Uniqueness of the Embedding Continuous Convolution Semigroup of a Gaussian Probability Measure on the Affine Group and an Application in Mathematical Finance

Let {μ(i)t}t≥0 ( i=1,2 ) be continuous convolution semigroups (c.c.s.) of probability measures on Aff(1) (the affine group on the real line). Suppose that μ(1)1=μ(2)1 . Assume furthermore that {μ(1)t}t≥0 is a Gaussian c.c.s. (in the sense that its generating distribution is a sum of a primitive distribution and a second-order differential operator). Then μ(1)t=μ(2)t for all t≥0 . We end up with a possible application in mathematical finance.

Uniqueness of black holes with bubbles in minimal supergravity

We generalize uniqueness theorems for non-extremal black holes with three mutually independent Killing vector fields in five-dimensional minimal supergravity in order to account for the existence of non-trivial two-cycles in the domain of outer communication. The black hole space-times we consider may contain multiple disconnected horizons and be asymptotically flat or asymptotically Kaluza–Klein. We show that in order to uniquely specify the black hole space-time, besides providing its domain structure and a set of asymptotic and local charges, it is necessary to measure the magnetic fluxes that support the two-cycles as well as fluxes in the two semi-infinite rotation planes of the domain diagram.

Uniqueness of minimisers for a Grötzsch-Belinskiĭ type inequality in the Heisenberg group

The modulus method introduced by H. Grötzsch yields bounds for a mean distortion functional of quasiconformal maps between two annuli mapping the respective boundary components onto each other. P. P. Belinskiĭ studied these inequalities in the plane and identified the family of all minimisers. Beyond the Euclidean framework, a Grötzsch-Belinskiĭ-type inequality has been previously considered for quasiconformal maps between annuli in the Heisenberg group whose boundaries are Korányi spheres. In this note we show that--in contrast to the planar situation--the minimiser in this setting is essentially unique.

Dichotomous Hamiltonians with unbounded entries and solutions of Riccati equations

An operator Riccati equation from systems theory is considered in the case that all entries of the associated Hamiltonian are unbounded. Using a certain dichotomy property of the Hamiltonian and its symmetry with respect to two different indefinite inner products, we prove the existence of nonnegative and nonpositive solutions of the Riccati equation. Moreover, conditions for the boundedness and uniqueness of these solutions are established.

Liquid–Vapor Interface of Formic Acid Solutions in Salt Water: A Comparison of Macroscopic Surface Tension and Microscopic in Situ X-ray Photoelectron Spectroscopy Measurements

The liquid–vapor interface is difficult to access experimentally but is of interest from a theoretical and applied point of view and has particular importance in atmospheric aerosol chemistry. Here we examine the liquid–vapor interface for mixtures of water, sodium chloride, and formic acid, an abundant chemical in the atmosphere. We compare the results of surface tension and X-ray photoelectron spectroscopy (XPS) measurements over a wide range of formic acid concentrations. Surface tension measurements provide a macroscopic characterization of solutions ranging from 0 to 3 M sodium chloride and from 0 to over 0.5 mole fraction formic acid. Sodium chloride was found to be a weak salting out agent for formic acid with surface excess depending only slightly on salt concentration. In situ XPS provides a complementary molecular level description about the liquid–vapor interface. XPS measurements over an experimental probe depth of 51 Å gave the C 1s to O 1s ratio for both total oxygen and oxygen from water. XPS also provides detailed electronic structure information that is inaccessible by surface tension. Density functional theory calculations were performed to understand the observed shift in C 1s binding energies to lower values with increasing formic acid concentration. Part of the experimental −0.2 eV shift can be assigned to the solution composition changing from predominantly monomers of formic acid to a combination of monomers and dimers; however, the lack of an appropriate reference to calibrate the absolute BE scale at high formic acid mole fraction complicates the interpretation. Our data are consistent with surface tension measurements yielding a significantly more surface sensitive measurement than XPS due to the relatively weak propensity of formic acid for the interface. A simple model allowed us to replicate the XPS results under the assumption that the surface excess was contained in the top four angstroms of solution.

A class of exact Navier-Stokes solutions for homogeneous flat-plate boundary layers and their linear stability

We introduce a new boundary layer formalism on the basis of which a class of exact solutions to the Navier–Stokes equations is derived. These solutions describe laminar boundary layer flows past a flat plate under the assumption of one homogeneous direction, such as the classical swept Hiemenz boundary layer (SHBL), the asymptotic suction boundary layer (ASBL) and the oblique impingement boundary layer. The linear stability of these new solutions is investigated, uncovering new results for the SHBL and the ASBL. Previously, each of these flows had been described with its own formalism and coordinate system, such that the solutions could not be transformed into each other. Using a new compound formalism, we are able to show that the ASBL is the physical limit of the SHBL with wall suction when the chordwise velocity component vanishes while the homogeneous sweep velocity is maintained. A corresponding non-dimensionalization is proposed, which allows conversion of the new Reynolds number definition to the classical ones. Linear stability analysis for the new class of solutions reveals a compound neutral surface which contains the classical neutral curves of the SHBL and the ASBL. It is shown that the linearly most unstable Görtler–Hämmerlin modes of the SHBL smoothly transform into Tollmien–Schlichting modes as the chordwise velocity vanishes. These results are useful for transition prediction of the attachment-line instability, especially concerning the use of suction to stabilize boundary layers of swept-wing aircraft.

The impact of common versus separate estimation of orbit parameters on GRACE gravity field solutions

Gravity field parameters are usually determined from observations of the GRACE satellite mission together with arc-specific parameters in a generalized orbit determination process. When separating the estimation of gravity field parameters from the determination of the satellites’ orbits, correlations between orbit parameters and gravity field coefficients are ignored and the latter parameters are biased towards the a priori force model. We are thus confronted with a kind of hidden regularization. To decipher the underlying mechanisms, the Celestial Mechanics Approach is complemented by tools to modify the impact of the pseudo-stochastic arc-specific parameters on the normal equations level and to efficiently generate ensembles of solutions. By introducing a time variable a priori model and solving for hourly pseudo-stochastic accelerations, a significant reduction of noisy striping in the monthly solutions can be achieved. Setting up more frequent pseudo-stochastic parameters results in a further reduction of the noise, but also in a notable damping of the observed geophysical signals. To quantify the effect of the a priori model on the monthly solutions, the process of fixing the orbit parameters is replaced by an equivalent introduction of special pseudo-observations, i.e., by explicit regularization. The contribution of the thereby introduced a priori information is determined by a contribution analysis. The presented mechanism is valid universally. It may be used to separate any subset of parameters by pseudo-observations of a special design and to quantify the damage imposed on the solution.

Screening and prediction of erosive potential

The literature on the erosive potential of drinks and other products is summarised, and aspects of the conduct of screening tests as well as possible correlations of the erosive potential with various solution parameters are discussed. The solution parameters that have been suggested as important include pH, acid concentration (with respect to buffer capacity and concentration of undissociated acid), degree of saturation, calcium and phosphate concentrations, and inhibitors of erosion. Based on the available data, it is concluded that the dominant factor in erosion is pH. The effect of buffer capacity seems to be pH dependent. The degree of saturation probably has a non-linear relationship with erosion. While calcium at elevated concentrations is known to reduce erosion effectively, it is not known whether it is important at naturally occurring concentrations. Fluoride at naturally occurring concentrations is inversely correlated with erosive potential, but phosphate is probably not. Natural plant gums, notably pectin, do not inhibit erosion, so they are unlikely to interfere with the prediction of erosive potential. The non-linearity of some solution factors and interactions with pH need to be taken into account when developing multivariate models for predicting the erosive potential of different solutions. Finally, the erosive potential of solutions towards enamel and dentine might differ.

Dual origins of dairy cattle farming - evidence from a comprehensive survey of European Y-chromosomal variation

BACKGROUND: Diversity patterns of livestock species are informative to the history of agriculture and indicate uniqueness of breeds as relevant for conservation. So far, most studies on cattle have focused on mitochondrial and autosomal DNA variation. Previous studies of Y-chromosomal variation, with limited breed panels, identified two Bos taurus (taurine) haplogroups (Y1 and Y2; both composed of several haplotypes) and one Bos indicus (indicine/zebu) haplogroup (Y3), as well as a strong phylogeographic structuring of paternal lineages. METHODOLOGY AND PRINCIPAL FINDINGS: Haplogroup data were collected for 2087 animals from 138 breeds. For 111 breeds, these were resolved further by genotyping microsatellites INRA189 (10 alleles) and BM861 (2 alleles). European cattle carry exclusively taurine haplotypes, with the zebu Y-chromosomes having appreciable frequencies in Southwest Asian populations. Y1 is predominant in northern and north-western Europe, but is also observed in several Iberian breeds, as well as in Southwest Asia. A single Y1 haplotype is predominant in north-central Europe and a single Y2 haplotype in central Europe. In contrast, we found both Y1 and Y2 haplotypes in Britain, the Nordic region and Russia, with the highest Y-chromosomal diversity seen in the Iberian Peninsula. CONCLUSIONS: We propose that the homogeneous Y1 and Y2 regions reflect founder effects associated with the development and expansion of two groups of dairy cattle, the pied or red breeds from the North Sea and Baltic coasts and the spotted, yellow or brown breeds from Switzerland, respectively. The present Y1-Y2 contrast in central Europe coincides with historic, linguistic, religious and cultural boundaries.

Triality, periodicity and stability of SO(8) gauged supergravity

While electromagnetic duality is a symmetry of many supergravity theories, this is not the case for the N = 8 gauged theory. It was recently shown that this rotation leads to a one-parameter family of SO(8) supergravities. It is an open question what the period of this parameter is. This issue is investigated in the SO(4) invariant sectors of the theory. We classify such critical points and find a novel branch of non-supersymmetric and unstable solutions, whose embedding is related via triality to the two known ones. Secondly, we show that the three branches of solutions lead to a π/4 periodicity of the vacuum structure. The general interrelations between triality and periodicity are discussed. Finally, we comment on the connection to other gauge groups as well as the possibility to achieve (non-)perturbative stability around AdS/Mkw/dS transitions.