354 research outputs found

    Transition probabilities for diffusion equations by means of path integrals.

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    In this paper, we investigate the transition probabilities for diffusion processes. In a first part, we show how transition probabilities for rather general diffusion processes can always be expressed by means of a path integral. For several classical models, an exact calculation is possible, leading to analytical expressions for the transition probabilities and for the maximum probability paths. A second part consists of the derivation of an analytical approximation for the transition probability, which is useful in case the path integral is too complex to be calculated. The approximation we present is based on a convex combination of a new analytical upper and lower bound for the transition probabilities. The fact that the approximation is analytical has some important advantages, e.g. for the investigation of Asian options. Finally, we demonstrate the accuracy of the approximation by means of a few graphical illustrationsAdvantages; Comonotonicity; Diffusion processes; Models; Option; Path integral;

    Response to “Comment on ‘The viscoelastic response of Brownian suspensions’?” [J. Chem. Phys. 114, 3339 (2001)]

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    Our original article presented computer simulation results for the viscoelastic response of a simple model colloidal suspension. We compared our results for the viscosity with a theoretical prediction of Verberg et al. [R. Verberg, I. M. de Schepper, and E. G. D. Cohen, Phys. Rev. E 55, 3143 (1997)] and found poor agreement. It is suggested in the previous comment that a comparison with a modified expression is more appropriate. In response we explain the basis of our comparison and expand on how a different interpretation could be made, leading to an expression of the form Felderhof suggests is appropriate. Nonetheless, as stated in the comment, the agreement with simulation is poor, no matter which of the two possible theoretical expressions is used. We also seek to clarify our position concerning the form of the high frequency response at low volume fraction. Our finding is that the ratio of this to the high frequency response in the zero density limit is not the radial distribution function at contact, as predicted by Verberg et al. [R. Verberg, I. M. de Schepper, M. J. Feigenbaum, and E. G. D. Cohen, J. Stat. Phys. 87, 1037 (1997)], but is a rather smaller quantity.Computational PhysicsApplied Science

    Thin-film UV detectors based on hydrogenated amorphous silicon and its alloys

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    Krause M, Topic M, Stiebig H, Wagner H. Thin-film UV detectors based on hydrogenated amorphous silicon and its alloys. PHYSICA STATUS SOLIDI A-APPLICATIONS AND MATERIALS SCIENCE. 2001;185(1):121-127.Thin film ultraviolet detectors based on hydrogenated amorphous silicon alloys are realized with different diode structures (PIN, NIP, PN, and NP). The PIN and NIP detectors exhibit higher sensitivity in the ultraviolet spectrum and a significant lower dark current in comparison to the PN or NP structures. The best detector performance was achieved with a 33 nm thick PIN diode. This detector shows a maximum of quantum efficiency of 36.3% at a wavelength of 310 nm. By varying the thickness of the semi-transparent Ag front contact the selectivity of the detectors with the quantum Cefficiency peak at 320 nm can be adjusted. Thus, the spectral sensitivity of the detector shifts from a broad UV to a selective UV-B spectrum

    Climate variability and long-term expansion of peatlands in Arctic Norway during the late Pliocene (ODP Site 642, Norwegian Sea)

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    Little is known about the terrestrial response of high-latitude Scandinavian vegetation to the warmer-than-present climate of the late Pliocene (Piacenzian, 3.60–2.58 Ma). In order to assess Piacenzian terrestrial climate variability, we present the first high-resolution reconstruction of vegetation and climate change in northern Norway between 3.6 and 3.14 Ma. The reconstructions are derived from pollen assemblages in the marine sediments of ODP Hole 642B, Norwegian Sea (67° N). The palynological assemblages provide a unique record of latitudinal and altitudinal shifting of the forest boundaries, with vegetation alternating between cool temperate forest during warmer-than-present intervals and boreal forest similar to today during cooler intervals. The northern boundary of the nemoral to boreonemoral forest zone was displaced at least 4–8° further north, and warmest-month temperatures were 6–14.5 °C higher than at present during warm phases. Warm climatic conditions persisted during the earliest Piacenzian (ca. 3.6–3.47 Ma) with diverse cool temperate nemoral to boreonemoral forests growing in the lowlands of the Scandinavian mountains. A distinct cooling event at ca. 3.47 Ma resulted in a southward shift of vegetation zones, leading to the predominance of boreal forest and the development of open, low alpine environments. The cooling culminated around 3.3 Ma, coinciding with Marine Isotope Stage (MIS) M2. Warmer climate conditions returned after ca. 3.29 Ma, with higher climate variability indicated by the repeated expansion of forests and peatlands during warmer and cooler periods, respectively. Climate progressively cooled after 3.18 Ma, resembling climatic conditions during MIS M2. A high variability of Norwegian vegetation and climate changes during the Piacenzian is superimposed on a long-term cooling trend. This cooling was accompanied by an expansion of Sphagnum peatlands that potentially contributed to the decline in atmospheric CO2 concentrations at the end of the Piacenzian warm period and facilitated ice growth through positive vegetation–snow albedo feedbacks. Correlations with other Northern Hemisphere vegetation records suggest hemisphere-wide effects of climate cooling

    Generalized hydrodynamics for the diffusion process

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    Contains fulltext : mmubn000001_235809527.pdf (Publisher’s version ) (Open Access)Promotores : E. Verboven, [In proefschrift M. Ernst als 1e Promotor genoemd.]x, 221 p

    'Foreign' books for English readers : published translations of navigation manuals and their audience in the English Renaissance, 1500-1640

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    Although there has been an increasing interest in the study of Renaissance translations and the early world of print, the history of navigation and exploration has not been the subject of any such in-depth bibliographical research. This thesis identifies and analyses a corpus of translated navigation manuals and related works that were printed in England between 1500 and 1640. The context is sketched by defining the different areas of maritime writing found in Renaissance England. Although English contributions were particularly strong in such topics as the mathematical side of navigation, the technical instruments and the debates about magnetism and compass variation, publications of manuals and sailing directions were scarce. This thesis reveals that such knowledge was imported from continental Europe through translation. Forty-three translations out of seven different source languages are discussed from a book-historical perspective to establish what their source text was, how they came to England and who was responsible for translating and publishing them. Such information was obtained, in part, from a study of the paratexts, in particular the translators’ and publishers’ dedications and addresses to the reader, which show the reason and purpose of the translations, the methods employed and particular problems encountered, as well certain linguistic and rhetorical characteristics. One work is selected as a case-study for in-depth research, namely Martin Cortés’s Breue compendio de la sphera y de la arte de nauegar (1551) and its translation by Richard Eden, The Arte of Navigation (1561), which went through ten editions and became the model for English navigation manuals. Finally, by turning to the agents involved in the production and dissemination of these translations, particularly the printers and booksellers, and establishing the connections between them, this thesis reveals intricate social networks and sheds new light on certain aspects of the fields of navigation, translation and print
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