On an asymptotic formula for the maximum voltage drop in a on-chip power distribution network

We present a new asymptotic formula for the maximum static voltage in a simplified model for on-chip power distribution networks of array bonded integrated circuits. In this model the voltage is the solution of a Poisson equation in an infinite planar domain whose boundary is an array of circular pads of radius ", and we deal with the singular limit Ɛ → 0 case. In comparison with approximations that appear in the electronic engineering literature, our formula is more complete since we have obtained terms up to order Ɛ15. A procedure will be presented to compute all the successive terms, which can be interpreted as using multipole solutions of equations involving spatial derivatives of functions. To deduce the formula we use the method of matched asymptotic expansions. Our results are completely analytical and we make an extensive use of special functions and of the Gauss constant G

J2 effect and elliptic inclined periodic orbits in the collision three-body problem

The existence of a new class of inclined periodic orbits of the collision restricted three-body problem is shown. The symmetric periodic solutions found are perturbations of elliptic kepler orbits and they exist only for special values of the inclination and are related to the motion of a satellite around an oblate planet

Integro-difference equations for interacting species and the Neolithic transition

We introduce a set of sequential integro-difference equations to analyze the dynamics of two interacting species. Firstly, we derive the speed of the fronts when a species invades a space previously occupied by a second species, and check its validity by means of numerical random-walk simulations. As an example, we consider the Neolithic transition: the predictions of the model are consistent with the archaeological data for the front speed, provided that the interaction parameter is low enough. Secondly, an equation for the coexistence time between the invasive and the invaded populations is obtained for the first time. It agrees well with the simulations, is consistent with observations of the Neolithic transition, and makes it possible to estimate the value of the interaction parameter between the incoming and the indigenous populations

Fronts from integrodifference equations and persistence effects on the Neolithic transition

We extend a previous model of the Neolithic transition in Europe [J. Fort and V. Méndez, Phys. Rev. Lett. 82, 867 (1999)] by taking two effects into account: (i) we do not use the diffusion approximation (which corresponds to second-order Taylor expansions), and (ii) we take proper care of the fact that parents do not migrate away from their children (we refer to this as a time-order effect, in the sense that it implies that children grow up with their parents, before they become adults and can survive and migrate). We also derive a time-ordered, second-order equation, which we call the sequential reaction-diffusion equation, and use it to show that effect (ii) is the most important one, and that both of them should in general be taken into account to derive accurate results. As an example, we consider the Neolithic transition: the model predictions agree with the observed front speed, and the corrections relative to previous models are important (up to 70%)

Kumar's algorithm for solving Toeplitz systems of equations over finite fields

Adaptació de l'algorisme de Kumar per resoldre sistemes d'equacions amb matrius de Toeplitz sobre els reals a cossos finits en un temps 0 (n log n).

An expression of mixed animal model equations to account for different means and variances in the base population

This paper presents a general expression to predict breeding values using animal models when the base population is selected, i.e. the means and variances of breeding values in the base generation differ among individuals. Rules for forming the mixed model equations are also presented. A numerical example illustrates the procedure.

Algorithms and cryptographic protocols using elliptic curves

En els darrers anys, la criptografia amb corbes el.líptiques ha adquirit una importància creixent, fins a arribar a formar part en la actualitat de diferents estàndards industrials. Tot i que s'han dissenyat variants amb corbes el.líptiques de criptosistemes clàssics, com el RSA, el seu màxim interès rau en la seva aplicació en criptosistemes basats en el Problema del Logaritme Discret, com els de tipus ElGamal. En aquest cas, els criptosistemes el.líptics garanteixen la mateixa seguretat que els construïts sobre el grup multiplicatiu d'un cos finit primer, però amb longituds de clau molt menor. Mostrarem, doncs, les bones propietats d'aquests criptosistemes, així com els requeriments bàsics per a que una corba sigui criptogràficament útil, estretament relacionat amb la seva cardinalitat. Revisarem alguns mètodes que permetin descartar corbes no criptogràficament útils, així com altres que permetin obtenir corbes bones a partir d'una de donada. Finalment, descriurem algunes aplicacions, com són el seu ús en Targes Intel.ligents i sistemes RFID, per concloure amb alguns avenços recents en aquest camp.

Weierstrass integrability of differential equations

The integrability problem consists in finding the class of functions a first integral of a given planar polynomial differential system must belong to. We recall the characterization of systems which admit an elementary or Liouvillian first integral. We define {\it Weierstrass integrability} and we determine which Weierstrass integrable systems are Liouvillian integrable. Inside this new class of integrable systems there are non--Liouvillian integrable systems.

Generalization of Vélu’s formulae for isogenies between elliptic curves

Given an elliptic curve E and a finite subgroup G, V ́lu’s formulae concern to a separable isogeny IG : E → E ′ with kernel G. In particular, for a point P ∈ E these formulae express the first elementary symmetric polynomial on the abscissas of the points in the set P + G as the difference between the abscissa of IG (P ) and the first elementary symmetric polynomial on the abscissas of the nontrivial points of the kernel G. On the other hand, they express Weierstraß coefficients of E ′ as polynomials in the coefficients of E and two additional parameters: w0 = t and w1 = w. We generalize this by defining parameters wn for all n ≥ 0 and giving analogous formulae for all the elementary symmetric polynomials and the power sums on the abscissas of the points in P +G. Simultaneously, we obtain an efficient way of performing computations concerning the isogeny when G is a rational group.

Volcanoes of l-isogenies of elliptic curves over finite fields: the case l=3

This paper is devoted to the study of the volcanoes of l-isogenies of elliptic curves over a finite field, focusing on their height as well as on the location of curves across its different levels. The core of the paper lies on the relationship between the l-Sylow subgroup of an elliptic curve and the level of the volcano where it is placed. The particular case l = 3 is studied in detail, giving an algorithm to determine the volcano of 3-isogenies of a given elliptic curve. Experimental results are also provided.

Flow resistance equations for mountain rivers

Three models of flow resistance (a Keulegan-type logarithmic law and two models developed for large-scale roughness conditions: the full logarithmic law and a model based on an inflectional velocity profile) were calibrated, validated and compared using an extensive database (N = 1,533) from rivers and flumes, representative of a wide hydraulic and geomorphologic range in the field of gravel-bed and mountain channels. It is preferable to apply the model based on an inflectional velocity profile in the relative submergence (y/d90) interval between 0.5 and 15, while the full logarithmic law is preferable for values below 0.5. For high relative submergence, above 15, either the logarithmic law or the full logarithmic law can be applied. The models fitted to the coarser percentiles are preferable to those fitted to the median diameter, owing to the higher explanatory power achieved by setting a model, the smaller difference in the goodness-of-fit between the different models and the lower influence of the origin of the data (river or flume).

A parameterization method for the computation of invariant tori and their whiskers in quasi-periodic maps: explorations and mechanisms for the breakdown of hyperbolicity

In two previous papers [J. Differential Equations, 228 (2006), pp. 530 579; Discrete Contin. Dyn. Syst. Ser. B, 6 (2006), pp. 1261 1300] we have developed fast algorithms for the computations of invariant tori in quasi‐periodic systems and developed theorems that assess their accuracy. In this paper, we study the results of implementing these algorithms and study their performance in actual implementations. More importantly, we note that, due to the speed of the algorithms and the theoretical developments about their reliability, we can compute with confidence invariant objects close to the breakdown of their hyperbolicity properties. This allows us to identify a mechanism of loss of hyperbolicity and measure some of its quantitative regularities. We find that some systems lose hyperbolicity because the stable and unstable bundles approach each other but the Lyapunov multipliers remain away from 1. We find empirically that, close to the breakdown, the distances between the invariant bundles and the Lyapunov multipliers which are natural measures of hyperbolicity depend on the parameters, with power laws with universal exponents. We also observe that, even if the rigorous justifications in [J. Differential Equations, 228 (2006), pp. 530-579] are developed only for hyperbolic tori, the algorithms work also for elliptic tori in Hamiltonian systems. We can continue these tori and also compute some bifurcations at resonance which may lead to the existence of hyperbolic tori with nonorientable bundles. We compute manifolds tangent to nonorientable bundles.

Renewal equations for option pricing

In this paper we will develop a methodology for obtaining pricing expressions for financial instruments whose underlying asset can be described through a simple continuous-time random walk (CTRW) market model. Our approach is very natural to the issue because it is based in the use of renewal equations, and therefore it enhances the potential use of CTRW techniques in finance. We solve these equations for typical contract specifications, in a particular but exemplifying case. We also show how a formal general solution can be found for more exotic derivatives, and we compare prices for alternative models of the underlying. Finally, we recover the celebrated results for the Wiener process under certain limits.

Langevin equations with multiplicative noise: Application to domain growth

Langevin Equations of Ginzburg-Landau form, with multiplicative noise, are proposed to study the effects of fluctuations in domain growth. These equations are derived from a coarse-grained methodology. The Cahn-Hiliard-Cook linear stability analysis predicts some effects in the transitory regime. We also derive numerical algorithms for the computer simulation of these equations. The numerical results corroborate the analytical predictions of the linear analysis. We also present simulation results for spinodal decomposition at large times.

Anticipating linear stochastic differential equations driven by a Lévy process

In this paper we study the existence of a unique solution for linear stochastic differential equations driven by a Lévy process, where the initial condition and the coefficients are random and not necessarily adapted to the underlying filtration. Towards this end, we extend the method based on Girsanov transformations on Wiener space and developped by Buckdahn [7] to the canonical Lévy space, which is introduced in [25].