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The ANZIAM journal Pub Date : 2022-10-01 DOI: 10.1017/s144618112100047x
{"title":"INDEX","authors":"","doi":"10.1017/s144618112100047x","DOIUrl":"https://doi.org/10.1017/s144618112100047x","url":null,"abstract":"","PeriodicalId":74944,"journal":{"name":"The ANZIAM journal","volume":"38 1","pages":"406 - 407"},"PeriodicalIF":0.0,"publicationDate":"2022-10-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"76535442","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
ANZ VOLUME 64 ISSUE 4 COVER AND BACK MATTER 澳新银行64卷第4期封面和封底
The ANZIAM journal Pub Date : 2022-10-01 DOI: 10.1017/s1446181121000468
{"title":"ANZ VOLUME 64 ISSUE 4 COVER AND BACK MATTER","authors":"","doi":"10.1017/s1446181121000468","DOIUrl":"https://doi.org/10.1017/s1446181121000468","url":null,"abstract":"","PeriodicalId":74944,"journal":{"name":"The ANZIAM journal","volume":"55 1","pages":"b1 - b5"},"PeriodicalIF":0.0,"publicationDate":"2022-10-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"79025990","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
NOVEL STABILITY CONDITIONS FOR SOME GENERALIZATION OF NICHOLSON’S BLOWFLIES MODEL WITH STOCHASTIC PERTURBATIONS 随机扰动下nicholson苍蝇模型某些推广的新稳定性条件
The ANZIAM journal Pub Date : 2022-10-01 DOI: 10.1017/S1446181123000147
L. Shaikhet, Syed Abbas
{"title":"NOVEL STABILITY CONDITIONS FOR SOME GENERALIZATION OF NICHOLSON’S BLOWFLIES MODEL WITH STOCHASTIC PERTURBATIONS","authors":"L. Shaikhet, Syed Abbas","doi":"10.1017/S1446181123000147","DOIUrl":"https://doi.org/10.1017/S1446181123000147","url":null,"abstract":"Abstract We consider a generalization of the well-known nonlinear Nicholson blowflies model with stochastic perturbations. Stability in probability of the positive equilibrium of the considered equation is studied. Two types of stability conditions: delay-dependent and delay-independent conditions are obtained, using the method of Lyapunov functionals and the method of linear matrix inequalities. The obtained results are illustrated by numerical simulations by means of some examples. The results are new, and complement the existing ones.","PeriodicalId":74944,"journal":{"name":"The ANZIAM journal","volume":"19 1","pages":"394 - 405"},"PeriodicalIF":0.0,"publicationDate":"2022-10-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"89611644","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
AN IMEX-BASED APPROACH FOR THE PRICING OF EQUITY WARRANTS UNDER FRACTIONAL BROWNIAN MOTION MODELS 分数布朗运动模型下权证定价的一种基于图像的方法
The ANZIAM journal Pub Date : 2022-10-01 DOI: 10.1017/S1446181123000159
Wenting Chen, Xiaoying Jiang
{"title":"AN IMEX-BASED APPROACH FOR THE PRICING OF EQUITY WARRANTS UNDER FRACTIONAL BROWNIAN MOTION MODELS","authors":"Wenting Chen, Xiaoying Jiang","doi":"10.1017/S1446181123000159","DOIUrl":"https://doi.org/10.1017/S1446181123000159","url":null,"abstract":"Abstract In this paper, the pricing of equity warrants under a class of fractional Brownian motion models is investigated numerically. By establishing a new nonlinear partial differential equation (PDE) system governing the price in terms of the observable stock price, we solve the pricing system effectively by a robust implicit-explicit numerical method. This is fundamentally different from the documented methods, which first solve the price with respect to the firm value analytically, by assuming that the volatility of the firm is constant, and then compute the price with respect to the stock price and estimate the firm volatility numerically. It is shown that the proposed method is stable in the maximum-norm sense. Furthermore, a sharp theoretical error estimate for the current method is provided, which is also verified numerically. Numerical examples suggest that the current method is efficient and can produce results that are, overall, closer to real market prices than other existing approaches. A great advantage of the current method is that it can be extended easily to price equity warrants under other complicated models.","PeriodicalId":74944,"journal":{"name":"The ANZIAM journal","volume":"56 1","pages":"380 - 393"},"PeriodicalIF":0.0,"publicationDate":"2022-10-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"77627678","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
NUMERICAL SIMULATIONS FOR LARGELY DEFORMED BEAMS AND RINGS ADOPTING A NONTENSILE SMOOTHED PARTICLE HYDRODYNAMICS ALGORITHM 采用非拉伸光滑粒子流体力学算法的大变形梁和环的数值模拟
The ANZIAM journal Pub Date : 2022-10-01 DOI: 10.1017/S1446181123000160
T. Tran-Duc, M. Meylan, N. Thamwattana
{"title":"NUMERICAL SIMULATIONS FOR LARGELY DEFORMED BEAMS AND RINGS ADOPTING A NONTENSILE SMOOTHED PARTICLE HYDRODYNAMICS ALGORITHM","authors":"T. Tran-Duc, M. Meylan, N. Thamwattana","doi":"10.1017/S1446181123000160","DOIUrl":"https://doi.org/10.1017/S1446181123000160","url":null,"abstract":"Abstract Three typical elastic problems, including beam bending, truss extension and compression, and two-rings collision are simulated with smoothed particle hydrodynamics (SPH) using Lagrangian and Eulerian algorithms. A contact-force model for elastic collisions and equation of state for pressure arising in colliding elastic bodies are also analytically derived. Numerical validations, on using the corresponding theoretical models, are carried out for the beam bending, truss extension and compression simulations. Numerical instabilities caused by largely deformed particle configurations in finite/large elastic deformations are analysed. The numerical experiments show that the algorithms handle small deformations well, but only the Lagrangian algorithm can handle large elastic deformations. The numerical results obtained from the Lagrangian algorithm also show a good agreement with the theoretical values.","PeriodicalId":74944,"journal":{"name":"The ANZIAM journal","volume":"17 1","pages":"355 - 379"},"PeriodicalIF":0.0,"publicationDate":"2022-10-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"90893381","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
EXACT SOLUTIONS OF HYPERBOLIC REACTION-DIFFUSION EQUATIONS IN TWO DIMENSIONS 二维双曲型反应扩散方程的精确解
The ANZIAM journal Pub Date : 2022-10-01 DOI: 10.1017/S1446181123000093
Phil Broadbridge, Joanna Goard
{"title":"EXACT SOLUTIONS OF HYPERBOLIC REACTION-DIFFUSION EQUATIONS IN TWO DIMENSIONS","authors":"Phil Broadbridge, Joanna Goard","doi":"10.1017/S1446181123000093","DOIUrl":"https://doi.org/10.1017/S1446181123000093","url":null,"abstract":"Abstract Exact solutions are constructed for a class of nonlinear hyperbolic reaction-diffusion equations in two-space dimensions. Reduction of variables and subsequent solutions follow from a special nonclassical symmetry that uncovers a conditionally integrable system, equivalent to the linear Helmholtz equation. The hyperbolicity is commonly associated with a speed limit due to a delay, \u0000$tau $\u0000 , between gradients and fluxes. With lethal boundary conditions on a circular domain wherein a species population exhibits logistic growth of Fisher–KPP type with equal time lag, the critical domain size for avoidance of extinction does not depend on \u0000$tau $\u0000 . A diminishing exact solution within a circular domain is also constructed, when the reaction represents a weak Allee effect of Huxley type. For a combustion reaction of Arrhenius type, the only known exact solution that is finite but unbounded is extended to allow for a positive \u0000$tau $\u0000 .","PeriodicalId":74944,"journal":{"name":"The ANZIAM journal","volume":"64 1","pages":"338 - 354"},"PeriodicalIF":0.0,"publicationDate":"2022-10-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"85560207","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
A MODIFICATION TO THE SCHRÖDINGER EQUATION FOR BROADER BANDWIDTH GRAVITY-CAPILLARY WAVES ON DEEP WATER WITH DEPTH-UNIFORM CURRENT 深水均匀流下宽带宽重力-毛细波schrÖdinger方程的修正
The ANZIAM journal Pub Date : 2022-07-01 DOI: 10.1017/S1446181123000020
Sourav Halder, A. K. Dhar
{"title":"A MODIFICATION TO THE SCHRÖDINGER EQUATION FOR BROADER BANDWIDTH GRAVITY-CAPILLARY WAVES ON DEEP WATER WITH DEPTH-UNIFORM CURRENT","authors":"Sourav Halder, A. K. Dhar","doi":"10.1017/S1446181123000020","DOIUrl":"https://doi.org/10.1017/S1446181123000020","url":null,"abstract":"Abstract We derive a nonlinear Schrödinger equation for the propagation of the three-dimensional broader bandwidth gravity-capillary waves including the effect of depth-uniform current. In this derivation, the restriction of narrow bandwidth constraint is extended, so that this equation will be more appropriate for application to a realistic sea wave spectrum. From this equation, an instability condition is obtained and then instability regions in the perturbed wavenumber space for a uniform wave train are drawn, which are in good agreement with the exact numerical results. As it turns out, the corrections to the stability properties that occur at the fourth-order term arise from an interaction between the mean flow and the frequency-dispersion term. Since the frequency-dispersion term, in the absence of depth-uniform current, for pure capillary waves is of opposite sign for pure gravity waves, so too are the corrections to the instability properties.","PeriodicalId":74944,"journal":{"name":"The ANZIAM journal","volume":"9 1","pages":"292 - 313"},"PeriodicalIF":0.0,"publicationDate":"2022-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"87233050","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
HIGH ORDER EXPLICIT SECOND DERIVATIVE METHODS WITH STRONG STABILITY PROPERTIES BASED ON TAYLOR SERIES CONDITIONS 基于泰勒级数条件的具有强稳定性的高阶显式二阶导数方法
The ANZIAM journal Pub Date : 2022-07-01 DOI: 10.1017/S1446181122000128
A. Moradi, A. Abdi, G. Hojjati
{"title":"HIGH ORDER EXPLICIT SECOND DERIVATIVE METHODS WITH STRONG STABILITY PROPERTIES BASED ON TAYLOR SERIES CONDITIONS","authors":"A. Moradi, A. Abdi, G. Hojjati","doi":"10.1017/S1446181122000128","DOIUrl":"https://doi.org/10.1017/S1446181122000128","url":null,"abstract":"Abstract When faced with the task of solving hyperbolic partial differential equations (PDEs), high order, strong stability-preserving (SSP) time integration methods are often needed to ensure preservation of the nonlinear strong stability properties of spatial discretizations. Among such methods, SSP second derivative time-stepping schemes have been recently introduced and used for evolving hyperbolic PDEs. In previous works, coupling of forward Euler and a second derivative formulation led to sufficient conditions for a second derivative general linear method (SGLM), which preserve the strong stability properties of spatial discretizations. However, for such methods, the types of spatial discretizations that can be used are limited. In this paper, we use a formulation based on forward Euler and Taylor series conditions to extend the SSP SGLM framework. We investigate the construction of SSP second derivative diagonally implicit multistage integration methods (SDIMSIMs) as a subclass of SGLMs with order \u0000$p=r=s$\u0000 and stage order \u0000$q=p,p-1$\u0000 up to order eight, where r is the number of external stages and s is the number of internal stages of the method. Proposed methods are examined on some one-dimensional linear and nonlinear systems to verify their theoretical order, and show potential of these schemes in preserving some nonlinear stability properties such as positivity and total variation.","PeriodicalId":74944,"journal":{"name":"The ANZIAM journal","volume":"14 1","pages":"264 - 291"},"PeriodicalIF":0.0,"publicationDate":"2022-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"90363588","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 3
A COMPARISON OF EXPLICIT RUNGE–KUTTA METHODS 显式龙格-库塔方法的比较
The ANZIAM journal Pub Date : 2022-07-01 DOI: 10.1017/S1446181122000141
S. Walters, Ross J. Turner, L. Forbes
{"title":"A COMPARISON OF EXPLICIT RUNGE–KUTTA METHODS","authors":"S. Walters, Ross J. Turner, L. Forbes","doi":"10.1017/S1446181122000141","DOIUrl":"https://doi.org/10.1017/S1446181122000141","url":null,"abstract":"Abstract Recent higher-order explicit Runge–Kutta methods are compared with the classic fourth-order (RK4) method in long-term integration of both energy-conserving and lossy systems. By comparing quantity of function evaluations against accuracy for systems with and without known solutions, optimal methods are proposed. For a conservative system, we consider positional accuracy for Newtonian systems of two or three bodies and total angular momentum for a simplified Solar System model, over moderate astronomical timescales (tens of millions of years). For a nonconservative system, we investigate a relativistic two-body problem with gravitational wave emission. We find that methods of tenth and twelfth order consistently outperform lower-order methods for the systems considered here.","PeriodicalId":74944,"journal":{"name":"The ANZIAM journal","volume":"24 1","pages":"227 - 249"},"PeriodicalIF":0.0,"publicationDate":"2022-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"86524080","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
ANZ VOLUME 64 ISSUE 3 COVER AND BACK MATTER 澳新银行64卷第3期封面和封底
The ANZIAM journal Pub Date : 2022-07-01 DOI: 10.1017/s1446181121000444
{"title":"ANZ VOLUME 64 ISSUE 3 COVER AND BACK MATTER","authors":"","doi":"10.1017/s1446181121000444","DOIUrl":"https://doi.org/10.1017/s1446181121000444","url":null,"abstract":"","PeriodicalId":74944,"journal":{"name":"The ANZIAM journal","volume":"64 1","pages":"b1 - b5"},"PeriodicalIF":0.0,"publicationDate":"2022-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"85682298","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
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