Rational periodic sequences for the Lyness recurrence

Consider the celebrated Lyness recurrence $x_{n+2}=(a+x_{n+1})/x_{n}$ with $a\in\Q$. First we prove that there exist initial conditions and values of $a$ for which it generates periodic sequences of rational numbers with prime periods $1,2,3,5,6,7,8,9,10$ or $12$ and that these are the only periods that rational sequences $\{x_n\}_n$ can have. It is known that if we restrict our attention to positive rational values of $a$ and positive rational initial conditions the only possible periods are $1,5$ and $9$. Moreover 1-periodic and 5-periodic sequences are easily obtained. We prove that for infinitely many positive values of $a,$ positive 9-period rational sequences occur. This last result is our main contribution and answers an open question left in previous works of Bastien \& Rogalski and Zeeman. We also prove that the level sets of the invariant associated to the Lyness map is a two-parameter family of elliptic curves that is a universal family of the elliptic curves with a point of order $n, n\ge5,$ including $n$ infinity. This fact implies that the Lyness map is a universal normal form for most birrational maps on elliptic curves.

On periodic solutions of 2-periodic Lyness difference equations

We study the existence of periodic solutions of the non--autonomous periodic Lyness' recurrence u_{n+2}=(a_n+u_{n+1})/u_n, where {a_n} is a cycle with positive values a,b and with positive initial conditions. It is known that for a=b=1 all the sequences generated by this recurrence are 5-periodic. We prove that for each pair (a,b) different from (1,1) there are infinitely many initial conditions giving rise to periodic sequences, and that the family of recurrences have almost all the even periods. If a is not equal to b, then any odd period, except 1, appears.

Effective Electrodiffusion equation for non uniform nanochannels

We derive a one dimensional formulation of the Planck-Nernst-Poisson equation to describe the dynamics of of a symmetric binary electrolyte in channels whose section is of nanometric section and varies along the axial direction. The approach is in the spirit of the Fick-Jacobs di fusion equation and leads to a system of coupled equations for the partial densities which depends on the charge sitting at the walls in a non trivial fashion. We consider two kinds of non uniformities, those due to the spatial variation of charge distribution and those due to the shape variation of the pore and report one and three-dimensional solutions of the electrokinetic equations.

Linear stochastic differential algebraic equations with constant coefficients

We consider linear stochastic differential-algebraic equations with constant coefficients and additive white noise. Due to the nature of this class of equations, the solution must be defined as a generalised process (in the sense of Dawson and Fernique). We provide sufficient conditions for the law of the variables of the solution process to be absolutely continuous with respect to Lebesgue measure.

Semidiscretization and long-time asymptotics of nonlinear diffusion equations

We review several results concerning the long time asymptotics of nonlinear diffusion models based on entropy and mass transport methods. Semidiscretization of these nonlinear diffusion models are proposed and their numerical properties analysed. We demonstrate the long time asymptotic results by numerical simulation and we discuss several open problems based on these numerical results. We show that for general nonlinear diffusion equations the long-time asymptotics can be characterized in terms of fixed points of certain maps which are contractions for the euclidean Wasserstein distance. In fact, we propose a new scaling for which we can prove that this family of fixed points converges to the Barenblatt solution for perturbations of homogeneous nonlinearities for values close to zero.

Metrics on diagram groups and uniform embeddings in a Hilbert space

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Tacit collusion and capacity withholding in repeated uniform price auctions

This paper contributes to the study of tacit collusion by analyzing infinitely repeated multiunit uniform price auctions in a symmetric oligopoly with capacity constrained firms. Under both the Market Clearing and Maximum Accepted Price rules of determining the uniform price, we show that when each firm sets a price-quantity pair specifying the firm's minimum acceptable price and the maximum quantity the firm is willing to sell at this price, there exists a range of discount factors for which the monopoly outcome with equal sharing is sustainable in the uniform price auction, but not in the corresponding discriminatory auction. Moreover, capacity withholding may be necessary to sustain this out-come. We extend these results to the case where firms may set bids that are arbitrary step functions of price-quantity pairs with any finite number of price steps. Surprisingly, under the Maximum Accepted Price rule, firms need employ no more than two price steps to minimize the value of the discount factor

Auctions for government securities: a laboratory comparison of uniform, discriminatory and spanish designs

The Bank of Spain uses a unique auction format to sell government bonds, which can be seen as a hybrid of a uniform and a discriminatory auction. For winning bids above the average winning bid, buyers are charged the average winning bid, otherwise they pay their respective bids. We report on an experiment that compares this auction format to the discriminatory format, used in most other countries, and to the uniform format. Our design is based on a common value model with multi-unit supply and two-unit demand. The results show significantly higher revenue with the Spanish and the uniform formats than with the discriminatory one, while volatility of prices over time is significantly lower in the discriminatory format than in the Spanish and uniform cases. Actual price dispersion is significantly larger in the discriminatory than in the Spanish. Our data also exhibit the use of bid-spreading strategies in all three designs.

Asymmetric demand information in uniform and discriminatory call auctions: an experimental analysis motivated by electricity markets

We study the outcomes of experimental multi-unit uniform and discriminatory auctions with demand uncertainty. Our study is motivated by the ongoing debate about market design in the electricity industry. Our main aim is to compare the effect of asymmetric demand-information between sellers on the performance of the two auction institutions. In our baseline conditions all sellers have the same information, whereas in our treatment conditions some sellers have better information than others. In both information conditions we find that average transaction prices and price volatility are not significantly different under the two auction institutions. However, when there is asymmetric information among sellers the discriminatory auction is significantly less efficient. These results are not in line with the typical arguments made in favor of discriminatory pricing in electricity industries; namely, lower consumer prices and less price volatility. Moreover, our results provide some indication that discriminatory auctions reduce technical efficiency relative to uniform auctions.

Generalized backward doubly stochastic differential equations and SPDEs with nonlinear Neumann boundary conditions

In this paper, a new class of generalized backward doubly stochastic differential equations is investigated. This class involves an integral with respect to an adapted continuous increasing process. A probabilistic representation for viscosity solutions of semi-linear stochastic partial differential equations with a Neumann boundary condition is given.

Lower bounds for the number of limit cycles of trigonometric Abel equations

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Normal forms for rational difference equations with applications to the global periodicity problem

We propose a classification and derive the associated normal forms for rational difference equations with complex coefficients. As an application, we study the global periodicity problem for second order rational difference equations with complex coefficients. We find new necessary conditions as well as some new examples of globally periodic equations.

Numerical schemes of diffusion asymptotics and moment closures for kinetic equations

We investigate different models that are intended to describe the small mean free path regime of a kinetic equation, a particular attention being paid to the moment closure by entropy minimization. We introduce a specific asymptotic-induced numerical strategy which is able to treat the stiff terms of the asymptotic diffusive regime. We evaluate on numerics the performances of the method and the abilities of the reduced models to capture the main features of the full kinetic equation.

Contractive probability metrics and asymptotic behavior of dissipative kinetic equations

The present notes are intended to present a detailed review of the existing results in dissipative kinetic theory which make use of the contraction properties of two main families of probability metrics: optimal mass transport and Fourier-based metrics. The first part of the notes is devoted to a self-consistent summary and presentation of the properties of both probability metrics, including new aspects on the relationships between them and other metrics of wide use in probability theory. These results are of independent interest with potential use in other contexts in Partial Differential Equations and Probability Theory. The second part of the notes makes a different presentation of the asymptotic behavior of Inelastic Maxwell Models than the one presented in the literature and it shows a new example of application: particle's bath heating. We show how starting from the contraction properties in probability metrics, one can deduce the existence, uniqueness and asymptotic stability in classical spaces. A global strategy with this aim is set up and applied in two dissipative models.

On the existence and uniqueness of limit cycles in Liénard differential equations allowing discontinuities

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