Java Cryptographic Library for Smartphones

A JME-compliant cryptographic library for mobile application development is introduced in this paper. The library allows cryptographic protocols implementation over elliptic curves with different security levels and offers symmetric and asymmetric bilinear pairings operations, as Tate, Weil, and Ate pairings.

Cryptanalysis of an efficient three-party password-based key exchange scheme

Three-party password-authenticated key exchange (3PAKE) protocols allow entities to negotiate a secret session key with the aid of a trusted server with whom they share a human-memorable password. Recently, Lou and Huang proposed a simple 3PAKE protocol based on elliptic curve cryptography, which is claimed to be secure and to provide superior efficiency when compared with similar-purpose solutions. In this paper, however, we show that the solution is vulnerable to key-compromise impersonation and offline password guessing attacks from system insiders or outsiders, which indicates that the empirical approach used to evaluate the scheme's security is flawed. These results highlight the need of employing provable security approaches when designing and analyzing PAKE schemes. Copyright (c) 2011 John Wiley & Sons, Ltd.

MATHEMATICAL MODELS AND POLYHEDRAL STUDIES FOR INTEGRAL SHEET METAL DESIGN

We deal with the optimization of the production of branched sheet metal products. New forming techniques for sheet metal give rise to a wide variety of possible profiles and possible ways of production. In particular, we show how the problem of producing a given profile geometry can be modeled as a discrete optimization problem. We provide a theoretical analysis of the model in order to improve its solution time. In this context we give the complete convex hull description of some substructures of the underlying polyhedron. Moreover, we introduce a new class of facet-defining inequalities that represent connectivity constraints for the profile and show how these inequalities can be separated in polynomial time. Finally, we present numerical results for various test instances, both real-world and academic examples.

A nonlinear elliptic problem with terms concentrating in the boundary

In this paper, we investigate the behavior of a family of steady-state solutions of a nonlinear reaction diffusion equation when some reaction and potential terms are concentrated in a e-neighborhood of a portion G of the boundary. We assume that this e-neighborhood shrinks to G as the small parameter e goes to zero. Also, we suppose the upper boundary of this e-strip presents a highly oscillatory behavior. Our main goal here was to show that this family of solutions converges to the solutions of a limit problem, a nonlinear elliptic equation that captures the oscillatory behavior. Indeed, the reaction term and concentrating potential are transformed into a flux condition and a potential on G, which depends on the oscillating neighborhood. Copyright (C) 2012 John Wiley & Sons, Ltd.

A modified Primal-Dual Logarithmic-Barrier Method for solving the Optimal Power Flow problem with discrete and continuous control variables

The aim of solving the Optimal Power Flow problem is to determine the optimal state of an electric power transmission system, that is, the voltage magnitude and phase angles and the tap ratios of the transformers that optimize the performance of a given system, while satisfying its physical and operating constraints. The Optimal Power Flow problem is modeled as a large-scale mixed-discrete nonlinear programming problem. This paper proposes a method for handling the discrete variables of the Optimal Power Flow problem. A penalty function is presented. Due to the inclusion of the penalty function into the objective function, a sequence of nonlinear programming problems with only continuous variables is obtained and the solutions of these problems converge to a solution of the mixed problem. The obtained nonlinear programming problems are solved by a Primal-Dual Logarithmic-Barrier Method. Numerical tests using the IEEE 14, 30, 118 and 300-Bus test systems indicate that the method is efficient. (C) 2012 Elsevier B.V. All rights reserved.

SUPERLINEAR ELLIPTIC PROBLEMS WITH SIGN CHANGING COEFFICIENTS

Via variational methods, we study multiplicity of solutions for the problem {-Delta u = lambda b(x)vertical bar u vertical bar(q-2)u + au + g(x, u) in Omega, u - 0 on partial derivative Omega, where a simple example for g( x, u) is |u|(p-2)u; here a, lambda are real parameters, 1 < q < 2 < p <= 2* and b(x) is a function in a suitable space L-sigma. We obtain a class of sign changing coefficients b(x) for which two non-negative solutions exist for any lambda > 0, and a total of five nontrivial solutions are obtained when lambda is small and a >= lambda(1). Note that this type of results are valid even in the critical case.

ABSENCE OF STABILIZATION POINT OF THE SPECIES ACCUMULATION CURVE IN TROPICAL FORESTS

The definition of the sample size is a major problem in studies of phytosociology. The species accumulation curve is used to define the sampling sufficiency, but this method presents some limitations such as the absence of a stabilization point that can be objectively determined and the arbitrariness of the order of sampling units in the curve. A solution to this problem is the use of randomization procedures, e. g. permutation, for obtaining a mean species accumulation curve and empiric confidence intervals. However, the randomization process emphasizes the asymptotical character of the curve. Moreover, the inexistence of an inflection point in the curve makes it impossible to define objectively the point of optimum sample size.

Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises

In this paper, we consider the stochastic optimal control problem of discrete-time linear systems subject to Markov jumps and multiplicative noises under two criteria. The first one is an unconstrained mean-variance trade-off performance criterion along the time, and the second one is a minimum variance criterion along the time with constraints on the expected output. We present explicit conditions for the existence of an optimal control strategy for the problems, generalizing previous results in the literature. We conclude the paper by presenting a numerical example of a multi-period portfolio selection problem with regime switching in which it is desired to minimize the sum of the variances of the portfolio along the time under the restriction of keeping the expected value of the portfolio greater than some minimum values specified by the investor. (C) 2011 Elsevier Ltd. All rights reserved.