Finite-time Lyapunov exponents for products of random transformations

It is shown how continuous products of random transformations constrained by a generic group structure can be studied by using Iwasawa's decomposition into ``angular'', ``diagonal'' and ``shear'' degrees of freedom. In the case of a Gaussian process a set of variables, adapted to the Iwasawa decomposition and still having a Gaussian distribution, is introduced and used to compute the statistics of the finite-time Lyapunov spectrum of the process. The variables also allow to show the exponential freezing of the ``shear'' degrees of freedom, which contain information about the Lyapunov eigenvectors

On the Mean Residence Time in Stochastic Lattice-Gas Models

A heuristic law widely used in fluid dynamics for steady flows states that the amount of a fluid in a control volume is the product of the fluid influx and the mean time that the particles of the fluid spend in the volume, or mean residence time. We rigorously prove that if the mean residence time is introduced in terms of sample-path averages, then stochastic lattice-gas models with general injection, diffusion, and extraction dynamics verify this law. Only mild assumptions are needed in order to make the particles distinguishable so that their residence time can be unambiguously defined. We use our general result to obtain explicit expressions of the mean residence time for the Ising model on a ring with Glauber + Kawasaki dynamics and for the totally asymmetric simple exclusion process with open boundaries

On the stability of homogeneous solutions to some aggregation models

Vasculogenesis, i.e. self-assembly of endothelial cells leading to capillary network formation, has been the object of many experimental investigations in recent years, due to its relevance both in physiological and in pathological conditions. We performed a detailed linear stability analysis of two models of in vitro vasculogenesis, with the aim of checking their potential for structure formation starting from initial data representing a continuum cell monolayer. The first model turns out to be unstable at low cell densities, while pressure stabilizes it at high densities. The second model is instead stable at low cell densities. Detailed information about the instability regions and the structure of the critical wave numbers are obtained in several interesting limiting cases. We expect that altogether, this information will be useful for further comparisons of the two models with experiments

Trade liberalization in the Mediterranean countries: a general equilibrium analysis

The Euro-Med agreements draw a scheme where free trade flows from each Partner towards the EU and vice-versa in a hub and spoke fashion. The liberalization takes place in two subsequent phases, to promote some industrial development of the Mediterranean partners before full liberalization of European exports into their markets is achieved. This study provides a general equilibrium analysis of this liberalization scheme, separately addressing the two phases of the liberalization process. Moreover, alternative model specification are tested in order to provide some insight into the robustness of results. The outcome of the simulation stresses the welfare—improving impact of liberalization for the Mediterranean countries, while the effect on the EU is negligible. An appraisal of the potential detriment to the new EU members is also provided, suggesting virtually no harm to these countries arising from the Euro-Med Partnership. The benefits for the North African economies are especially large in the specification with capital accumulation.

The real effects of credit default swaps

We examine the e↵ect of introducing credit default swaps (CDSs) on firm value. Our model allows for dynamic investment and financing, and bondholders can trade in the CDS market. The model incorporates both negative and positive e↵ects of CDSs. CDS markets lead to more liquidations, but they also reduce the probability of costly debt renegotiation, and reduce costly equity financing. After calibrating the model, we find that firm value increases by 2.9% on average with the introduction of a CDS market. Firms also invest more and increase leverage. The effect on firm value is strongest for small, financially constrained, and lowproductivity firms

1D-Disordered Conductor with Loops Immersed in a Magnetic Field

We investigate the conductance of a 1-D disordered conducting loop with two contacts, immersed in a magnetic flux. We show the appearance in this model of the Al'tshuler-Aronov-Spivak behaviour. We also investigate the case of a chain of loops distributed with finite density: in this case we show that the interference effects due to the presence of the loops can lead to the delocalization of the wave function.Comment: 8 pages; LaTeX; IFUM 463/FT; to appear in Phys. Lett.

Efficient detection and decoding of q-ary LDPC coded signals over partial response channels

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A Bistable Model of Cell Polarity

Ultrasensitivity, as described by Goldbeter and Koshland, has been considered for a long time as a way to realize bistable switches in biological systems. It is not as well recognized that when ultrasensitivity and reinforcing feedback loops are present in a spatially distributed system such as the cell plasmamembrane, they may induce bistability and spatial separation of the system into distinct signaling phases. Here we suggest that bistability of ultrasensitive signaling pathways in a diffusive environment provides a basic mechanism to realize cell membrane polarity. Cell membrane polarization is a fundamental process implicated in several basic biological phenomena, such as differentiation, proliferation, migration and morphogenesis of unicellular and multicellular organisms. We describe a simple, solvable model of cell membrane polarization based on the coupling of membrane diffusion with bistable enzymatic dynamics. The model can reproduce a broad range of symmetry-breaking events, such as those observed in eukaryotic directional sensing, the apico-basal polarization of epithelium cells, the polarization of budding and mating yeast, and the formation of Ras nanoclusters in several cell types

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