3,511 research outputs found
A stroboscopic averaging algorithm for highly oscillatory delay problems
We propose and analyze a heterogenous multiscale method for the efficient
integration of constant-delay differential equations subject to fast periodic
forcing. The stroboscopic averaging method (SAM) suggested here may provide
approximations with \(\mathcal{O}(H^2+1/\Omega^2)\) errors with a
computational effort that grows like \(H^{-1}\) (the inverse of the
stepsize), uniformly in the forcing frequency Omega
From ergodic to non-ergodic chaos in Rosenzweig-Porter model
The Rosenzweig-Porter model is a one-parameter family of random matrices with
three different phases: ergodic, extended non-ergodic and localized. We
characterize numerically each of these phases and the transitions between them.
We focus on several quantities that exhibit non-analytical behaviour and show
that they obey the scaling hypothesis. Based on this, we argue that non-ergodic
chaotic and ergodic regimes are separated by a continuous phase transition,
similarly to the transition between non-ergodic chaotic and localized phases.Comment: 12 page
ON THE RELATIONSHIP BETWEEN A BANKS EQUITY HOLDINGS AND BANK PERFORMANCE
The purpose of this paper is to provide empirical evidence on the effects of a banks equity holdings in firms on the banks performance. The analysis is based on accounting measures of Spanish banks, from 1992 to 2000. The findings support a positive relation between total equity stakes and bank performance. Furthermore, we find different implications depending on the type of bank holdings considered. The results indicate that the effects on bank performance are the best when holdings are in group and nonfinancial firms.
Palindromic 3-stage splitting integrators, a roadmap
The implementation of multi-stage splitting integrators is essentially the
same as the implementation of the familiar Strang/Verlet method. Therefore
multi-stage formulas may be easily incorporated into software that now uses the
Strang/Verlet integrator. We study in detail the two-parameter family of
palindromic, three-stage splitting formulas and identify choices of parameters
that may outperform the Strang/Verlet method. One of these choices leads to a
method of effective order four suitable to integrate in time some partial
differential equations. Other choices may be seen as perturbations of the
Strang method that increase efficiency in molecular dynamics simulations and in
Hybrid Monte Carlo sampling.Comment: 20 pages, 8 figures, 2 table
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