A unique Permian-Triassic boundary section from the Neotethyan Hawasina Basin, Central Oman Mountains

In the Wadi Wasit area (Central Oman Mountains), Dienerian breccias are widespread. These breccias consist mostly of Guadalupian reefal blocks, often dolomitised, and some rare small-sized blocks of lowermost Triassic bivalve-bearing limestones. A unique block, with a size of about 200 m(3), including Permian and earliest Triassic faunas has been studied in detail. The so-called Wadi Wasit block consists of three major lithological units. A basal unstratified grey limestone is rich in various reef-building organisms (rugose corals, calcareous sponges, stromatoporoids) and has been dated as Middle Permian. It is disconformably overlain by well- and thin-bedded light grey to yellowish coloured limestones rich in molluscs. Two major lithologies (Coquina Limestone respectively Bioclastic Limestone unit) characterise the shelly limestones, their contact seems gradual. These two units are well-dated; they are of Griesbachian age and contain three conodont zones, the Parvus Zone, the Staeschei Zone and the Sosioensis Zone, and two ammonoid zones, the Ophiceras tibeticum Zone and an 'unnamed interval'. The third unit consists of a grey marly limestone containing Neospathodus kummeli (basal Dienerian). It is the first record of well-dated basal Triassic sediments in the Arabian Peninsula. The Coquina Limestone is dominated by the bivalve Promyalina with some Claraia and Eumorphotis. This bivalve association is interpreted as a pioneering opportunistic assemblage. Towards the top of the Bioclastic Limestone unit, the faunal diversity increases and contains probably more than 20 taxa of bivalves, microgastropods, crinoids, brachiopods, ammonoids, echinoid spines, ostracods and conodonts. The generic diversity of this biofacies exceeds by far any other Griesbachian assemblage known. Our data give new evidence for the geodynamical history for the distal carbonate shelf bordering the Hawasina Basin. A break in the sedimentation characterises the Late Permian. The basal Triassic shows a steady transgression and the breccias may record a distinct gravitational collapse of platform margins linked with sea-level low stand at the end of Induan time (late Dienerian-basal Smithian). delta(13)C(carb) isotopic analyses were performed and yield typical Permian values of around 4parts per thousand for the Reefal Limestone, with a strong negative shift across the Permian-Triassic boundary. During the Griesbachian values shift positively from 0.5 to 3.1parts per thousand parallel to an increase in faunal diversity and probably primary productivity. The detailed faunal analysis and the discovery of an unexpected diversity give,us a new understanding of the recovery of the Early Triassic marine ecosystem.

Asymptotic analysis of the Gunn effect with realistic boundary conditions

A general asymptotic analysis of the Gunn effect in n-type GaAs under general boundary conditions for metal-semiconductor contacts is presented. Depending on the parameter values in the boundary condition of the injecting contact, different types of waves mediate the Gunn effect. The periodic current oscillation typical of the Gunn effect may be caused by moving charge-monopole accumulation or depletion layers, or by low- or high-field charge-dipole solitary waves. A new instability caused by multiple shedding of (low-field) dipole waves is found. In all cases the shape of the current oscillation is described in detail: we show the direct relationship between its major features (maxima, minima, plateaus, etc.) and several critical currents (which depend on the values of the contact parameters). Our results open the possibility of measuring contact parameters from the analysis of the shape of the current oscillation.

Stationary states and phase diagram for a model of the Gunn effect under realistic boundary conditions

A general formulation of boundary conditions for semiconductor-metal contacts follows from a phenomenological procedure sketched here. The resulting boundary conditions, which incorporate only physically well-defined parameters, are used to study the classical unipolar drift-diffusion model for the Gunn effect. The analysis of its stationary solutions reveals the presence of bistability and hysteresis for a certain range of contact parameters. Several types of Gunn effect are predicted to occur in the model, when no stable stationary solution exists, depending on the value of the parameters of the injecting contact appearing in the boundary condition. In this way, the critical role played by contacts in the Gunn effect is clearly established.

Ruin Theory with Excess of Loss Reinsurance and Reinstatements

The present paper studies the probability of ruin of an insurer, if excess of loss reinsurance with reinstatements is applied. In the setting of the classical Cramer-Lundberg risk model, piecewise deterministic Markov processes are used to describe the free surplus process in this more general situation. It is shown that the finite-time ruin probability is both the solution of a partial integro-differential equation and the fixed point of a contractive integral operator. We exploit the latter representation to develop and implement a recursive algorithm for numerical approximation of the ruin probability that involves high-dimensional integration. Furthermore we study the behavior of the finite-time ruin probability under various levels of initial surplus and security loadings and compare the efficiency of the numerical algorithm with the computational alternative of stochastic simulation of the risk process. (C) 2011 Elsevier Inc. All rights reserved.

Option valuation as an expectation in the complex domain: The Black-Scholes case

It is very well known that the first succesful valuation of a stock option was done by solving a deterministic partial differential equation (PDE) of the parabolic type with some complementary conditions specific for the option. In this approach, the randomness in the option value process is eliminated through a no-arbitrage argument. An alternative approach is to construct a replicating portfolio for the option. From this viewpoint the payoff function for the option is a random process which, under a new probabilistic measure, turns out to be of a special type, a martingale. Accordingly, the value of the replicating portfolio (equivalently, of the option) is calculated as an expectation, with respect to this new measure, of the discounted value of the payoff function. Since the expectation is, by definition, an integral, its calculation can be made simpler by resorting to powerful methods already available in the theory of analytic functions. In this paper we use precisely two of those techniques to find the well-known value of a European call

Numerical modeling of the effect of variation of boundary conditions on vadose zone hydraulic properties

An accurate estimation of hydraulic fluxes in the vadose zone is essential for the prediction of water, nutrient and contaminant transport in natural systems. The objective of this study was to simulate the effect of variation of boundary conditions on the estimation of hydraulic properties (i.e. water content, effective unsaturated hydraulic conductivity and hydraulic flux) in a one-dimensional unsaturated flow model domain. Unsaturated one-dimensional vertical water flow was simulated in a pure phase clay loam profile and in clay loam interlayered with silt loam distributed according to the third iteration of the Cantor Bar fractal object Simulations were performed using the numerical model Hydrus 1D. The upper and lower pressure heads were varied around average values of -55 cm for the near-saturation range. This resulted in combinations for the upper and lower constant head boundary conditions, respectively, of -50 and -60 cm, -40 and -70 cm, -30 and -80 cm, -20 and -90 cm, and -10 and -100 cm. For the drier range the average head between the upper and lower boundary conditions was set to -550 cm, resulting in the combinations -500 and -600 cm, -400 and -700 cm, -300 and -800 cm, -200 and -900 cm, and -100 and -1,000 cm, for upper and lower boundary conditions, respectively. There was an increase in water contents, fluxes and hydraulic conductivities with the increase in head difference between boundary conditions. Variation in boundary conditions in the pure phase and interlayered one-dimensional profiles caused significant deviations in fluxes, water contents and hydraulic conductivities compared to the simplest case (a head difference between the upper and lower constant head boundaries of 10 cm in the wetter range and 100 cm in the drier range).

Equation of state of hot, dense stellar matter. Finite temperature nuclear Thomas-Fermi approach

The properties of hot, dense stellar matter are investigated with a finite temperature nuclear Thomas-Fermi model.

Particle in an electromagnetic field: The Lorentz-Dirac equation

A new method to solve the Lorentz-Dirac equation in the presence of an external electromagnetic field is presented. The validity of the approximation is discussed, and the method is applied to a particle in the presence of a constant magnetic field.

BRST-invariant path integral for a spinning relativistic particle

The propagator of a relativistic spinning particle is calculated using the Becchi-Rouet-Stora-Tyutin-(BRST)-invariant path-integral formalism of Fradkin and Vilkovisky. The spinless case is considered as an introduction to the formalism.

Pseudoclassical description for a nonrelativistic spinning particle. I. The Levy-Leblond equation

A pseudoclassical model for a spinning nonrelativistic particle is presented. The model contains two first-class constraints which after quantization give rise to the Levy-Leblond equation for a spin-1/2 particle.

Equivalence of reduced, Polyakov, Faddeev-Popov, and Faddeev path-integral quantization of gauge theories

A geometrical treatment of the path integral for gauge theories with first-class constraints linear in the momenta is performed. The equivalence of reduced, Polyakov, Faddeev-Popov, and Faddeev path-integral quantization of gauge theories is established. In the process of carrying this out we find a modified version of the original Faddeev-Popov formula which is derived under much more general conditions than the usual one. Throughout this paper we emphasize the fact that we only make use of the information contained in the action for the system, and of the natural geometrical structures derived from it.

Effects of external noise on the Swift-Hohenberg Equation

The Swift-Hohenberg equation is studied in the presence of a multiplicative noise. This stochastic equation could describe a situation in which a noise has been superimposed on the temperature gradient between the two plates of a Rayleigh-Bnard cell. A linear stability analysis and numerical simulations show that, in constrast to the additive-noise case, convective structures appear in a regime in which a deterministic analysis predicts a homogeneous solution.

Competitive evaporation in arrays of droplets

We consider the evaporation of periodic arrays of initially equal droplets in two-dimensional systems with open (absorbing) boundaries. Our study is based on the numerical solution of the Cahn-Hilliard equation. We show that due to cooperative effects the droplets which are further from the boundary may evaporate earlier than those in the boundary¿s vicinity. The time evolution of the overall amount of matter in the system is also studied.