Authors:LLOYD N. TREFETHEN Pages: 1 - 26 Abstract: At the ANZIAM conference in Hobart in February 2018, there were several talks on the solution of Laplace problems in multiply connected domains by means of conformal mapping. It appears to be not widely known that such problems can also be solved by the elementary method of series expansions with coefficients determined by least-squares fitting on the boundary. (These are not convergent series; the coefficients depend on the degree of the approximation.) Here we give a tutorial introduction to this method, which converges at an exponential rate if the boundary data are sufficiently well-behaved. The mathematical foundations go back to Runge in 1885 and Walsh in 1929. One of our examples involves an approximate Cantor set with up to 2048 components. PubDate: 2018-07-01T00:00:00.000Z DOI: 10.1017/S1446181118000093 Issue No:Vol. 60, No. 1 (2018)

Authors:SERENA DIPIERRO; LUCA LOMBARDINI, PIETRO MIRAGLIO, ENRICO VALDINOCI Pages: 27 - 54 Abstract: Penguins are flightless, so they are forced to walk while on land. In particular, they show rather specific behaviours in their homecoming, which are interesting to observe and to describe analytically. We observed that penguins have the tendency to waddle back and forth on the shore to create a sufficiently large group, and then walk home compactly together. The mathematical framework that we introduce describes this phenomenon, by taking into account “natural parameters”, such as the eyesight of the penguins and their cruising speed. The model that we propose favours the formation of conglomerates of penguins that gather together, but, on the other hand, it also allows the possibility of isolated and exposed individuals.The model that we propose is based on a set of ordinary differential equations. Due to the discontinuous behaviour of the speed of the penguins, the mathematical treatment (to get existence and uniqueness of the solution) is based on a “stop-and-go” procedure. We use this setting to provide rigorous examples in which at least some penguins manage to safely return home (there are also cases in which some penguins remain isolated). To facilitate the intuition of the model, we also present some simple numerical simulations that can be compared with the actual movement of the penguin parade. PubDate: 2018-07-01T00:00:00.000Z DOI: 10.1017/S1446181118000147 Issue No:Vol. 60, No. 1 (2018)

Authors:J. FALLETTA; S. WOODCOCK Pages: 55 - 64 Abstract: Recent years have seen a large increase in the popularity of Texas hold ’em poker. It is now the most commonly played variant of the game, both in casinos and through online platforms. In this paper, we present a simulation study for games of Texas hold ’em with between two and 23 players. From these simulations, we estimate the probabilities of each player having been dealt the winning hand. These probabilities are calculated conditional on both partial information (that is, the player only having knowledge of his/her cards) and also on fuller information (that is, the true probabilities of each player winning given knowledge of the cards dealt to each player). Where possible, our estimates are compared to exact analytic results and are shown to have converged to three significant figures.With these results, we assess the poker strategies described in two recent pieces of popular culture. In comparing the ideas expressed in Taylor Swift’s song, New Romantics, and the betting patterns employed by James Bond in the 2006 film, Casino Royale, we conclude that Ms Swift demonstrates a greater understanding of the true probabilities of winning a game of Texas hold ’em poker. PubDate: 2018-07-01T00:00:00.000Z DOI: 10.1017/S1446181118000159 Issue No:Vol. 60, No. 1 (2018)

Authors:R. MALLIER; J. GOARD Pages: 65 - 85 Abstract: We use an integral equation formulation approach to value shout options, which are exotic options giving an investor the ability to “shout” and lock in profits while retaining the right to benefit from potentially favourable movements in the underlying asset price. Mathematically, the valuation is a free boundary problem involving an optimal exercise boundary which marks the region between shouting and not shouting. We also find the behaviour of the optimal exercise boundary for one- and two-shout options close to expiry. PubDate: 2018-07-01T00:00:00.000Z DOI: 10.1017/S1446181118000160 Issue No:Vol. 60, No. 1 (2018)

Authors:C. E. ATHANASIADIS; E. S. ATHANASIADOU, S. DIMITROULA Pages: 86 - 94 Abstract: We analyse a scattering problem of electromagnetic waves by a bounded chiral conductive obstacle, which is surrounded by a dielectric, via the quasi-stationary approximation for the Maxwell equations. We prove the reciprocity relations for incident plane and spherical electric waves upon the scatterer. Mixed reciprocity relations have also been proved for a plane wave and a spherical wave. In the case of spherical waves, the point sources are located either inside or outside the scatterer. These relations are used to study the inverse scattering problems. PubDate: 2018-07-01T00:00:00.000Z DOI: 10.1017/S144618111800007X Issue No:Vol. 60, No. 1 (2018)

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+++++CONVERGENCE+RATE+OF+THE+ALTERNATING+DIRECTION+METHOD+OF+MULTIPLIERS+IN+A+COMPLEX DOMAIN&rft.title=ANZIAM+Journal&rft.issn=1446-1811&rft.date=2018&rft.volume=60&rft.spage=95&rft.epage=117&rft.aulast=LI&rft.aufirst=L.&rft.au=L.+LI&rft.au=G.+Q.+WANG,+J.+L.+ZHANG&rft_id=info:doi/10.1017/S1446181118000184">ON THE $O(1/K)$ CONVERGENCE RATE OF THE ALTERNATING DIRECTION METHOD OF MULTIPLIERS IN A COMPLEX DOMAIN

Authors:L. LI; G. Q. WANG, J. L. ZHANG Pages: 95 - 117 Abstract: We focus on the convergence rate of the alternating direction method of multipliers (ADMM) in a complex domain. First, the complex form of variational inequality (VI) is established by using the Wirtinger calculus technique. Second, the $O(1/K)$ convergence rate of the ADMM in a complex domain is provided. Third, the ADMM in a complex domain is applied to the least absolute shrinkage and selectionator operator (LASSO). Finally, numerical simulations are provided to show that ADMM in a complex domain has the $O(1/K)$ convergence rate and that it has certain advantages compared with the ADMM in a real domain. PubDate: 2018-07-01T00:00:00.000Z DOI: 10.1017/S1446181118000184 Issue No:Vol. 60, No. 1 (2018)

Authors:SUMANA KUNDU; SUMA DEBSARMA, K. P. DAS Pages: 118 - 136 Abstract: The effect of uniform wind flow on modulational instability of two crossing waves is studied here. This is an extension of an earlier work to the case of a finite-depth water body. Evolution equations are obtained as a set of three coupled nonlinear equations correct up to third order in wave steepness. Figures presented in this paper display the variation in the growth rate of instability of a pair of obliquely interacting uniform wave trains with respect to the changes in the air-flow velocity, depth of water medium and the angle between the directions of propagation of the two wave packets. We observe that the growth rate of instability increases with the increase in the wind velocity and the depth of water medium. It also increases with the decrease in the angle of interaction of the two wave systems. PubDate: 2018-07-01T00:00:00.000Z DOI: 10.1017/S1446181118000172 Issue No:Vol. 60, No. 1 (2018)