Quadratic perturbations of a quadratic reversible Lotka-Volterra System

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Bifurcations of homoclinic tangency in two-dimensional area-preserving and reversible maps

Report for the scientific sojourn at the Research Institute for Applied Mathematics and Cybernetics, Nizhny Novgorod, Russia, from July to September 2006. Within the project, bifurcations of orbit behavior in area-preserving and reversible maps with a homoclinic tangency were studied. Finitely smooth normal forms for such maps near saddle fixed points were constructed and it was shown that they coincide in the main order with the analytical Birkhoff-Moser normal form. Bifurcations of single-round periodic orbits for two-dimensional symplectic maps close to a map with a quadratic homoclinic tangency were studied. The existence of one- and two-parameter cascades of elliptic periodic orbits was proved.

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.

Electroisomerització en compostos fotocròmics: formació reversible d'enllaços C-C i C-O

La present memòria descriu processos d'electroisomerització en compostos fotocròmics, [2.2]metaciclofans i naptopirans. Els estudis electroquímics i espectroelectroquímics mostren la formació d'enllaços C-C i C-O pels [2.2]metaciclofans i naptopirans, respectivament.

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.

Reversible ferromagnetic switching in ZnO:(Co,Mn) powders

We report here on the magnetic properties of ZnO:Mn- and ZnO:Co-doped nanoparticles. We have found that the ferromagnetism of ZnO:Mn can be switched on and off by consecutive low-temperature annealings in O2 and N2, respectively, while the opposite phenomenology was observed for ZnO:Co. These results suggest that different defects (presumably n-type for ZnO:Co and p-type for ZnO:Mn) are required to induce a ferromagnetic coupling in each case. We will argue that ferromagnetism is likely to be restricted to a very thin, nanometric layer at the grain surface. These findings reveal and give insight into the dramatic relevance of surface effects to the occurrence of ferromagnetism in ZnO-doped oxides.

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.

Giant heat dissipation at the low temperature reversible-irreversible transition in Gd5Ge4

The heat exchanged at the low-temperature first-order magnetostructural transition is directly measured in Gd5Ge4 . Results show that the origin and the temperature dependence of the heat exchanged varies with the reversible/irreversible character of the first-order transition. In the reversible regime, the heat exchanged by the sample is mostly due to the latent heat at the transition and decreases with decreasing temperature, while in the irreversible regime, the heat is irreversibly dissipated and increases strongly with decreasing temperature, reaching a value of 237 J/kg at 4 K.

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.

Polyconductivity in polypyrrole: the correlated electron glass

p-toluensulfonate doped polypyrrole ~PPy!, undergoes an electric-field induced reversible transition from an insulating state to a highly conductive one. The spatially average field can be as small as 200 V/cm, when the temperature of the sample is below 20 K. The applied electric field leads to a sharp jump in the value of the current to a value which is nearly five orders of magnitude higher than before. When the applied electric field is reduced to below a critical value, the system switches back to a low conductive state. The effect is reversible, symmetric in voltage, and reproducible for different samples. The switching is, we believe, an electronic glass melting transition and it is due to the disordered, highly charged granular nature of PPy.

Polyconductivity in polypyrrole: The correlated electron gas

p-toluensulfonate doped polypyrrole (PPy), undergoes an electric-field induced reversible transition from an insulating state to a highly conductive one. The spatially average field can be as small as 200 V/cm, when the temperature of the sample is below 20 K. The applied electric field leads to a sharp jump in the value of the current to a value which is nearly five orders of magnitude higher than before. When the applied electric field is reduced to below a critical value, the system switches back to a low conductive state. The effect is reversible, symmetric in voltage, and reproducible for different samples. The switching is, we believe, an electronic glass melting transition and it is due to the disordered, highly charged granular nature of PPy.

Reversible and high capacity data hiding in medical images

In this paper we introduce a highly efficient reversible data hiding system. It is based on dividing the image into tiles and shifting the histograms of each image tile between its minimum and maximum frequency. Data are then inserted at the pixel level with the largest frequency to maximize data hiding capacity. It exploits the special properties of medical images, where the histogram of their nonoverlapping image tiles mostly peak around some gray values and the rest of the spectrum is mainlyempty. The zeros (or minima) and peaks (maxima) of the histograms of the image tiles are then relocated to embed the data. The grey values of some pixels are therefore modified.High capacity, high fidelity, reversibility and multiple data insertions are the key requirements of data hiding in medical images. We show how histograms of image tiles of medical images can be exploited to achieve these requirements. Compared with data hiding method applied to the whole image, our scheme can result in 30%-200% capacity improvement and still with better image quality, depending on the medical image content. Additional advantages of the proposed method include hiding data in the regions of non-interest and better exploitation of spatial masking.