Vol. 63 (2021)

Published: 2021-07-30

Articles for Printed Issues

Asymptotic analysis for the mean first passage time in finite or spatially periodic 2D domains with a cluster of small traps

Sarafa Iyaniwura, Michael Ward

1--22
Slow-burning instabilities of Dufort-Frankel finite differencing

David Galloway, David J Ivers

23--38
Stochastic model predictive control for spacecraft rendezvous and docking via a distributionally robust optimization approach

Li Zuoxun, Kai Zhang

39--57
Efficient computation of coordinate-free models of flame fronts

Benjamin Akers, D. M. Ambrose

58--69
Asymmetrical cell division with exponential growth

Ali Zaidi, Bruce van Brunt

70--83
Analysis of cell transmission model for traffic flow simulation with application to network traffic

A. S. Maulana, Sri Redjeki Pudjaprasetya

84--99
A review of one-phase Hele-Shaw flows and a level-set method for nonstandard configurations

Liam C. Morrow, Timothy J. Moroney, Michael C. Dallaston, Scott W. McCue

269--307
Optimal portfolio and consumption for a Markovian regime-switching jump-diffusion process

Caibin Zhang, Zhibin Liang, Kam Chuen Yuen

308--332
A note on the axisymmetric diffusion equation

Alexander Patkowski

333--341
Interaction of a singular surface with a strong shock in the interstellar gas clouds

Jasobanta Jena, Sheena Mittal

342--358
Algorithm to construct integro splines

Renchin-Ochir Mijiddorj, Tugal Zhanlav

359--375
Ideal planar fluid flow over a submerged obstacle: Review and extension

Larry K. Forbes, Stephen J. Walters, Graeme C. Hocking

377--419
Numerical solutions to a fractional diffusion equation used in modelling dye-sensitized solar cells

Benjamin J. Maldon, Bishnu P. Lamichhane, Ngamta Thamwattana

420--433
Do poor environmental conditions drive trachoma transmission in Burundi? A mathematical modelling study

Desire Ndisabiye, Edward Waters, Russell Gore, Harvinder Sidhu

434--447
Bounds on the critical times for the Fisher-KPP equation

Marianito Rodrigo

448--468
A meshless local Galerkin integral equation method for solving a type of Darboux problems based on the radial basis functions

Pouria Assari, Fatemeh Asadi-Mehregan, Mehdi Dehghan

469--492

Special Issue for Financial Mathematics, Probability and Statistics

Option pricing under the fractional stochastic volatility model

Yuecai Han, Zheng Li, Chunyang Liu

123--142
An analytical approximation formula for the pricing of credit default swaps with regime switching

Xin-Jiang He, Sha Lin

143--162
Finite maturity American-style stock loans with regime-switching volatility

Xiaoping Lu, Endah R. M. Putri

163--177
An analytical option pricing formula for mean-reverting asset with time-dependent parameter

Piyapoom Nonsoong, Khamron Mekchay, Sanae Rujivan

178--202
Localized radial basis functions for no-arbitrage pricing of options under stochastic alpha–beta–rho dynamics

Nawdha Thakoor

203--227
Spectrally accurate option pricing under the time fractional Black-Scholes model

Geraldine Tour, Nawdha Thakoor, Désiré Yannick Tangman

228--248
On optimal thresholds for pairs trading in a one-dimensional diffusion model

Masaaki Fukasawa, Hitomi Maeda, Jun Sekine

104--122
Pricing timer options: second-order multiscale stochastic volatility asymptotics

Xuhui Wang, Sheng-Jhih Wu, Xingye Yue

249--267

Proceedings Engineering Mathematics and Applications Conference

Reconstruction of tubular structures from 2.5D point clouds: A mesophotic gorgonian coral case study

Francesco Lupi, Sonia J. Rowley, Monique Chyba, Michele Lanzetta

C1--C14
- PDF
- BIB
Understanding the factors affecting the self-heating process of compost piles: Two-dimensional analysis

Thiansiri Luangwilai, Harvinder Sidhu, Mark Nelson

C15--C29
- PDF
- BIB
An elementary expression in five variables relevant to many road accidents

Timothy Paul Hutchinson

C30--C42
- PDF
- BIB
MISG, mines and variability

Winston Sweatman, Kevin White

C43--C55
- PDF
- BIB
Modelling implicit pre-cues and collision avoidance in a driving simulator A pilot study

Ignatius McBride, Job Fransen, Stephen Woodcock, Gustavo de Andrade, Andrew Novak, José Angelo Barela, Sérgio Tosi Rodrigues

C56--C68
- PDF
- BIB
Comparing lattice Boltzmann simulations of periodic fluid flow in repeated micropore structures with longitudinal symmetry and asymmetry

Samuel Stephen, Barbara Johnston, Peter Johnston

C69--C83
- PDF
- BIB
Fitting a superposition of Ornstein–Uhlenbeck process to time series of discharge in a perennial river environment

Hidekazu Yoshioka

C84--C96
- PDF
- BIB
Analysing the stability of graphene wrinkles using variational calculus

Jabr Aljedani, Michael J. Chen, Barry J. Cox

C97--C109
- PDF
- BIB
Estimating energy savings from a train driving advice system

C110--C122
- PDF
- BIB
Connectivity aware simulated annealing kernel methods for coke microstructure generation

Edward Bissaker, Bishnu Lamichhane, David Jenkins

C123--C137
- PDF
- BIB
Local projection stabilisation for convection-diffusion-reaction equations using a biorthogonal system and adaptive refinement

Bishnu Lamichhane, Jordan Shaw-Carmody

C138–C153
- PDF
- BIB
Improving the accuracy of retrieved cardiac electrical conductivities

Abbish Kamalakkannan, Peter R. Johnston, Barbara M. Johnston

C154--C167
- PDF
- BIB
The primitive Orr–Sommerfeld equation and its solution by finite elements

Geordie Drummond McBain

C168--C181
- PDF
- BIB
Using inert hot-spots to induce ignition within industrial stockpiles

Matthew Berry, Mark Nelson, Matthew Moores, Brian Monaghan, Raymond Longbottom

C182--C194
- PDF
- BIB
Treating cancerous cells with a continuous release of virus particles

Ahmed Msmali, Mark Nelson, Fahad Al Saadi

C195--C207
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- BIB
Exploratory analysis of multivariate drill core time series measurements

Xiaomeng Gu, Andrew Metcalfe, Nigel Cook, Chris Aldrich, L. George

C208--C230
- PDF
- BIB
Biological self-heating in industrial compost piles: A modelling case study

Mark Ian Nelson, F. Hai

C208--C221
- PDF
- BIB
Investigating the effect of changing the decay coefficient in an activated sludge model

S. S. Alsaeed, M. I. Nelson, M. Edwards, A. H. Msmali

C222--C236
- PDF
- BIB
Typhoons and Tigers—flood risk in the Sundarbans

S. F.-S. Need, A. V. Metcalfe, D. J. Sen, P. K. Bhaskaran, M. F. Lambert

C237--C251
- PDF
- BIB

Proceedings of the Mathematics in Industry Study Group

Proceedings of the 2021 Mathematics in Industry Study Group

Natalie Thamwattana, Michael H. Meylan; Anthony John Roberts

M1--M5
- pdf
- BibTeX
Pneumatic Conveying

Michael Meylan, Edward Bissaker, Ognjen Orozovic, Fillipe Georgiou, Tomas Marsh, James Hill, Mark McGuinness, Winston Sweatman, Ngamta Thamwattana

M6--M32
- pdf
- BibTeX