Jordan's lemma can be used for a wider range than the original one. The extended Jordan's lemma can be described as follows. Let f(z) be analytic in the upper half of the z plane (Imz≥0), with the exception o...Jordan's lemma can be used for a wider range than the original one. The extended Jordan's lemma can be described as follows. Let f(z) be analytic in the upper half of the z plane (Imz≥0), with the exception of a finite number of isolated singularities, and for P>o, if then where z=Rei and CR is the open semicircle in the upper half of the z plane.With the extended Jordan's lemma one can find that Laplace transform and Fourier transform are a pair of integral transforms which relate to each other.展开更多
To study the approximation of foreign currency option prices when the underlying assets＇ price dynamics are described by exponential Lévy processes, the convolution representations for option pricing formulas we...To study the approximation of foreign currency option prices when the underlying assets＇ price dynamics are described by exponential Lévy processes, the convolution representations for option pricing formulas were given, and then the fast Fourier transform （FFT） algorithm was used to get the approximate values of option prices. Finally, a numerical example was given to demonstrate the calculate steps to the option price by FFT.展开更多
Assume that 0<p<∞ and that B is a connected nonempty open set in R^(n),and that A^(p)(B)is the vector space of all holomorphic functions F in the tubular domains R^(n)+iB such that for any compact set K⊂B,‖ y...Assume that 0<p<∞ and that B is a connected nonempty open set in R^(n),and that A^(p)(B)is the vector space of all holomorphic functions F in the tubular domains R^(n)+iB such that for any compact set K⊂B,‖ y →‖x →F(x+iy)‖Lp(R^(n))‖ L(K)<∞,so A^(p)(B)is a Frechet space with the Heine-Borel property,its topology is induced by a complete invariant metric,is not locally bounded,and hence is not normal.Furthermore,if 1≤p≤2,then the element F of A^(p)(B)can be written as a Laplace transform of some function f∈L(R^(n)).展开更多
With the aid of Plancherel-Godement Theorem, we prove that every positive distributionT onSO (3, 1) which is bi-invariant underSO(3) corresponds to a measure μ on ω=∝σC|s(2-s)>=0∝, and μ can be decomposed int...With the aid of Plancherel-Godement Theorem, we prove that every positive distributionT onSO (3, 1) which is bi-invariant underSO(3) corresponds to a measure μ on ω=∝σC|s(2-s)>=0∝, and μ can be decomposed intoμ=μ 1+μ 2, whereμ 1 is a bounded measure on 0<=s<=2 andμ 2 is slowly increasing measure on (sχC|Re(s)=1)}展开更多
In this paper, Laplace transform method is used to solve the problem of wave scattering from the rough surface. The rough surface is described by y=ζ (x, z) . First, we make Laplace transform to y variable, th...In this paper, Laplace transform method is used to solve the problem of wave scattering from the rough surface. The rough surface is described by y=ζ (x, z) . First, we make Laplace transform to y variable, then do the Fourier transform to x and z variables. In the k space, we can obtain the solution of the problem of wave scattering by simple algebraic operation. Finally, the Laplace inverse transform is performed by complex variable method and Fourier inverse transform by stationary phase method.展开更多
A hybrid method combining simplified sub-entire domain basis function method of moment with finite element method( SSED-MoM /FEM) is accelerated for electromagnetic( EM) scattering analysis of large-scale periodic str...A hybrid method combining simplified sub-entire domain basis function method of moment with finite element method( SSED-MoM /FEM) is accelerated for electromagnetic( EM) scattering analysis of large-scale periodic structures.The unknowns are reduced sharply with non-uniform mesh in FEM. The computational complexity of the hybrid method is dramatically declined by applying conjugate gradient-fast Fourier transform( CG-FFT) to the integral equations of both electric field and magnetic field. The efficiency is further improved by using OpenMP technique. Numerical results demonstrate that the SSED-MoM /FEM method can be accelerated for more than three thousand times with large-scale periodic structures.展开更多
The solution of water wave scattering problem involving small deformation on a porous bed in a channel, where the upper surface is bounded above by an infinitely extent rigid horizontal surface, is studied here within...The solution of water wave scattering problem involving small deformation on a porous bed in a channel, where the upper surface is bounded above by an infinitely extent rigid horizontal surface, is studied here within the framework of linearized water wave theory. In such a situation, there exists only one mode of waves propagating on the porous surface. A simplified perturbation analysis, involving a small parameter ε （≤1） , which measures the smallness of the deformation, is employed to reduce the governing Boundary Value Problem （BVP） to a simpler BVP for the first-order correction of the potential function. The first-order potential function and, hence, the first-order reflection and transmission coefficients are obtained by the method based on Fourier transform technique as well as Green＇s integral theorem with the introduction of appropriate Green＇s function. Two special examples of bottom deformation： the exponentially damped deformation and the sinusoidal ripple bed, are considered to validate the results. For the particular example of a patch of sinusoidal ripples, the resonant interaction between the bed and the upper surface of the fluid is attained in the neighborhood of a singularity, when the ripples wavenumbers of the bottom deformation become approximately twice the components of the incident field wavenumber along the positive x -direction. Also, the main advantage of the present study is that the results for the values of reflection and transmission coefficients are found to satisfy the energy-balance relation almost accurately.展开更多
In this paper,we prove the existence of the scattering operator for the fractional magnetic Schrodinger operators.In order to do this,we construct the fractional distorted Fourier transforms with magnetic potentials.A...In this paper,we prove the existence of the scattering operator for the fractional magnetic Schrodinger operators.In order to do this,we construct the fractional distorted Fourier transforms with magnetic potentials.Applying the properties of the distorted Fourier transforms,the existence and the asymptotic completeness of the wave operators are obtained.Furthermore,we prove the absence of positive eigenvalues for fractional magnetic Schrodinger operators.展开更多
A hybrid finite element-Laplace transform method is implemented to analyze the time domain electromagnetic scattering induced by a 2-D overfilled cavity embedded in the infinite ground plane.The algorithm divides the ...A hybrid finite element-Laplace transform method is implemented to analyze the time domain electromagnetic scattering induced by a 2-D overfilled cavity embedded in the infinite ground plane.The algorithm divides the whole scattering domain into two,interior and exterior,sub-domains.In the interior sub-domain which covers the cavity,the problem is solved via the finite element method.The problem is solved analytically in the exterior sub-domain which slightly overlaps the interior subdomain and extends to the rest of the upper half plane.The use of the Laplace transform leads to an analytical link condition between the overlapping sub-domains.The analytical link guides the selection of the overlapping zone and eliminates the need to use the conventional Schwartz iteration.This dramatically improves the efficiency for solving transient scattering problems.Numerical solutions are tested favorably against analytical ones for a canonical geometry.The perfect link over the artificial boundary between the finite element approximation in the interior and analytical solution in the exterior further indicates the reliability of the method.An error analysis is also performed.展开更多
The scattering and reflection of SH waves by a slope on an elastic wedged space is investigated. A series solution is obtained by using the wave function expansion method. The slope on a wedged space is divided into t...The scattering and reflection of SH waves by a slope on an elastic wedged space is investigated. A series solution is obtained by using the wave function expansion method. The slope on a wedged space is divided into two subregions by an artificial, auxiliary circular arc. The wave fields with unknown complex coefficients within each sub-region are derived. Applying Graf addition theorem, the scattered waves in the sub-regions are expressed in a global coordinate system. Fourier transform is adopted to derive a consistent form of standing waves in the inner region using the orthogonality of the cosine functions. The boundary-valued problem is solved by stress and displacement continuity along the artificial, auxiliary arc to obtain the unknown complex coefficients. Parametric studies are next performed to investigate how the topography from the slope on the wedged space will affect the scattering and diffraction, and hence the amplification and de-amplification of the SH waves. Numerical results show that the surface motions on the slope of the wedged space is influenced greatly by the topography. Amplification of the surface motions near the slope vertex is significant. The corresponding phases along the wedged space surfaces are consistent with the direction that the SH waves are propagating.展开更多
文摘Jordan's lemma can be used for a wider range than the original one. The extended Jordan's lemma can be described as follows. Let f(z) be analytic in the upper half of the z plane (Imz≥0), with the exception of a finite number of isolated singularities, and for P>o, if then where z=Rei and CR is the open semicircle in the upper half of the z plane.With the extended Jordan's lemma one can find that Laplace transform and Fourier transform are a pair of integral transforms which relate to each other.
基金Foundation item The National Natural Science Foundationof China (No10571065)
文摘To study the approximation of foreign currency option prices when the underlying assets＇ price dynamics are described by exponential Lévy processes, the convolution representations for option pricing formulas were given, and then the fast Fourier transform （FFT） algorithm was used to get the approximate values of option prices. Finally, a numerical example was given to demonstrate the calculate steps to the option price by FFT.
基金This work was partially supported by NSFC(11971045,12071035 and 11971063).
文摘Assume that 0<p<∞ and that B is a connected nonempty open set in R^(n),and that A^(p)(B)is the vector space of all holomorphic functions F in the tubular domains R^(n)+iB such that for any compact set K⊂B,‖ y →‖x →F(x+iy)‖Lp(R^(n))‖ L(K)<∞,so A^(p)(B)is a Frechet space with the Heine-Borel property,its topology is induced by a complete invariant metric,is not locally bounded,and hence is not normal.Furthermore,if 1≤p≤2,then the element F of A^(p)(B)can be written as a Laplace transform of some function f∈L(R^(n)).
基金the National Natural Science F oundation of China (198710 65 ) and Hua Cheng Mathematics Science Foundation
文摘With the aid of Plancherel-Godement Theorem, we prove that every positive distributionT onSO (3, 1) which is bi-invariant underSO(3) corresponds to a measure μ on ω=∝σC|s(2-s)>=0∝, and μ can be decomposed intoμ=μ 1+μ 2, whereμ 1 is a bounded measure on 0<=s<=2 andμ 2 is slowly increasing measure on (sχC|Re(s)=1)}
文摘In this paper, Laplace transform method is used to solve the problem of wave scattering from the rough surface. The rough surface is described by y=ζ (x, z) . First, we make Laplace transform to y variable, then do the Fourier transform to x and z variables. In the k space, we can obtain the solution of the problem of wave scattering by simple algebraic operation. Finally, the Laplace inverse transform is performed by complex variable method and Fourier inverse transform by stationary phase method.
基金Supported by the Aeronautical Science Foundation of China(20121852031)
文摘A hybrid method combining simplified sub-entire domain basis function method of moment with finite element method( SSED-MoM /FEM) is accelerated for electromagnetic( EM) scattering analysis of large-scale periodic structures.The unknowns are reduced sharply with non-uniform mesh in FEM. The computational complexity of the hybrid method is dramatically declined by applying conjugate gradient-fast Fourier transform( CG-FFT) to the integral equations of both electric field and magnetic field. The efficiency is further improved by using OpenMP technique. Numerical results demonstrate that the SSED-MoM /FEM method can be accelerated for more than three thousand times with large-scale periodic structures.
基金Partially supported by a research grant from Department of Science and Technology(DST),India(No.SB/FTP/MS-003/2013)
文摘The solution of water wave scattering problem involving small deformation on a porous bed in a channel, where the upper surface is bounded above by an infinitely extent rigid horizontal surface, is studied here within the framework of linearized water wave theory. In such a situation, there exists only one mode of waves propagating on the porous surface. A simplified perturbation analysis, involving a small parameter ε （≤1） , which measures the smallness of the deformation, is employed to reduce the governing Boundary Value Problem （BVP） to a simpler BVP for the first-order correction of the potential function. The first-order potential function and, hence, the first-order reflection and transmission coefficients are obtained by the method based on Fourier transform technique as well as Green＇s integral theorem with the introduction of appropriate Green＇s function. Two special examples of bottom deformation： the exponentially damped deformation and the sinusoidal ripple bed, are considered to validate the results. For the particular example of a patch of sinusoidal ripples, the resonant interaction between the bed and the upper surface of the fluid is attained in the neighborhood of a singularity, when the ripples wavenumbers of the bottom deformation become approximately twice the components of the incident field wavenumber along the positive x -direction. Also, the main advantage of the present study is that the results for the values of reflection and transmission coefficients are found to satisfy the energy-balance relation almost accurately.
文摘In this paper,we prove the existence of the scattering operator for the fractional magnetic Schrodinger operators.In order to do this,we construct the fractional distorted Fourier transforms with magnetic potentials.Applying the properties of the distorted Fourier transforms,the existence and the asymptotic completeness of the wave operators are obtained.Furthermore,we prove the absence of positive eigenvalues for fractional magnetic Schrodinger operators.
基金This workwas supported in part by the Air Force Office of Scientific Research.
文摘A hybrid finite element-Laplace transform method is implemented to analyze the time domain electromagnetic scattering induced by a 2-D overfilled cavity embedded in the infinite ground plane.The algorithm divides the whole scattering domain into two,interior and exterior,sub-domains.In the interior sub-domain which covers the cavity,the problem is solved via the finite element method.The problem is solved analytically in the exterior sub-domain which slightly overlaps the interior subdomain and extends to the rest of the upper half plane.The use of the Laplace transform leads to an analytical link condition between the overlapping sub-domains.The analytical link guides the selection of the overlapping zone and eliminates the need to use the conventional Schwartz iteration.This dramatically improves the efficiency for solving transient scattering problems.Numerical solutions are tested favorably against analytical ones for a canonical geometry.The perfect link over the artificial boundary between the finite element approximation in the interior and analytical solution in the exterior further indicates the reliability of the method.An error analysis is also performed.
文摘The scattering and reflection of SH waves by a slope on an elastic wedged space is investigated. A series solution is obtained by using the wave function expansion method. The slope on a wedged space is divided into two subregions by an artificial, auxiliary circular arc. The wave fields with unknown complex coefficients within each sub-region are derived. Applying Graf addition theorem, the scattered waves in the sub-regions are expressed in a global coordinate system. Fourier transform is adopted to derive a consistent form of standing waves in the inner region using the orthogonality of the cosine functions. The boundary-valued problem is solved by stress and displacement continuity along the artificial, auxiliary arc to obtain the unknown complex coefficients. Parametric studies are next performed to investigate how the topography from the slope on the wedged space will affect the scattering and diffraction, and hence the amplification and de-amplification of the SH waves. Numerical results show that the surface motions on the slope of the wedged space is influenced greatly by the topography. Amplification of the surface motions near the slope vertex is significant. The corresponding phases along the wedged space surfaces are consistent with the direction that the SH waves are propagating.
