Power-of-two sampling in redundancy systems: The impact of assignment constraints

A classical sampling strategy for load balancing policies is power-of-two, where any server pair is sampled with equal probability. This does not cover practical settings with assignment constraints which force non-uniform sampling. While intuition suggests that non-uniform sampling adversely impacts performance, this was only supported through simulations, and rigorous statements have remained elusive. Building on product-form distributions for redundancy systems, we prove the stochastic dominance of uniform sampling for a four-server system as well as arbitrary-size systems in light traffic.     

Relaxation dynamics in a stochastic bosonic Josephson junction

We consider a bosonic Josephson junction in the Bose-Hubbard two-mode approximation where some of the parameters are corrupted by physically meaningful noise processes and study the corresponding relaxation dynamics towards its equilibrium state. We show with numerical simulations that this model can essentially capture all the important features observed in a recent experiment regarding the relaxation dynamics in one-dimensional bosonic Josephson junctions, namely the damped oscillations of the population imbalance and the relative phase, as well as the large final coherence factor. We expect that this work will further motivate research about the origin of relaxation mechanism in these systems.     

Analyzing the coexistence of DSRC and Wi-Fi networks using the Poisson line Cox process

Vehicular networks can aid in traffic monitoring, autonomous driving, and car accidents prevention. Yet, the deployment of these networks has been delayed due to the limited spectrum, especially for the case of unlicensed operations. To handle this issue, the Federal Communications Commission (FCC) proposed to permit Wi-Fi devices to operate in the 5.9 GHz band allocated to the intelligent transportation system (ITS). In a recent work, we analyzed the impact of the coexistence of dedicated short range communications (DSRC) and Wi-Fi on future DSRC network deployments by developing a stochastic geometry analytical model that considers a dynamic medium access probability (MAP) of DSRC nodes which uses carrier sense multiple access with collision avoidance (CSMA/CA). This previous work was based on the standard 2D homogeneous Poisson Point Process (PPP) model. In this work, we model the roads using the more applicable but more complex Poisson line process (PLP) Cox point process. We generate performance metrics represented through coverage probability and area system throughput, and we compare these results to our earlier work. The importance of this work is two-fold. First, it allows a further understanding of the impact of DSRC-Wi-Fi coexistence on future DSRC network deployments, and second, it highlights the effectiveness of the PLP in modeling the distribution of vehicles in an area by producing more accurate performance results.     

Free boundary problem for a fully nonlinear and degenerate parabolic equation in an angular domain

This paper concerns with the problem of how to running an insurance company to maximize his total discounted expected dividends. In our model, the dividend rate is limited in $[0,M]$ and the company is allowed to transfer any proportion of risk by reinsuring. So there are two strategies which we call dividend strategy and reinsurance strategy. The objective function and the corresponding optimal two strategies are the solution and the two free boundaries of the following Barenblatt parabolic equation

$v_t?\underset{0\le a\le 1}{\max }?(\frac{1}{2}{a}^2{\sigma }^2{v}_{xx}+a\mu v_x)+cv?\underset{0\le l\le M}{\max }?[(1?v_x)l]=0$

under certain boundary conditions on an angular domain

$Q_T=\{(x,t)|0<x<Mt,0<t\le T\}.$

The main effort is to analyze the properties of the solution and the free boundaries to show the optimal decision for the insurance company.     

Arbitrage‐free call option surface construction using regression splines

In this work, we suggest a novel quadratic programming‐based algorithm to generate an arbitrage‐free call option surface. The empirical performance of the proposed method is evaluated using S&P 500 Index call options. Our results indicate that the proposed method provides a more precise fit to observed option prices than other alternative methodologies. Copyright © 2014 John Wiley & Sons, Ltd.     

Optimal harvesting policy of a stochastic predator–prey model with time delay

This paper concerns the optimal harvesting of a stochastic delay predator–prey model. Sufficient and necessary conditions for the existence of an optimal control are established. The optimal harvesting effort and the maximum value of the cost function are obtained as well. Some numerical tests are given to illustrate the main results.     

Structural response of stiffened plates in similitude under a turbulent boundary layer excitation

In structural dynamics, similitude laws usually deal with simple configurations as thin flat plates with point forces. Only recently, few papers have analyzed stiffened shells or stochastic pressure loads.This research activity extends the applicability of some similitude laws, developed for thin flat plates under a turbulent boundary layer load, to ribbed plates forced by the same wall pressure fluctuations.The work addresses the problem of designing a scaled experimental test-article and, successively, of re-modulating the measured data in order to get the structural response of an original (unscaled) configuration.Due to the complexity of the structural domain, the design of a scaled configuration leads to a distorted similitude. Then, a simple approach, to circumvent the distortion effects, is proposed.     

Disentangling stochastic signals superposed on short localized oscillations

We introduce a procedure for separating periodic oscillations superposed on a stochastic signal. The procedure combines empirical mode decomposition (EMD) of a signal with tools of data analysis based on stochastic differential equations, namely nonlinear Langevin equations. Taking the set of modes retrieved from the EMD of the signal, our procedure is able to separate them into two groups, one composing the periodic signal and another composing the stochastic signal. The framework is robust for a broad family of localized oscillations, in the range of large frequencies. In particular, we show that, in this context, the EMD method outperforms a low-pass filter and is robust for a wide interval of different frequency ranges and amplitudes of the periodic oscillation, as well as for a broad family of different non-linear Langevin processes.