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The interation of particular slender bodies with low Reynolds-number flows is in the limit 'slenderness to 0' described by a linear Fredholm integral equation of the second kind. The integral operator of this equation has a denumerable set of polynomial eigenfunctions whose corresponding eigenvalues are non-positive and of logarithmic growth. A theorem similiar to a classical result of Plemelj-Privalov for integral operators with Cauchy kernels is proven. In contrast to Cauchy kernel operators, the integral operator maps no Hölder space into itself. A spectral analysis of the integral operator restricted to an appropriate class of analytic functions is performed. The spectral properties of this restricted integral operator suggest a collocation-like method to solve the integral equation numerically. For this numerical scheme, convergence is proven and several computations are presented.

We consider three applications of impulse control in financial mathematics, a cash management problem, optimal control of an exchange rate, and portfolio optimisation under transaction costs. We sketch the different ways of solving these problems with the help of quasi-variational inequalities. Further, some viscosity solution results are presented.

In this paper we deal with the determination of the whole set of Pareto-solutions of location problems with respect to Q general criteria.These criteria include median, center or cent-dian objective functions as particular instances.The paper characterizes the set of Pareto-solutions of a these multicriteria problems. An efficient algorithm for the planar case is developed and its complexity is established. Extensions to higher dimensions as well as to the non-convexcase are also considered.The proposed approach is more general than the previously published approaches to multi-criteria location problems and includes almost all of them as particular instances.

In a discrete-time financial market setting, the paper relates various concepts introduced for dynamic portfolios (both in discrete and in continuous time). These concepts are: value preserving portfolios, numeraire portfolios, interest oriented portfolios, and growth optimal portfolios. It will turn out that these concepts are all associated with a unique martingale measure which agrees with the minimal martingale measure only for complete markets.

Value Preserving Strategies and a General Framework for Local Approaches to Optimal Portfolios
(1999)

We present some new general results on the existence and form of value preserving portfolio strategies in a general semimartingale setting. The concept of value preservation will be derived via a mean-variance argument. It will also be embedded into a framework for local approaches to the problem of portfolio optimisation.

Facility Location Problems are concerned with the optimal location of one or several new facilities, with respect to a set of existing ones. The objectives involve the distance between new and existing facilities, usually a weighted sum or weighted maximum. Since the various stakeholders (decision makers) will have different opinions of the importance of the existing facilities, a multicriteria problem with several sets of weights, and thus several objectives, arises. In our approach, we assume the decision makers to make only fuzzy comparisons of the different existing facilities. A geometric mean method is used to obtain the fuzzy weights for each facility and each decision maker. The resulting multicriteria facility location problem is solved using fuzzy techniques again. We prove that the final compromise solution is weakly Pareto optimal and Pareto optimal, if it is unique, or under certain assumptions on the estimates of the Nadir point. A numerical example is considered to illustrate the methodology.

Abstract: We describe a general technique that allows for an ideal transfer of quantum correlations between light fields and metastable states of matter. The technique is based on trapping quantum states of photons in coherently driven atomic media, in which the group velocity is adiabatically reduced to zero. We discuss possible applications such as quantum state memories, generation of squeezed atomic states, preparation of entangled atomic ensembles and quantum information processing.

Abstract: We show that it is possible to "store" quantum states of single-photon fields by mapping them onto collective meta-stable states of an optically dense, coherently driven medium inside an optical resonator. An adiabatic technique is suggested which allows to transfer non-classical correlations from traveling-wave single-photon wave-packets into atomic states and vise versa with nearly 100% efficiency. In contrast to previous approaches involving single atoms, the present technique does not require the strong coupling regime corresponding to high-Q micro-cavities. Instead, intracavity Electromagnetically Induced Transparency is used to achieve a strong coupling between the cavity mode and the atoms.

Mirrorless oscillation based on resonantly enhanced 4-wave mixing: All-order analytic solutions
(1999)

Abstract: The phase transition to mirrorless oscillation in resonantly enhanced four-wave mixing in double-A systems are studied analytically for the ideal case of infinite lifetimes of ground-state coherences. The stationary susceptibilities are obtained in all orders of the generated fields and analytic solutions of the coupled nonlinear differential equations for the field amplitudes are derived and discussed.

Abstract: We utilize the generation of large atomic coherence to enhance the resonant nonlinear magneto-optic effect by several orders of magnitude, thereby eliminating power broadening and improving the fundamental signal-to-noise ratio. A proof-of-principle experiment is carried out in a dense vapor of Rb atoms. Detailed numerical calculations are in good agreement with the experimental results. Applications such as optical magnetometry or the search for violations of parity and time reversal symmetry are feasible.

Abstract: Spontaneous emission and Lamb shift of atoms in absorbing dielectrics are discussed. A Green's-function approach is used based on the multipolar interaction Hamiltonian of a collection of atomic dipoles with the quantised radiation field. The rate of decay and level shifts are determined by the retarded Green's-function of the interacting electric displacement field, which is calculated from a Dyson equation describing multiple scattering. The positions of the atomic dipoles forming the dielectrics are assumed to be uncorrelated and a continuum approximation is used. The associated unphysical interactions between different atoms at the same location is eliminated by removing the point-interaction term from the free-space Green's-function (local field correction). For the case of an atom in a purely dispersive medium the spontaneous emission rate is altered by the well-known Lorentz local-field factor. In the presence of absorption a result different from previously suggested expressions is found and nearest-neighbour interactions are shown to be important.

Abstract: Random matrix theory (RMT) is a powerful statistical tool to model spectral fluctuations. In addition, RMT provides efficient means to separate different scales in spectra. Recently RMT has found application in quantum chromodynamics (QCD). In mesoscopic physics, the Thouless energy sets the universal scale for which RMT applies. We try to identify the equivalent of a Thouless energy in complete spectra of the QCD Dirac operator with staggered fermions and SU_(2) lattice gauge fields. Comparing lattice data with RMT predictions we find deviations which allow us to give an estimate for this scale.

Beyond the Thouless energy
(1999)

Abstract: The distribution and the correlations of the small eigenvalues of the Dirac operator are described by random matrix theory (RMT) up to the Thouless energy E_= 1 / sqrt (V), where V is the physical volume. For somewhat larger energies, the same quantities can be described by chiral perturbation theory (chPT). For most quantities there is an intermediate energy regime, roughly 1/V < E < 1/sqrt (V), where the results of RMT and chPT agree with each other. We test these predictions by constructing the connected and disconnected scalar susceptibilities from Dirac spectra obtained in quenched SU(2) and SU(3) simulations with staggered fermions for a variety of lattice sizes and coupling constants. In deriving the predictions of chPT, it is important totake into account only those symmetries which are exactly realized on the lattice.

Abstract: Recently, the chiral logarithms predicted by quenched chiral perturbation theory have been extracted from lattice calculations of hadron masses. We argue that the deviations of lattice results from random matrix theory starting around the so-called Thouless energy can be understood in terms of chiral perturbation theory as well. Comparison of lattice data with chiral perturbation theory formulae allows us to compute the pion decay constant. We present results from a calculation for quenched SU(2) with Kogut-Susskind fermions at ß = 2.0 and 2.2.

Abstract: Recently, the contributions of chiral logarithms predicted by quenched chiral perturbation theory have been extracted from lattice calculations of hadron masses. We argue that a detailed comparison of random matrix theory and lattice calculations allows for a precise determination of such corrections. We estimate the relative size of the m log(m), m, and m^2 corrections to the chiral condensate for quenched SU(2).