▪ Abstract We consider the manner in which a container filled with viscous fluid adjusts to
changes in its rotation rate. We begin with homogeneous flows involving small departures in …

The viscous linear stability of four classes of incompressible flows inside rectangular containers
is studied numerically. In the first class the instability of flow through a rectangular duct, …

This paper proposes and develops a novel, simple, widely applicable numerical approach
for option pricing based on quadrature methods. Though in some ways similar to lattice or …

Consideration is given to the nature of the separation and subsequent reversed flow occurring
when a jet-like boundary layer on a wall encounters a concave corner of finite angle α or …

The phenomenon of Tollmien-Schlichting wave generation in a boundary layer by free-stream
turbulence is analysed theoretically by means of asymptotic solution of the Navier-Stokes …

The linear stability of compressible plane Couette flow is investigated. The appropriate
basic velocity and temperature distributions are perturbed by a small-amplitude normal-mode …

The exposition of the quadrature (QUAD) method (Andricopoulos, Widdicks, Duck, and
Newton, 2003. Universal option valuation using quadrature methods. Journal of Financial …

We present a study of the interaction of small amplitude, unsteady, freestream disturbances
with a shock wave induced by a wedge in supersonic flow. These disturbances may be …

… The aim of the present paper is to extend the ideas of Duck et al.to three-dimensional
disturbances; indeed, little three-dimensional work of this type appears to have been undertaken in …

In this paper, novel singular perturbation techniques are applied to price European, American,
and barrier options. Employment of these methods leads to a significant simplification of …