Signed graphs for portfolio analysis in risk management

We introduce the notion of structural balance for signed graphsin the context of portfolio analysis. A portfolio of securitiescan be represented as a signed graph with the nodes denotingthe securities and the edges representing the correlation betweenthe securities. With signed graphs, the characteristics of aportfolio from a risk management perspective can be uncoveredfor analysis purposes. It is shown that a portfolio characterizedby a signed graph of positive and negative edges that is structurallybalanced is characteristically more predictable. Investors whoundertake a portfolio position with all positively correlatedsecurities do so with the intention to speculate on the upside(or downside). If the portfolio consists of negative edges andis balanced, then it is likely that the position has a hedgingdisposition within it. On the other hand, an unbalanced signedgraph is representative of an investment portfolio which ischaracteristically unpredictable.     

Localization effects and measure source terms in numerical schemes for balance laws

This paper investigates the behavior of numerical schemes for nonlinear conservation laws with source terms. We concentrate on two significant examples: relaxation approximations and genuinely nonhomogeneous scalar laws. The main tool in our analysis is the extensive use of weak limits and nonconservative products which allow us to describe accurately the operations achieved in practice when using Riemann-based numerical schemes. Some illustrative and relevant computational results are provided.

     

Scale Invariance Properties in the Simulated Annealing Algorithm

The Boltzmann distribution used in the steady-state analysis of the simulated annealing algorithm gives rise to several scale invariant properties. Scale invariance is first presented in the context of parallel independent processors and then extended to an abstract form based on lumping states together to form new aggregate states. These lumped or aggregate states possess all of the mathematical characteristics, forms and relationships of states (solutions) in the original problem in both first and second moments. These scale invariance properties therefore permit new ways of relating objective function values, conditional expectation values, stationary probabilities, rates of change of stationary probabilities and conditional variances. Such properties therefore provide potential applications in analysis, statistical inference and optimization. Directions for future research that take advantage of scale invariance are also discussed.     

Up to isometries,a deformation is a continuous function of its metric tensorAux isométries près,une déformation est une fonction continue de son tenseur métrique

If the Riemann–Christoffel tensor associated with a field of class $\text{C}{}^2$ of positive definite symmetric matrices of order three vanishes in a connected and simply connected open subset $\text{Ω?}\text{R}{}^3$, then this field is the metric tensor field associated with a deformation of class $\text{C}{}^3$ of the set $\text{Ω}$, uniquely determined up to isometries of $\text{R}{}^3$. We establish here that the mapping defined in this fashion is continuous, for ad hoc metrizable topologies. To cite this article: P.G. Ciarlet, F. Laurent, C. R. Acad. Sci. Paris, Ser. I 335 (2002) 489–493.     

The study and applications of photochemical-dynamical gravity wave model II

A nonlinear, compressible, non-isothermal gravity wave model that involves photochemistry is used to study the effects of gravity wave on atmospheric chemical species distributions in this paper. The changes in the distributions of oxygen compound and hydrogen compound density induced by gravity wave propagation are simulated. The results indicate that when a gravity wave propagates through a mesopause region, even if it does not break, it can influence the background distributions of chemical species. The effect of gravity wave on chemical species at night is larger than in daytime.     

Interface-related effects on confined excitons in GaAs/AlxGa1−xAs single quantum wells

Confined excitons in non-abrupt GaAs/Al_xGa_1−xAs single quantum wells are studied. The graded interfaces are described taking into account fluctuations in their thickness a and positioning with respect to the abrupt interface picture. Numerical results for confined (0,0),(1,1) and (0,2) excitons in GaAs/Al_0.3Ga_0.7As quantum wells show that while the interfacial fluctuations produce small changes (<0.5 meV) in the exciton binding energies, the confined exciton energies can be red- or blue-shifted as much as 25 meV for wells with mean width of 50 Å and 2 ML wide interfaces.     

Frequency dependence of ionic conductivity and dielectric relaxation studies in Na3H(SO4)2 single crystal

Electrical impedance measurements of Na₃H(SO₄)₂ were performed as a function of both temperature and frequency. The electrical conductivity and dielectric relaxation have been evaluated. The temperature dependence of electrical conductivity reveals that the sample crystals transformed to the fast ionic state in the high temperature phase. The dynamical disordering of hydrogen and sodium atoms and the orientation of SO₄ tetrahedra results in fast ionic conductivity. In addition to the proton conduction, the possibility of a Na⁺ contribution to the conductivity in the high temperature phase is proposed. The frequency dependence of AC conductivity is proportional to ω^s. The value of the exponent, s, lies between 0.85 and 0.46 in the room temperature phase, whereas it remains almost constant, 0.6, in the high-temperature phase. The dielectric dispersion is examined using the modulus formalism. An Arrhenius-type behavior is observed when the crystal undergoes the structural phase transition.     

ON THE ROLES OF COMPLEMENTARY AND ADMISSIBLE BOUNDARY CONSTRAINTS IN FOURIER SOLUTIONS TO THE BOUNDARY VALUE PROBLEMS OF COMPLETELY COUPLED r TH ORDER PDES

A heretofore unavailable double Fourier series based approach, for obtaining non-separable solution to a system of completely coupled linear r th order partial differential equations with constant coefficients and subjected to general (completely coupled) boundary conditions, has been presented. The method has been successfully implemented to solve a class of hitherto unsolved boundary-value problems, pertaining to free and forced vibrations of arbitrarily laminated anisotropic doubly curved thin panels of rectangular planform, with arbitrarily prescribed (both symmetric and asymmetric with respect to the panel centerlines) admissible boundary conditions and subjected to general transverse loading.Existing solutions such as those due to Navier or Levy are based on the well-known method of separation of variables. Such solutions represent particular solutions whenever the method of separation of variables work, and when these particular solution functions fortuitously satisfy the boundary conditions. For derivation of the complementary solution, the complementary boundary constraints are introduced through boundary discontinuities of some of the particular solution functions and their partial derivatives. Such discontinuities form sets of measure zero.Various cases of lamination, geometry and dynamic response (forced and free vibrations) of a class of thin anisotropic laminated shells (curved panels) have been shown to follow from the above. Six sets of boundary conditions are used to illustrate the present method for the derivation of complementary solutions. Navier-type solutions whenever available form special cases of the present general solution.