In this paper, we present sufficient conditions for global optimality of a general nonconvex smooth minimisation model problem involving linear matrix inequality constraints with bounds on the variables. The linear matrix inequality constraints are also known as “semidefinite” constraints which arise in many applications, especially in control system analysis and design. Due to the presence of nonconvex objective functions such minimisation problems generally have many local minimisers which are not global minimisers. We develop conditions for identifying global minimisers of the model problem by first constructing a (weighted sum of squares) quadratic underestimator for the twice continuously differentiable objective function of the minimisation problem and then by characterising global minimisers of the easily tractable underestimator over the same feasible region of the original problem. We apply the results to obtain global optimality conditions for optinusation problems with discrete constraints.

It has been known for some time that the Boltzmann weights of the chiral Potts model can be parametrised in terms of hyperelliptic functions. but as yet no such parametrisation has been applied to the partition and correlation functions. Here we show that for N = 3 the function S(tp) that occurs in the recent calculation of the order parameters can he expressed quite simply in terms of such a parametrisation.

For an optimal control problem with an infinite time horizon, assuming various terminal state conditions (or none), terminal conditions for the costate are obtained when the state and costate tend to limits with a suitable convergence rate. Under similar hypotheses, the sensitivity of the optimum to small perturbations is analysed, and in particular the stability of the optimum when the infinite horizon is truncated to a large finite horizon. An infinite horizon version of Pontryagin's principle is also obtained. The results apply to various economic models.

We construct a set of functions, say, composed of a cosine function and a sigmoidal transformation γr of order r > 0. The present functions are orthonormal with respect to a proper weight function on the interval [−1, 1]. It is proven that if a function f is continuous and piecewise smooth on [−1, 1] then its series expansion based on converges uniformly to f so long as the order of the sigmoidal transformation employed is 0 < r ≤ 1. Owing to the variational feature of according to the value of r, one can expect improvement of the traditional Fourier series approximation for a function on a finite interval. Several numerical examples show the efficiency of the present series expansion in comparison with the Fourier series expansion.

We answer a few questions raised by S. Fitzpatrick concerning the representation of maximal monotone operators by convex functions. We also examine some other questions concerning this representation and other ones which have recently emerged.

We consider the following model that describes the spread of n types of epidemics which are interdependent on each other:

Our aim is to establish criteria such that the above system has one or multiple constant-sign periodic solutions (u1, u2, …, un), that is, for each 1 ≤ i ≤ n, ui, is periodic and θiui ≥ 0 where θi, ε (1, −1) is fixed. Examples are also included to illustrate the results obtained.

In this paper, Antczak's η-approximation approach is used to prove the equivalence between optima of multiobjective programming problems and the η-saddle points of the associated η-approximated vector optimisation problems. We introduce an η-Lagrange function for a constructed η-approximated vector optimisation problem and present some modified η-saddle point results. Furthermore, we construct an η-approximated Mond-Weir dual problem associated with the original dual problem of the considered multiobjective programming problem. Using duality theorems between η-approximation vector optimisation problems and their duals (that is, an η-approximated dual problem), various duality theorems are established for the original multiobjective programming problem and its original Mond-Weir dual problem.

A small gas bubble in a liquid, when driven by intense ultrasound, collapses and emits light in a process called Single-Bubble Sonoluminescence (SBSL). While the dynamics of driven bubbles are well studied, less is known of the physical conditions in the gas or whether it is necessary to include ionisation in simpler studies of bubble dynamics. In this study, a model was derived from Rayleigh-Plesset dynamics, a van der Waals equation of state and the first law of thermodynamics (including interfacial heat transfer and ionisation). Stronger model ionisation reduced the maximum collapse temperature, and altered other collapse characteristics. Chaotic parameter regions are proximal to, but not coincident with, known stable SL regions. Resonant behaviour was only markedly affected by ionisation close to these chaotic regions.

It is shown how to decompose a three-dimensional field periodic in two Cartesian coordinates into five parts, three of which are identically divergence-free and the other two orthogonal to all divergence-free fields. The three divergence-free parts coincide with the mean, poloidal and toroidal fields of Schmitt and Wahl; the present work, therefore, extends their decomposition from divergence-free fields to fields of arbitrary divergence. For the representation of known and unknown fields, each of the five subspaces is characterised by both a projection and a scalar representation. Use of Fourier components and wave coordinates reduces poloidal fields to the sum of two-dimensional poloidal fields, and toroidal fields to the sum of unidirectional toroidal fields.

In this paper, a closed-form analytical solution for pricing convertible bonds on a single underlying asset with constant dividend yield is presented. A closed-form analytical formula has apparently never been found for American-style convertible bonds (CBs) of finite maturity time although there have been quite a few approximate solutions and numerical approaches proposed. The solution presented here is written in the form of a Taylor's series expansion, which contains infinitely many terms, and thus is completely analytical and in a closed form. Although it is only for the simplest CBs without call or put features, it is nevertheless the first closed-form solution that can be utilised to discuss convertibility analytically. The solution is based on the homotopy analysis method, with which the optimal converting price has been elegantly and temporarily removed in the solution process of each order, and consequently, the solution of a linear problem can be analytically worked out at each order, resulting in a completely analytical solution for the optimal converting price and the CBs' price.

We investigate the behaviour of a reaction described by Michaelis-Menten kinetics in an immobilised enzyme reactor (IER). The IER is treated as a well-stirred flow reactor, with the restriction that bounded and unbounded enzyme species are constrained to remain within the reaction vessel. Our aim is to identify the best operating conditions for the reactor.

The cases in which an iminobilised enzyme reactor is used to either reduce pollutant emissions or to synthesise a product are considered. For the former we deduce that the reactor should be operated using low flow rates whereas for the latter high flow rates are optimal. It is also shown that periodic behaviour is impossible.

The unsteady axisymmetric withdrawal from a fluid with a free surface through a point sink is considered. Results both with and without surface tension are included and placed in context with previous work. The results indicate that there are two critical values of withdrawal rate at which the surface is drawn directly into the outlet, one after flow initiation and the other after the flow has been established. It is shown that the larger of these values corresponds to the point at which steady solutions no longer exist.

We construct games of chance from simpler games of chance. We show that it may happen that the simpler games of chance are fair or unfavourable to a player and yet the new combined game is favourable—this is a counter-intuitive phenomenon known as Parrondo's paradox. We observe that all of the games in question are random walks in periodic environments (RWPE) when viewed on the proper time scale. Consequently, we use RWPE techniques to derive conditions under which Parrondo's paradox occurs.

This paper gives explicit, applicable bounds for solutions of a wide class of third-order difference equations with nonconstant coefficients. The techniques used are readily adaptable for higher-order equations. The results extend recent work of the authors for second-order equations.

We continue our study of the adaptation from spherical to doubly periodic slot domains of the poloidal-toroidal representation of vector fields. Building on the successful construction of an orthogonal quinquepartite decomposition of doubly periodic vector fields of arbitrary divergence with integral representations for the projections of known vector fields and equivalent scalar representations for unknown vector fields (Part 1), we now present a decomposition of vector field equations into an equivalent set of scalar field equations. The Stokes equations for slow viscous incompressible fluid flow in an arbitrary force field are treated as an example, and for them the application of the decomposition uncouples the conservation of momentum equation from the conservation of mass constraint. The resulting scalar equations are then solved by elementary methods. The extension to generalised Stokes equations resulting from the application of various time discretisation schemes to the Navier-Stokes equations is also solved.

Given a pair of biorthogonal multiscaling functions, we present an algorithm for raising their approximation orders to any desired level. Precisely, let Φ(x) and (x) be a pair of biorthogonal multiscaling functions of multiplicity r, with approximation orders m and , respectively. Then for some integer s, we can construct a pair of new biorthogonal multiscaling functions Φnew(x) = [ΦT (x), φr+1 (x), φr+2(x),… φr+s(x)]T and new(x) = [ (x) T, r+1(x), r+2(x),… r+s(x)]T with approximation orders n (n > m) and ñ (ñ > ), respectively. In addition, corresponding to Φnew(x) and new(x) a biorthogonal multiwavelet pair ψnew(x) and new(x) is constructed explicitly. Finally, an example is given.

This paper studies the stability of large-scale impulsive delay differential systems and impulsive neutral systems. By developing some impulsive delay differential inequalities and a comparison principle, sufficient conditions are derived for the stability of both linear and nonlinear large-scale impulsive delay differential systems and impulsive neutral systems. Examples are given to illustrate the main results.

In this paper we prove the existence of solutions for hyperbolic hemivariational inequalities and then investigate optimal control problems for some convex cost functionals.

The results obtained by A. J. Roberts and N. Ujević in a recent paper are generalised. A number of inequalities for functions whose derivatives are either functions of bounded variation or Lipschitzian functions or R-integrable functions are derived. Also, some error estimates for the derived formulae are obtained.