Estudio e integración de una familia de ecuaciones en derivadas parciales de cuarto orden

En una memoria anterior sobre la aplicación de los funcionales abeloides a la resolución de las ecuaciones en derivadas parciales de cuarto orden con coeficientes constantes (1), se hizo la clasificación de las ecuaciones cuyo cono característico posee una generatriz tacnodal. Entre las ecuaciones de tipo totalmente hiperbólico se destacaron dos casos: según que el cono característico correspondiente sea de género O (primer caso), o bien sea de género 1 (segundo caso). En la citada memoria se estudia dicho primer caso, mientras que en ésta trataremos del segundo: con más precisión, se tratará de resolver las ecuaciones en derivadas parciales del tipo indicado cuyo cono característico además de ser de género 1, sea simétrico respecto al plano tangente al cono a lo largo de la generatriz tacnodal. El desarrollo de los cálculos es aquí muy penoso pero se puede evitar mediante consideraciones sintéticas sobre los resultados obtenidos en la menloria anteriormente citada.

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.

On the coincidence between the Shimomura's bargaining sets and the core

[cat] En l'article es dona una condició necessària per a que els conjunts de negociació definits per Shimomura (1997) i el nucli d'un joc cooperatiu amb utilitat transferible coincideixin. A tal efecte, s'introdueix el concepte de vectors de màxim pagament. La condició necessària consiteix a verificar que aquests vectors pertanyen al nucli del joc.

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.

Stochastic generation of homogeneous isotropic turbulence with well-defined-spectra

A precise and simple computational model to generate well-behaved two-dimensional turbulent flows is presented. The whole approach rests on the use of stochastic differential equations and is general enough to reproduce a variety of energy spectra and spatiotemporal correlation functions. Analytical expressions for both the continuous and the discrete versions, together with simulation algorithms, are derived. Results for two relevant spectra, covering distinct ranges of wave numbers, are given.

Excitability transitions and wave dynamics under spatiotemporal structured noise

We present an analytic and numerical study of the effects of external fluctuations in active media. Our analytical methodology transforms the initial stochastic partial differential equations into an effective set of deterministic reaction-diffusion equations. As a result we are able to explain and make quantitative predictions on the systematic and constructive effects of the noise, for example, target patterns created out of noise and traveling or spiral waves sustained by noise. Our study includes the case of realistic noises with temporal and spatial structures.

Generation of dynamic structures in nonequilibrium reactive membranes

We present a nonequlibrium approach for the study of a flexible bilayer whose two components induce distinct curvatures. In turn, the two components are interconverted by an externally promoted reaction. Phase separation of the two species in the surface results in the growth of domains characterized by different local composition and curvature modulations. This domain growth is limited by the effective mixing due to the interconversion reaction, leading to a finite characteristic domain size. In addition to these effects, first introduced in our earlier work [ Phys. Rev. E 71 051906 (2005)], the important new feature is the assumption that the reactive process actively affects the local curvature of the bilayer. Specifically, we suggest that a force energetically activated by external sources causes a modification of the shape of the membrane at the reaction site. Our results show the appearance of a rich and robust dynamical phenomenology that includes the generation of traveling and/or oscillatory patterns. Linear stability analysis, amplitude equations, and numerical simulations of the model kinetic equations confirm the occurrence of these spatiotemporal behaviors in nonequilibrium reactive bilayers.