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.

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.

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).

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].

$E_{1}$-Formality of complex algebraic varieties

Let $X$ be a smooth complex algebraic variety. Morgan showed that the rational homotopy type of $X$ is a formal consequence of the differential graded algebra defined by the first term $E_{1}(X,W)$ of its weight spectral sequence. In the present work, we generalize this result to arbitrary nilpotent complex algebraic varieties (possibly singular and/or non-compact) and to algebraic morphisms between them. In particular, our results generalize the formality theorem of Deligne, Griffiths, Morgan and Sullivan for morphisms of compact Kähler varieties, filling a gap in Morgan"s theory concerning functoriality over the rationals. As an application, we study the Hopf invariant of certain algebraic morphisms using intersection theory.