Symmetric Brownian motor

In this paper, we present a model of a symmetric Brownian motor which changes the sign of its velocity when the temperature gradient is inverted. The velocity, external work, and efficiency are studied as a function of the temperatures of the baths and other relevant parameters. The motor shows a current reversal when another parameter (a phase shift) is varied. Analytical predictions and results from numerical simulations are performed and agree very well. Generic properties of this type of motor are discussed.

Massless minimally coupled fields in de Sitter space: O(4)-symmetric states versus de Sitter invariant vacuum

The issue of de Sitter invariance for a massless minimally coupled scalar field is examined. Formally, it is possible to construct a de Sitterinvariant state for this case provided that the zero mode of the field is quantized properly. Here we take the point of view that this state is physically acceptable, in the sense that physical observables can be computed and have a reasonable interpretation. In particular, we use this vacuum to derive a new result: that the squared difference between the field at two points along a geodesic observers spacetime path grows linearly with the observers proper time for a quantum state that does not break de Sitter invariance. Also, we use the Hadamard formalism to compute the renormalized expectation value of the energy-momentum tensor, both in the O(4)-invariant states introduced by Allen and Follaci, and in the de Sitterinvariant vacuum. We find that the vacuum energy density in the O(4)-invariant case is larger than in the de Sitterinvariant case.

Collineations of a symmetric 2-covariant tensor: Ricci collineations

The infinitesimal transformations that leave invariant a two-covariant symmetric tensor are studied. The interest of these symmetry transformations lays in the fact that this class of tensors includes the energy-momentum and Ricci tensors. We find that in most cases the class of infinitesimal generators of these transformations is a finite dimensional Lie algebra, but in some cases exhibiting a higher degree of degeneracy, this class is infinite dimensional and may fail to be a Lie algebra. As an application, we study the Ricci collineations of a type B warped spacetime.

The mean-variance model from the inverse of the variance-covariance matrix

En este artículo, a partir de la inversa de la matriz de varianzas y covarianzas se obtiene el modelo Esperanza-Varianza de Markowitz siguiendo un camino más corto y matemáticamente riguroso. También se obtiene la ecuación de equilibrio del CAPM de Sharpe.

Generation of symmetric periodic orbits by a heteroclinic loop formed by two singular points and their invariant manifolds of dimension 1 and 2 in R3

In this paper we will find a continuous of periodic orbits passing near infinity for a class of polynomial vector fields in R3. We consider polynomial vector fields that are invariant under a symmetry with respect to a plane and that possess a “generalized heteroclinic loop” formed by two singular points e+ and e− at infinity and their invariant manifolds � and . � is an invariant manifold of dimension 1 formed by an orbit going from e− to e+, � is contained in R3 and is transversal to . is an invariant manifold of dimension 2 at infinity. In fact, is the 2–dimensional sphere at infinity in the Poincar´e compactification minus the singular points e+ and e−. The main tool for proving the existence of such periodic orbits is the construction of a Poincar´e map along the generalized heteroclinic loop together with the symmetry with respect to .

Symmetric periodic orbits near heteroclinic loops at infinity for a class of polynomial vector fields

For polynomial vector fields in R3, in general, it is very difficult to detect the existence of an open set of periodic orbits in their phase portraits. Here, we characterize a class of polynomial vector fields of arbitrary even degree having an open set of periodic orbits. The main two tools for proving this result are, first, the existence in the phase portrait of a symmetry with respect to a plane and, second, the existence of two symmetric heteroclinic loops.

Symmetric periodic orbits near a heteroclinic loop in R3 formed by two singular points, a semistable periodic orbit and their invariant manifolds

In this paper we consider C1 vector fields X in R3 having a “generalized heteroclinic loop” L which is topologically homeomorphic to the union of a 2–dimensional sphere S2 and a diameter connecting the north with the south pole. The north pole is an attractor on S2 and a repeller on . The equator of the sphere is a periodic orbit unstable in the north hemisphere and stable in the south one. The full space is topologically homeomorphic to the closed ball having as boundary the sphere S2. We also assume that the flow of X is invariant under a topological straight line symmetry on the equator plane of the ball. For each n ∈ N, by means of a convenient Poincar´e map, we prove the existence of infinitely many symmetric periodic orbits of X near L that gives n turns around L in a period. We also exhibit a class of polynomial vector fields of degree 4 in R3 satisfying this dynamics.

Symmetric periodic orbits near a heteroclinic loop formed by two singular points and their invariant manifolds of dimension 1 and 2

In this paper we consider vector fields in R3 that are invariant under a suitable symmetry and that posses a “generalized heteroclinic loop” L formed by two singular points (e+ and e −) and their invariant manifolds: one of dimension 2 (a sphere minus the points e+ and e −) and one of dimension 1 (the open diameter of the sphere having endpoints e+ and e −). In particular, we analyze the dynamics of the vector field near the heteroclinic loop L by means of a convenient Poincar´e map, and we prove the existence of infinitely many symmetric periodic orbits near L. We also study two families of vector fields satisfying this dynamics. The first one is a class of quadratic polynomial vector fields in R3, and the second one is the charged rhomboidal four body problem.

Synchronization of symmetric chaotic systems

This paper contains a study of the synchronization by homogeneous nonlinear driving of systems that are symmetric in phase space. The main consequence of this symmetry is the ability of the response to synchronize in more than just one way to the driving systems. These different forms of synchronization are to be understood as generalized synchronization states in which the motions of drive and response are in complete correlation, but the phase space distance between them does not converge to zero. In this case the synchronization phenomenon becomes enriched because there is multistability. As a consequence, there appear multiple basins of attraction and special responses to external noise. It is shown, by means of a computer simulation of various nonlinear systems, that: (i) the decay to the generalized synchronization states is exponential, (ii) the basins of attraction are symmetric, usually complicated, frequently fractal, and robust under the changes in the parameters, and (iii) the effect of external noise is to weaken the synchronization, and in some cases to produce jumps between the various synchronization states available

Genetic algorithm for sequencing in midex model non-permutation flowshops using constrained buffers

Este trabajo presenta un Algoritmo Genético (GA) del problema de secuenciar unidades en una línea de producción. Se tiene en cuenta la posibilidad de cambiar la secuencia de piezas mediante estaciones con acceso a un almacén intermedio o centralizado. El acceso al almacén además está restringido, debido al tamaño de las piezas.AbstractThis paper presents a Genetic Algorithm (GA) for the problem of sequencing in a mixed model non-permutation flowshop. Resequencingis permitted where stations have access to intermittent or centralized resequencing buffers. The access to a buffer is restricted by the number of available buffer places and the physical size of the products.

Covariance Matrix Estimation and Mean-Variance Optimization in application to International Diversification

Tutkimus keskittyy kansainväliseen hajauttamiseen suomalaisen sijoittajan näkökulmasta. Tutkimuksen toinen tavoite on selvittää tehostavatko uudet kovarianssimatriisiestimaattorit minimivarianssiportfolion optimointiprosessia. Tavallisen otoskovarianssimatriisin lisäksi optimoinnissa käytetään kahta kutistusestimaattoria ja joustavaa monimuuttuja-GARCH(1,1)-mallia. Tutkimusaineisto koostuu Dow Jonesin toimialaindekseistä ja OMX-H:n portfolioindeksistä. Kansainvälinen hajautusstrategia on toteutettu käyttäen toimialalähestymistapaa ja portfoliota optimoidaan käyttäen kahtatoista komponenttia. Tutkimusaieisto kattaa vuodet 1996-2005 eli 120 kuukausittaista havaintoa. Muodostettujen portfolioiden suorituskykyä mitataan Sharpen indeksillä. Tutkimustulosten mukaan kansainvälisesti hajautettujen investointien ja kotimaisen portfolion riskikorjattujen tuottojen välillä ei ole tilastollisesti merkitsevää eroa. Myöskään uusien kovarianssimatriisiestimaattoreiden käytöstä ei synnytilastollisesti merkitsevää lisäarvoa verrattuna otoskovarianssimatrisiin perustuvaan portfolion optimointiin.

Modules d'endo-permutation

Dans la th´eorie des repr´esentations modulaires des groupes finis, les modules d?endo-permutation occupent une place importante. En e_et, c?est le r?ole jou´e par ces modules dans l?analyse de la structure de certains modules simples pour des groupes finis p-nilpotents, qui a amen´e E. Dade `a en introduire le concept, en 1978. Quelques ann´ees plus tard, L. Puig a d´emontr´e que la source de n?importe quel module simple pour un groupe fini p-r´esoluble quelconque est un module d?endo-permutation. Plus r´ecemment, on s?est rendu compte que ces modules interviennent aussi dans l?analyse locale des cat´egories d´eriv´ees et dans l?´etude des syst`emes de fusion. La situation que l?on consid`ere est la suivante. On se donne un nombre premier p, un p-groupe fini P, un corps alg´ebriquement clos k de caract´eristique p et on veut d´eterminer tous les kP-modules d?endo-permutation couverts ind´ecomposables de type fini, c?est-`a-dire tous les kP-modules ind´ecomposables de type fini, tels que leur alg`ebre d?endomorphismes est un kP-module de permutation ayant un facteur direct trivial. On d´efinit une relation d?´equivalence sur l?ensemble de ces kP-modules et le produit tensoriel des modules induit une structure de groupe ab´elien sur l?ensemble des classes d?´equivalence. On appelle ce groupe, le groupe de Dade de P. Ainsi, classifier les modules d?endo-permutation couverts revient `a d´eterminer le groupe de Dade de P. Le groupe de Dade d?un p-groupe fini arbitraire est encore inconnu, bien qu?E. Dade, en 1978, ´etait d´ej`a parvenu `a la classification dans le cas o`u P est ab´elien. La premi`ere partie de ce travail de th`ese est consacr´ee au probl`eme de la classification dans le cas g´en´eral et r´esoud la question dans le cas de deux familles de p-groupes finis, `a savoir celle des p-groupes m´etacycliques, pour un nombre premier p impair, et celle des 2-groupes extrasp´eciaux, de la forme D8 _ · · · _ D8. Ces deux choix ont ´et´e motiv´es par le fait que ces groupes sont "presque" ab´eliens. De plus, certains r´esultats sur la structure du groupe de Dade d?un p-groupe fini quelconque rendent le groupe de Dade des groupes de ces deux familles plus simple `a ´etudier. Dans un deuxi`eme temps, nous nous sommes int´eress´es `a deux occurrences de ces modules dans la th´eorie de la repr´esentation des groupes finis, c?est-`a-dire `a deux raisons qui motivent leur ´etude. Ainsi, nous avons r´ealis´e des modules d?endo-permutation comme sources de modules simples. En particulier, il s?av`ere que, dans le cas d?un nombre premier p impair, tout module d?endo-permutation ind´ecomposable dont la classe est un ´el´ement de torsion dans le groupe de Dade est la source d?un module simple. Finalement, nous avons d´etermin´e, parmi tous les modules d?endo-permutation connus actuellement, lesquels poss`edent une r´esolution de permutation endo-scind´ee. Nous sommes arriv´es `a la conclusion que les seuls modules d?endo-permutation qui n?ont pas de r´esolution de permutation endo-scind´ee sont les modules "exceptionnels" apparaissant pour un 2-groupe de quaternions g´en´eralis´es.<br/><br/>In modular representation theory, endo-permutation modules occupy an important position. Indeed, the role that these modules play, in the analysis of the structure of some particular simple modules for finite p-nilpotent groups, induced E. Dade, in 1978, to give them their current name. A few years later, L. Puig proved that the source of any simple module for any finite psolvable group is an endo-permutation module. More recently, the occurrence of endo-permutation modules has also been noticed in the local analysis of splendid equivalences between derived categories and in the study of fusion systems. We consider the following situation. Given a prime number p, a finite pgroup P and an algebraically closed field k of characteristic p, we are looking for all finitely generated indecomposable capped endo-permutation kP-modules. That is, all finitely generated indecomposable kP-modules such that their endomorphism algebra is a permutation kP-module having a trivial direct summand. Then, we define an equivalence relation on the set of all isomorphism classes of such modules, and it turns out that the tensor product (over k) induces a structure of abelian group on this set. We call this group the Dade group of P. Hence, classifying all indecomposable finitely generated capped endo-permutation kPmodules is equivalent to determining the Dade group of P. At present, the Dade group of an arbitrary finite p-group is still unknown. However, E. Dade computed the Dade group of all finite abelian p-groups, in 1978 already. The first part of this doctoral thesis is concerned with the problem of the classification in the general case and solve it in the case of two families of finite p-groups, namely the metacyclic p-groups, for an odd prime number p, and the extraspecial 2-groups of the shape D8 _· · ·_D8. These two choices have been motivated by the fact that these groups are not far from being abelian. Moreover, some general results concerning the Dade group of arbitrary finite p-groups suggest that the Dade group of the groups belonging to these two families is easier to study. In the second part of this thesis, we have been looking at two particular occurrences of these modules in representation theory of finite groups which motivate the interest of their classification. Thus, we realised endo-permutation modules as sources of simple modules. In particular, it turns out that, in case p is an odd prime, any indecomposable module whose class in the Dade group is a torsion element is the source of some simple module. Finally, we considered all the modules we know at present and determined which ones have an endo-split permutation resolution. We could then conclude that all but the "exceptionnal" modules occurring in the generalized quaternion case have an endo-split permutation resolution.<br/><br/>"Module d?endo-permutation" n?est pas le nom d?une maladie exotique contagieuse (du moins pas `a ma connaissance), comme vous pourriez peut-?etre l?imaginer si vous faites partie des personnes qui croient que le titre de docteur n?est destin´e qu?aux m´edecins. Dans ce cas, il se peut que le sujet dont il est question ici vous cause quelques naus´ees et r´eveille de douloureux souvenirs d?´ecole, car un module d?endo-permutation est un objet math´ematique, alg´ebrique, plus pr´ecis´ement. Ce concept a ´et´e introduit il y a un quart de si`ecle, de l?autre c?ot´e de l?Atlantique, et il s?est r´ev´el´e su_samment int´eressant pour qu?aujourd?hui il ait franchi bien des fronti`eres, celles de l?alg`ebre y compris. Mais de quoi s?agit-il ? Si vous entendez le terme "endo-permutation" probablement pour la premi`ere fois, ce n?est certainement pas le cas pour celui de "module". Cependant, sa d´efinition dans le pr´esent contexte ne co¨ýncide avec aucune de celles figurant dans les dictionnaires ordinaires. Les personnes qui ont d´ej`a entendu parler de Frobenius, Burnside, Schur, ou encore Brauer, pourront vous dire qu?un module est une repr´esentation. "De quoi ?" vous demanderezvous. "Un spectacle de marionnettes, peut-?etre ?" Bien s?ur que non ! Un module d?endo-permutation est une repr´esentation particuli`ere de certains groupes finis, o`u un groupe n?est pas un groupe de rock, comme vous pouvez vous en douter, mais d´esigne un objet math´ematique connu par tous les ´etudiants en sciences au terme de leur premi`ere ann´ee universitaire (en th´eorie, du moins). La "popularit´e" de la notion de groupe, fini ou non, est due au fait que les groupes sont fr´equemment utilis´es, aussi bien dans le domaine abstrait des math´ematiques, que dans le monde r´eel des physiciens, chimistes et autres biologistes (pour ne citer qu?eux). "Mais comment peut-on utiliser concr`etement ces objets invisibles ?" vous demanderez-vous alors. Et bien, justement, en les consid´erant par l?interm´ediaire de leurs repr´esentations, c?est-`a-dire en leur associant des matrices, de fa¸con plus ou moins naturelle. Or, comme il y a "beaucoup trop" de matrices pour un groupe donn´e, elles sont classifi´ees selon certaines de leurs propri´et´es, ce qui permet de les r´epertorier dans diverses familles (celle des modules d?endo-permutation, par exemple). Un groupe est ainsi rendu "concret", car les donn´ees matricielles sont manipulables par tous les scienti- fiques (et leurs ordinateurs), qui peuvent alors les utiliser dans leurs recherches, afin de contribuer au progr`es de la science. En toute franchise, c?est bien loin de ces soucis terre-`a-terre que ce travail de th`ese sur la classification des modules d?endo-permutation a ´et´e accompli. En fait, quitte `a choquer certaines ?ames sensibles, sa r´ealisation est surtout due au caract`ere ´epicure de son auteur, qui, avouons-le, en a ´et´e pleinement satisfait !

From symmetric glycerol derivatives to dissymmetric chlorohydrins

The anticipated worldwide increase in biodiesel production will result in an accumulation of glycerol for which there are insufficient conventional uses. The surplus of this by-product has increased rapidly during the last decade, prompting a search for new glycerol applications. We describe here the synthesis of dissymmetric chlorohydrin esters from symmetric 1,3-dichloro-2-propyl esters obtained from glycerol. We studied the influence of two solvents: 1,4-dioxane and 1-butanol and two bases: sodium carbonate and 1-butylimidazole, on the synthesis of dissymmetric chlorohydrin esters. In addition, we studied the influence of other bases (potassium and lithium carbonates) in the reaction using 1,4-dioxane as the solvent. The highest yield was obtained using 1,4-dioxane and sodium carbonate.