期刊: ANZIAM JOURNAL, 2021; 63 (1)
A stochastic model predictive control (SMPC) algorithm is developed to solve the problem of three-dimensional spacecraft rendezvous and docking with u......
期刊: ANZIAM JOURNAL, 2020; 62 (2)
This paper investigates asset-liability management problems in a continuous-time economy. When the financial market consists of cointegrated risky ass......
期刊: ANZIAM JOURNAL, 2020; 62 (2)
Rumours have become part of our daily lives, and their spread has a negative impact on a variety of human affairs. Therefore, how to control the sprea......
期刊: ANZIAM JOURNAL, 2020; 62 (1)
Online retailers are increasingly adding buy-online and pick-up-in-store (BOPS) modes to order fulfilment. In this paper, we study a system of BOPS by......
期刊: ANZIAM JOURNAL, 2020; 62 (1)
This paper presents a new immersed finite volume element method for solving second-order elliptic problems with discontinuous diffusion coefficient on......
期刊: ANZIAM JOURNAL, 2019; 61 (1)
We analyse an optimal portfolio and consumption problem with stochastic factor and delay over a finite time horizon. The financial market includes a r......
期刊: ANZIAM JOURNAL, 2019; 61 (1)
We propose a new adaptive and composite Barzilai-Borwein (BB) step size by integrating the advantages of such existing step sizes. Particularly, the p......
期刊: ANZIAM JOURNAL, 2019; 61 (2)
A new linear and conservative finite difference scheme which preserves discrete mass and energy is developed for the two-dimensional Gross-Pitaevskii ......
期刊: ANZIAM JOURNAL, 2018; 59 (3)
In the theory of spontaneous combustion, identifying the critical value of the Frank-Kamenetskii parameter corresponds to solving a bifurcation point ......
期刊: ANZIAM JOURNAL, 2018; 60 (1)
We focus on the convergence rate of the alternating direction method of multipliers (ADMM) in a complex domain First, the complex form of variational ......
期刊: ANZIAM JOURNAL, 2018; 60 (2)
We study the problem of pseudostate and static output feedback stabilization for singular fractional-order linear systems with fractional order a when......
期刊: ANZIAM JOURNAL, 2018; 60 (2)
We consider the pricing of European options under a modified Black-Scholes equation having fractional derivatives in the "spatial" (price) variable. T......
期刊: ANZIAM JOURNAL, 2017; 58 (3-4)
We analyse the asymptotic behaviour of a biological system described by a stochastic competition model with n species and k resources (chemostat model......
期刊: ANZIAM JOURNAL, 2017; 58 (3-4)
We analyse a nonlinear hierarchical size-structured population model with time-dependent individual vital rates. The existence and uniqueness of nonne......
期刊: ANZIAM JOURNAL, 2017; 58 (3-4)
We investigate the approximate controllability of a size- and space-structured population model, for which the control function acts on a subdomain an......