On second order elliptic equations with a small parameter

The Neumann problem with a small parameter $$(\dfrac{1}{\epsilon}L_0+L_1)u^\epsilon(x)=f(x) \text{for} x\in G, .\dfrac{\partial u^\epsilon}{\partial \gamma^\epsilon}(x)|_{\partial G}=0$$ is considered in this paper. The operators $L_0$ and $L_1$ are self-adjoint second order operators. We assume that $L_0$ has a non-negative characteristic form and $L_1$ is strictly elliptic. The reflection is with respect to inward co-normal unit vector $\gamma^\epsilon(x)$. The behavior of $\lim\limits_{\epsilon\downarrow 0}u^\epsilon(x)$ is effectively described via the solution of an ordinary differential equation on a tree. We calculate the differential operators inside the edges of this tree and the gluing condition at the root. Our approach is based on an analysis of the corresponding diffusion processes.Comment: 28 pages, 1 figure, revised versio

Multiplicative decompositions and frequency of vanishing of nonnegative submartingales

In this paper, we establish a multiplicative decomposition formula for nonnegative local martingales and use it to characterize the set of continuous local submartingales Y of the form Y=N+A, where the measure dA is carried by the set of zeros of Y. In particular, we shall see that in the set of all local submartingales with the same martingale part in the multiplicative decomposition, these submartingales are the smallest ones. We also study some integrability questions in the multiplicative decomposition and interpret the notion of saturated sets in the light of our results.Comment: Typos corrected. Close to the published versio

Prescription-induced jump distributions in multiplicative Poisson processes

Generalized Langevin equations (GLE) with multiplicative white Poisson noise pose the usual prescription dilemma leading to different evolution equations (master equations) for the probability distribution. Contrary to the case of multiplicative gaussian white noise, the Stratonovich prescription does not correspond to the well known mid-point (or any other intermediate) prescription. By introducing an inertial term in the GLE we show that the Ito and Stratonovich prescriptions naturally arise depending on two time scales, the one induced by the inertial term and the other determined by the jump event. We also show that when the multiplicative noise is linear in the random variable one prescription can be made equivalent to the other by a suitable transformation in the jump probability distribution. We apply these results to a recently proposed stochastic model describing the dynamics of primary soil salinization, in which the salt mass balance within the soil root zone requires the analysis of different prescriptions arising from the resulting stochastic differential equation forced by multiplicative white Poisson noise whose features are tailored to the characters of the daily precipitation. A method is finally suggested to infer the most appropriate prescription from the data

Multiple G-It\^{o} integral in the G-expectation space

In this paper, motivated by mathematic finance we introduce the multiple G-It\^{o} integral in the G-expectation space, then investigate how to calculate. We get the the relationship between Hermite polynomials and multiple G-It\^{o} integrals which is a natural extension of the classical result obtained by It\^{o} in 1951.Comment: 9 page

Lorentz-covariant deformed algebra with minimal length

The $D$-dimensional two-parameter deformed algebra with minimal length introduced by Kempf is generalized to a Lorentz-covariant algebra describing a ($D+1$)-dimensional quantized space-time. For D=3, it includes Snyder algebra as a special case. The deformed Poincar\'e transformations leaving the algebra invariant are identified. Uncertainty relations are studied. In the case of D=1 and one nonvanishing parameter, the bound-state energy spectrum and wavefunctions of the Dirac oscillator are exactly obtained.Comment: 8 pages, no figure, presented at XV International Colloquium on Integrable Systems and Quantum Symmetries (ISQS-15), Prague, June 15-17, 200

The Local Time Distribution of a Particle Diffusing on a Graph

We study the local time distribution of a Brownian particle diffusing along the links on a graph. In particular, we derive an analytic expression of its Laplace transform in terms of the Green's function on the graph. We show that the asymptotic behavior of this distribution has non-Gaussian tails characterized by a nontrivial large deviation function.Comment: 8 pages, two figures (included

Relating pseudospin and spin symmetries through charge conjugation and chiral transformations: the case of the relativistic harmonic oscillator

We solve the generalized relativistic harmonic oscillator in 1+1 dimensions, i.e., including a linear pseudoscalar potential and quadratic scalar and vector potentials which have equal or opposite signs. We consider positive and negative quadratic potentials and discuss in detail their bound-state solutions for fermions and antifermions. The main features of these bound states are the same as the ones of the generalized three-dimensional relativistic harmonic oscillator bound states. The solutions found for zero pseudoscalar potential are related to the spin and pseudospin symmetry of the Dirac equation in 3+1 dimensions. We show how the charge conjugation and $\gamma^5$ chiral transformations relate the several spectra obtained and find that for massless particles the spin and pseudospin symmetry related problems have the same spectrum, but different spinor solutions. Finally, we establish a relation of the solutions found with single-particle states of nuclei described by relativistic mean-field theories with scalar, vector and isoscalar tensor interactions and discuss the conditions in which one may have both nucleon and antinucleon bound states.Comment: 33 pages, 10 figures, uses revtex macro

Finite groups with all minimal subgroups solitary

We give a complete classification of the finite groups with a unique subgroup of order p for each prime p dividing its order

Comment on ``the Klein-Gordon Oscillator''

The different ways of description of the $S=0$ particle with oscillator-like interaction are considered. The results are in conformity with the previous paper of S. Bruce and P. Minning.Comment: LaTeX file, 5p

The Dirac-Dowker Oscillator

The oscillator-like interaction is introduced in the equation for the particle of arbitrary spin, given by Dirac and re-written to a matrix form by Dowker.Comment: LaTeX file, 4pp. Preprint EFUAZ 94-0