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Chapter 2 presents the isotropic scattering model, which is mathematically tractable. We introduce the basic concepts of the probability density function of scattering angles and the inverse transform sampling method for constructing the corresponding pseudo-random number generator of scattering angles. We then present the MC simulation of the space–time distribution of the energy density for isotropic radiation from a point source, which is compared with the analytical solution of the radiative transfer equation.
We prove a formula, which, given a principally polarized abelian variety $(A,\lambda )$ over the field of algebraic numbers, relates the stable Faltings height of $A$ with the Néron–Tate height of a symmetric theta divisor on $A$. Our formula completes earlier results due to Bost, Hindry, Autissier and Wagener. The local non-archimedean terms in our formula can be expressed as the tropical moments of the tropicalizations of $(A,\lambda )$.
This chapter introduces the Sobolev spaces and self-adjointellipticoperators on those spaces that will be used through the book. It also introduces basic concepts and tools such as Gelfand triples, the Sobolev embedding theorem, the equivalence between energy norm and the Sobolev space norm, the dual norm, the Green's function, and eigenfunctions.
The interaction force between likely charged particles/surfaces is usually repulsive due to the Coulomb interaction. However, the counterintuitive like-charge attraction in electrolytes has been frequently observed in experiments, which has been theoretically debated for a long time. It is widely known that the mean field Poisson-Boltzmann theory cannot explain and predict this anomalous feature since it ignores many-body properties. In this paper, we develop efficient algorithm and perform the force calculation between two interfaces using a set of self-consistent equations which properly takes into account the electrostatic correlation and the dielectric-boundary effects. By solving the equations and calculating the pressure with the Debye-charging process, we show that the self-consistent equations could be used to study the attraction between like-charge surfaces from weak-coupling to mediate-coupling regimes, and that the attraction is due to the electrostatics-driven entropic force which is significantly enhanced by the dielectric depletion of mobile ions. A systematic investigation shows that the interaction forces can be tuned by material permittivity, ionic size and valence, and salt concentration, and that the like-charge attraction exists only for specific regime of these parameters.
The differential capacitance of electric double-layer capacitors is studied by developing a generalized model of the self-consistent Gaussian field theory. This model includes many-body effects of particles near the interface such as ionic sizes, the order of water alignment and electrostatic correlations, and thus can present more accurate predictions of the electric double-layer structure and hence the capacitance than traditional continuum theories. Analytical simplification of the model and efficient numerical method are introduced, in particular, the approximation of the self-Green's function which describes the self energy of a mobile ion. We show that, when the applied voltage on interfaces is small the dielectric effect of the electrode materials plays an important role. For large voltage, this effect is screened, but the dielectric saturation due to the alignment of the nearby water is shown to be essential. For 2:1 electrolytes, abnormal enhancement on the capacitance due to the dielectric electrode is observed, which is due to the interplay of the image charge effect and Born solvation energy in the self energy of ions.
In the limit of an asymptotically large diffusivity ratio of order $\mathcal{O}$(ϵ−2) ≫ 1, steady-state spatially periodic patterns of localized spots, where the spots are centred at lattice points of a Bravais lattice, are well-known to exist for certain two-component reaction–diffusion systems (RD) in $\mathbb{R}$2. For the Schnakenberg RD model, such a localized periodic spot pattern is linearly unstable when the diffusivity ratio exceeds a certain critical threshold. However, since this critical threshold has an infinite-order logarithmic series in powers of the logarithmic gauge ν ≡ −1/log ϵ, a low-order truncation of this series is expected to be in rather poor agreement with the true stability threshold unless ϵ is very small. To overcome this difficulty, a hybrid asymptotic-numerical method is formulated and implemented that has the effect of summing this infinite-order logarithmic expansion for the stability threshold. The numerical implementation of this hybrid method relies critically on obtaining a rapidly converging infinite series representation of the regular part of the Bloch Green's function for the reduced-wave operator. Numerical results from the hybrid method for the stability threshold associated with a periodic spot pattern on a regular hexagonal lattice are compared with the two-term asymptotic results of [10] (Iron et al. J. Nonlinear Science, 2014). As expected, the difference between the two-term and hybrid results is rather large when ϵ is only moderately small. A related hybrid method is devised for accurately approximating the stability threshold associated with a periodic pattern of localized spots for the Gray-Scott RD system in $\mathbb{R}$2.
Spectral expansion techniques have been extensively exploited for the pricing of exotic options. In this paper, we present novel applications of spectral methods for the quantitative risk management of variable annuity guaranteed benefits such as guaranteed minimum maturity benefits and guaranteed minimum death benefits. The objective is to find efficient and accurate solution methods for the computation of risk measures, which is the key to determining risk-based capital according to regulatory requirements. Our example calculations show that two spectral methods used in this paper are highly efficient and numerically more stable than conventional known methods. Hence these approaches are more suitable for intensive calculations involving death benefits.
We introduce and study some new function spaces on Riemann surfaces. For certain parameter values these spaces coincide with the classical Dirichlet space, $\text{BMOA}$, or the recently defined ${{\text{Q}}_{p}}$ space. We establish inclusion relations that generalize earlier known inclusions between the above-mentioned spaces.
We study an even order system boundary value problem with periodic boundary conditions. By establishing the existence of a positive eigenvalue of an associated linear system Sturm-Liouville problem, we obtain new conditions for the boundary value problem to have a positive solution. Our major tools are the Krein-Rutman theorem for linear spectra and the fixed point index theory for compact operators.
Complex method and Green's function method are used here to investigate the dynamic analysis for circular inclusion near interfacial crack impacted by SH-wave in bi-material half-space. Firstly, the displacement expression of the scattering wave was constructed which satisfied the free boundary conditions, then Green's function could be constructed, which was an essential solution to the displacement field for an elastic right-angle space with a circular inclusion impacted by out-plane harmonic line source loading at vertical surface. Secondly, crack was made out with “crack-division” technique. Meanwhile, the bi-material media was divided into two parts along the bi-material interface based on the idea of interface “conjunction”, and then the vertical surfaces of the two right-angle spaces were loaded with undetermined anti-plane forces in order to satisfy displacement continuity and stress continuity conditions at linking section. So a series of algebraic equations for determining the unknown forces could be set up through continuity conditions and the Green's function. Finally, some examples and results for dynamic stress concentration factor of the circular elastic inclusion were given. Numerical results show that they are influenced by interfacial crack, the incident wave number and the free boundary in some degree.
Green's function and complex function methods are used here to investigate the problem of the scattering of SH-wave by a cylindrical inclusion near interface in bi-material half-space. Firstly, Green's function was constructed which was an essential solution of displacement field for an elastic right-angle space possessing a cylindrical inclusion while bearing out-of-plane harmonic line source load at any point of its vertical boundary. Secondly, the bi-material media was divided into two parts along the vertical interface using the idea of interface “conjunction”, then undetermined anti-plane forces were loaded at the linking sections respectively to satisfy continuity conditions, and a series of Fredholm integral equations of first kind for determining the unknown forces could be set up through continuity conditions on surface. Finally, some examples for dynamic stress concentration factor of the cylindrical elastic inclusion are given. Numerical results show that dynamic stress concentration factor is influenced by interfaces, free boundary and combination of different media parameters.
This work presents an effective and accurate method for determining, from a theoretical and computational point of view, the time-harmonic Green's function of an isotropic elastic half-plane where an impedance boundary condition is considered. This method, based on the previous work done by Durán et al. (cf. [Numer. Math.107 (2007) 295–314; IMA J. Appl. Math.71 (2006) 853–876]) for the Helmholtz equation in a half-plane, combines appropriately analytical and numerical techniques, which has an important advantage because the obtention of explicit expressions for the surface waves. We show, in addition to the usual Rayleigh wave, another surface wave appearing in some special cases. Numerical results are given to illustrate that. This is an extended and detailed version of the previous article by Durán et al. [C. R. Acad. Sci. Paris, Ser. IIB334 (2006) 725–731].
In this paper, an analytical approach for deriving the Green's function of circular and annular plate was presented. Null-field integral equations were employed to solve the plate problems while kernel functions were expanded to degenerate kernels. The unknown boundary data of the displacement, slope, normal moment and effective shear force were expressed in terms of Fourier series. It was noticed that all the improper integrals were avoided when the degenerate kernels were used. After determining the unknown Fourier coefficients, the displacement, slope, normal moment and effective shear force of the plate could be obtained by using the boundary integral equations. The present approach was seen as an “analytical” approach for a series solution. Finally, several analytical solutions were obtained. To see the validity of the present method, FEM solutions using ABAQUS were compared well with our analytical solutions. The displacement, radial moment and shear variations of radial and angular positions were presented.
In this paper we shall employ the nonlinear alternative of Leray–Schauder and known sign properties of a related Green's function to establish the existence results for the nth-order discrete focal boundary-value problem. Both the singular and non-singular cases will be discussed.
The Green's function for the damped wave equation on a finite interval subject to two Robin boundary conditions is studied. The problem for a semi-infinite interval with one Robin boundary is considered first by the Laplace transform method to establish the reflection principle at a Robin boundary. It is seen that the reflected wave generated by an exiting wave at a Robin boundary is a convolution involving the exiting wave and some kernel function. This generalizes the well known classical results for reflections at Dirichlet and Neumann boundaries. The reflection principle at a Robin boundary is then used for the finite interval case by considering multiple reflections and this leads to an infinite sequence of waves. In order to justify the results obtained here we also study the finite interval case by the Laplace transform method. The Laplace transform of the Green's function is expanded, for large values of the transform parameter, into an infinite series of negative exponentials and then inverted term by term. Agreement is reached between these two approaches.
Based on a landmark paper by Pao and Gajewski, some novel developments of the method of generalized ray integrals are discussed. The expansion of the dynamic Green's function of the infinite space into plane waves allows benchmark 3-D solutions in the layered half-space and even enters the background formulation of elastic-viscoplastic wave propagation. New developments of software of combined symbolic-numerical manipulation and parallel computing make the method a competitive solution technique.
Green's function
$G(x)$ of a zero mean random walk on the $N$-dimensional integer lattice ($N\geq
2$) is expanded in powers of $1/|x|$ under suitable moment conditions. In
particular, we find minimal moment conditions for $G(x)$ to behave like a
constant times the Newtonian potential (or logarithmic potential in two
dimensions) for large values of $|x|$. Asymptotic estimates of $G(x)$ in
dimensions $N\geq 4$, which are valid even when these moment conditions are
violated, are computed. Such estimates are applied to determine the Martin
boundary of the random walk. If $N= 3$ or $4$ and the random walk has zero mean
and finite second moment,the Martin boundary consists of one point, whereas if
$N\geq 5$, this is not the case, because non-harmonic functions arise as Martin
boundary points for a large class of such random walks. A criterion for when
this happens is provided.
In this paper we study the maximum of Gaussian Fourier series emerging in the analysis of random vibrations of a finite string. Evaluating the distribution of the maximal displacement corresponds to the analysis of the maximum for the related Gaussian Fourier series with independent coefficients.
When vibrations are triggered by an initial white noise disturbance (where the instantaneous form of the vibrating string is composed of three processes pieced together) we give upper bounds for the maximal displacement.
In the last section we consider forced vibrations at special instants where the instantaneous form of the vibrating string has the structure of a Brownian bridge. This enables us to give the exact distribution of the maximum for the related sine series.
Generalized boundary value problems are considered for hyperbolic equations of the form utt — uss + λp(s, t)u = 0. By constructing symmetric Green's functions appropriate to such problems the existence of eigenvalues is established.
The matrix-geometric results of M. Neuts are extended to ergodic row-continuous bivariate Markov processes [J(t), N(t)] on state space B = {(j, n)} for which: (a) there is a boundary level N for N(t) associated with finite buffer capacity; (b) transition rates to adjacent rows and columns are independent of row level n in the interior of B. Such processes are of interest in the modelling of queue-length for voice-data transmission in communication systems.
One finds that the ergodic distribution consists of two decaying components of matrix-geometric form, the second induced by the finite buffer capacity. The results are obtained via Green's function methods and compensation. Passage-time distributions for the two boundary problems are also made available algorithmically.