We consider a renewal jump diffusion process, more specifically a renewal insurance risk model with investments in a stock whose price is modeled by a geometric Brownian motion. Using Laplace transforms and regular variation theory, we introduce a transparent and unifying analytic method for investigating the asymptotic behavior of ruin...
Given a number field K, we consider families of critically separable rational maps of degree d over K possessing a certain fixed-point and multiplier structure. With suitable notions of isomorphism and good reduction between rational maps in these families, we prove a finiteness theorem which is analogous to Shafarevich’s theorem...
We explore two characteristic features of x-ray computed tomography inversion formulas in two and
three dimensions that are dependent on π-lines. In such formulas the data from a given source
position contribute only to the reconstruction of ƒ(x) for x in a certain region, called the region
of backprojection. The...
A mathematical evidence-in a statistically significant sense-of a geometric scenario leading to criticality of the Navier-Stokes problem is presented. (C) 2012 American Institute of Physics. [http://dx.doi.org/10.1063/1.4752170]
In [BH], a chain complex was constructed in a combinatorial way
which conjecturally is a resolution of the (dual of the) integral Specht
module for the symmetric group in terms of permutation modules.
In this paper we extend the definition of the chain complex to the
integral Iwahori Hecke algebra...
The Laplace-Beltrami operator of a smooth Riemannian manifold is determined by the Riemannian metric. Conversely, the heat kernel constructed from the eigenvalues and eigenfunctions of the Laplace-Beltrami operator determines the Riemannian metric. This work proves the analogy on Euclidean polyhedral surfaces (triangle meshes), that the discrete heat kernel and the...
Given two rational maps φ and ψ on Ρ¹ of degree at least two, we study a symmetric, nonnegative real-valued pairing〈φ, ψ〉which is closely related to the canonical height functions hφ and hψ associated to these maps. Our main results show a strong connection between the value of〈φ, ψ〉and the...
We extend the idea of bilateral determinism of a free Z-action by D. Ornstein and B. Weiss to a free Z²-action. We show that we have a 'stronger' spatial determinism for Z²-actions: to determine the complete Z²-name of a point, it is enough to know the name of a fraction...
Let K be a cyclic number field of prime degree ℓ. Heilbronn showed that for a given ℓ there are only finitely many such fields that are norm-Euclidean. In the case of ℓ = 2 all such norm-Euclidean fields have been identified, but for ℓ ≠ 2, little else is...
Double-diffusion model is used to simulate slightly compressible fluid flow in periodic porous media as a macro-model in place of the original highly heterogeneous micro-model. In this paper, we formulate an adaptive two-grid numerical finite element discretization of the double-diffusion system and perform a comparison between the micro- and macro-model....
The degenerate nature of the metric on null hypersurfaces makes it difficult to define a covariant derivative on null submanifolds. Recent approaches using decomposition to define a covariant derivative on null hypersurfaces are investigated, with examples demonstrating the limitations of the methods. Motivated by Geroch’s work on asymptotically flat spacetimes,...
We develop the theory of degenerate and nonlinear evolution systems in mixed formulation.
It will be shown that many of the well-known results for the stationary problem extend to
the nonlinear case and that the dynamics of a degenerate Cauchy problem is governed by a nonlinear
semigroup. The results are...
Advective skew dispersion is a natural Markov process defined ned
by a di ffusion with drift across an interface of jump discontinuity in
a piecewise constant diff usion coeffcient. In the absence of drift this
process may be represented as a function of -skew Brownian motion
for a uniquely determined...
A definition is suggested for affine symmetry tensors, which generalize the notion of affine vectors in the same way that (conformal) Killing tensors generalize (conformal) Killing vectors. An identity for these tensors is proven, which gives the second derivative of the tensor in terms of the curvature tensor, generalizing a...
We study the stability properties of, and the phase error present in, a finite element scheme for Maxwell’s
equations coupled with a Debye or Lorentz polarization model. In one dimension we consider a second order
formulation for the electric field with an ordinary differential equation for the electric polarization added...
This paper is included in the Proceedings, Part 1, of the International Conference on Computational Science 2009 (ICCS 2009) held in Baton Rouge, LA, USA, May 25-27, 2009.
An upscaled elliptic-parabolic system of partial differential equations
describing the multiscale flow of a single-phase incompressible fluid and
transport of a dissolved chemical by advection and diffusion through a heterogeneous
porous medium is developed without the usual assumptions of scale
separation. After a review of homogenization results for the traditional...
The authors of this paper met at a summer institute sponsored by the Oregon Collaborative for Excellence in the Preparation of Teachers (OCEPT). Edwards is a researcher in undergraduate mathematics education. Ward, a pure mathematician teaching at an undergraduate institution, had had little exposure to mathematics education research prior to...
The distributed-microstructure model for the flow of single phase
fluid in a partially fissured composite medium due to Douglas-Peszyńska-Showalter [12] is extended to a quasi-linear version. This model contains the
geometry of the local cells distributed throughout the medium, the flux exchange
across their intricate interface with the imbedded fissure...