Some Remarks on the Approximation of Transitional Density in Stochastic Differential Equations

Aijt-Sahalia (2002) introduced a method to estimate transitional probability densities of di®usion processes by means of Hermite expansions with coe±cients determined by means of Taylor series. This note describes a numerical procedure to ¯nd these coe±cients based on the calculation of moments. One advantage of this procedure is that it can be used e®ectively when the mathematical operations required to ¯nd closed-form expressions for these coe±cients are otherwise infeasible.

On the advanced analysis of steel frames allowing for flexural, local and lateral-torsional buckling

Detailed procedure for second-order analysis has been coded in the newest Eurocode 3 and the Hong Kong steel code (2005). The effective length method has been noted to be inapplicable to analysis of shallow domes of imperfect members exhibiting snap-through buckling, to portals with leaning columns and others. On the other hand, the advanced analysis is not limited to buckling design of these structures. This paper demonstrates its application to the design of a simple plane sway portal and a three diminsional non-sway steel building. The results by the advanced analysis and the first-order linear analysis are compared and the technique for practical second-order analysis steel structures is described. It is observed that the use of a straight element by itself cannot model the buckling resistance of columns governed by different buckling curves for hot-rolled and cold-formed sections of various shapes like I, H, hollow etc. Also the curvature of the conventional cubic Hermite element is not varied by the external axial force and thus it cannot simulate the response of a buckling column. Thus its use for second-order analysis is basically unacceptable. A technique for additional checking of beams undergoing lateral-torsional buckling is also suggested making the advanced analysis a complete design tool for conventional steel frames.

Predicting tours and probabilistic simulation for BKZ lattice reduction algorithm

We investigate the terminating concept of BKZ reduction first introduced by Hanrot et al. [Crypto'11] and make extensive experiments to predict the number of tours necessary to obtain the best possible trade off between reduction time and quality. Then, we improve Buchmann and Lindner's result [Indocrypt'09] to find sub-lattice collision in SWIFFT. We illustrate that further improvement in time is possible through special setting of SWIFFT parameters and also through the combination of different reduction parameters adaptively. Our contribution also include a probabilistic simulation approach top-up deterministic simulation described by Chen and Nguyen [Asiacrypt'11] that can able to predict the Gram-Schmidt norms more accurately for large block sizes.