Tuesday, October 09, 2007

2007 Nobel Prize in Physics

Goes to Albert Fert and Peter Grünberg, for the discovery of Giant Magnetoresistance.

http://nobelprize.org/nobel_prizes/physics/laureates/2007/

This discovery made the iPod possible.

http://www.nytimes.com/2007/10/09/health/09iht-nobel.4.7820918.html?_r=1&emc=eta1

Monday, October 01, 2007

Thursday, August 23, 2007

Queen's Brian May

Just earned his PhD in astrophysics from Imperial College by completing his dissertation on interstellar dust, 35 years after he dropped out to concentrate on his music.

Saturday, April 21, 2007

Diffusion with a source on a semi-infinite line

(Budak/Samarskii/Tikhonov, problem 3.7)

ut = a2uxx + f(x,t)
u(x,0) = φ(x)
u(0,t) = μ(t)
0 ≤ x < ∞ and 0 ≤ t < ∞

The solution of the problem can be represented as a sum
u(x,t) = u1(x,t) + u2(x,t) + u3(x,t)
where u1(x,t) represents the effect of the initial condition u(x,o) = φ(x), u2(x,t) represents the effect of the boundary condition u(0,t) = μ(t), and u3(x,t) represents the effect of the nonhomogeneous term f(x,t).

Solution for u1

ut = a2uxx
u1(x,0) = φ(x)
u1(0,t) = 0

u1(x,t) = ½ (1/√π) ∫0 1/√(a2t) [ e -(x-x')2/4a2t - e -(x+x')2/4a2t ] φ(x') dx'

Solution for u2

ut = a2uxx
u2(x,0) = 0
u2(0,t) = μ(t)

u2(x,t) = ½ (a2/√π) ∫0t x/[a2(t-t')]3/2 e-x2/4a2(t-t') μ(t') dt'

Solution for u3

u3(x,t) = ½ (1/√π) ∫0 dx' 0t dt' { 1/√[a2(t-t')] [ e -(x-x')2/4a2(t-t') - e -(x+y)2/4a2(t-t') ] f(x',t') }

Saturday, April 14, 2007

Financial Mathematics

Since finishing my ASA late last year, I've started rediscovering my interest in financial mathematics. I will be posting assorted theorems, problems, observations, etc, from my readings in my finance and investments blog from time to time.

Saturday, February 10, 2007

How Ticked Off Physicists Write Checks



[Thanks to NE for sending me this.]