High frequency waves and the maximal smoothing effect for nonlinear scalar conservation laws

The article first studies the propagation of well prepared high frequency waves with small amplitude \eps near constant solutions for entropy solutions of multidimensional nonlinear scalar conservation laws. Second, such oscillating solutions are used to highlight a conjecture of Lions, Perthame, Tadmor, (1994), about the maximal regularizing effect for nonlinear conservation laws. For this purpose, a new definition of nonlinear flux is stated and compared to classical definitions. Then it is proved that the smoothness expected in Sobolev spaces cannot be exceeded.Comment: 28 p

On the Derivative Imbalance and Ambiguity of Functions

In 2007, Carlet and Ding introduced two parameters, denoted by $Nb_F$ and $NB_F$, quantifying respectively the balancedness of general functions $F$ between finite Abelian groups and the (global) balancedness of their derivatives $D_a F(x)=F(x+a)-F(x)$, $a\in G\setminus\{0\}$ (providing an indicator of the nonlinearity of the functions). These authors studied the properties and cryptographic significance of these two measures. They provided for S-boxes inequalities relating the nonlinearity $\mathcal{NL}(F)$ to $NB_F$, and obtained in particular an upper bound on the nonlinearity which unifies Sidelnikov-Chabaud-Vaudenay's bound and the covering radius bound. At the Workshop WCC 2009 and in its postproceedings in 2011, a further study of these parameters was made; in particular, the first parameter was applied to the functions $F+L$ where $L$ is affine, providing more nonlinearity parameters. In 2010, motivated by the study of Costas arrays, two parameters called ambiguity and deficiency were introduced by Panario \emph{et al.} for permutations over finite Abelian groups to measure the injectivity and surjectivity of the derivatives respectively. These authors also studied some fundamental properties and cryptographic significance of these two measures. Further studies followed without that the second pair of parameters be compared to the first one. In the present paper, we observe that ambiguity is the same parameter as $NB_F$, up to additive and multiplicative constants (i.e. up to rescaling). We make the necessary work of comparison and unification of the results on $NB_F$, respectively on ambiguity, which have been obtained in the five papers devoted to these parameters. We generalize some known results to any Abelian groups and we more importantly derive many new results on these parameters

Mean reversion in stock index futures markets: a nonlinear analysis

Several stylized theoretical models of futures basis behavior under nonzero transactions costs predict nonlinear mean reversion of the futures basis towards its equilibrium value. Nonlinearly mean-reverting models are employed to characterize the basis of the SandP 500 and the FTSE 100 indices over the post-1987 crash period, capturing empirically these theoretical predictions and examining the view that the degree of mean reversion in the basis is a function of the size of the deviation from equilibrium. The estimated half lives of basis shocks, obtained using Monte Carlo integration methods, suggest that for smaller shocks to the basis level the basis displays substantial persistence, while for larger shocks the basis exhibits highly nonlinear mean reversion towards its equilibrium value. © 2002 Wiley Periodicals, Inc

Stationary solutions of the one-dimensional nonlinear Schroedinger equation: II. Case of attractive nonlinearity

All stationary solutions to the one-dimensional nonlinear Schroedinger equation under box or periodic boundary conditions are presented in analytic form for the case of attractive nonlinearity. A companion paper has treated the repulsive case. Our solutions take the form of bounded, quantized, stationary trains of bright solitons. Among them are two uniquely nonlinear classes of nodeless solutions, whose properties and physical meaning are discussed in detail. The full set of symmetry-breaking stationary states are described by the $C_{n}$ character tables from the theory of point groups. We make experimental predictions for the Bose-Einstein condensate and show that, though these are the analog of some of the simplest problems in linear quantum mechanics, nonlinearity introduces new and surprising phenomena.Comment: 11 pages, 9 figures -- revised versio

Stationary solutions of the one-dimensional nonlinear Schroedinger equation: I. Case of repulsive nonlinearity

All stationary solutions to the one-dimensional nonlinear Schroedinger equation under box and periodic boundary conditions are presented in analytic form. We consider the case of repulsive nonlinearity; in a companion paper we treat the attractive case. Our solutions take the form of stationary trains of dark or grey density-notch solitons. Real stationary states are in one-to-one correspondence with those of the linear Schr\"odinger equation. Complex stationary states are uniquely nonlinear, nodeless, and symmetry-breaking. Our solutions apply to many physical contexts, including the Bose-Einstein condensate and optical pulses in fibers.Comment: 11 pages, 7 figures -- revised versio

Global analysis of piecewise linear systems using impact maps and surface Lyapunov functions

This paper presents an entirely new constructive global analysis methodology for a class of hybrid systems known as piecewise linear systems (PLS). This methodology infers global properties of PLS solely by studying the behavior at switching surfaces associated with PLS. The main idea is to analyze impact maps, i.e., maps from one switching surface to the next switching surface. Such maps are known to be "unfriendly" maps in the sense that they are highly nonlinear, multivalued, and not continuous. We found, however, that an impact map induced by an linear time-invariant flow between two switching surfaces can be represented as a linear transformation analytically parametrized by a scalar function of the state. This representation of impact maps allows the search for surface Lyapunov functions (SuLF) to be done by simply solving a semidefinite program, allowing global asymptotic stability, robustness, and performance of limit cycles and equilibrium points of PLS to be efficiently checked. This new analysis methodology has been applied to relay feedback, on/off and saturation systems, where it has shown to be very successful in globally analyzing a large number of examples. In fact, it is still an open problem whether there exists an example with a globally stable limit cycle or equilibrium point that cannot be successfully analyzed with this new methodology. Examples analyzed include systems of relative degree larger than one and of high dimension, for which no other analysis methodology could be applied. This success in globally analyzing certain classes of PLS has shown the power of this new methodology, and suggests its potential toward the analysis of larger and more complex PLS