We consider the boundary-value problems corresponding to the scattering of a time-harmonic acoustic plane wave by a multi-layered obstacle with a sound-soft, hard or penetrable core. Firstly, we construct in closed forms the normalized scattering amplitudes and prove the classical reciprocity and scattering theorems for these problems. These results are then used to study the spectrum of the scattering amplitude operator. The scattering cross-section is expressed in terms of the forward value of the corresponding normalized scattering amplitude. Finally, we develop a more general theory for scattering relations.

In this paper, optimal consumption and investment decisions are studied for an investor who has available a bank account and a stock whose price is a log normal diffusion. The bank pays at an interest rate r(t) for any deposit, and vice takes at a larger rate r′(t) for any loan. Optimal strategies are obtained via Hamilton-Jacobi-Bellman (HJB) equation which is derived from dynamic programming principle. For the specific HARA case, we get the optimal consumption and optimal investment explicitly, which coincides with the classical one under the condition r′(t) ≡ r(t)

We will study one-parameter families of differentiable optimal control problems given by:

Here, at given times t the inequality constraint functions are of semi-infinite nature, the objective functional may also be of max-type. For each s ∈ ℝ the problem is equivalent to a one-parameter family (Ps (t))t∈[a,b] of differentiable optimization problems. From these the consideration of generalized critical trajectories, such as a local minimum trajectory, comes into our investigation. According to a concept introduced by Hettich, Jongen and Stein in optimization, we distinguish eight types of generalized critical trajectories. Under suitable continuity, compactness and integrability assumptions, those problems, which exclusively have generalized critical points being of one of these eight types, are generic. We study normal forms and characteristic examples, locally around these trajectories.

Moreover, we indicate the related concept of structural stability of optimal control problems due to the topological behaviour of the lower level sets under small data perturbations. Finally, we discuss the numerical consequences of our investigations for pathfollowing techniques with jumps.

The linear stability properties are examined of long wavelength vortex modes in two time-periodic flows. These flows are the motion which is induced by a torsionally oscillating cylinder within a viscous fluid and, second, the flow which results from the sinusoidal heating of an infinite layer of fluid. Previous studies concerning these particular configurations have shown that they are susceptible to vortex motions and linear neutral curves have been computed for wavenumbers near their critical value. These computations become increasingly difficult for long wavelength motions and here we consider such modes using asymptotic methods. These yield simple results which are formally valid for small wavenumbers and we show that the agreement between these asymptotes and numerical solutions is good for surprisingly large wavenumbers. The two problems studied share a number of common features but also have important differences and, between them, our methods and results provide a basis which can be extended for use with other time-periodic flows.

The generalized diffusion equation with a nonlinear source term which encompasses the Fisher, Newell-Whitehead and Fitzhugh-Nagumo equations as particular forms and appears in a wide variety of physical and engineering applications has been analysed for its generalized symmetries (isovectors) via the isovector approach. This yields a new and exact solution to the generalized diffusion equation. Further applications of group theoretic techniques on the travelling wave reductions of the Fisher, Newell-Whitehead and Fitzhugh-Nagumo equations result in integrability conditions and Lie vector fields for these equations. The Lie group of transformations obtained from the exponential vector fields reduces these equations in generalized form to a standard second-order differential equation of nonlinear type, which for particular cases become the Weierstrass and Jacobi elliptic equations. A particular solution to the generalized case yields the exact solutions that have been obtained through different techniques. The group-theoretic integrability relations of the Fisher and Newell-Whitehead equations have been cross-checked through Painlevé analysis, which yields a new solution to the Fisher equation in a complex-valued function form.

We consider a free-surface flow due to a source submerged in a fluid of infinite depth. It is assumed that there is a stagnation point on the free surface just above the source. The free-surface condition is linearized around the rigid-lid solution, and the resulting equations are solved numerically by a series truncation method with a nonuniform distribution of collocation points. Solutions are presented for various values of the Froude number. It is shown that for sufficiently large values of the Froude number, there is a train of waves on the free surface. The wavelength of these waves decreases as the distance from the source increases.

Using a mixed-type Fourier transform of a general form in the case of water of infinite depth and the method of eigenfunction expansion in the case of water of finite depth, several boundary-value problems involving the propagation and scattering of time harmonic surface water waves by vertical porous walls have been fully investigated, taking into account the effect of surface tension also. Known results are recovered either directly or as particular cases of the general problems under consideration.

The quasi-linear infiltration problem of flow from a semi-infinite wetted region on a soil of finite depth above a horizontal water table is considered in the presence of linearised evaporative loss away from the region. The resulting equations are solved by the Wiener-Hopf technique in terms of certain infinite products. Expressions for the porosity and stream function are derived, and appropriately plotted throughout the layer.