407 research outputs found
On second order elliptic equations with a small parameter
The Neumann problem with a small parameter
is
considered in this paper. The operators and are self-adjoint second
order operators. We assume that has a non-negative characteristic form
and is strictly elliptic. The reflection is with respect to inward
co-normal unit vector . The behavior of
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
On stochasticity in nearly-elastic systems
Nearly-elastic model systems with one or two degrees of freedom are
considered: the system is undergoing a small loss of energy in each collision
with the "wall". We show that instabilities in this purely deterministic system
lead to stochasticity of its long-time behavior. Various ways to give a
rigorous meaning to the last statement are considered. All of them, if
applicable, lead to the same stochasticity which is described explicitly. So
that the stochasticity of the long-time behavior is an intrinsic property of
the deterministic systems.Comment: 35 pages, 12 figures, already online at Stochastics and Dynamic
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 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
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
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
Comment on ``the Klein-Gordon Oscillator''
The different ways of description of the 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 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
Vibrations and fractional vibrations of rods, plates and Fresnel pseudo-processes
Different initial and boundary value problems for the equation of vibrations
of rods (also called Fresnel equation) are solved by exploiting the connection
with Brownian motion and the heat equation. The analysis of the fractional
version (of order ) of the Fresnel equation is also performed and, in
detail, some specific cases, like , 1/3, 2/3, are analyzed. By means
of the fundamental solution of the Fresnel equation, a pseudo-process ,
with real sign-varying density is constructed and some of its properties
examined. The equation of vibrations of plates is considered and the case of
circular vibrating disks is investigated by applying the methods of
planar orthogonally reflecting Brownian motion within . The composition of
F with reflecting Brownian motion yields the law of biquadratic heat
equation while the composition of with the first passage time of
produces a genuine probability law strictly connected with the Cauchy process.Comment: 33 pages,8 figure
On inversions and Doob -transforms of linear diffusions
Let be a regular linear diffusion whose state space is an open interval
. We consider a diffusion which probability law is
obtained as a Doob -transform of the law of , where is a positive
harmonic function for the infinitesimal generator of on . This is the
dual of with respect to where is the speed measure of
. Examples include the case where is conditioned to stay above
some fixed level. We provide a construction of as a deterministic
inversion of , time changed with some random clock. The study involves the
construction of some inversions which generalize the Euclidean inversions.
Brownian motion with drift and Bessel processes are considered in details.Comment: 19 page
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