Gain–loss asymmetry for emerging stock markets

Stock indexes for some European emerging markets are analyzed using an investment-horizon approach. Austrian ATX index and Dow Jones have been studied and compared with several emerging European markets. The optimal investment horizons are plotted as a function of an absolute return value. Gain–loss asymmetry, originally found for American DJIA index, is observed for all analyzed data. It is shown, that this asymmetry has different character for emerging and for established markets. For established markets, gain curve lies typically above loss curve, whereas in the case of emerging markets the situation is just the opposite. We propose a measure quantifying the gain–loss asymmetry that clearly exhibits a difference between emerging and established markets.     

Efficient inverse radiation analysis in a cylindrical geometry using a combined method of hybrid genetic algorithm and finite-difference Newton method

An inverse radiation problem was considered to estimate boundary conditions such as temperature distribution and emissivity in axisymmetric absorbing, emitting, and scattering medium, given the measured incident radiative heat fluxes. The finite-volume method was employed to solve a direct radiative transfer equation for a two-dimensional axisymmetric geometry. Various parameter estimators, such as conjugate-gradient method, hybrid genetic algorithm, and finite-difference Newton method, were employed to solve the inverse problems, while discussing their performances in terms of estimation accuracy and computational efficiency. Based on this, we proposed, as a best inverse analysis tool, a new combined method that adopted the hybrid genetic algorithm as an initial value selector and used the finite-difference Newton method as a parameter estimator.     

On an inverse problem for acoustic and seismic waves

Two basic inverse problems for determining the constitutive relation in an attenuating medium from given absorption behavior of plane waves in the medium are dealt with in the frequency domain by methods of complex analysis. In particular the case of a prescribed constant internal friction function over the seismic frequencies is considered in detail.     

Inverse chaos synchronization between bidirectionally coupled variable multiple time delay systems

We make first report on inverse chaos synchronization between bidirectionally non-linearly and linearly coupled variable multiple time delay laser systems governed by the Ikeda model. The results are of certain importance in secure chaos-based communication systems.     

Reparametrization of models of non-stationary chemical kinetics as a method of investigation of the inverse problem

A new approach to solve the inverse problem of the non-stationary chemical kinetics by a reparametrization of the initial model is suggested. This approach permits to obtain all solutions of IP in the case of a finite number or some parametric functions in the case of the infinite number of solutions.     

BIOLUMINESCENCE TOMOGRAPHY： BIOMEDICAL BACKGROUND,MATHEMATICAL THEORY,AND NUMERICAL APPROXIMATION

Over the last couple of years molecular imaging has been rapidly developed to study physiological and pathological processes in vivo at the cellular and molecular levels. Among molecular imaging modalities, optical imaging stands out for its unique advantages, especially performance and cost-effectiveness. Bioluminescence tomography （BLT） is an emerging optical imaging mode with promising biomedical advantages. In this survey paper, we explain the biomedical significance of BLT, summarize theoretical results on the analysis and numerical solution of a diffusion based BLT model, and comment on a few extensions for the study of BLT.     

Une méthode inverse d'ordre un pour les problèmes de complétion de données

An iterative resolution method for inverse Cauchy problems is presented. The successive iterations satisfy the equilibrium equations exactly. Numerical simulations prove the accuracy of the method and its ability to solve Cauchy problems when the domain boundary is not regular. To cite this article: A. Cimetière et al., C. R. Mecanique 333 (2005).     

Earth surface effects on active faults: An eigenvalue asymptotic analysis

We study in this paper an eigenvalue problem (of Steklov type), modeling slow slip events (such as silent earthquakes, or earthquake nucleation phases) occurring on geological faults. We focus here on a half space formulation with traction free boundary condition: this simulates the earth surface where displacements take place and can be picked up by GPS measurements. We construct an appropriate functional framework attached to a formulation suitable for the half space setting. We perform an asymptotic analysis of the solution with respect to the depth of the fault. Starting from an integral representation for the displacement field, we prove that the differences between the eigenvalues and eigenfunctions attached to the half space problem and those attached to the free space problem, is of the order of d^-2, where d is a depth parameter: intuitively, this was expected as this is also the order of decay of the derivative of the Green's function for our problem. We actually prove faster decay in case of symmetric faults. For all faults, we rigorously obtain a very useful asymptotic formula for the surface displacement, whose dominant part involves a so called seismic moment. We also provide results pertaining to the analysis of the multiplicity of the first eigenvalue in the line segment fault case. Finally we explain how we derived our numerical method for solving for dislocations on faults in the half plane. It involves integral equations combining regular and Hadamard's hypersingular integration kernels.