3,238 research outputs found
The calculation of expectations for classes of diffusion processes by Lie symmetry methods
This paper uses Lie symmetry methods to calculate certain expectations for a
large class of It\^{o} diffusions. We show that if the problem has sufficient
symmetry, then the problem of computing functionals of the form
can be reduced to evaluating a single
integral of known functions. Given a drift we determine the functions
for which the corresponding functional can be calculated by symmetry.
Conversely, given , we can determine precisely those drifts for which
the transition density and the functional may be computed by symmetry. Many
examples are presented to illustrate the method.Comment: Published in at http://dx.doi.org/10.1214/08-AAP534 the Annals of
Applied Probability (http://www.imstat.org/aap/) by the Institute of
Mathematical Statistics (http://www.imstat.org
Lie Symmetry Methods for Multidimensional Linear, Parabolic PDES and Diffusions
In this paper we introduce methods based upon Lie symmetry analysis for the construction of explicit fundamental solutions of multidimensional parabolic PDEs. We give applications to the problem of finding transition probability densities for multidimensional diffusions and to representation theory.Lie symmetry groups; fundamental solutions; transition densities; representation theory
Lie Group Symmetries as Integral Transforms of Fundamental Solutions
We obtain fundamental solutions for PDEs of the form ut = x uxx +f(x)ux ??xru by showing that if the symmetry group of the PDE is nontrivial, it contains a standard integral transform of the fundamental solution. We show that in this case, the problem of finding a fundamental solution can be reduced to inverting a Laplace transform or some other classical transform.lie symmetry groups; fundamental solutions; transition densities; short range models; zero coupon bond pricing
Price effects of an emissions trading scheme in New Zealand
Implementation of a New Zealand Emission Trading Scheme (NZ ETS) will begin in 2008, beginning with forestry, subsequently including energy and industrial emissions, and finally, agricultural GHGs from 2013. Reducing agricultural emissions is a major challenge for New Zealand as they account for over half its total GHG emissions. On the other hand, agriculture is critical to the economy, with its basic and processed products accounting for a third of exports. We use an environmental input-output model to analyse direct and indirect cost impacts of emissions pricing on food and fibre sectors. At NZ $25/t COā-eq, costs of energy-related emissions on the food and fibre sectors are very small; however, costs of agricultural emissions post 2013 would substantially impact on sheep, beef and dairy farming. Costeffective mitigation measures and land use changes should help reduce micro- and macroeconomic impacts, but the latter may also risk 'emissions leakage'.emissions trading, input-output price model, agricultural greenhouse gases, Demand and Price Analysis, Environmental Economics and Policy, Land Economics/Use,
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Salmonella Infection After Craniotomy.
Salmonella is an uncommon cause of meningitis, especially after neurosurgery. Here, we present a case of Salmonella meningitis after craniotomy, likely due to physical contact with a snake after surgery, with contiguous spread from the patient's hand to her wound. The purpose of this report is to serve as a reminder that patients undergoing neurosurgery should avoid contact with pets, including snakes and other reptiles, in the postoperative periodĀ and practice good hand hygiene
The Density of Lyman-alpha Emitters at Very High Redshift
We describe narrowband and spectroscopic searches for emission-line star
forming galaxies in the redshift range 3 to 6 with the 10 m Keck II Telescope.
These searches yield a substantial population of objects with only a single
strong (equivalent width >> 100 Angstrom) emission line, lying in the 4000 -
10,000 Angstrom range. Spectra of the objects found in narrowband-selected
samples at lambda ~5390 Angstroms and ~6741 Angstroms show that these very high
equivalent width emission lines are generally redshifted Lyman alpha 1216
Angstrom at z~3.4 and 4.5. The density of these emitters above the 5 sigma
detection limit of 1.5 e-17 ergs/cm^2/s is roughly 15,000 per square degree per
unit redshift interval at both z~3.4 and 4.5. A complementary deeper (1 sigma
\~1.0 e-18 ergs/cm^2/s) slit spectroscopic search covering a wide redshift
range but a more limited spatial area (200 square arcminutes) shows such
objects can be found over the redshift range 3 to 6, with the currently highest
redshift detected being at z=5.64. The Lyman alpha flux distribution can be
used to estimate a minimum star formation rate in the absence of reddening of
roughly 0.01 solar masses/Mpc^3/year (H_0 = 65 km/s/Mpc and q_0 = 0.5).
Corrections for reddening are likely to be no larger than a factor of two,
since observed equivalent widths are close to the maximum values obtainable
from ionization by a massive star population. Within the still significant
uncertainties, the star formation rate from the Lyman alpha-selected sample is
comparable to that of the color-break-selected samples at z~3, but may
represent an increasing fraction of the total rates at higher redshifts. This
higher-z population can be readily studied with large ground-based telescopes.Comment: 7 pages, 5 encapsulated figures; aastex, emulateapj, psfig and lscape
style files. Separate gif files for 2 gray-scale images also available at
http://www.ifa.hawaii.edu/faculty/hu/emitters.html . Added discussion of
foreground contaminants. Updated discussion of comparison with external
surveys (Sec. 5 and Fig. 5). Note: continuum break strength limits (Fig. 3
caption) are correct here -- published ApJL text has a sign erro
Comprehensive health assessments during de-institutionalization: An observational study
Background: People with intellectual disability (ID) leaving institutions pass through a transition stage that makes them vulnerable to inadequate health care. They enter into community care under general practitioners (GPs) who are often untrained and inexperienced in their needs. Specifically designed health reviews may be of assistance to both them and their new GPs as they go through that phase
Price effects of an emissions trading scheme in New Zealand
Implementation of a New Zealand Emission Trading Scheme (NZ ETS) will begin in 2008, beginning with
forestry, subsequently including energy and industrial emissions, and finally, agricultural GHGs from
2013. Reducing agricultural emissions is a major challenge for New Zealand as they account for over half
its total GHG emissions. On the other hand, agriculture is critical to the economy, with its basic and
processed products accounting for a third of exports. We use an environmental input-output model to
analyse direct and indirect cost impacts of emissions pricing on food and fibre sectors. At NZ $25/t
COā-eq, costs of energy-related emissions on the food and fibre sectors are very small; however, costs of
agricultural emissions post 2013 would substantially impact on sheep, beef and dairy farming. Costeffective
mitigation measures and land use changes should help reduce micro- and macroeconomic
impacts, but the latter may also risk 'emissions leakage'
Attitude Sensor Pseudonoise
Even assuming perfect attitude sensors and gyros, sensor measurements on a vibrating spacecraft have apparent errors. These apparent sensor errors, referred to as pseudonoise, arise because gyro and sensor measurements are performed at discrete times. This paper explains the concept of pseudonoise, quantifies its behavior, and discusses the effect of vibrations that are nearly commensurate with measurement periods. Although pseudonoise does not usually affect attitude determination it does affect sensor performance evaluation. Attitude rates are usually computed from differences between pairs of accumulated angle measurements at different times and are considered constant in the periods between measurements. Propagation using these rates does not reproduce exact instantaneous spacecraft attitudes except at the gyro measurement times. Exact sensor measurements will therefore be inconsistent with estimates based on the propagated attitude. This inconsistency produces pseudonoise. The characteristics of pseudonoise were determined using a simple, one-dimensional model of spacecraft vibration. The statistical properties of the deviations of measurements from model truth were determined using this model and a range of different periods of sensor and rate measurements. This analysis indicates that the magnitude of pseudonoise depends on the ratio of the spacecraft vibration period to the time between gyro measurements and can be as much as twice the amplitude of the vibration. In cases where the vibration period and gyro or sensor measurement period are nearly commensurate, unexpected changes in pseudonoise occur
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