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The Journal of the Australian Mathematical Society Series B Applied Mathematics is a peer-reviewed journal published by Cambridge University Press, covering Diverse Scientific and Economic Studies, Educational Robotics and Engineering, Optimization and Variational Analysis.
| Publisher | Cambridge University Press |
|---|---|
| Reference style | Numbered Numbered — [1], [2] in the text [1] A. Smith, B. Jones, and C. Lee, A representative article title, The Journal of the Australian Mathematical Society Series B Applied Mathematics 12 (2023) 45–58.
Formats any DOI in the closest standard style — The Journal of the Australian Mathematical Society Series B Applied Mathematics has no published style definition, so this is an approximation. No sign-up. |
| Publishes research in | Diverse Scientific and Economic Studies Educational Robotics and Engineering Optimization and Variational Analysis Advanced Optimization Algorithms Research Advanced Mathematical Modeling in Engineering |
| Papers published last year | ≈49 |
| ISSN | 0334-2700 |
| h-index | 51 |
| i10-index | 285 |
| Total citations | 13,901 |
| Top institutions publishing here | The University of Adelaide |
| Journal website | journals.cambridge.org |
| You get | A submission-ready PDF and the editable LaTeX source — ready to submit. |
Abstract Equations governing modulations of weakly nonlinear water waves are described. The modulations are coupled with wave-induced mean flows except in the case of water deeper than the modulation length scale. Equations suitable for water depths of the order the modulation length scale are deduced from those derived by Davey and Stewartson [5] and Dysthe…
Abstract Recently it was shown that many results in Mathematical Programming involving convex functions actually hold for a wider class of functions, called invex . Here a simple characterization of invexity is given for both constrained and unconstrained problems. The relationship between invexity and other generalizations of convexity is illustrated. Finally, it is shown that…
Abstract A method is proposed for the numerical solution of Itô stochastic differential equations by means of a second-order Runge–Kutta iterative scheme rather than the less efficient Euler iterative scheme. It requires the Runge–Kutta iterative scheme to be applied to a different stochastic differential equation obtained by subtraction of a correction term from the given…
Abstract The sufficient optimality conditions and duality results have recently been given for the following generalised convex programming problem: where the funtion f and g satisfy for some η: X 0 × X 0 → ℝ n It is shown here that a relaxation defining the above generalised convexity leads to a new class of…
Abstract We study the numerical solution of an initial-boundary value problem for a Volterra type integro-differential equation, in which the integral operator is a convolution product of a positive-definite kernel and an elliptic partial-differential operator. The equation is discretised in space by the Galerkin finite-element method and in time by finite differences in combination with…
