Políticas de dividendos y probabilidad de ruina

En este trabajo introducimos diversas clases de barreras del dividendo en la teoría modelo clásica de la ruina. Estudiamos la influencia de la estrategia de la barrera en probabilidad de la ruina. Un método basado en las ecuaciones de la renovación [Grandell (1991)], alternativa a la discusión diferenciada [Gerber (1975)], utilizado para conseguir las ecuaciones diferenciales parciales para resolver probabilidades de la supervivencia. Finalmente calculamos y comparamos las probabilidades de la supervivencia usando la barrera linear y parabólica del dividendo, con la ayuda de la simulación

Model of single-electron decay from a strongly isolated quantum dot

Recent measurements of electron escape from a nonequilibrium charged quantum dot are interpreted within a two-dimensional (2D) separable model. The confining potential is derived from 3D self-consistent Poisson-Thomas-Fermi calculations. It is found that the sequence of decay lifetimes provides a sensitive test of the confining potential and its dependence on electron occupation

External Fluctuations in Front Propagation

We study the effects of external noise in a one-dimensional model of front propagation. Noise is introduced through the fluctuations of a control parameter leading to a multiplicative stochastic partial differential equation. Analytical and numerical results for the front shape and velocity are presented. The linear-marginal-stability theory is found to increase its range of validity in the presence of external noise. As a consequence noise can stabilize fronts not allowed by the deterministic equation.

Vortices in atomic Bose-Einstein condensates in the large-gas-parameter region

In this work we compare the results of the Gross-Pitaevskii and modified Gross-Pitaevskii equations with ab initio variational Monte Carlo calculations for Bose-Einstein condensates of atoms in axially symmetric traps. We examine both the ground state and excited states having a vortex line along the z axis at high values of the gas parameter and demonstrate an excellent agreement between the modified Gross-Pitaevskii and ab initio Monte Carlo methods, both for the ground and vortex states.

Side-branch growth in two-dimensional dendrits. Part II: Phase-field model

The development of side-branching in solidifying dendrites in a regime of large values of the Peclet number is studied by means of a phase-field model. We have compared our numerical results with experiments of the preceding paper and we obtain good qualitative agreement. The growth rate of each side branch shows a power-law behavior from the early stages of its life. From their birth, branches which finally succeed in the competition process of side-branching development have a greater growth exponent than branches which are stopped. Coarsening of branches is entirely defined by their geometrical position relative to their dominant neighbors. The winner branches escape from the diffusive field of the main dendrite and become independent dendrites.

Poincar-Cartan integral invariant and canonical transformation for singular lagrangians

In this work we develop the canonical formalism for constrained systems with a finite number of degrees of freedom by making use of the PoincarCartan integral invariant method. A set of variables suitable for the reduction to the physical ones can be obtained by means of a canonical transformation. From the invariance of the PoincarCartan integral under canonical transformations we get the form of the equations of motion for the physical variables of the system.

Hamilton Jacobi theory for constrained systems

We extend the HamiltonJacobi formulation to constrained dynamical systems. The discussion covers both the case of first-class constraints alone and that of first- and second-class constraints combined. The HamiltonDirac equations are recovered as characteristic of the system of partial differential equations satisfied by the HamiltonJacobi function.

Equivalence Between the Lagrangian and Hamiltonian Formalisms for Constrained Systems

The equivalence between the Lagrangian and Hamiltonian formalism is studied for constraint systems. A procedure to construct the Lagrangian constraints from the Hamiltonian constraints is given. Those Hamiltonian constraints that are first class with respect to the Hamiltonian constraints produce Lagrangian constraints that are FL-projectable.

Hamilton-Jacobi theory for constrained systems

We extend the HamiltonJacobi formulation to constrained dynamical systems. The discussion covers both the case of first-class constraints alone and that of first- and second-class constraints combined. The HamiltonDirac equations are recovered as characteristic of the system of partial differential equations satisfied by the HamiltonJacobi function.

Poincar-Cartan intregral invariant and canonical trasformation for singular Lagrangians: an addendum

The results of a previous work, concerning a method for performing the canonical formalism for constrained systems, are extended when the canonical transformation proposed in that paper is explicitly time dependent.

Solutions of the telegrapher's equation in the presence of traps

Several problems in the theory of photon migration in a turbid medium suggest the utility of calculating solutions of the telegrapher¿s equation in the presence of traps. This paper contains two such solutions for the one-dimensional problem, the first being for a semi-infinite line terminated by a trap, and the second being for a finite line terminated by two traps. Because solutions to the telegrapher¿s equation represent an interpolation between wavelike and diffusive phenomena, they will exhibit discontinuities even in the presence of traps.

Reply to "Comment on 'Solutions of the telegrapher's equation in the presence of traps'"

This reply adds a number of details to remarks by Foong and Kanno [preceding Comment, Phys. Rev. A 46, 5296 (1992)] on our paper [Phys. Rev. A 45, 2222 (1992)] regarding the discontinuities observed in the curves generated in that paper.