Energy identities in water wave theory for free-surface boundary condition with higher-order derivatives

A modified form of Green's integral theorem is employed to derive the energy identity in any water wave diffraction problem in a single-layer fluid for free-surface boundary condition with higher-order derivatives. For a two-layer fluid with free-surface boundary condition involving higher-order derivatives, two forms of energy identities involving transmission and reflection coefficients for any wave diffraction problem are also derived here by the same method. Based on this modified Green's theorem, hydrodynamic relations such as the energy-conservation principle and modified Haskind–Hanaoka relation are derived for radiation and diffraction problems in a single as well as two-layer fluid.

Affine Hall-Littlewood Functions for A(1)((1)) And Some Constant Term Identities of Cherednik-Macdonald-Mehta Type

We study t-analogs of string functions for integrable highest weight representations of the affine Kac-Moody algebra A(1)((1)). We obtain closed form formulas for certain t-string functions of levels 2 and 4. As corollaries, we obtain explicit identities for the corresponding affine Hall-Littlewood functions, as well as higher level generalizations of Cherednik's Macdonald and Macdonald-Mehta constant term identities.

SOME INFINITE SUMS IDENTITIES

We find the sum of series of the form Sigma(infinity)(i=1) f(i)/i(r) for some special functions f. The above series is a generalization of the Riemann zeta function. In particular, we take f as some values of Hurwitz zeta functions, harmonic numbers, and combination of both. These generalize some of the results given in Mezo's paper (2013). We use multiple zeta theory to prove all results. The series sums we have obtained are in terms of Bernoulli numbers and powers of pi.

A mean-reverting stochastic model for the political business cycle

In this article, we look at the political business cycle problem through the lens of uncertainty. The feedback control used by us is the famous NKPC with stochasticity and wage rigidities. We extend the New Keynesian Phillips Curve model to the continuous time stochastic set up with an Ornstein-Uhlenbeck process. We minimize relevant expected quadratic cost by solving the corresponding Hamilton-Jacobi-Bellman equation. The basic intuition of the classical model is qualitatively carried forward in our set up but uncertainty also plays an important role in determining the optimal trajectory of the voter support function. The internal variability of the system acts as a base shifter for the support function in the risk neutral case. The role of uncertainty is even more prominent in the risk averse case where all the shape parameters are directly dependent on variability. Thus, in this case variability controls both the rates of change as well as the base shift parameters. To gain more insight we have also studied the model when the coefficients are time invariant and studied numerical solutions. The close relationship between the unemployment rate and the support function for the incumbent party is highlighted. The role of uncertainty in creating sampling fluctuation in this set up, possibly towards apparently anomalous results, is also explored.