Time dependent analysis of finite buffer fluid flows and risk models with a dividend barrier

Based on the matrix-analytic approach to fluid flows initiated by Ramaswami, we develop an efficient time dependent analysis for a general Markov modulated fluid flow model with a finite buffer and an arbitrary initial fluid level at time 0. We also apply this to an insurance risk model with a dividend barrier and a general Markovian arrival process of claims with possible dependencies in successive inter-claim intervals and in claim sizes. We demonstrate the implementability and accuracy of our algorithms through a set of numerical examples that could also serve as test cases for comparing other solution approaches.      

Hydrolysis-condensation of tetraethoxysilane in nonparental solvents studied by GC-MS

Gas-chromatography coupled with mass spectrometry was used to investigate the hydrolysis and condensation of tetra-ethoxysilane (TEOS) in nonparental solvents (MeOH and nPrOH). In the presence of nonparental solvents, the reaction that advanced at highest rate is alkoxy group scrambling, that changes the precursor at the molecular level. Subsequent stages of hydrolysis-polycondensation process are essentially determined by the reactivity of the new molecular species formed.     

The use of vector-valued martingales in risk theory

A completely dependent risk process with perturbation and phase-type distributed claim sizes is analyzed. Claim arrivals are modeled by a Markovian arrival process. Using a vector-valued martingale, the Laplace transform of the time to ruin is derived algorithmically. The conditional memoryless property of the phase-type distribution yields the distribution of the deficit at ruin as a corollary.     

Accelerated simulation of heat transfer in magnetic fluid hyperthermia

We have created a fast algorithm for calculating the temperature profile in a living tissue treated by magnetic fluid hyperthermia. Our algorithm solves an equation by the finite difference method. This equation includes the “heat sink” and “K-effective” effects. The algorithm need not an initial solution and it has the peculiarity that it makes a recursive division of the network, reducing thus the calculation period 5–9 times.     

On the dual risk model with tax payments

In this paper, we study the dual risk process in ruin theory (see e.g. Cramér, H. 1955. Collective Risk Theory: A Survey of the Theory from the Point of View of the Theory of Stochastic Processes. Ab Nordiska Bokhandeln, Stockholm, Takacs, L. 1967. Combinatorial methods in the Theory of Stochastic Processes. Wiley, New York and Avanzi, B., Gerber, H.U., Shiu, E.S.W., 2007. Optimal dividends in the dual model. Insurance: Math. Econom. 41, 111–123) in the presence of tax payments according to a loss-carry forward system. For arbitrary inter-innovation time distributions and exponentially distributed innovation sizes, an expression for the ruin probability with tax is obtained in terms of the ruin probability without taxation. Furthermore, expressions for the Laplace transform of the time to ruin and arbitrary moments of discounted tax payments in terms of passage times of the risk process are determined. Under the assumption that the inter-innovation times are (mixtures of) exponentials, explicit expressions are obtained. Finally, we determine the critical surplus level at which it is optimal for the tax authority to start collecting tax payments.     

Halogene

Ohne Zusammenfassung     

Tables of Rosseland mean opacities for candidate atmospheres of life hosting free-floating planets

The existence of life on a free-floating planet is conditioned by the existence of an optically thick atmosphere. This may ensure the long-term thermal stability of a (liquid) solvent on the surface of that body. Requirements to be fulfilled by a hypothetic gas constituent of a free-floating planet atmosphere are studied. The four gases analyzed here (nitrogen, carbon dioxide, methane and ethane) are candidates. They may induce a higher opacity than molecular hydrogen, which has been considered in previous research. The paper deals with preparation of tables of Rosseland mean opacity values. Selection of the ranges of temperature and pressure is guided by life existence considerations. The range of temperatures involved (50 to 650 K) is lower than usually found in the literature. The tables may be useful for studies related to free-floating planets, where the usage of absorption opacity is a straightforward way to compute the energy flux in the atmosphere. Also, the results are useful in all cases where radiation is transferred through dense layers of the gases considered in this paper.     

On the normal bundle of submanifolds of

Let be a submanifold of dimension of the complex projective space . We prove results of the following type.i) If is irregular and , then the normal bundle is indecomposable. ii) If is irregular, and , then is not the direct sum of two vector bundles of rank . iii) If , and is decomposable, then the natural restriction map is an isomorphism (and, in particular, if is embedded Segre in , then is indecomposable). iv) Let and , and assume that is a direct sum of line bundles; if assume furthermore that is simply connected and is not divisible in . Then is a complete intersection. These results follow from Theorem 2.1 below together with Le Potier's vanishing theorem. The last statement also uses a criterion of Faltings for complete intersection. In the case when this fact was proved by M. Schneider in 1990 in a completely different way.