Fundamental Groups of Graphs of Cyclic Subgroup Separable and Weakly Potent Groups

We give a characterization of the cyclic subgroup separability and weak potency of the fundamental group of a graph of polycyclic-by-finite groups and free-by-finite groups amalgamating edge subgroups of the form × D,where h has infinite order and D is finite.     

Applications of ‐invariant distributions

In this sequel to the article 17 , a criterion for the regularity of fundamental solutions of differential operators with positive symbol is proved in analogy to Hörmander's criteria, see 9 , 12 . It implies that the temperate fundamental solution of the operator is not regular. Furthermore, a formula for the convolution of two ‐invariant distributions is presented, and, finally, L. Schwartz' question on the surjectivity of linear partial differential operators with constant coefficients on the space is completely answered in the case of ‐invariant differential operators.     

Fundamental solution of the time‐fractional telegraph Dirac operator

In this work, we obtain the fundamental solution (FS) of the multidimensional time‐fractional telegraph Dirac operator where the 2 time‐fractional derivatives of orders α∈]0,1] and β∈]1,2] are in the Caputo sense. Explicit integral and series representation of the FS are obtained for any dimension. We present and discuss some plots of the FS for some particular values of the dimension and of the fractional parameters α and β. Finally, using the FS, we study some Poisson and Cauchy problems.     

Unifying pricing formula for several stochastic volatility models with jumps

In this paper, we introduce a unifying approach to option pricing under continuous‐time stochastic volatility models with jumps. For European style options, a new semi‐closed pricing formula is derived using the generalized complex Fourier transform of the corresponding partial integro‐differential equation. This approach is successfully applied to models with different volatility diffusion and jump processes. We also discuss how to price options with different payoff functions in a similar way. In particular, we focus on a log‐normal and a log‐uniform jump diffusion stochastic volatility model, originally introduced by Bates and Yan and Hanson, respectively. The comparison of existing and newly proposed option pricing formulas with respect to time efficiency and precision is discussed. We also derive a representation of an option price under a new approximative fractional jump diffusion model that differs from the aforementioned models, especially for the out‐of‐the money contracts. Copyright © 2017 John Wiley & Sons, Ltd.     

On the fundamental sloshing frequency in the ice-fishing problemSur la fréquence de ballottement principale dans le problème de la glace avec trous pour pêcher

The sloshing problem is considered in a half-space covered by a rigid dock with apertures. The dependence of the fundamental sloshing frequency on the shape of the free surface region is studied. It is proved that the inequality holds between the fundamental eigenvalues corresponding to two different regions if some conditions are fulfilled. These conditions are verified for particular classes of regions of a fixed area in order to demonstrate that the disk yields the maximum of the fundamental eigenvalue for each of these classes. On the other hand, examples of regions are constructed for which the fundamental eigenfrequency is larger than that for the circular aperture of the same area and even as large as one wishes. To cite this article: V. Kozlov, N. Kuznetsov, C. R. Mecanique 330 (2002) 723–728.     

正交各向异性厚板的边界元解法

本文利用 Hormander 算子法和平面波分解法导出了计入剪切变形的正交各向异性厚板的基本解。建立了计入剪切变形的正交各向异性厚板的边界积分方程。文中详细地讨论了基本解的数值计算,并用边界元法分析了一些算例。     

薄板稳定问题的边界元法

本文基于小挠度薄板弯曲问题的基本解,建立了求解薄板稳定问题的边界积分方程,并计算了若干算例,结果表明用边界元法求解薄板的稳定问题是行之有效的.     

Frequency ratios of Sr,Yb, and Hg based optical lattice clocks and their applications

This article describes the recent progress of optical lattice clocks with neutral strontium (⁸⁷Sr), ytterbium (¹⁷¹Yb) and mercury (¹⁹⁹Hg) atoms. In particular, we present frequency comparison between the clocks locally via an optical frequency comb and between two Sr clocks at remote sites using a phase-stabilized fibre link. We first review cryogenic Sr optical lattice clocks that reduce the room-temperature blackbody radiation shift by two orders of magnitude and serve as a reference in the following clock comparisons. Similar physical properties of Sr and Yb atoms, such as transition wavelengths and vapour pressure, have allowed our development of a compatible clock for both species. A cryogenic Yb clock is evaluated by referencing a Sr clock. We also report on an Hg clock, which shows one order of magnitude less sensitivity to blackbody radiation, while its large nuclear charge makes the clock sensitive to the variation of fine-structure constant. Connecting all three types of clocks by an optical frequency comb, the ratios of the clock frequencies are determined with uncertainties smaller than possible through absolute frequency measurements. Finally, we describe a synchronous frequency comparison between two Sr-based remote clocks over a distance of 15 km between RIKEN and the University of Tokyo, as a step towards relativistic geodesy.     

On a partial integrodifferential equation of Seal’s type

In this paper we generalize a partial integrodifferential equation satisfied by the finite time ruin probability in the classical Poisson risk model. The generalization also includes the bivariate distribution function of the time of and the deficit at ruin. We solve the partial integrodifferential equation by Laplace transforms with the help of Lagrange’s implicit function theorem. The assumption of mixed Erlang claim sizes is then shown to result in tractable computational formulas for the finite time ruin probability as well as the bivariate distribution function of the time of and the deficit at ruin. A more general partial integrodifferential equation is then briefly considered.