Bivariate Recursive Equations on Excess-of-loss Reinsurance

This paper investigates bivariate recursive equations on excess-of-loss reinsurance. For an insurance portfolio, under the assumptions that the individual claim severity distribution has bounded continuous density and the number of claims belongs to R1 （a, b） family, bivariate recursive equations for the joint distribution of the cedent＇s aggregate claims and the reinsurer＇s aggregate claims are obtained.     

Self-similar planar curves related to modified Korteweg-de Vries equation

We exhibit a time reversible geometric flow of planar curves which can develop singularities in finite time within the uniform topology. The example is based on the construction of selfsimilar solutions of modified Korteweg-de Vries equation of a given (small) mean.     

Optimal reconstruction of the solution of the wave equation from inaccurate initial data

In the present paper, we consider the problem of the optimal reconstruction of the solution of the wave equation from the approximate values of the Fourier coefficients of the function specifying the initial form of the string. For an operator defined on the weight space of vectors from l ₂, we present the solution of the more general problem of reconstruction from the approximate values of the coordinates of these vectors.     

Two-sided bounds for the distribution of the deficit at ruin in the renewal risk model

We obtain lower and upper bounds for the severity of ruin in the renewal (Sparre Andersen) model of risk theory. We present two types of bounds: (i) bounds applicable generally; and (ii) exponential bounds for the case where the adjustment coefficient of the risk process exists. Many of these bounds are obtained using existing bounds and the integral equation for the severity of ruin.     

Scattering from infinite rough tubular surfaces

We study the Helmholtz equation in the exterior of an infinite perturbed cylinder with a Dirichlet boundary condition. Existence and uniqueness of solutions are established using the variational technique introduced (SIAM J. Math. Anal. 2005; 37 (2):598–618). We also provide stability estimates with explicit dependence of the constants in terms of the frequency and the perturbed cylinder thickness. Copyright © 2006 John Wiley & Sons, Ltd.     

Numerical solution of the linear inverse problem for the Euler-Darboux equation

An inverse problem of the reconstruction of the right-hand side of the Euler-Darboux equation is studied. This problem is equivalent to the Volterra integral equation of the third kind with the operator of multiplication by a smooth nonincreasing function. Numerical solution of this problem is constructed using an integral representation of the solution of the inverse problem, the regularization method, and the method of quadratures. The convergence and stability of the numerical method is proved.     

Integrability of det▽u and Evolutionary Wente''s Problem Associated to Heat Operator

In this note, the authors resolve an evolutionary Wente's problem associated to heat equation, where the special integrability of det▽u for u ∈ H1(R2,R2) is used.     

Error estimate for the approximation of nonlinear conservation laws on bounded domains by the finite volume method

In this paper we derive a priori and a posteriori error estimates for cell centered finite volume approximations of nonlinear conservation laws on polygonal bounded domains. Numerical experiments show the applicability of the a posteriori result for the derivation of local adaptive solution strategies.

     

A Relaxation Scheme for Solving the Boltzmann Equation Based on the Chapman-Enskog Expansion

Abstract In [16] a visco-elastic relaxation system, called the relaxed Burnett system, was proposed by Jinand Slemrod as a moment approximation to the Boltzmann equation. The relaxed Burnett system is weaklyparabolic, has a linearly hyperbolic convection part, and is endowed with a generalized eotropy inequality. Itagrees with the solution of the Boltzmann equation up to the Burnett order via the Chapman-Enskog expansion. We develop a one-dimensional non-oscillatory numerical scheme based on the relaxed Burnett system forthe Boltzmann equation. We compare numerical results for stationary shocks based on this relaxation scheme,and those obtained by the DSMC (Direct Simulation Monte Carlo), by the Navier-Stokes equations and bythe extended thermodynamics with thirteen moments (the Grad equations). Our numerical experiments showthat the relaxed Burnett gives more accurate approximations to the shock profiles of the Boltzmann equationobtained by the DSMC, for a range of Mach numbers for hypersonic flows, th