On the computation of reducible invariant tori on a parallel computer

We present an algorithm for the computation of reducible invariant tori of discrete dynamical systems that is suitable for tori of dimensions larger than 1. It is based on a quadratically convergent scheme that approximates, at the same time, the Fourier series of the torus, its Floquet transformation, and its Floquet matrix. The Floquet matrix describes the linearization of the dynamics around the torus and, hence, its linear stability. The algorithm presents a high degree of parallelism, and the computational effort grows linearly with the number of Fourier modes needed to represent the solution. For these reasons it is a very good option to compute quasi-periodic solutions with several basic frequencies. The paper includes some examples (flows) to show the efficiency of the method in a parallel computer. In these flows we compute invariant tori of dimensions up to 5, by taking suitable sections.

User-friendly parallel computations with econometric examples

This paper shows how a high level matrix programming language may be used to perform Monte Carlo simulation, bootstrapping, estimation by maximum likelihood and GMM, and kernel regression in parallel on symmetric multiprocessor computers or clusters of workstations. The implementation of parallelization is done in a way such that an investigator may use the programs without any knowledge of parallel programming. A bootable CD that allows rapid creation of a cluster for parallel computing is introduced. Examples show that parallelization can lead to important reductions in computational time. Detailed discussion of how the Monte Carlo problem was parallelized is included as an example for learning to write parallel programs for Octave.

ParallelKnoppix - Rapid deployment of a linux cluster for MPI parallel processing using non-dedicated computers

This note describes ParallelKnoppix, a bootable CD that allows creation of a Linux cluster in very little time. An experienced user can create a cluster ready to execute MPI programs in less than 10 minutes. The computers used may be heterogeneous machines, of the IA-32 architecture. When the cluster is shut down, all machines except one are in their original state, and the last can be returned to its original state by deleting a directory. The system thus provides a means of using non-dedicated computers to create a cluster. An example session is documented.

Encryption methods using formal power series rings

Recently there has been a great deal of work on noncommutative algebraic cryptography. This involves the use of noncommutative algebraic objects as the platforms for encryption systems. Most of this work, such as the Anshel-Anshel-Goldfeld scheme, the Ko-Lee scheme and the Baumslag-Fine-Xu Modular group scheme use nonabelian groups as the basic algebraic object. Some of these encryption methods have been successful and some have been broken. It has been suggested that at this point further pure group theoretic research, with an eye towards cryptographic applications, is necessary.In the present study we attempt to extend the class of noncommutative algebraic objects to be used in cryptography. In particular we explore several different methods to use a formal power series ring R && x1; :::; xn && in noncommuting variables x1; :::; xn as a base to develop cryptosystems. Although R can be any ring we have in mind formal power series rings over the rationals Q. We use in particular a result of Magnus that a finitely generated free group F has a faithful representation in a quotient of the formal power series ring in noncommuting variables.

Co-movements between US and UK stock prices: the roles of macroeconomic information and time-series varying conditional correlations

This paper provides evidence on the sources of co-movement in monthly US and UK stock price movements by investigating the role of macroeconomic and financial variables in a bivariate system with time-varying conditional correlations. Crosscountry communality in response is uncovered, with changes in the US Federal Funds rate, UK bond yields and oil prices having similar negative effects in both markets. Other variables also play a role, especially for the UK market. These effects do not, however, explain the marked increase in cross-market correlations observed from around 2000, which we attribute to time variation in the correlations of shocks to these markets. A regime-switching smooth transition model captures this time variation well and shows the correlations increase dramatically around 1999-2000. JEL classifications: C32, C51, G15 Keywords: international stock returns, DCC-GARCH model, smooth transition conditional correlation GARCH model, model evaluation.

Analog Modelling of N-S anticlines of the External Sierras (Jaca basin, Southern Pyrenees)

Report for the scientific sojourn carried out at the Uppsala Universitet, Sweden, from April to July the 2007. Two series of analogue models are used to explore ductile-frictional contrasts of the basal décollement in the development of oblique and transverse structures simultaneously to thin-skinned shortening. These models simulate the evolution of the Central External Sierras (Southern Pyrenees, Spain), which constitute the frontal emerging part of the southernmost Pyrenean thrust sheet. They are characterized by the presence of transverse N-S to NW-SE anticlines, which are perpendicular to the Pyrenean structural trend and developed in the hangingwall of the Santo Domingo thrust system, detaching on an unevenly distributed Triassic materials (evaporitic-dolomitic interfingerings). Model setup performs a décollement made by three patches of silicone neighbouring pure brittle sand. Model series A test the thickness ratio between overburden and décollement. Model series B test the width of frictional detachment areas. Model results show how deformation reaches further in areas detached on ductile layer whereas frictional décollement areas assimilate the strain by means of an additional uplift. This replicates the structural style of Central External Sierras: higher structural relief of N-S anticlines with regard to orogen-parallel structures, absence of a representative ductile décollement in the core, tilting towards the orogen and foreland-side closure not thrusted by the frontal emerging South-Pyrenean thrust.

Series enlazadas de algunos agregados económicos nacionales y regionales, 1955-2007 Versión 2.1

I construct "homogeneous" series of GVA at current and constant prices, employment and population for the Spain and its regions covering the period 1955-2007. The series are obtained by linking the Regional Accounts of the National Statistical Institute with the series constructed by Julio Alcaide and his team for the BBVA Foundation. The "switching point" at which this last source stops being used as a reference to construct the linked series is determined using a procedure that allows me to estimate which of the two competing series would produce an estimator with the lowest MSE when it is used as dependent variable in a regression on an arbitrary independent variable. To the extent that it is possible, the difference between the two series found at the point of linkage is distributed between the initial levels of the older series and its subsequent growth using external estimates of the relevant variables at the beginning of the sample period.

Parallel spinors on pseudo-riemannian spin(q) manifolds

We study simply-connected irreducible non-locally symmetric pseudo-Riemannian Spin(q) manifolds admitting parallel quaternionic spinors.

A mixed splicing procedure for economic time series

This note develops a flexible methodology for splicing economic time series that avoids the extreme assumptions implicit in the procedures most commonly used in the literature. It allows the user to split the required correction to the older of the series being linked between its levels and growth rates on the basis what he knows or conjectures about the persistence of the factors that account for the discrepancy between the two series that emerges at their linking point. The time profile of the correction is derived from the assumption that the error in the older series reflects the inadequate coverage of emerging sectors or activities that grow faster than the aggregate.

Series enlazadas de empleo asalariado y rentas del trabajo regionales (RegDat versión 2.2)

I construct "homogeneous" series of salaried employment, employee compensation and total labor income for Spain and its regions covering the period 1955-2008. I also estimate labor's share in regional and national GVA and construct an indicator of the average cost of labor including both employees and non-salaried workers.

Series anuales de algunos agregados económicos y demográficos regionales, 1955-2009 (RegDat versión 2.3)

En una serie de trabajos anteriores he construido series largas de diversos agregados económicos regionales enlazando las distintas bases de la Contabilidad Regional de España entre sí y con las series históricas elaboradas por la Fundación BBVA. Puesto que esta última fuente sólo ofrece datos para años impares, las series enlazadas heredan esta característica desde 1955 hasta 1989. En la presente nota se construyen series anuales completas de las variables de interés utilizando un sencillo procedimiento de interpolación que incorpora la información anual disponible a nivel nacional para estas variables.

Creació de recursos digitals per a la innovació docent en Geologia Estructural i Tectònica

El projecte ha estat dedicat a l’elaboració d’una sèrie de recursos didàctics en format digital per a l’ensenyament de les matèries de Geologia Estructural i Tectònica en titulacions universitàries relacionades amb les Ciències de la Terra. L’objectiu és la millora de la formació i del rendiment dels estudiants mitjançant l’elaboració d’activitats de suport no presencials que fomentin l’autoaprenentatge i l’autoregulació per part de l’estudiant. Les activitats intenten aprofitar les noves eines informàtiques disponibles i fomentar l’accés mitjançant la xarxa. El material que s’elabora en el marc del projecte consisteix en: 1) un fons documental d’imatges relacionades amb la Geologia Estructural i la Tectònica amb explicació, disponibles en xarxa i accessibles per motors específics de cerca, 2) un conjunt d’exercicis i casos pràctics, alguns d’ells resolts, i 3) sortides de camp virtuals d’una regió geològica que permeten proposar activitats prèvies a una pràctica presencial de camp o desenvolupar la pràctica a nivell completament autònom. Per aconseguir aquests objectius, les tasques realitzades són: la compilació i digitalització de la base d'imatges d'exemples naturals d'estructures geològiques de deformació de que disposàvem, junt amb la redacció de material explicatiu (text i figures), la selecció d'un conjunt d'exercicis de la disciplina, i la preparació de dades de camp per a la realització de les sortides virtuals. Paral•lelament, aquest material s'ha estat processant per a la seva disposició en xarxa com un recurs lliure y obert, accessible en una website i domini específics (plataforma REDITEC).

ATiPAP : desenvolupament de materials docents amb suport multimedia pels continguts d'Atenció, Percepció Auditiva i de la Parla adaptats als crédits ECTS i a l'EEES dins l'ensenyament de Psicologia

El projecte ha permès finançar el suport tècnic necessari per a poder desenvolupar materials informatitzats corresponents a activitats teòrico-pràctiques de l’assignatura troncal de la llicenciatura de Psicologia (actualment també en el Grau) “Percepció i Atenció”. Els materials desenvolupats corresponen a diferents punts del programa de l’assignatura i són els següents: demostració de la tècnica d’ombrejat per l’anàlisi de l’atenció focalitzada; parpelleig atencional en sèries de presentacions ràpides d’informació visual (RSVP); canvis encoberts de l’atenció i el mecanisme d’inhibició de retorn; efectes dels filtrats sobre la percepció de la parla i la música; il·lusions auditives i els principis d’organització de la informació sonora complexa; la percepció categòrica dels sons de la parla i la naturalesa continua del processament lèxic (paradigma d’obertura successiva o gating). Per totes aquelles activitats amb continguts de llenguatge, s’han desenvolupat dues versions equivalents, catalana i castellana, per permetre que els estudiants fessin la pràctica en la seva llengua dominant. A la primera fase del projecte, al llarg del curs 2006-07, es van preparar els materials i la programació de les diferents pràctiques i es van poder identificar alguns problemes que es van solucionar posteriorment. En el curs 2007-08 totes les activitats de pràctiques ja es van fer accessibles als estudiants (Plataforma Moodle, Campus Virtual) i la valoració sobre el seu funcionament, feta pels estudiants mitjançant qüestionaris, va ser satisfactòria en més d’un 95% dels casos (els únics problemes detectats estaven relacionats amb les característiques dels ordinadors del usuaris i del navegador utilitzat per accedir als materials). La valoració de les activitats per part dels estudiants va ser globalment positiva i, en el seu ús continuat al llarg dels cursos 2008-09 i 2009-10, s’ha observat una participació creixent (accés voluntari a les activitats) i un aprofitament millor de la informació presentada, que es tradueix en millores en les puntuacions obtingudes en les avaluacions de l'assignatura.

Wiener type theorems for Jacobi series with nonnegative coefficients

"Vegeu el resum a l'inici del document del fitxer ajunt."

CO2 emissions and economic activity: heterogeneity across countries and non stationary series

This paper explores the homogeneity of the functional form, the parameters, and the turning point, when appropriate, of the relationship between CO2 emissions and economic activity for 31 countries (28 OECD, Brazil, China, and India) during the period 1950 to 2006 using cointegration analysis. With a sample highly overlapped over time between countries, the result reveals that the homogeneity across countries is rejected, both in functional form and in the parameters of long term relationship. This confirms the relevance of considering the heterogeneity in exploring the relationship between air pollution and economic activity to avoid spurious parameter estimates and infer a wrong behavior of the functional form, which could lead to induce that the relationship is reversed when in fact it is direct.