Concept

Closed-form expression

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The Entropy of Conditional Markov Trajectories

Patrick Thiran, Matthias Grossglauser, Mohamed Kafsi

To quantify the randomness of Markov trajectories with fixed initial and final states, Ekroot and Cover proposed a closed-form expression for the entropy of trajectories of an irreducible finite state Markov chain. Numerous applications, including the stud ...

2013

Analytical approximations for the collapse of an empty spherical bubble

Mohamed Farhat, Danail Obreschkow

The Rayleigh equation 3/2 (R) over dot + R(R) double over dot + p rho(-1) = 0 with initial conditions R(0) = R-0, (R) over dot(0) = 0 models the collapse of an empty spherical bubble of radius R(T) in an ideal, infinite liquid with far-field pressure p and ...

2012

Analysis of the Second Moment of the LT Decoder

Mohammad Amin Shokrollahi, Ghid Maatouk

In this paper, the second moment of the ripple size during the Luby transform (LT) decoding process is analyzed. Combined with a result by Karp et al. (2004) stating that the expectation of the ripple size is of the order of k, our study gives bounds on th ...

2012

Analytical expression of pulse broadening in an arbitrary linear slow light medium

Luc Thévenaz

We derive an analytical expression for the broadening of a Gaussian input pulse in an arbitrary linear slow light medium. The expression consists of two terms, one corresponding to amplitude broadening (low-pass filtering of the pulse bandwidth) and anothe ...

2012

A Location-Inventory Model for Large Three-Level Supply Chains

Jean-Sébastien Tancrez

We study the location-inventory problem in three-level supply networks. Our model integrates three decisions: the distribution centers location, flows allocation, and shipment sizes. We propose a nonlinear continuous formulation, including transportation, ...

Elsevier2012

On stable self-similar blow up for equivariant wave maps: The linearized problem

Roland Donninger

We consider co-rotational wave maps from (3+1) Minkowski space into the three-sphere. This is an energy supercritical model which is known to exhibit finite time blow up via self-similar solutions. The ground state self-similar solution

f_0

is known in c ...

2012

Affine Variance Swap Curve Models

Damir Filipovic

This paper provides a brief overview of the stochastic modeling of variance swap curves. Focus is on affine factor models. We propose a novel drift parametrization which assures that the components of the state process can be matched with any pre-specified ...

2012

A class of Neumann type systems and its application

Jinbing Chen

A class of Neumann type systems are derived separating the spatial and temporal variables for the 2+1 dimensional Caudrey-Dodd-Gibbon-Kotera-Sawada (CDGKS) equation and the modified Korteweg-de Vries (mKdV) hierarchy. The Lax-Moser matrix of Neumann type s ...

International Press2012

Exact solutions of ideal dam break flood for arbitrary cross-section.

Christophe Ancey, Joris Heyman, Hongbo Ma

Even though it oversimplifies reality, the dam-break problem for frictionless fluids provides predictions relevant to various manmade and natural dam-break floods. The exact solution can also be used to test numerical schemes. However, as far as we are awa ...

2012

Modelling of the quench behaviour of HTS-CCs for RFCLs

Daniele Colangelo, Bertrand Dutoit

Study of the quench phenomenon is crucial for the design of Resistive Fault Current Limiters (RFCLs) based on high temperature superconducting coated conductors (HTS-CCs). An optimal stabilization of the tape is required to achieve both an economic device ...

2012

On stable self-similar blow up for equivariant wave maps: The linearized problem

Roland Donninger

f_0

is known in c ...

2012