We analytically calculate the local density of states for Cauchy random band matrices with strongly fluctuating diagonal elements. The Breit-Wigner form for ordinary band matrices is replaced by a Levy distribution of index μ = 1/2 and the characteristic energy scale α is strongly enhanced as compared to the Breit-Wigner width. The unperturbed eigenstates decay according to the non-exponential ...

We recall four open problems concerning constructing high-order matrixexponential approximations for the infimum of a spectrally negative Levy process (with applications to first-passage/ruin probabilities, the waiting time distribution in the M/G/1 queue, pricing of barrier options, etc). On the way, we provide a new approximation, for the perturbed CramérLundberg model, and recall a remarkabl...

the aim of this paper is to present a new numerical method for solving the bagley-torvik equation. this equation has an important role in fractional calculus. the fractional derivatives are described based on the caputo sense. some properties of the sinc functions required for our subsequentdevelopment are given and are utilized to reduce the computation of solution of the bagley-torvik equatio...

in this paper, changes of casson non-newtonian fluid velocity profile, for different distribution of porosity, have been investigated. for distribution of porosity, fixed, radial and exponential variations has been considered. for all three states, brinkman model has been used as momentum equation. since the casson fluid is a good model for blood, this analysis can be used in studying about cho...

In this paper, buckling behavior of moderately thick functionally graded rectangular plates resting on elastic foundation subjected to linearly varying in-plane loading is investigated. The neutral surface position for a functionally graded plate which its material properties vary in the thickness direction is determined. Based on the first-order shear deformation plate theory and the neutral s...

water quality prediction is a valuable tool for pollutant control in aquatic environments. a river system is selected and one-dimensional flow is assumed for the simulation of pollutant transport in this paper. advective and diffusive terms of transport equation are considered separately. different functions of advective transport are proposed and applied for a specified velocity on the discret...

This note studies the linearly damped generalized Hartree equation iu˙−(−Δ)su+iau=±|u|p−2(Jγ∗|u|p)u,0<s<1,a>0,p≥2. Indeed, one proves an exponential scattering of energy global solutions, with spherically symmetric datum. means that, for large time, solution goes exponentially to associated free problem iu˙−(−Δ)su+iau=0, in Hs norm. The radial assumption avoids a loss regularity Strich...

We consider models for stock prices which relates to random pro cesses with independent homogeneous increments Levy processes These models are arbitrage free but correspond to the incomplete nancial market There are many di erent approaches for pricing of nancial derivatives We consider here mainly the approach which is based on minimal relative entropy This method is related to an utility func...