Filtration of components of processes of random evolution

The problem of estimation of a nonobservable component θ_t for a two-dimensional process (θ_t, ξ_t) of random evolution (θ _t,ξ_t);x_t, 0≤t≤T, is investigated on the basis of observations of ξ_s. s≤t, where x _t is a homogeneous Markov process with infinitesimal operator Q. Applications to stochastic models of a (B,S)-market of securities is described under conditions of incomplete market. Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 50, No. 12, pp. 1701–1705, December, 1998.     

On Stable Runge–Kutta Methods for Solving Hyperbolic Equations by the Discontinuous Galerkin Method

Differential Equations - We consider Runge–Kutta methods whose stability domain includes a disk of maximum diameter for given number of stages and order. These methods are used to solve...     

EPR spectrum of donors in 6H SiC in a broad temperature range

An EPR study of donors in 6H SiC crystals with an uncompensated donor concentration (N _D−N _A) of 2×10¹⁸ to 1×10¹⁶ cm⁻³ performed in the temperature range 4.2 to 160 K at frequencies of 9 and 140 GHz showed that 6H n-SiC samples have two donor states in the gap. One of them originates from nitrogen occupying three inequivalent lattice sites with ionization energies of 150 and 80 meV, and the second is connected with a structural defect lying deeper in the gap than nitrogen. The temperature dependences of donor EPR line intensities have been found to deviate from the Curie law. The observed EPR line-intensity peaks of donors are produced in a temperature-driven successive redistribution of donor electrons between the donor levels. The temperature dependences of EPR line intensities obtained from samples with low donor concentrations were used to determine the valley-orbit splitting of nitrogen in cubic sites. Fiz. Tverd. Tela (St. Petersburg) 40, 1824–1828 (October 1998)