Periodic orbits of the planar collision restricted 3-body problem

Using the continuation method we prove that the circular and the elliptic symmetric periodic orbits of the planar rotating Kepler problem can be continued into periodic orbits of the planar collision restricted 3–body problem. Additionally, we also continue to this restricted problem the so called “comets orbits”.

Periodic orbits near a heteroclinic loop formed by one dimensional orbit and a 2-dimensional manifold: application to the charged collinear 3-body problem

The paper is devoted to the study of a type of differential systems which appear usually in the study of some Hamiltonian systems with 2 degrees of freedom. We prove the existence of infinitely many periodic orbits on each negative energy level. All these periodic orbits pass near the total collision. Finally we apply these results to study the existence of periodic orbits in the charged collinear 3–body problem.

Fair and efficient student placement with couples

We study situations of allocating positions or jobs to students or workers based on priorities. An example is the assignment of medical students to hospital residencies on the basis of one or several entrance exams. For markets without couples, e.g., for ``undergraduate student placement,'' acyclicity is a necessary and sufficient condition for the existence of a fair and efficient placement mechanism (Ergin, 2002). We show that in the presence of couples, which introduces complementarities into the students' preferences, acyclicity is still necessary, but not sufficient (Theorem 4.1). A second necessary condition (Theorem 4.2) is ``priority-togetherness'' of couples. A priority structure that satisfies both necessary conditions is called pt-acyclic. For student placement problems where all quotas are equal to one we characterize pt-acyclicity (Lemma 5.1) and show that it is a sufficient condition for the existence of a fair and efficient placement mechanism (Theorem 5.1). If in addition to pt-acyclicity we require ``reallocation-'' and ``vacancy-fairness'' for couples, the so-called dictator-bidictator placement mechanism is the unique fair and efficient placement mechanism (Theorem 5.2). Finally, for general student placement problems, we show that pt-acyclicity may not be sufficient for the existence of a fair and efficient placement mechanism (Examples 5.4, 5.5, and 5.6). We identify a sufficient condition such that the so-called sequential placement mechanism produces a fair and efficient allocation (Theorem 5.3).

Periodic orbits in complex Abel equation

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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.

On the number of K3,3-minor-free and maximal K3,3-minor-free graphs

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Generating trees for permutations avoiding generalized patterns

We construct generating trees with with one, two, and three labels for some classes of permutations avoiding generalized patterns of length 3 and 4. These trees are built by adding at each level an entry to the right end of the permutation, which allows us to incorporate the adjacency condition about some entries in an occurrence of a generalized pattern. We use these trees to find functional equations for the generating functions enumerating these classes of permutations with respect to different parameters. In several cases we solve them using the kernel method and some ideas of Bousquet-Mélou [2]. We obtain refinements of known enumerative results and find new ones.

Orthogonal systems in finite grahps

To a finite graph there corresponds a free partially commutative group: with the given graph as commutation graph. In this paper we construct an orthogonality theory for graphs and their corresponding free partially commutative groups. The theory developed here provides tools for the study of the structure of partially commutative groups, their universal theory and automorphism groups. In particular the theory is applied in this paper to the centraliser lattice of such groups.

Random graphs on surfaces

Counting labelled planar graphs, and typical properties of random labelled planar graphs, have received much attention recently. We start the process here of extending these investigations to graphs embeddable on any fixed surface S. In particular we show that the labelled graphs embeddable on S have the same growth constant as for planar graphs, and the same holds for unlabelled graphs. Also, if we pick a graph uniformly at random from the graphs embeddable on S which have vertex set {1, . . . , n}, then with probability tending to 1 as n → ∞, this random graph either is connected or consists of one giant component together with a few nodes in small planar components.

A nonlinear threshold model for the dependence of extremes of stationary sequences

One of the main implications of the efficient market hypothesis (EMH) is that expected future returns on financial assets are not predictable if investors are risk neutral. In this paper we argue that financial time series offer more information than that this hypothesis seems to supply. In particular we postulate that runs of very large returns can be predictable for small time periods. In order to prove this we propose a TAR(3,1)-GARCH(1,1) model that is able to describe two different types of extreme events: a first type generated by large uncertainty regimes where runs of extremes are not predictable and a second type where extremes come from isolated dread/joy events. This model is new in the literature in nonlinear processes. Its novelty resides on two features of the model that make it different from previous TAR methodologies. The regimes are motivated by the occurrence of extreme values and the threshold variable is defined by the shock affecting the process in the preceding period. In this way this model is able to uncover dependence and clustering of extremes in high as well as in low volatility periods. This model is tested with data from General Motors stocks prices corresponding to two crises that had a substantial impact in financial markets worldwide; the Black Monday of October 1987 and September 11th, 2001. By analyzing the periods around these crises we find evidence of statistical significance of our model and thereby of predictability of extremes for September 11th but not for Black Monday. These findings support the hypotheses of a big negative event producing runs of negative returns in the first case, and of the burst of a worldwide stock market bubble in the second example. JEL classification: C12; C15; C22; C51 Keywords and Phrases: asymmetries, crises, extreme values, hypothesis testing, leverage effect, nonlinearities, threshold models

On the growth rate of minor-closed classes of graphs

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Manual de preparació per a olimpíades i competicions matemàtiques

Treball de recerca realitzat per un alumne d’ensenyament secundari i guardonat amb un Premi CIRIT per fomentar l'esperit científic del Jovent l’any 2008. Es presenta als interessats en les competicions de matemàtiques un manual sòlid, compacte, però sintetitzat, que els permeti, complementar i ampliar els seus coneixements matemàtics dirigits a aquestes competicions. En la primera part, es tracten les olimpíades matemàtiques més importants estatals i arreu del món per tal de donar-les a conèixer al lector. A continuació s'expliquen les tècniques generals més utilitzades per construir una demostració determinada. Finalment, es tanca la secció parlant de la creació de problemes, un apartat que permet estimular i potenciar la pròpia creativitat. En la segona part, es troba el propi cos del manual, amb una gran quantitat de problemas solucionats. Per tal de facilitar-ne l'ús, s'ha dividit en quatre grans temes, corresponents als que es treballen a les Olimpíades Matemàtiques: teoria de nombres o aritmètica, geometria, àlgebra i combinatòria. Cada un d'aquests temes es troba, a la vegada, dividit en dues seccions: la de teoremes i conceptes, en què s'enuncien els principals teoremes i fórmules que el lector necessita conéixer, i la d'exercicis i problemes on s’han recollit multitud de problemes provinents de diferents competicions, indicant el grau de dificultat - cal remarcar però, que el present document és una reducció del treball original, per això s'ha decidit només incloure-hi l'apartat d'aritmètica i ometre els altres tres -.

A new look at the Heston characteristic function

A new expression for the characteristic function of log-spot in Heston model is presented. This expression more clearly exhibits its properties as an analytic characteristic function and allows us to compute the exact domain of the moment generating function. This result is then applied to the volatility smile at extreme strikes and to the control of the moments of spot. We also give a factorization of the moment generating function as product of Bessel type factors, and an approximating sequence to the law of log-spot is deduced.

HSU-Robbins and Spitzer's theorems for the variations of fractional Brownian motion

Using recent results on the behavior of multiple Wiener-Itô integrals based on Stein's method, we prove Hsu-Robbins and Spitzer's theorems for sequences of correlated random variables related to the increments of the fractional Brownian motion.