Extended factorizations of exponential functionals of Lévy processes

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.

A high-resolution near-infrared extraterrestrial solar spectrum derived from ground-based Fourier transform spectrometer measurements

A detailed spectrally-resolved extraterrestrial solar spectrum (ESS) is important for line-by-line radiative transfer modeling in the near-infrared (near-IR). Very few observationally-based high-resolution ESS are available in this spectral region. Consequently the theoretically-calculated ESS by Kurucz has been widely adopted. We present the CAVIAR (Continuum Absorption at Visible and Infrared Wavelengths and its Atmospheric Relevance) ESS which is derived using the Langley technique applied to calibrated observations using a ground-based high-resolution Fourier transform spectrometer (FTS) in atmospheric windows from 2000–10000 cm-1 (1–5 μm). There is good agreement between the strengths and positions of solar lines between the CAVIAR and the satellite-based ACE-FTS (Atmospheric Chemistry Experiment-FTS) ESS, in the spectral region where they overlap, and good agreement with other ground-based FTS measurements in two near-IR windows. However there are significant differences in the structure between the CAVIAR ESS and spectra from semi-empirical models. In addition, we found a difference of up to 8 % in the absolute (and hence the wavelength-integrated) irradiance between the CAVIAR ESS and that of Thuillier et al., which was based on measurements from the Atmospheric Laboratory for Applications and Science satellite and other sources. In many spectral regions, this difference is significant, as the coverage factor k = 2 (or 95 % confidence limit) uncertainties in the two sets of observations do not overlap. Since the total solar irradiance is relatively well constrained, if the CAVIAR ESS is correct, then this would indicate an integrated “loss” of solar irradiance of about 30 W m-2 in the near-IR that would have to be compensated by an increase at other wavelengths.

Efficient calculation of two-dimensional periodic and waveguide acoustic Green’s functions

New representations and efficient calculation methods are derived for the problem of propagation from an infinite regularly spaced array of coherent line sources above a homogeneous impedance plane, and for the Green's function for sound propagation in the canyon formed by two infinitely high, parallel rigid or sound soft walls and an impedance ground surface. The infinite sum of source contributions is replaced by a finite sum and the remainder is expressed as a Laplace-type integral. A pole subtraction technique is used to remove poles in the integrand which lie near the path of integration, obtaining a smooth integrand, more suitable for numerical integration, and a specific numerical integration method is proposed. Numerical experiments show highly accurate results across the frequency spectrum for a range of ground surface types. It is expected that the methods proposed will prove useful in boundary element modeling of noise propagation in canyon streets and in ducts, and for problems of scattering by periodic surfaces.

Some uniform stability and convergence results for integral equations on the real line and projection methods for their solution

The paper considers second kind equations of the form (abbreviated x=y + K2x) in which and the factor z is bounded but otherwise arbitrary so that equations of Wiener-Hopf type are included as a special case. Conditions on a set are obtained such that a generalized Fredholm alternative is valid: if W satisfies these conditions and I − Kz, is injective for each z ε W then I − Kz is invertible for each z ε W and the operators (I − Kz)−1 are uniformly bounded. As a special case some classical results relating to Wiener-Hopf operators are reproduced. A finite section version of the above equation (with the range of integration reduced to [−a, a]) is considered, as are projection and iterated projection methods for its solution. The operators (where denotes the finite section version of Kz) are shown uniformly bounded (in z and a) for all a sufficiently large. Uniform stability and convergence results, for the projection and iterated projection methods, are obtained. The argument generalizes an idea in collectively compact operator theory. Some new results in this theory are obtained and applied to the analysis of projection methods for the above equation when z is compactly supported and k(s − t) replaced by the general kernel k(s,t). A boundary integral equation of the above type, which models outdoor sound propagation over inhomogeneous level terrain, illustrates the application of the theoretical results developed.

Gradient recovery in adaptive finite-element methods for parabolic problems

We derive energy-norm a posteriori error bounds, using gradient recovery (ZZ) estimators to control the spatial error, for fully discrete schemes for the linear heat equation. This appears to be the �rst completely rigorous derivation of ZZ estimators for fully discrete schemes for evolution problems, without any restrictive assumption on the timestep size. An essential tool for the analysis is the elliptic reconstruction technique.Our theoretical results are backed with extensive numerical experimentation aimed at (a) testing the practical sharpness and asymptotic behaviour of the error estimator against the error, and (b) deriving an adaptive method based on our estimators. An extra novelty provided is an implementation of a coarsening error "preindicator", with a complete implementation guide in ALBERTA in the appendix.

Application of two-dimensional wavelet transform in near-shore X-band radar images

Among existing remote sensing applications, land-based X-band radar is an effective technique to monitor the wave fields, and spatial wave information could be obtained from the radar images. Two-dimensional Fourier Transform (2-D FT) is the common algorithm to derive the spectra of radar images. However, the wave field in the nearshore area is highly non-homogeneous due to wave refraction, shoaling, and other coastal mechanisms. When applied in nearshore radar images, 2-D FT would lead to ambiguity of wave characteristics in wave number domain. In this article, we introduce two-dimensional Wavelet Transform (2-D WT) to capture the non-homogeneity of wave fields from nearshore radar images. The results show that wave number spectra by 2-D WT at six parallel space locations in the given image clearly present the shoaling of nearshore waves. Wave number of the peak wave energy is increasing along the inshore direction, and dominant direction of the spectra changes from South South West (SSW) to West South West (WSW). To verify the results of 2-D WT, wave shoaling in radar images is calculated based on dispersion relation. The theoretical calculation results agree with the results of 2-D WT on the whole. The encouraging performance of 2-D WT indicates its strong capability of revealing the non-homogeneity of wave fields in nearshore X-band radar images.

MODELING VERY LONG BASELINE INTERFEROMETRIC IMAGES WITH THE CROSS-ENTROPY GLOBAL OPTIMIZATION TECHNIQUE

We present a new technique for obtaining model fittings to very long baseline interferometric images of astrophysical jets. The method minimizes a performance function proportional to the sum of the squared difference between the model and observed images. The model image is constructed by summing N(s) elliptical Gaussian sources characterized by six parameters: two-dimensional peak position, peak intensity, eccentricity, amplitude, and orientation angle of the major axis. We present results for the fitting of two main benchmark jets: the first constructed from three individual Gaussian sources, the second formed by five Gaussian sources. Both jets were analyzed by our cross-entropy technique in finite and infinite signal-to-noise regimes, the background noise chosen to mimic that found in interferometric radio maps. Those images were constructed to simulate most of the conditions encountered in interferometric images of active galactic nuclei. We show that the cross-entropy technique is capable of recovering the parameters of the sources with a similar accuracy to that obtained from the very traditional Astronomical Image Processing System Package task IMFIT when the image is relatively simple (e. g., few components). For more complex interferometric maps, our method displays superior performance in recovering the parameters of the jet components. Our methodology is also able to show quantitatively the number of individual components present in an image. An additional application of the cross-entropy technique to a real image of a BL Lac object is shown and discussed. Our results indicate that our cross-entropy model-fitting technique must be used in situations involving the analysis of complex emission regions having more than three sources, even though it is substantially slower than current model-fitting tasks (at least 10,000 times slower for a single processor, depending on the number of sources to be optimized). As in the case of any model fitting performed in the image plane, caution is required in analyzing images constructed from a poorly sampled (u, v) plane.

An implicit technique for solving 3D low Reynolds number moving free surface flows

This paper describes the development of an implicit finite difference method for solving transient three-dimensional incompressible free surface flows. To reduce the CPU time of explicit low-Reynolds number calculations, we have combined a projection method with an implicit technique for treating the pressure on the free surface. The projection method is employed to uncouple the velocity and the pressure fields, allowing each variable to be solved separately. We employ the normal stress condition on the free surface to derive an implicit technique for calculating the pressure at the free surface. Numerical results demonstrate that this modification is essential for the construction of methods that are more stable than those provided by discretizing the free surface explicitly. In addition, we show that the proposed method can be applied to viscoelastic fluids. Numerical results include the simulation of jet buckling and extrudate swell for Reynolds numbers in the range [0.01, 0.5]. (C) 2008 Elsevier Inc. All rights reserved.

Measurement of thermal neutron cross section and resonance integral for the (165)Ho(n, gamma)(166g)Ho reaction

The ground state thermal neutron cross section and the resonance integral for the (165)Ho(n, gamma)(166)Ho reaction in thermal and 1/E regions, respectively, of a thermal reactor neutron spectrum have been measured experimentally by activation technique. The reaction product, (166)Ho in the ground state, is gaining considerable importance as a therapeutic radionuclide and precisely measured data of the reaction are of significance from the fundamental point of view as well as for application. In this work, the spectrographically pure holmium oxide (Ho(2)O(3)) powder samples were irradiated with and without cadmium covers at the IEA-RI reactor (IPEN, Sao Paulo), Brazil. The deviation of the neutron spectrum shape from 1/E law was measured by co-irradiating Co, Zn, Zr and Au activation detectors with thermal and epithermal neutrons followed by regression and iterative procedures. The magnitudes of the discrepancies that can occur in measurements made with the ideal 1/E law considerations in the epithermal range were studied. The measured thermal neutron cross section at the Maxwellian averaged thermal energy of 0.0253 eV is 59.0 +/- 2.1 b and for the resonance integral 657 +/- 36b. The results are measured with good precision and indicated a consistency trend to resolve the discrepant status of the literature data. The results are compared with the values in main libraries such as ENDF/B-VII, JEF-2.2 and JENDL-3.2, and with other measurements in the literature.

Mastication effort study using photorefractive holographic interferometry technique

The purpose of this work was the force-displacement response analysis of the masticatory process in a dried human skull by Double-Exposure Photorefractive Holographic Interferometry Technique (2E-PRHI). The load concentration and dissipation of the forces from dried human skull were analysed at applied loading stands as a Simulation of Isolated Contraction (SIC) of some mastication muscles. The 2EHI and Fringe Analysis Method were used to obtain the quantitative results of this force-displacement response. These results document quantitatively the real biomechanical response from dried human skull under applied loading and it can be used for complementary study by finite element model and others analysis type. Crown Copyright (C) 2009 Published by Elsevier Ltd. All rights reserved.

ENO adaptive method for solving one-dimensional conservation laws

In this work an efficient third order non-linear finite difference scheme for solving adaptively hyperbolic systems of one-dimensional conservation laws is developed. The method is based oil applying to the solution of the differential equation an interpolating wavelet transform at each time step, generating a multilevel representation for the solution, which is thresholded and a sparse point representation is generated. The numerical fluxes obtained by a Lax-Friedrichs flux splitting are evaluated oil the sparse grid by an essentially non-oscillatory (ENO) approximation, which chooses the locally smoothest stencil among all the possibilities for each point of the sparse grid. The time evolution of the differential operator is done on this sparse representation by a total variation diminishing (TVD) Runge-Kutta method. Four classical examples of initial value problems for the Euler equations of gas dynamics are accurately solved and their sparse solutions are analyzed with respect to the threshold parameters, confirming the efficiency of the wavelet transform as an adaptive grid generation technique. (C) 2008 IMACS. Published by Elsevier B.V. All rights reserved.

INVOLUTIONS AND FREE PAIRS OF BASS CYCLIC UNITS IN INTEGRAL GROUP RINGS

Let ZG be the integral group ring of the finite nonabelian group G over the ring of integers Z, and let * be an involution of ZG that extends one of G. If x and y are elements of G, we investigate when pairs of the form (u(k,m)(x*), u(k,m)(x*)) or (u(k,m)(x), u(k,m)(y)), formed respectively by Bass cyclic and *-symmetric Bass cyclic units, generate a free noncyclic subgroup of the unit group of ZG.

CENTRAL UNITS IN METACYCLIC INTEGRAL GROUP RINGS

In this article, we give a method to compute the rank of the subgroup of central units of ZG, for a finite metacyclic group, G, by means of Q-classes and R-classes. Then we construct a multiplicatively independent set u subset of Z(U(ZC(p,q))) and by applying our results, we prove that u generates a subgroup of finite index.

BASS CYCLIC UNITS AS FACTORS IN A FREE GROUP IN INTEGRAL GROUP RING UNITS

Marciniak and Sehgal showed that if u is a non-trivial bicyclic unit of an integral group ring then there is a bicyclic unit v such that u and v generate a non-abelian free group. A similar result does not hold for Bass cyclic units of infinite order based on non-central elements as some of them have finite order modulo the center. We prove a theorem that suggests that this is the only limitation to obtain a non-abelian free group from a given Bass cyclic unit. More precisely, we prove that if u is a Bass cyclic unit of an integral group ring ZG of a solvable and finite group G, such that u has infinite order modulo the center of U(ZG) and it is based on an element of prime order, then there is a non-abelian free group generated by a power of u and a power of a unit in ZG which is either a Bass cyclic unit or a bicyclic unit.

Involutions and free pairs of bicyclic units in integral group rings

If * : G -> G is an involution on the finite group G, then * extends to an involution on the integral group ring Z[G] . In this paper, we consider whether bicyclic units u is an element of Z[G] exist with the property that the group < u, u*> generated by u and u* is free on the two generators. If this occurs, we say that (u, u*)is a free bicyclic pair. It turns out that the existence of u depends strongly upon the structure of G and on the nature of the involution. One positive result here is that if G is a nonabelian group with all Sylow subgroups abelian, then for any involution *, Z[G] contains a free bicyclic pair.