On Heteropolymer Shape Dynamics

We investigate the time evolution of the heteropolymer model introduced by Iori, Marinari and Parisi to describe some of the features of protein folding mechanisms. We study how the (folded) shape of the chain evolves in time. We find that for short times the mean square distance (squared) between chain configurations evolves according to a power law, $D \sim t ^\nu$. We discuss the influence of the quenched disorder (represented by the randomness of the coupling constants in the Lennard-Jones potential) on value of the critical exponent. We find that $\nu$ decreases from $\frac{2}{3}$ to $\frac{1}{2}$ when the strength of the quenched disorder increases.Comment: 12 pages, very simple LaTeX file, 6 figures not included, sorry. SCCS 33

A quantitative model of trading and price formation in financial markets

We use standard physics techniques to model trading and price formation in a market under the assumption that order arrival and cancellations are Poisson random processes. This model makes testable predictions for the most basic properties of a market, such as the diffusion rate of prices, which is the standard measure of financial risk, and the spread and price impact functions, which are the main determinants of transaction cost. Guided by dimensional analysis, simulation, and mean field theory, we find scaling relations in terms of order flow rates. We show that even under completely random order flow the need to store supply and demand to facilitate trading induces anomalous diffusion and temporal structure in prices.Comment: 5 pages, 4 figure

A Location-allocation model for fog computing infrastructures

The trend of an ever-increasing number of geographically distributed sensors producing data for a plethora of applications, from environmental monitoring to smart cities and autonomous driving, is shifting the computing paradigm from cloud to fog. The increase in the volume of produced data makes the processing and the aggregation of information at a single remote data center unfeasible or too expensive, while latency-critical applications cannot cope with the high network delays of a remote data center. Fog computing is a preferred solution as latency-sensitive tasks can be moved closer to the sensors. Furthermore, the same fog nodes can perform data aggregation and filtering to reduce the volume of data that is forwarded to the cloud data centers, reducing the risk of network overload. In this paper, we focus on the problem of designing a fog infrastructure considering both the location of how many fog nodes are required, which nodes should be considered (from a list of potential candidates), and how to allocate data flows from sensors to fog nodes and from there to cloud data centers. To this aim, we propose and evaluate a formal model based on a multi-objective optimization problem. We thoroughly test our proposal for a wide range of parameters and exploiting a reference scenario setup taken from a realistic smart city application. We compare the performance of our proposal with other approaches to the problem available in literature, taking into account two objective functions. Our experiments demonstrate that the proposed model is viable for the design of fog infrastructure and can outperform the alternative models, with results that in several cases are close to an ideal solution

Pier Luigi Nervi: ingeniero, arquitecto y constructor

All Nervi’s works bear the stamp of his unique qualities as an engineer. At the same time, they were always closely related to the cultural and social conditions both domestically and worldwide, which changed consid-erably during his long working life (from twenties to seventies): from World War One through the Fascist era to the enthusiastic second post-war reconstruction period, and on to the booming years of economic euphoria up to financial crisis of the seventies. For this reason, upon reviewing his works, it seems to us that Pier Luigi Nervi lived not one but three lives in that he was a modern architect, a builder creator of a new building method, and an international star-architect. Three equally intense lives that coexisted, overlapped and interacted but remained independent of each other. This paper tell briefly about the three lives of Nervi.Todos los trabajos de Nervi llevan el sello de sus cualidades únicas como ingeniero. Al mismo tiempo, siempre estuvieron estrechamente relacionados con las condiciones culturales y sociales, tanto a nivel nacional como mun-dial, que cambiaron considerablemente durante su larga vida laboral (de los años veinte a los setenta): desde la Primera Guerra Mundial, pasando por la era fascista, hasta el entusiasta período de reconstrucción de la segunda posguerra, y los años de euforia económica hasta la crisis financiera de los setenta. Por esta razón, al revisar sus obras, nos parece que Pier Luigi Nervi vivió no una, sino tres vidas en la que fue un arquitecto moderno, un constructor creador de un nuevo método de construcción y un arquitecto estrella internacional. Tres vidas igualmente intensas que coexistieron, se superpusieron e interactuaron pero permanecieron independientes entre sí. Este artículo habla brevemente sobre las tres vidas de Nervi

Mathematical models for multicontainer loading problems

This paper deals with the problem of a distribution company that has to serve its customers by putting first the products on pallets and then loading the pallets onto trucks. We approach the problem by developing and solving integer linear models. We start with basic models, that include the essential features of the problem, such as respecting the dimensions of the truck, and not exceeding the total weight capacity and the maximum weigh capacity on each axle. Then, we add progressively new conditions to consider the weight and volume of pallet bases and to include other desirable features for the solutions to be useful in practice, such as the position of the center of gravity and the minimization of the number of pallets.The models have been tested on a large set of real instances involving up to 46 trucks and kindly provided to us by a distribution company. The results show that in most cases the optimal solution can be obtained in small running times. Moreover, when optimality cannot be proven, the gap is very small, so we obtain high quality solutions for all the instances that we tested

A Decision Support System for Multi-Trip Vehicle Routing Problems

Emerging trends, driven by industry 4.0 and Big Data, are pushing to combine optimization techniques with Decision Support Systems (DSS). The use of DSS can reduce the risk of uncertainty of the decision-maker regarding the economic feasibility of a project and the technical design. Designing a DSS can be very hard, due to the inherent complexity of these types of systems. Therefore, monolithic software architectures are not a viable solution. This paper describes the DSS developed for an Italian company based on a micro-services architecture. In particular, the services handle geo-referenced information to solve a multi-trip vehicle routing problem with time windows. To face the problem, we follow a two-step approach. First, we generate a set of routes solving a vehicle routing problem with time windows using a metaheuristic algorithm. Second, we calculate the interval in which each route can start and end, and then combine the routes together, with an integer linear programming model, to minimize the number of used vehicles. Computational tests are conducted on real and random instances and prove the efficiency of the approach

Statistical properties of absolute log-returns and a stochastic model of stock markets with heterogeneous agents

This paper is intended as an investigation of the statistical properties of {\it absolute log-returns}, defined as the absolute value of the logarithmic price change, for the Nikkei 225 index in the 28-year period from January 4, 1975 to December 30, 2002. We divided the time series of the Nikkei 225 index into two periods, an inflationary period and a deflationary period. We have previously [18] found that the distribution of absolute log-returns can be approximated by the power-law distribution in the inflationary period, while the distribution of absolute log-returns is well described by the exponential distribution in the deflationary period.\par To further explore these empirical findings, we have introduced a model of stock markets which was proposed in [19,20]. In this model, the stock market is composed of two groups of traders: {\it the fundamentalists}, who believe that the asset price will return to the fundamental price, and {\it the interacting traders}, who can be noise traders. We show through numerical simulation of the model that when the number of interacting traders is greater than the number of fundamentalists, the power-law distribution of absolute log-returns is generated by the interacting traders' herd behavior, and, inversely, when the number of fundamentalists is greater than the number of interacting traders, the exponential distribution of absolute log-returns is generated.Comment: 12 pages, 5 figure

Delineation of the Native Basin in Continuum Models of Proteins

We propose two approaches for determining the native basins in off-lattice models of proteins. The first of them is based on exploring the saddle points on selected trajectories emerging from the native state. In the second approach, the basin size can be determined by monitoring random distortions in the shape of the protein around the native state. Both techniques yield the similar results. As a byproduct, a simple method to determine the folding temperature is obtained.Comment: REVTeX, 6 pages, 5 EPS figure

Folding, Design and Determination of Interaction Potentials Using Off-Lattice Dynamics of Model Heteropolymers

We present the results of a self-consistent, unified molecular dynamics study of simple model heteropolymers in the continuum with emphasis on folding, sequence design and the determination of the interaction parameters of the effective potential between the amino acids from the knowledge of the native states of the designed sequences.Comment: 8 pages, 3 Postscript figures, uses RevTeX. Submitted to Physical Review Letter

Non-exponential relaxation time scales in disordered systems: An application to protein dynamics

We study the dynamics of a heteropolymeric chain relaxing toward a new equilibrium configuration after the action of an external perturbation. We compare the results from Monte Carlo simulations with the results of a Langevin normal-mode decomposition. We discuss, for the sake of comparison, the case of an ordered homopolymeric chain. We discuss the dependence of the relaxation stretching exponent on the system size by studying chains constituted by 15 and 30 points