This paper explores the dynamics of respiratory gases interactions which are accompanied by the loss of water through an insect’s spiracle. Here we investigate and analyze this interaction by deriving a system of ordinary differential equations for oxygen, carbon dioxide, and water vapor. The analysis is carried out in continuous time. The purpose of the research is to determine bounds for the gas volumes and to discuss the complexity and stability of the equilibria. Numerical simulations also demonstrate the dynamics of our model utilizing the new conditions for stability and instability.

A systematic theoretical basis is developed that optimizes an arbitrary number of variables for (i) modeling data and (ii) the determination of stationary points of a function of several variables by the optimization of an auxiliary function of a single variable deemed the most significant on physical, experimental or mathematical grounds from which all the other optimized variables may be derived. Algorithms that focus on a reduced variable set avoid problems associated with multiple minima and maxima that arise because of the large numbers of parameters. For (i), both approximate and exact methods are presented, where the single controlling variable k of all the other variables $\mathbf{P}\left(k\right)$ passes through the local stationary point of the least squares metric. For (ii), an exact theory is developed whereby the solution of the optimized function of an independent variation of all parameters coincides with that due to single parameter optimization of an auxiliary function. The implicit function theorem has to be further qualified to arrive at this result. A nontrivial real world application of the above implicit methodology to rate constant and final concentration parameter determination is made to illustrate its utility. This work is more general than the reduction schemes for conditional linear parameters since it covers the nonconditional case as well and has potentially wide applicability.

We determine the symmetry generators of some ordinary difference equations and proceeded to find the first integral and reduce the order of the difference equations. We show that, in some cases, the symmetry generator and first integral are associated via the “invariance condition.” That is, the first integral may be invariant under the symmetry of the original difference equation. When this condition is satisfied, we may proceed to double reduction of the difference equation.

This study includes the first work about the absorption of a panel absorber under the effects of microperforation, air pumping, and linear and nonlinear vibrations. In practice, thin perforated panel absorber is backed by a flexible wall to enhance the acoustic performance within the room. The panel is easily excited to vibrate nonlinearly and the wall can vibrate linearly. However, the assumptions of linear panel vibration and no wall vibration are adopted in many research works. The development of the absorption formula is based on the classical approach and the electroacoustic analogy, in which the impedances of microperforation, air pumping, and linear and nonlinear vibrations are in parallel and connected to that of the air cavity in series. Unlike those finite element, numerical integration, and multiscale solution methods and so forth, the analytic formula to calculate the absorption of a panel absorber does not require heavy computation effort and is suitable for engineering calculation purpose. The theoretical result obtained from the proposed method shows reasonable agreement with that from a previous numerical integration method. It can be concluded that the overall absorption bandwidth of a panel absorber with an appropriate configuration can be optimized and widened by making use of the positive effects of microperforation, air pumping, and panel vibration.

This study considers the spatiotemporal dynamics of a reaction-diffusion phytoplankton-zooplankton system with a double Allee effect on prey under a homogeneous boundary condition. The qualitative properties are analyzed, including the local stability of all equilibria and the global asymptotic property of the unique positive equilibrium. We also discuss the Hopf bifurcation and the steady state bifurcation of the system. These results are expected to help understand the complexity of the Allee effect and the interaction between phytoplankton and zooplankton.

We employed the Haar wavelet method to find numerical solution of the system of Fredholm integral equations (SFIEs) and the system of Volterra integral equations (SVIEs). Five test problems, for which the exact solution is known, are considered. Comparison of the results is obtained by the Haar wavelet method with the exact solution.

There are several cancers for which effective treatment has not yet been identified. Mathematical modelling can nevertheless point out to clinicians tumour invasion properties that should be targeted to mitigate these cancers. We present a travelling wave analysis of a tumour-immune interaction model with immunotherapy. We use the geometric treatment of an apt-phase space to establish the intersection between stable and unstable manifolds. We calculate the minimum wave speed and numerical simulations are performed to support the analytical results.

A new approach for generating approximate analytic solutions of transient nonlinear heat conduction problems is presented. It is based on an effective combination of Lie symmetry method, homotopy perturbation method, finite element method, and simulation based error reduction techniques. Implementation of the proposed approach is demonstrated by applying it to determine approximate analytic solutions of real life problems consisting of transient nonlinear heat conduction in semi-infinite bars made of stainless steel AISI 304 and mild steel. The results from the approximate analytical solutions and the numerical solution are compared indicating good agreement.

Stochastic cooperative predator-prey system with Beddington-DeAngelis functional response is studied. It presents an investigation of dynamic properties of the system. Our results show that there exists a unique positive solution to the system for any positive initial value, and the positive solution is stochastically bounded. Moreover, under some conditions, we analyze global asymptotic stability of the positive solutions. With small environmental noises, the stochastic system is getting more similar to the corresponding deterministic system. Neither of the species in the system will die out. Finally, simulations are carried out to conform to our result.

We present the equilibrium point bifurcation and singularity analysis of HH model with constraints. We investigate the effect of constraints and parameters on the type of equilibrium point bifurcation. HH model with constraints has more transition sets. The Matcont toolbox software environment was used for analysis of the bifurcation points in conjunction with Matlab. We also illustrate the stability of the equilibrium points.

A reaction-diffusion-advection model is proposed for the Zeya Reservoir to study interactions between algae and zooplankton, including the diffusive spread of algae and zooplankton and the sinking of algae. The model is investigated both with and without sinking. Conditions of Hopf and Turing bifurcation in the spatial domain are obtained, and conditions for differential-flow instability that gives rise to the formation of spatial patterns are derived. Using numerical simulation, the authors examine the impacts on algae of different nutrient concentrations, different sinking rates, and various diffusive spreading patterns. Finally, the models with and without sinking are compared, revealing that the sinking of algae plays an important role in the oscillations of algae and zooplankton. All these results may help to achieve a better understanding of the impact of algae in the Zeya Reservoir.

The nonlinear fin equation in cylindrical coordinates is considered. Assuming a radial variable heat transfer coefficient and temperature dependent thermal conductivity, a complete classification of these two functions is obtained via Lie symmetry analysis. Using these Lie symmetries, we carry out reduction of the fin equation and whenever possible exact solutions are obtained.

Malaria is a public health problem for more than 2 billion people globally. About 219 million cases of malaria occur worldwide and 660,000 people die, mostly (91%) in the African Region despite decades of efforts to control the disease. Although the disease is preventable, it is life-threatening and parasitically transmitted by the bite of the female Anopheles mosquito. A deterministic mathematical model with intervention strategies is developed in order to investigate the effectiveness and optimal control strategies of indoor residual spraying (IRS), insecticide treated nets (ITNs) and treatment on the transmission dynamics of malaria in Karonga District, Malawi. The effective reproduction number is analytically computed, and the existence and stability conditions of the equilibria are explored. The model does not exhibit backward bifurcation. Pontryagin’s Maximum Principle which uses both the Lagrangian and Hamiltonian principles with respect to a time dependent constant is used to derive the necessary conditions for the optimal control of the disease. Numerical simulations indicate that the prevention strategies lead to the reduction of both the mosquito population and infected human individuals. Effective treatment consolidates the prevention strategies. Thus, malaria can be eradicated in Karonga District by concurrently applying vector control via ITNs and IRS complemented with timely treatment of infected people.

We use the reproducing kernel method to solve the well-known classes of Lane-Emden-type equations. These classes of equations have the form of Lane-Emden problem. Comparing the results of the reproducing kernel method with the analytical solutions by means of some typical examples, we can affirm that the reproducing kernel method is an efficient and accurate method.

We propose the group-theoretical approach which enables one to generate solutions of equations of mathematical physics in nonhomogeneous media from solutions of the same problem in a homogeneous medium. The efficiency of this method is illustrated with examples of thermal neutron diffusion problems. Such problems appear in neutron physics and nuclear geophysics. The method is also applicable to nonstationary and nonintegrable in quadratures differential equations.

We apply the one parameter continuous group method to investigate similarity solutions of magnetohydrodynamic (MHD) heat and mass transfer flow of a steady viscous incompressible fluid over a flat plate. By using the one parameter group method, similarity transformations and corresponding similarity representations are presented. A convective boundary condition is applied instead of the usual boundary conditions of constant surface temperature or constant heat flux. In addition it is assumed that viscosity, thermal conductivity, and concentration diffusivity vary linearly. Our study indicates that a similarity solution is possible if the convective heat transfer related to the hot fluid on the lower surface of the plate is directly proportional to ${(\stackrel{-}{x})}^{-\text{1}/\text{2}}$ where $\stackrel{-}{x}$ is the distance from the leading edge of the solid surface. Numerical solutions of the ordinary differential equations are obtained by the Keller Box method for different values of the controlling parameters associated with the problem.

A delayed Lotka-Volterra predator-prey system with time delayed feedback is studied by using the theory of functional differential equation and Hassard’s method. By choosing appropriate control parameter, we investigate the existence of Hopf bifurcation. An explicit algorithm is given to determine the directions and stabilities of the bifurcating periodic solutions. We find that these control laws can be applied to control Hopf bifurcation and chaotic attractor. Finally, some numerical simulations are given to illustrate the effectiveness of the results found.

This paper analyzes the firm bond valuation and credit spread with an endogenous model for the pure default and callable default corporate bond. Regarding the stochastic instantaneous forward rates and the firm value as an infinite dimensional Poisson process, we provide some analytical results for the embedded American options and firm bond valuations.

We study the pricing of total return swap (TRS) under the contagion models with counterparty risk and the interest rate risk. We assume that interest rate follows Heath-Jarrow-Morton (HJM) forward interest rate model and obtain the Libor market interest rate. The cases where default is related to the interest rate and independent of interest rate are considered. Using the methods of change of measure and the “total hazard construction,” the joint default probabilities are obtained. Furthermore, we obtain the closed-form formulas of TRS under different contagion models, respectively.

Nonlinear behaviors of tail dependence and cross-correlation of financial time series are reproduced and investigated by stochastic voter dynamic system. The voter process is a continuous-time Markov process and is one of the interacting dynamic systems. The tail dependence of return time series for pairs of Chinese stock markets and the proposed financial models is studied by copula analysis, in an attempt to detect and illustrate the existence of relevant correlation relationships. Further, the multifractality of cross-correlations for return series is studied by multifractal detrended cross-correlation analysis, which indicates the analogous cross-correlations and some fractal characters for both actual data and simulative data and provides an intuitive evidence for market inefficiency.

A method for the approximate computation of frequency-dependent magnetic and electric matrix Green’s functions in a rectangular parallelepiped with a perfect conducting boundary is suggested in the paper. This method is based on approximation (regularization) of the Dirac delta function and its derivatives, which appear in the differential equations for magnetic and electric Green’s functions, and the Fourier series expansion meta-approach for solving the elliptic boundary value problems. The elements of approximate Green’s functions are found explicitly in the form of the Fourier series with a finite number of terms. The convergence analysis for finding the number of the terms is given. The computational experiments have confirmed the robustness of the method.

We assume that the filtration $\mathbb{F}$ is generated by a $d$-dimensional Brownian motion $W={(W_{\mathrm{1}},\dots ,W_d)}^{\prime }$ as well as an integer-valued random measure $\mu (du,dy)$. The random variable $\tilde{\tau }$ is the default time and $L$ is the default loss. Let $\mathbb{G}=\{{\mathcal{G}}_t;t\ge \mathrm{0}\}$ be the progressive enlargement of $\mathbb{F}$ by $(\tilde{\tau },L)$; that is, $\mathbb{G}$ is the smallest filtration including $\mathbb{F}$ such that $\tilde{\tau }$ is a $\mathbb{G}$-stopping time and $L$ is ${\mathcal{G}}_{\tilde{\tau }}$-measurable. We mainly consider the forward CDS with loss in the framework of stochastic interest rates whose term structures are modeled by the Heath-Jarrow-Morton approach with jumps under the general conditional density hypothesis. We describe the dynamics of the defaultable bond in $\mathbb{G}$ and the forward CDS with random loss explicitly by the BSDEs method.

In the world today, with the rapid development of modern agriculture and industry, a large quantity of pollutants enter into ecosystems one by one, which is a threat to the persistence of the exposed populations. This paper investigates a stochastic delayed competitive system with impulsive toxicant input in a polluted environment. Under a simple condition, sufficient and necessary conditions for stability in the mean and extinction of each species are established. Some recent works are improved and extended greatly. Some numerical simulations are also included to illustrate and support the findings.

An analytical strong method, the homotopy analysis method (HAM), is employed to study the mixed convective heat transfer in an incompressible steady two-dimensional viscoelastic fluid flow over a wedge in the presence of buoyancy effects. The two-dimensional boundary-layer governing partial differential equations (PDEs) are derived by the consideration of Boussinesq approximation. By the use of similarity transformation, we have obtained the ordinary differential nonlinear (ODE) forms of momentum and energy equations. The highly nonlinear forms of momentum and energy equations are solved analytically. The effects of different involved parameters such as viscoelastic parameter, Prandtl number, buoyancy parameter, and the wedge angle parameter, which is related to the exponent $m$ of the external velocity, on velocity and temperature distributions are plotted and discussed. An excellent agreement can be seen between the results and the previously published papers for $f^{\prime \prime }(0)$ and ${\theta }^{\prime }(0)$ in some of the tables and figures of the paper for velocity and temperature profiles for various values of viscoelastic parameter and Prandtl number. The effects of buoyancy parameter on the velocity and temperature distributions are completely illustrated in detail.

Different approaches to construct first integrals for ordinary differential equations and systems of ordinary differential equations are studied here. These approaches can be grouped into three categories: direct methods, Lagrangian or partial Lagrangian formulations, and characteristic (multipliers) approaches. The direct method and symmetry conditions on the first integrals correspond to first category. The Lagrangian and partial Lagrangian include three approaches: Noether’s theorem, the partial Noether approach, and the Noether approach for the equation and its adjoint as a system. The characteristic method, the multiplier approaches, and the direct construction formula approach require the integrating factors or characteristics or multipliers. The Hamiltonian version of Noether’s theorem is presented to derive first integrals. We apply these different approaches to derive the first integrals of the harmonic oscillator equation. We also study first integrals for some physical models. The first integrals for nonlinear jerk equation and the free oscillations of a two-degree-of-freedom gyroscopic system with quadratic nonlinearities are derived. Moreover, solutions via first integrals are also constructed.

Lie symmetry method is performed for the nonlinear Jaulent-Miodek equation. We will find the symmetry group and optimal systems of Lie subalgebras. The Lie invariants associated with the symmetry generators as well as the corresponding similarity reduced equations are also pointed out. And conservation laws of the J-M equation are presented with two steps: firstly, finding multipliers for computation of conservation laws and, secondly, symbolic computation of conservation laws will be applied.

Two nonstandard finite difference schemes are derived to solve the regularized long wave equation. The criteria for choosing the “best” nonstandard approximation to the nonlinear term in the regularized long wave equation come from considering the modified equation. The two “best” nonstandard numerical schemes are shown to preserve conserved quantities when compared to an implicit scheme in which the nonlinear term is approximated in the usual way. Comparisons to the single solitary wave solution show significantly better results, measured in the $L_2$ and $L_{\infty }$ norms, when compared to results obtained using a Petrov-Galerkin finite element method and a splitted quadratic B-spline collocation method. The growth in the error when simulating the single solitary wave solution using the two “best” nonstandard numerical schemes is shown to be linear implying the nonstandard finite difference schemes are conservative. The formation of an undular bore for both steep and shallow initial profiles is captured without the formation of numerical instabilities.

We formulate a three-dimensional deterministic model of amphibian larvae population to investigate the cause of extinction due to the infectious disease. The larvae population of the model is subdivided into two classes, exposed and unexposed, depending on their vulnerability to disease. Reproduction ratio ${ℛ}_0$ has been calculated and we have shown that if , the whole population will be extinct. For the case of ${ℛ}_0>1$, we discussed different scenarios under which an infected population can survive or be eliminated using stability and persistence analysis. Finally, we also used Hopf bifurcation analysis to study the stability of periodic solutions.

We study the pricing problem for convertible bonds via backward stochastic differential equations (BSDEs). By virtue of reflected BSDEs and Malliavin derivatives, we establish the formulae for the fair price of convertible bonds and the hedging portfolio strategy explicitly. We also obtain the optimal conversion time when there is no dividends-paying for underlying common stocks. Furthermore, we consider the case that the loan rate is higher than riskless interest rate in a financial market, and conclude that it does not affect the price of convertible bonds actually. To illustrate our results, some numerical simulations are given and discussed at last.

A reaction-diffusion cancer network regulated by microRNA is considered in this paper. We study the asymptotic behavior of solution and show the existence of global uniformly bounded solution to the system in a bounded domain $\mathrm{\Omega }\subset R^n$. Some estimates and asymptotic compactness of the solutions are proved. As a result, we establish the existence of the global attractor in $L^2(\mathrm{\Omega })\times L^2(\mathrm{\Omega })$ and prove that the solution converges to stable steady states. These results can help to understand the dynamical character of cancer network and propose a new insight to study the mechanism of cancer. In the end, the numerical simulation shows that the analytical results agree with numerical simulation.

We carry out group classification of a general bond-option pricing equation. We show that the equation admits a three-dimensional equivalence Lie algebra. We also show that some of the values of the constants which result from group classification give us well-known models in mathematics of finance such as Black-Scholes, Vasicek, and Cox-Ingersoll-Ross. For all such values of these arbitrary constants we obtain Lie point symmetries. Symmetry reductions are then obtained and group invariant solutions are constructed for some cases.

We consider a steady state problem for heat transfer in fins of various geometries, namely, rectangular, radial, and spherical. The nonlinear steady state problem is linearizable provided that the thermal conductivity is the differential consequence of the term involving the heat transfer coefficient. As such, one is able to construct exact solutions. On the other hand, we employ the Lie point symmetry methods when the problem is not linearizable. Some interesting results are obtained and analyzed. The effects of the parameters such as thermogeometric fin parameter and the exponent on temperature are studied. Furthermore, fin efficiency and heat flux along the fin length of a spherical geometry are also studied.

A delay differential system is investigated based on a previously proposed nutrient-phytoplankton model. The time delay is regarded as a bifurcation parameter. Our aim is to determine how the time delay affects the system. First, we study the existence and local stability of two equilibria using the characteristic equation and identify the condition where a Hopf bifurcation can occur. Second, the formulae that determine the direction of the Hopf bifurcation and the stability of periodic solutions are obtained using the normal form and the center manifold theory. Furthermore, our main results are illustrated using numerical simulations.