On an eigenvalue problem arising in the study of the stability of ocean currents

We study a singular Sturm-Liouville eigenvalue problem which arises in studying the stability of rotating shallow-water shear flows on an equatorial -plane. Earlier studies have shown that the problem has only stable eigenvalues if a certain parameter exceeds 3/4. On the other hand, numerical studies have found unstable eigenvalues if is sufficiently small. In this note, we give an analytical proof that the bound of 3/4 is indeed sharp, i.e. there are instabilities for any < 3/4.     

Fractal dimension,attractors, and the boussinesq approximation in three dimensions

The Boussinesq approximation, where the viscosity depends polynomially on the shear rate, finds more and more frequent use in geological practice. In the paper, this modified Boussinesq approximation is investigated as a dynamical system for which the existence of a global attractor is proved. Finally, a new criterion for estimating the fractal dimension of invariant sets is formulated and its application to the problem under consideration is illustrated.     

Co-monotone allocations,Bickel-Lehmann dispersion and the Arrow-Pratt measure of risk aversion

For every integrable allocation (X ₁,X ₂, ...,X _n ) of a random endowmentY= _i ^=1/n X _i amongn agents, there is another allocation (X ₁*,X ₂*, ...,X _n *) such that for every 1in,X _i * is a nondecreasing function ofY (or, (X ₁*,X ₂*, ...,X _n *) areco-monotone) andX _i * dominatesX _i by Second Degree Dominance.If (X ₁*,X ₂*, ...,X _n *) is a co-monotone allocation ofY= _i ^=1/n X _i *, then for every 1in, Y is more dispersed thanX _i * in the sense of the Bickel and Lehmann stochastic order.To illustrate the potential use of this concept in economics, consider insurance markets. It follows that unless the uninsured position is Bickel and Lehmann more dispersed than the insured position, the existing contract can be improved so as to raise the expected utility of both parties, regardless of their (concave) utility functions.     

Fastiterative methods for least squares estimations

Least squares estimations have been used extensively in many applications, e.g. system identification and signal prediction. When the stochastic process is stationary, the least squares estimators can be found by solving a Toeplitz or near-Toeplitz matrix system depending on the knowledge of the data statistics. In this paper, we employ the preconditioned conjugate gradient method with circulant preconditioners to solve such systems. Our proposed circulant preconditioners are derived from the spectral property of the given stationary process. In the case where the spectral density functions() of the process is known, we prove that ifs() is a positive continuous function, then the spectrum of the preconditioned system will be clustered around 1 and the method converges superlinearly. However, if the statistics of the process is unknown, then we prove that with probability 1, the spectrum of the preconditioned system is still clustered around 1 provided that large data samples are taken. For finite impulse response (FIR) system identification problems, our numerical results show that annth order least squares estimator can usually be obtained inO(n logn) operations whenO(n) data samples are used. Finally, we remark that our algorithm can be modified to suit the applications of recursive least squares computations with the proper use of sliding window method arising in signal processing applications.Research supported in part by HKRGC grant no. 221600070, ONR contract no. N00014-90-J-1695 and DOE grant no. DE-FG03-87ER25037.     

Reaction-diffusion problems in electrolysis

Supported in part by Schweizerischer Nationalfonds (20-25263.88) and European Community (Science Plan, Project Evolutionary Systems)     

Perturbation analysis of theGI/GI/1 queue

We examine a family ofGI/GI/1 queueing processes generated by a parametric family of service time distributions,F(x,), and we show that under suitable conditions the corresponding customer stationary expectation of the system time is twice continuously differentiable with respect to. Expressions for the derivatives are given which are suitable for single run derivative estimation. These results are extended to parameters of the interarrival time distribution and expressions for the corresponding second derivatives (as well as partial second derivatives involving both interarrivai and service time parameters) are also obtained. Finally, we present perturbation analysis algorithms based on these expressions along with simulation results demonstrating their performance.     

Measurement of γp→K + Λ and γp→K + Σ 0 at photon energies up to 1.47 GeV

The reactions pK ⁺ and pK ^{+ 0} have been measured with the multiparticle detector system SAPHIR at ELSA in Bonn. Besides the differential cross sections the polarization and, for the first time, the ⁰ polarization have been determined in a photon induced reaction. All data are presented as functions of the photon energy (from threshold up to 1.47 GeV) and of the kaon production angle (0°–180°). The polarization of both and ⁰ is substantial at all energies and varies strongly with the production angle.This work is supported by the Bundesminister für Forschung und Technologie (BMFT), FK 06 BN 621 I