Analytic representations of modified non-resonant thermonuclear reaction rates

Summary The basic physical principles common for the evaluation of all non-resonant thermonuclear reaction rates will be discussed. For the standard form of the nuclear reaction rate with Maxwell-Boltzmann distribution we give the closed-form representation by means of Meijer'sG-function. For physical reasons we consider the non-resonant thermonuclear reaction rate with modified Maxwell-Boltzmannian distribution and derive also its closed-form representation by means of Meijer'sG-function. Series representations for theG-functions appearing in non-resonant thermonuclear reaction rates are summarized and given in the Appendix, which can be used for the numerical computation of the reaction rate.

---

Zusammenfassung Die grundlegenden physikalischen Prinzipien, die für die Berechnung von nichtresonanten thermonuklearen Reaktionsraten gelten, werden diskutiert. Wir geben für die Standardform der Kernreaktionsrate mit Maxwell-Boltzmannscher Verteilungsfunktion die geschlossene analytische Darstellung mit Hilfe der MeijerschenG-Funktion an. Aus physikalischen Gründen diskutieren wir die nichtresonante thermonukleare Reaktionsrate mit modifizierter Maxwell-Boltzmannscher Verteilungsfunktion und geben auch hier die geschlossene Darstellung mittels der MeijerschenG-Funktion. Für die für nichtresonante Kernreaktionsraten charakteristischeG-Funktion werden Reihendarstellungen vorgeschlagen, die für die numerische Auswertung von Kernreaktionsraten nützlich sind.

     

Cap representations of G2 and the spin L-function of PGSp6

We give a construction of a family of CAP representations of the exceptional group G ₂, whose existence is predicted by Arthur’s conjecture. These are constructed by lifting certain cuspidal representations of PGS _p6. To show that the lifting is non-zero, we establish a Rankin-Selberg integral for the degree 8 Spin L-function of these cuspidal representations of PGS _p6.     

A basis analog of theH-function of several variables

In the present paper we construct a basis analog of theH-function of several variables with the kernel depending on the products ofq-gamma functions, including, for example, theH-function and theG-function ofn variables. We obtain a sufficient condition for the convergence of the basis analog of theH-function ofn variables, integral representations, and contiguous relations. Translated fromMatematicheskie Zametki, Vol. 67, No. 5, pp. 738–744, May, 2000.     

Fonction L unité d'un groupe de Barsotti-Tate

The purpose of this article is to give a cohomological formula for the unit-root part of the L-function associated to a Barsotti-Tate group G on a scheme S over a field of characteristic p when G extends to some compactification of S. This is an analogue of a part of a conjecture of Katz according to wich the L-function of an F-crystal should be expressed in terms of the p-adic etale sheaf corresponding to the unit-root part of the crystal. In order to carry out this project, we use the technics of [E-LS II] wich require in our case an extension of the Dieudonné crystalline theory ([B-B-M]) to “crystal of level mG” in the sense of Berthelot. We show that the unit-root L-function of the Dieudonné crystal associated to G can be expressed in terms of the syntomic cohomology of the Ext group of G by the constant sheaf.

Received: 24 March 1997 / Revised version: 6 January 1998     

New asymptotic representations of the noncentral t-distribution

New asymptotic approximations of the noncentral t distribution are given a generalization of the Student's t distribution. Using new integral representations, we give new asymptotic expansions not only for large values of the noncentrality parameter but also for large values of the degrees of freedom parameter. In some cases, we accept more than one large parameter. These results are not only in terms of elementary functions, but also in terms of the complementary error function and the incomplete gamma function. A number of numerical tests demonstrate the performance of the asymptotic approximations.     

A numerically efficient closed-form representation of mean-variance hedging for exponential additive processes based on Malliavin calculus

ABSTRACT

We focus on mean-variance hedging problem for models whose asset price follows an exponential additive process. Some representations of mean-variance hedging strategies for jump-type models have already been suggested, but none is suited to develop numerical methods of the values of strategies for any given time up to the maturity. In this paper, we aim to derive a new explicit closed-form representation, which enables us to develop an efficient numerical method using the fast Fourier transforms. Note that our representation is described in terms of Malliavin derivatives. In addition, we illustrate numerical results for exponential Lévy models.     

Modulated High-Frequency Waves

We construct asymptotic approximations to solutions of nonlinear hyperbolic conservation laws, when the initial data is small-amplitude high-frequency waves with modulated wave number. We show that the nonlinear multiwave interaction terms approach zero in the asymptotic limit, so that the wave components satisfy decoupled Burgers equations, provided a certain nonresonance condition holds. This extends previous results on more strictly nonresonant or everywhere resonant waves, to permit modulated high frequencies to pass through resonant and nonresonant values. We show how these results apply to high-frequency wave propagation in a nonhomogeneous medium or on a nonuniform base state. We illustrate our conclusions with numerical examples and discuss a phenomenon of localized resonance.     

Irreducibility Criterion for Quasiregular Representations of the Group of Finite Upper Triangular Matrices

An analog of the quasiregular representation is defined for the group of infinite-order finite upper triangular matrices. It uses G-quasi-invariant measures on some G-spaces. The criterion for the irreducibility and equivalence of the constructed representations is given. This criterion allows us to generalize Ismagilov's conjecture on the irreducibility of an analog of regular representations of infinite-dimensional groups.     

Twisted Whittaker model and factorizable sheaves

Let G be a reductive group. The geometric Satake equivalence realized the category of representations of the Langlands dual group Ğ in terms of spherical perverse sheaves (or D-modules) on the affine Grassmannian Gr_G = G((t))/G[[t]] of the original group G. In the present paper we perform a first step in realizing the category of representations of the quantum group corresponding to Ğ in terms of the geometry of Gr_G. The idea of the construction belongs to Jacob Lurie.     

G-functions and multisum versus holonomic sequences

The purpose of the paper is three-fold: (a) we prove that every sequence which is a multidimensional sum of a balanced hypergeometric term has an asymptotic expansion of Gevrey type-1 with rational exponents, (b) we construct a class of G-functions that come from enumerative combinatorics, and (c) we give a counterexample to a question of Zeilberger that asks whether holonomic sequences can be written as multisums of balanced hypergeometric terms. The proofs utilize the notion of a G-function, introduced by Siegel, and its analytic/arithmetic properties shown recently by André.     

Tutte's 5-flow conjecture for graphs of nonorientable genus 5

We develop four constructions for nowhere-zero 5-flows of 3-regular graphs that satisfy special structural conditions. Using these constructions we show a minimal counter-example to Tutte's 5-Flow Conjecture is of order ≥44 and therefore every bridgeless graph of nonorientable genus ≤5 has a nowhere-zero 5-flow. One of the structural properties is formulated in terms of the structure of the multigraph G(F) obtained from a given 3-regular graph G by contracting the cycles of a 2-factor F in G. © 1996 John Wiley & Sons, Inc.     

Motivic orthogonal two-dimensional representations of Gal(ℚ/ℚ)

Given a two-dimensional compatible family of ℓ-adic representations which is motivic and which respects an orthogonal form up to similitudes, we show how to express itsL-function in terms of a Hecke character. We give several examples and in particular we analyze a representation associated to a certainK3 surface which arose in the study of Kloosterman sums.     

Intensity-based framework for surrender modeling in life insurance

In this paper, we propose an intensity-based framework for surrender modeling. We model the surrender decision under the assumption of stochastic intensity and use, for comparative purposes, the affine models of Vasicek and Cox–Ingersoll–Ross for deriving closed-form solutions of the policyholder’s probability of surrendering the policy. The introduction of a closed-form solution is an innovative aspect of the model we propose. We evaluate the impact of dynamic policyholders’ behavior modeling the dependence between interest rates and surrendering (affine dependence) with the assumption that mortality rates are independent of interest rates and surrendering. Finally, using experience-based decrement tables for both surrendering and mortality, we explain the calibration procedure for deriving our model’s parameters and report numerical results in terms of best estimate of liabilities for life insurance under Solvency II.     

Stochastic immersed boundary method incorporating thermal fluctuations

We give a brief introduction to the stochastic immersed boundary method which allows for simulation of small length-scale physical systems in which elastic structures interact with a fluid flow in the presence of thermal fluctuations. The conventional immersed boundary method is extended to account for thermal fluctuations by introducing stochastic forcing terms in the fluid equations. This gives a system of stiff SPDE's for which standard numerical approaches perform poorly. We discuss a numerical method derived using stochastic calculus to overcome the stiff features of the equations. We then discuss results which indicate that the method captures physical features predicted by statistical mechanics for small length-scale systems. The stochastic immersed boundary method holds promise as a numerical approach in simulating microscopic mechanical systems in which thermal fluctuations play a fundamental role. A more detailed discussion of this work is given in [1, 2, 3]. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Odd Log-Logistic Modified Weibull Distribution

We introduce and study a new distribution called the odd log-logistic modified Weibull (OLLMW) distribution. Various of its structural properties are obtained in terms of Meijer’s G-function, such as the moments, generating function, conditional moments, mean deviations, order statistics and maximum likelihood estimators. The distribution exhibits a wide range of shapes varying skewness and takes all possible forms of hazard rate function. We fit the OLLMW and some competitive models to two data sets and prove empirically that the new model has a superior performance among the compared distributions as evidenced by some goodness-of-fit statistics.     

Exact and approximate numerical solutions to steady-state single-server queues:M/G/1 — a unified approach

This paper presents a unified approach for the numerical solutions of anM/G/1 queue. On the assumption that the service-time distribution has a rational Laplace-Stieltjes transform (LST), explicit closed-form expressions have been obtained for moments, distributions of system length and waiting time (in queue) in terms of the roots of associated characteristic equations (c.e.'s). Approximate analyses for the tails of the distributions based on one or more roots are also discussed. Numerical aspects have been tested for a variety of complex service-time distributions including but not restricted to only mixed generalized Erlang and generalized hyperexponential. A sample of numerical computations is also included. It is hoped that the results obtained would prove to be beneficial to both practitioners and theorists dealing with bounds, inequalities, approximations, and other aspects.     

Inequalities for the double gamma function

We establish various new upper and lower bounds in terms of the classical gamma and digamma functions for the double gamma function (or Barnes G-function).