We study two aspects of discrete-time birth-death processes, the common feature of which is the central role played by the decay parameter of the process. First, conditions for geometric ergodicity and bounds for the decay parameter are obtained. Then the existence and structure of quasi-stationary distributions are discussed. The analyses are based on the spectral representation for the n-step transition probabilities of a birth-death process developed by Karlin and McGregor.

A relationship between the fractal geometry and the analysis of recursive (divide-and-conquer) algorithms is investigated. It is shown that the dynamic structure of a recursive algorithm which might call other algorithms in a mutually recursive fashion can be geometrically captured as a fractal (self-similar) image. This fractal image is defined as the attractor of a mutually recursive function system. It then turns out that the Hausdorff-Besicovich dimension D of such an image is precisely the exponent in the time complexity of the algorithm being modelled. That is, if the Hausdorff D-dimensional measure of the image is finite then it serves as the constant of proportionality and the time complexity is of the form Θ(nD), else it implies that the time complexity is of the form Θ(nD logpn), where p is an easily determined constant.

The maximum principle for optimal control problems of stochastic systems consisting of forward and backward state variables is proved, under the assumption that the diffusion coefficient does not contain the control variable, but the control domain need not be convex.

Using Melnikov's method, the existence of chaotic behaviour in the sense of Smale in a particular time-periodically perturbed planar autonomous system of ordinary differential equations is established. Examples of planar autonomous differential systems with homoclinic orbits are provided, and an application to the dynamics of a one-dimensional anharmonic oscillator is given.

We show how a short and elementary proof can be provided for a recently-published inequality ([6], [4]) which has found a number of applications.

Differentiation of the well-known addition theorem for Legendre polynomials produces results for sums over order m of products of various derivatives of associated Legendre functions. The same method is applied to the corresponding addition theorems for vector and tensor spherical harmonics. Results are also given for Chebyshev polynomials of the second kind, corresponding to ‘spin-weighted’ associated Legendre functions, as used in studies of distributions of rotations.

The temporal instability of a developing swirling incompressible jet is considered. The jet development (in the streamwise direction) is modelled by combining a near-field and far-field approximation to the jet velocity profile into a one parameter family of basic velocity fields. The single parameter in the jet velocity field then allows us to model the radial spreading of the jet and the decay of swirl observed experimentally. Two distinct modes of instability of this model profile are found. The first is that found from a stability analysis of a fully developed swirling jet in the far field whilst the second is relevant to a “top-hat” jet with an imposed rigid body rotation. We demonstrate that the effect of azimuthal swirl is to destabilise both modes of instability. Additionally our results suggest that the near-nozzle modes of instability will dominate; indeed the growth rates of these modes are significantly larger than those found from previous studies of a fully developed jet in the far-field region.

In this paper, we use an ordinary differential equation approach to study the existence of similarity solutions for the equation u1 = Δ(uα) + θu–β in Rn × (0, ∞) where β > 0, θ ∈ [0, 1}, and n ≥ 1. This includes the slow diffusion equation when α > = 1, and the standard heat equation when α = 1, and the fast diffusion equation when 0 < α < 1. We prove that there are forward self-similar solutions for this equation with initial data of the form c|x|p, where p = 2/(α + β) if θ = 1; p ≥ 0 and 2 + (1 – α)p > 0 if θ = 0, for some positive constant c.

The eddy currents induced in a thin sheet of variable conductivity by a sinusoidally varying primary magnetic field are investigated in the low frequency limit when the depth of penetration of the primary field is much greater than the thickness of the sheet. The problem is formulated in terms of a set of integro-differential equations. The method of solution is applicable to bodies with arbitrary planar shape and the result is particularly useful in inverse problems involving bodies with conductivity inhomogeneities.