26 resultados para Jakob Bernoulli

em CentAUR: Central Archive University of Reading - UK


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We study weak solutions for a class of free-boundary problems which includes as a special case the classical problem of travelling gravity waves on water of finite depth. We show that such problems are equivalent to problems in fixed domains and study the regularity of their solutions. We also prove that in very general situations the free boundary is necessarily the graph of a function.

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Two formulations for the potential energy for slantwise motion are compared: one which applies strictly only to two-dimensional flows (SCAPE) and a three-dimensional formulation based on a Bernoulli equation. The two formulations share an identical contribution from the vertically integrated buoyancy anomaly and a contribution from different Coriolis terms. The latter arise from the neglect of (different) components of the total change in kinetic energy along a trajectory in the two formulations. This neglect is necessary in order to quantify the potential energy available for slantwise motion relative to a defined steady environment. Copyright © 2000 Royal Meteorological Society.

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The interest in animal welfare and welfare-friendly food products has been increasing in Europe over the last 10 years. The media, highlighting traditional farming methods and food scares such as those related to salmonella, bovine spongiform encephalopathy/variant Creutzfeldt-Jakob disease (BSE) and avian influenza, have brought the methods of animal farming to public attention. Concerns about farm animal welfare are reflected in the increase in the number of vegetarians and vegans and an increase in consumers wishing to purchase food which is more animal welfare-friendly. This paper considers consumers’ attitudes to animal welfare and to marketing practices, such as product labelling, welfare grading systems and food assurance marks using comparative data collected in a survey of around 1500 consumers in each of Great Britain, Italy and Sweden as part of the EU-funded Welfare Quality research project. The findings suggest a need for the provision of improved consumer information on the welfare provenance of food using appropriate product labelling and other methods.

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A speech message played several metres from the listener in a room is usually heard to have much the same phonetic content as it does when played nearby, even though the different amounts of reflected sound make the temporal envelopes of these signals very different. To study this ‘constancy’ effect, listeners heard speech messages and speech-like sounds comprising 8 auditory-filter shaped noise-bands that had temporal envelopes corresponding to those in these filters when the speech message is played. The ‘contexts’ were “next you’ll get _to click on”, into which a “sir” or “stir” test word was inserted. These test words were from an 11-step continuum, formed by amplitude modulation. Listeners identified the test words appropriately, even in the 8-band conditions where the speech had a ‘robotic’ quality. Constancy was assessed by comparing the influence of room reflections on the test word across conditions where the context had either the same level of room reflections (i.e. from the same, far distance), or where it had a much lower level (i.e. from nearby). Constancy effects were obtained with both the natural- and the 8-band speech. Results are considered in terms of the degree of ‘matching’ between the context’s and test-word’s bands.

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We give an asymptotic expansion for the Taylor coe±cients of L(P(z)) where L(z) is analytic in the open unit disc whose Taylor coe±cients vary `smoothly' and P(z) is a probability generating function. We show how this result applies to a variety of problems, amongst them obtaining the asymptotics of Bernoulli transforms and weighted renewal sequences.

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The high complexity of cloud parameterizations now held in models puts more pressure on observational studies to provide useful means to evaluate them. One approach to the problem put forth in the modelling community is to evaluate under what atmospheric conditions the parameterizations fail to simulate the cloud properties and under what conditions they do a good job. It is the ambition of this paper to characterize the variability of the statistical properties of tropical ice clouds in different tropical "regimes" recently identified in the literature to aid the development of better process-oriented parameterizations in models. For this purpose, the statistical properties of non-precipitating tropical ice clouds over Darwin, Australia are characterized using ground-based radar-lidar observations from the Atmospheric Radiation Measurement (ARM) Program. The ice cloud properties analysed are the frequency of ice cloud occurrence, the morphological properties (cloud top height and thickness), and the microphysical and radiative properties (ice water content, visible extinction, effective radius, and total concentration). The variability of these tropical ice cloud properties is then studied as a function of the large-scale cloud regimes derived from the International Satellite Cloud Climatology Project (ISCCP), the amplitude and phase of the Madden-Julian Oscillation (MJO), and the large-scale atmospheric regime as derived from a long-term record of radiosonde observations over Darwin. The vertical variability of ice cloud occurrence and microphysical properties is largest in all regimes (1.5 order of magnitude for ice water content and extinction, a factor 3 in effective radius, and three orders of magnitude in concentration, typically). 98 % of ice clouds in our dataset are characterized by either a small cloud fraction (smaller than 0.3) or a very large cloud fraction (larger than 0.9). In the ice part of the troposphere three distinct layers characterized by different statistically-dominant microphysical processes are identified. The variability of the ice cloud properties as a function of the large-scale atmospheric regime, cloud regime, and MJO phase is large, producing mean differences of up to a factor 8 in the frequency of ice cloud occurrence between large-scale atmospheric regimes and mean differences of a factor 2 typically in all microphysical properties. Finally, the diurnal cycle of the frequency of occurrence of ice clouds is also very different between regimes and MJO phases, with diurnal amplitudes of the vertically-integrated frequency of ice cloud occurrence ranging from as low as 0.2 (weak diurnal amplitude) to values in excess of 2.0 (very large diurnal amplitude). Modellers should now use these results to check if their model cloud parameterizations are capable of translating a given atmospheric forcing into the correct statistical ice cloud properties.

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We propose a new satellite mission to deliver high quality measurements of upper air water vapour. The concept centres around a LiDAR in limb sounding by occultation geometry, designed to operate as a very long path system for differential absorption measurements. We present a preliminary performance analysis with a system sized to send 75 mJ pulses at 25 Hz at four wavelengths close to 935 nm, to up to 5 microsatellites in a counter-rotating orbit, carrying retroreflectors characterized by a reflected beam divergence of roughly twice the emitted laser beam divergence of 15 µrad. This provides water vapour profiles with a vertical sampling of 110 m; preliminary calculations suggest that the system could detect concentrations of less than 5 ppm. A secondary payload of a fairly conventional medium resolution multispectral radiometer allows wide-swath cloud and aerosol imaging. The total weight and power of the system are estimated at 3 tons and 2,700 W respectively. This novel concept presents significant challenges, including the performance of the lasers in space, the tracking between the main spacecraft and the retroreflectors, the refractive effects of turbulence, and the design of the telescopes to achieve a high signal-to-noise ratio for the high precision measurements. The mission concept was conceived at the Alpbach Summer School 2010.

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For subordinators with positive drift we extend recent results on the structure of the potential measures and the renewal densities. Applying Fourier analysis a new representation of the potential densities is derived from which we deduce asymptotic results and show how the atoms of the Lévy measure translate into points of (non)differentiability of the potential densities.

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Pardo, Patie, and Savov derived, under mild conditions, a Wiener-Hopf type factorization for the exponential functional of proper Lévy processes. In this paper, we extend this factorization by relaxing a finite moment assumption as well as by considering the exponential functional for killed Lévy processes. As a by-product, we derive some interesting fine distributional properties enjoyed by a large class of this random variable, such as the absolute continuity of its distribution and the smoothness, boundedness or complete monotonicity of its density. This type of results is then used to derive similar properties for the law of maxima and first passage time of some stable Lévy processes. Thus, for example, we show that for any stable process with $\rho\in(0,\frac{1}{\alpha}-1]$, where $\rho\in[0,1]$ is the positivity parameter and $\alpha$ is the stable index, then the first passage time has a bounded and non-increasing density on $\mathbb{R}_+$. We also generate many instances of integral or power series representations for the law of the exponential functional of Lévy processes with one or two-sided jumps. The proof of our main results requires different devices from the one developed by Pardo, Patie, Savov. It relies in particular on a generalization of a transform recently introduced by Chazal et al together with some extensions to killed Lévy process of Wiener-Hopf techniques. The factorizations developed here also allow for further applications which we only indicate here also allow for further applications which we only indicate here.

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Let $R_{t}=\sup_{0\leq s\leq t}X_{s}-X_{t}$ be a Levy process reflected in its maximum. We give necessary and sufficient conditions for finiteness of passage times above power law boundaries at infinity. Information as to when the expected passage time for $R_{t}$ is finite, is given. We also discuss the almost sure finiteness of $\limsup_{t\to 0}R_{t}/t^{\kappa}$, for each $\kappa\geq 0$.

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We consider an equilibrium birth and death type process for a particle system in infinite volume, the latter is described by the space of all locally finite point configurations on Rd. These Glauber type dynamics are Markov processes constructed for pre-given reversible measures. A representation for the ``carré du champ'' and ``second carré du champ'' for the associate infinitesimal generators L are calculated in infinite volume and for a large class of functions in a generalized sense. The corresponding coercivity identity is derived and explicit sufficient conditions for the appearance and bounds for the size of the spectral gap of L are given. These techniques are applied to Glauber dynamics associated to Gibbs measure and conditions are derived extending all previous known results and, in particular, potentials with negative parts can now be treated. The high temperature regime is extended essentially and potentials with non-trivial negative part can be included. Furthermore, a special class of potentials is defined for which the size of the spectral gap is as least as large as for the free system and, surprisingly, the spectral gap is independent of the activity. This type of potentials should not show any phase transition for a given temperature at any activity.