A frictionless microswimmer

We investigate the self-locomotion of an elongated microswimmer by virtue of the unidirectional tangential surface treadmilling. We show that the propulsion could be almost frictionless, as the microswimmer is propelled forward with the speed of the backward surface motion, i.e. it moves throughout an almost quiescent fluid. We investigate this swimming technique using the special spheroidal coordinates and also find an explicit closed-form optimal solution for a two-dimensional treadmiler via complex-variable techniques.Comment: 6 pages, 4 figure

Scattering of electromagnetic waves by many small perfectly conducting or impedance bodies

A theory of electromagnetic (EM) wave scattering by many small particles of an arbitrary shape is developed. The particles are perfectly conducting or impedance. For a small impedance particle of an arbitrary shape, an explicit analytical formula is derived for the scattering amplitude. The formula holds as a → 0, where a is a characteristic size of the small particle and the wavelength is arbitrary but fixed. The scattering amplitude for a small impedance particle is shown to be proportional to a2−κ, where κ ∈ [0,1) is a parameter which can be chosen by an experimenter as he/she wants. The boundary impedance of a small particle is assumed to be of the form ζ = ha−κ, where h = const, Reh ≥ 0. The scattering amplitude for a small perfectly conducting particle is proportional to a3, and it is much smaller than that for the small impedance particle. The many-body scattering problem is solved under the physical assumptions a ≪ d ≪ λ, where d is the minimal distance between neighboring particles and λ is the wavelength. The distribution law for the small impedance particles is N(∆) ∼ 1/a2−κ∆ N(x)dx as a → 0. Here, N(x) ≥ 0 is an arbitrary continuous function that can be chosen by the experimenter and N(∆) is the number of particles in an arbitrary sub-domain ∆. It is proved that the EM field in the medium where many small particles, impedance or perfectly conducting, are distributed, has a limit, as a → 0 and a differential equation is derived for the limiting field. On this basis, a recipe is given for creating materials with a desired refraction coefficient by embedding many small impedance particles into a given material. C 2015 AIP Publishing LLC. [http://dx.doi.org/10.1063/1.4929965

The Unique Determination of Neuronal Currents in the Brain via Magnetoencephalography

The problem of determining the neuronal current inside the brain from measurements of the induced magnetic field outside the head is discussed under the assumption that the space occupied by the brain is approximately spherical. By inverting the Geselowitz equation, the part of the current which can be reconstructed from the measurements is precisely determined. This actually consists of only certain moments of one of the two functions specifying the tangential part of the current. The other function specifying the tangential part of the current as well as the radial part of the current are completely arbitrary. However, it is also shown that with the assumption of energy minimization, the current can be reconstructed uniquely. A numerical implementation of this unique reconstruction is also presented

Term Structure Models with Shot-noise Effects

This work proposes term structure models consisting of two parts: a part which can be represented in exponential quadratic form and a shot noise part. These term structure models allow for explicit expressions of various derivatives. In particular, they are very well suited for credit risk models. The goal of the paper is twofold. First, a number of key building blocks useful in term structure modelling are derived in closed-form. Second, these building blocks are applied to single and portfolio credit risk. This approach generalizes Duffie & Garleanu (2001) and is able to produce realistic default correlation and default clustering. We conclude with a specific model where all key building blocks are computed explicitly

Low Frequency Scattering by a Planar Crack

The detection of cracks with the aid of ultrasonics is an important nondestructive evaluation technique. The corresponding theoretical problem of the scattering of elastic waves by cracks has attracted considerable attention. Scattering of time harmonic plane wave by an isolated two dimensional Griffith, or an penny-shaped crack in an unbounded elastic medium has been studied extensively. However, studies of the scattering problem by a three dimensional crack other than circular shape have been rather limited. Few studies of scattering from an elliptical crack in an elastic body of infinite extent can be found in the literature. Datta[1] studied the problem using the method of matched asymptotic expansion. Gubernatis et al. [2] and Budiansky and O’Connell [3] have used the elastostatic approximation to determine the scattered field. The backscattered field from an elliptical crack has been obtained by Kino [4] in the low frequency limit by a formula derived from elastodynamic reciprocity theorem. An integro-differential equation technique was employed by Roy [5]–[6] to study the same problem.</p

Parisian ruin over a finite-time horizon

For a risk process $R_u(t)=u+ct-X(t), t\ge 0$, where $u\ge 0$ is the initial capital, $c>0$ is the premium rate and $X(t),t\ge 0$ is an aggregate claim process, we investigate the probability of the Parisian ruin $$\mathcal{P}_S(u,T_u)=\mathbb{P}\{\inf_{t\in[0,S]} \sup_{s\in[t,t+T_u]} R_u(s)<0\},$$ with a given positive constant $S$ and a positive measurable function $T_u$. We derive asymptotic expansion of $\mathcal{P}_S(u,T_u)$, as $u\to\infty$, for the aggregate claim process $X$ modeled by Gaussian processes. As a by-product, we derive the exact tail asymptotics of the infimum of a standard Brownian motion with drift over a finite-time interval.Comment: 2