A new approach to the inverse problem for current mapping in thin-film superconductors

A novel mathematical approach has been developed to complete the inversion of the Biot-Savart law in one- and two-dimensional cases from measurements of the perpendicular component of the magnetic field using the well-developed Magneto-Optical Imaging technique. Our approach, especially in the 2D case, is provided in great detail to allow a straightforward implementation as opposed to those found in the literature. Our new approach also refines our previous results for the 1D case [Johansen et al., Phys. Rev. B 54, 16264 (1996)], and streamlines the method developed by Jooss et al. [Physica C 299, 215 (1998)] deemed as the most accurate if compared to that of Roth et al. [J. Appl. Phys. 65, 361 (1989)]. We also verify and streamline the iterative technique, which was developed following Laviano et al. [Supercond. Sci. Technol. 16, 71 (2002)] to account for in-plane magnetic fields caused by the bending of the applied magnetic field due to the demagnetising effect. After testing on magneto-optical images of a high quality YBa2Cu3O7 superconducting thin film, we show that the procedure employed is effective

Efficient pricing options under regime switching

In the paper, we propose two new efficient methods for pricing barrier option in wide classes of Lévy processes with/without regime switching. Both methods are based on the numerical Laplace transform inversion formulae and the Fast Wiener-Hopf factorization method developed in Kudryavtsev and Levendorski\v{i} (Finance Stoch. 13: 531--562, 2009). The first method uses the Gaver-Stehfest algorithm, the second one -- the Post-Widder formula. We prove the advantage of the new methods in terms of accuracy and convergence by using Monte-Carlo simulations.Lévy processes; barrier options;regime switching models; Wiener-Hopf factorization; Laplace transform; numerical methods; numerical transform inversion

The inverse Laplace transform as the ultimate tool for transverse mass spectra

New high statistics data from the second generation of ultrarelativistic heavy-ion experiments open up new possibilities in terms of data analysis. To fully utilize the potential we propose to analyze the $m_\perp$-spectra of hadrons using the inverse Laplace transform. The problems with its inherent ill-definedness can be overcome and several applications in other fields like biology, chemistry or optics have already shown its feasability. Moreover, the method also promises to deliver upper bounds on the total information content of the spectra, which is of big importance for all other means of analysis. Here we compute several Laplace inversions from different thermal scenarios, both analytically and numerically, to test the efficiency of the method. Especially the case of a two component structure, related to a possible first order phase transition to a quark gluon plasma, is closer investigated and it is shown that at least a signal to noise ratio of $10^4$ is necessary to resolve two individual components.Comment: 13 pages (PostScript, including figures), BNL-NTHES