Brownian diffusion in a nonuniform gas

An analysis is made of the effects on the diffusion of Brownian particles whose Knudsen number is large compared to unity, of nonuniformities in the host gas. As examples, in one type of nonuniformity of the host gas, the Chapman-Enskog velocity distribution function for the gas molecules is used; in the other, the host gas is a free-molecule Couette flow. In both cases, a new force on the Brownian particles appears. Two techniques are used (extending Kramers' method and utilizing the Chapman-Enskog method) to transform the new Fokker-Planck equation into generalized Smoluchowski and convective diffusion equations. In these equations, the diffusion coefficient appears as a second-order tensor. Thus, it is demonstrated that Brownian diffusion in a nonuniform gas is anisotropic.The work of Slinn was financially supported in part by Battelle Memorial Institute and in part by U.S. Atomic Energy Commission Contract AT(45-1)-1830. The work of Shen was supported in part by U.S. Air Force Office of Scientific Research Contract 49(638)-1346.     

Empirical bounds for ruin probabilities

We consider the classical model for an insurance business where the claims occur according to a Poisson process and where the distribution for the cost of each claim fulfills Cramér's tail-condition. Under these conditions Lundberg's constant R is of fundamental importance for ruin calculations.We derive estimates of R, based on an observation of the insurance business and investigate the statistical properties of those estimates. We further derive bounds and confidence intervals for ruin probabilities.     

Stochastic methods for Dirichlet problems

Using an equivalent expression for solutions of second order Dirichlet problems in terms of Ito type stochastic differential equations, we develop a numerical solution method for Dirichlet boundary value problems. It is possible with this idea to solve for solution values of a partial differential equation at isolated points without having to construct any kind of mesh and without knowing approximations for the solution at any other points. Our method is similar to a recently published approach, but differs primarily in the handling of the boundary. Some numerical examples are presented, applying these techniques to model Laplace and Poisson equations on the unit disk. Visiting Professor, Universidad de Salamanca.     

Semidiscrete Galerkin Approximation for a Linear Stochastic Parabolic Partial Differential Equation Driven by an Additive Noise

We study the semidiscrete Galerkin approximation of a stochastic parabolic partial differential equation forced by an additive space-time noise. The discretization in space is done by a piecewise linear finite element method. The space-time noise is approximated by using the generalized L₂ projection operator. Optimal strong convergence error estimates in the L₂ and norms with respect to the spatial variable are obtained. The proof is based on appropriate nonsmooth data error estimates for the corresponding deterministic parabolic problem. The error estimates are applicable in the multi-dimensional case. AMS subject classification (2000) 65M, 60H15, 65C30, 65M65.Received April 2004. Revised September 2004. Communicated by Anders Szepessy.     

Local Stochastic Channeling Theory: Kinetic Functions in the Case of Interaction Between Fast Particles and Lattice Atoms

We investigate the motion of high-energy particles in a crystal with regard to their interaction with the thermal vibrations of the lattice atoms using analytic methods in the theory of Markov processes including the local Fokker–Planck equation. We construct a local matrix of random actions, which is used to introduce the main kinetic functions in the traverse-energy space, namely, the function a() of energy losses due to the dynamic friction and the diffusion function b(). We show that the singularities of the functions a() and b() are related to the distinction between the contributions to the kinetics from particles moving in three different regimes, namely, in the channeling, quasichanneling, and chaotic motion modes.     

Rate of Convergence in Homogenization of Parabolic PDEs

We consider the solutions to /tu ⁽ⁿ⁾=a ⁽ⁿ⁾(x)u ⁽ⁿ⁾ where {a ⁽ⁿ⁾(x)} _n=1,2,... are random fields satisfying a well-mixing condition (which is different to the usual strong mixing condition). In this paper we estimate the rate of convergence of u ⁽ⁿ⁾ to the solution of a heat equation. Since our equation is of simple form, we get quite strong result which covers the previous homogenization results obtained on this equation.     

Charge exchange collisions of H<Superscript>+</Superscript>/D<Superscript>+</Superscript> ions with alkaline Earth atoms (Ca,Mg)

The Classical Trajectory Monte Carlo (CTMC) Method has been used to calculate the differential, partial and total single electron capture cross sections for the collision of H⁺/D⁺ with Ca and Mg atoms in the energy range of 1–100 keV. The differential cross sections at angles near the diffraction limit (<0.1^○) in both systems show a forward peak followed by an asymptotic fall at higher angles. Total and partial capture cross sections are found to be in good agreement with the experimental observations. Oscillations in the partial capture cross sections have been explained due to the swapping of the field electron. Isotope effect in the electron transfer is reported to be negligible.     

Statistical equilibrium in simple exchange games I

This erratum corrects a mistake in reference [E. Scalas, U. Garibaldi, S. Donadio, Eur. Phys. J. B 53, 267 (2006)]. In that paper, we needed an aperiodic version of the BDY game, but, in formula (1), we incorrectly presented a periodic transition matrix of period 2 in the special case of g = 2 agents. Here, we present the right aperiodic version.     

A unified treatment of maximum principle and dynamic programming in stochastic controls

An optimal stochastic control problem is considered in this paper, where the diffusion coefficient also depends on the control and is possibly degenerate. In addition to the usual adjoint process, a second-order adjoint process is introduced. Some relationships between the value function and the adjoint processes are presented via the “super- and sub-differential” which is related to the viscosity solution, without assuming the smoothness of the value function. The maximum principle, dynamic programming and their connections are then established within a unified framework of viscosity solution     

Effect of long range interactions on the growth of compact clusters under deposition

In the paper the role of long range interactions on the growth of a volume conserving surface is studied using the Nonlocal Conserved Kardar-Parisi-Zhang (NCKPZ) equation. It is shown that previous theoretical predictions are inconsistent with an exact one-dimensional result. This serves as a motivation for construction of a Self-Consistent Expansion (SCE) that recovers the exact one-dimensional result, and gives the scaling exponents in higher dimensions as well. A possible application of this result to colloidal systems is discussed.