Long- and short-time asymptotics of the first-passage time of the Ornstein-Uhlenbeck and other mean-reverting processes

The first-passage problem of the Ornstein-Uhlenbeck process to a boundary is a long-standing problem with no known closed-form solution except in specific cases. Taking this as a starting-point, and extending to a general mean-reverting process, we investigate the long- and short-time asymptotics using a combination of Hopf-Cole and Laplace transform techniques. As a result we are able to give a single formula that is correct in both limits, as well as being exact in certain special cases. We demonstrate the results using a variety of other models

Analytical approximation to the multidimensional Fokker--Planck equation with steady state

The Fokker--Planck equation is a key ingredient of many models in physics, and related subjects, and arises in a diverse array of settings. Analytical solutions are limited to special cases, and resorting to numerical simulation is often the only route available; in high dimensions, or for parametric studies, this can become unwieldy. Using asymptotic techniques, that draw upon the known Ornstein--Uhlenbeck (OU) case, we consider a mean-reverting system and obtain its representation as a product of terms, representing short-term, long-term, and medium-term behaviour. A further reduction yields a simple explicit formula, both intuitive in terms of its physical origin and fast to evaluate. We illustrate a breadth of cases, some of which are `far' from the OU model, such as double-well potentials, and even then, perhaps surprisingly, the approximation still gives very good results when compared with numerical simulations. Both one- and two-dimensional examples are considered.Comment: Updated version as publishe

The effect of free-stream turbulence on heat transfer to a strongly accelerated turbulent boundary layer

Free-stream turbulence effects on heat transfer to strongly accelerated turbulent boundary laye

An exactly solvable self-convolutive recurrence

We consider a self-convolutive recurrence whose solution is the sequence of coefficients in the asymptotic expansion of the logarithmic derivative of the confluent hypergeometic function $U(a,b,z)$. By application of the Hilbert transform we convert this expression into an explicit, non-recursive solution in which the $n$th coefficient is expressed as the $(n-1)$th moment of a measure, and also as the trace of the $(n-1)$th iterate of a linear operator. Applications of these sequences, and hence of the explicit solution provided, are found in quantum field theory as the number of Feynman diagrams of a certain type and order, in Brownian motion theory, and in combinatorics

Distribution of the time at which the deviation of a Brownian motion is maximum before its first-passage time

We calculate analytically the probability density $P(t_m)$ of the time $t_m$ at which a continuous-time Brownian motion (with and without drift) attains its maximum before passing through the origin for the first time. We also compute the joint probability density $P(M,t_m)$ of the maximum $M$ and $t_m$. In the driftless case, we find that $P(t_m)$ has power-law tails: $P(t_m)\sim t_m^{-3/2}$ for large $t_m$ and $P(t_m)\sim t_m^{-1/2}$ for small $t_m$. In presence of a drift towards the origin, $P(t_m)$ decays exponentially for large $t_m$. The results from numerical simulations are in excellent agreement with our analytical predictions.Comment: 13 pages, 5 figures. Published in Journal of Statistical Mechanics: Theory and Experiment (J. Stat. Mech. (2007) P10008, doi:10.1088/1742-5468/2007/10/P10008

A study of multiplex data bus techniques for the space shuttle

A comprehensive technology base for the design of a multiplexed data bus subsystem is provided. Extensive analyses, both analytical and empirical, were performed. Subjects covered are classified under the following headings: requirements identification and analysis; transmission media studies; signal design and detection studies; synchronization, timing, and control studies; user-subsystem interface studies; operational reliability analyses; design of candidate data bus configurations; and evaluation of candidate data bus designs

Area distribution and the average shape of a L\'evy bridge

We consider a one dimensional L\'evy bridge x_B of length n and index 0 < \alpha < 2, i.e. a L\'evy random walk constrained to start and end at the origin after n time steps, x_B(0) = x_B(n)=0. We compute the distribution P_B(A,n) of the area A = \sum_{m=1}^n x_B(m) under such a L\'evy bridge and show that, for large n, it has the scaling form P_B(A,n) \sim n^{-1-1/\alpha} F_\alpha(A/n^{1+1/\alpha}), with the asymptotic behavior F_\alpha(Y) \sim Y^{-2(1+\alpha)} for large Y. For \alpha=1, we obtain an explicit expression of F_1(Y) in terms of elementary functions. We also compute the average profile < \tilde x_B (m) > at time m of a L\'evy bridge with fixed area A. For large n and large m and A, one finds the scaling form = n^{1/\alpha} H_\alpha({m}/{n},{A}/{n^{1+1/\alpha}}), where at variance with Brownian bridge, H_\alpha(X,Y) is a non trivial function of the rescaled time m/n and rescaled area Y = A/n^{1+1/\alpha}. Our analytical results are verified by numerical simulations.Comment: 21 pages, 4 Figure

Effective mass and quantum lifetime in a Si/Si0.87Ge0.13/Si two-dimensional hole gas

Measurements of Shubnikov de Haas oscillations in the temperature range 0.3–2 K have been used to determine an effective mass of 0.23 m0 in a Si/Si0.87Ge0.13/Si two-dimensional hole gas. This value is in agreement with theoretical predictions and with that obtained from cyclotron resonance measurements. The ratio of the transport time to the quantum lifetime is found to be 0.8. It is concluded that the 4 K hole mobility of 11 000 cm2 V−1 s−1 at a carrier sheet density of 2.2×1011 cm−2 is limited by interface roughness and short-range interface charge scattering

Increased gravitational force reveals the mechanical, resonant nature of physiological tremor

Human physiological hand tremor has a resonant component. Proof of this is that its frequency can be modified by adding mass. However, adding mass also increases the load which must be supported. The necessary force requires muscular contraction which will change motor output and is likely to increase limb stiffness. The increased stiffness will partly offset the effect of the increased mass and this can lead to the erroneous conclusion that factors other than resonance are involved in determining tremor frequency. Using a human centrifuge to increase head-to-foot gravitational field strength, we were able to control for the increased effort by increasing force without changing mass. This revealed that the peak frequency of human hand tremor is 99% predictable on the basis of a resonant mechanism. We ask what, if anything, the peak frequency of physiological tremor can reveal about the operation of the nervous system.This work was funded by a BBSRC Industry Interchange Award to J.P.R.S. and R.F.R. C.J.O. was funded by BBSRC grant BB/I00579X/1. C.A.V. was funded by A∗Midex (Aix-Marseille Initiative of Excellence

Adapting to the digital age: a narrative approach

The article adopts a narrative inquiry approach to foreground informal learning and exposes a collection of stories from tutors about how they adapted comfortably to the digital age. We were concerned that despite substantial evidence that bringing about changes in pedagogic practices can be difficult, there is a gap in convincing approaches to help in this respect. In this context, this project takes a “bottom-up” approach and synthesises several life-stories into a single persuasive narrative to support the process of adapting to digital change. The project foregrounds the small, every-day motivating moments, cultural features and environmental factors in people's diverse lives which may have contributed to their positive dispositions towards change in relation to technology enhanced learning. We expect that such narrative approaches could serve to support colleagues in other institutions to warm up to ever-changing technological advances