Continued fraction solution for the radiative transfer equation in three dimensions

Starting from the radiative transfer equation, we obtain an analytical solution for both the free propagator along one of the axes and an arbitrary phase function in the Fourier-Laplace domain. We also find the effective absorption parameter, which turns out to be very different from the one provided by the diffusion approximation. We finally present an analytical approximation procedure and obtain a differential equation that accurately reproduces the transport process. We test our approximations by means of simulations that use the Henyey-Greenstein phase function with very satisfactory results.

Statistics of depth probed by cw measurement of photons in a turbid medium

Photon migration in a turbid medium has been modeled in many different ways. The motivation for such modeling is based on technology that can be used to probe potentially diagnostic optical properties of biological tissue. Surprisingly, one of the more effective models is also one of the simplest. It is based on statistical properties of a nearest-neighbor lattice random walk. Here we develop a theory allowing one to calculate the number of visits by a photon to a given depth, if it is eventually detected at an absorbing surface. This mimics cw measurements made on biological tissue and is directed towards characterizing the depth reached by photons injected at the surface. Our development of the theory uses formalism based on the theory of a continuous-time random walk (CTRW). Formally exact results are given in the Fourier-Laplace domain, which, in turn, are used to generate approximations for parameters of physical interest.

On a class of exact solutions to the Fokker-Planck equations

In this paper we study under which circumstances there exists a general change of gross variables that transforms any FokkerPlanck equation into another of the OrnsteinUhlenbeck class that, therefore, has an exact solution. We find that any FokkerPlanck equation will be exactly solvable by means of a change of gross variables if and only if the curvature tensor and the torsion tensor associated with the diffusion is zero and the transformed drift is linear. We apply our criteria to the Kubo and Gompertz models.

A Geometric Characterization of Interpolation in $\hat{\E}^\prime(\R)$

We give a geometric description of the interpolating varieties for the algebra of Fourier transforms of distributions (or Beurling ultradistributions) with compact support on the real line.

Carleson Measures and Logvinenko-Sereda sets on compact manifolds

Given a compact Riemannian manifold $M$ of dimension $m \geq 2$, we study the space of functions of $L^2(M)$generated by eigenfunctions ofeigenvalues less than $L \geq 1$ associated to the Laplace-Beltrami operator on $M$. On these spaces we give a characterization of the Carleson measures and the Logvinenko-Sereda sets.

Option valuation as an expectation in the complex domain: The Black-Scholes case

It is very well known that the first succesful valuation of a stock option was done by solving a deterministic partial differential equation (PDE) of the parabolic type with some complementary conditions specific for the option. In this approach, the randomness in the option value process is eliminated through a no-arbitrage argument. An alternative approach is to construct a replicating portfolio for the option. From this viewpoint the payoff function for the option is a random process which, under a new probabilistic measure, turns out to be of a special type, a martingale. Accordingly, the value of the replicating portfolio (equivalently, of the option) is calculated as an expectation, with respect to this new measure, of the discounted value of the payoff function. Since the expectation is, by definition, an integral, its calculation can be made simpler by resorting to powerful methods already available in the theory of analytic functions. In this paper we use precisely two of those techniques to find the well-known value of a European call

Time of ruin in a risk model with generalized Erlang (n) interclaim times and a constant dividend barrier

In this paper we analyze the time of ruin in a risk process with the interclaim times being Erlang(n) distributed and a constant dividend barrier. We obtain an integro-differential equation for the Laplace Transform of the time of ruin. Explicit solutions for the moments of the time of ruin are presented when the individual claim amounts have a distribution with rational Laplace transform. Finally, some numerical results and a compare son with the classical risk model, with interclaim times following an exponential distribution, are given.

Excitability transitions and wave dynamics under spatiotemporal structured noise

We present an analytic and numerical study of the effects of external fluctuations in active media. Our analytical methodology transforms the initial stochastic partial differential equations into an effective set of deterministic reaction-diffusion equations. As a result we are able to explain and make quantitative predictions on the systematic and constructive effects of the noise, for example, target patterns created out of noise and traveling or spiral waves sustained by noise. Our study includes the case of realistic noises with temporal and spatial structures.

Apéndice. Análisis de la industria lítica de "Els Ermitons"

Después de la amplia exposición general que precede a nuestro estudio, no vamos a extendernos más en describir, en conjunto, los materiales de cada estrato. Nos hemos limitado a revisar a fondo todas y cada una de las piezas extraídas de la excavación; con anterioridad habían sido inventariadas y marcadas con un número correspondientes al fondo del Museo Arqueológico Provincial de Gerona, al que nosotros hacemos ahora referencia. Independientemente cada número de éstos abarca, en algunos casos, más de un útil, al aludir a un conjunto de piezas de una zona determinada, por lo que hemos procedido a marcar, a partir de 1, en cada caso, los útiles incluidos bajo una de las cifras de Gerona. En nuestra revisión hemos separado lo que ha sido considerado como útiles paleolíticos. La pobreza de estos materiales ha quedado ya suficientemente explicitada con anterioridad, tanto en su aspecto de utillaje como en el de la materia prima. En efecto, el total de útiles analizados, pertenecientes casi en su totalidad a los estratos III, IV Y V, es de 143. El método utilizado para la descripción del utillaje lítico ha sido el de la tipología analítica (Laplace, 1972). Somos plenamente conscientes de que su aplicación a una industria considerada como Paleolítico Medio es algo nuevo y que quizá sea aventurado, pero hemos de decir que la mera descripción de los útiles se puede enmarcar perfectamente en el campo de esta nueva metodología desde el punto de vista de una exposición objetiva de los retoques que conforman cada pieza. Nuestra decisión al decantarnos por la tipología analítica en nuestro estudio, es la de exponer simplemente las piezas, omitiendo al máximo las ambigüedades derivadas de las listas-tipo anteriores.

Revisión de la industria lítica de los niveles solutrenses de la cueva del Parpalló

El objeto de este artículo es el de dar a conocer, en la medida de lo posible, los resultados derivados de la revisión y nuevo estudio tipológico de los materiales líticos de la industria de los niveles solutrenses de la cueva del Parpalló. No es un dilema de fácil resolución el que se le presenta a un estudioso de la Prehistoria, y más concretamente del Paleolítico, a la hora de elegir su rama de estudio concreta; en nuestro caso particular abordamos la problemática de la tipología de la industria lítica paleolítica, que es en verdad tema extenso y trabajado por muchos investigadores. Las dos líneas hoy más en boga entre los paleolitistas son la propugnada por Mme. D. Sonneville-Bordes y J. Perrot (D. Sonneville-Bordes y J. Perrot, 1954-55-56) y por G. Laplace (Laplace, 1966, 1968, 1972 Y 1974 a) que no vamos a comentar aquí. La búsqueda de la mayor objetividad posible es la que, en nuestra opinión, debería decidir ya a los estudiosos del Paleolítico, sobre todo Superior, por el sistema tipológico analítico.

Thermal and magnetic field-induced martensite-austenite transition in Ni50.3Mn35.3Sn14.4 ribbons

Thermal and field-induced martensite-austenite transition was studied in melt spun Ni50.3Mn35.3Sn14.4 ribbons. Its distinct highly ordered columnarlike microstructure normal to ribbon plane allows the direct observation of critical fields at which field-induced and highly hysteretic reverse transformation starts (H=17kOe at 240K), and easy magnetization direction for austenite and martensite phases with respect to the rolling direction. Single phase L21 bcc austenite with TC of 313K transforms into a 7M orthorhombic martensite with thermal hysteresis of 21K and transformation temperatures of MS=226K, Mf=218K, AS=237K, and Af=244K

Traces of functions in Fock spaces on lattices of critical density

Following a scheme of Levin we describe the values that functions in Fock spaces take on lattices of critical density in terms of both the size of the values and a cancelation condition that involves discrete versions of the Cauchy and Beurling-Ahlfors transforms.

Fast Approximation of Nonlinearities for improving inversion algorithms of PNL mixtures and Wiener systems

This paper proposes a very fast method for blindly approximating a nonlinear mapping which transforms a sum of random variables. The estimation is surprisingly good even when the basic assumption is not satisfied.We use the method for providing a good initialization for inverting post-nonlinear mixtures and Wiener systems. Experiments show that the algorithm speed is strongly improved and the asymptotic performance is preserved with a very low extra computational cost.

Initialisation of Nonlinearities for PNL and Wiener systems Inversion

This paper proposes a very fast method for blindly initial- izing a nonlinear mapping which transforms a sum of random variables. The method provides a surprisingly good approximation even when the basic assumption is not fully satis¯ed. The method can been used success- fully for initializing nonlinearity in post-nonlinear mixtures or in Wiener system inversion, for improving algorithm speed and convergence.