http://www.recercat.cat:80/handle/2072/1176 www.crm.es Sat, 18 May 2013 21:46:04 GMT 2013-05-18T21:46:04Z http://www.recercat.cat:80/bitstream/id/50162/ http://www.recercat.cat:80/handle/2072/1176 http://www.recercat.cat:80/handle/2072/205476 Statistical similarity between the compression of a porous material and earthquakes Baró, Jordi; Corral, Álvaro; Illa Vila, Xavier; Planes Vila, Antoni; Salje, Ekhard K. H.; Schranz, Wilfried; Soto-Parra, Daniel; Vives i Santa-Eulàlia, Eduard It has been long stated that there are profound analogies between fracture experiments and earthquakes; however, few works attempt a complete characterization of the parallelisms between these so separate phenomena. We study the Acoustic Emission events produced during the compression of Vycor (SiO&sub&2&/sub&). The Gutenberg-Richter law, the modified Omori's law, and the law of aftershock productivity hold for a minimum of 5 decades, are independent of the compression rate, and keep stationary for all the duration of the experiments. The waiting-time distribution fulfills a unified scaling law with a power-law exponent close to 2.45 for long times, which is explained in terms of the temporal variations of the activity rate. Thu, 01 Nov 2012 00:00:00 GMT http://www.recercat.cat:80/handle/2072/205476 2012-11-01T00:00:00Z http://www.recercat.cat:80/handle/2072/206198 Stochastic optimal bid to electricity markets with environmental risk constraints Cifuentes Rubiano, Julián There are many factors that influence the day-ahead market bidding strategies of a generation company (GenCo) in the current energy market framework. Environmental policy issues have become more and more important for fossil-fuelled power plants and they have to be considered in their management, giving rise to emission limitations. This work allows to investigate the influence of both the allowances and emission reduction plan, and the incorporation of the derivatives medium-term commitments in the optimal generation bidding strategy to the day-ahead electricity market. Two different technologies have been considered: the coal thermal units, high-emission technology, and the combined cycle gas turbine units, low-emission technology. The Iberian Electricity Market and the Spanish National Emissions and Allocation Plans are the framework to deal with the environmental issues in the day-ahead market bidding strategies. To address emission limitations, some of the standard risk management methodologies developed for financial markets, such as Value-at-Risk (VaR) and Conditional Value-at-Risk (CVaR), have been extended. This study offers to electricity generation utilities a mathematical model to determinate the individual optimal generation bid to the wholesale electricity market, for each one of their generation units that maximizes the long-run profits of the utility abiding by the Iberian Electricity Market rules, the environmental restrictions set by the EU Emission Trading Scheme, as well as the restrictions set by the Spanish National Emissions Reduction Plan. The economic implications for a GenCo of including the environmental restrictions of these National Plans are analyzed and the most remarkable results will be presented. Thu, 01 Nov 2012 00:00:00 GMT http://www.recercat.cat:80/handle/2072/206198 2012-11-01T00:00:00Z http://www.recercat.cat:80/handle/2072/206096 Equidistribution estimates for Fekete points on complex manifolds Lev, Nir; Ortega Cerdà, Joaquim We study the equidistribution of Fekete points in a compact complex manifold. These are extremal point configurations defined through sections of powers of a positive line bundle. Their equidistribution is a known result. The novelty of our approach is that we relate them to the problem of sampling and interpolation on line bundles, which allows us to estimate the equidistribution of the Fekete points quantitatively. In particular we estimate the Kantorovich-Wasserstein distance of the Fekete points to its limiting measure. The sampling and interpolation arrays on line bundles are a subject of independent interest, and we provide necessary density conditions through the classical approach of Landau, that in this context measures the local dimension of the space of sections of the line bundle. We obtain a complete geometric characterization of sampling and interpolation arrays in the case of compact manifolds of dimension one, and we prove that there are no arrays of both sampling and interpolation in the more general setting of semipositive line bundles. Thu, 01 Nov 2012 00:00:00 GMT http://www.recercat.cat:80/handle/2072/206096 2012-11-01T00:00:00Z http://www.recercat.cat:80/handle/2072/206095 Kuranishi type Moduli Spaces for proper CR submersions fibering over the circle Meersseman, Laurent Kuranishi's fundamental result (1962) associates to any compact complex manifold X&sub&0&/sub& a finite-dimensional analytic space which has to be thought of as a local moduli space of complex structures close to X&sub&0&/sub&. In this paper, we give an analogous statement for Levi-flat CR manifolds fibering properly over the circle by describing explicitely an infinite-dimensional Kuranishi type local moduli space of Levi-flat CR structures. We interpret this result in terms of Kodaira-Spencer deformation theory making clear the likenesses as well as the differences with the classical case. The article ends with applications and examples. Mon, 01 Oct 2012 00:00:00 GMT http://www.recercat.cat:80/handle/2072/206095 2012-10-01T00:00:00Z http://www.recercat.cat:80/handle/2072/206094 Normal forms, stability and splitting of invariant manifolds II. Finitely differentiable Hamiltonians Bounemoura, Abed This paper is a sequel to ``Normal forms, stability and splitting of invariant manifolds I. Gevrey Hamiltonians", in which we gave a new construction of resonant normal forms with an exponentially small remainder for near-integrable Gevrey Hamiltonians at a quasi-periodic frequency, using a method of periodic approximations. In this second part we focus on finitely differentiable Hamiltonians, and we derive normal forms with a polynomially small remainder. As applications, we obtain a polynomially large upper bound on the stability time for the evolution of the action variables and a polynomially small upper bound on the splitting of invariant manifolds for hyperbolic tori. Sat, 01 Dec 2012 00:00:00 GMT http://www.recercat.cat:80/handle/2072/206094 2012-12-01T00:00:00Z http://www.recercat.cat:80/handle/2072/206093 Normal forms, stability and splitting of invariant manifolds I. Gevrey Hamiltonians Bounemoura, Abed In this paper, we give a new construction of resonant normal forms with a small remainder for near-integrable Hamiltonians at a quasi-periodic frequency. The construction is based on the special case of a periodic frequency, a Diophantine result concerning the approximation of a vector by independent periodic vectors and a technique of composition of periodic averaging. It enables us to deal with non-analytic Hamiltonians, and in this first part we will focus on Gevrey Hamiltonians and derive normal forms with an exponentially small remainder. This extends a result which was known for analytic Hamiltonians, and only in the periodic case for Gevrey Hamiltonians. As applications, we obtain an exponentially large upper bound on the stability time for the evolution of the action variables and an exponentially small upper bound on the splitting of invariant manifolds for hyperbolic tori, generalizing corresponding results for analytic Hamiltonians. Sat, 01 Dec 2012 00:00:00 GMT http://www.recercat.cat:80/handle/2072/206093 2012-12-01T00:00:00Z http://www.recercat.cat:80/handle/2072/206092 Holomorphic maps between moduli spaces Aramayona, Javier; Souto, Juan A. We prove that every non-constant holomorphic map&em&M&/em&&sub&g,p&/sub&→ &em&M&/em&&sub& g',p'&/sub& between moduli spaces of Riemann surfaces is a forgetful map, provided that g ≥ 6 and g' ≤ 2g-2. Sat, 01 Dec 2012 00:00:00 GMT http://www.recercat.cat:80/handle/2072/206092 2012-12-01T00:00:00Z http://www.recercat.cat:80/handle/2072/206091 Rigidity phenomena in the mapping class group Aramayona, Javier; Souto, Juan A Sat, 01 Dec 2012 00:00:00 GMT http://www.recercat.cat:80/handle/2072/206091 2012-12-01T00:00:00Z http://www.recercat.cat:80/handle/2072/206090 Variétés CR polarisées et G-polarisées, partie I Meersseman, Laurent Polarized and G-polarized CR manifolds are smooth manifolds endowed with a double structure: a real foliation &em&F&/em& (given by the action of a Lie group G in the G-polarized case) and a transverse CR distribution. Polarized means that (E,J) is roughly speaking invariant by&em&F&/em&. Both structures are therefore linked up. The interplay between them gives to polarized CR-manifolds a very rich geometry. In this paper, we study the properties of polarized and G-polarized manifolds, putting special emphasis on their deformations. Sat, 01 Dec 2012 00:00:00 GMT http://www.recercat.cat:80/handle/2072/206090 2012-12-01T00:00:00Z http://www.recercat.cat:80/handle/2072/205953 Modelling the cardiovascular system for automatic interpretation of the blood pressure curve Myers, Timothy; Sáez de Tejada, Anna; McGuinness, Mark J.; Mitchell, Sarah L.; Ribas Ripoll, Vicent Jordi A four compartment model of the cardiovascular system is developed. To allow for easy interpretation and to minimise the number of parameters, an effort was made to keep the model as simple as possible. A sensitivity analysis is first carried out to determine which are the most important model parameters to characterise the blood pressure signal. A four stage process is then described which accurately determines all parameter values. This process is applied to data from three patients and good agreement is shown in all cases. Sat, 01 Dec 2012 00:00:00 GMT http://www.recercat.cat:80/handle/2072/205953 2012-12-01T00:00:00Z http://www.recercat.cat:80/handle/2072/205485 On concentrators and related approximation constants Bondarenko, Andriy; Prymak, A; Radchenko, Danylo Pippenger [Pi77] showed the existence of (6m,4m,3m,6)-concentrator for each positive integer m using a probabilistic method. We generalize his approach and prove existence of (6m,4m,3m,5.05)-concentrator (which is no longer regular, but has fewer edges). We apply this result to improve the constant of approximation of almost additive set functions by additive set functions from 44.5 (established by Kalton and Roberts in [KaRo83] to 39. We show a more direct connection of the latter problem to the Whitney type estimate for approximation of continuous functions on a cube in &b&R&/b&&sup&d&/sup& by linear functions, and improve the estimate of this Whitney constant from 802 (proved by Brudnyi and Kalton in [BrKa00] to 73. Sat, 01 Dec 2012 00:00:00 GMT http://www.recercat.cat:80/handle/2072/205485 2012-12-01T00:00:00Z http://www.recercat.cat:80/handle/2072/205484 One-dimensional solidification of supercooled melts Font Martínez, Francesc; Myers, T. G.; Mittchell, Sara L. In this paper a one-phase supercooled Stefan problem, with a nonlinear relation between the phase change temperature and front velocity, is analysed. The model with the standard linear approximation, valid for small supercooling, is first examined asymptotically. The nonlinear case is more difficult to analyse and only two simple asymptotic results are found. Then, we apply an accurate heat balance integral method to make further progress. Finally, we compare the results found against numerical solutions. The results show that for large supercooling the linear model may be highly inaccurate and even qualitatively incorrect. Similarly as the Stefan number β → 1&sup&+&/sup& the classic Neumann solution which exists down to β =1 is far from the linear and nonlinear supercooled solutions and can significantly overpredict the solidification rate. Tue, 04 Dec 2012 00:00:00 GMT http://www.recercat.cat:80/handle/2072/205484 2012-12-04T00:00:00Z http://www.recercat.cat:80/handle/2072/205482 Feuilletages par variétés complexes et problèmes d'uniformisation Meersseman, Laurent Ce texte est une introduction aux feuilletages par variétés complexes et aux problèmes d'uniformisation de tels feuilletages. Nous donnons en introduction une liste fondamentale de questions naturelles sur ces objets ainsi qu'un aperçcu des résultats connus. Thu, 01 Nov 2012 00:00:00 GMT http://www.recercat.cat:80/handle/2072/205482 2012-11-01T00:00:00Z http://www.recercat.cat:80/handle/2072/205479 Tenseness of Riemannian flows Nozawa, Hiraku; Royo Prieto, José Ignacio We show that any transversally complete Riemannian foliation &em&F&/em& of dimension one on any possibly non-compact manifold M is tense; namely, (M,&em&F&/em&) admits a Riemannian metric such that the mean curvature form of &em&F&/em& is basic. This is a partial generalization of a result of Domínguez, which says that any Riemannian foliation on any compact manifold is tense. Our proof is based on some results of Molino and Sergiescu, and it is simpler than the original proof by Domínguez. As an application, we generalize some well known results including Masa's characterization of tautness. Thu, 01 Nov 2012 00:00:00 GMT http://www.recercat.cat:80/handle/2072/205479 2012-11-01T00:00:00Z http://www.recercat.cat:80/handle/2072/204756 Folner sequences and finite operators Yakubovich, Dmitry V.; Lledó, Fernando,1967- This article analyzes Folner sequences of projections for bounded linear operators and their relationship to the class of finite operators introduced by Williams in the 70ies. We prove that each essentially hyponormal operator has a proper Folner sequence (i.e. a Folner sequence of projections strongly converging to 1). In particular, any quasinormal, any subnormal, any hyponormal and any essentially normal operator has a proper Folner sequence. Moreover, we show that an operator is finite if and only if it has a proper Folner sequence or if it has a non-trivial finite dimensional reducing subspace. We also analyze the structure of operators which have no Folner sequence and give examples of them. For this analysis we introduce the notion of strongly non-Folner operators, which are far from finite block reducible operators, in some uniform sense, and show that this class coincides with the class of non-finite operators. Mon, 01 Oct 2012 00:00:00 GMT http://www.recercat.cat:80/handle/2072/204756 2012-10-01T00:00:00Z http://www.recercat.cat:80/handle/2072/204699 Stability of cascade networks via fluid models Delgado de la Torre, Rosario; Morozov, Evsey Vegeu el resum a l'inici del document de l'arxiu adjunt Mon, 01 Oct 2012 00:00:00 GMT http://www.recercat.cat:80/handle/2072/204699 2012-10-01T00:00:00Z http://www.recercat.cat:80/handle/2072/204697 An energy preserving discontinouous Galerkin method for Vlasov-Poisson system Hajian, Soheil Vegeu el resum a l'inici del document de l'arxiu adjunt Thu, 01 Sep 2011 00:00:00 GMT http://www.recercat.cat:80/handle/2072/204697 2011-09-01T00:00:00Z http://www.recercat.cat:80/handle/2072/204696 Young Set Theory Workshop : Centre de Recerca Matemàtica, 14-18 April 2009 Young Set Theory Workshop (2009 : Bellaterra, Catalunya) Wed, 01 Feb 2012 00:00:00 GMT http://www.recercat.cat:80/handle/2072/204696 2012-02-01T00:00:00Z http://www.recercat.cat:80/handle/2072/204381 Semi-analytical implementation for the name concentration measurement in a credit portfolio Álvarez Jordan, Sandra Fri, 01 Jun 2012 00:00:00 GMT http://www.recercat.cat:80/handle/2072/204381 2012-06-01T00:00:00Z http://www.recercat.cat:80/handle/2072/204380 Grups d'Estudi de Matemàtica i Tecnologia : Barcelona, July 2010 Grups d'Estudi de Matemàtica i Tecnologia (2010 : Barcelona, Catalunya) Thu, 01 Mar 2012 00:00:00 GMT http://www.recercat.cat:80/handle/2072/204380 2012-03-01T00:00:00Z http://www.recercat.cat:80/handle/2072/204379 Schwarz methods for a preconditioned WOPSIP method for elliptic problems Antonietti, Paola F.; Ayuso, B.; Brenner, Susanne C.; Sung, Li-Yeng We construct and analyze non-overlapping Schwarz methods for a preconditioned weakly over-penalized symmetric interior penalty (WOPSIP) method for elliptic problems. Sat, 01 Jan 2011 00:00:00 GMT http://www.recercat.cat:80/handle/2072/204379 2011-01-01T00:00:00Z http://www.recercat.cat:80/handle/2072/203891 Clustering algorithms for anti-money laundering using graph theory and social network analysis Awasthi, Abhishek HEMOLIA (a project under European community’s 7th framework programme) is a new generation Anti-Money Laundering (AML) intelligent multi-agent alert and investigation system which in addition to the traditional financial data makes extensive use of modern society’s huge telecom data source, thereby opening up a new dimension of capabilities to all Money Laundering fighters (FIUs, LEAs) and Financial Institutes (Banks, Insurance Companies, etc.). This Master-Thesis project is done at AIA, one of the partners for the HEMOLIA project in Barcelona. The objective of this thesis is to find the clusters in a network drawn by using the financial data. An extensive literature survey has been carried out and several standard algorithms related to networks have been studied and implemented. The clustering problem is a NP-hard problem and several algorithms like K-Means and Hierarchical clustering are being implemented for studying several problems relating to sociology, evolution, anthropology etc. However, these algorithms have certain drawbacks which make them very difficult to implement. The thesis suggests (a) a possible improvement to the K-Means algorithm, (b) a novel approach to the clustering problem using the Genetic Algorithms and (c) a new algorithm for finding the cluster of a node using the Genetic Algorithm. Fri, 01 Jan 2010 00:00:00 GMT http://www.recercat.cat:80/handle/2072/203891 2010-01-01T00:00:00Z http://www.recercat.cat:80/handle/2072/203890 Modelling of non-linear viscoelastic tissues with bar elements Asadipour, Nina In this work we develop a viscoelastic bar element that can handle multiple rheo- logical laws with non-linear elastic and non-linear viscous material models. The bar element is built by joining in series an elastic and viscous bar, constraining the middle node position to the bar axis with a reduction method, and stati- cally condensing the internal degrees of freedom. We apply the methodology to the modelling of reversible softening with sti ness recovery both in 2D and 3D, a phenomenology also experimentally observed during stretching cycles on epithelial lung cell monolayers. Sun, 01 Apr 2012 00:00:00 GMT http://www.recercat.cat:80/handle/2072/203890 2012-04-01T00:00:00Z http://www.recercat.cat:80/handle/2072/203888 Disipación y energía de los ciclones tropicales: ajustes y test de bondad de ajuste Planes, Oliver Sat, 01 Sep 2012 00:00:00 GMT http://www.recercat.cat:80/handle/2072/203888 2012-09-01T00:00:00Z http://www.recercat.cat:80/handle/2072/203881 Bayesian network studies for splicing regulatory elements Kedzierska, Anna Magdalena Tue, 01 Jan 2008 00:00:00 GMT http://www.recercat.cat:80/handle/2072/203881 2008-01-01T00:00:00Z http://www.recercat.cat:80/handle/2072/203880 Probability distribution of the radionuclide half-lives Font Martínez, Francesc Power law distributions, a well-known model in the theory of real random variables, characterize a wide variety of natural and man made phenomena. The intensity of earthquakes, the word frequencies, the solar ares and the sizes of power outages are distributed according to a power law distribution. Recently, given the usage of power laws in the scientific community, several articles have been published criticizing the statistical methods used to estimate the power law behaviour and establishing new techniques to their estimation with proven reliability. The main object of the present study is to go in deep understanding of this kind of distribution and its analysis, and introduce the half-lives of the radioactive isotopes as a new candidate in the nature following a power law distribution, as well as a \canonical laboratory" to test statistical methods appropriate for long-tailed distributions. Fri, 01 Jan 2010 00:00:00 GMT http://www.recercat.cat:80/handle/2072/203880 2010-01-01T00:00:00Z http://www.recercat.cat:80/handle/2072/203879 Mathematical modeling and analysis of the interaction of populations of bacteria and bacteriophages within chicken intestine Zafar, Sundus Vegeu el resum a l'inici del document de l'arxiu adjunt Tue, 01 Sep 2009 00:00:00 GMT http://www.recercat.cat:80/handle/2072/203879 2009-09-01T00:00:00Z http://www.recercat.cat:80/handle/2072/203878 Study and implementation of some quantitative trading models Sánchez López, Emiliano Quantitative or algorithmic trading is the automatization of investments decisions obeying a fixed or dynamic sets of rules to determine trading orders. It has increasingly made its way up to 70% of the trading volume of one of the biggest financial markets such as the New York Stock Exchange (NYSE). However, there is not a signi cant amount of academic literature devoted to it due to the private nature of investment banks and hedge funds. This projects aims to review the literature and discuss the models available in a subject that publications are scarce and infrequently. We review the basic and fundamental mathematical concepts needed for modeling financial markets such as: stochastic processes, stochastic integration and basic models for prices and spreads dynamics necessary for building quantitative strategies. We also contrast these models with real market data with minutely sampling frequency from the Dow Jones Industrial Average (DJIA). Quantitative strategies try to exploit two types of behavior: trend following or mean reversion. The former is grouped in the so-called technical models and the later in the so-called pairs trading. Technical models have been discarded by financial theoreticians but we show that they can be properly cast into a well defined scientific predictor if the signal generated by them pass the test of being a Markov time. That is, we can tell if the signal has occurred or not by examining the information up to the current time; or more technically, if the event is F_t-measurable. On the other hand the concept of pairs trading or market neutral strategy is fairly simple. However it can be cast in a variety of mathematical models ranging from a method based on a simple euclidean distance, in a co-integration framework or involving stochastic differential equations such as the well-known Ornstein-Uhlenbeck mean reversal ODE and its variations. A model for forecasting any economic or financial magnitude could be properly defined with scientific rigor but it could also lack of any economical value and be considered useless from a practical point of view. This is why this project could not be complete without a backtesting of the mentioned strategies. Conducting a useful and realistic backtesting is by no means a trivial exercise since the \laws" that govern financial markets are constantly evolving in time. This is the reason because we make emphasis in the calibration process of the strategies' parameters to adapt the given market conditions. We find out that the parameters from technical models are more volatile than their counterpart form market neutral strategies and calibration must be done in a high-frequency sampling manner to constantly track the currently market situation. As a whole, the goal of this project is to provide an overview of a quantitative approach to investment reviewing basic strategies and illustrating them by means of a back-testing with real financial market data. The sources of the data used in this project are Bloomberg for intraday time series and Yahoo! for daily prices. All numeric computations and graphics used and shown in this project were implemented in MATLAB^R scratch from scratch as a part of this thesis. No other mathematical or statistical software was used. Wed, 01 Jun 2011 00:00:00 GMT http://www.recercat.cat:80/handle/2072/203878 2011-06-01T00:00:00Z http://www.recercat.cat:80/handle/2072/203825 Grups d'Estudi de Matemàtica i Tecnologia : Barcelona, July 2009 Grups d'Estudi de Matemàtica i Tecnologia (2009 : Barcelona, Catalunya) Fri, 01 Jan 2010 00:00:00 GMT http://www.recercat.cat:80/handle/2072/203825 2010-01-01T00:00:00Z http://www.recercat.cat:80/handle/2072/203824 Parametrization of spectral surfaces of a class of periodic 5-diagonal matrices Moale, Ionela; Yuditskii, Peter The main result of this work is a parametric description of the spectral surfaces of a class of periodic 5-diagonal matrices, related to the strong moment problem. This class is a self-adjoint twin of the class of CMV matrices. Jointly they form the simplest possible classes of 5-diagonal matrices. Sat, 01 Jan 2011 00:00:00 GMT http://www.recercat.cat:80/handle/2072/203824 2011-01-01T00:00:00Z