The Surface Region of Superfluid 4^4He as a Dilute Bose-Condensed Gas

In the low-density surface region of superfluid $^4$He, the atoms are far apart and collisions can be ignored. The only effect of the interactions is from the long-range attractive Hartree potential produced by the distant high-density bulk liquid. As a result, at $T=0$, all the atoms occupy the same single-particle state in the low-density tail. Striking numerical evidence for this 100\% surface BEC was given by Pandharipande and coworkers in 1988. We derive a generalized Gross-Pitaevskii equation for the inhomogeneous condensate wave function $\Phi(z)$ in the low-density region valid at all temperatures. The overall amplitude of $\Phi(z)$ is fixed by the bulk liquid, which ensures that it vanishes everywhere at the bulk transition temperature.Comment: 6 pages, paper submitted to Low Temperature Conference (LT21), Prague, Aug., 1996; to appear in proceeding

Small and Large Time Stability of the Time taken for a L\'evy Process to Cross Curved Boundaries

This paper is concerned with the small time behaviour of a L\'{e}vy process $X$. In particular, we investigate the {\it stabilities} of the times, \Tstarb(r) and \Tbarb(r), at which $X$, started with $X_0=0$, first leaves the space-time regions $\{(t,y)\in\R^2: y\le rt^b, t\ge 0\}$ (one-sided exit), or $\{(t,y)\in\R^2: |y|\le rt^b, t\ge 0\}$ (two-sided exit), $0\le b<1$, as r\dto 0. Thus essentially we determine whether or not these passage times behave like deterministic functions in the sense of different modes of convergence; specifically convergence in probability, almost surely and in $L^p$. In many instances these are seen to be equivalent to relative stability of the process $X$ itself. The analogous large time problem is also discussed

Stability of the Exit Time for L\'evy Processes

This paper is concerned with the behaviour of a L\'{e}vy process when it crosses over a positive level, $u$, starting from 0, both as $u$ becomes large and as $u$ becomes small. Our main focus is on the time, $\tau_u$, it takes the process to transit above the level, and in particular, on the {\it stability} of this passage time; thus, essentially, whether or not $\tau_u$ behaves linearly as u\dto 0 or $u\to\infty$. We also consider conditional stability of $\tau_u$ when the process drifts to $-\infty$, a.s. This provides information relevant to quantities associated with the ruin of an insurance risk process, which we analyse under a Cram\'er condition

Design study of test models of maneuvering aircraft configurations for the National Transonic Facility (NTF)

The feasibility of designing advanced technology, highly maneuverable, fighter aircraft models to achieve full scale Reynolds number in the National Transonic Facility (NTF) is examined. Each of the selected configurations are tested for aeroelastic effects through the use of force and pressure data. A review of materials and material processes is also included

Reports and Maps of the Geological Survey Released Only in the Open Files, 1966

There is a reference to the Espey "Some effects on urbanization on storm runoff, Waller Creek".Waller Creek Working Grou

Asymptotic Distributions of the Overshoot and Undershoots for the L\'evy Insurance Risk Process in the Cram\'er and Convolution Equivalent Cases

Recent models of the insurance risk process use a L\'evy process to generalise the traditional Cram\'er-Lundberg compound Poisson model. This paper is concerned with the behaviour of the distributions of the overshoot and undershoots of a high level, for a L\'{e}vy process which drifts to $-\infty$ and satisfies a Cram\'er or a convolution equivalent condition. We derive these asymptotics under minimal conditions in the Cram\'er case, and compare them with known results for the convolution equivalent case, drawing attention to the striking and unexpected fact that they become identical when certain parameters tend to equality. Thus, at least regarding these quantities, the "medium-heavy" tailed convolution equivalent model segues into the "light-tailed" Cram\'er model in a natural way. This suggests a usefully expanded flexibility for modelling the insurance risk process. We illustrate this relationship by comparing the asymptotic distributions obtained for the overshoot and undershoots, assuming the L\'evy process belongs to the "GTSC" class