Vol. 56 (2014)

Published: 2014-11-02

Articles for Printed Issues

A simple closed-form formula for pricing discretely-sampled variance swaps under the heston model

Sanae Rujivan, Song-Ping Zhu

1 - 27
On turbulence modelling and the transition from laminar to turbulent flow

Larry Forbes

28 - 47
A combined adaptive control parametrization and homotopy continuation technique for the numerical solution of bangâ€“bang optimal control problems

M. A. Mehrpouya, M. Shamsi, M. Razzaghi

48 - 65
Optimal time-consistent portfolio and contribution selection for defined benefit pension schemes under meanâ€“variance criterion

Xiaoqing Liang, Lihua Bai, Junyi Guo

66 - 90
Solving a special class of multiple objective linear fractional programming problems

Said F. Tantawy

91 - 103
Adventures in invariant theory

Peter D. Jarvis, Jeremy G. Sumner

105 - 115
A combined first-order and second-order variation approach for multiplicative noise removal

Le Jiang, Jin Huang, Jun Liu, Xiao-Guang Lv

116 - 137
Feedback predictive control of nonhomogeneous Markov jump systems with nonsymmetric constraints

Yanqing Liu, Fei Liu

138 - 149
A note on steady flow into a submerged point sink

Graeme Charles Hocking, Lawrence K. Forbes, Timothy E. Stokes

150 - 159
Distributed proximal-gradient method for convex optimization with inequality constraints

Jueyou Li, Changzhi Wu, Zhiyou Wu, Qiang Long, Xiangyu Wang

160 - 178
Solving infinite-horizon optimal control problems using the Haar wavelet collocation method

Alireza Nazemi, Neda Mahmoudy

179 - 191
Large interval solution of the Emdenâ€“Fowler equation using a modified Adomian decomposition method with an integrating factor

Yinwei Lin, Tzon-Tzer Lu, Cha'o-Kuang Chen

192 - 208
A note on the stability of swirling flows with radius-dependent density with respect to infinitesimal azimuthal disturbances

Halle Dattu, Malai Subbiah

209 - 232
Travelling waves and oscillations in Sal'nikov's combustion reaction in a compressible gas.

Rhys A. Paul, Lawrence K. Forbes

233 - 247
Three-layer fluid flow over a small obstruction on the bottom of a channel

Srikumar Panda, Subash Chandra Martha, Aloknath Chakrabarti

248 - 274
Fourth-order numerical methods for the coupled Kortewegâ€“de Vries equations

Igor Korostil, Simon Clarke

275 - 285
Oblique wave scattering by a rectangular submarine trench

Rumpa Chakraborty, B. N. Mandal

286 - 298
A locally smoothing method for mathematical programs with complementarity constraints

Yu Chen, Zhong Wan

299 - 315
Kelvinâ€“Helmholtz creeping flow at the interface between two viscous fluids

Lawrence Forbes, Rhys Paul, Michael Chen, David Horsley

317 - 358
Holder-extendible European option: corrections and extensions

Pavel Shevchenko

359 - 372
A Poisson-Pareto model of Chl-a fluorescence signals in marine environments

Stephen Woodcock, Bojana Manojlovic, Mark Baird, Peter Ralph

373 - 380
Transmission of elastic waves in anisotropic nematic elastomers

S. S. Singh

381 - 396
A biological treatment of industrial wastewaters: Contois kinetics

Rubayyi Turki Alqahtani, Mark I. Nelson, Annette L. Worthy

397 - 415

Articles for Electronic Supplement

An interior point method and Sherman--Morrison formula for solving large scale convex quadratic problems with diagonal Hessians

Nadezda Sukhorukova

E1--E21
- PDF
- BibTeX
Stability analysis from fourth order evolution equation for counter-propagating gravity wave packets in the presence of wind flowing over water

Asoke Kumar Dhar, J. Mondal

E22--E49
- PDF
- BibTeX

Proceedings Computational Techniques and Applications Conference

Proceedings of the 17th Computational Techniques and Applications Conference

Jason Sharples, Judith Bunder
- HTML
On the noise-resolution duality, Heisenberg uncertainty and Shannon's information

Timur Gureyev, Frank de Hoog, Yakov Nesterets, David Paganin

C1--C15
- PDF
- BIB
Macroscale boundary conditions for a non-linear heat exchanger

Chen Chen, Anthony Roberts, Judith Bunder

C16--C31
- PDF
- BIB
Cauchy integrals for computational solutions of master equations

Shev Macnamara

C32--C51
- PDF
- BIB
Removing a mixture of Gaussian and impulsive noise using the total variation functional and split Bregman iterative method

Bishnu Prasad Lamichhane

C52--C67
- PDF
- BIB
Inexact monotone methods for solving nonlinear elliptic problems

Igor Boglaev

C68--C82
- PDF
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Subgrid parameterisations for primitive equation atmospheric models

Jorgen Segerlund Frederiksen, Martin Dix, Stacey Osbrough, Vassili Kitsios

C83--C100
- PDF
- BIB
Introduction to discrete functional analysis techniques for the numerical study of diffusion equations with irregular data

Jerome Droniou

C101--C127
- PDF
- BIB
Well-balanced computations of weak local residuals for the shallow water equations

Stephen Gwyn Roberts, Sudi Mungkasi

C128--C147
- PDF
- BIB
Reaction waves in solid fuels for adiabatic competitive exothermic reactions

Zhejun Huang, Harvinder Sidhu, Isaac Towers, Zlatko Jovanoski, Vladimir Gubernov

C148--C162
- PDF
- BIB
A coupled FEM-BEM algorithm for the inverse acoustic medium problem

Sherwin Bagheri, Stuart Collin Hawkins

C163--C178
- PDF
- BIB
Simulations of Australian extreme rainfall and circulation during the January 2011 La Nina

Jennifer Whelan, Jorgen Frederiksen

C179--C193
- PDF
- BIB
A probabilistic inverse method for volcanic ash dispersion modelling

Meelis Juma Zidikheri, R Potts, C Lucas

C194--C209
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- BIB
Applications of a finite element discretisation of thin plate splines

Linda Stals, Bishnu Lamichhane

C210--C227
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- BIB
How accurate is Beer's Law in the analysis of NIR Data?

Robert Scott Anderssen, Frank Robert de Hoog, Ian John Wesley, Alec Zwart

C228--C245
- PDF
- BIB
Convectively unstable turbulent open channel flow with stable surface stratification

Nicholas John Williamson, Michael Kirkpatrick, Steven Armfield, Stuart Norris

C246--C261
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- BIB
Solving the backward heat equation on the unit sphere

Quoc Thong Le Gia, Huy Tuan Nguyen, Thanh Tran

C262--C278
- PDF
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Trends and projections of storm formation in coupled climate models

Carsten Segerlund Frederiksen, Jorgen Segerlund Frederiksen, Janice Margaret Sisson, Stacey Lee Osbrough

C279--C295
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- BIB
Transition of a partially yielded Casson fluid from circular to helical flow

Fahad M Alharbi, John J Shepherd, Andrew J Stacey

C296--C311
- PDF
- BIB
Scattering by stochastic boundaries: hybrid low- and high-order quantification algorithms

Mahadevan Ganesh, Stuart Collin Hawkins

C312--C338
- PDF
- BIB
Robust estimation in structural equation models using Bregman and other divergences with t-centre approach to estimate the covariance matrix

Tania Prvan, Spiridon Penev

C339--C354
- PDF
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Combination technique coefficients via error splittings

Brendan Harding

C355--C368
- PDF
- BIB
A method for estimating and assessing modes of interannual variability in coupled climate models

Simon Grainger, Carsten Segerlund Frederiksen, Xiaogu Zheng

C369--C382
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- BIB
Estimating the error of a \(H^{1}\)-mixed finite element solution for the Burgers equation

Sabarina Binti Shafie, Thanh Tran

C383--C398
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- BIB
Investigating wind effects on insect migration

Zhenhua Hao, Alistair Drake, Leesa Sidhu, John Robert Taylor

C399--C415
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- BIB
Block symplectic Gram–Schmidt method

Yoichi Matsuo, Takashi Nodera

C416--C430
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- BIB
Logistic equation is a simple stochastic carrying capacity

Chad Anderson, Zlatko Jovanoski, Harvinder S Sidhu, Isaac N Towers

C431--C445
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- BIB
Implementation of parallel tridiagonal solvers for a heterogeneous computing environment

Hamish J Macintosh, David J Warne, Neil A Kelson, Jasmine E Banks, Troy W Farrell

C446--C462
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Simulation of micro-scale porous flow using Smoothed Particle Hydrodynamics

Patrick Charles Hassard, Ian Turner, Troy Farrell, Daniel Lester

C463--C480
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A compact fourth-order spatial discretisation applied to the Navier-Stokes equations

Linjing Zhou, Steven Armfield

C481--C501
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- BIB

Proceedings of the Mathematics in Industry Study Group

Proceedings of the 2014 Mathematics and Statistics in Industry Study Group

Troy Farrell, Anthony John Roberts
- HTML
Seaweed cultivation and the remediation of by-products from ethanol production: a glorious green growth

Winston Sweatman, Geoff Mercer, John Boland, Nicole Cusimano, Ava Greenwood, Kristen Harley, Peter van Heijster, Peter Kim, Joe Maisano, Mark Nelson, Graeme Pettet

M1--M29
- PDF
- BibTeX
Optimisation of the thermal and structural performance of an integrated patio door

Andy Wilkins, Adam Ellery, Nev Fowkes, Wang Jin, Andrew Macfarlane, Glen Pacholke, Ravindra Pethiyagoda, Phil Stewart, Phil Watson, Ayham Zaitouny

M30--M56
- PDF
- BibTeX
Optimising Cheese Brining Times

Steven Psaltis, J. E. F. Green, Troy Farrell, B. Lawson, J. L. Simpson

M57--M94
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- BibTeX
Transport mode identification by clustering travel time data

Shen Liu, James McGree, Gentry White, Wayne Dale

M95--M116
- PDF
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Flow of non-Newtonian fluids in open channels

Scott William McCue, Graeme C Hocking, Michael C Dallaston, Luke A Fullard, Peter R Johnston, Agus Y Gunawan, Alistair D Fitt

M117--M147
- PDF
- BibTeX