Elasticity of Filamentous Kagome Lattice

The diluted kagome lattice, in which bonds are randomly removed with probability $1-p$, consists of straight lines that intersect at points with a maximum coordination number of four. If lines are treated as semi-flexible polymers and crossing points are treated as crosslinks, this lattice provides a simple model for two-dimensional filamentous networks. Lattice-based effective medium theories and numerical simulations for filaments modeled as elastic rods, with stretching modulus $\mu$ and bending modulus $\kappa$, are used to study the elasticity of this lattice as functions of $p$ and $\kappa$. At $p=1$, elastic response is purely affine, and the macroscopic elastic modulus $G$ is independent of $\kappa$. When $\kappa = 0$, the lattice undergoes a first-order rigidity percolation transition at $p=1$. When $\kappa > 0$, $G$ decreases continuously as $p$ decreases below one, reaching zero at a continuous rigidity percolation transition at $p=p_b \approx 0.605$ that is the same for all non-zero values of $\kappa$. The effective medium theories predict scaling forms for $G$, which exhibit crossover from bending dominated response at small $\kappa/\mu$ to stretching-dominated response at large $\kappa/\mu$ near both $p=1$ and $p=p_b$, that match simulations with no adjustable parameters near $p=1$. The affine response as $p\rightarrow 1$ is identified with the approach to a state with sample-crossing straight filaments treated as elastic rods.Comment: 15 pages, 10 figure

The size of the largest fluctuations in a market model with Markovian switching

This paper considers the size of the large fluctuations of a stochastic differential equation with Markovian switching. We concentrate on processes which obey the Law of the Iterated Logarithm, or obey upper and lower iterated logarithm growth bounds on their almost sure partial maxima. The results are applied to financial market models which are subject to random regime shifts. We prove that the security exhibits the same long-run growth properties and deviations from the trend rate of growth as conventional geometric Brownian motion, and also that the returns, which are non-Gaussian, still exhibit the same growth rate in their almost sure large deviations as stationary continuous-time Gaussian processes

On Optimal Service Differentiation in Congested Network Markets

As Internet applications have become more diverse in recent years, users having heavy demand for online video services are more willing to pay higher prices for better services than light users that mainly use e-mails and instant messages. This encourages the Internet Service Providers (ISPs) to explore service differentiations so as to optimize their profits and allocation of network resources. Much prior work has focused on the viability of network service differentiation by comparing with the case of a single-class service. However, the optimal service differentiation for an ISP subject to resource constraints has remained unsolved. In this work, we establish an optimal control framework to derive the analytical solution to an ISP's optimal service differentiation, i.e. the optimal service qualities and associated prices. By analyzing the structures of the solution, we reveal how an ISP should adjust the service qualities and prices in order to meet varying capacity constraints and users' characteristics. We also obtain the conditions under which ISPs have strong incentives to implement service differentiation and whether regulators should encourage such practices