Prof David Abrahams - publications

2010

• Green R, Fusai G, Abrahams I. THE WIENER-HOPF TECHNIQUE AND DISCRETELY MONITORED PATH-DEPENDENT OPTION PRICING. MATHEMATICAL FINANCE. 2010 April; 20(2): 259-288. eScholarID:107892 | DOI:10.1111/j.1467-9965.2010.00397.x
• Parnell W, Abrahams I, Brazier-Smith P. Effective Properties of a Composite Half-Space: Exploring the Relationship Between Homogenization and Multiple-Scattering Theories. QUARTERLY JOURNAL OF MECHANICS AND APPLIED MATHEMATICS. 2010 May; 63(2): 145-175. eScholarID:107891 | DOI:10.1093/qjmam/hbq002
• Parnell W, Abrahams I. Multiple point scattering to determine the effective wavenumber and effective material properties of an inhomogeneous slab. WAVES IN RANDOM AND COMPLEX MEDIA. 2010; 20(4): 678-701. eScholarID:107979 | DOI:10.1080/17455030.2010.510858

2009

• Perrey-Debain E, Abrahams I. A GENERAL ASYMPTOTIC EXPANSION FORMULA FOR INTEGRALS INVOLVING HIGH-ORDER ORTHOGONAL POLYNOMIALS. SIAM JOURNAL ON SCIENTIFIC COMPUTING. 2009; 31(5): 3884-3904. eScholarID:107890 | DOI:10.1137/080736740

2008

• Abrahams I, Davis A, Smith S. Matrix Wiener-Hopf approximation for a partially clamped plate. QUARTERLY JOURNAL OF MECHANICS AND APPLIED MATHEMATICS. 2008 May; 61: 241-265. eScholarID:107886 | DOI:10.1093/qjmam/hbn004
• Harter R, Simon M, Abrahams I. The effect of surface tension on localized free-surface oscillations about surface-piercing bodies. PROCEEDINGS OF THE ROYAL SOCIETY A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES. 2008 November; 464(2099): 3039-3054. eScholarID:107884 | DOI:10.1098/rspa.2008.0059
• Parnell W, Abrahams I. A new integral equation approach to elastodynamic homogenization. PROCEEDINGS OF THE ROYAL SOCIETY A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES. 2008 June; 464(2094): 1461-1482. eScholarID:107887 | DOI:10.1098/rspa.2007.0254
• Parnell W, Abrahams I. Homogenization for wave propagation in periodic fibre-reinforced media with complex microstructure. I - Theory. JOURNAL OF THE MECHANICS AND PHYSICS OF SOLIDS. 2008 July; 56(7): 2521-2540. eScholarID:107885 | DOI:10.1016/j.jmps.2008.02.003
• Perrey-Debain E, Abrahams I, Love J. A continuous model for mode mixing in graded-index multimode fibres with random imperfections. PROCEEDINGS OF THE ROYAL SOCIETY A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES. 2008 April; 464(2092): 987-1007. eScholarID:107888 | DOI:10.1098/rspa.2007.0023

2007

• Parnell, W.J. & Abrahams, I.D. Multiple Scattering in Periodic and Random Media: An Overview. Proceedings of the 4th Conference of the Groupement de Recherche (GDR 2501). 2007: -. eScholarID:67871
• Abrahams I, Davis A, Smith S. Asymmetric channel divider in Stokes flow. SIAM JOURNAL ON APPLIED MATHEMATICS. 2007; 68(5): 1439-1463. eScholarID:107875 | DOI:10.1137/070703211
• Erbas B, Abrahams I. Scattering of sound waves by an infinite grating composed of rigid plates. WAVE MOTION. 2007 March; 44(4): 282-303. eScholarID:107882 | DOI:10.1016/j.wavemoti.2006.11.001
• Green R, Abrahams I, Fusai G. Pricing financial claims contingent upon an underlying asset monitored at discrete times. JOURNAL OF ENGINEERING MATHEMATICS. 2007 December; 59(4): 373-384. eScholarID:107879 | DOI:10.1007/s10665-007-9176-0
• Harter R, Abrahams I, Simon M. The effect of surface tension on trapped modes in water-wave problems. PROCEEDINGS OF THE ROYAL SOCIETY A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES. 2007 December; 463(2088): 3131-3149. eScholarID:107877 | DOI:10.1098/rspa.2007.0063
• Lawrie J, Abrahams I. A brief historical perspective of the Wiener-Hopf technique. JOURNAL OF ENGINEERING MATHEMATICS. 2007 December; 59(4): 351-358. eScholarID:107878 | DOI:10.1007/s10665-007-9195-x
• Norris A, Abrahams I. A multiple-scales approach to crack-front waves. JOURNAL OF ENGINEERING MATHEMATICS. 2007 December; 59(4): 399-417. eScholarID:107880 | DOI:10.1007/s10665-007-9173-3
• Perrey-Debain E, Abrahams I. A diffusion analysis approach to te mode propagation in randomly perturbed optical waveguides. SIAM JOURNAL ON APPLIED MATHEMATICS. 2007; 68(2): 523-543. eScholarID:107876 | DOI:10.1137/060673874
• Thompson I, Abrahams I. Diffraction of flexural waves by cracks in orthotropic thin elastic plates. Part II. Far field analysis. PROCEEDINGS OF THE ROYAL SOCIETY A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES. 2007 June; 463(2082): 1615-1638. eScholarID:107881 | DOI:10.1098/rspa.2007.1837
• Veitch B, Abrahams I. On the commutative factorization of n x n matrix Wiener-Hopf kernels with distinct eigenvalues. PROCEEDINGS OF THE ROYAL SOCIETY A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES. 2007 February; 463(2078): 613-639. eScholarID:107883 | DOI:10.1098/rspa.2006.1780

2006

• Fusai G, Abrahams I, Sgarra C. An exact analytical solution for discrete barrier options. FINANCE AND STOCHASTICS. 2006 January; 10(1): 1-26. eScholarID:107874 | DOI:10.1007/s00780-005-0170-y
• Owen G, Abrahams I. Elastic wave radiation from a high frequency finite-length transducer. JOURNAL OF SOUND AND VIBRATION. 2006 November; 298(1-2): 108-131. eScholarID:107871 | DOI:10.1016/j.jsv.2006.04.039
• Owen G, Willmott A, Abrahams I. Scattering of barotropic Rossby waves by the Antarctic Circumpolar Current. JOURNAL OF GEOPHYSICAL RESEARCH-OCEANS. 2006 December; 111(C12): eScholarID:107870 | DOI:10.1029/2005JC003014
• Parnell W, Abrahams I. Dynamic homogenization in periodic fibre reinforced media. Quasi-static limit for SH waves. WAVE MOTION. 2006 June; 43(6): 474-498. eScholarID:107873 | DOI:10.1016/j.wavemoti.2006.03.003
• Perrey-Debain E, Abrahams I. A band factorization technique for transition matrix element asymptotics. COMPUTER PHYSICS COMMUNICATIONS. 2006 September; 175(5): 315-322. eScholarID:107872 | DOI:10.1016/j.cpc.2006.05.003

2005

• Owen G, Willmott A, Abrahams I, Mansley H. The scattering of Rossby waves from finite abrupt topography. GEOPHYSICAL AND ASTROPHYSICAL FLUID DYNAMICS. 2005 June; 99(3): 219-239. eScholarID:107869 | DOI:10.1080/03091920500087690
• Thompson I, Abrahams I. Diffraction of flexural waves by cracks in orthotropic thin elastic plates. I - Formal solution. PROCEEDINGS OF THE ROYAL SOCIETY A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES. 2005 November; 461(2063): 3413-3436. eScholarID:107868 | DOI:10.1098/rspa.2004.1418

2002

• Abrahams, ID, and AMJ Davis. Deflection of a partially clamped elastic plate. IUTAM SYMPOSIUM ON DIFFRACTION AND SCATTERING IN FLUID MECHANICS AND ELASTICITY, PROCEEDINGS. 2002: 303-312. eScholarID:108037
• Abrahams I. On the application of the Wiener-Hopf technique to problems in dynamic elasticity. WAVE MOTION. 2002 October; 36(4): 311-333. eScholarID:107865 | DOI:10.1016/S0165-2125(02)00027-6
• Abrahams, ID, GW Owen, and AJ Willmott. The scattering of Rossby waves by ocean ridges. IUTAM SYMPOSIUM ON DIFFRACTION AND SCATTERING IN FLUID MECHANICS AND ELASTICITY, PROCEEDINGS. 2002: 3-12. eScholarID:108039
• Lawrie, JB, and ID Abrahams. On the propagation and scattering of fluid-structural waves in a three-dimensional duct bounded by thin elastic walls. IUTAM SYMPOSIUM ON DIFFRACTION AND SCATTERING IN FLUID MECHANICS AND ELASTICITY, PROCEEDINGS. 2002: 279-288. eScholarID:108038
• Owen G, Abrahams I, Willmott A, Hughes C. On the scattering of baroclinic Rossby waves by a ridge in a continuously stratified ocean. JOURNAL OF FLUID MECHANICS. 2002 August; 465: 131-155. eScholarID:107867 | DOI:10.1017/S0022112002001027
• Thompson I, Abrahams I, Norris A. On the existence of flexural edge waves on thin orthotropic plates. JOURNAL OF THE ACOUSTICAL SOCIETY OF AMERICA. 2002 November; 112(5): 1756-1765. eScholarID:107866 | DOI:10.1121/1.1506686

2001

• Abrahams I, Martin P, Norris A. G.R. Wickham: an appreciation. WAVE MOTION. 2001 January; 33(1): 1-6. eScholarID:107860 | DOI:10.1016/S0165-2125(00)00059-7
• Abrahams I, Wickham G. On transient oscillations of plates in moving fluids. WAVE MOTION. 2001 January; 33(1): 7-23. eScholarID:107861 | DOI:10.1016/S0165-2125(00)00060-3
• Owen, GW, and ID Abrahams. Radiation from a transducer into an elastic half-space. IUTAM SYMPOSIUM ON MECHANICAL AND ELECTROMAGNETIC WAVES IN STRUCTURED MEDIA. 2001: 73-88. eScholarID:108062

2000

• DIFFRACTION AND SCATTERING IN FLUID MECHANICS AND ELASTICITY. 2000. eScholarID:60308
• Abrahams I, Norris A. On the existence of flexural edge waves on submerged elastic plates. PROCEEDINGS OF THE ROYAL SOCIETY OF LONDON SERIES A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES. 2000 July; 456(1999): 1559-1582. eScholarID:107856 | DOI:10.1098/rspa.2000.0576
• Abrahams I. The application of Pade approximants to Wiener-Hopf factorization. IMA JOURNAL OF APPLIED MATHEMATICS. 2000 December; 65(3): 257-281. eScholarID:107855 | DOI:10.1093/imamat/65.3.257
• Heckl M, Abrahams I. Curve squeal of train wheels, Part 1: Mathematical model for its generation. JOURNAL OF SOUND AND VIBRATION. 2000 January; 229(3): 669-693. eScholarID:107858 | DOI:10.1006/jsvi.1999.2510
• Norris A, Krylov V, Abrahams I. Flexural edge waves and Comments on "A new bending wave solution for the classical plate equation" [J. Acoust. Soc. Am. 104, 2220-2222 (1998)]. JOURNAL OF THE ACOUSTICAL SOCIETY OF AMERICA. 2000 March; 107(3): 1781-1784. eScholarID:107857 | DOI:10.1121/1.428457

1999

• Abrahams I. Sound radiation from a line forced perforated elastic sandwich panel. JOURNAL OF THE ACOUSTICAL SOCIETY OF AMERICA. 1999 June; 105(6): 3009-3020. eScholarID:107853 | DOI:10.1121/1.424627
• Lawrie J, Abrahams I. An orthogonality relation for a class of problems with high-order boundary conditions; Applications in sound-structure interaction. QUARTERLY JOURNAL OF MECHANICS AND APPLIED MATHEMATICS. 1999 May; 52(2): 161-181. eScholarID:107854 | DOI:10.1093/qjmam/52.2.161

1998

• Abrahams I. On the non-commutative factorization of Wiener-Hopf kernels of Khrapkov type. PROCEEDINGS OF THE ROYAL SOCIETY OF LONDON SERIES A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES. 1998 June; 454(1974): 1719-1743. eScholarID:107852 | DOI:10.1098/rspa.1998.0229

1997

• Abrahams I. On the solution of Wiener-Hopf problems involving noncommutative matrix kernel decompositions. Siam Journal on Applied Mathematics. 1997; 57(2): 541-567. eScholarID:108217 | DOI:10.1137/S0036139995287673
• Lawrie J, Abrahams I. Scattering of fluid loaded elastic plate waves at the vertex of a wedge of arbitrary angle .1. Analytic solution. Ima Journal of Applied Mathematics. 1997; 59(1): 1-23. eScholarID:108221

1996

• Abrahams I. Radiation and scattering of waves on an elastic half-space; A non-commutative matrix Wiener-Hopf problem. Journal of the Mechanics and Physics of Solids. 1996; 44(12): 2125-2154. eScholarID:108218
• Heckl M, Abrahams I. Active control of friction-driven oscillations. Journal of Sound and Vibration. 1996; 193(1): 417-426. eScholarID:108208
• Lawrie J, Abrahams I. Travelling waves on a membrane: Reflection and transmission at a corner of arbitrary angle .2. Proceedings of the Royal Society of London Series a-Mathematical Physical and Engineering Sciences. 1996; 452(1950): 1649-1677. eScholarID:108238

1995

• Abrahams I, Lawrie J. ON THE FACTORIZATION OF A CLASS OF WIENER-HOPF KERNELS. Ima Journal of Applied Mathematics. 1995; 55(1): 35-47. eScholarID:108214
• Abrahams I, Lawrie J. Travelling waves on a membrane: Reflection and transmission at a corner of arbitrary angle .1. Proceedings of the Royal Society of London Series a-Mathematical Physical and Engineering Sciences. 1995; 451(1943): 657-683. eScholarID:108237
• Zhang B, Abrahams I. THE RADIATION OF SOUND FROM A FINITE RING-FORCED CYLINDRICAL ELASTIC SHELL .1. WIENER-HOPF ANALYSIS. Proceedings of the Royal Society of London Series a-Mathematical and Physical Sciences. 1995; 450(1938): 89-108. eScholarID:108232

1994

• Abrahams I, Kriegsmann G, Reiss E. SOUND RADIATION AND CAUSTIC FORMATION FROM A POINT-SOURCE IN A WALL SHEAR-LAYER. Aiaa Journal. 1994; 32(6): 1135-1144. eScholarID:108230
• Engineer J, Abrahams I. THE RADIATION OF SOUND-WAVES FROM A LIGHTLY LOADED FINITE ELASTIC SHELL, .2. NONLINEAR SHELL RESONANCES. Journal of Sound and Vibration. 1994; 174(3): 353-377. eScholarID:108234
• Lawrie J, Abrahams I. ACOUSTIC RADIATION FROM 2 OPPOSED SEMIINFINITE COAXIAL CYLINDRICAL WAVE-GUIDES .2. SEPARATED DUCTS. Wave Motion. 1994; 19(1): 83-109. eScholarID:108202

1993

• Lawrie J, Abrahams I, Linton C. ACOUSTIC RADIATION FROM 2 OPPOSED SEMIINFINITE COAXIAL CYLINDRICAL WAVE-GUIDES .1. OVERLAPPING EDGES. Wave Motion. 1993; 18(2): 121-142. eScholarID:108203

1992

• Abrahams I, Kriegsmann G, Reiss E. ON THE DEVELOPMENT AND CONTROL OF CAUSTICS IN SHEAR FLOWS OVER ELASTIC SURFACES. Journal of the Acoustical Society of America. 1992; 92(1): 428-434. eScholarID:108212
• Abrahams I, Wickham G. SCATTERING OF ELASTIC-WAVES BY A SMALL INCLINED SURFACE-BREAKING CRACK. Journal of the Mechanics and Physics of Solids. 1992; 40(8): 1707-1733. eScholarID:108219
• Abrahams I, Wickham G. SCATTERING OF ELASTIC-WAVES BY AN ARBITRARY SMALL IMPERFECTION IN THE SURFACE OF A HALF-SPACE. Journal of the Mechanics and Physics of Solids. 1992; 40(8): 1683-1706. eScholarID:108220
• Abrahams I, Wickham G. THE PROPAGATION OF ELASTIC-WAVES IN A CERTAIN CLASS OF INHOMOGENEOUS ANISOTROPIC MATERIALS .1. THE REFRACTION OF A HORIZONTALLY POLARIZED SHEAR-WAVE SOURCE. Proceedings of the Royal Society of London Series a-Mathematical Physical and Engineering Sciences. 1992; 436(1898): 449-478. eScholarID:108231
• Engineer J, Abrahams I. THE RADIATION OF SOUND-WAVES FROM A LIGHTLY LOADED FINITE ELASTIC SHELL .1. DUCT AND SHELL RESONANCES FOR LINEAR-MOTIONS. Journal of Sound and Vibration. 1992; 153(2): 291-310. eScholarID:108233

1991

• Abrahams I, Engineer J. A SECULARITY CONDITION FOR SYSTEMS OF LINEAR PARTIAL-DIFFERENTIAL EQUATIONS. Journal of Sound and Vibration. 1991; 150(2): 338-341. eScholarID:108201
• Abrahams I, Wickham G. THE SCATTERING OF WATER-WAVES BY 2 SEMI-INFINITE OPPOSED VERTICAL WALLS. Wave Motion. 1991; 14(2): 145-168. eScholarID:108236

1990

• Abrahams I, Wickham G. ACOUSTIC SCATTERING BY 2 PARALLEL SLIGHTLY STAGGERED RIGID PLATES. Wave Motion. 1990; 12(3): 281-297. eScholarID:108204
• Abrahams I, Wickham G. GENERAL WIENER-HOPF FACTORIZATION OF MATRIX KERNELS WITH EXPONENTIAL PHASE-FACTORS. Siam Journal on Applied Mathematics. 1990; 50(3): 819-838. eScholarID:108209
• Abrahams I, Wickham G. THE SCATTERING OF SOUND BY 2 SEMI-INFINITE PARALLEL STAGGERED PLATES .2. EVALUATION OF THE VELOCITY POTENTIAL FOR AN INCIDENT PLANE-WAVE AND AN INCIDENT DUCT MODE. Proceedings of the Royal Society of London Series a-Mathematical Physical and Engineering Sciences. 1990; 427(1872): 139-171. eScholarID:108235

1989

• Abrahams I, Kriegsmann G, Reiss E. ON THE DEVELOPMENT OF CAUSTICS IN SHEAR FLOWS OVER RIGID WALLS. Siam Journal on Applied Mathematics. 1989; 49(6): 1652-1664. eScholarID:108213
• Abrahams I. SCATTERING OF SOUND BY A FINITE NON-LINEAR ELASTIC PLATE BOUNDING A NEARLY RESONANT CAVITY. Journal of Sound and Vibration. 1989; 130(3): 387-404. eScholarID:108224
• Shepard T, Lockwood G, Aarons L, Abrahams I. MEAN RESIDENCE TIME FOR DRUGS SUBJECT TO ENTEROHEPATIC CYCLING. Journal of Pharmacokinetics and Biopharmaceutics. 1989; 17(3): 327-345. eScholarID:108210

1988

• Abrahams I. ACOUSTIC SCATTERING BY A FINITE NONLINEAR ELASTIC PLATE .2. COUPLED PRIMARY AND SECONDARY RESONANCES. Proceedings of the Royal Society of London Series a-Mathematical Physical and Engineering Sciences. 1988; 418(1854): 247-260. eScholarID:108205
• Abrahams I. MATRIX WIENER-HOPF PROBLEMS - REPLY. Journal of Sound and Vibration. 1988; 124(3): 584-585. eScholarID:108211
• Abrahams I, Wickham G. ON THE SCATTERING OF SOUND BY 2 SEMI-INFINITE PARALLEL STAGGERED PLATES .1. EXPLICIT MATRIX WIENER-HOPF FACTORIZATION. Proceedings of the Royal Society of London Series a-Mathematical Physical and Engineering Sciences. 1988; 420(1858): 131-156. eScholarID:108216

1987

• Abrahams I. ACOUSTIC SCATTERING BY A FINITE NONLINEAR ELASTIC PLATE .1. PRIMARY, SECONDARY AND COMBINATION RESONANCES. Proceedings of the Royal Society of London Series a-Mathematical Physical and Engineering Sciences. 1987; 414(1846): 237-253. eScholarID:108206
• Abrahams I. ON THE SOUND FIELD GENERATED BY MEMBRANE-SURFACE WAVES ON A WEDGE-SHAPED BOUNDARY. Proceedings of the Royal Society of London Series a-Mathematical Physical and Engineering Sciences. 1987; 411(1840): 239-250. eScholarID:108215
• Abrahams I. SCATTERING OF SOUND BY 2 PARALLEL SEMI-INFINITE SCREENS. Wave Motion. 1987; 9(4): 289-300. eScholarID:108222
• Abrahams I. SCATTERING OF SOUND BY 3 SEMI-INFINITE PLANES. Journal of Sound and Vibration. 1987; 112(2): 396-398. eScholarID:108223

1986

• Abrahams I. DIFFRACTION BY A SEMI-INFINITE MEMBRANE IN THE PRESENCE OF A VERTICAL BARRIER. Journal of Sound and Vibration. 1986; 111(2): 191-207. eScholarID:108207
• Abrahams I. SCATTERING OF SOUND BY A SEMI-INFINITE ELASTIC PLATE WITH A SOFT BACKING - A MATRIX WIENER-HOPF PROBLEM. Ima Journal of Applied Mathematics. 1986; 37(3): 227-245. eScholarID:108226

1983

• Abrahams I. SCATTERING OF SOUND BY AN ELASTIC PLATE WITH FLOW. Journal of Sound and Vibration. 1983; 89(2): 213-231. eScholarID:108228

1982

• Abrahams I. SCATTERING OF SOUND BY FINITE ELASTIC SURFACES BOUNDING DUCTS OR CAVITIES NEAR RESONANCE. Quarterly Journal of Mechanics and Applied Mathematics. 1982; 35(FEB): 91-101. eScholarID:108227
• Abrahams I. SCATTERING OF SOUND BY LARGE FINITE GEOMETRIES. Ima Journal of Applied Mathematics. 1982; 29(1): 79-97. eScholarID:108229

1981

• Abrahams I. SCATTERING OF SOUND BY A HEAVILY LOADED FINITE ELASTIC PLATE. Proceedings of the Royal Society of London Series a-Mathematical Physical and Engineering Sciences. 1981; 378(1772): 89-117. eScholarID:108225