The Gaussian assumption in second-order estimation problems in digital communications

This paper deals with the goodness of the Gaussian assumption when designing second-order blind estimationmethods in the context of digital communications. The low- andhigh-signal-to-noise ratio (SNR) asymptotic performance of the maximum likelihood estimator—derived assuming Gaussiantransmitted symbols—is compared with the performance of the optimal second-order estimator, which exploits the actualdistribution of the discrete constellation. The asymptotic study concludes that the Gaussian assumption leads to the optimalsecond-order solution if the SNR is very low or if the symbols belong to a multilevel constellation such as quadrature-amplitudemodulation (QAM) or amplitude-phase-shift keying (APSK). On the other hand, the Gaussian assumption can yield importantlosses at high SNR if the transmitted symbols are drawn from a constant modulus constellation such as phase-shift keying (PSK)or continuous-phase modulations (CPM). These conclusions are illustrated for the problem of direction-of-arrival (DOA) estimation of multiple digitally-modulated signals.

Mutigrid preconditioner for nonconforming discretization of elliptic problems with jump coefficients

In this paper, we present a multigrid preconditioner for solving the linear system arising from the piecewise linear nonconforming Crouzeix-Raviart discretization of second order elliptic problems with jump coe fficients. The preconditioner uses the standard conforming subspaces as coarse spaces. Numerical tests show both robustness with respect to the jump in the coe fficient and near-optimality with respect to the number of degrees of freedom.

Periodic solutions of second-order differential inclusions systems with p-Laplacian

Some existence results are obtained for periodic solutions of nonautonomous second-order differential inclusions systems with p-Laplacian

Periodic solutions for nonautonomous second order differential inclusions systems with p- Laplacian

Using the nonsmooth variant of minimax point theorems, some existence results are obtained for periodic solutions of nonautonomous second-order differential inclusions systems with p-Laplacian.

Solving Large Location-Allocation problems by Clustering and Simulated Annealing

Globalization involves several facility location problems that need to be handled at large scale. Location Allocation (LA) is a combinatorial problem in which the distance among points in the data space matter. Precisely, taking advantage of the distance property of the domain we exploit the capability of clustering techniques to partition the data space in order to convert an initial large LA problem into several simpler LA problems. Particularly, our motivation problem involves a huge geographical area that can be partitioned under overall conditions. We present different types of clustering techniques and then we perform a cluster analysis over our dataset in order to partition it. After that, we solve the LA problem applying simulated annealing algorithm to the clustered and non-clustered data in order to work out how profitable is the clustering and which of the presented methods is the most suitable

Environmental management problems, future generations and social decisions

The decisions of many individuals and social groups, taking according to well-defined objectives, are causing serious social and environmental problems, in spite of following the dictates of economic rationality. There are many examples of serious problems for which there are not yet appropriate solutions, such as management of scarce natural resources including aquifer water or the distribution of space among incompatible uses. In order to solve these problems, the paper first characterizes the resources and goods involved from an economic perspective. Then, for each case, the paper notes that there is a serious divergence between individual and collective interests and, where possible, it designs the procedure for solving the conflict of interests. With this procedure, the real opportunities for the application of economic theory are shown, and especially the theory on collective goods and externalities. The limitations of conventional economic analysis are shown and the opportunity to correct the shortfalls is examined. Many environmental problems, such as climate change, have an impact on different generations that do not participate in present decisions. The paper shows that for these cases, the solutions suggested by economic theory are not valid. Furthermore, conventional methods of economic valuation (which usually help decision-makers) are unable to account for the existence of different generations and tend to obviate long-term impacts. The paper analyzes how economic valuation methods could account for the costs and benefits enjoyed by present and future generations. The paper studies an appropriate consideration of preferences for future consumption and the incorporation of sustainability as a requirement in social decisions, which implies not only more efficiency but also a fairer distribution between generations than the one implied by conventional economic analysis.

On the stability of periodic orbits in Rn

We consider an autonomous differential system in Rn with a periodic orbit and we give a new method for computing the characteristic multipliers associated to it. Our method works when the periodic orbit is given by the transversal intersection of n ¡ 1 codimension one hypersurfaces and is an alternative to the use of the first order variational equations. We apply it to study the stability of the periodic orbits in several examples, including a periodic solution found by Steklov studying the rigid body dynamics.

Optimal exponent heat balance and refined integral methods applied to Stefan problems

When using a polynomial approximating function the most contentious aspect of the Heat Balance Integral Method is the choice of power of the highest order term. In this paper we employ a method recently developed for thermal problems, where the exponent is determined during the solution process, to analyse Stefan problems. This is achieved by minimising an error function. The solution requires no knowledge of an exact solution and generally produces significantly better results than all previous HBI models. The method is illustrated by first applying it to standard thermal problems. A Stefan problem with an analytical solution is then discussed and results compared to the approximate solution. An ablation problem is also analysed and results compared against a numerical solution. In both examples the agreement is excellent. A Stefan problem where the boundary temperature increases exponentially is analysed. This highlights the difficulties that can be encountered with a time dependent boundary condition. Finally, melting with a time-dependent flux is briefly analysed without applying analytical or numerical results to assess the accuracy.

Application of the combined integral method to Stefan problems

In this paper we present a new, accurate form of the heat balance integral method, termed the Combined Integral Method (or CIM). The application of this method to Stefan problems is discussed. For simple test cases the results are compared with exact and asymptotic limits. In particular, it is shown that the CIM is more accurate than the second order, large Stefan number, perturbation solution for a wide range of Stefan numbers. In the initial examples it is shown that the CIM reduces the standard problem, consisting of a PDE defined over a domain specified by an ODE, to the solution of one or two algebraic equations. The latter examples, where the boundary temperature varies with time, reduce to a set of three first order ODEs.

Improving the accuracy of heat balance integral methods applied to thermal problems with time dependent boundary conditions

In this paper the two main drawbacks of the heat balance integral methods are examined. Firstly we investigate the choice of approximating function. For a standard polynomial form it is shown that combining the Heat Balance and Refined Integral methods to determine the power of the highest order term will either lead to the same, or more often, greatly improved accuracy on standard methods. Secondly we examine thermal problems with a time-dependent boundary condition. In doing so we develop a logarithmic approximating function. This new function allows us to model moving peaks in the temperature profile, a feature that previous heat balance methods cannot capture. If the boundary temperature varies so that at some time t & 0 it equals the far-field temperature, then standard methods predict that the temperature is everywhere at this constant value. The new method predicts the correct behaviour. It is also shown that this function provides even more accurate results, when coupled with the new CIM, than the polynomial profile. Analysis primarily focuses on a specified constant boundary temperature and is then extended to constant flux, Newton cooling and time dependent boundary conditions.

A note on discrete claims problems

In this note, we consider claims problems with indivisible goods. Specifically, by applying recursively the P-rights lower bound (Jiménez-Gómez and Marco-Gil (2008)), we ensure the fulfillment of Weak Order Preservation, considered by many authors as a minimal requirement of fairness. Moreover, we retrieve the Discrete Constrained Equal Losses and the Discrete Constrained Equal Awards rules (Herrero and Martíınez (2008)). Finally, by the recursive double imposition of a lower and an upper bound, we obtain the average between them. Keywords: Claims problems, Indivisibilities, Order Preservation, Constrained Egalitarian rules, Midpoint. JEL classification: C71, D63, D71.

The Decision on Turkish EU accession in December 2002: The logic of anarchy, collective action problems and rhetorical action

Studies of the EU accession of the East and Central European Countries have stressed the importance of neo-liberal institutionalism as an explanation for Member State preferences. In this paper it is argued that Member States’ preferences over Turkish EU accession are better explained by power politics and neo-realism. It seems therefore that Turkey’s way to the EU follows another path than the East and Central Countries. Turkish accession raises the question of the EU’s role in a uni-polar world order – whether the EU should develop into an independent actor on the world stage or not. However, when it comes to the interaction among the Member States in order to decide on when to open accession negotiations with Turkey the constitutive values of the EU seriously modify the outcome that pure power politics would have let to.

The New EU’s External Action: A significant step forward towards the EU’s single voice?ction problems and rhetorical action

The aim of this paper is to analyse the main agreements on the EU’s External Action agreed within the European Convention and the IGC taking into account why, how and who reached the consensus on them. In other words, this paper will explore the principles followed in order to improve the instruments of the EU’s External Action such as authority, coherence, visibility, efficiency and credibility.

An Analysis of black-box optimization problems in reinsurance: evolutionary-based approaches

Black-box optimization problems (BBOP) are de ned as those optimization problems in which the objective function does not have an algebraic expression, but it is the output of a system (usually a computer program). This paper is focussed on BBOPs that arise in the eld of insurance, and more speci cally in reinsurance problems. In this area, the complexity of the models and assumptions considered to de ne the reinsurance rules and conditions produces hard black-box optimization problems, that must be solved in order to obtain the optimal output of the reinsurance. The application of traditional optimization approaches is not possible in BBOP, so new computational paradigms must be applied to solve these problems. In this paper we show the performance of two evolutionary-based techniques (Evolutionary Programming and Particle Swarm Optimization). We provide an analysis in three BBOP in reinsurance, where the evolutionary-based approaches exhibit an excellent behaviour, nding the optimal solution within a fraction of the computational cost used by inspection or enumeration methods.

Sequential decisions in allocation problems

[eng] In the context of cooperative TU-games, and given an order of players, we consider the problem of distributing the worth of the grand coalition as a sequentia decision problem. In each step of process, upper and lower bounds for the payoff of the players are required related to successive reduced games. Sequentially compatible payoffs are defined as those allocation vectors that meet these recursive bounds. The core of the game is reinterpreted as a set of sequentally compatible payoffs when the Davis-Maschler reduced game is considered (Th.1). Independently of the reduction, the core turns out to be the intersections of the family of the sets of sequentially compatible payoffs corresponding to the different possible orderings (Th.2), so it is in some sense order-independent. Finally, we analyze advantagenous properties for the first player