On periodic solutions of 2-periodic Lyness difference equations

We study the existence of periodic solutions of the non--autonomous periodic Lyness' recurrence u_{n+2}=(a_n+u_{n+1})/u_n, where {a_n} is a cycle with positive values a,b and with positive initial conditions. It is known that for a=b=1 all the sequences generated by this recurrence are 5-periodic. We prove that for each pair (a,b) different from (1,1) there are infinitely many initial conditions giving rise to periodic sequences, and that the family of recurrences have almost all the even periods. If a is not equal to b, then any odd period, except 1, appears.

Ecuaciones de recurrencia estocásticas en el cálculo de la prima de reaseguro Finite Risk

RESUMEN: El objetivo de este trabajo es calcular el importe de la prima pura periódica que debe cobrar el reasegurador a la cedente en un reaseguro finite risk en ambiente financiero estocástico. El problema de la convolución de las diferentes variables aleatorias que intervienen en el cálculo de la prima lo hemos solucionado simulando, por Monte-Carlo, trayectorias de siniestralidad para el reasegurador aplicando posteriormente, en cada trayectoria simulada, los criterios de decisión financieros, esperanza, varianza y desviación. En los criterios de la varianza y de la desviación proponemos utilizar una ecuación de recurrencia estocástica para evitar el problema de la dependencia que existe entre los factores de capitalización estocásticos, obteniendo la prima de reaseguro en función del nivel de aversión al riesgo del reasegurador y de la volatilidad del tipo de interés. Palabras clave: Finite risk, ambiente estocástico, ecuación de recurrencia, simulación de Monte-Carlo, prima pura periódica.

Dynamics of F=1 87Rb condensates at finite temperatures

We investigate the dynamics of a F=1 spinor Bose-Einstein condensate of 87Rb atoms confined in a quasi-one-dimensional trap both at zero and at finite temperature. At zero temperature, we observe coherent oscillations between populations of the various spin components and the formation of multiple domains in the condensate. We study also finite temperature effects in the spin dynamics taking into account the phase fluctuations in the Bogoliubov-de Gennes framework. At finite T, despite complex multidomain formation in the condensate, population equipartition occurs. The length scale of these spin domains seems to be determined intrinsically by nonlinear interactions.

Solvencia en un Reaseguro Finite Risk

One of the characteristics of the finite risk reinsurance is the existence of an found of experience, which is constituted by the premiums charged by the reinsurer, together with his financial incomes, and his objective is to finance the claims to be satisfied to the insurer in the specified period. The objective of this work is to design a model that allows us to determinate the reserve that the found of experience should have in every annual period in order to guarantee its dynamic solvency, taking into the experience of the claims of the reinsurer"s portfolio and of each insurance company.

Finite mixture analysis of beauty-contest data using generalised beta distributions

This paper introduces a mixture model based on the beta distribution, without preestablishedmeans and variances, to analyze a large set of Beauty-Contest data obtainedfrom diverse groups of experiments (Bosch-Domenech et al. 2002). This model gives a bettert of the experimental data, and more precision to the hypothesis that a large proportionof individuals follow a common pattern of reasoning, described as iterated best reply (degenerate),than mixture models based on the normal distribution. The analysis shows thatthe means of the distributions across the groups of experiments are pretty stable, while theproportions of choices at dierent levels of reasoning vary across groups.

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

RiskDiff: A web tool for the analysis of the difference due to risk and demographic factors for incidence or mortality data.

Background Analysing the observed differences for incidence or mortality of a particular disease between two different situations (such as time points, geographical areas, gender or other social characteristics) can be useful both for scientific or administrative purposes. From an epidemiological and public health point of view, it is of great interest to assess the effect of demographic factors in these observed differences in order to elucidate the effect of the risk of developing a disease or dying from it. The method proposed by Bashir and Estève, which splits the observed variation into three components: risk, population structure and population size is a common choice at practice. Results A web-based application, called RiskDiff has been implemented (available at http://rht.iconcologia.net/riskdiff.htm webcite), to perform this kind of statistical analyses, providing text and graphical summaries. Code from the implemented functions in R is also provided. An application to cancer mortality data from Catalonia is used for illustration. Conclusions Combining epidemiological with demographical factors is crucial for analysing incidence or mortality from a disease, especially if the population pyramids show substantial differences. The tool implemented may serve to promote and divulgate the use of this method to give advice for epidemiologic interpretation and decision making in public health.

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).

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.

Technical Note: Dissolved organic matter fluorescence a finite mixture approach to deconvolve excitation-emission matrices

The analysis of the shape of excitation-emission matrices (EEMs) is a relevant tool for exploring the origin, transport and fate of dissolved organic matter (DOM) in aquatic ecosystems. Within this context, the decomposition of EEMs is acquiring a notable relevance. A simple mathematical algorithm that automatically deconvolves individual EEMs is described, creating new possibilities for the comparison of DOM fluorescence properties and EEMs that are very different from each other. A mixture model approach is adopted to decompose complex surfaces into sub-peaks. The laplacian operator and the Nelder-Mead optimisation algorithm are implemented to individuate and automatically locate potential peaks in the EEM landscape. The EEMs of a simple artificial mixture of fluorophores and DOM samples collected in a Mediterranean river are used to describe the model application and to illustrate a strategy that optimises the search for the optimal output.

Thermodynamic stability of nanosized multicomponent bubbles/droplets: The square gradient theory and the capillary approach

Formation of nanosized droplets/bubbles from a metastable bulk phase is connected to many unresolved scientific questions. We analyze the properties and stability of multicomponent droplets and bubbles in the canonical ensemble, and compare with single-component systems. The bubbles/droplets are described on the mesoscopic level by square gradient theory. Furthermore, we compare the results to a capillary model which gives a macroscopic description. Remarkably, the solutions of the square gradient model, representing bubbles and droplets, are accurately reproduced by the capillary model except in the vicinity of the spinodals. The solutions of the square gradient model form closed loops, which shows the inherent symmetry and connected nature of bubbles and droplets. A thermodynamic stability analysis is carried out, where the second variation of the square gradient description is compared to the eigenvalues of the Hessian matrix in the capillary description. The analysis shows that it is impossible to stabilize arbitrarily small bubbles or droplets in closed systems and gives insight into metastable regions close to the minimum bubble/droplet radii. Despite the large difference in complexity, the square gradient and the capillary model predict the same finite threshold sizes and very similar stability limits for bubbles and droplets, both for single-component and two-component systems.

Ecuaciones de recurrencia estocásticas en el cálculo de la prima de reaseguro Finite Risk

RESUMEN: El objetivo de este trabajo es calcular el importe de la prima pura periódica que debe cobrar el reasegurador a la cedente en un reaseguro finite risk en ambiente financiero estocástico. El problema de la convolución de las diferentes variables aleatorias que intervienen en el cálculo de la prima lo hemos solucionado simulando, por Monte-Carlo, trayectorias de siniestralidad para el reasegurador aplicando posteriormente, en cada trayectoria simulada, los criterios de decisión financieros, esperanza, varianza y desviación. En los criterios de la varianza y de la desviación proponemos utilizar una ecuación de recurrencia estocástica para evitar el problema de la dependencia que existe entre los factores de capitalización estocásticos, obteniendo la prima de reaseguro en función del nivel de aversión al riesgo del reasegurador y de la volatilidad del tipo de interés. Palabras clave: Finite risk, ambiente estocástico, ecuación de recurrencia, simulación de Monte-Carlo, prima pura periódica.

Finite Element Analysis of Electrically Excited Quartz Tuning Fork Devices

Quartz Tuning Fork (QTF)-based Scanning Probe Microscopy (SPM) is an important field of research. A suitable model for the QTF is important to obtain quantitative measurements with these devices. Analytical models have the limitation of being based on the double cantilever configuration. In this paper, we present an electromechanical finite element model of the QTF electrically excited with two free prongs. The model goes beyond the state-of-the-art of numerical simulations currently found in the literature for this QTF configuration. We present the first numerical analysis of both the electrical and mechanical behavior of QTF devices. Experimental measurements obtained with 10 units of the same model of QTF validate the finite element model with a good agreement.

Mergers and difference-in-difference estimator : why firms do not increase prices?

Difference-in-Difference (DiD) methods are being increasingly used to analyze the impact of mergers on pricing and other market equilibrium outcomes. Using evidence from an exogenous merger between two retail gasoline companies in a specific market in Spain, this paper shows how concentration did not lead to a price increase. In fact, the conjectural variation model concludes that the existence of a collusive agreement before and after the merger accounts for this result, rather than the existence of efficient gains. This result may explain empirical evidence reported in the literature according to which mergers between firms do not have significant effects on prices.