Discontinuous Galerkin methods for the one-dimensional Vlasov-Poisson system

We construct a new family of semi-discrete numerical schemes for the approximation of the one-dimensional periodic Vlasov-Poisson system. The methods are based on the coupling of discontinuous Galerkin approximation to the Vlasov equation and several finite element (conforming, non-conforming and mixed) approximations for the Poisson problem. We show optimal error estimates for the all proposed methods in the case of smooth compactly supported initial data. The issue of energy conservation is also analyzed for some of the methods.

Discrete analysis of dividend payments in a non-life insurance portfolio

The process of free reserves in a non-life insurance portfolio as defined in the classical model of risk theory is modified by the introduction of dividend policies that set maximum levels for the accumulation of reserves. The first part of the work formulates the quantification of the dividend payments via the expectation of their current value under diferent hypotheses. The second part presents a solution based on a system of linear equations for discrete dividend payments in the case of a constant dividend barrier, illustrated by solving a specific case.

Discrete analysis of dividend payments in a non-life insurance portfolio

The process of free reserves in a non-life insurance portfolio as defined in the classical model of risk theory is modified by the introduction of dividend policies that set maximum levels for the accumulation of reserves. The first part of the work formulates the quantification of the dividend payments via the expectation of their current value under diferent hypotheses. The second part presents a solution based on a system of linear equations for discrete dividend payments in the case of a constant dividend barrier, illustrated by solving a specific case.

Nonlinear chemoconvection in the Methylene-blue-glucose system

Interfacial hydrodynamic instabilities arise in a range of chemical systems. One mechanism for instability is the occurrence of unstable density gradients due to the accumulation of reaction products. In this paper we conduct two-dimensional nonlinear numerical simulations for a member of this class of system: the methylene-blue¿glucose reaction. The result of these reactions is the oxidation of glucose to a relatively, but marginally, dense product, gluconic acid, that accumulates at oxygen permeable interfaces, such as the surface open to the atmosphere. The reaction is catalyzed by methylene-blue. We show that simulations help to disassemble the mechanisms responsible for the onset of instability and evolution of patterns, and we demonstrate that some of the results are remarkably consistent with experiments. We probe the impact of the upper oxygen boundary condition, for fixed flux, fixed concentration, or mixed boundary conditions, and find significant qualitative differences in solution behavior; structures either attract or repel one another depending on the boundary condition imposed. We suggest that measurement of the form of the boundary condition is possible via observation of oxygen penetration, and improved product yields may be obtained via proper control of boundary conditions in an engineering setting. We also investigate the dependence on parameters such as the Rayleigh number and depth. Finally, we find that pseudo-steady linear and weakly nonlinear techniques described elsewhere are useful tools for predicting the behavior of instabilities beyond their formal range of validity, as good agreement is obtained with the simulations.

Efficient self-synchronised blind audio watermarking system based on time domain and FFT amplitude modification

Many audio watermarking schemes divide the audio signal into several blocks such that part of the watermark is embedded into each of them. One of the key issues in these block-oriented watermarking schemes is to preserve the synchronisation, i.e. to recover the exact position of each block in the mark recovery process. In this paper, a novel time domain synchronisation technique is presented together with a new blind watermarking scheme which works in the Discrete Fourier Transform (DFT or FFT) domain. The combined scheme provides excellent imperceptibility results whilst achieving robustness against typical attacks. Furthermore, the execution of the scheme is fast enough to be used in real-time applications. The excellent transparency of the embedding algorithm makes it particularly useful for professional applications, such as the embedding of monitoring information in broadcast signals. The scheme is also compared with some recent results of the literature.