On the distribution of exponential functionals for Levy processes with jumps of rational transform

We derive explicit formulas for the Mellin transform and the distribution of the exponential functional for Levy processes with rational Laplace exponent. This extends recent results by Cai and Kou on the processes with hyper-exponential jumps [N. Cai and S. Kou "Prising Asian options under a general jump diffusion model", (2010)].Comment: 11 page

Asymptotic optimality of the edge finite element approximation of the time-harmonic Maxwell's equations

We analyze the conforming approximation of the time-harmonic Maxwell's equations using N\'ed\'elec (edge) finite elements. We prove that the approximation is asymptotically optimal, i.e., the approximation error in the energy norm is bounded by the best-approximation error times a constant that tends to one as the mesh is refined and/or the polynomial degree is increased. Moreover, under the same conditions on the mesh and/or the polynomial degree, we establish discrete inf-sup stability with a constant that corresponds to the continuous constant up to a factor of two at most. Our proofs apply under minimal regularity assumptions on the exact solution, so that general domains, material coefficients, and right-hand sides are allowed

Optical determination and identification of organic shells around nanoparticles: application to silver nanoparticles

We present a simple method to prove the presence of an organic shell around silver nanoparticles. This method is based on the comparison between optical extinction measurements of isolated nanoparticles and Mie calculations predicting the expected wavelength of the Localized Surface Plasmon Resonance of the nanoparticles with and without the presence of an organic layer. This method was applied to silver nanoparticles which seemed to be well protected from oxidation. Further experimental characterization via Surface Enhanced Raman Spectroscopy (SERS) measurements allowed to identify this protective shell as ethylene glycol. Combining LSPR and SERS measurements could thus give proof of both presence and identification for other plasmonic nanoparticles surrounded by organic shells

Scattering by finely-layered obstacles: frequency-explicit bounds and homogenization

We consider the scalar Helmholtz equation with variable, discontinuous coefficients, modelling transmission of acoustic waves through an anisotropic penetrable obstacle. We first prove a well-posedness result and a frequency-explicit bound on the solution operator, with both valid for sufficiently-large frequency and for a class of coefficients that satisfy certain monotonicity conditions in one spatial direction, and are only assumed to be bounded (i.e., $L^\infty$) in the other spatial directions. This class of coefficients therefore includes coefficients modelling transmission by penetrable obstacles with a (potentially large) number of layers (in 2-d) or fibres (in 3-d). Importantly, the frequency-explicit bound holds uniformly for all coefficients in this class; this uniformity allows us to consider highly-oscillatory coefficients and study the limiting behaviour when the period of oscillations goes to zero. In particular, we bound the $H^1$ error committed by the first-order bulk correction to the homogenized transmission problem, with this bound explicit in both the period of oscillations of the coefficients and the frequency of the Helmholtz equation; to our knowledge, this is the first homogenization result for the Helmholtz equation that is explicit in these two quantities and valid without the assumption that the frequency is small

On a Fluctuation Identity for Random Walks and Lévy Processes

In this paper, some identities in laws involving ladder processes for random walks and Lévy processes are extended and unified. 2000 Mathematics Subject Classification 60G50, 60G51 (primary), 60G17 (secondary

Finite Element Simulations of Logging-While-Drilling and Extra-Deep Azimuthal Resistivity Measurements using Non-Fitting Grids

We propose a discretization technique using non-fitting grids to simulate magnetic field-based resistivity logging measurements. Non-fitting grids are convenient because they are simpler to generate and handle than fitting grids when the geometry is complex. On the other side, fitting grids have been historically preferred because they offer additional accuracy for a fixed problem size in the general case. In this work, we analyse the use of non-fitting grids to simulate the response of logging instruments that are based on magnetic field resistivity measurements using 2.5D Maxwell’s equations. We provide various examples demonstrating that, for these applications, if the finite element matrix coefficients are properly integrated, the accuracy loss due to the use of non-fitting grids is negligible compared to the case where fitting grids are employed

Explicit bounds for the high-frequency time-harmonic Maxwell equations in heterogeneous media

We consider the time-harmonic Maxwell equations posed in $\mathbb{R}^3$. We prove a priori bounds on the solution for $L^\infty$ coefficients $\epsilon$ and $\mu$ satisfying certain monotonicity properties, with these bounds valid for arbitrarily-large frequency, and explicit in the frequency and properties of $\epsilon$ and $\mu$. The class of coefficients covered includes (i) certain $\epsilon$ and $\mu$ for which well-posedness of the time-harmonic Maxwell equations had not previously been proved, and (ii) scattering by a penetrable $C^0$ star-shaped obstacle where $\epsilon$ and $\mu$ are smaller inside the obstacle than outside. In this latter setting, the bounds are uniform across all such obstacles, and the first sharp frequency-explicit bounds for this problem at high-frequency

AMORPHOUS PD-SI ALLOYS AND HYDRIDES PREPARED BY LOW-TEMPERATURE ION-IMPLANTATION

Ion implantation simultaneously produces compositional changes and radiation damage in the target. If the latter is not annealed, amorphization should ultimately result. Can implantation of a covalent solute into a transition metal host stabilize the damage and hence produce an amorphous alloy at lower concentrations than other techniques ? We have studied the composition-dependence of the resistivity and TCR of thin (600-800 Å) Pd films implanted at 6 K with Si ions : The results are compared to those obtained on the corresponding well-documented quench-condensed alloys, which are amorphous at Si concentrations ~.18. The resistivity of the implanted films saturates at about 90 µΩ·cm for Si concentrations above ~.18. Thus, the critical concentration for amorphization is presumably the same for the low-temperature implanted or quench-condensed Pd-Si alloy, confirming that local structure effects dominate amorphous alloy formation criteria. In a further experiment, hydrogen was implanted into the amorphous Pd-Si films (again at 6K). The resistivity increased sharply, doubling at H concentrations around 100 %. The resulting systems were superconducting ; their maximum critical temperature was 2.6 K

An ensemble approach to assess hydrological models’ contribution to uncertainties in the analysis of climate change impact on water resources

Over the recent years, several research efforts investigated the impact of climate change on water resources for different regions of the world. The projection of future river flows is affected by different sources of uncertainty in the hydro-climatic modelling chain. One of the aims of the QBic3 5 project (Que´bec-Bavarian International Collaboration on Climate Change) is to assess the contribution to uncertainty of hydrological models by using an ensemble of hydrological models presenting a diversity of structural complexity (i.e. lumped, semi distributed and distributed models). The study investigates two humid, mid-latitude catchments with natural flow conditions; one located in 10 Southern Que´bec (Canada) and one in Southern Bavaria (Germany). Daily flow is simulated with four different hydrological models, forced by outputs from regional climate models driven by a given number of GCMs’ members over a reference (1971–2000) and a future (2041–2070) periods. The results show that the choice of the hydrological model does strongly affect the climate change response of selected hydrological indicators, especially those related to low flows. Indicators related to high flows seem less sensitive on the choice of the hydrological model. Therefore, the computationally less demanding models (usually simple, lumped and conceptual) give a significant level of trust for high and overall mean flows