In this paper, we show that there exists a critical number that stabilises the Reissner–Mindlin–Timoshenko system with frictional dissipation acting only on the equation for the transverse displacement. We identify that the Reissner–Mindlin–Timoshenko system has two speed characteristics v12 := K/ρ1 and v22 := D/ρ2 and we show that the system is exponentially stable if only if

\begin{equation*} v_{1}^{2}=v_{2}^{2}. \end{equation*}

In the general case, we prove that the system is polynomially stable with optimal decay rate. Numerical experiments using finite differences are given to confirm our analytical results. Our numerical results are qualitatively in agreement with the corresponding results from dynamical in infinite dimensional.

In this paper, we propose a new algebraic method to construct non-autonomous discrete integrable systems. The method starts from constructing generalizations of convergence acceleration algorithms related to discrete integrable systems. Then the non-autonomous version of the corresponding integrable systems are derived. The molecule solutions of the systems are also obtained. As an example of the application of the method, we propose a generalization of the multistep ϵ-algorithm, and then derive a non-autonomous discrete extended Lotka–Volterra equation. Since the convergence acceleration algorithm from the lattice Boussinesq equation is just a particular case of the multistep ϵ-algorithm, we have therefore arrived at a generalization of this algorithm. Finally, numerical experiments on the new algorithm are presented.

This paper deals with a fully-coupled thermoelastic problem, in a heterogeneous medium, arising from the metallurgical industry. The aim is to prove regularity properties of the solution with respect to space and time. Regularity in space is obtained by means of regularity properties for elliptic operators. In order to prove regularity in time, a mathematical induction technique, together with an existence and uniqueness result for this type of problems, is applied.

In this paper, a closed-form pricing formula in the form of an infinite series for European call options is derived for the Heston stochastic volatility model under a chosen martingale measure. Given that markets with the stochastic volatility are incomplete, there exists a number of equivalent martingale measures and consequently investors face a problem of making a choice of appropriate measure when they price options. The one we adopt here is the so-called minimal entropy martingale measure shown to be related to the expected utility maximization theory (Frittelli 2000 Math. Finance10(1), 39–52) and the financial rationality for choosing this measure will be further illustrated in this paper. A great advantage of our newly-derived pricing formula is that the convergence of the solution in series form can be proved theoretically; such a proof of the convergence is also complemented by some numerical examples to demonstrate the speed of convergence. To further show the validity of our formula, a comparison of prices calculated through the newly derived formula is made with those obtained directly from the Monte Carlo simulation as well as those from solving the PDE (partial differential equation) with the finite difference method.

We examine a problem in which a line sink causes a disturbance to an otherwise uniform flowing stream of infinite depth. We consider the fully non-linear problem with the inclusion of surface tension and find the maximum sink strength at which steady solutions exist for a given stream flow, before examining non-unique solutions. The addition of surface tension allows for a more thorough investigation into the characteristics of the solutions. The breakdown of steady solutions with surface tension appears to be caused by a curvature singularity as the flow rate approaches the maximum. The non-uniqueness in solutions is shown to occur for a range of parameter values in all cases with non-zero surface tension.

This work looks at the asymptotic behaviour of the solution to the Helmholtz equation in a penetrable domain of $\mathbb{R}$3 with a thin layer of thickness δ which tends to 0. We use the method of multi-scale expansion to derive and justify an asymptotic expansion of the solution with respect to the thickness δ up to any order. We then provide approximate transmission conditions of order two defined on an interface located inside the thin layer, with accuracy up to O(δ2), which allow one to take into account the influence of the thin layer.