This paper is a contemporary review of quasi-Monte Carlo (QMC) methods, that is, equal-weight rules for the approximate evaluation of high-dimensional integrals over the unit cube [0,1]s. It first introduces the by-now standard setting of weighted Hilbert spaces of functions with square-integrable mixed first derivatives, and then indicates alternative settings, such as non-Hilbert spaces, that can sometimes be more suitable. Original contributions include the extension of the fast component-by-component (CBC) construction of lattice rules that achieve the optimal convergence order (a rate of almost 1/N, where N is the number of points, independently of dimension) to so-called “product and order dependent” (POD) weights, as seen in some recent applications. Although the paper has a strong focus on lattice rules, the function space settings are applicable to all QMC methods. Furthermore, the error analysis and construction of lattice rules can be adapted to polynomial lattice rules from the family of digital nets.

This paper presents a numerical investigation of plaque growth in a diseased artery using the two-way fluid–structural interaction (FSI) technique. An axis-asymmetric 45% stenosis model is used as the base model to start the plaque growth approximation. The blood is modelled as a non-Newtonian fluid described by the Casson model. The artery tissue is assumed to be a nonlinear material. The two-way FSI simulation is carried out in a way that mimics the unsteady blood flow through a diseased artery by using a pulsatile flow condition. After each flow velocity cycle, the numerical results are extracted and used to modify the stenosis geometry based upon critical wall shear stress (WSS) values and an accepted relationship between the concentration of low density lipoprotein and WSS. The simulation procedure is repeated until the growth-updated stenosis morphology reaches 79% severity. The behaviour of the flow velocity is analysed at each growth stage, together with the WSS, to determine the change of plaque morphology due to growth. The effects of WSS and pressure on the artery wall at the final stage (79% severity) of the plaque growth model are also compared with results from the authors’ previous work, to demonstrate the importance of the morphology change in plaque growth modelling.

Conformal slit maps play a fundamental theoretical role in analytic function theory and potential theory. A lesser-known fact is that they also have a key role to play in applied mathematics. This review article discusses several canonical conformal slit maps for multiply connected domains and gives explicit formulae for them in terms of a classical special function known as the Schottky–Klein prime function associated with a circular preimage domain. It is shown, by a series of examples, that these slit mapping functions can be used as basic building blocks to construct more complicated functions relevant to a variety of applied mathematical problems.

This paper studies outflow of a light fluid from a point source, starting from an initially spherical bubble. This region of light fluid is embedded in a heavy fluid, from which it is separated by a thin interface. A gravitational force directed radially inward toward the mass source is permitted. Because the light inner fluid is pushing the heavy outer fluid, the interface between them may be unstable to small perturbations, in the Rayleigh–Taylor sense. An inviscid model of this two-layer flow is presented, and a linearized solution is developed for early times. It is argued that the inviscid solution develops a point of infinite curvature at the interface within finite time, after which the solution fails to exist. A Boussinesq viscous model is then presented as a means of quantifying the precise effects of viscosity. The interface is represented as a narrow region of large density gradient. The viscous results agree well with the inviscid theory at early times, but the curvature singularity of the inviscid theory is instead replaced by jet formation in the viscous case. This may be of relevance to underwater explosions and stellar evolution.

This is a review of thin-body and slender-body theories, with indications of some new applications. Topics discussed include bodies with near-constant surface pressure, subsonic and supersonic aerodynamics, ship hydrodynamics, slender bodies in Stokes flow, slender footings in elastic media, and slender moonpools. Mathematical features of the thin- and slender-body approximations are also discussed, especially nonlocal convolution terms modelling three-dimensionality in the otherwise two-dimensional near field, end effects, and the role of the logarithm of the slenderness ratio. This review was presented by the first author as the IMA Lighthill Memorial Lecture at the British Applied Mathematics Colloquium (BAMC) 2004.

Spatial data sets can be analysed by counting the number of objects in equally sized bins. The bin counts are related to the Pólya urn process, where coloured balls (for example, white or black) are removed from the urn at random. If there are insufficient white or black balls for the prescribed number of trials, the Pólya urn process becomes untenable. In this case, we modify the Pólya urn process so that it continues to describe the removal of volume within a spatial distribution of objects. We determine when the standard formula for the variance of the standard Pólya distribution gives a good approximation to the true variance. The variance quantifies an index for assessing whether a spatial point data set is at its most randomly distributed state, called the complete spatial randomness (CSR) state. If the bin size is an order of magnitude larger than the size of the objects, then the standard formula for the CSR limit is indicative of when the CSR state has been attained. For the special case when the object size divides the bin size, the standard formula is in fact exact.

Selective withdrawal of a two-layer fluid is considered. The fluid layers are weakly compressible, miscible and viscous and therefore flow rotationally. The lower, denser fluid flows with constant velocity out through one or more drain holes in the bottom of a rectangular tank. The drain is opened impulsively and the subsequent draw-down produces waves in the interface which travel outward to the edges of the tank and are reflected back with a $18{0}^{\circ } $ change of phase. The points on the interface that have the highest absolute gradient form regions of high vorticity in the tank, enabling mixing of the fluids. An inviscid linearized interface is computed and compared to contour plots of density for the viscous solution. The two agree closely at early times in the withdrawal process, but as time increases, nonlinear and viscous effects take over. The time at which the lighter fluid starts to flow out of the tank is dependent on the number of drains, their width, and the fluid flow rate and density, and is investigated here.

Many marine ecosystems have the remarkable property that the abundance of organisms of a given body size is approximately proportional to the inverse square of that size. Size-structured models have been developed for which this “invariance-of-biomass” state is an equilibrium solution. These models are built on the coupling of predator growth to prey abundance, where prey suitability is determined by a size-based function referred to as a feeding kernel. In this paper, the local stability of the equilibrium state is investigated in a limiting case where predators only consume prey of a preferred size. In this special case, it is shown analytically that the equilibrium state is always unstable. It is concluded that some degree of diet breadth, in terms of the range of prey sizes consumed by a predator, is an essential prerequisite for the invariance-of-biomass state to be stable, as widely observed in the field.

Infecting Aedes aegypti mosquitoes with the bacteria Wolbachia has been proposed as an innovative new strategy to reduce the transmission of dengue fever. Field trials are currently being undertaken in Queensland, Australia. However, few mathematical models have been developed to consider the persistence of Wolbachia-infected mosquitoes in the wild. This paper develops a mathematical model to determine the persistence of Wolbachia-infected mosquitoes by considering the competition between Wolbachia-infected and non-Wolbachia mosquitoes. The model has four steady states that are biologically feasible: all mosquitoes dying out, only non-Wolbachia mosquitoes surviving, and two steady states where non-Wolbachia and Wolbachia-infected mosquitoes coexist. The stability of the steady states is determined with respect to the key parameters in the mosquito life cycle. A global sensitivity analysis of the model is also conducted. The results show that the persistence of Wolbachia-infected mosquitoes is dominated by the reproductive rate, death rate, maturation rate and maternal transmission. For the parameter values where Wolbachia persists, it dominates the population, and hence the introduction of Wolbachia has great potential to reduce dengue transmission.

In earlier work we have studied a method for discretization in time of a parabolic problem, which consists of representing the exact solution as an integral in the complex plane and then applying a quadrature formula to this integral. In application to a spatially semidiscrete finite-element version of the parabolic problem, at each quadrature point one then needs to solve a linear algebraic system having a positive-definite matrix with a complex shift. We study iterative methods for such systems, considering the basic and preconditioned versions of first the Richardson algorithm and then a conjugate gradient method.

We develop a computational method for solving an optimal control problem governed by a switched impulsive dynamical system with time delay. At each time instant, only one subsystem is active. We propose a computational method for solving this optimal control problem where the time spent by the state in each subsystem is treated as a new parameter. These parameters and the jump strengths of the impulses are decision parameters to be optimized. The gradient formula of the cost function is derived in terms of solving a number of delay differential equations forward in time. Based on this, the optimal control problem can be solved as an optimization problem.

We introduce a full NT-step infeasible interior-point algorithm for semidefinite optimization based on a self-regular function to provide the feasibility step and to measure proximity to the central path. The result of polynomial complexity coincides with the best known iteration bound for infeasible interior-point methods.

In this paper we study optimal control computation based on the control parameterization method for a class of optimal control problems involving nonlinear systems with multiple time delays subject to continuous state inequality constraints. Both the state and the control are allowed to have different time delays, and they are uncorrelated in this system. The control of the dynamical system is approximated by a piecewise constant function whose heights are taken as decision vectors. The formulae for computing the gradients of the cost and constraint functions are then derived. Based on this, a computational method for finding the optimal control is developed by utilizing the Sequential Quadratic Programming (SQP) algorithm with an active set strategy. The computational method is applied to an industrial problem arising in the purification process of zinc hydrometallurgy. Numerical simulation shows that the amount of zinc powder that is needed can be decreased significantly, thus avoiding wastage of resources.

We study the one-dimensional conservation law. We use a characteristic surface to define a class of functions, within which the integral version of the conservation law is solved in a simple and direct way. A simple algorithm for computing the unique solution is developed. The method uses the equal-area principle and yields the solution for any given time directly.

Temperature distributions recorded by thermocouples in a solid body (slab) subject to surface heating are used in a mathematical model of two-dimensional heat conduction. The corresponding Dirichlet problem for a holomorphic function (complex potential), involving temperature and a heat stream function, is solved in a strip. The Zhukovskii function is reconstructed through singular integrals, involving an auxiliary complex variable. The complex potential is mapped onto an auxiliary half-plane. The flow net (orthogonal isotherms and heat lines) of heat conduction is compared with the known Carslaw–Jaeger solution and shows a puzzling topology of three regimes of energy fluxes for temperature boundary conditions common in passive thermal insulation. The simplest regime is realized if cooling of a shaded zone is mild and heat flows in a slightly distorted “resistor model” flow tube. The second regime emerges when cooling is stronger and two disconnected separatrices demarcate the back-flow of heat from a relatively hot segment of the slab surface to the atmosphere through relatively cold parts of this surface. The third topological regime is characterized by a single separatrix with a critical point inside the slab, where the thermal gradient is nil. In this regime the back-suction of heat into the atmosphere is most intensive. The closed-form solutions obtained can be used in assessment of efficiency of thermal protection of buildings.

The vertical rise of a round plume of light fluid through a surrounding heavier fluid is considered. An inviscid model is analysed in which the boundary of the plume is taken to be a sharp interface. An efficient spectral method is used to solve this nonlinear free-boundary problem, and shows that the plume narrows as it rises. A generalized condition is also introduced at the boundary, and allows the ambient fluid to be entrained into the rising plume. In this case, the fluid plume first narrows then widens as it rises. These features are confirmed by an asymptotic analysis. A viscous model of the same situation is also proposed, based on a Boussinesq approximation. It qualitatively confirms the widening of the plume due to entrainment of the ambient fluid, but also shows the presence of vortex rings around the interface of the rising plume.

A theoretical investigation of the unsteady flow of a Newtonian fluid through a channel is presented using an alternative boundary condition to the standard no-slip condition, namely the Navier boundary condition, independently proposed over a hundred years ago by both Navier and Maxwell. This boundary condition contains an extra parameter called the slip length, and the most general case of a constant but different slip length on each channel wall is studied. An analytical solution for the velocity distribution through the channel is obtained via a Fourier series, and is used as a benchmark for numerical simulations performed utilizing a finite element analysis modified with a penalty method to implement the slip boundary condition. Comparison between the analytical and numerical solution shows excellent agreement for all combinations of slip lengths considered.