Conditional Time Before Ruin of an Insurance Company

The statistical characteristics of conditional time before ruin of an insurance company, including the distribution function of conditional time and its moments are examined.     

A mixed‐FEM formulation for nonlinear incompressible elasticity in the plane

This article deals with an expanded mixed finite element formulation, based on the Hu‐Washizu principle, for a nonlinear incompressible material in the plane. We follow our related previous works and introduce both the stress and the strain tensors as further unknowns, which yields a two‐fold saddle point operator equation as the corresponding variational formulation. A slight generalization of the classical Babu?ka‐Brezzi's theory is applied to prove unique solvability of the continuous and discrete formulations, and to derive the corresponding a priori error analysis. An extension of the well‐known PEERS space is used to define an stable associated Galerkin scheme. Finally, we provide an a posteriori error analysis based on the classical Bank‐Weiser approach. © 2002 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 18: 105–128, 2002     

Discontinuous travelling wave solutions for certain hyperbolic systems

In an earlier paper on a malignant cell invasion model (Marchantet al., SIAM J. Appl. Math, 60, 2000) we introduced a novelform of discontinuous travelling wave solution. These solutionscould be studied easily by combining behaviour within a phaseplane with the Rankine–Hugoniot shock conditions, whichdescribe properties (such as the ratio of the jump discontinuitiesto the speed of propagation) that solutions may possess. Theseresults were new for several reasons. The shock conditions relateto hyperbolic equations (which the model is) but were appliedin a travelling wave ordinary differential equation phase planeusing techniques that usually apply to parabolic reaction–diffusionsystems. In addition the solutions possess singular behaviournear several points in the phase plane but in spite of thisthere exists a robust and stable family of physically interestingsolutions. In this paper we discuss two previously studied models, oneof detonation theory and one of angiogenesis. We show that eachof these models also possesses a family of discontinuous travellingwave solutions which was not previously discovered. Of particularinterest is the solution which has a blunt interface at thefront of the invading profile. In all three models it is thissolution that is seen to stably evolve from physically relevantinitial data, and for physically relevant parameter values. This work confirms the robustness of these novel travellingwave solutions and their applicability to a wider range of mathematicalmodelling situations.     

Fast and Slow Diffusion of Channelized Particles in Transverse Energy Space

The Fokker–Planck-type kinetic equation is constructed with the help of the evolution equation for the transverse energy of channelized particles, which in its turn is derived beyond the framework of perturbation theory proceeding from the condition of nonconcervation of the adiabatic invariant.     

Calculation of regression functions in problems of rejections of gaussian random fields

We study the asymptotics of some regression functions which occur in the study of high rejections of homogeneous Gaussian random fields.Translated from Statisticheskie Metody Otsenivaniya i Proverki Gipotez, pp. 143–148, 1988.     

A Symmetric-Impulse Approximation Applied to the Faddeev Theory on the Charge Transfer Amplitude

Off-the-shell anomalous factors of the two-body Coulomb transition matrices appear in the integral form of the Faddeev second-order nuclear-electronic amplitude, for proton-hydrogen charge transfer scattering in a typical nlm → n′l′m′ transition. A symmetric-impulse approximation (SIA) is applied to eliminate these factors and an induction method is proposed to analytically calculate the remaining integrals. The nuclear-electronic amplitude is derived for the general case, and for totally symmetric collisions, in terms of generalized hypergeometric functions of two variables, F ₄, and of one variable, ₃ F ₂, respectively. The angular distribution of the second-order nuclear-electronic charge transfer amplitude shows the Thomas mechanism as a peak or a hump for symmetric and asymmetric collisions. There also exists a peak in the forward angular distribution of the second-order nuclear-electronic amplitude, which partly cancels the kinematic peak in the angular distribution of the charge transfer differential cross sections.