Two interacting particles in a disordered chain I: Multifractality of the interaction matrix elements

For $N$ interacting particles in a one dimensional random potential, we study the structure of the corresponding network in Hilbert space. The states without interaction play the role of the ``sites''. The hopping terms are induced by the interaction. When the one body states are localized, we numerically find that the set of directly connected ``sites'' is multifractal. For the case of two interacting particles, the fractal dimension associated to the second moment of the hopping term is shown to characterize the Golden rule decay of the non interacting states and the enhancement factor of the localization length.Comment: First paper of a serie of four, to appear in Eur. Phys.

Improving the Asymmetric TSP by Considering Graph Structure

Recent works on cost based relaxations have improved Constraint Programming (CP) models for the Traveling Salesman Problem (TSP). We provide a short survey over solving asymmetric TSP with CP. Then, we suggest new implied propagators based on general graph properties. We experimentally show that such implied propagators bring robustness to pathological instances and highlight the fact that graph structure can significantly improve search heuristics behavior. Finally, we show that our approach outperforms current state of the art results.Comment: Technical repor

LIBOPT - An environment for testing solvers on heterogeneous collections of problems - Version 1.0

The Libopt environment is both a methodology and a set of tools that can be used for testing, comparing, and profiling solvers on problems belonging to various collections. These collections can be heterogeneous in the sense that their problems can have common features that differ from one collection to the other. Libopt brings a unified view on this composite world by offering, for example, the possibility to run any solver on any problem compatible with it, using the same Unix/Linux command. The environment also provides tools for comparing the results obtained by solvers on a specified set of problems. Most of the scripts going with the Libopt environment have been written in Perl

Synergy Modelling and Financial Valuation : the contribution of Fuzzy Integrals.

Les méthodes d’évaluation financière utilisent des opérateurs d’agrégation reposant sur les propriétés d’additivité (sommations, intégrales de Lebesgue). De ce fait, elles occultent les phénomènes de renforcement et de synergie (ou de redondance) qui peuvent exister entre les éléments d’un ensemble organisé. C’est particulièrement le cas en ce qui concerne le problème d’évaluation financière du patrimoine d’une entreprise : en effet, en pratique, il est souvent mis en évidence une importante différence de valorisation entre l’approche « valeur de la somme des éléments » (privilégiant le point de vue financier) et l’approche « somme de la valeur des différents éléments » (privilégiant le point de vue comptable). Les possibilités offertes par des opérateurs d’agrégation comme les intégrales floues (Sugeno, Grabisch, Choquet) permettent, au plan théorique, de modéliser l’effet de synergie. La présente étude se propose de valider empiriquement les modalités d’implémentation opérationnelle de ce modèle à partir d’un échantillon d’entreprises cotées ayant fait l’objet d’une évaluation lors d’une OPA.Financial valuation methods use additive aggregation operators. But a patrimony should be regarded as an organized set, and additivity makes it impossible for these aggregation operators to formalize such phenomena as synergy or mutual inhibition between the patrimony’s components. This paper considers the application of fuzzy measure and fuzzy integrals (Sugeno, Grabisch, Choquet) to financial valuation. More specifically, we show how integration with respect to a non additive measure can be used to handle positive or negative synergy in value construction.Fuzzy measure; Fuzzy integral; Aggregation operator; Synergy; Financial valuation;

Financial sustainability of an economy:exploratory remarks

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Economic reforms in the euro area: is there a common agenda?

Visiting scholar Xavier Debrun, and Bruegel director Jean Pisani-Ferry contribute to the emerging discussion on reform strategies in the euro area. An earlier version of this note was presented to the Eurogroup Working Group of the Economic Policy Committee of the EU.

A domain decomposition matrix-free method for global linear stability

This work is dedicated to the presentation of a matrix-free method for global linear stability analysis in geometries composed of multi-connected rectangular subdomains. An Arnoldi technique using snapshots in subdomains of the entire geometry combined with a multidomain linearized Direct Numerical Finite difference simulations based on an influence matrix for partitioning are adopted. The method is illustrated by three benchmark problems: the lid-driven cavity, the square cylinder and the open cavity flow. The efficiency of the method to extract large-scale structures in a multidomain framework is emphasized. The possibility to use subset of the full domain to recover the perturbation associated with the entire flow field is also highlighted. Such a method appears thus a promising tool to deal with large computational domains and three-dimensionality within a parallel architecture