A NOTE ON COMONOTONICITY AND POSITIVITY OF THE CONTROL COMPONENTS OF DECOUPLED QUADRATIC FBSDE

In this small note we are concerned with the solution of Forward-Backward Stochastic Differential Equations (FBSDE) with drivers that grow quadratically in the control component (quadratic growth FBSDE or qgFBSDE). The main theorem is a comparison result that allows comparing componentwise the signs of the control processes of two different qgFBSDE. As a byproduct one obtains conditions that allow establishing the positivity of the control process.Comment: accepted for publicatio

A random projection method for sharp phase boundaries in lattice Boltzmann simulations

Existing lattice Boltzmann models that have been designed to recover a macroscopic description of immiscible liquids are only able to make predictions that are quantitatively correct when the interface that exists between the fluids is smeared over several nodal points. Attempts to minimise the thickness of this interface generally leads to a phenomenon known as lattice pinning, the precise cause of which is not well understood. This spurious behaviour is remarkably similar to that associated with the numerical simulation of hyperbolic partial differential equations coupled with a stiff source term. Inspired by the seminal work in this field, we derive a lattice Boltzmann implementation of a model equation used to investigate such peculiarities. This implementation is extended to different spacial discretisations in one and two dimensions. We shown that the inclusion of a quasi-random threshold dramatically delays the onset of pinning and facetting

A volume-preserving sharpening approach for the propagation of sharp phase boundaries in multiphase lattice Boltzmann simulations

Lattice Boltzmann models that recover a macroscopic description of multiphase flow of immiscible liquids typically represent the boundaries between phases using a scalar function, the phase field, that varies smoothly over several grid points. Attempts to tune the model parameters to minimise the thicknesses of these interfaces typically lead to the interfaces becoming fixed to the underlying grid instead of advecting with the fluid velocity. This phenomenon, known as lattice pinning, is strikingly similar to that associated with the numerical simulation of conservation laws coupled to stiff algebraic source terms. We present a lattice Boltzmann formulation of the model problem proposed by LeVeque and Yee [J. Comput. Phys. 86, 187] to study the latter phenomenon in the context of computational combustion, and offer a volume-conserving extension in multiple space dimensions. Inspired by the random projection method of Bao and Jin [J. Comput. Phys. 163, 216] we further generalise this formulation by introducing a uniformly distributed quasi-random variable into the term responsible for the sharpening of phase boundaries. This method is mass conserving and the statistical average of this method is shown to significantly delay the onset of pinning

First-order classical Lagrangians for the nonminimal Standard-Model Extension

In this paper, we derive the general leading-order classical Lagrangian covering all fermion operators of the nonminimal Standard-Model Extension (SME). Such a Lagrangian is considered to be the point-particle analog of the effective field theory description of Lorentz violation that is provided by the SME. First of all, a suitable Ansatz is made for the Lagrangian of the spin-degenerate operators $\hat{a}$, $\hat{c}$, $\hat{e}$, and $\hat{f}$ at leading order in Lorentz violation. The latter is shown to satisfy the set of five nonlinear equations that govern the map from the field theory to the classical description. After doing so, the second step is to propose results for the spin-nondegenerate operators $\hat{b}$, $\hat{d}$, $\hat{H}$, and $\hat{g}$. Although these are more involved than the Lagrangians for the spin-degenerate ones, an analytical proof of their validity is viable, nevertheless. The final step is to combine both findings to produce a generic Lagrangian for the complete set of Lorentz-violating operators that is consistent with the known minimal and nonminimal Lagrangians found in the literature so far. The outcome reveals the leading-order structure of the classical SME analog. It can be of use for both phenomenological studies of classical bodies in gravitational fields and conceptual work on explicit Lorentz violation in gravity. Furthermore, there may be a possible connection to Finsler geometry.Comment: 23 page

Comparison of the AIMS65 Score with Other Risk Stratification Scores in Upper Variceal and Nonvariceal Gastrointestinal Bleeding.

info:eu-repo/semantics/publishedVersio

An input-output analysis: linkages vs leakages

Resorting to input-output analysis, intersectoral linkages are investigated. For such assessment, the distinction between imported and domestically supplied inputs, which has been disregarded so far in empirical analysis, is crucial. Besides improving the measurement of domestic linkages, it also allows to evaluate the importance of international trade in the production process. Moreover, the interaction between domestic linkages and leakages resulting from international trade can also be analysed. Using as case study a small open economy, the Portuguese one, we assess sectoral interdependence and trade effects for individual sectors as well as for the economy as a whole.

Pancreatoscopy-guided electrohydraulic lithotripsy in a patient with calcific chronic pancreatitis

info:eu-repo/semantics/publishedVersio

Quantum evolution of scalar fields in Robertson-Walker space-time

We study the $\lambda \phi^4$ field theory in a flat Robertson-Walker space-time using the functional Sch\"odinger picture. We introduce a simple Gaussian approximation to analyze the time evolution of pure states and we establish the renormalizability of the approximation. We also show that the energy-momentum tensor in this approximation is finite once we consider the usual mass and coupling constant renormalizations.Comment: Revtex file, 19 pages, no figures. Compressed ps version available at http://phenom.physics.wisc.edu/pub/preprints/1995/madph-95-912.ps.Z or at ftp://phenom.physics.wisc.edu/pub/preprints/1995/madph-95-912.ps.