A modification of the invariant imbedding method for a singular boundary value problem

We consider a dynamically-consistent analytical model of a 3D topographic vortex. The model is governed by equations derived from the classical problem of the axisymmetric Taylor–Couette flow. Using linear expansions, these equations can be reduced to a differential sixth-order equation with variable coefficients. For this differential equation, we formulate a boundary value problem, which has a number of issues for numerical solving. To avoid these issues and find the eigenvalues and eigenfunctions of the boundary value problem, we suggest a modification of the invariant imbedding method (the Riccati equation method). In this paper, we show that such a modification is necessary since the boundary conditions possess singular matrices, which sufficiently complicate the derivation of the Riccati equation. We suggest algebraic manipulations, which permit the initial problem to be reduced to a problem with regular boundary conditions. Also, we propose a method for obtaining a numerical solution of the matrix Riccati equation by means of recurrence relations, which allow us to obtain a matrizer converging to the required eigenfunction. The suggested method is tested by calculating the corresponding eigenvalues and eigenfunctions, and then, by constructing fluid particle trajectories on the basis of the eigenfunctions.     

Symmetries and invariants of the systems of two linear second-order ordinary differential equations

For arbitrary systems of two linear second-order ordinary differential equations, the symmetry Lie algebra is described in terms of invariant theory, resulting in eleven non-equivalent symmetry types. The result is compared with the group classification approach recently obtained by different authors.     

Stabilization via parametric excitation of multi-dof statically unstable systems

The problem of re-stabilization via parametric excitation of statically unstable linear Hamiltonian systems is addressed. An n-degree-of-freedom dynamical system is considered, at rest in a critical equilibrium position, possessing a pair of zero-eigenvalues and n − 1 pairs of distinct purely imaginary conjugate eigenvalues. The response of the system to a small static load, making the zero eigenvalues real and opposite, simultaneous to a harmonic parametric excitation of small amplitude, is studied by the Multiple Scale perturbation method, and the stability of the equilibrium position is investigated. Several cases of resonance between the excitation frequency and the natural non-zero frequencies are studied, calling for standard and non-standard applications of the method. It is found that the parametric excitation is able to re-stabilize the equilibrium for any value of the excitation frequencies, except for frequencies close to resonant values, provided a sufficiently large excitation amplitude is enforced. Results are compared with those provided by a purely numerical approach grounded on the Floquet theory.     

Dispersion and deposition mechanisms of particles suspended in a turbulent plane Couette flow

Inertial particle transfer in a turbulent plane Couette flow (C flow) was studied using Direct Numerical Simulation (DNS) of the flow combined with a Lagrangian particle tracking approach for particles with Stokes numbers (St) 5, 25 and 125. The particle concentration was assumed low enough, so that the simulations were done under one-way coupling condition.     

On statistical properties of the lyapunov exponent of the generalized skew tent map

The statistical properties of the Lyapunov exponent of the chaotic generalized skew tent map is studied. Expressions of the mean and the variance of this Lyapunov exponent at each discrete time index are obtained. A sufficient condition for weakly mixing of the chaotic generalized skew tent map is derived, and the asymptotic distribution of its Lyapunov exponent is provided.     

Bayesian Multiscale Smoothing for Making Inferences About Features in Scatterplots

A rather common problem of data analysis is to find interesting features, such as local minima, maxima, and trends in a scatterplot. Variance in the data can then be a problem and inferences about features must be made at some selected level of significance. The recently introduced SiZer technique uses a family of nonparametric smooths of the data to uncover features in a whole range of scales. To aid the analysis, a color map is generated that visualizes the inferences made about the significance of the features. The purpose of this article is to present Bayesian versions of SiZer methodology. Both an analytically solvable regression model and a fully Bayesian approach that uses Gibbs sampling are presented. The prior distributions of the smooths are based on a roughness penalty. Simulation based algorithms are proposed for making simultaneous inferences about the features in the data.     

团体随机和择优混合演化网络模型的稳定性

主要通过马氏链、主方程的方法和技巧,给出了团体随机和择优混和演化网络的稳态度分布存在性的严格证明,并严格推导了度分布的精确解析表达式.     

“Painlevé 34” equation: Equivalence test

We give the complete solution of the Equivalence Problem for “Painlevé 34” equation.     

Optimal design of profit sharing rates by FFT

This paper addresses the calculation of a fair profit sharing rate for participating policies with a minimum interest rate guaranteed. The bonus credited to policies depends on the performance of a basket of two assets: a stock and a zero coupon bond and on the guarantee. The dynamics of the instantaneous short rates are driven by a Hull and White model, whereas the stocks follow a double exponential jump-diffusion model. The participation level is determined such that the return retained by the insurer is sufficient to hedge the interest rate guaranteed. Given that the return of the total asset is not lognormal, we rely on a Fast Fourier Transform to compute the fair value of bonus and guarantee options.     

Further advances on low-energy lunar impact dynamics

We extend the analysis, started in a previous work [1], concerning the formation of lunar impact craters due to low-energy trajectories. First, we adopt the Circular Restricted Three-Body Problem and consider different choices of initial conditions inside the stable invariant manifold associated with the central invariant one in the neighborhood of the L₂ equilibrium point in the Earth-Moon system. Then we move to the Bicircular Restricted Four-Body Problem to study the effect of the Sun on the distribution of impacts on the Moon’s surface.