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.

On the term structure of Interbank interest rates: Jump-diffusion processes and option pricing

In this paper we study the dynamic behavior of the term structureof Interbank interest rates and the pricing of options on interest ratesensitive securities. We posit a generalized single factor model withjumps to take into account external influences in the market. Daily datais used to test for jump effects. Qualitative examination of the linkagebetween Monetary Authorities' interventions and jumps are studied. Pricingresults suggests a systematic underpricing in bonds and call options ifthe jumps component is not included. However, the pricing of put optionson bonds presents indeterminacies.

A Hull and White formula for a general stochastic volatility jump-diffusion model with applications to the study of the short-time behavior of the implied volatility

In this paper, generalizing results in Alòs, León and Vives (2007b), we see that the dependence of jumps in the volatility under a jump-diffusion stochastic volatility model, has no effect on the short-time behaviour of the at-the-money implied volatility skew, although the corresponding Hull and White formula depends on the jumps. Towards this end, we use Malliavin calculus techniques for Lévy processes based on Løkka (2004), Petrou (2006), and Solé, Utzet and Vives (2007).

On the short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility

In this paper we use Malliavin calculus techniques to obtain an expression for the short-time behavior of the at-the-money implied volatility skew for a generalization of the Bates model, where the volatility does not need to be neither a difussion, nor a Markov process as the examples in section 7 show. This expression depends on the derivative of the volatility in the sense of Malliavin calculus.

Anomalous specific-heat jump in a two-component ultracold Fermi gas

The thermodynamic functions of a Fermi gas with spin population imbalance are studied in the temperature-asymmetry plane in the BCS limit. The low-temperature domain is characterized by an anomalous enhancement of the entropy and the specific heat above their values in the unpaired state, decrease of the gap and eventual unpairing phase transition as the temperature is lowered. The unpairing phase transition induces a second jump in the specific heat, which can be measured in calorimetric experiments. While the superfluid is unstable against a supercurrent carrying state, it may sustain a metastable state if cooled adiabatically down from the stable high-temperature domain. In the latter domain the temperature dependence of the gap and related functions is analogous to the predictions of the BCS theory.

Velocity-jump instabilities in Hele-Shaw flow of associating polymer solutions

We study fracturelike flow instabilities that arise when water is injected into a Hele-Shaw cell filled with aqueous solutions of associating polymers. We explore various polymer architectures, molecular weights, and solution concentrations. Simultaneous measurements of the finger tip velocity and of the pressure at the injection point allow us to describe the dynamics of the finger in terms of the finger mobility, which relates the velocity to the pressure gradient. The flow discontinuities, characterized by jumps in the finger tip velocity, which are observed in experiments with some of the polymer solutions, can be modeled by using a nonmonotonic dependence between a characteristic shear stress and the shear rate at the tip of the finger. A simple model, which is based on a viscosity function containing both a Newtonian and a non-Newtonian component, and which predicts nonmonotonic regions when the non-Newtonian component of the viscosity dominates, is shown to agree with the experimental data.

Dance movement patterns recognition

"Es tracta d'un projecte dividit en dues parts independents però complementàries, realitzades per autors diferents. Aquest document conté originàriament altre material i/o programari només consultable a la Biblioteca de Ciència i Tecnologia"

Muntatge i caracterització d'una placa DSSC: Buscant potència

Treball de recerca realitzat per alumnes d'ensenyament secundari i guardonat amb un Premi CIRIT per fomentar l'esperit científic del Jovent l'any 2009. Els objectius inicials foren la construcció d una 'Cèl•lula Solar Sensibilitzada mitjançant un Colorant’ (DSSC) amb el tint d una col llombarda i posterior caracterització segons el dossier 'Nanocrystalline Solar Cell Kit: Recreating Photosynthesis’. Les DSSC (Dye Sensitized Solar Cell) són un tipus de cèl•lules que imiten els principis que la fotosíntesis ha fet servir exitosament durant més de 3,5 bilions d anys. S’han construït algunes DSSC i se n’ha provat la seva eficiència. El seu funcionament es basa en l’energia d’un fotó que excita un electró i el fa saltar de nivell energètic fins que es desprèn de l’àtom de colorant, deixant un forat en la molècula. Aquest electró lliure passa a través de la capa de TiO2 fins arribar a la càrrega on es genera el corrent elèctric. Tot seguit, l’electró arriba al contra-elèctrode i és aquí on entra en contacte amb l’electròlit, el mediador iode/triiode. Aquest regenera l’electró, que anteriorment ha saltat del colorant, oxidant-se ell mateix.

Simulador d'un processador amb Adobe Flash Player

Aquest Projecte pretén crear un simulador d’una màquina algorísmica, de caràcter didàctic amb Adobe Flash CS3 per a reproduir-lo amb Adobe Flash Lite Player, que és la versió per a dispositius mòbils. Simularà el comportament de la màquina algorísmica anomenada FEMTOPROC, que és capaç d’interpretar 4 instruccions molt senzilles: ADD, AND, NOT i JZ (jump if zero). Les diferents instruccions introduïdes que compondran un programa seran emmagatzemades en una memòria de 64 posicions de 8 bits cadascuna i hi haurà un Banc de Registres amb 8 registres de 8 bits, que es podrà inicialitzar al començament de la simulació.

Aplicación de un estudio de usabilidad en bibliotecas digitales : la Biblioteca Virtual de la UOC

The Open University of Catalonia (UOC) has conducted a study of operability of its user interfaces, creating for this purpose different work groups that have analyzed different casuistries. One of these groups focused on the study and analysis of the usability of the Virtual Library's website, with the objective of obtaining benefits for our users. As a result of this analysis, an important qualitative jump is occurring in the new implementation of the website of the UOC's Virtual Library, prioritizing the role of users from different points of view: ease of navigation, management of profiles and the services associated to these and the restructuring of the information architecture, with the final aim of facilitating access to the resources and the services offered from the Library, advocating in this way for their quality and improvement.

The dog that did not bark: Insider trading and crashes

This paper documents that at the individual stock level insiders sales peak many months before a large drop in the stock price, while insiders purchases peak only the month before a large jump. We provide a theoretical explanation for this phenomenon based on trading constraints and asymmetric information. We test our hypothesis against competing stories such as patterns of insider trading driven by earnings announcement dates, or insiders timing their trades to evade prosecution. Finally we provide new evidence regarding crashes and the degree of information asymmetry.

Employee referrals and the inter-industry wage structure

This paper investigates the role of employee referrals in the labor market.Using an original data set, I find that industries that pay wage premia andhave characteristics associated with high-wage sectors rely mainly on employeereferrals to fill jobs. Moreover, unemployment rates are higher in industries which use employee referrals more extensively. This paper develops an equilibrium matching model which can explain these empirical regularities. Inthis model, the matching process sorts heterogeneous firms and workers into two distinct groups: referrals match "good" jobs to "good" workers, while formalmethods (e.g., newspaper ads and employment agencies) match less-attractive jobs to disadvantaged workers. Thus, well-connected workers who learn quickly aboutjob opportunities use referrals to jump job queues, while those who are less well placed in the labor market search for jobs through formal methods. The split of firms and workers between referrals and formal search is, however, not necessarily efficient. Congestion externalities in referral search imply that unemployment would be closer to the optimal rate if firms and workers 'at themargin' searched formally.

Vacancy-driven ordering in a two-dimensional binary alloy

Domain growth in a system with nonconserved order parameter is studied. We simulate the usual Ising model for binary alloys with concentration 0.5 on a two-dimensional square lattice by Monte Carlo techniques. Measurements of the energy, jump-acceptance ratio, and order parameters are performed. Dynamics based on the diffusion of a single vacancy in the system gives a growth law faster than the usual Allen-Cahn law. Allowing vacancy jumps to next-nearest-neighbor sites is essential to prevent vacancy trapping in the ordered regions. By measuring local order parameters we show that the vacancy prefers to be in the disordered regions (domain boundaries). This naturally concentrates the atomic jumps in the domain boundaries, accelerating the growth compared with the usual exchange mechanism that causes jumps to be homogeneously distributed on the lattice.

Hysteresis and avalanches in the T=0 random field ising model with 2-spin flip dynamics

We study the nonequilibrium behavior of the three-dimensional Gaussian random-field Ising model at T=0 in the presence of a uniform external field using a two-spin-flip dynamics. The deterministic, history-dependent evolution of the system is compared with the one obtained with the standard one-spin-flip dynamics used in previous studies of the model. The change in the dynamics yields a significant suppression of coercivity, but the distribution of avalanches (in number and size) stays remarkably similar, except for the largest ones that are responsible for the jump in the saturation magnetization curve at low disorder in the thermodynamic limit. By performing a finite-size scaling study, we find strong evidence that the change in the dynamics does not modify the universality class of the disorder-induced phase transition.

Continuous-time random-walk model for financial distributions

We apply the formalism of the continuous-time random walk to the study of financial data. The entire distribution of prices can be obtained once two auxiliary densities are known. These are the probability densities for the pausing time between successive jumps and the corresponding probability density for the magnitude of a jump. We have applied the formalism to data on the U.S. dollardeutsche mark future exchange, finding good agreement between theory and the observed data.