10,702 research outputs found
Business Cycle and Speculative Pressures in a Target Zone
In the past time, most economies have suffered cyclical fluctuations in their activity which may influence the optimal use of productive factors in long slow-growth phases or price stability in periods of fast growth. This paper focuses on the possible interrelationship between business cycles and exchange rate ‡uctuations. We have chosen the European Monetary System framework in the nineties, from June 1989 to December 1998, because the Peseta belonged to the EMS during that time. This sample is specially interesting because it includes the worst crisis of the System in 1992-93 and the following ones affecting emerging countries like Mexico, Brazil or Russia at the end of the decade. We use a Binary Dependent Variable Logit Model to estimate the readjustment probability inside a band for two currencies, the Peseta and the french Franc . We calculate the dependent variable values from a Markov-Switching Regime Model with constant transition probabilities. We prove that it is a suitable method and that it allows both real and monetary variables to be identified in order to explain speculative pressures.Readjustment Probability, Speculative Pressures, Economic Fluctuations.
Exponential localization of singular vectors in spatiotemporal chaos
In a dynamical system the singular vector (SV) indicates which perturbation
will exhibit maximal growth after a time interval . We show that in
systems with spatiotemporal chaos the SV exponentially localizes in space.
Under a suitable transformation, the SV can be described in terms of the
Kardar-Parisi-Zhang equation with periodic noise. A scaling argument allows us
to deduce a universal power law for the localization of the
SV. Moreover the same exponent characterizes the finite-
deviation of the Lyapunov exponent in excellent agreement with simulations. Our
results may help improving existing forecasting techniques.Comment: 5 page
Modelling of heat and moisture transfer in concrete at high temperature
Moisture diffusion and related fluid pressures play a key role in cracking and spalling of concrete subject to high temperatures. This paper describes recent developments of a mode for moisture and heat transfer in porous materials, to be combined with an existing and well tested meso-mechanical model for concrete. Liquid and gas flows are formulated separately, yet later they can be combined in terms of s single variable, Pv. The material pore distribution curve is taken as the basis for developing a new physically-based desorption isotherm alternative to the traditional Bazant & Thonguthai’s model. A simple academic example for temperatures between 27 and 800ºC is presented to show the behaviour of the model
Logarithmic bred vectors in spatiotemporal chaos: structure and growth
Bred vectors are a type of finite perturbation used in prediction studies of
atmospheric models that exhibit spatially extended chaos. We study the
structure, spatial correlations, and the growth- rates of logarithmic bred
vectors (which are constructed by using a given norm). We find that, after a
suitable transformation, logarithmic bred vectors are roughly piecewise copies
of the leading Lyapunov vector. This fact allows us to deduce a scaling law for
the bred vector growth rate as a function of their amplitude. In addition, we
relate growth rates with the spectrum of Lyapunov exponents corresponding to
the most expanding directions. We illustrate our results with simulations of
the Lorenz '96 model.Comment: 8 pages, 8 figure
Revisiting the optical -symmetric dimer
Optics has proved a fertile ground for the experimental simulation of quantum
mechanics. Most recently, optical realizations of -symmetric
quantum mechanics have been shown, both theoretically and experimentally,
opening the door to international efforts aiming at the design of practical
optical devices exploiting this symmetry. Here, we focus on the optical
-symmetric dimer, a two-waveguide coupler were the materials show
symmetric effective gain and loss, and provide a review of the linear and
nonlinear optical realizations from a symmetry based point of view. We go
beyond a simple review of the literature and show that the dimer is just the
smallest of a class of planar -waveguide couplers that are the optical
realization of Lorentz group in 2+1 dimensions. Furthermore, we provide a
formulation to describe light propagation through waveguide couplers described
by non-Hermitian mode coupling matrices based on a non-Hermitian generalization
of Ehrenfest theorem.Comment: 25 pages, 12 figure
noise and integrable systems
An innovative test for detecting quantum chaos based on the analysis of the
spectral fluctuations regarded as a time series has been recently proposed.
According to this test, the fluctuations of a fully chaotic system should
exhibit 1/f noise, whereas for an integrable system this noise should obey the
1/f^2 power law. In this letter, we show that there is a family of well-known
integrable systems, namely spin chains of Haldane-Shastry type, whose spectral
fluctuations decay instead as 1/f^4. We present a simple theoretical
justification of this fact, and propose an alternative characterization of
quantum chaos versus integrability formulated directly in terms of the power
spectrum of the spacings of the unfolded spectrum.Comment: 5 pages, 3 figures, RevTe
A search for new hot subdwarf stars by means of Virtual Observatory tools
Hot subdwarf stars are faint, blue objects, and are the main contributors to
the far-UV excess observed in elliptical galaxies. They offer an excellent
laboratory to study close and wide binary systems, and to scrutinize their
interiors through asteroseismology, as some of them undergo stellar
oscillations. However, their origins are still uncertain, and increasing the
number of detections is crucial to undertake statistical studies. In this work,
we aim at defining a strategy to find new, uncatalogued hot subdwarfs. Making
use of Virtual Observatory tools we thoroughly search stellar catalogues to
retrieve multi-colour photometry and astrometric information of a known sample
of blue objects, including hot subdwarfs, white dwarfs, cataclysmic variables
and main sequence OB stars. We define a procedure to discriminate among these
spectral classes, particularly designed to obtain a hot subdwarf sample with a
low contamination factor. In order to check the validity of the method, this
procedure is then applied to two test sky regions: the Kepler FoV and to a test
region of around (RA:225, DEC:5) deg. As a result, we obtained 38 hot subdwarf
candidates, 23 of which had already a spectral classification. We have acquired
spectroscopy for three other targets, and four additional ones have an
available SDSS spectrum, which we used to determine their spectral type. A
temperature estimate is provided for the candidates based on their spectral
energy distribution, considering two-atmospheres fit for objects with clear
infrared excess. Eventually, out of 30 candidates with spectral classification,
26 objects were confirmed to be hot subdwarfs, yielding a contamination factor
of only 13%. The high rate of success demonstrates the validity of the proposed
strategy to find new uncatalogued hot subdwarfs. An application of this method
to the entire sky will be presented in a forthcoming work.Comment: 13 pages, 7 figure
SUVS: Secure Unencrypted Voting Scheme
[EN] In this paper, we propose a light-weight electronic voting protocol. The approach used by our protocol to conceal the ballots does not imply encryption, and guarantees the privacy of the direction of the vote unless all the contestants (parties) agree to do so. Our method is based on the division of the ballot into different pieces of information, which separately reveal no information at all, and that can be latter aggregated to recover the original vote. We show that, despite its simplicity, this scheme is powerful, it does not sacrifice any of the security properties demanded in a formal electronic voting protocol, and, furthermore, even in post-quantum scenarios, neither the casted votes can be tampered with, nor the identity of any elector can be linked with the direction of her vote.Results related to Spanish Patent Application number P202131209.Larriba, AM.; López Rodríguez, D. (2022). SUVS: Secure Unencrypted Voting Scheme. Informatica. 33(4):749-769. https://doi.org/10.15388/22-INFOR50374976933
How to grant anonymous access
[EN] In this paper, we propose three protocols to share, among a set of N competing entities, the responsibility to grant anonymous access to a resource. The protocols we propose vary in their settings to take into account central or distributed registration. We prove that any subset of guardian authorities can neither tamper with, nor forge, new access-key tokens. Besides, two of the methods we propose are resistant to the eventual appearance of quantum computers. The protocols we propose permit new approaches for cryptographic applications such as electronic voting or blockchain access.Larriba, AM.; López Rodríguez, D. (2023). How to grant anonymous access. IEEE Transactions on Information Forensics and Security. 18:613-625. https://doi.org/10.1109/TIFS.2022.32265616136251
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