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For a stationary solid skeleton, the Darcy velocity $\mathbf{u}$ is liquid volume transport per unit total cross-sectional area, while the pore velocity $\mathbf{v}$ is the intrinsic mean fluid velocity within the connected pore space. ThusFor an incompressible liquid in a saturated region, conservation of mass is ${\varphi }_t+\nabla \cdot \mathbf{u}=0$. With time-independent but spatially varying porosity, it becomesnot generally $\nabla \cdot \mathbf{v}=0$. Neglecting dispersion, a fluid interface is advected by the pore velocity; its mean normal speed is $V_n=\mathbf{v}\cdot \mathbf{n}=\mathbf{u}\cdot \mathbf{n}/\varphi$.

For the thin layer on the inclined plane, the gravitational acceleration components are $g\sin \theta$ downslope and $-g\cos \theta$ normal to the plane. The hydrostatic approximation and constant pressure $p_a$ above the current giveWith permeability of a porous medium $k(z)$, Darcy's law therefore givesHere $u_x,u_y$ denote the components of the Darcy velocity. Integrate over depth, using the prescribed power laws:Both integrals are finite for the positive exponents in the model. Conservation of the stored fluid gives ${\mathcal{V}}_t+{\nabla }_{x,y}\cdot \mathbf{Q}=0$, orFor $0<\theta <\pi /2$, set $X=x\tan \theta$, $Y=y\tan \theta$ andSince $\cos \theta {\tan }^2\theta =\sin \theta \tan \theta$, the depth-dependent inclined porous-current equation isThe longitudinal flux carries fluid downslope, while the thickness-gradient terms spread it. The degenerate horizontal or vertical slope limits need their own coordinate scaling.

The Rosseland mean opacity is the transport opacity appropriate to an optically thick region close to local thermodynamic equilibrium. If ${\kappa }_{\nu }$ is monochromatic transport opacity and $B_{\nu }(T)$ the Planck function, thenIt is a weighted harmonic mean: low-opacity frequency windows carry much of the diffusive flux. One must combine the monochromatic processes before averaging, rather than adding their separately averaged opacities.

In hot fully ionized material, electron-scattering opacity supplies an almost density- and temperature-independent contribution at fixed composition. In the nonrelativistic Thomson scattering limit, ${\kappa }_{\mathrm{es}}={\sigma }_T{n}_e/\rho \simeq 0.2(1+X)\mathrm{c}{\mathrm{m}}^2{\mathrm{g}}^{-1}$. Free-free opacity, the absorption counterpart of thermal bremsstrahlung, comes from photon absorption during encounters between free electrons and ions. Its approximate mean obeys Kramers' opacity law, ${\kappa }_{\mathrm{ff}}\propto \rho T^{-7/2}$, with composition and quantum correction factors.

When ions retain bound electrons, bound-free absorption is photoionization; edges, occupations and ionization fractions strongly affect its frequency dependence. Bound-bound absorption produces absorption lines. Numerous metal lines can close low-opacity windows and produce important opacity features in partially ionized layers. Line populations depend on excitation as well as ionization, while Doppler broadening, pressure broadening and overlapping lines change the transport windows. Stimulated inverse processes must be included consistently with detailed balance and the local thermal radiation field.

In cooler hydrogen-rich atmospheres, negative hydrogen ion opacity from both bound-free and free-free processes is often important. Its strong temperature dependence helps determine convective surface relations. In still cooler layers, molecular bands, and at sufficiently low temperatures dust absorption/scattering, may be important. These processes cannot be represented by one Kramers power law over the whole density-temperature plane.

An opacity calculation therefore needs the chemical abundances, the equation of state, electron density and bound-state populations. Saha ionization equation and thermal excitation populations give useful dilute LTE estimates; high-density pressure ionization, nonideal effects and altered level populations require corrections. Composition matters even when one writes only $\kappa (\rho ,T)$: hydrogen, helium and the metal abundance pattern are additional fixed inputs.

In dense degenerate cores, thermal conduction by electrons can dominate energy transport. An equivalent conductive opacity may be introduced so that $1/{\kappa }_{\mathrm{eff}}=1/{\kappa }_R+1/{\kappa }_{\mathrm{cond}}$, because the two diffusive fluxes add; conduction is not itself a photon absorption process. Very hot regimes also require departures from the simple nonrelativistic scattering approximation. Near the optically thin photosphere, a Rosseland diffusion description alone is inadequate, and frequency-dependent radiative transfer with appropriate boundary conditions is required. These regime changes are why realistic stellar opacity tables, rather than one global power law, enter stellar structure.

A reduction must encode primal solutions and infeasibility or unboundedness information; merely declaring a known optimum or subtracting an unknown optimum from the objective function is not a construction. The following homogeneous self-dual embedding of a linear program works without assuming the input problem has an optimum.

First remove linearly dependent equality rows by Gaussian elimination. If an eliminated row has an inconsistent right-hand side, the original problem is already certified infeasible. Return the one-variable special-form program $\min 0$ with $A^{\ast }=0$, $y=1$, and retain that certificate; no original mathematical optimization remains. Otherwise the remaining matrix has full row rank; write it as $A$ again. Put $e=1\in {\mathbb{R}}^n$ andUse nonnegative variables $x,s\in {\mathbb{R}}^n$ and $\tau ,\kappa ,\theta ,\rho \in \mathbb{R}$, with a temporary unrestricted multiplier $\lambda \in {\mathbb{R}}^m$. Impose the homogeneous linear systemAll coefficients are computable from the input. The temporary free multiplier can be eliminated without introducing cancelling positive/negative variables. DefineReplace the second equation by $(I-A^{T}H)q=0$, and substitute $Hq$ in the other equations. Because $A$ has full row rank, $A^T\lambda =q$ is equivalent to these conditions. For no remaining equality rows, simply omit $\lambda$ and its empty equations.

Let $y=(x,s,\tau ,\kappa ,\theta ,\rho )$ and $n^{\ast }=2n+4$. Collect these substituted equations into $A^{\ast }y=0$, impose $1^{T}y=1$, and let $c^{\ast }$ select the coordinate $\theta$. The resulting Karmarkar standard form isThe next two parts prove its known positive starting point and zero optimal value. Notice that normalization is legitimate for any nonzero nonnegative embedding vector because all the equations are homogeneous; it does not require a prior bound on the original optimizer.

Code the two levels of each factor as $\pm 1$. For a factor subset $A$, its factorial contrast column is the character ${\chi }_A(x)={\prod }_{j\in A}{x}_j$. Products of columns correspond to symmetric differences of subsets, because $x_j^2=1$.

Let $G_1,\dots ,G_k$ be defining words whose incidence vectors are linearly independent over ${\mathbb{F}}_2$. Write $x_j=(-1{)}^{u_j}$, with $u_j\in {\mathbb{F}}_2$. Specifying signs ${\chi }_{G_i}(x)=s_i$ is then a rank-$k$ system of binary linear equations. Every one of its $2^k$ right-hand sides has $2^{n-k}$ solutions. Thus $k$ independent defining contrasts split the full $2^n$ design into $2^k$ equal fractions. Independence is necessary: dependent defining words do not yield $2^k$ distinct sets.

The defining contrast subgroup has $2^k$ words. On a selected fraction its word $G$ has a constant sign $s_G$, soHence the coefficients of $A$ and $AG$ cannot be estimated separately without assumptions or extra runs: this is aliasing in a fractional factorial design. Conversely, averaging a character over the affine binary solution space vanishes unless its word is in the defining subgroup, so these signed subgroup cosets give all aliases. Here a lowercase treatment label records the factors at their high levels, and $(1)$ puts all five at their low levels; signs must be retained when listing aliases.

A balanced incomplete block design has $t$ treatments and $b$ blocks, each containing $k$ distinct treatments with $1<k<t$. Every treatment occurs in $r$ blocks and every distinct treatment pair occurs together in $\lambda >0$ blocks. A symmetric balanced incomplete block design has $b=t$, which implies $r=k$ by the first counting identity below.

For the separate even-order condition, let $N$ be the square treatment-by-block incidence matrix of a set system of a symmetric design. Its diagonal overlap counts are $r$ and its off-diagonal counts are $\lambda$, givingThe counting identities proved in the next slots show that $r=k$ and $r+(t-1)\lambda =r^2$. Consequently the eigenvalues of $N{N}^T$ are $r^2$ on the constant vector and $r-\lambda$ on its $(t-1)$-dimensional orthogonal complement. Taking determinants givesIf $b=t$ is even, the exponent $t-1$ is odd. The exponent of every prime in $\det (N{)}^2$ and in $r^2$ is even; therefore its exponent in the positive integer $r-\lambda$ must be even. This proves the even-order symmetric design square obstruction:It is a necessary condition, not a sufficiency claim.

A credibility factor is the weight assigned to a particular risk's observed experience when blending it with a population or manual premium. In the Bühlmann model, the blend is the best affine mean-square predictor, rather than automatically the full posterior mean.

Let $v=\mathbb{E}[{\sigma }^2(\theta )]$, the expected process variance, and assume the displayed second moments are finite. The law of total expectation gives $\mathbb{E}{X}_i=m$. The law of total variance and law of total covariance giveFor the second formula, the conditional covariance is zero by conditional independence, while the covariance of the conditional means is $\mathrm{Var}\mu (\theta )=a$, the variance of hypothetical means. Likewisebecause $\mathbb{E}[X_i-\mu (\theta )\mid \theta ]=0$.

To derive the Bühlmann credibility premium, minimize $\mathbb{E}[(\mu (\theta )-b_0-{\sum }_i{b}_i{X}_i{)}^2]$. Differentiating in $b_0$ sets the predictor's mean to $m$. The remaining normal equations areFor $v>0$, subtracting any two rows forces all $b_i$ to be equal, then gives $b_i=a/(v+na)$. Thus the premium and factor areThe same affine premium predicts $X_{n+1}$: conditional independence makes $\mathbb{E}[(X_{n+1}-\hat{\mu }{)}^2]=v+\mathbb{E}[(\mu (\theta )-\hat{\mu }{)}^2]$, so minimizers agree. If $v=0$, every year's amount equals $\mu (\theta )$ almost surely, and $Z=1$ gives the exact risk mean even though the coefficient vector need not be unique.

For fixed $a>0,n$, $\partial Z/\partial v=-na/(na+v{)}^2<0$. Thus more within-risk variation decreases credibility: individual experience becomes less informative, $Z\to 0$ as $v\to \infty$, and the premium tends to $m$. Increasing the number of observed years has the opposite effect.

For numerical estimation from a balanced panel, assume the $k$ risks are independent draws from the same risk population, with comparable exposures, and $n,k\ge 2$. SetConditionally, each within-risk sample variance has mean ${\sigma }^2({\theta }_s)$; hence $\mathbb{E}\hat{v}=v$. The risk sample means have variance $a+v/n$, so $\mathbb{E}B=a+v/n$. Therefore $\tilde{a}=B-\hat{v}/n$ is an unbiased method of moments estimate of $a$. For a usable nonnegative variance estimate take $\hat{a}=\max (0,\tilde{a})$, noting that this truncation sacrifices exact unbiasedness.

The balanced-panel method-of-moments credibility estimate for risk $s$ is consequentlyIf $\hat{a}=0$ and $\hat{v}>0$, use zero credibility. If both estimates are zero, the within and between sums of squares are zero and all the observed amounts coincide; any blend gives that same premium. With only one year per risk or only one risk, these within/between estimators are unavailable, so external structural estimates or additional assumptions are necessary.

Write the predictable sigma-algebra on positive times asIt is equivalently the smallest sigma-algebra making all left-continuous adapted processes measurable. Indeed, the indicator of each generating rectangle is left-continuous and adapted, and approximating any left-continuous adapted process by its values at the preceding points of deterministic partitions gives the reverse inclusion. Previsibility records information available immediately before observation. If time zero is included, add $B\times \{0\}$ with $B\in {\mathcal{F}}_0$. The displayed description in part (b) uses positive times, as indicated by its product space.

For the exit law, the two identified processes have the same argument. Starting at zero, neither can skip $-a$ or $b$: Brownian motion is continuous, and the symmetric Poisson difference process has unit jumps with integer boundary levels. Therefore $|X_{t\wedge T}|\le K=\max (a,b)$, and if $T$ is finite, $X_T\in \{-a,b\}$.

To justify finiteness rather than presume it, apply the optional stopping theorem to the martingale $X_t^2-t$ at the bounded stopping time $t\wedge T$:The first boundary hitting time is a stopping time in both cases: in the continuous case use the continuous-path hitting criterion, and in the jump case inspect the successive jump times. Monotone convergence now gives $\mathbb{E}T\le K^2$, so $T<\infty$ almost surely. The stopped position tends to $X_T$ as $t\to \infty$ and is bounded, making dominated convergence applicable. Stopping $X$ at $t\wedge T$ and taking this limit yields $\mathbb{E}{X}_T=0$.

If $\pi =\mathbb{P}(X_T=-a)$, then $0=-a\pi +b(1-\pi )$. Thus in both cases the entire distribution isThis is the same balanced gambler's ruin law despite the different one-time distributions. As a further consistency check, passing to the limit in the stopped square-martingale identity givesAll uses of an unbounded exit time were obtained by limits of bounded-time sampling with an explicit bound on the stopped position.

Let $\mathcal{C}$ be a locally small category, let $h_A=\mathcal{C}(-,A)$ be a representable presheaf, and let $X:{\mathcal{C}}^{\mathrm{op}}\to \mathbf{Set}$. The Yoneda lemma gives a bijection, natural in $A$ and $X$,For $x\in X(A)$, define a natural transformation ${\alpha }^x:h_A\to X$ byFor $v:C\to B$, the functor composition law gives $X(v){\alpha }_B^x(f)=X(fv)(x)={\alpha }_C^x(fv)$, proving naturality. Conversely, naturality of any $\alpha :h_A\to X$ along $f:B\to A$ givesThus $\alpha$ is determined by its displayed element, and ${\alpha }_A^x(1_A)=x$ proves that the constructions are inverse.

A natural transformation $\theta :X\to Y$ sends the element to ${\theta }_A(x)$, which corresponds to $\theta {\alpha }^x$. A morphism $u:A^{\prime }\to A$ induces $h_u:h_{A^{\prime }}\to h_A$; precomposition by $h_u$ sends the element to $X(u)(x)$. This proves naturality in both variables and completes the Yoneda lemma proof.

For the example, take a once-punctured torus $P$, an essential nonseparating simple closed curve $c\subset P$, andThe inclusion of the annulus $A$ induces the injection $⟨c⟩\hookrightarrow {\pi }_1(P)$, so $A$ is an incompressible surface. Cutting gives $(P\text{ cut along }c)\times I$, a pair of pants times an interval. A compact connected surface with boundary times an interval is a handlebody of genus $1-\chi (P)$: cut the surface to a disk by proper arcs and reverse those cuts as one-handle attachments. Both the punctured torus and the pair of pants have Euler characteristic $-1$. ThereforeThis self-reproducing incompressible annulus cut also shows why arbitrary incompressible cutting choices need not terminate.

A three-manifold hierarchy is a finite sequence of cuts along properly embedded two-sided incompressible surfaces, with no spherical components, whose final manifold is a disjoint union of three-balls. Disks are permitted. In an orientable ambient manifold two-sided surfaces are orientable; for an ambient manifold which is not orientable we permit two-sided surfaces without assuming their orientability as well.

For $S^1\times F$, first cut along $\{p\}\times F$, obtaining $I\times F$. This surface is two-sided and its fundamental group injects as a direct factor. Next choose essential two-sided curves in $F$ until the cut surface has boundary, and cut along their products with $I$. For orientable $F$ one nonseparating curve suffices. For $F$ which is not orientable and has genus at least two, the boundary of an embedded Möbius band is a two-sided essential curve; neither side is a disk, so its fundamental group injects. Cutting this curve leaves pieces with boundary, including the Möbius band. For each resulting compact surface choose a finite system of proper arcs cutting it into disks. The corresponding vertical disks give the remaining three-manifold hierarchy cuts. Essential annuli have injective fundamental group, and disks have trivial fundamental group, so all cuts are incompressible. The terminal products are $D^2\times I$, hence three-balls. This construction covers the possibilities without orientability in the stated range as well as the orientable ones.

Here is a terminating construction for a compact connected orientable irreducible three-manifold $M$ with nonempty boundary. We use the permitted general results in the following precise forms: a boundary-incompressible non-ball component has a connected two-sided nonseparating incompressible surface with nonempty boundary; and a sufficiently large collection of disjoint closed incompressible surfaces has two parallel components with no intervening member. These are respectively the existence and finiteness results for incompressible surfaces.

First perform essential boundary disk compressions as long as possible. Their number is finite: each nonseparating compression decreases boundary genus, while a separating compression divides a boundary component into two of smaller genus. More explicitly, the sum of $\max (0,2g-1)$ over the closed boundary components decreases at every essential compression. Each cut preserves three-manifold irreducibility. To see this for any incompressible cutter, a sphere in the cut manifold bounds a three-ball in the uncut manifold. A closed nonspherical incompressible component of the cutter cannot lie in this three-ball, since its fundamental group could not inject into the trivial group. A component with boundary cannot lie in an interior three-ball either. Thus the three-ball misses the cutter and survives in the cut manifold. Fundamental-group injectivity of two-sided incompressible surfaces follows from the Loop theorem, applied to their two boundary copies after cutting.

Push the boundary of each non-ball residual component slightly into the original $M$ to make a closed frontier $F_1$, omitting spherical components. This frontier is incompressible on its residual side, since all boundary compressions there have been exhausted. It is also incompressible on the side already cut off. Indeed, a hypothetical compression disk on that side can be made transverse to the earlier cutting surfaces. An innermost intersection circle bounds a disk on its cutting surface by incompressibility; replacing the corresponding subdisk removes the circle, without introducing intersections with earlier cutters. Repeat in the order of the cuts. The disk would finally lie in a product collar of the frontier, where its boundary is fundamental-group-injective, a contradiction. Thus $F_1$ is incompressible in $M$.

If a residual component is not a three-ball, choose the permitted nonseparating incompressible surface with boundary, cut it, and compress the new boundary fully again. Push that boundary in to obtain a new closed frontier $F_2$ disjoint from $F_1$. Continue. Three-manifold irreducibility persists, and the same innermost-circle proof makes every nonspherical frontier incompressible in the original $M$.

We explain why the parallel frontiers forced by the finiteness theorem cannot occur in this construction. The required product fact is: a connected nonseparating incompressible surface in $G\times I$ cannot be proper and disjoint from $G\times \{1\}$. To prove it, intersect the surface with vertical annuli $c\times I$ for essential curves $c$ in a closed $G$. Inessential intersection circles can be removed using incompressibility and the three-balls supplied by three-manifold irreducibility. An outermost intersection arc has both endpoints on the lower boundary; boundary compression along its annular bigon reduces the intersections. At least one resulting component stays nonseparating, since the mod-two relative class of the original surface is the sum of the resulting classes. Essential intersection circles can likewise be removed by surgery along the annulus running to its lower boundary. Retain a nonseparating incompressible component after each surgery. These operations reduce the intersection number and cut the base surface to one with boundary. Now intersect with the vertical disks of a proper arc system cutting that base to a disk. The same innermost-circle and outermost-arc operations make the surface disjoint from these disks. It then lies in a three-ball $D^2\times I$, where any proper two-sided surface separates. This is the contradiction proving the product fact.

If two frontiers in the construction were parallel with no other frontier between, their product region would contain one of the intervening nonseparating cutters, disjoint from the later frontier. The product fact forbids this. Consequently the closed-frontier construction has only finitely many stages. Once a residual irreducible component has only spherical boundary, push one boundary sphere inward. The three-ball it bounds cannot be on the collar side, which contains a boundary component of the manifold. The three-ball and the collar therefore exhaust that component, making it a three-ball. We have constructed a finite three-manifold hierarchy, and can choose all its cutting surfaces to have nonempty boundary.

We will use one further consequence in the map argument: these manifolds are aspherical. Work backwards through the three-manifold hierarchy. A three-ball is contractible. At one gluing stage, the van Kampen theorem normal form identifies the lifts of the cut pieces and cutting surface in the universal cover with a tree of spaces. The lifted pieces are contractible by induction, and the lifted cutting surfaces are contractible because the surfaces have boundary and are fundamental-group-injective. A finite subtree is contractible by removing terminal vertices; every sphere map meets only finitely many pieces. All higher homotopy groups therefore vanish at this stage, and induction proves asphericity from a three-manifold hierarchy. Apply this tree argument separately at each gluing stage.

The following three entries complete a single proof of the relative-boundary homeomorphism assertion.

The Hermitian metric induces pointwise Hermitian inner products on the exterior powers of the complex cotangent bundle, with different bidegrees orthogonal, and a positive volume form $d{V}_g$. Thus the global $L^2$ inner product on smooth differential forms of type $(p,q)$ isLet ${\bar{\partial }}^{\ast }$ be the formal adjoint of the Dolbeault operator, defined by integration by parts, and let ${\Delta }_{\bar{\partial }}=\bar{\partial }{\bar{\partial }}^{\ast }+{\bar{\partial }}^{\ast }\bar{\partial }$. This Dolbeault Laplacian preserves bidegree, is elliptic and nonnegative, and hasOn a compact Hermitian manifold without boundary, the Dolbeault Hodge decomposition on a compact Hermitian manifold says that the smooth harmonic space ${\mathcal{H}}_{\bar{\partial }}^{p,q}=\ker {\Delta }_{\bar{\partial }}$ is finite-dimensional andMore precisely, there are the orthogonal harmonic projection $H$ and a Dolbeault Green operator $G$ taking smooth forms to smooth forms, with $G=0$ on harmonics and ${\Delta }_{\bar{\partial }}G=G{\Delta }_{\bar{\partial }}=I-H$. Elliptic regularity ensures these are statements about smooth forms, not only $L^2$ completions. The Green operator commutes with $\bar{\partial }$ and ${\bar{\partial }}^{\ast }$, since the Laplacian does and its inverse is unique on the orthogonal complement of the kernel.

Expanding $\alpha =H\alpha +{\Delta }_{\bar{\partial }}G\alpha$ givesThe three summands are orthogonal: harmonic forms are killed by both adjoints, and $⟨\bar{\partial }u,{\bar{\partial }}^{\ast }v⟩=⟨{\bar{\partial }}^{2}u,v⟩=0$. If $\alpha$ is $\bar{\partial }$-closed, its coexact component is orthogonal to every closed form; taking its inner product with $\alpha$ shows that component has norm zero. Conversely the first two components are closed. Thus $\boxed{\ker \bar{\partial }={\mathcal{H}}_{\bar{\partial }}^{p,q}\oplus \bar{\partial }{A}^{p,q-1}}$, with out-of-range form spaces taken to be zero.

Write $\chi$ for the red-blue finite colouring of unordered pairs. The two alternatives concern one arithmetic progression or a pair of disjoint arithmetic progressions; they need not be mutually exclusive. For $m=1$, a singleton already has no non-blue edge, so the first alternative holds. Assume henceforth $m\ge 2$.

If the first alternative fails, every $m$-term arithmetic progression contains a red pair. Label each $(a,d)\in {\mathbb{N}}^2$ by one such pair's positions $0\le r<s<m$, choosing the first in a fixed ordering when there are several. This is a finite colouring with at most $\left(\genfrac{}{}{0ex}{}{m}{2}\right)$ colours. The following two branches establish the arithmetic-progression bipartite Ramsey dichotomy.