Anomalous transport: a deterministic approach

We introduce a cycle-expansion (fully deterministic) technique to compute the asymptotic behavior of arbitrary order transport moments. The theory is applied to different kinds of one-dimensional intermittent maps, and Lorentz gas with infinite horizon, confirming the typical appearance of phase transitions in the transport spectrum.Comment: 4 pages, 4 figure

Dynamical and transport properties in a family of intermittent area-preserving maps

none3We introduce a family of area-preserving maps representing a (non-trivial) two-dimensional extension of the Pomeau-Manneville family in one dimension. We analyze the long-time behavior of recurrence time distributions and correlations, providing analytical and numerical estimates. We study the transport properties of a suitable lift and use a probabilistic argument to derive the full spectrum of transport moments. Finally the dynamical effects of a stochastic perturbation are considered.noneR. Artuso; L. Cavallasca; G. CristadoroR. Artuso; L. Cavallasca; G. Cristador

Linear and fractal diffusion coefficients in a family of one dimensional chaotic maps

We analyse deterministic diffusion in a simple, one-dimensional setting consisting of a family of four parameter dependent, chaotic maps defined over the real line. When iterated under these maps, a probability density function spreads out and one can define a diffusion coefficient. We look at how the diffusion coefficient varies across the family of maps and under parameter variation. Using a technique by which Taylor-Green-Kubo formulae are evaluated in terms of generalised Takagi functions, we derive exact, fully analytical expressions for the diffusion coefficients. Typically, for simple maps these quantities are fractal functions of control parameters. However, our family of four maps exhibits both fractal and linear behavior. We explain these different structures by looking at the topology of the Markov partitions and the ergodic properties of the maps.Comment: 21 pages, 19 figure

Recycling Parrondo games

We consider a deterministic realization of Parrondo games and use periodic orbit theory to analyze their asymptotic behavior.Comment: 12 pages, 9 figure

Fractal diffusion coefficient from dynamical zeta functions

Dynamical zeta functions provide a powerful method to analyze low dimensional dynamical systems when the underlying symbolic dynamics is under control. On the other hand even simple one dimensional maps can show an intricate structure of the grammar rules that may lead to a non smooth dependence of global observable on parameters changes. A paradigmatic example is the fractal diffusion coefficient arising in a simple piecewise linear one dimensional map of the real line. Using the Baladi-Ruelle generalization of the Milnor-Thurnston kneading determinant we provide the exact dynamical zeta function for such a map and compute the diffusion coefficient from its smallest zero.Comment: 8 pages, 2 figure

Nonequilibrium stationary states with ratchet effect

An ensemble of particles in thermal equilibrium at temperature $T$, modeled by Nos\`e-Hoover dynamics, moves on a triangular lattice of oriented semi-disk elastic scatterers. Despite the scatterer asymmetry a directed transport is clearly ruled out by the second law of thermodynamics. Introduction of a polarized zero mean monochromatic field creates a directed stationary flow with nontrivial dependence on temperature and field parameters. We give a theoretical estimate of directed current induced by a microwave field in an antidot superlattice in semiconductor heterostructures.Comment: 4 pages, 5 figures (small changes added

New Eurocoin: tracking economic growth in real time

Removal of short-run dynamics from a stationary time series to isolate the medium to long-run component, can be obtained by a band-pass filter. However, band pass filters are infinite moving averages and can therefore deteriorate at the end of the sample. This is a well-known result in the literature isolating the business cycle in integrated series. We show that the same problem arises with our application to stationary time series. In this paper we develop a method to obtain smoothing of a stationary time series by using only contemporaneous values of a large dataset, so that no end-of-sample deterioration occurs

Short-Term Forecasting of GDP Using Large Monthly Datasets: A Pseudo Real-Time Forecast Evaluation Exercise

This paper evaluates different models for the short-term forecasting of real GDP growth in ten selected European countries and the euro area as a whole. Purely quarterly models are compared with models designed to exploit early releases of monthly indicators for the nowcast and forecast of quarterly GDP growth. Amongst the latter, we consider small bridge equations and forecast equations in which the bridging between monthly and quarterly data is achieved through a regression on factors extracted from large monthly datasets. The forecasting exercise is performed in a simulated real-time context, which takes account of publication lags in the individual series. In general, we find that models that exploit monthly information outperform models that use purely quarterly data and, amongst the former, factor models perform best.Bridge models, Dynamic factor models, real-time data flow model

Short-term forecasting of GDP using large monthly datasets: a pseudo real-time forecast evaluation exercise.

This paper evaluates different models for the short-term forecasting of real GDP growth in ten selected European countries and the euro area as a whole. Purely quarterly models are compared with models designed to exploit early releases of monthly indicators for the nowcast and forecast of quarterly GDP growth. Amongst the latter, we consider small bridge equations and forecast equations in which the bridging between monthly and quarterly data is achieved through a regression on factors extracted from large monthly datasets. The forecasting exercise is performed in a simulated real-time context, which takes account of publication lags in the individual series. In general, we find that models that exploit monthly information outperform models that use purely quarterly data and, amongst the former, factor models perform best.Bridge models ; Dynamic factor models ; real-time data flow.

Are firms exporting to China and India different from other exporters?

This paper asks whether and why advanced countries differ in their ability to export to China and India. We exploit a newly collected, comparable cross-country survey of 15,000 European manufacturing firms (EFIGE). The dataset contains information on firms' international activities and characteristics such as size and productivity, governance and management structure, workforce, innovation and research activity. We identify the firm characteristics that are correlated with exporting activity in general as well as with exporting to China and India conditional on being an exporter. In line with existing literature, we prove that larger, more productive and innovative firms are more likely to become exporters and to export more. Our results also provide new evidence on the role of governance: while there is not a strong negative effect of family ownership, a higher percentage of family management reduces a firm's export propensity and export volumes. Regarding China and India, we find that firms exporting there are on average larger, more productive and more innovative than firms exporting elsewher