Mean first-passage time for system driven by the coin-toss square wave

We study the mean-first-passage-time problem for systems driven by the coin-toss square-wave signal. Exact analytic solutions are obtained for the driftless case. We also obtain approximate solutions for the potential case. The mean-first-passage time exhibits discontinuities and a remarkable nonsmooth oscillatory behavior which, to our knowledge, has not been observed for other kinds of driving noise.

Canonical formalism for path dependent Lagrangians. Coupling constant expansions

A canonical formalism obtained for path-dependent Lagrangians is applied to Fokker-type Lagrangians. The results are specialized for coupling constant expansions and later on are applied to relativistic systems of particles interacting through symmetric scalar and vector mesodynamics and electrodynamics.

Quantum critical effects in mean-field glassy systems

We consider the effects of quantum fluctuations in mean-field quantum spin-glass models with pairwise interactions. We examine the nature of the quantum glass transition at zero temperature in a transverse field. In models (such as the random orthogonal model) where the classical phase transition is discontinuous an analysis using the static approximation reveals that the transition becomes continuous at zero temperature.

Evidence of aging in spin glass mean-field models

We study numerically the out-of-equilibrium dynamics of the hypercubic cell spin glass in high dimensionalities. We obtain evidence of aging effects qualitatively similar both to experiments and to simulations of low-dimensional models. This suggests that the Sherrington-Kirkpatrick model as well as other mean-field finite connectivity lattices can be used to study these effects analytically.

Time of ruin in a risk model with generalized Erlang (n) interclaim times and a constant dividend barrier

In this paper we analyze the time of ruin in a risk process with the interclaim times being Erlang(n) distributed and a constant dividend barrier. We obtain an integro-differential equation for the Laplace Transform of the time of ruin. Explicit solutions for the moments of the time of ruin are presented when the individual claim amounts have a distribution with rational Laplace transform. Finally, some numerical results and a compare son with the classical risk model, with interclaim times following an exponential distribution, are given.

Non-constant discounting in finite horizon: The free terminal time case

This paper derives the HJB (Hamilton-Jacobi-Bellman) equation for sophisticated agents in a finite horizon dynamic optimization problem with non-constant discounting in a continuous setting, by using a dynamic programming approach. A simple example is used in order to illustrate the applicability of this HJB equation, by suggesting a method for constructing the subgame perfect equilibrium solution to the problem.Conditions for the observational equivalence with an associated problem with constantdiscounting are analyzed. Special attention is paid to the case of free terminal time. Strotz¿s model (an eating cake problem of a nonrenewable resource with non-constant discounting) is revisited.

The mean-variance model from the inverse of the variance-covariance matrix

En este artículo, a partir de la inversa de la matriz de varianzas y covarianzas se obtiene el modelo Esperanza-Varianza de Markowitz siguiendo un camino más corto y matemáticamente riguroso. También se obtiene la ecuación de equilibrio del CAPM de Sharpe.

Mean first-passage time of continuous non-Markovian processes driven by colored noise

An equation for mean first-passage times of non-Markovian processes driven by colored noise is derived through an appropriate backward integro-differential equation. The equation is solved in a Bourret-like approximation. In a weak-noise bistable situation, non-Markovian effects are taken into account by an effective diffusion coefficient. In this situation, our results compare satisfactorily with other approaches and experimental data.

Dynamics of Fréedericksz transition in a fluctuating magnetic field

Fréedericksz transition under twist deformation in a nematic layer is discussed when the magnetic field has a random component. A dynamical model which includes the thermal fluctuations of the system is presented. The randomness of the field produces a shift of the instability point. Beyond this instability point the time constant characteristic of the approach to the stationary stable state decreases because of the field fluctuations. The opposite happens for fields smaller than the critical one. The decay time of an unstable state, calculated as a mean first-passage time, is also decreased by the field fluctuations.

Chemical composition of the small coastal lagoons of the Mediterranean Spanish littoral

About sixty small water bodies (coastal lagoons, marshes, salt pans, channels, springs, etc.) of the Spanish Mediterranean coast were sampled seasonally for one year (1979-1980), in order to study different aspects of their chemical composition. The concentrations of major ions (alkalinity, Cl-, Ca2+, Mg2+, Na+, and K+), nutrients (N.NO-3, N.NO2-, TRP and Si), oxygen and pH were determined for this purpose. The salt concentrations measured range between 0.4 and 361.3 g l-1. The samples have been divided into four classes of salinity (in g l-1): Cl, S < 5; C2, 5 40. Within these classes, the pattern of ionic dominance recorded is remarkably constant and similar to that found in most coastal lagoons (Cl- > So42- > Alk., for the anions, and Na+ > Mg2+ > Ca2+ > K+, for the cations), although other models occur especially in the first class. The dominance of Na+ and Cl-, as well as the molar ratios Mg2+/Ca2+ and Cl- / SO42- ,clearly increase from class Cl to class C4. The hyperhaline waters include different subtypes of the major brine type"c",, of EUGSTER & HARDIE (1978), the Na+ - (Mg2+) - Cl- - (SO42-) being the most frequent. Nutrient concentrations fall within a wide range (N.NO3 from 0.1 to 1100 mg-at 1-1; PRT from 0.01 to 23.56 mg-at l-1 and Si from 1.0 to 502.0 mg-at l-1). The oxygen values are very variable too, ranging between 0 and 14.4 ml l-1. Four different patterns of nutrient distribution have been distinguished based on the mean concentrations of N.NO3-, and TRP (mean values in mg-at l-1): A, N.NO3- < 10, TRP > l ; B, N.NO3- > 100, TRP < 1; C, 10 < N.NO3- < 100, TRP < 1; C, D, N.NO3- < 10, TRP < 1. As a rule, lagoons of low salinity (C1 and C2 classes) display the nutrient pattern C, and lagoons of high salinity (C3 and C4) show the nutrient pattern D. Model A only appears in waters of very low salinity, whereas model B does not seem to be related to salinity.

Josep Aragay, el noucentista constant

Josep Aragay i Blanchar (Barcelona, 1889 – Breda, 1973) ha estat un personatge clau dins l’art català contemporani i un dels més rellevants del panorama cultural del noucentisme. Aragay va ser dibuixant, gravador, pintor i ceramista, però també fou poeta, professor i polític, i va exercir com a crític, polemista i teòric de l’art

Frontshear and backshear instabilities of the mean longshore current

An analytical model based on Bowen and Holman [1989] is used to prove the existence of instabilities due to the presence of a second extremum of the background vorticity at the front side of the longshore current. The growth rate of the so-called frontshear waves depends primarily upon the frontshear but also upon the backshear and the maximum and the width of the current. Depending on the values of these parameters, either the frontshear or the backshear instabilities may dominate. Both types of waves have a cross-shore extension of the order of the width of the current, but the frontshear modes are localized closer to the coast than are the backshear modes. Moreover, under certain conditions both unstable waves have similar growth rates with close wave numbers and angular frequencies, leading to the possibility of having modulated shear waves in the alongshore direction. Numerical analysis performed on realistic current profiles confirm the behavior anticipated by the analytical model. The theory has been applied to a current profile fitted to data measured during the 1980 Nearshore Sediment Transport Studies experiment at Leadbetter Beach that has an extremum of background vorticity at the front side of the current. In this case and in agreement with field observations, the model predicts instability, whereas the theory based only on backshear instability fai led to do so.

What determines the wavelength of self-organized shoreline sand waves?

Shoreline undulations extending into the bathymetric contours with a length scale larger than that of the rhythmic surf zone bars are referred to as shoreline sand waves. Many observed undulations along sandy coasts display a wavelength in the order 1-7 km. Several models that are based on the hypothesis that sand waves emerge from a morphodynamic instability in case of very oblique wave incidence predict this range of wavelengths. Here we investigate the physical reasons for the wavelength selection and the main parametric trends of the wavelength in case of sand waves arising from such instability. It is shown that the existence of a minimum wavelength depends on an interplay between three factors affecting littoral drift: (A) the angle of wave fronts relative to local shoreline, which tends to cause maximum transport at the downdrift flank of the sand wave, (B) the refractive energy spreading which tends to cause maximum transport at the updrift flank and (C) wave focusing (de-focusing) by the capes (bays), which tends to cause maximum transport at the crest or slightly downdrift of it. Processes A and C cause decay of the sand waves while process B causes their growth. For low incidence angles, B is very weak so that a rectilinear shoreline is stable. For large angles and long sand waves, B is dominant and causes the growth of sand waves. For large angles and short sand waves C is dominant and the sand waves decay. Thus, wavelength selection depends on process C, which essentially depends on shoreline curvature. The growth rate of very long sand waves is weak because the alongshore gradients in sediment transport decrease with the wavelength. This is why there is an optimum or dominant wavelength. It is found that sand wave wavelength scales with λ0/β where λ0 is the water wave wavelength in deep water and β is the mean bed slope from shore to the wave base.

Warranties used as a mean to promote commercial FOSS

From a business standpoint, this paper describes the point of view on the question of warranties of a FOSS editor doing business in a risk-averse market segment. It is based on 15-years experience of AdaCore in the safety-critical embedded industry. However, it is not only the point of view of a provider, as it also aims at demonstrating that the interests of providers and users are aligned in this area. From a legal point of view, the enforceability of these warranties will be partly covered, as well as the articulation between the license and the warranties on one hand, and the articulation between the license and the other contracts that can be created in a business relationship on the other hand.

Effect of temperature and moisture on the dormancy and activation pattern of Oxalis latifolia bulbs

Con objeto de buscar información para un mejor control de Oxalis latifolia Kunth, se ha estudiado el efecto que presentan la temperatura y la humedad sobre la activación de sus bulbos, tanto en la forma común como en la forma Cornwall de la misma. Los bulbos de la mala hierba se mantuvieron en un refrigerador a +4°C durante 13, 20, 27, 41, 48 y 55 días. Se sacaron tres grupos de 30 bulbos de cada forma en cada fecha de muestreo y se colocaron a 21°C; 15 de ellos se mantuvieron en condiciones de sequía —no se regaron— y otros 15 en condiciones de humedad —añadiendo el agua necesaria—. Los resultados muestran que la activación ocurre durante un período prolongado de tiempo en ambas formas, tanto en seco como en húmedo. También se observó que los bulbos secos se activaron antes que los húmedos y los de la forma común antes que los Cornwall. Se observaron dos patrones de activación: los bulbos secos de la forma común generalmente presentaron una activación que sigue un patrón logarítmico, mientras que sus bulbos humedecidos mostraron una tendencia linear; los bulbos Cornwall se activaron con una tendencia exponencial en la mayoría de los casos. El tiempo medio requerido para la activación después del almacenamiento en frío fue constante en la forma común, sin embargo la activación de Cornwall fue más rápida cuanto más tiempo permanecieron almacenados en frío.