Data assimilation in price formation

We consider the problem of estimating the density of buyers and vendors in a nonlinear parabolic price formation model using measurements of the price and the transaction rate. Our approach is based on a work by Puel (Puel J-P 2002 C. R. Acad. Sci., Paris 335 (2) 161–166), and results in an optimal control problem. We analyze this problems and provide stability estimates for the controls as well as the unknown density in the presence of measurement errors. Our analytic findings are supported with numerical experiments

Black-hole binaries: life begins at 40 keV

In the study of black-hole transients, an important problem that still needs to be answered is how the high-energy part of the spectrum evolves from the low-hard to the high-soft state, given that they have very different properties. Recent results obtained with RXTE and INTEGRAL have given inconsistent results. With RXTE, we have found that the high-energy cutoff in GX 339-4 during the transition first decreases (during the low-hard state), then increases again across the Hard-Intermediate state, to become unmeasurable in the soft states (possibly because of statistical limitations). We show Simbol-X will be able to determine the spectral shape with superb accuracy. As the high-energy part of the spectrum is relatively less known than the one below 20 keV, Simbol-X will provide important results that will help out understanding of the extreme physical conditions in the vicinity of a stellar-mass black hole.Comment: Proc. "Simbol-X: Focusing on the Hard X-Ray Universe", Paris, 2-5 Dec. 2008, ed. J. Rodriguez and P. Ferrando; 4 pages, 3 figure

Numerical Evaluation of the Accuracy and Stability Properties of High-order Direct Stokes Solvers with or without Temporal Splitting

The temporal stability and effective order of two different direct high-order Stokes solvers are examined. Both solvers start from the primitive variables formulation of the Stokes problem, but are distinct by the numerical uncoupling they apply on the Stokes operator. One of these solvers introduces an intermediate divergence free velocity for performing a temporal splitting (J. Comput. Phys. [1991] 97, 414-443) while the other treats the whole Stokes problem through the evaluation of a divergence free acceleration field (C.R. Acad. Sci. Paris [1994] 319 Serie I, 1455-1461; SIAM J. Scient. Comput. [2000] 22(4), 1386-1410). The second uncoupling is known to be consistent with the harmonicity of the pressure field (SIAM J. Scient. Comput. [2000] 22(4), 1386-1410). Both solvers proceed by two steps, a pressure evaluation based on an extrapolated in time (of theoretical order Je) Neumann condition, and a time implicit (of theoretical order Ji) diffusion step for the final velocity. These solvers are implemented with a Chebyshev mono-domain and a Legendre spectral element collocation schemes. The numerical stability of these four options is investigated for the sixteen combinations of (Je,Ji), 1 ≤ Je, Ji ≤

An ant colony optimization inspired algorithm for the set packing problem with application to railway infrastructure

http://www.emse.fr/~delorme/Papiers/MIC05/MIC05_resume.pdfInternational audienceThe paper concerns an Ant Colony Optimisation (ACO) procedure as approximation method for the railway infrastructure capacity (RIC) problem. Railway infrastructure managers now have to deal with operators' requests for increased capacity. Planning the construction or reconstruction of infrastructures must be done very carefully due to the huge required invest- ments and the long term implications. Usually, assessing the capacity of one component of a rail system is done by measuring the maximum number of trains that can be operated on this component within a certain time period. In our work, we deal with two real situations. The first is Pierrefitte-Gonnesse crossing point located at the north of Paris. The second is the Lille-Flandres station which is the largest station in North of France. Measuring the capacity of junctions is a matter of solving an optimisation problem called the saturation problem [1], and which can be formulated as a Set Packing Problem (SPP). Given a finite set I = {1, . . . , n} of items and {Tj}, j 2 J = {1, . . . ,m}, a collection of m subsets of I, a packing is a subset P I such that |Tj \ P| 1, 8j 2 J. The set J can be also seen as a set of exclusive con- straints between some items of I. Each item i 2 I has a positive weight denoted by ci and the aim of the SPP is to calculate the packing which maximises the total weight. This proble

Magnetic field frustration of the metal-insulator transition in V2 O3

Despite decades of efforts, the origin of metal-insulator transitions (MITs) in strongly correlated materials remains one of the main long-standing problems in condensed-matter physics. An archetypal example is V2O3, which undergoes simultaneous electronic, structural, and magnetic phase transitions. This remarkable feature highlights the many degrees of freedom at play in this material. In this work, acting solely on the magnetic degree of freedom, we reveal an anomalous feature in the electronic transport of V2O3: On cooling, the magnetoresistance changes from positive to negative values well above the MIT temperature, and shows divergent behavior at the transition. The effects are attributed to the magnetic field quenching antiferromagnetic fluctuations above the Néel temperature TN, and preventing long-range antiferromagnetic ordering below TN. In both cases, suppressing the antiferromagnetic ordering prevents the opening of the incipient electronic gap. This interpretation is supported by Hubbard model calculations which fully reproduce the experimental behavior. Our study sheds light on this classic problem providing a clear and physical interpretation of the nature of the metal-insulator transition.Fil: Trastoy, J.. University of California at San Diego; Estados UnidosFil: Camjayi, Alberto. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Ciudad Universitaria. Instituto de Física de Buenos Aires. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales. Instituto de Física de Buenos Aires; ArgentinaFil: Del Valle, J.. University of California at San Diego; Estados UnidosFil: Kalcheim, Y.. University of California at San Diego; Estados UnidosFil: Crocombette, J. P.. Université Paris-Saclay; FranciaFil: Gilbert, D.A.. University of Tennessee; Estados UnidosFil: Borchers, J.A.. Nist Center For Neutron Research; Estados UnidosFil: Villegas, J.E.. Université Paris-Saclay; FranciaFil: Ravelosona, D.. Center For Nanoscience And Nanotechnology; FranciaFil: Rozenberg, M.J.. Université Paris-Saclay; FranciaFil: Schuller, Ivan K.. University of California at San Diego; Estados Unido

Responsibility for Sin in Ezekiel 18:21-28

This article discusses the problem of responsibility in Ezekiel 18:21-28. In the first part of the article, the author presents the principle of collective responsibility in ancient Israel. The second part shows the teaching of the prophet Ezekiel, who contrasts the former universally applicable principle of collective responsibility with his completely novel concept of individual responsibility. According to this new principle, everyone is personally responsible for his own behavior. A sinner can save his life by converting and entering on the path of a real spiritual life. For centuries the Catholic Church has interpreted Ezekiel’s encouragement to convert as an indirect invitation for the modern listener to be open to Christ.REV. KRZYSZTOF RUDZIŃSKI was born in Suchowola in 1965. After being ordained to the priesthood in Bialystok in 1990, he served within different parishes in the Archdiocese of Bialystok. In 1995, he began biblical and pastoral studies at the Faculty of Theology ATK in Warsaw. In 1999, he successfully defended his Master’s thesis under the direction of Rev. Prof. Ryszard Rumianek and obtained a Master’s Degree in Theology and a Bachelor’s Degree in Biblical Studies. Rev. Rudzinski subsequently pursued doctoral studies at the Faculty of Theology at UKSW in Warsaw, where he is currently continuing his studies. In 2000, he was sent as a missionary to France where he serves as a priest “fidei donum” in the Diocese of Nice.Asurmendi, J. M. “Le prophète Ezéchiel,” Cahiers Evangile 38(1981).Bedd, Ch. T. “Księga Ezechiela.” In Słownik Wiedzy Biblijnej (Prymasowska Seria Biblijna 5). Edited by B. M. Metzger, M. D. Coogan. Consultant for the Polish edition W. Chrostowski. Translated by P. Pachciarek, B. Olszewska, Warsaw 1996, pgs. 339-341.Cylkow, I. Księga Ezechiela. Tłumaczenie I. Cylkow, Cracow 2010 (Reprinted edition of: Księga Ezechiela, tłomaczył i podług najlepszych źródeł objaśnił Dr. J. Cylkow. Issued by the translator of the J. Fischer printing house in Cracow, Cracow1900).Dictionnaire d’hébreu et d’araméen biblique. Edited by P. Raymond, Paris-Villiers-le Bel, 1991.Dictionnaire Hébreu-Français. Edited by N. P. Sander, I. Trenel. A presentation by G. Weil, Genève 2005 (réimp. de l’édition de Paris, 1859).Dubreucq, M. “Ezéchiel. A qui la faute? La responsabilité personnelle en Ez 18,” Les Dossiers de la Bible 63(1996).Fournier-Bidoz, A. “Le livre Ezéchiel.” In J. M. Assurmendi, J. Ferry, A. Fournier-Bidoz, Les livres des Prophètes. Ezéchiel, Daniel, les douze prophètes, Vol. 2, Paris 1999, pgs. 17-84.Gelin, A. “Les livres prophétiques postérieurs.” In Introduction à la Bible. Introduction générale, Ancien Testament, red. A. Robert, A. Feuillet, Vol. 1, Tournai 1959², pgs. 465-582.Homerski, J. Księga Ezechiela. Tłumaczenie, wstęp i komentarz, Lublin 1998, p. 10-12 [Biblia Lubelska].Homerski, J. “Komentarz do Księgi Ezechiela.” In Pismo Święte Starego i Nowego Testamentu w przekładzie z języków oryginalnych ze wstępami i komentarzami. Edited by M. Petrer, M. Wolniewicz, Vol. 3, Poznan 1992³, pgs. 395-484 [Biblia Poznańska].Homerski, J. “Wstęp do Księgi Ezechiela.” In Pismo Święte Starego i Nowego Testamentu w przekładzie z języków oryginalnych ze wstępami i komentarzami. Edited by M. Petrer, M. Wolniewicz, Vol. 3, Poznan 1992³, pgs. 390-394 [Biblia Poznańska].Jasiński, A. S. Księga Proroka Ezechiela. Ez 16-20, Vol. 5, Opole 2018.“Księga Ezechiela.” Translated by J. Drozd. In: Pismo Święte Starego i Nowego Testamentu w przekładzie z języków oryginalnych. Compiled by a team of biblical scholars at the request of the Benedictines at Tyniec. Edited by. A. Jankowski et al., 5th Edition, Poznań 2014, pgs. 998-1044 [Biblia Tysiąclecia].Langkammer, H. Słownik biblijny, Katowice 1989.Rumianek, R. Księga Ezechiela. Tłumaczenie i komentarz, Warsaw 2009.Rumianek, R. Orędzie Księgi Ezechiela, Warsaw 1999.Rumianek, R. “Problem odpowiedzialności według Ez 18,2,” in Miłość jest z Boga. Wokół zagadnień biblijno-moralnych. Studium ofiarowane ks. prof. dr. hab. Janowi Łachowi, Warsaw 1997, pgs. 359-366.Rumianek, R. Z rozważań nad Starym i Nowym Testamentem, Warsaw 2001.“Repentir,” Dictionnaire encyclopédique du Judaïsme. Esquisse de l’histoire du peuple Juif. Calendrier. Edited by G. Wigoder. Compiled by S. A. Goldberg et al., Paris 1993, pgs. 960-963.Rose, A. “Introductions aux lectures de l’année liturgique.” In: Missel de la Semaine présenté par P. Jounel. Texte liturgique officiel, Paris 1973.Strong, J. Hebrajsko-polski i aramejsko-polski słownik Stronga z lokalizacją słów hebrajskich i aramejskich oraz kodami Baumgartnera (Prymasowska Seria Biblijna 45). Translated by A. Czwojdrak, Warsaw 2017.Tidiman, B. Le livre d’Ezéchiel, Vol. 1, Vaux-sur-Seine 2007.Wilson, R. “Ezekiel.” In Harper’s Bible Commentary. Edited by J. L. Mays, San Francisco 1988, pgs. 652-693.Witaszek, G. Myśl społeczna proroków, Lublin 1998.Weingreen, J. Hébreu Biblique. Méthode élémentaire. Nouvelle édition revue et corrigée. Translated by P. Hebert, J. Morgain, Paris 1984.Zimmerli, W. Ezechiel (Biblischer Kommentar Altes Testament. Ezechiel 1-24, Vol. 13/1), Vluyn 1979².Zimmerli, W. “Le message du prophète Ezéchiel,” Compiled, arranged, and translated by S. de Diétrich, Cahiers Bibliques 11(1972), pgs. 3-25.P., Editor. “50 mots de la Bible,” Cahiers Evangile 123(2003).1811312

Two-parameter homogenization for a Ginzburg-Landau problem in a perforated domain

International audienceLet $A$ be an annular type domain in ${\mathbb R}^2$. Let $A_\delta$ be a perforated domain obtained by punching periodic holes of size $\delta$ in $A$; here, $\delta$ is sufficiently small. Let $J$ be the class of complex-valued maps in $A_\delta$, of modulus $1$ on $\partial A_\delta$ and of degrees $1$ on the components of $\partial A$, respectively $0$ on the boundaries of the holes. We consider the existence of a minimizer of the Ginzburg-Landau energy $E_\lambda (u)$ among all maps $u\in J$. It turns out that, under appropriate assumptions on the large parameter $\lambda=\lambda(\delta)$, existence is governed by the asymptotic behavior of the $H^1$-capacity of $A_\delta$. When the limit of the capacities is >$\,\pi$, we show that minimizers exist and that they are, when $\delta\to 0$, equivalent to minimizers of the same problem in the subclass of $J$ formed by the ${\mathbb S}^1$-valued maps. This result parallels the one obtained, for a fixed domain, by the same authors (J. Funct. Anal. 2006), and reduces homogenization of the Ginzburg-Landau functional to the one of harmonic maps, already performed by the first author and Khruslov (SIAM J. Appl. Math. 1999). When the limit is <$\, \pi$, we prove that, for small $\delta$, the minimum is not attained, and that minimizing sequences develop vortices. In the case of a fixed domain, this was proved by the first author, Golovaty and Rybalko (C. R. Acad. Sci. Paris 2006)

Study of errors in the integration of the two-body problem using generalized Sundman's anomalies

[EN] As is well known, the numerical integration of the two body problem with constant step presents problems depending on the type of coordinates chosen. It is usual that errors in Runge-Lenz's vector cause an artificial and secular precession of the periaster although the form remains symplectic, theoretically, even when using symplectic methods. Provided that it is impossible to preserve the exact form and all the constants of the problem using a numerical method, a possible option is to make a change in the variable of integration, enabling the errors in the position of the periaster and in the speed in the apoaster to be minimized for any eccentricity value between 0 and 1. The present work considers this casuistry. We provide the errors in norm infinite, of different quantities such as the Energy, the module of the Angular Moment vector and the components of Runge-Lenz's vector, for a large enough number of orbital revolutions.Lopez Orti, JA.; Marco Castillo, FJ.; Martínez Uso, MJ. (2014). Study of errors in the integration of the two-body problem using generalized Sundman's anomalies. SEMA SIMAI Springer Series. 4:105-112. doi:10.1007/978-3-319-06953-1_11S1051124Brower, D., Clemence, G.M.: Celestial Mechanics. Academic, New York (1965)Brumberg, E.V.: Length of arc as independent argument for highly eccentric orbits. Celest. Mech. 53, 323–328 (1992)Fehlberg, E., Marsall, G.C.: Classical fifth, sixth, seventh and eighth Runge–Kutta formulas with stepsize control. Technical report, NASA, R-287 (1968)Ferrándiz, J.M., Ferrer, S., Sein-Echaluce, M.L.: Generalized elliptic anomalies. Celest. Mech. 40, 315–328 (1987)Gragg, W.B.: Repeated extrapolation to the limit in the numerical solution of ordinary differential equations. SIAM J. Numer. Anal. 2, 384–403 (1965)Janin, G.: Accurate computation of highly eccentric satellite orbits. Celest. Mech. 10, 451–467 (1974)Janin, G., Bond, V.R.: The elliptic anomaly. Technical memorandum, NASA, n. 58228 (1980)Levallois, J.J., Kovalevsky, J.: Géodésie Générale, vol. 4. Eyrolles, Paris (1971)López, J.A., Agost, V., Barreda, M.: A note on the use of the generalized Sundman transformations as temporal variables in celestial mechanics. Int. J. Comput. Math. 89, 433–442 (2012)López, J.A., Marco, F.J., Martínez, M.J.: A study about the integration of the elliptical orbital motion based on a special one-parametric family of anomalies. Abstr. Appl. Anal. 2014, ID 162060, 1–11 (2014)Nacozy, P.: The intermediate anomaly. Celest. Mech. 16, 309–313 (1977)Sundman, K.: Memoire sur le probleme des trois corps. Acta Math. 36, 105–179 (1912)Tisserand, F.F.: Traité de Mecanique Celeste. Gauthier-Villars, Paris (1896)Velez, C.E., Hilinski, S.: Time transformation and Cowell’s method. Celest. Mech. 17, 83–99 (1978

Hydrostatic Stokes Equations With Non-smooth Date For Mixed Boundary Conditions

The main subject of this work is to study the concept of very weak solution for the hydrostatic Stokes system with mixed boundary conditions (non-smooth Neumann conditions on the rigid surface and homogeneous Dirichlet conditions elsewhere on the boundary). In the Stokes framework, this concept has been studied by Conca [Rev. Mat. Apl. 10 (1989)] imposing non-smooth Dirichlet boundary conditions. In this paper, we introduce the dual problem that turns out to be a hydrostatic Stokes system with non-free divergence condition. First, we obtain strong regularity for this dual problem (which can be viewed as a generalisation of the regularity results for the hydrostatic Stokes system with free divergence condition obtained by Ziane [Appl. Anal. 58 (1995)]). Afterwards, we prove existence and uniqueness of very weak solution for the (primal) problem. As a consequence of this result, the existence of strong solution for the non-stationary hydrostatic Navier-Stokes equations is proved, weakening the hypothesis over the time derivative of the wind stress tensor imposed by Guillén-González, Masmoudi and Rodríguez-Bellido [Differential Integral Equations 50 (2001)]. © 2004 Elsevier SAS. All rights reserved.216807826Amrouche, C., Girault, V., Decomposition of vector spaces and application to the Stokes problem in arbitrary dimension (1994) Czechoslovak Math. J., 44 (119), pp. 109-140Azérad, P., Guillén, F., Mathematical justification of the hydrostatic approximation in the Primitive Equations of qeophysical fluid dynamics (2001) SIAM J. Math. Anal., 33 (4), pp. 847-859Besson, O., Laydi, M.R., Some estimates for the anisotropic Navier-Stokes equations and for the hydrostatic approximation (1992) M2AN-Mod. Math. Ana. Nume., 7, pp. 855-865Cattabriga, L., Sur un problema al contorno relativo al sistema di equazioni di Stokes (1961) Rend. Mat. Sem. Univ. Padova, 31, pp. 308-340Chacón, T., Guillén, F., An intrinsic analysis of existence of solutions for the hydrostatic approximation of the Navier-Stokes equations (2000) C. R. Acad. Sci. Paris, Série I, 330, pp. 841-846Conca, C., Stokes equations with non-smooth data (1989) Revista de Matemáticas Aplicadas, 10, pp. 115-122Girault, V., Raviart, P.A., (1986) Finite Element Methods for Navier-Stokes Equations, , Berlin: Springer-VerlagGuillén-González, F., Rodríguez-Bellido, M.A., On the strong solutions of the Primitive Equations in 2D domains (2002) Nonlin. Anal., 50, pp. 621-646Guillén-González, F., Masmoudi, N., Rodríguez-Bellido, M.A., Anisotropic estimates and strong solutions of the Primitive Equations (2001) Differential Integral Equations, 14 (11), pp. 1381-1408Lewandowski, R., (1997) Analyse Mathématique et Océanographie, , MassonLions, J.L., Magenes, E., (1969) Problèmes aux Limites Non Homogènes et Applications, 1. , Paris: DunodLions, J.L., Temam, R., Wang, S., New formulation of the primitive equations of the atmosphere and applications (1992) Nonlinearity, 5, pp. 237-288Lions, J.L., Temam, R., Wang, S., On the equations of the large scale ocean (1992) Nonlinearity, 5, pp. 1007-1053Pedlosky, J., (1987) Geophysical Fluid Dynamics, , Berlin: Springer-VerlagTemam, R., (1977) Navier-Stokes Equations: Theory and Numerical Analysis, , Amsterdam: North HollandZiane, M., Regularity results for Stokes type systems (1995) Appl. Anal., 58, pp. 263-29