Saddlepoint Approximations to the Probability of Ruin in Finite Time for the Compound Poisson Risk Process Perturbed by Diffusion

A large deviations type approximation to the probability of ruin within a finite time for the compound Poisson risk process perturbed by diffusion is derived. This approximation is based on the saddlepoint method and generalizes the approximation for the non-perturbed risk process by Barndorff-Nielsen and Schmidli (Scand Actuar J 1995(2):169–186, 1995). An importance sampling approximation to this probability of ruin is also provided. Numerical illustrations assess the accuracy of the saddlepoint approximation using importance sampling as a benchmark. The relative deviations between saddlepoint approximation and importance sampling are very small, even for extremely small probabilities of ruin. The saddlepoint approximation is however substantially faster to compute.

Comment on "From geodesics of the multipole solutions to the perturbed Kepler problem"

In this Comment we explain the discrepancies mentioned by the authors between their results and ours about the in?uence of the gravitational quadrupole moment in the perturbative calculation of corrections to the precession of the periastron of quasielliptical Keplerian equatorial orbits around a point mass. The discrepancy appears to be a consequence of two different calculations of the angular momentum of the orbits.

Perturbed angular correlation study of Ta-181-doped PbTi1-xHfxO3 compounds

In this work, the hyperfine quadrupole interaction at Ta-doped PbTi1-xHfxO3 polycrystalline samples is studied for the first time. Powders with x=0.25, 0.50 and 0.75 were prepared and characterized by X-ray diffraction analysis. Perturbed Angular Correlation (PAC) analyses were done as a function of temperature, using low concentration Ta-181 nuclei as probes. In the ferroelectric and paraelectric phases of these compounds two sites were occupied by the probes. For each site the quadrupole frequency, asymmetry and relative distribution width parameters were obtained as a function of temperature above and below the Curie temperature (T-C). One of these sites was assigned to the regular Ti-Hf site, while the other one was assigned to some kind of defect. The behavior of the hyperfine parameters as a function of temperature was analyzed in terms of a recent published phase diagram and the presence of disorder below and above T-C. For the three compositions measured, the obtained hyperfine parameters present discontinuities which correspond to the ferroelectric-paraelectric phase transition. In both phases it was found broad frequency distributed interactions. The disorder in the electronic distribution would be responsible for the broad line width of the hyperfine interaction. (C) 2012 Elsevier B.V. All rights reserved.

Differential resultants of super essential systems of linear OD-polynomials

The sparse differential resultant dres(P) of an overdetermined system P of generic nonhomogeneous ordinary differential polynomials, was formally defined recently by Li, Gao and Yuan (2011). In this note, a differential resultant formula dfres(P) is defined and proved to be nonzero for linear "super essential" systems. In the linear case, dres(P) is proved to be equal, up to a nonzero constant, to dfres(P*) for the supper essential subsystem P* of P.

A new set of integrals of motion to propagate the perturbed two-body problem

A formulation of the perturbed two-body problem that relies on a new set of orbital elements is presented. The proposed method represents a generalization of the special perturbation method published by Peláez et al. (Celest Mech Dyn Astron 97(2):131?150,2007) for the case of a perturbing force that is partially or totally derivable from a potential. We accomplish this result by employing a generalized Sundman time transformation in the framework of the projective decomposition, which is a known approach for transforming the two-body problem into a set of linear and regular differential equations of motion. Numerical tests, carried out with examples extensively used in the literature, show the remarkable improvement of the performance of the new method for different kinds of perturbations and eccentricities. In particular, one notable result is that the quadratic dependence of the position error on the time-like argument exhibited by Peláez?s method for near-circular motion under the J2 perturbation is transformed into linear.Moreover, themethod reveals to be competitive with two very popular elementmethods derived from theKustaanheimo-Stiefel and Sperling-Burdet regularizations.

Conditional density approximations with mixtures of polynomials

Mixtures of polynomials (MoPs) are a non-parametric density estimation technique especially designed for hybrid Bayesian networks with continuous and discrete variables. Algorithms to learn one- and multi-dimensional (marginal) MoPs from data have recently been proposed. In this paper we introduce two methods for learning MoP approximations of conditional densities from data. Both approaches are based on learning MoP approximations of the joint density and the marginal density of the conditioning variables, but they differ as to how the MoP approximation of the quotient of the two densities is found. We illustrate and study the methods using data sampled from known parametric distributions, and we demonstrate their applicability by learning models based on real neuroscience data. Finally, we compare the performance of the proposed methods with an approach for learning mixtures of truncated basis functions (MoTBFs). The empirical results show that the proposed methods generally yield models that are comparable to or significantly better than those found using the MoTBF-based method.

A finite class of orthogonal functions generated by Routh-Romanovski polynomials

It is known that some orthogonal systems are mapped onto other orthogonal systems by the Fourier transform. In this article we introduce a finite class of orthogonal functions, which is the Fourier transform of Routh-Romanovski orthogonal polynomials, and obtain its orthogonality relation using Parseval identity.

Solution of the pulse width modulation problem using orthogonal polynomials and Korteweg-de Vries equations

The mathematical underpinning of the pulse width modulation (PWM) technique lies in the attempt to represent “accurately” harmonic waveforms using only square forms of a fixed height. The accuracy can be measured using many norms, but the quality of the approximation of the analog signal (a harmonic form) by a digital one (simple pulses of a fixed high voltage level) requires the elimination of high order harmonics in the error term. The most important practical problem is in “accurate” reproduction of sine-wave using the same number of pulses as the number of high harmonics eliminated. We describe in this paper a complete solution of the PWM problem using Padé approximations, orthogonal polynomials, and solitons. The main result of the paper is the characterization of discrete pulses answering the general PWM problem in terms of the manifold of all rational solutions to Korteweg-de Vries equations.

E-polynomials of the SL(2, C)-character varieties of surface groups

We compute the E-polynomials of the moduli spaces of representations of the fundamental group of a once-punctured surface of any genus into SL(2, C), for any possible holonomy around the puncture. We follow the geometric technique introduced in [12], based on stratifying the space of representations, and on the analysis of the behavior of the E-polynomial under fibrations.

Numerical resolution of Emden's equation using Adomian polynomials

Purpose: In this paper the authors aim to show the advantages of using the decomposition method introduced by Adomian to solve Emden's equation, a classical non‐linear equation that appears in the study of the thermal behaviour of a spherical cloud and of the gravitational potential of a polytropic fluid at hydrostatic equilibrium. Design/methodology/approach: In their work, the authors first review Emden's equation and its possible solutions using the Frobenius and power series methods; then, Adomian polynomials are introduced. Afterwards, Emden's equation is solved using Adomian's decomposition method and, finally, they conclude with a comparison of the solution given by Adomian's method with the solution obtained by the other methods, for certain cases where the exact solution is known. Findings: Solving Emden's equation for n in the interval [0, 5] is very interesting for several scientific applications, such as astronomy. However, the exact solution is known only for n=0, n=1 and n=5. The experiments show that Adomian's method achieves an approximate solution which overlaps with the exact solution when n=0, and that coincides with the Taylor expansion of the exact solutions for n=1 and n=5. As a result, the authors obtained quite satisfactory results from their proposal. Originality/value: The main classical methods for obtaining approximate solutions of Emden's equation have serious computational drawbacks. The authors make a new, efficient numerical implementation for solving this equation, constructing iteratively the Adomian polynomials, which leads to a solution of Emden's equation that extends the range of variation of parameter n compared to the solutions given by both the Frobenius and the power series methods.

The use of Chebyshev matrix polynomials in the iterative solution of linear equations compared to the method of successive overrelaxtion /

"(This is being submitted in partial fulfillment of the requirements for the degree of Doctor of Philosophy in Mathematics, June 1959.)"

The zeros and maxima of the Airy function and its first derivative to 25 significant figures.

Mode of access: Internet.

Effect of surface-perturbed intermolecular interaction on adsorption of simple gases on a graphitized carbon surface

In this paper, we investigate the effect of the solid surface on the fluid-fluid intermolecular potential energy. This modified fluid-fluid interaction energy due to the inducement of a solid surface is used in the grand canonical Monte Carlo (GCMC) simulation of various noble gases, nitrogen, and methane on graphitized thermal carbon black. This effect is such that the effective interaction potential energy between two particles close to surface is less than the potential energy if the solid substrate is not present. With this modification the GCMC simulation results agree extremely well with the experimental data over a wide range of pressures while the simulation results with the unmodified potential energy give rise to a shoulder near the neighborhood of monolayer coverage and the significant overprediction of the second and higher layer coverages. In particular the unmodified GCMC results exhibit very sharp change in those higher layers while the experimental data have a much gradual change in the uptake. We will illustrate this theory with adsorption data of argon, xenon, neon, nitrogen, and methane on graphitized thermal carbon black.

Using continuous measurement to protect a universal set of quantum gates within a perturbed decoherence-free subspace

We consider a universal set of quantum gates encoded within a perturbed decoherence-free subspace of four physical qubits. Using second-order perturbation theory and a measuring device modelled by an infinite set of harmonic oscillators, simply coupled to the system, we show that continuous observation of the coupling agent induces inhibition of the decoherence due to spurious perturbations. We thus advance the idea of protecting or even creating a decoherence-free subspace for processing quantum information.

Multi-level zero-inflated Poisson regression modelling of correlated count data with excess zeros

Count data with excess zeros relative to a Poisson distribution are common in many biomedical applications. A popular approach to the analysis of such data is to use a zero-inflated Poisson (ZIP) regression model. Often, because of the hierarchical Study design or the data collection procedure, zero-inflation and lack of independence may occur simultaneously, which tender the standard ZIP model inadequate. To account for the preponderance of zero counts and the inherent correlation of observations, a class of multi-level ZIP regression model with random effects is presented. Model fitting is facilitated using an expectation-maximization algorithm, whereas variance components are estimated via residual maximum likelihood estimating equations. A score test for zero-inflation is also presented. The multi-level ZIP model is then generalized to cope with a more complex correlation structure. Application to the analysis of correlated count data from a longitudinal infant feeding study illustrates the usefulness of the approach.