polynomial.

We propose a new primal-dual interior-point algorithm based on a new kernel function for linear optimization problems. New search directions and proximity functions are proposed based on the kernel function. We show that the new algorithm has and iteration bounds for large-update and small-update methods, respectively, which are currently the best known bounds for such methods.

We present an application of optimal control theory to a simple SIR disease model of avian influenza transmission dynamics in birds. Basic properties of the model, including the epidemic threshold, are obtained. Optimal control theory is adopted to minimize the density of infected birds subject to an appropriate system of ordinary differential equations. We conclude that an optimally controlled seasonal vaccination strategy saves more birds than when there is a low uniform vaccination rate as in resource-limited places.

We consider the optimal proportional reinsurance from an insurer’s point of view to maximize the expected utility and minimize the value at risk. Under the general premium principle, we prove the existence and uniqueness of the optimal strategies and Pareto optimal solution, and give the relationship between the optimal strategies. Furthermore, we study the optimization problem with the variance premium principle. When the total claim sizes are normally distributed, explicit expressions for the optimal strategies and Pareto optimal solution are obtained. Finally, some numerical examples are presented to show the impact of the major model parameters on the optimal results.

We interpret a boundary-value problem arising in a cell growth model as a singular Sturm–Liouville problem that involves a functional differential equation of the pantograph type. We show that the probability density function of the cell growth model corresponds to the first eigenvalue and that there is a family of rapidly decaying eigenfunctions.

Data envelopment analysis (DEA) has been proven as an excellent data-oriented efficiency analysis method for comparing decision making units (DMUs) with multiple inputs and multiple outputs. In conventional DEA, it is assumed that the status of each measure is clearly known as either input or output. However, in some situations, a performance measure can play input role for some DMUs and output role for others. Cook and Zhu [Eur. J. Oper. Res. 180 (2007) 692–699] referred to these variables as flexible measures. The paper proposes an alternative model in which each flexible measure is treated as either input or output variable to maximize the technical efficiency of the DMU under evaluation. The main focus of this paper is on the impact that the flexible measures has on the definition of the PPS and the assessment of technical efficiency. An example in UK higher education intuitions shows applicability of the proposed approach.

This paper is motivated by operating self service transport systemsthat flourish nowadays. In cities where such systems have been setup with bikes, trucks travel to maintain a suitable number of bikesper station.It is natural to study a version of the C-delivery TSP defined byChalasani and Motwani in which, unlike their definition, C is partof the input: each vertex v of a graph G=(V,E) has a certainamount xv of a commodity and wishes to have an amount equal toyv (we assume that $\sum_{v\in V}x_v=\sum_{v\in V}y_v$ and allquantities are assumed to be integers); given a vehicle of capacityC, find a minimal route that balances all vertices, that is,that allows to have an amount yv of the commodity on each vertexv.This paper presents among other things complexity results, lowerbounds, approximation algorithms, and a polynomial algorithm whenG is a tree.

We consider a system consisting of two not necessarily identicalexponential servers having a common Poisson arrival process. Uponarrival, customers inspect the first queue and join it if it isshorter than some threshold n. Otherwise, they join the secondqueue. This model was dealt with, among others, by Altman et al. [Stochastic Models 20 (2004) 149–172].We first derive an explicitexpression for the Laplace-Stieltjes transform of the distributionunderlying the arrival (renewal) process to the second queue. Second,we observe that given that the second serveris busy, the two queue lengths are independent.Third, we develop two computational schemes for thestationary distribution of the two-dimensional Markov process underlying thismodel, one with a complexity of$O(n \log\delta^{-1})$, the other with a complexity of $O(\log n\log^2\delta^{-1})$, where δ is the tolerance criterion.

This paper addresses a combinatorial optimization problem (COP), namely a variant of the (standard) matrix chain product (MCP) problem where the matrices are square and either dense (i.e. full) or lower/upper triangular. Given a matrix chain of length n, we first present a dynamic programming algorithm (DPA) adapted from the well known standard algorithm and having the same O(n 3) complexity. We then design and analyse two optimal O(n) greedy algorithms leading in general to different optimal solutions i.e. chain parenthesizations. Afterwards, we establish a comparison between these two algorithms based on the parallel computing of the matrix chain product through intra and inter-subchains coarse grain parallelism. Finally, an experimental study illustrates the theoretical parallel performances of the designed algorithms.

We present qualitative and quantitative comparisons of various analytical and numerical approximation methods for calculating a position of the early exercise boundary of American put options paying zero dividends. We analyse the asymptotic behaviour of these methods close to expiration, and introduce a new numerical scheme for computing the early exercise boundary. Our local iterative numerical scheme is based on a solution to a nonlinear integral equation. We compare numerical results obtained by the new method to those of the projected successive over-relaxation method and the analytical approximation formula recently derived by Zhu [‘A new analytical approximation formula for the optimal exercise boundary of American put options’, Int. J. Theor. Appl. Finance9 (2006) 1141–1177].

The superintegrable chiral Potts model has many resemblances to the Ising model, so it is natural to look for algebraic properties similar to those found for the Ising model by Onsager, Kaufman and Yang. The spontaneous magnetization ℳr can be written in terms of a sum over the elements of a matrix Sr. The author conjectured the form of the elements, and this conjecture has been verified by Iorgov et al. The author also conjectured in 2008 that this sum could be expressed as a determinant, and has recently evaluated the determinant to obtain the known result for ℳr. Here we prove that the sum and the determinant are indeed identical expressions. Since the order parameters of the superintegrable chiral Potts model are also those of the more general solvable chiral Potts model, this completes the algebraic calculation of ℳr for the general model.

A Chebyshev pseudo-spectral method for solving numerically linear and nonlinear fractional-order integro-differential equations of Volterra type is considered. The fractional derivative is described in the Caputo sense. The suggested method reduces these types of equations to the solution of linear or nonlinear algebraic equations. Special attention is given to study the convergence of the proposed method. Finally, some numerical examples are provided to show that this method is computationally efficient, and a comparison is made with existing results.