Comment on Identification with Taylor Rules: is it indeed impossible? Extended version

Cochrane (2007) points out that the Taylor rule parameters in New-Keynesian models are not identified, and thus trying to estimate them through single-equation regressions is pointless. This paper shows in contrast that this observation holds only for economies that do not display inflation inertia or habit formation. These inherent features of aggregate data allow to correctly identify the parameters of the monetary policy rule by single-equation analysis.monetary economics ;

Global Solutions for the One-Dimensional Vlasov-Maxwell System for Laser-Plasma Interaction

We analyse a reduced 1D Vlasov--Maxwell system introduced recently in the physical literature for studying laser-plasma interaction. This system can be seen as a standard Vlasov equation in which the field is split in two terms: an electrostatic field obtained from Poisson's equation and a vector potential term satisfying a nonlinear wave equation. Both nonlinearities in the Poisson and wave equations are due to the coupling with the Vlasov equation through the charge density. We show global existence of weak solutions in the non-relativistic case, and global existence of characteristic solutions in the quasi-relativistic case. Moreover, these solutions are uniquely characterised as fixed points of a certain operator. We also find a global energy functional for the system allowing us to obtain $L^p$-nonlinear stability of some particular equilibria in the periodic setting

Explicit Equilibrium Solutions For the Aggregation Equation with Power-Law Potentials

Despite their wide presence in various models in the study of collective behaviors, explicit swarming patterns are difficult to obtain. In this paper, special stationary solutions of the aggregation equation with power-law kernels are constructed by inverting Fredholm integral operators or by employing certain integral identities. These solutions are expected to be the global energy stable equilibria and to characterize the generic behaviors of stationary solutions for more general interactions

Renyi entropy and improved equilibration rates to self-similarity for nonlinear diffusion equations

We investigate the large-time asymptotics of nonlinear diffusion equations $u_t = \Delta u^p$ in dimension $n \ge 1$, in the exponent interval $p > n/(n+2)$, when the initial datum $u_0$ is of bounded second moment. Precise rates of convergence to the Barenblatt profile in terms of the relative R\'enyi entropy are demonstrated for finite-mass solutions defined in the whole space when they are re-normalized at each time $t> 0$ with respect to their own second moment. The analysis shows that the relative R\'enyi entropy exhibits a better decay, for intermediate times, with respect to the standard Ralston-Newton entropy. The result follows by a suitable use of the so-called concavity of R\'enyi entropy power

Asymptotic Fixed-Speed Reduced Dynamics for Kinetic Equations in Swarming

We perform an asymptotic analysis of general particle systems arising in collective behavior in the limit of large self-propulsion and friction forces. These asymptotics impose a fixed speed in the limit, and thus a reduction of the dynamics to a sphere in the velocity variables. The limit models are obtained by averaging with respect to the fast dynamics. We can include all typical effects in the applications: short-range repulsion, long-range attraction, and alignment. For instance, we can rigorously show that the Cucker-Smale model is reduced to the Vicsek model without noise in this asymptotic limit. Finally, a formal expansion based on the reduced dynamics allows us to treat the case of diffusion. This technique follows closely the gyroaverage method used when studying the magnetic confinement of charged particles. The main new mathematical difficulty is to deal with measure solutions in this expansion procedure