Analysis of linear networks with inconsistent initial conditions

This paper presents a new method to analyze timeinvariant linear networks allowing the existence of inconsistent initial conditions. This method is based on the use of distributions and state equations. Any time-invariant linear network can be analyzed. The network can involve any kind of pure or controlled sources. Also, the transferences of energy that occur at t=O are determined, and the concept of connection energy is introduced. The algorithms are easily implemented in a computer program.

Linear least squares estimation of the first order moving average parameter

We propose an iterative procedure to minimize the sum of squares function which avoids the nonlinear nature of estimating the first order moving average parameter and provides a closed form of the estimator. The asymptotic properties of the method are discussed and the consistency of the linear least squares estimator is proved for the invertible case. We perform various Monte Carlo experiments in order to compare the sample properties of the linear least squares estimator with its nonlinear counterpart for the conditional and unconditional cases. Some examples are also discussed

A note on the coincidence between Stackelberg and Nash equilibria in a differential game between government and firms

[cat] A Navas i Marín Solano es va demostrar la coincidència entre els equilibris de Nash i de Stackelberg per a una versi´o modificada del joc diferencial proposat por Lancaster (1973). Amb l’objectiu d’obtenir una solució interior, es van imposar restriccions importants sobre el valors dels paràmetres del model. En aquest treball estenem aquest resultat, en el límit en que la taxa de descompte és igual a zero, eliminant les restriccions i considerant totes les solucions possibles.

A theoretical and practical study on linear reforms of dual taxes

[cat] En aquest treball extenem les reformes lineals introduïdes per Pfähler (1984) al cas d’impostos duals. Estudiem l’efecte relatiu que els retalls lineals duals d’un impost dual tenen sobre la distribució de la desigualtat -es pot fer un estudi simètric per al cas d’augments d’impostos-. Tambe introduïm mesures del grau de progressivitat d’impostos duals i mostrem que estan connectades amb el criteri de dominació de Lorenz. Addicionalment, estudiem l’elasticitat de la càrrega fiscal de cadascuna de les reformes proposades. Finalment, gràcies a un model de microsimulació i una gran base de dades que conté informació sobre l’IRPF espanyol de l’any 2004, 1) comparem l’efecte que diferents reformes tindrien sobre l’impost dual espanyol i 2) estudiem quina redistribució de la riquesa va suposar la reforma dual de l’IRPF (Llei ’35/2006’) respecte l’anterior impost.

Políticas de dividendos y probabilidad de ruina

En este trabajo introducimos diversas clases de barreras del dividendo en la teoría modelo clásica de la ruina. Estudiamos la influencia de la estrategia de la barrera en probabilidad de la ruina. Un método basado en las ecuaciones de la renovación [Grandell (1991)], alternativa a la discusión diferenciada [Gerber (1975)], utilizado para conseguir las ecuaciones diferenciales parciales para resolver probabilidades de la supervivencia. Finalmente calculamos y comparamos las probabilidades de la supervivencia usando la barrera linear y parabólica del dividendo, con la ayuda de la simulación

Enhanced pulse propagation in non-linear arrays of oscillators

The propagation of a pulse in a nonlinear array of oscillators is influenced by the nature of the array and by its coupling to a thermal environment. For example, in some arrays a pulse can be speeded up while in others a pulse can be slowed down by raising the temperature. We begin by showing that an energy pulse (one dimension) or energy front (two dimensions) travels more rapidly and remains more localized over greater distances in an isolated array (microcanonical) of hard springs than in a harmonic array or in a soft-springed array. Increasing the pulse amplitude causes it to speed up in a hard chain, leaves the pulse speed unchanged in a harmonic system, and slows down the pulse in a soft chain. Connection of each site to a thermal environment (canonical) affects these results very differently in each type of array. In a hard chain the dissipative forces slow down the pulse while raising the temperature speeds it up. In a soft chain the opposite occurs: the dissipative forces actually speed up the pulse, while raising the temperature slows it down. In a harmonic chain neither dissipation nor temperature changes affect the pulse speed. These and other results are explained on the basis of the frequency vs energy relations in the various arrays

External Fluctuations in Front Propagation

We study the effects of external noise in a one-dimensional model of front propagation. Noise is introduced through the fluctuations of a control parameter leading to a multiplicative stochastic partial differential equation. Analytical and numerical results for the front shape and velocity are presented. The linear-marginal-stability theory is found to increase its range of validity in the presence of external noise. As a consequence noise can stabilize fronts not allowed by the deterministic equation.

Stochastic differential equations with random coefficients

In this paper we establish the existence and uniqueness of a solution for different types of stochastic differential equation with random initial conditions and random coefficients. The stochastic integral is interpreted as a generalized Stratonovich integral, and the techniques used to derive these results are mainly based on the path properties of the Brownian motion, and the definition of the Stratonovich integral.

Stochastic delay differential equations driven by fractional Brownian motion with Hurst parameter H 1/2

We consider the Cauchy problem for a stochastic delay differential equation driven by a fractional Brownian motion with Hurst parameter H>¿. We prove an existence and uniqueness result for this problem, when the coefficients are sufficiently regular. Furthermore, if the diffusion coefficient is bounded away from zero and the coefficients are smooth functions with bounded derivatives of all orders, we prove that the law of the solution admits a smooth density with respect to Lebesgue measure on R.

Polydispersity index from linear viscoelastic data: Unimodal and bimodal linear polymer melts

This article describes a method for determining the polydispersity index Ip2=Mz/Mw of the molecular weight distribution (MWD) of linear polymeric materials from linear viscoelastic data. The method uses the Mellin transform of the relaxation modulus of a simple molecular rheological model. One of the main features of this technique is that it enables interesting MWD information to be obtained directly from dynamic shear experiments. It is not necessary to achieve the relaxation spectrum, so the ill-posed problem is avoided. Furthermore, a determinate shape of the continuous MWD does not have to be assumed in order to obtain the polydispersity index. The technique has been developed to deal with entangled linear polymers, whatever the form of the MWD is. The rheological information required to obtain the polydispersity index is the storage G′(ω) and loss G″(ω) moduli, extending from the terminal zone to the plateau region. The method provides a good agreement between the proposed theoretical approach and the experimental polydispersity indices of several linear polymers for a wide range of average molecular weights and polydispersity indices. It is also applicable to binary blends.

Local model predictive control experiences with differential driven wheeled mobile robots

This work extends a previously developed research concerning about the use of local model predictive control in differential driven mobile robots. Hence, experimental results are presented as a way to improve the methodology by considering aspects as trajectory accuracy and time performance. In this sense, the cost function and the prediction horizon are important aspects to be considered. The aim of the present work is to test the control method by measuring trajectory tracking accuracy and time performance. Moreover, strategies for the integration with perception system and path planning are briefly introduced. In this sense, monocular image data can be used to plan safety trajectories by using goal attraction potential fields

On the tractability of the piecewise-linear approximation for general discrete-choice network revenue management

The choice network revenue management (RM) model incorporates customer purchase behavioras customers purchasing products with certain probabilities that are a function of the offeredassortment of products, and is the appropriate model for airline and hotel network revenuemanagement, dynamic sales of bundles, and dynamic assortment optimization. The underlyingstochastic dynamic program is intractable and even its certainty-equivalence approximation, inthe form of a linear program called Choice Deterministic Linear Program (CDLP) is difficultto solve in most cases. The separation problem for CDLP is NP-complete for MNL with justtwo segments when their consideration sets overlap; the affine approximation of the dynamicprogram is NP-complete for even a single-segment MNL. This is in contrast to the independentclass(perfect-segmentation) case where even the piecewise-linear approximation has been shownto be tractable. In this paper we investigate the piecewise-linear approximation for network RMunder a general discrete-choice model of demand. We show that the gap between the CDLP andthe piecewise-linear bounds is within a factor of at most 2. We then show that the piecewiselinearapproximation is polynomially-time solvable for a fixed consideration set size, bringing itinto the realm of tractability for small consideration sets; small consideration sets are a reasonablemodeling tradeoff in many practical applications. Our solution relies on showing that forany discrete-choice model the separation problem for the linear program of the piecewise-linearapproximation can be solved exactly by a Lagrangian relaxation. We give modeling extensionsand show by numerical experiments the improvements from using piecewise-linear approximationfunctions.

SAT Modulo Linear Arithmetic for Solving Polynomial

Polynomial constraint solving plays a prominent role in several areas of hardware and software analysis and verification, e.g., termination proving, program invariant generation and hybrid system verification, to name a few. In this paper we propose a new method for solving non-linear constraints based on encoding the problem into an SMT problem considering only linear arithmetic. Unlike other existing methods, our method focuses on proving satisfiability of the constraints rather than on proving unsatisfiability, which is more relevant in several applications as we illustrate with several examples. Nevertheless, we also present new techniques based on the analysis of unsatisfiable cores that allow one to efficiently prove unsatisfiability too for a broad class of problems. The power of our approach is demonstrated by means of extensive experiments comparing our prototype with state-of-the-art tools on benchmarks taken both from the academic and the industrial world.