Default contagion risks in Russian interbank market

Systemic risks of default contagion in the Russian interbank market are investigated. The analysis is based on considering the bow-tie structure of the weighted oriented graph describing the structure of the interbank loans. A probabilistic model of interbank contagion explicitly taking into account the empirical bow-tie structure reflecting functionality of the corresponding nodes (borrowers, lenders, borrowers and lenders simultaneously), degree distributions and disassortativity of the interbank network under consideration based on empirical data is developed. The characteristics of contagion-related systemic risk calculated with this model are shown to be in agreement with those of explicit stress tests.Comment: Final version, to appear in Physica

Role of a decrease in body heat content in the thermoregulatory reaction of the concha auriculae vessels

At the constant ambient temperature 28-30 C the rabbit ear vessels were dilated and their temperature was 34.8/0.1 C. Administration of the 23-29 C water into the stomach entailed thermoregulatory construction of the ear vessels within 15-25 min. The response occurred at various combinations of temperature changes in different parts of the body. The heat content of the rabbit body, as calculated by the blood temperature in the aorta arc, reduced by 266.3 + or - 26.2 cal/kg at the beginning of the response. The decrease in the organism heat content seems to serve as a signal for occurrence of a corresponding thermoregulatory response

Variational principles for systems with unilateral constraints

International audienceDerivations and formulations are given of the variational principles of analytical mechanics for systems with unilateral ideal smooth constraints, originally established for systems with bilateral constraints. The virtual work principle, the Fourier inequality, the d'Alembert–Lagrange principle, the Gauss principle of least constraint and its modification – the Chetayev principle of maximum work, the Jourdain principle, the Hamilton–Ostrogradskii principle, the principle of least action in Lagrangian and Jacobian forms, and the Suslov–Voronets principle are described