The morphodynamic responses of artificial embayed beaches to storm events

The morphological changes caused by storm events in two Barcelona beaches were recorded using video monitoring techniques during the period 2001–2006. Changes in shoreline position and configuration and submerged bar position and shape were analyzed during the 25 major storm events that occurred during the study period. Beach responses to storms were grouped into three categories: shoreline advance or retreat (including rotation), sandbar migration and/or configuration change (linear or crescentic shape) and formation of megacusps. This work provides examples of the differential adaptation of both beaches to the same storm and of some unexpected morphological responses of both beaches. The response of the beach to storm events is not straightforward because wave conditions are not the only relevant parameter to be considered. In particular, in such embayed beaches it is crucial to take into account their specific morphodynamic configuration prior to the storm

Global Existence of Weak Solutions to the Compressible Primitive Equations of Atmospheric Dynamics with Degenerate Viscosities

We show the existence of global weak solutions to the three-dimensional compressible primitive equations of atmospheric dynamics with degenerate viscosities. In analogy with the case of the compressible Navier-Stokes equations, the weak solutions satisfy the basic energy inequality, the Bresh-Desjardins entropy inequality and the Mellet-Vasseur estimate. These estimates play an important role in establishing the compactness of the vertical velocity of the approximating solutions, and therefore are essential to recover the vertical velocity in the weak solutions

Exposure to risk and zero accident claims in automobile insurance

Prospective customers of financial and insurance products can be targeted based on the profit the provider expects to earn from them. We present a model for individual expected profit and two alternatives for calculating optimal personalized prices that maximize the expected profit. For one of these alternatives, we obtain a closed-form expression for the price offered to each prospective customer; for the other, we need to use a numerical approximation. In both approaches, the profits generated by prospective customers are not immediately observed, given that the products sold by these companies have a risk component. We assume that willingness to pay is heterogeneous and apply our methodology using real data from a European insurance company. Our study indicates that a substantial boost in profits can be expected when applying the simplest optimal pricing method proposed

Integrable subsystem of Yang--Mills dilaton theory

With the help of the Cho-Faddeev-Niemi-Shabanov decomposition of the SU(2) Yang-Mills field, we find an integrable subsystem of SU(2) Yang-Mills theory coupled to the dilaton. Here integrability means the existence of infinitely many symmetries and infinitely many conserved currents. Further, we construct infinitely many static solutions of this integrable subsystem. These solutions can be identified with certain limiting solutions of the full system, which have been found previously in the context of numerical investigations of the Yang-Mills dilaton theory. In addition, we derive a Bogomolny bound for the integrable subsystem and show that our static solutions are, in fact, Bogomolny solutions. This explains the linear growth of their energies with the topological charge, which has been observed previously. Finally, we discuss some generalisations.Comment: 25 pages, LaTex. Version 3: appendix added where the equivalence of the field equations for the full model and the submodel is demonstrated; references and some comments adde