If A is a nonsingular matrix such that its inverse is a stochastic matrix, the classic Brouwer fixed point theorem implies that the matrix equation AXA = XAX has a nontrivial solution. An explicit expression of this nontrivial solution is found via the mean ergodic theorem, and fixed point iteration is considered to find a nontrivial solution.

An edge-weighting problem of a graph G is an assignment of an integer weight to each edge e. Based on an edge-weighting problem, several types of vertex-coloring problems are put forward. A simple observation illuminates that the edge-weighting problem has a close relationship with special factors of the graphs. In this paper, we generalise several earlier results on the existence of factors with pre-specified degrees and hence investigate the edge-weighting problem — and in particular, we prove that every 4-colorable graph admits a vertex-coloring 4-edge-weighting.

In this paper we envisage building Probabilistic Boolean Networks (PBNs) from a prescribed stationary distribution. This is an inverse problem of huge size that can be subdivided into two parts — viz. (i) construction of a transition probability matrix from a given stationary distribution (Problem ST), and (ii) construction of a PBN from a given transition probability matrix (Problem TP). A generalized entropy approach has been proposed for Problem ST and a maximum entropy rate approach for Problem TP respectively. Here we propose to improve both methods, by considering a new objective function based on the entropy rate with an additional term of La-norm that can help in getting a sparse solution. A sparse solution is useful in identifying the major component Boolean networks (BNs) from the constructed PBN. These major BNs can simplify the identification of the network structure and the design of control policy, and neglecting non-major BNs does not change the dynamics of the constructed PBN to a large extent. Numerical experiments indicate that our new objective function is effective in finding a better sparse solution.

This article discusses key characteristics of a semi-adaptive finite difference method for solving singular degenerate reaction-diffusion equations. Numerical stability, monotonicity, and convergence are investigated. Numerical experiments illustrate the discussion. The study reconfirms and improves several of our earlier results.

A new generalised Hadjidimos preconditioner and preconditioned generalised AOR method for the solution of the linear complementarity problem are presented. The convergence and convergence rate of the new method are analysed, and numerical experiments demonstrate that it is efficient.

An infinite Bernoulli-Euler beam (representing the “combined rail” consisting of the rail and longitudinal sleeper) mounted on periodic flexible point supports (representing the railpads) has already proven to be a suitable mathematical model for the floating ladder track (FLT), to define its natural vibrations and its forced response due to a moving load. Adopting deliberately conservative parameters for the existing FLT design, we present further results for the response to a steadily (uniformly) moving load when the periodic supports are assumed to be elastic, and then introduce the mass and viscous damping of the periodic supports. Typical support damping significantly moderates the resulting steady deflexion at any load speed, and in particular substantially reduces the magnitude of the resonant response at the critical speed. The linear mathematical analysis is then extended to include the inertia of the load that otherwise moves uniformly along the beam, generating overstability at supercritical speeds – i.e. at load speeds notably above the critical speed predicted for the resonant response when the load inertia is neglected. Neither the resonance nor the overstability should prevent the safe implementation of the FLT design in modern high speed rail systems.

The GMRES(m) method proposed by Saad and Schultz is one of the most successful Krylov subspace methods for solving nonsymmetric linear systems. In this paper, we investigate how to update the initial guess to make it converge faster, and in particular propose an efficient variant of the method that exploits an unfixed update. The mathematical background of the unfixed update variant is based on the error equations, and its potential for efficient convergence is explored in some numerical experiments.

Nonlinear eigenvalue problems for fluxons in long Josephson junctions with exponentially varying width are treated. Appropriate algorithms are created and realized numerically. The results obtained concern the stability of the fluxons, the centering both magnetic field and current for the magnetic flux quanta in the Josephson junction as well as the ascertaining of the impact of the geometric and physical parameters on these quantities. Each static solution of the nonlinear boundary-value problem is identified as stable or unstable in dependence on the eigenvalues of associated Sturm-Liouville problem. The above compound problem is linearized and solved by using of the reliable Continuous analogue of Newton method.

We compare spectral and wavelet estimators of the response amplitude operator (RAO) of a linear system, with various input signals and added noise scenarios. The comparison is based on a model of a heaving buoy wave energy device (HBWED), which oscillates vertically as a single mode of vibration linear system. HBWEDs and other single degree of freedom wave energy devices such as oscillating wave surge convertors (OWSC) are currently deployed in the ocean, making such devices important systems to both model and analyse in some detail. The results of the comparison relate to any linear system. It was found that the wavelet estimator of the RAO offers no advantage over the spectral estimators if both input and response time series data are noise free and long time series are available. If there is noise on only the response time series, only the wavelet estimator or the spectral estimator that uses the cross-spectrum of the input and response signals in the numerator should be used. For the case of noise on only the input time series, only the spectral estimator that uses the cross-spectrum in the denominator gives a sensible estimate of the RAO. If both the input and response signals are corrupted with noise, a modification to both the input and response spectrum estimates can provide a good estimator of the RAO. A combination of wavelet and spectral methods is introduced as an alternative RAO estimator. The conclusions apply for autoregressive emulators of sea surface elevation, impulse, and pseudorandom binary sequences (PRBS) inputs. However, a wavelet estimator is needed in the special case of a chirp input where the signal has a continuously varying frequency.

This article analyses temperature data for Seoul based on a well defined daily average temperature (DAT) derived from records dating from 1954 to 2009, and considers related weather derivatives using a previous methodology. The temperature data exhibit some quite distinctive features, compared to other cities that have been considered before. Thus Seoul has: (i) four clear seasons; (ii) a significant seasonal range, with high temperature and humidity in the summer but low temperature and very dry weather in winter; and (iii) cycles of three cold days and four warmer days in winter. Due to these characteristics, seasonal variance and oscillation in Seoul is more apparent in winter and less evident in summer than in the other cities. We construct a deterministic model for the average temperature and then simulate future weather patterns, before pricing various weather derivative options and calculating the market price of risk (MPR).

A Raviart-Thomas mixed finite element discretization for general bilinear optimal control problems is discussed. The state and co-state are approximated by lowest order Raviart-Thomas mixed finite element spaces, and the control is discretized by piecewise constant functions. A posteriori error estimates are derived for both the coupled state and the control solutions, and the error estimators can be used to construct more efficient adaptive finite element approximations for bilinear optimal control problems. An adaptive algorithm to guide the mesh refinement is also provided. Finally, we present a numerical example to demonstrate our theoretical results.

This paper discusses the development of an invariant finite difference scheme to simulate the microphase separation of copolymers in one-dimensional thin liquid films. The film phenomena are modelled using two-phase shallow water equations and the Ohta-Kawasaki potential, which governs the phase separation of the copolymer. Non-positive volume fractions and spurious oscillations are eventually eliminated, in simulating the one-dimensional phase separation lamellar pattern.

An inverse geometric problem for two-dimensional Helmholtz-type equations arising in corrosion detection is considered. This problem involves determining an unknown corroded portion of the boundary of a two-dimensional domain and possibly its surface heat transfer (impedance) Robin coefficient from one or two pairs of boundary Cauchy data (boundary temperature and heat flux), and is solved numerically using the meshless method of fundamental solutions. A nonlinear unconstrained minimisation of the objective function is regularised when noise is added into the input boundary data. The stability of the numerical results is investigated for several test examples, with respect to noise in the input data and various values of the regularisation parameters.

A minimal model for predator-prey interaction in a composite environment is presented and analysed. We first consider free migrations between two patches for both interacting populations, and then the particular cases where only one-directional migration is allowed and where only one of the two populations can migrate. Our findings indicate that in all cases the ecosystem can never disappear entirely, under the model assumptions. The predator-free equilibrium and the coexistence of all populations are found to be the only feasible stable equilibria. When there are only one-directional migrations, the abandoned patch cannot be repopulated. Other equilibria then arise, with only prey in the second patch, coexistence in the second patch, or prey in both patches but predators only in the second one. For the case of sedentary prey, with predator migration, the prey cannot thrive alone in either of the two environments. However, predators can survive in a prey-free patch due to their ability to migrate into the other patch, provided prey is present there. If only the prey can migrate, the predators may be eliminated from one patch or from both. In the first case, the patch where there are no predators acts as a refuge for the survival of the prey.

This paper considers the effect of a hard-wall beach on the downstream side of submerged parallel bars in a breakwater. In previous research, it was assumed that the beach can absorb all of the transmitted wave energy, when an optimal dimension for a submerged parallel bar is obtained and the wave amplitude is reduced as more bars are installed. However, for a hard-wall beach there are waves reflected from the beach that change the long-term wave interaction. We adopt the linear shallow water equations in Riemann invariant form and use the method of characteristics, in a procedure applicable to various formations of submerged rectangular bars. The distance from the parallel bar (or bars) to the beach determines the phase differences between right running waves in the beach basin and whether they superpose destructively or constructively before hitting the beach, to define the safest and the most dangerous cases. Our numerical calculations for one bar, two bars and for periodic rectangular bars confirm the analytical formulae obtained.

The alternating direction method of multipliers (ADMM) is applied to a constrained linear least-squares problem, where the objective function is a sum of two least-squares terms and there are box constraints. The original problem is decomposed into two easier least-squares subproblems at each iteration, and to speed up the inner iteration we linearize the relevant subproblem whenever it has no known closed-form solution. We prove the convergence of the resulting algorithm, and apply it to solve some image deblurring problems. Its efficiency is demonstrated, in comparison with Newton-type methods.

Borda's mouthpiece consists of a long straight tube projecting into a large vessel, where fluid enters the tube in a free surface flow that tends to become uniform far downstream in the tube. A two-dimensional approximation to this flow under gravity in the upper part of the tube leads to an evaluation of the contraction coefficient, the ratio of the constant depth of the uniform flow to the width of the tube. The analysis also applies to flow under gravity past a sluice gate, if the semi-infinite wall above the channel is rotated to the vertical. The contraction coefficient depends upon the Froude number F, and is generally less than the zero gravity value of 1/2 that is approached as F → ∞.

This paper discusses a new fourth-order compact off-step discretization for the solution of a system of two-dimensional nonlinear elliptic partial differential equations subject to Dirichlet boundary conditions. New methods to obtain the fourth-order accurate numerical solution of the first order normal derivatives of the solution are also derived. In all cases, we use only nine grid points to compute the solution. The proposed methods are directly applicable to singular problems and problems in polar coordinates, which is a main attraction. The convergence analysis of the derived method is discussed in detail. Several physical problems are solved to demonstrate the usefulness of the proposed methods.

The generalized Polynomial Chaos (gPC) method is one of the most widely used numerical methods for solving stochastic differential equations. Recently, attempts have been made to extend the the gPC to solve hyperbolic stochastic partial differential equations (SPDE). The convergence rate of the gPC depends on the regularity of the solution. It is shown that the characteristics technique can be used to derive general conditions for regularity of linear hyperbolic PDE, in a detailed case study of a linear wave equation with a random variable coefficient and random initial and boundary data.

Most image segmentation techniques efficiently segment images with prominent edges, but are less efficient for some images with low frequencies and overlapping regions of homogeneous intensities. A recently proposed selective segmentation model often works well, but not for such challenging images. In this paper, we introduce a new model using the coefficient of variation as a fidelity term, and our test results show it performs much better in these challenging cases.