A risk model driven by Lévy processes

We present a general risk model where the aggregate claims, as well as the premium function, evolve by jumps. This is achieved by incorporating a Lévy process into the model. This seeks to account for the discrete nature of claims and asset prices. We give several explicit examples of Lévy processes that can be used to drive a risk model. This allows us to incorporate aggregate claims and premium fluctuations in the same process. We discuss important features of such processes and their relevance to risk modeling. We also extend classical results on ruin probabilities to this model. Copyright © 2003 John Wiley & Sons, Ltd.     

A Generally Covariant Wave Equation for Grand Unified Field Theory

A generally covariant wave equation is derived geometrically for grand unified field theory. The equation states most generally that the covariant d'Alembertian acting on the vielbein vanishes for the four fields which are thought to exist in nature: gravitation, electromagnetism, weak field and strong field. The various known field equations are derived from the wave equation when the vielbein is the eigenfunction. When the wave equation is applied to gravitation the wave equation is the eigenequation of wave mechanics corresponding to Einstein's field equation in classical mechanics, the vielbein eigenfunction playing the role of the quantized gravitational field. The three Newton laws, Newton's law of universal gravitation, and the Poisson equation are recovered in the classical and nonrelativistic, weak-field limits of the quantized gravitational field. The single particle wave-equation and Klein-Gordon equations are recovered in the relativistic, weak-field limit of the wave equation when scalar components are considered of the vielbein eigenfunction of the quantized gravitational field. The Schrödinger equation is recovered in the non-relativistec, weak-field limit of the Klein-Gordon equation). The Dirac equation is recovered in this weak-field limit of the quantized gravitational field (the nonrelativistic limit of the relativistic, quantezed gravitational field when the vielbein plays the role of the spinor. The wave and field equations of O(3) electrodynamics are recovered when the vielbein becomes the relativistic dreibein (triad) eigenfunction whose three orthonormal space indices become identified with the three complex circular indices (1), (2), (3), and whose four spacetime indices are the indices of non-Euclidean spacetime (the base manifold). This dreibein is the potential dreibein of the O(3) electromagnetic field (an electromagnetic potential four-vector for each index (1), (2), (3)). The wave equation of the parity violating weak field is recovered when the orthonormal space indices of the relativistic dreibein eigenfunction are identified with the indices of the three massive weak field bosons. The wave equation of the strong field is recovered when the orthonormal space indices of the relativistic vielbein eigenfunction become the eight indices defined by the group generators of the SU (3) group.     

Review of chiral perturbation theory

A review of chiral perturbation theory and recent developments on the comparison of its predictions with experiment is presented. Some interesting topics with scope for further elaboration are touched upon.     

类比方法与光的本性的探索

简要回顾了人类对光的本性的探索历程，介绍了物理学家在研究过程中对类比方法的运用。     

高斯光束计算平板波导自由传输区远场分布及其修正

对近轴近似条件下求解亥姆霍兹方程得到的高斯光束显式传播公式做了分析，同时，基于基尔霍夫衍射理论，在菲涅耳近似的条件下给出了相应的高斯光束在远场的传播公式，在此基础上，对近轴近似条件做出了定量分析，给出了这个近似条件引入的误差，提出了一种计算高斯光束远场分布的修正方法，并采用有限差分-光束传播方法(FD-BPM)来检验各种方法的准确性。把这种修正方法应用到平面光集成波导器件，如阵列波导光栅(AWG)、蚀刻衍射光栅(EDG)等器件的设计和模拟中，可以大大降低工作的复杂性，同时可以得到精确的结果。     

A NOTE OF THE SPECTRUM OF HOMOGENEOUS COMPACT OPERATORS

In this paper, we present some counterexamples which show that there is no theory on the spectrum of homogeneous compact operators which parallels the Riesz-Schauder theory on the spectrum of linear compact operators. These counterexamples also illustrate that it is impossible to study in a unified setting the Fucik spectrum of the Laplacian: -△w = au+ - bu- inΩand u = 0 on (?)Ω, as well as the spectrum of the p-Laplacian: -div(|(?)u| p-2(?)u) = λ|u|p-2u and u = 0 on (?)Ω.     

On Quasiclassical Field Theories Invariant with Respect to a Lie Group

Mathematical Notes -     

Hele-Shaw type problems with dynamical boundary conditions

In this paper, we study the nonlinear evolution equation of Hele-Shaw type with dynamical boundary conditions. That is, the equation ut=Δw+f where u∈H(w) and H is the Heaviside function, with boundary condition μ(x,w)t_∂w+k∇w⋅ν=g, where ν denotes the outward normal vector of the fixed boundary of the domain. We prove existence, uniqueness and some qualitative properties of the solution.