Methodology for studying the numerical speed of sound in finite differences schemes

The space and time discretization inherent to all FDTD schemesintroduce non-physical dispersion errors, i.e. deviations ofthe speed of sound from the theoretical value predicted bythe governing Euler differential equations. A generalmethodologyfor computing this dispersion error via straightforwardnumerical simulations of the FDTD schemes is presented.The method is shown to provide remarkable accuraciesof the order of 1/1000 in a wide variety of twodimensionalfinite difference schemes.

Policy and the Evolution of the US Economy: 1948-2002

This paper investigates the relationship between monetary policy and the changes experienced by the US economy using a small scale New-Keynesian model. The model is estimated with Bayesian techniques and the stability of policy parameter estimates and of the transmission of policy shocks examined. The model fits well the data and produces forecasts comparable or superior to those of alternative specifications. The parameters of the policy rule, the variance and the transmission of policy shocks have been remarkably stable. The parameters of the Phillips curve and of the Euler equations are varying.

Solving non-linear stochastic models by parameterizing expectations: An application to asset pricing with production

A new algorithm called the parameterized expectations approach(PEA) for solving dynamic stochastic models under rational expectationsis developed and its advantages and disadvantages are discussed. Thisalgorithm can, in principle, approximate the true equilibrium arbitrarilywell. Also, this algorithm works from the Euler equations, so that theequilibrium does not have to be cast in the form of a planner's problem.Monte--Carlo integration and the absence of grids on the state variables,cause the computation costs not to go up exponentially when the numberof state variables or the exogenous shocks in the economy increase. \\As an application we analyze an asset pricing model with endogenousproduction. We analyze its implications for time dependence of volatilityof stock returns and the term structure of interest rates. We argue thatthis model can generate hump--shaped term structures.

Rate of convergence of a particle method to the solution of the Mc Kean-Vlasov's equation

This paper studies the rate of convergence of an appropriatediscretization scheme of the solution of the Mc Kean-Vlasovequation introduced by Bossy and Talay. More specifically,we consider approximations of the distribution and of thedensity of the solution of the stochastic differentialequation associated to the Mc Kean - Vlasov equation. Thescheme adopted here is a mixed one: Euler/weakly interactingparticle system. If $n$ is the number of weakly interactingparticles and $h$ is the uniform step in the timediscretization, we prove that the rate of convergence of thedistribution functions of the approximating sequence in the $L^1(\Omega\times \Bbb R)$ norm and in the sup norm is of theorder of $\frac 1{\sqrt n} + h $, while for the densities is ofthe order $ h +\frac 1 {\sqrt {nh}}$. This result is obtainedby carefully employing techniques of Malliavin Calculus.

Spin-2 gravitational trace anomaly

The part proportional to the Euler-Poincar characteristic of the contribution of spin-2 fields to the gravitational trace anomaly is computed. It is seen to be of the same sign as all the lower-spin contributions, making anomaly cancellation impossible. Subtleties related to Weyl invariance, gauge independence, ghosts, and counting of degrees of freedom are pointed out.

Energy and structure of dilute hard- and soft-sphere gases

The energy and structure of dilute hard- and soft-sphere Bose gases are systematically studied in the framework of several many-body approaches, such as the variational correlated theory, the Bogoliubov model, and the uniform limit approximation, valid in the weak-interaction regime. When possible, the results are compared with the exact diffusion Monte Carlo ones. Jastrow-type correlation provides a good description of the systems, both hard- and soft-spheres, if the hypernetted chain energy functional is freely minimized and the resulting Euler equation is solved. The study of the soft-sphere potentials confirms the appearance of a dependence of the energy on the shape of the potential at gas paremeter values of x~0.001. For quantities other than the energy, such as the radial distribution functions and the momentum distributions, the dependence appears at any value of x. The occurrence of a maximum in the radial distribution function, in the momentum distribution, and in the excitation spectrum is a natural effect of the correlations when x increases. The asymptotic behaviors of the functions characterizing the structure of the systems are also investigated. The uniform limit approach is very easy to implement and provides a good description of the soft-sphere gas. Its reliability improves when the interaction weakens.

Ground-state properties of a dilute homogeneous Bose gas of hard disks in two dimensions

The energy and structure of a dilute hard-disks Bose gas are studied in the framework of a variational many-body approach based on a Jastrow correlated ground-state wave function. The asymptotic behaviors of the radial distribution function and the one-body density matrix are analyzed after solving the Euler equation obtained by a free minimization of the hypernetted chain energy functional. Our results show important deviations from those of the available low density expansions, already at gas parameter values x~0.001 . The condensate fraction in 2D is also computed and found generally lower than the 3D one at the same x.

Boson-boson mixtures and triplet correlations

The hypernetted-chain formalism for boson-boson mixtures described by an extended Jastrow correlated wave function is derived, taking into account elementary diagrams and triplet correlations. The energy of an ideal boson 3He-4He mixture is computed for low values of the 3He concentration. The zero-3He-concentration limit provides a 3He chemical potential in good agreement with the experimental value, when a McMillan two-body correlation factor and the Lennard-Jones potential are adopted. If the Euler equations for the two-body correlation factors are solved in presence of triplet correlations, the agreement is again improved. At the experimental 4He equilibrium density, the 3He chemical potential turns out to be -2.58 K, to be compared with the experimental value, -2.79 K.

A reduction of order two for infinite-order Lagrangians

Given a Lagrangian system depending on the position derivatives of any order, and assuming that certain conditions are satisfied, a second-order differential system is obtained such that its solutions also satisfy the Euler equations derived from the original Lagrangian. A generalization of the singular Lagrangian formalism permits a reduction of order keeping the canonical formalism in sight. Finally, the general results obtained in the first part of the paper are applied to Wheeler-Feynman electrodynamics for two charged point particles up to order 1/c4.

Central configurations of nested rotated regular tetrahedra

In this paper we prove that there are only two different classes of central configura- tions with convenient masses located at the vertices of two nested regular tetrahedra: either when one of the tetrahedra is a homothecy of the other one, or when one of the tetrahedra is a homothecy followed by a rotation of Euler angles = = 0 and = of the other one. We also analyze the central configurations with convenient masses located at the vertices of three nested regular tetrahedra when one them is a homothecy of the other one, and the third one is a homothecy followed by a rotation of Euler angles = = 0 and = of the other two. In all these cases we have assumed that the masses on each tetrahedron are equal but masses on different tetrahedra could be different.

On the bicanonical map of irregular varieties

From the point of view of uniform bounds for the birationality of pluricanonical maps, irregular varieties of general type and maximal Albanese dimension behave similarly to curves. In fact Chen-Hacon showed that, at least when their holomorphic Euler characteristic is positive, the tricanonical map of such varieties is always birational. In this paper we study the bicanonical map. We consider the natural subclass of varieties of maximal Albanese dimension formed by primitive varieties of Albanese general type. We prove that the only such varieties with non-birational bicanonical map are the natural higher-dimensional generalization to this context of curves of genus $2$: varieties birationally equivalent to the theta-divisor of an indecomposable principally polarized abelian variety. The proof is based on the (generalized) Fourier-Mukai transform.

Modelització i simulació de processos dinàmics en xarxes complexes adaptatives

El 1736, Leonhard Euler va ser pioner en l'estudi de la teoria de grafs, i des de llavorsmúltiples autors com Kirchoff, Seymour, etc. continuaren amb l'estudi de la teoria i topologiade grafs. La teoria de xarxes, part de la teoria de grafs, també ha estat estudiada abastament.D'altra banda, la dinàmica de xarxes fou popularitzada per Dan Gillespie el 1977, en el qual proposà un algorisme que permet la simulació discreta i estocàstica d'un sistema de partícules, el qual és la base del treball ja que serveix per dur a terme les simulacions de processos sobre les xarxes complexes. El camp de l'anàlisi de la dinàmica de xarxes, de fet, és un campemergent en l'actualitat; comprèn tant l'anàlisi estadística com la utilització de simulacions persolucionar problemes de la mateixa dinàmica.Les xarxes complexes (xarxes de característiques complexes, sovint xarxes reals) també sónobjecte d'estudi de l'actualitat, sobretot a causa de l'aparició de les xarxes socials. S'han convertiten un paradigma per l'estudi de processos dinàmics en sistemes formats per molts componentsque interactuen entre si de manera molt homogèniaL'objectiu del treball és triple:1. Estudiar i entendre els conceptes bàsics i la topologia de les xarxes complexes, així comdiferents tipus de dinàmiques de processos sobre elles.2. Programar un simulador estocàstic en llenguatge C++ capaç de generar trajectòries mitjantçant l'algorisme de Gillespie tant pel model epidèmic com pel model de dinàmicad'enllaços amb reconnexió.3. Utilitzar el simulador tant per estudiar casos que ja han estat tractats en la literatura comcasos nous que no han estat tractats i que poden ser assimilables a xarxes reals com, perexemple, xarxes socials

On the bicanonical map of irregular varieties

From the point of view of uniform bounds for the birationality of pluricanonical maps, irregular varieties of general type and maximal Albanese dimension behave similarly to curves. In fact Chen-Hacon showed that, at least when their holomorphic Euler characteristic is positive, the tricanonical map of such varieties is always birational. In this paper we study the bicanonical map. We consider the natural subclass of varieties of maximal Albanese dimension formed by primitive varieties of Albanese general type. We prove that the only such varieties with non-birational bicanonical map are the natural higher-dimensional generalization to this context of curves of genus $2$: varieties birationally equivalent to the theta-divisor of an indecomposable principally polarized abelian variety. The proof is based on the (generalized) Fourier-Mukai transform.