The nonlinear and weakly dispersive Serre equations contain higher-order dispersive terms. These include mixed spatial and temporal derivative flux terms which are difficult to handle numerically. These terms can be replaced by an alternative combination of equivalent temporal and spatial terms, so that the Serre equations can be written in conservation law form. The water depth and new conserved quantities are evolved using a second-order finite-volume scheme. The remaining primitive variable, the depth-averaged horizontal velocity, is obtained by solving a second-order elliptic equation using simple finite differences. Using an analytical solution and simulating the dam-break problem, the proposed scheme is shown to be accurate, simple to implement and stable for a range of problems, including flows with steep gradients. It is only slightly more computationally expensive than solving the shallow water wave equations.

The finite element method can be used to provide network models of distribution problems. In the present work ‘flow ratio design’ is applied to such models to obtain approximate minima and maxima for both the primal and dual FEM models. The resulting primal MIN and dual MAX solutions are equal to or close to the exact solutions but, intriguingly, the primal MAX and dual MIN solutions are approximately equal to an intermediate saddle point solution.

The structure of space–time is examined by extending the standard Lorentz connection group to its complex covering group, operating on a 16-dimensional “spinor” frame. A Hamiltonian variation principle is used to derive the field equations for the spinor connection. The result is a complete set of field equations which allow the sources of the gravitational and electromagnetic fields, and the intrinsic spin of a particle, to appear as a manifestation of the space–time structure. A cosmological solution and a simple particle solution are examined. Further extensions to the connection group are proposed.

Explicit formulae are derived for the projected gradient vector and trial dual variables required in the application of Rosen's method [4] to the solution of a Minimum Cost Network problem.

Financial contracts with options that allow the holder to extend the contract maturity by paying an additional fixed amount have found many applications in finance. Closed-form solutions for the price of these options have appeared in the literature for the case when the contract for the underlying asset follows a geometric Brownian motion with constant interest rate, volatility and nonnegative dividend yield. In this paper, option price is derived for the case of the underlying asset that follows a geometric Brownian motion with time-dependent drift and volatility, which is more important for real life applications. The option price formulae are derived for the case of a drift that includes nonnegative or negative dividend. The latter yields a solution type that is new to the literature. A negative dividend corresponds to a negative foreign interest rate for foreign exchange options, or storage costs for commodity options. It may also appear in pricing options with transaction costs or real options, where the drift is larger than the interest rate.

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.

Newton's method is applied to an operator that satisfies stronger conditions than those of Kantorovich. Convergence and error estimates are compared in the two situations. As an application, we obtain information on the existence and uniqueness of a solution for differential and integral equations.

Sufficient conditions for the controllability of nonlinear neutral Volterra integrodifferential systems with implicit derivative are established. The results are a generalisation of the previous results, through the notions of condensing map and measure of noncompactness of a set.

It is shown that the necessary and sufficient condition for the transposition invariance of the field equations derivable from an Einstein-Kaufman variational action principle is the vanishing of xythe vector Γλ. When this condition is satisfied, the field equations become the so-called strong field equations of Einstein. In this sense, the latter can be claimed to follow from the same action principle.

Recent higher-order explicit Runge–Kutta methods are compared with the classic fourth-order (RK4) method in long-term integration of both energy-conserving and lossy systems. By comparing quantity of function evaluations against accuracy for systems with and without known solutions, optimal methods are proposed. For a conservative system, we consider positional accuracy for Newtonian systems of two or three bodies and total angular momentum for a simplified Solar System model, over moderate astronomical timescales (tens of millions of years). For a nonconservative system, we investigate a relativistic two-body problem with gravitational wave emission. We find that methods of tenth and twelfth order consistently outperform lower-order methods for the systems considered here.

The modelling of the combustion of dust suspensions leads to a nonlinear eigenvalue problem for a system of ordinary differential equations defined over an infinite interval. The equations contain a number of parameters. In this study, the shooting method is used to prove the existence of a solution. Linearisation is then used to provide an approximate solution, from which an estimate of the eigenvalue and its dependence on the given parameters can be obtained.

Thin spray-on liners (TSLs) have been found to be effective for structurally supporting the walls of mining tunnels and thus reducing the occurrence of rock bursts, an effect primarily due to the penetration of cracks by the liner. Surface tension effects are thus important. However, TSLs are also used to simply stabilize rock surfaces, for example, to prevent rock fall, and in this context crack penetration is desirable but not necessary, and the tensile and shearing strength and adhesive properties of the liner determine its effectiveness. We examine the effectiveness of nonpenetrating TSLs in a global lined tunnel and in a local rock support context. In the tunnel context, we examine the effect of the liner on the stress distribution in a tunnel subjected to a geological or mining event. We show that the liner has little effect on stresses in the surrounding rock and that tensile stresses in the rock surface are transmitted across the liner, so that failure is likely to be due to liner rupture or detachment from the surface. In the local rock support context, loose rock movements are shown to be better achieved using a liner with small Young’s modulus, but high rupture strength.

In this study, Liénard equations in their general form are treated using the Adomian decomposition method. The special structure of the Liénard equation is exploited to obtain a numerically efficient algorithm suitable for solution by a computer program.

The Hamiltonian of a conventional quantum system is Hermitian, which ensures real spectra of the Hamiltonian and unitary evolution of the system. However, real spectra are just the necessary conditions for a Hamiltonian to be Hermitian. In this paper, we discuss the metric operators for pseudo-Hermitian Hamiltonian which is similar to its adjoint. We first present some properties of the metric operators for pseudo-Hermitian Hamiltonians and obtain a sufficient and necessary condition for an invertible operator to be a metric operator for a given pseudo-Hermitian Hamiltonian. When the pseudo-Hermitian Hamiltonian has real spectra, we provide a new method such that any given metric operator can be transformed into the same positive-definite one and the new inner product with respect to the positive-definite metric operator is well defined. Finally, we illustrate the results obtained with an example.

Similarity solutions of the steady-state equation of transport for the distribution function F0 of cosmic rays in the interplanetary region are obtained by theuse of transformation groups. The solutions are derived in detail for a spherically-symmetric model of the interplanetary region with an effective radial diffusion coefficient κ = κ0(p)rb with r the heliocentric radial distance. p the particle momentum, κ0(p) an arbitary function of p, and the solar wind velocity is radial and of constant speed V. Solutions for which the similarity variable η is a function of r only are also derived; these are of particular impoartance when the F0 is specified on a boundary of given radius. Non spherically-symmetric solutions can also be obtained by group methods and examples of such solutions are listed, without derivation, for the equation of transport incorporating the effects of anisotropic diffusion (diffusion coefficient κ1 in the radial direction and κ2 normal to it). The solutions are the most extensive steady-state analytic solutions yet obtained, and contain previous analytic solutions as special cases.

Simple proofs are given of improved results of Brown and Shepp which are useful in calculations with fractal sets. A new inequality for convex functions is also obtained.

We solve the problem of finding a simultaneous matrix normal form for an element of the Lie algebra o(p, q) and the underlying indefinite inner product. The results are used to determine several classes of classical Hamiltonian dynamical systems which possess a first integral linear in the momentum variables.

In this note we present a variable order continuation method for the solution of nonlinear equations when only a poor estimate of a solution is known. The method changes continuously from one which improves the global convergence characteristics to one which attains rapid convergence to a solution and proves to be more efficient than methods previously presented in [2].

We study a nonpreemptive scheduling on two parallel identical machines with a dedicated loading server and a dedicated unloading server. Each job has to be loaded by the loading server before being processed on one of the machines and unloaded immediately by the unloading server after its processing. The loading and unloading times are both equal to one unit of time. The goal is to minimize the makespan. Since the problem is NP-hard, we apply the classical list scheduling and largest processing time heuristics, and show that they have worst-case ratios, $8/5$ and $6/5$, respectively.

A uniform approximation to the description of a linear oscillator's slow resonant transition is calculated. If the time scale of the transition is ɛ−1, the approximation contains explicitly the 0(1) and 0(ɛ½) terms, and fixes a uniform 0(ɛ) error bound.