Uncertainty principles associated with the offset linear canonical transform

As a time‐shifted and frequency‐modulated version of the linear canonical transform (LCT), the offset linear canonical transform (OLCT) provides a more general framework of most existing linear integral transforms in signal processing and optics. To study simultaneous localization of a signal and its OLCT, the classical Heisenberg's uncertainty principle has been recently generalized for the OLCT. In this paper, we complement it by presenting another two uncertainty principles, ie, Donoho‐Stark's uncertainty principle and Amrein‐Berthier‐Benedicks's uncertainty principle, for the OLCT. Moreover, we generalize the short‐time LCT to the short‐time OLCT. We likewise present Lieb's uncertainty principle for the short‐time OLCT and give a lower bound for its essential support.     

The Evolution of Internal Undular Bores over a Slope in the Presence of Rotation

The large‐amplitude internal waves commonly observed in the coastal ocean often take the form of unsteady undular bores. Hence, here, we examine the long‐time combined effect of variable topography and background rotation on the propagation of internal undular bores, using the framework of a variable‐coefficient Ostrovsky equation. Because the leading waves in an internal undular bore are close to solitary waves, we first examine the evolution of a single solitary wave. Then, we consider an internal undular bore, for which two methods of generation are used. One method is the matured undular bore developed from an initial shock box in the Korteweg–de Vries equation, that is the Ostrovsky equation with the rotational term omitted, and the other method is a modulated cnoidal wave solution of the same Korteweg–de Vries equation. It transpires that in the long‐time model simulations, the rotational effect disintegrates the nonlinear waves into inertia‐gravity waves, and then there emerge complicated interactions between these inertia‐gravity waves and the modulated periodic waves of the undular bore, especially at the rear part of the undular bore. However, near the front of the undular bore, nonlinear effects further modulate these waves, with the eventual emergence of nonlinear envelope wave packets.     

Optimal dividend policy when risk reserves follow a jump–diffusion process with a completely monotone jump density under Markov-regime switching

The paper studies optimal dividend distribution for an insurance company whose risk reserves in the absence of dividends follow a Markov-modulated jump–diffusion process with a completely monotone jump density where jump densities and parameters including discount rate are modulated by a finite-state irreducible Markov chain. The major goal is to maximize the expected cumulative discounted dividend payments until ruin time when risk reserve is less than or equal to zero for the first time. I extend the results of Jiang (2015) for a Markov-modulated jump–diffusion process from exponential jump densities to completely monotone jump densities by proving that it is also optimal to take a modulated barrier strategy at some positive regime-dependent levels and that value function as the fixed point of a contraction is explicitly characterized.     

Global strong solution to the three dimensional nonhomogeneous incompressible magnetohydrodynamic equations with density‐dependent viscosity and resistivity

In this paper, we consider an initial boundary value problem for the 3‐dimensional nonhomogeneous incompressible magnetohydrodynamic equations with density‐dependent viscosity and resistivity coefficients over a bounded smooth domain. Global in time unique strong solution is proved to exist when the L² norms of initial vorticity and current density are both suitably small with arbitrary large initial density, and the vacuum of initial density is also allowed. Finally, we revisit the Navier‐Stokes model without electromagnetic effect. We find that this initial boundary problem also admits a unique global strong solution under other conditions. In particular, we prove small kinetic‐energy strong solution exists globally in time, which extends the recent result of Huang and Wang.     

Pricing Volatility Swaps Under Heston's Stochastic Volatility Model with Regime Switching

A model is developed for pricing volatility derivatives, such as variance swaps and volatility swaps under a continuous‐time Markov‐modulated version of the stochastic volatility (SV) model developed by Heston. In particular, it is supposed that the parameters of this version of Heston's SV model depend on the states of a continuous‐time observable Markov chain process, which can be interpreted as the states of an observable macroeconomic factor. The market considered is incomplete in general, and hence, there is more than one equivalent martingale pricing measure. The regime switching Esscher transform used by Elliott et al. is adopted to determine a martingale pricing measure for the valuation of variance and volatility swaps in this incomplete market. Both probabilistic and partial differential equation (PDE) approaches are considered for the valuation of volatility derivatives.     

Ermakov–Ray–Reid Reductions of Variational Approximations in Nonlinear Optics

Integrable Hamiltonian systems of Ermakov‐Ray‐Reid type are shown to arise out of variational approximation to certain modulated NLS models as well as in spiralling elliptic soliton systems and their generalization in a Bose‐Einstein setting.     

The first passage time density of Ornstein–Uhlenbeck process with continuous and impulsive excitations

The first passage time of the Ornstein–Uhlenbeck process plays a prototype role in various noise-induced escape problems. In order to calculate the first passage time density of the Ornstein–Uhlenbeck process modulated by continuous and impulsive periodic excitations using the second kind Volterra integral equation method, we adopt an approximation scheme of approaching Dirac delta function by alpha function to transform the involved discontinuous dynamical threshold into a smooth one. It is proven that the first passage time of the approximate model converges to the first passage time of the original model in probability as the approximation exponent alpha tends to infinity. For given parameters, our numerical realizations further demonstrate that good approximation effect can be achieved when the approximation exponent alpha is 10.     

A numerical method for a nonlinear structured population model with an indefinite growth rate coupled with the environment

A numerical method is developed for a general structured population model coupled with the environment dynamics over a bounded domain where the individual growth rate changes sign. Sign changes notably exhibit nonlocal dependence on the population density and environmental factors (e.g., resource availability and other habitat variables). This leads to a highly nonlinear PDE describing the time‐evolution of the population density coupled with a nonlinear‐nonlocal system of ODEs describing the environmental time‐dynamics. Stability of the finite‐difference numerical scheme and its convergence to the unique weak solution are proved. Numerical experiments are provided to demonstrate the performance of the finite difference scheme and to illustrate a range of biologically relevant potential applications.     

A CLASS OF MODELS DESCRIBING AGE STRUCTURE DYNAMICS IN A NATURAL FOREST

ABSTRACT. The age dynamics of a natural forest is modeled by the von‐Foerster partial differential equation for the age density, while the seedling density is obtained as a solution of an integro‐differential equation. This seedling density equation contains a small parameter, the ratio of seedling re‐establishment time and the life span of an average tree in the forest. Several models are introduced that take into account various mortality curves and growth functions of trees, the dependence of seedlings carrying capacity on forest size, and different types of seedlings re‐establishment. Asymptotic, analytic and numerical methods are used to solve typical example problems.     

The MMCPP/GE/c Queue

We obtain the queue length probability distribution at equilibrium for a multi-server, single queue with generalised exponential (GE) service time distribution and a Markov modulated compound Poisson arrival process (MMCPP) – i.e., a Poisson point process with bulk arrivals having geometrically distributed batch size whose parameters are modulated by a Markovian arrival phase process. This arrival process has been considered appropriate in ATM networks and the GE service times provide greater flexibility than the more conventionally assumed exponential distribution. The result is exact and is derived, for both infinite and finite capacity queues, using the method of spectral expansion applied to the two dimensional (queue length by phase of the arrival process) Markov process that describes the dynamics of the system. The Laplace transform of the interdeparture time probability density function is then obtained. The analysis therefore could provide the basis of a building block for modelling networks of switching nodes in terms of their internal arrival processes, which may be both correlated and bursty.     

Relaxed quaternionic Gabor expansions at critical density

Shifted and modulated Gaussian functions play a vital role in the representation of signals. We extend the theory into a quaternionic setting, using two exponential kernels with two complex numbers. As a final result, we show that every continuous and quaternion‐valued signal f in the Wiener space can be expanded into a unique ? ² series on a lattice at critical density 1, provided one more point is added in the middle of a cell. We call that a relaxed Gabor expansion . Copyright © 2016 John Wiley & Sons, Ltd.     

Generalized eigenvalue decomposition of the field autocorrelation in correlation diffusion of photons in turbid media

We propose a novel numerical method based on a generalized eigenvalue decomposition for solving the diffusion equation governing the correlation diffusion of photons in turbid media. Medical imaging modalities such as diffuse correlation tomography and ultrasound‐modulated optical tomography have the (elliptic) diffusion equation parameterized by a time variable as the forward model. Hitherto, for the computation of the correlation function, the diffusion equation is solved repeatedly over the time parameter. We show that the use of a certain time‐independent generalized eigenfunction basis results in the decoupling of the spatial and time dependence of the correlation function, thus allowing greater computational efficiency in arriving at the forward solution. Besides presenting the mathematical analysis of the generalized eigenvalue problem on the basis of spectral theory, we put forth the numerical results that compare the proposed numerical method with the standard technique for solving the diffusion equation. Copyright © 2012 John Wiley & Sons, Ltd.     

A Markov-modulated M/G/1 queue II: Busy period and time for buffer overflow

We consider an M/G/1 queue where the arrival and service processes are modulated by a two state Markov chain. We assume that the arrival rate, service time density and the rates at which the Markov chain switches its state, are functions of the total unfinished work (buffer content) in the queue. We compute asymptotic approximations to performance measures such as the mean residual busy period, mean length of a busy period, and the mean time to reach capacity.This research was supported in part by NSF Grants DMS-84-06110, DMS-85-01535 and DMS-86-20267, and grants from the U.S. Israel Binational Science Foundation and the Israel Academy of Sciences.     

A marginal contribution coefficient for sequences of nonstationary continuous Markov chains

In this work, a set of sequences of information (time series), under nonstationary regime, with continuous space state, discrete time, and a Markovian dependence, is considered. A new model that expresses the marginal transition density function of one sequence as a linear combination of the marginal transition density functions of all sequences in the set is proposed. The coefficients of this combination are denominated marginal contribution coefficients and represent how much each transition density function contributes to the calculation of a chosen transition density function. The proposed coefficient is a marginal coefficient because it can be computed instantaneously, and it may change from one time to another time since all calculations are performed before stationarity is reached. This clearly differentiates the new coefficient from well‐known measures such as the cross‐correlation and the coherence. The idea behind the model is that if a specific sequence has a high marginal contribution for the transition density function from another sequence, the first may be replaced by the latter without losing much information that means that the knowledge of few densities should be enough to recover the overall behaviour. Simulations, considering 2 chains, are presented so as to check the sensitivity of the proposed model. The methodology is also applied to a real data originated from a wire‐drawing machine whose main function is to decrease the transverse diameter of metal wires. The behaviour of the level of acceleration of each bearing in relation to the other ones is then verified.     

A regularity condition of strong solutions to the two‐dimensional equations of compressible nematic liquid crystal flows

This paper is concerned with the short time strong solutions for Cauchy problem to a simplified Ericksen–Leslie system of compressible nematic liquid crystals in two dimensions with vacuum as far field density. We establish a blow‐up criterion for possible breakdown of such solutions at a finite time, which is analogous to the well‐known Serrin's blow‐up criterion for the incompressible Navier–Stokes equations. Copyright © 2016 John Wiley & Sons, Ltd.     

A new numerical approach for single rational soliton solution of Chen‐Lee‐Liu equation with Riesz fractional derivative in optical fibers

In this paper, time‐splitting spectral approximation technique has been proposed for Chen‐Lee‐Liu (CLL) equation involving Riesz fractional derivative. The proposed numerical technique is efficient, unconditionally stable, and of second‐order accuracy in time and of spectral accuracy in space. Moreover, it conserves the total density in the discretized level. In order to examine the results, with the aid of weighted shifted Grünwald‐Letnikov formula for approximating Riesz fractional derivative, Crank‐Nicolson weighted and shifted Grünwald difference (CN‐WSGD) method has been applied for Riesz fractional CLL equation. The comparison of results reveals that the proposed time‐splitting spectral method is very effective and simple for obtaining single soliton numerical solution of Riesz fractional CLL equation.     

Quantum theoretic explanation of the Schwarz-Hora effect

Following the path-integral approach we show that the Schwarz-Hora effect is a one-electron quantum-mechanical phenomenon in that the de Broglie wave associated with a single electron is modulated by the oscillating electric field. The treatment brings out the crucial role played by the crystal in providing a discontinuity in the longitudinal component of the electric field. The expression derived for the resulting current density shows the appropriate oscillatory behaviour in time and distance. The possibility of there being a temporal counterpart of Aharonov-Bohm effect is briefly discussed in this context.

     

Long‐Time Asymptotics for the Focusing Nonlinear Schrödinger Equation with Nonzero Boundary Conditions at Infinity and Asymptotic Stage of Modulational Instability

We characterize the long‐time asymptotic behavior of the focusing nonlinear Schrödinger (NLS) equation on the line with symmetric, nonzero boundary conditions at infinity by using a variant of the recently developed inverse scattering transform (IST) for such problems and by employing the nonlinear steepest‐descent method of Deift and Zhou for oscillatory Riemann‐Hilbert problems. First, we formulate the IST over a single sheet of the complex plane without introducing the uniformization variable that was used by Biondini and Kova?i? in 2014. The solution of the focusing NLS equation with nonzero boundary conditions is thereby associated with a matrix Riemann‐Hilbert problem whose jumps grow exponentially with time for certain portions of the continuous spectrum. This growth is the signature of the well‐known modulational instability within the context of the IST. We then eliminate this growth by performing suitable deformations of the Riemann‐Hilbert problem in the complex spectral plane. The results demonstrate that the solution of the focusing NLS equation with nonzero boundary conditions remains bounded at all times. Moreover, we show that, asymptotically in time, the xt ‐plane decomposes into two types of regions: a left far‐field region and a right far‐field region, where the solution equals the condition at infinity to leading order up to a phase shift, and a central region in which the asymptotic behavior is described by slowly modulated periodic oscillations. Finally, we show how, in the latter region, the modulus of the leading‐order solution, initially obtained as a ratio of Jacobi theta functions, can be reduced to the well‐known elliptic solutions of the focusing NLS equation. These results provide the first characterization of the long‐time behavior of generic perturbations of a constant background in a modulationally unstable medium. © 2017 Wiley Periodicals, Inc.     

Shape sensitivity analysis of a quasi‐electrostatic piezoelectric system in multilayered media

The optimization of shape and topology of piezo‐patches or layered piezo‐electrical material attached to structural parts, such as elastic bodies, plates and shells, plays a major role in the design of smart structures, as piezo‐mechanic‐acoustic devices in loudspeakers or energy harvesters. While the design for time‐harmonic motions is genuinely frequency‐dependent, as has been reported in the literature in the context of density optimization with the SIMP‐method, time‐varying piezoelectric material has not been investigated with respect to the optimal design so far. Therefore, shape sensitivities for layered piezoelectric material and time‐varying loads and charges are derived in this paper. In particular, we provide the shape‐derivatives for nested piezo‐layers associated with a class of shape functional. More general layers can be dealt with similar approach. Copyright © 2010 John Wiley & Sons, Ltd.     

A Quasi‐Planar Model for Gravity‐Capillary Interfacial Waves in Deep Water

A dynamical model equation for interfacial gravity‐capillary (GC) waves between two semi‐infinite fluid layers, with a lighter fluid lying above a heavier one, is derived. The model proposed is based on the fourth‐order truncation of the kinetic energy in the Hamiltonian of the full problem, and on weak transverse variations, in the spirit of the Kadomtsev‐Petviashvilli equation. It is well known that for the interfacial GC waves in deep water, there is a critical density ratio where the associated cubic nonlinear Schrödinger equations changes type. Our numerical results reveal that, when the density ratio is below the critical value, the bifurcation diagram of plane solitary waves behaves in a way similar to that of the free‐surface GC waves on deep water. However, the bifurcation mechanism in the vicinity of the minimum of the phase speed is essentially similar to that of free‐surface gravity‐flexural waves on deep water, when the density ratio is in the supercritical regime. Different types of lump solitary waves, which are fully localized in both transverse and longitudinal directions, are also computed using our model equation. Some dynamical experiments are carried out via a marching‐in‐time algorithm.