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By introducing a new classification of the growth rate of exponential functions, singular solutions for semilinear elliptic equations in 2-dimensions with exponential nonlinearities are constructed. The strategy is to introduce a model nonlinearity which admits an explicit singular solution. Then, using a transformation as in [8], one obtains an approximate singular solution, and then one concludes by a suitable fixed point argument. Our method covers a wide class of nonlinearities in a unified way. As a special case, our result contains a pioneering contribution by Ibrahim--Kikuchi--Nakanishi--Wei [15] for the Moser--Trudinger type nonlinearity.

Equation-based modelling is a powerful approach to tame the complexity of large-scale simulation problems. Equation-based tools automatically translate models into imperative languages. When confronted with nowadays' problems, however, well assessed model translation techniques exhibit scalability issues, that are particularly severe when models contain very large arrays. In fact, such models can be made very compact by enclosing equations into looping constructs, but reflecting the same compactness into the translated imperative code is not trivial. In this paper, we face this issue by concentrating on a key step of equations-to-code translation, the equation/variable matching. We first show that an efficient translation of models with (large) arrays needs awareness of their presence, by defining a figure of merit to measure how much the looping constructs are preserved along the translation. We then show that the said figure of merit allows to define an optimal array-aware matching, and as our main result, that the so stated optimal array-aware matching problem is NP-complete. As an additional result, we propose a heuristic algorithm capable of performing array-aware matching in polynomial time. The proposed algorithm can be proficiently used by model translator developers in the implementation of efficient tools for large-scale system simulation.

We study one-dimensional functional inequalities of the type of Poincar\'e, logarithmic Sobolev and Wirtinger, with weight, for probability densities with polynomial tails. As main examples, we obtain sharp inequalities satisfied by inverse Gamma densities, taking values on $R_+$, and Cauchy-type densities, taking values on $R$. In this last case, we improve the result obtained by Bobkov and Ledoux in 2009 by introducing a better weight function in the logarithmic Sobolev inequality. The results are obtained by resorting to Fokker-Planck type equations which possess these densities as steady states.

We present the TDMH (Time Deterministc Multi-Hop) protocol, a complete stack for real-time wireless mesh networks. TDMH offers to applications a connection-oriented, bounded-latency communication model. Point-to-point data streams can be created and destroyed at any time. Path redundancy can be optionally introduced to improve reliability. TDMH exploits state-of-the-art low power clock synchronisation and constructive interference flooding to build a continuously updated graph of the network topology, onto which a centralized scheduler maps data streams using TDMA channel access. We realised TDMH as a unitary codebase, that we ran on both the OMNeT++ simulator and WandStem wireless nodes. As a result we can state that when built atop the IEEE 802.15.4 physical layer, TDMH can scale up to 100 nodes, 10 hops and beyond, despite the limited available bandwidth.

We introduce a class of new one-dimensional linear Fokker--Planck type equations describing the evolution in time of the wealth in a multi-agent society. The equations are obtained, via a standard limiting procedure, by introducing an economically relevant variant to the kinetic model introduced in 2005 by Cordier, Pareschi and Toscani according to previous studies by Bouchaud and M\'ezard. The steady state of wealth predicted by these new Fokker--Planck equations remains unchanged with respect to the steady state of the original Fokker--Planck equation. However, unlike the original equation, it is proven by a new logarithmic Sobolev inequality with weight and classical entropy methods that the solution converges exponentially fast to equilibrium.

We study the rate of convergence to equilibrium of the solution of a Fokker--Planck type equation introduced by one of the authors in 2006 to describe opinion formation in a multi-agent system. The main feature of this Fokker--Planck equation is the presence of a variable diffusion coefficient and boundaries, which introduce new challenging mathematical problems in the study of its long-time behavior.

Nonlinear heat equations in two dimensions with singular initial data are studied. In recent works nonlinearities with exponential growth of Trudinger-Moser type have been shown to manifest critical behavior: well-posedness in the subcritical case and non-existence for certain supercritical data. In this article we propose a specific model nonlinearity with Trudinger-Moser growth for which we obtain surprisingly complete results: a) for initial data strictly below a certain singular threshold function $\widetilde u$ the problem is well-posed, b) for initial data above this threshold function $\widetilde u$, there exists no solution, c) for the singular initial datum $\widetilde u$ there is non-uniqueness. The function $\widetilde u$ is a weak stationary singular solution of the problem, and we show that there exists also a regularizing classical solution with the same initial datum $\widetilde u$.

Supporting real-time communications over Wireless networks (WSNs) is a tough challenge, due to packet collisions and the non-determinism of common channel access schemes like CSMA/CA. Real-time WSN communication is even more problematic in the general case of multi-hop mesh networks. For this reason, many real-time WSN solutions are limited to simple topologies, such as star networks. We propose a real-time multi-hop WSN MAC protocol built atop the IEEE 802.15.4 physical layer. By relying on precise clock synchronization and constructive interference-based flooding, the proposed MAC builds a centralized TDMA schedule, supporting multi-hop mesh networks. The real-time multi-hop communication model is connection-oriented, sing guaranteed time slots, and enables point-to-point communications also with redundant paths. The protocol has been implemented in simulation using OMNeT++, and the performance has been verified in a real-world deployment using Wandstem WSN nodes.

Clock synchronization is a necessary component in modern distributed systems, especially Wirless Sensor Networks (WSNs). Despite the great effort and the numerous improvements, the existing synchronization schemes do not yet address the cancellation of propagation delays. Up to a few years ago, this was not perceived as a problem, because the time-stamping precision was a more limiting factor for the accuracy achievable with a synchronization scheme. However, the recent introduction of efficient flooding schemes based on constructive interference has greatly improved the achievable accuracy, to the point where propagation delays can effectively become the main source of error. In this paper, we propose a method to estimate and compensate for the network propagation delays. Our proposal does not require to maintain a spanning tree of the network, and exploits constructive interference even to transmit packets whose content are slightly different. To show the validity of the approach, we implemented the propagation delay estimator on top of the FLOPSYNC-2 synchronization scheme. Experimental results prove the feasibility of measuring propagation delays using off-the-shelf microcontrollers and radio transceivers, and show how the proposed solution allows to achieve sub-microsecond clock synchronization even for networks where propagation delays are significant.

Accurate and energy-efficient clock synchronization is an enabler for many applications of Wireless Sensor Networks. A fine-grained synchronization is beneficial both at the system level, for example to favor deterministic radio protocols, and at the application level, when network-wide event timestamping is required. However, there is a tradeoff between the resolution of a WSN node's timekeeping device and its energy consumption. The Virtual High-resolution Timer (VHT) is an innovative solution, that was proposed to overcome this tradeoff. It combines a high-resolution oscillator to a low-power one, turning off the former when not needed. In this paper we improve VHT by first identifying the jitter of the low-power oscillator as the current limit to the technique, and then proposing an enhanced solution that synchronizes the fast and the slow clock, rejecting the said jitter. The improved VHT is also less demanding than the original technique in terms of hardware resources. Experimental results show the achieved advantages in terms of accuracy.

We study feedback control for discrete-time linear time-invariant systems in the presence of quantization both in the control action and in the measurement of the controlled variable. While in some application the quantization effects can be neglected, when high-precision control is needed, they have to be explicitly accounted for in control design. In this paper we propose a switched control solution for minimizing the effect of quantization of both the control and controlled variables in the case of a simple integrator with unitary delay, a model that is quite common in the computing systems domain, for example in thread scheduling, clock synchronization, and resource allocation. We show that the switched solution outperforms the one without switching, designed by neglecting quantization, and analyze necessary and sufficient conditions for the controlled system to exhibit periodic solutions in the presence of an additive constant disturbance affecting the control input. Simulation results provide evidence of the effectiveness of the approach., Comment: 12 pages, 14 figures

We consider a nonlinear parabolic equation with an exponential nonlinearity which is critical with respect to the growth of the nonlinearity and the regularity of the initial data. After showing the equivalence of the notions of weak and mild solutions, we derive decay estimates and the asymptotic behavior for small global-in-time solutions.

This work presents a theoretical and empirical evaluation of Anderson-Darling test when the sample size is limited. The test can be applied in order to backtest the risk factors dynamics in the context of Counterparty Credit Risk modelling. We show the limits of such test when backtesting the distributions of an interest rate model over long time horizons and we propose a modified version of the test that is able to detect more efficiently an underestimation of the model's volatility. Finally we provide an empirical application.

In this paper we discuss a general methodology to compute the market risk measure over long time horizons and at extreme percentiles, which are the typical conditions needed for estimating Economic Capital. The proposed approach extends the usual market-risk measure, ie, Value-at-Risk (VaR) at a short-term horizon and 99% confidence level, by properly applying a scaling on the short-term Profit-and-Loss (P&L) distribution. Besides the standard square-root-of-time scaling, based on normality assumptions, we consider two leptokurtic probability density function classes for fitting empirical P&L datasets and derive accurately their scaling behaviour in light of the Central Limit Theorem, interpreting time scaling as a convolution problem. Our analyses result in a range of possible VaR-scaling approaches depending on the distribution providing the best fit to empirical data, the desired percentile level and the time horizon of the Economic Capital calculation. After assessing the different approaches on a test equity trading portfolio, it emerges that the choice of the VaR-scaling approach can affect substantially the Economic Capital calculation. In particular, the use of a convolution-based approach could lead to significantly larger risk measures (by up to a factor of four) than those calculated using Normal assumptions on the P&L distribution., Comment: Pre-Print version, submitted to The Journal of Risk. 18 pages, 17 figures

Owing to the Rosenau argument in Physical Review A, 46 (1992), pag. 12-15, originally proposed to obtain a regularized version of the Chapman-Enskog expansion of hydrodynamics, we introduce a non-local linear kinetic equation which approximates a fractional diffusion equation. We then show that the solution to this approximation, apart of a rapidly vanishing in time perturbation, approaches the fundamental solution of the fractional diffusion (a L\'evy stable law) at large times.

This paper is devoted to the grazing collision limit of the inelastic Kac model introduced in [A. Pulvirenti and G. Toscani. J. Statist. Phys., 114(5-6):1453--1480, 2004], when the equilibrium distribution function is a heavy-tailed L\'evy-type distribution with infinite variance. We prove that solutions in an appropriate domain of attraction of the equilibrium distribution converge to solutions of a Fokker-Planck equation with a fractional diffusion operator., Comment: 27 pages

We prove the propagation of regularity, uniformly in time, for the scaled solutions of one-dimensional dissipative Maxwell models. This result together with the weak convergence towards the stationary state proven by Pareschi and Toscani in 2006 implies the strong convergence in Sobolev norms and in the L^1 norm towards it depending on the regularity of the initial data. In the case of the one-dimensional inelastic Boltzmann equation, the result does not depend of the degree of inelasticity. This generalizes a recent result of Carlen, Carrillo and Carvalho (arXiv:0805.1051v1), in which, for weak inelasticity, propagation of regularity for the scaled inelastic Boltzmann equation was found by means of a precise control of the growth of the Fisher information., Comment: 26 pages

For the equation (-\Delta u = | |x|-2 |^\alpha u^{p-1}), (1 < |x| < 3), we prove the existence of two solutions for (\alpha) large, and of two additional solutions when (p) is close to the critical Sobolev exponent (2^*=2N/(N-2)). A symmetry--breaking phenomenon appears, showing that the least--energy solutions cannot be radial functions., Comment: Final version, accepted by Journal of Differential Equations

We prove that Gevrey regularity is propagated by the Boltzmann equation with Maxwellian molecules, with or without angular cut-off. The proof relies on the Wild expansion of the solution to the equation and on the characterization of Gevrey regularity by the Fourier transform., Comment: 18 pages

We study the efficiency of quantum algorithms which aim at obtaining phase space distribution functions of quantum systems. Wigner and Husimi functions are considered. Different quantum algorithms are envisioned to build these functions, and compared with the classical computation. Different procedures to extract more efficiently information from the final wave function of these algorithms are studied, including coarse-grained measurements, amplitude amplification and measure of wavelet-transformed wave function. The algorithms are analyzed and numerically tested on a complex quantum system showing different behavior depending on parameters, namely the kicked rotator. The results for the Wigner function show in particular that the use of the quantum wavelet transform gives a polynomial gain over classical computation. For the Husimi distribution, the gain is much larger than for the Wigner function, and is bigger with the help of amplitude amplification and wavelet transforms. We also apply the same set of techniques to the analysis of real images. The results show that the use of the quantum wavelet transform allows to lower dramatically the number of measurements needed, but at the cost of a large loss of information., Comment: Revtex, 13 pages, 16 figures

We study numerically the effects of measurements on dynamical localization in the kicked rotator model simulated on a quantum computer. Contrary to the previous studies, which showed that measurements induce a diffusive probability spreading, our results demonstrate that localization can be preserved for repeated single-qubit measurements. We detect a transition from a localized to a delocalized phase, depending on the system parameters and on the choice of the measured qubit., Comment: 4 pages, 4 figures, research at Quantware MIPS Center http://www.quantware.ups-tlse.fr

We study analytically and numerically the effects of various imperfections in a quantum computation of a simple dynamical model based on the Quantum Wavelet Transform (QWT). The results for fidelity timescales, obtained for a large range of error amplitudes and number of qubits, imply that for static imperfections the threshold for fault-tolerant quantum computation is decreased by a few orders of magnitude compared to the case of random errors., Comment: revtex, 11 pages, 13 figures, research at Quantware MIPS Center http://www.quantware.ups-tlse.fr

We show that dissipative classical dynamics converging to a strange attractor can be simulated on a quantum computer. Such quantum computations allow to investigate efficiently the small scale structure of strange attractors, yielding new information inaccessible to classical computers. This opens new possibilities for quantum simulations of various dissipative processes in nature., Comment: latex 4 pages, 4 figures, research at http://www.quantware.ups-tlse.fr, one fig and discussion added

We address the problem of heat conduction in 1-D nonlinear chains; we show that, acting on the parameter which controls the strength of the on site potential inside a segment of the chain, we induce a transition from conducting to insulating behavior in the whole system. Quite remarkably, the same transition can be observed by increasing the temperatures of the thermal baths at both ends of the chain by the same amount. The control of heat conduction by nonlinearity opens the possibility to propose new devices such as a thermal rectifier., Comment: 4 pages with figures included. Phys. Rev. Lett., to be published (Ref. [10] corrected)

We theoretically and numerically demonstrate that completely integrable scattering processes may exhibit fractal transmission fluctuations, due to typical spectral properties of integrable systems. Similar properties also occur with scattering processes in the presence of strong dynamical localization, thus explaining recent numerical observations of fractality in the latter class of systems., Comment: revtex, 4 pages, 3 eps figures

We numerically analyse quantum survival probability fluctuations in an open, classically chaotic system. In a quasi-classical regime, and in the presence of classical mixed phase space, such fluctuations are believed to exhibit a fractal pattern, on the grounds of semiclassical arguments. In contrast, we work in a classical regime of complete chaoticity, and in a deep quantum regime of strong localization. We provide evidence that fluctuations are still fractal, due to the slow, purely quantum algebraic decay in time produced by dynamical localization. Such findings considerably enlarge the scope of the existing theory., Comment: revtex, 4 pages, 5 figures

We numerically analyze the distribution of scattering resonance widths in one- and quasi-one dimensional tight binding models, in the localized regime. We detect and discuss an algebraic decay of the distribution, similar, though not identical, to recent theoretical predictions., Comment: 18 pages, 6 eps figures, to be published in `The European Physical Journal B'