Showing papers by "École Polytechnique published in 2000"
TL;DR: This study reports for the first time the use of polymer/polyol salt aqueous solutions as gelling systems, suggesting the discovery of a prototype for a new family of thermosetting gels highly compatible with biological compounds.
1,287 citations
TL;DR: In this article, the authors present a simple model of a stock market where a random communication structure between agents generically gives rise to heavy tails in the distribution of stock price variations in the form of an exponentially truncated power law, similar to distributions observed in recent empirical studies of highfrequency market data.
Abstract: We present a simple model of a stock market where a random communication structure between agents generically gives rise to heavy tails in the distribution of stock price variations in the form of an exponentially truncated power law, similar to distributions observed in recent empirical studies of high-frequency market data. Our model provides a link between two well-known market phenomena: the heavy tails observed in the distribution of stock market returns on one hand and herding behavior in financial markets on the other hand. In particular, our study suggests a relation between the excess kurtosis observed in asset returns, the market order flow, and the tendency of market participants to imitate each other.
680 citations
TL;DR: In this article, the authors define the price for a claim C as the smallest real number p such that supπE[U(XTx+p,π−C)]≥ supπ E[U[XTx,π]], where U is the negative exponential utility function and Xx, π is the wealth associated with portfolio π and initial value x.
Abstract: In a financial market model with constraints on the portfolios, define the price for a claim C as the smallest real number p such that supπ E[U(XTx+p, π−C)]≥ supπ E[U(XTx, π)], where U is the negative exponential utility function and Xx, π is the wealth associated with portfolio π and initial value x. We give the relations of this price with minimal entropy or fair price in the flavor of Karatzas and Kou (1996) and superreplication. Using dynamical methods, we characterize the price equation, which is a quadratic Backward SDE, and describe the optimal wealth and portfolio. Further use of Backward SDE techniques allows for easy determination of the pricing function properties.
541 citations
TL;DR: It is demonstrated experimentally that an arbitrary phase and amplitude profile can be applied to an ultrashort pulse by use of an acousto-optic programmable dispersive filter (AOPDF) that has a large group-delay range and a 30% diffraction efficiency over 150 THz.
Abstract: We demonstrate experimentally that an arbitrary phase and amplitude profile can be applied to an ultrashort pulse by use of an acousto-optic programmable dispersive filter (AOPDF). Our filter has a large group-delay range that extends over 3 ps and a 30% diffraction efficiency over 150 THz. Experiments were conducted on a kilohertz chirped-pulse amplification laser chain capable of generating 30-fs pulses without additional pulse shaping. Compensating for gain narrowing and residual phase errors with an AOPDF in place of the stretcher results in 17-fs transform-limited pulses. Arbitrary shaping of these 17-fs pulses is also demonstrated in both the temporal and the spectral domains.
529 citations
TL;DR: In this article, the results of X-ray diffraction and electron microscopy characterizations show that the crystalline nanoparticles exhibit an ellipsoidal form with two characteristic dimensions of around 15 and 30 nm.
Abstract: Concentrated colloidal solutions of well-dispersed YVO4:Eu nanoparticles are synthesized by precipitation reactions at room temperature and stabilized by sodium hexametaphosphate. X-ray diffraction and electron microscopy characterizations show that the crystalline nanoparticles exhibit an ellipsoidal form with two characteristic dimensions of around 15 and 30 nm. In comparison with the bulk, a lower luminescence efficiency as well as a higher concentration quenching are observed. These deviations are explained as the variations of some characteristics of the colloidal samples, such as the crystallinity and the surface chemistry. When these parameters are optimized, the quantum yield of the luminescence reaches 38% for the nanoparticles containing a europium concentration of 15%.
478 citations
TL;DR: It is shown that copulas can be extensively used to solve many financial problems and are a general tool to construct multivariate distributions and to investigate dependence structure between random variables.
Abstract: Copulas are a general tool to construct multivariate distributions and to investigate dependence structure between random variables. However, the concept of copula is not popular in Finance. In this paper, we show that copulas can be extensively used to solve many flnancial problems.
459 citations
TL;DR: In this paper, two-color femtosecond pump-probe measurements in silver films were used to investigate the electron-electron and electron-lattice interactions in noble metals.
Abstract: Electron-electron and electron-lattice interactions in noble metals are discussed in the light of two-color femtosecond pump-probe measurements in silver films. The internal thermalization of a nonequilibrium electron distribution created by intraband absorption of a pump pulse is followed by probing the induced optical property changes in the vicinity of the frequency threshold for the d band to Fermi surface transitions. This is shown to take place with a characteristic time constant of 350 fs, significantly shorter than previously reported in gold. This difference is ascribed to a weaker screening of the electron-electron interaction by the d-band electrons in silver than in gold. These results are in quantitative agreement with numerical simulations of the electron relaxation dynamics using a reduced static screening of the electron-electron Coulomb interaction, and including bound electron screening. Electron-lattice thermalization has been studied using a probe frequency out of resonance with the interband transitions. In both materials, the transient nonthermal nature of the electron distribution leads to the observation of a short-time delay reduction of the energy-loss rate of the electron gas to the lattice, in very good agreement with our theoretical model.
448 citations
TL;DR: It is shown that it is possible to create a highly nonlinear three-dimensional force-free configuration consisting of a twisted magnetic flux rope representing the magnetic structure of a prominence and exhibiting an S-shaped structure, as observed in soft X-ray sigmoid structures.
Abstract: We present a new approach to the theory of large-scale solar eruptive phenomena such as coronal mass ejections and two-ribbon flares, in which twisted flux tubes play a crucial role. We show that it is possible to create a highly nonlinear three-dimensional force-free configuration consisting of a twisted magnetic flux rope representing the magnetic structure of a prominence (surrounded by an overlaying, almost potential, arcade) and exhibiting an S-shaped structure, as observed in soft X-ray sigmoid structures. We also show that this magnetic configuration cannot stay in equilibrium and that a considerable amount of magnetic energy is released during its disruption. Unlike most previous models, the amount of magnetic energy stored in the configuration prior to its disruption is so large that it may become comparable to the energy of the open field.
427 citations
TL;DR: In this article, the authors present a Web of Science Record created on 2006-02-21, modified on 2017-05-12.Reference LPI-ARTICLE-2000-029
Abstract: Reference LPI-ARTICLE-2000-029View record in Web of Science Record created on 2006-02-21, modified on 2017-05-12
405 citations
TL;DR: In this article, anatomical segregation of brain activation associated with performance in sound identification and localization was investigated in 18 normal subjects using fMRI in three conditions: (i) comparison of spatial stimuli simulated with interaural time differences; (ii) identification of environmental sounds; and (iii) rest.
397 citations
TL;DR: The mechanism of photoactivation (light-induced reduction of the flavin adenine dinucleotide cofactor) of Escherichia coli DNA photolyase is studied using time-resolved absorption spectroscopy, showing that electron transfer occurs before proton dissociation.
Abstract: Amino-acid radicals play key roles in many enzymatic reactions. Catalysis often involves transfer of a radical character within the protein, as in class I ribonucleotide reductase where radical transfer occurs over 35 A, from a tyrosyl radical to a cysteine. It is currently debated whether this kind of long-range transfer occurs by electron transfer, followed by proton release to create a neutral radical, or by H-atom transfer, that is, simultaneous transfer of electrons and protons. The latter mechanism avoids the energetic cost of charge formation in the low dielectric protein, but it is less robust to structural changes than is electron transfer. Available experimental data do not clearly discriminate between these proposals. We have studied the mechanism of photoactivation (light-induced reduction of the flavin adenine dinucleotide cofactor) of Escherichia coli DNA photolyase using time-resolved absorption spectroscopy. Here we show that the excited flavin adenine dinucleotide radical abstracts an electron from a nearby tryptophan in 30 ps. After subsequent electron transfer along a chain of three tryptophans, the most remote tryptophan (as a cation radical) releases a proton to the solvent in about 300 ns, showing that electron transfer occurs before proton dissociation. A similar process may take place in photolyase-like blue-light receptors.
TL;DR: In this article, a second-order 2D model of film flows down inclined planes was derived by combining a gradient expansion at first or second order to weighted residual techniques with polynomials as test functions.
Abstract: New models of film flows down inclined planes have been derived by combining a gradient expansion at first or second order to weighted residual techniques with polynomials as test functions. The two-dimensional formulation has been extended to account for three-dimensional flows as well. The full second-order two-dimensional model can be expressed as a set of four coupled evolution equations for four slowly varying fields, the thickness h, the flow rate q and two other quantities measuring the departure from the flat-film semi-parabolic velocity profile. A simplified model has been obtained in terms of h and q only. Including viscous dispersion effects properly, it closely sticks to the asymptotic expansion in the appropriate limit. Our new models improve over previous ones in that they remain valid deep into the strongly nonlinear regime, as shown by the comparison of our results relative to travelling-wave and solitary-wave solutions with those of both direct numerical simulations and experiments.
TL;DR: The analysis of the data collected by the NA50 experiment in 1998, reported in this paper, extends and clarifies the pattern of the previously observed J/ψ anomalous suppression.
TL;DR: In this paper, a simple solvable "stochastic volatility" model for return fluctuations is proposed, which is able to reproduce most of recent empirical findings concerning financial time series: no correlation between price variations, long-range volatility correlations and multifractal statistics.
Abstract: In this paper, we provide a simple, "generic"interpretation of multifractal scaling laws and multiplicative cascade process paradigms in terms of volatility correlations. We show that in this context 1/f power spectra, as recently observed in reference [23], naturally emerge. We then propose a simple solvable "stochastic volatility"model for return fluctuations. This model is able to reproduce most of recent empirical findings concerning financial time series: no correlation between price variations, long-range volatility correlations and multifractal statistics. Moreover, its extension to a multivariate context, in order to model portfolio behavior, is very natural. Comparisons to real data and other models proposed elsewhere are provided.
TL;DR: In this article, the authors proposed an alternative "affine" formulation, based on a linear thermoelastic comparison medium, which could yield softer estimates for nonlinear elasticity.
Abstract: Variational approaches for nonlinear elasticity show that Hill’s incremental formulation for the prediction of the overall behaviour of heterogeneous materials yields estimates which are too stiff and may even violate rigorous bounds. This paper aims at proposing an alternative ‘affine’ formulation, based on a linear thermoelastic comparison medium, which could yield softer estimates. It is first described for nonlinear elasticity and specified by making use of Hashin–Shtrikman estimates for the linear comparison composite; the associated affine self-consistent predictions are satisfactorily compared with incremental and tangent ones for power-law creeping polycrystals. Comparison is then made with the second-order procedure (Ponte Castaneda, P., 1996. Exact second-order estimates for the effective mechanical properties of nonlinear composite materials. J. Mech. Phys. Solids, 44 (6), 827–862) and some limitations of the affine method are pointed out; explicit comparisons between different procedures are performed for isotropic, two-phase materials. Finally, the affine formulation is extended to history-dependent behaviours; application to the self-consistent modelling of the elastoplastic behaviour of polycrystals shows that it offers an improved alternative to Hill’s incremental formulation.
TL;DR: A new method for incorporating Gauss' law into non-stationary electromagnetic simulation codes is developed, starting from a constrained formulation of the Maxwell equations and the resulting system is hyperbolic, and the divergence errors propagate with the speed of light to the boundary of the computational domain.
TL;DR: The intensity scaling of the temperature, of the pressure, and of the density, where the laser energy is deposited in the expanding plasma, as well as the propagation of the heat wave and the shock wave into the solid.
Abstract: The interaction of ultrashort subpicosecond laser pulses with initially cold and solid matter is investigated in a wide intensity range (10(11) to 10(17) W/cm(2)) by means of the hydrodynamic code MULTI-FS, which is an extension of the long pulse version of MULTI [R. Ramis, R. Schmalz, and J. Meyer-ter-Vehn, Comput. Phys. Commun. 49, 475 (1988)]. Essential modifications for the treatment of ultrashort pulses are the solution of Maxwell's equations in a steep gradient plasma, consideration of the nonequilibrium between electrons and ions, and a model for the electrical and thermal conductivity covering the wide range from the solid state to the high temperature plasma. The simulations are compared with several absorption measurements performed with aluminum targets at normal and oblique incidence. Good agreement is obtained by an appropriate choice of the electron-ion energy exchange time (characterized by 10 to 20 ps in cold solid Al). In addition we discuss the intensity scaling of the temperature, of the pressure, and of the density, where the laser energy is deposited in the expanding plasma, as well as the propagation of the heat wave and the shock wave into the solid. For laser pulse durations >/=150 fs considered in this paper the amount of isochorically heated matter at solid density is determined by the depth of the electron heat wave in the whole intensity range.
TL;DR: In this paper, the onset of the monsoon system over West Africa is linked to the northward migration of the Inter-Tropical Convergence Zone (ITCZ) during the northern spring and summer.
Abstract: The onset of the monsoon system over West Africa is linked to the northward migration of the Inter-Tropical Convergence Zone (ITCZ) during the northern spring and summer. By using daily gridded rainfall data and NCEP/NCAR wind reanalyses over the period 1968–1990, we show that this migration is characterised by an abrupt latitudinal shift of the ITCZ in late June from a quasi-stationary location at 5N in May–June to another quasi-stationary location at 10N in July–August. A composite analysis based on the shift dates shows that this northward shift is associated with the occurrence of a westward-travelling monsoon depression pattern over the Sahel with characteristic periodicities of 20–40 days.
TL;DR: Seven years after the discovery of the DNA i-motif, partial explanations for its occurrence have been uncovered, possibly involving CHellipsisO hydrogen bonds across the narrow grooves.
TL;DR: The key parameter for the control with N,N-disubstituted (A) or cyclic (B) dithiocarbamates was found to be the conjugation of the lone pair of electrons of the nitrogen atom with carbonyl or aromatic groups.
Abstract: Control of the radical polymerization of acrylates, styrene and vinyl acetate has been achieved by using novel dithiocarbamates as reversible addition-fragmentation chain transfer agents. The key parameter for the control with N,N-disubstituted (A) or cyclic (B) dithiocarbamates was found to be the conjugation of the lone pair of electrons of the nitrogen atom with carbonyl or aromatic groups.
TL;DR: In this paper, a locally conformally Kahler (l.c.K) metric with parallel Lee form on a compact complex surface was given. But the graph structure of the compact complex surfaces was not considered.
Abstract: We give a characterization of a locally conformally Kahler (l.c.K.) metric with parallel Lee form on a compact complex surface. Using the Kodaira classification of surfaces, we classify the compact complex surfaces admitting such structures. This gives a classification of Sasakian structures on compact three-manifolds. A weak version of the above mentioned characterization leads to an explicit construction of l.c.K. metrics on all Hopf surfaces. We characterize the locally homogeneous l.c.K. metrics on geometric complex surfaces, and we prove that some Inoue surfaces do not admit any l.c.K. metric.
TL;DR: In this paper, the T-duality transformations of space-time spinors (the supersymmetry transformation parameters, gravitinos and dilatinos) of type-II theories in curved backgrounds with an isometry were obtained.
TL;DR: In this paper, a minimal embedding of the Standard Model spectrum in a D-brane configuration of type I string theory is proposed, which is neither grand unified nor supersymmetric but leads to the right prediction of the weak angle for a string scale of the order of a few TeV.
14 May 2000
TL;DR: A theoretical analysis of all fast correlation attacks shows that the algorithm with parity-check equations of weight 4 or 5 is usually much more efficient than correlation attacks based on convolutional codes or on turbo codes.
Abstract: This paper describes new techniques for fast correlation attacks, based on Gallager iterative decoding algorithm using parity-check equations of weight greater than 3. These attacks can be applied to any key-stream generator based on LFSRs and it does not require that the involved feedback polynomial have a low weight. We give a theoretical analysis of all fast correlation attacks, which shows that our algorithm with parity-check equations of weight 4 or 5 is usually much more efficient than correlation attacks based on convolutional codes or on turbo codes. Simulation results confirm the validity of this comparison. In this context, we also point out the major role played by the nonlinearity of the Boolean function used in a combination generator.
TL;DR: The primary goal is to solve the problem of making abstract interpretations complete by minimally extending or restricting the underlying abstract domains by providing constructive characterizations for the least complete extensions and the greatest complete restrictions of abstract domains.
Abstract: Completeness is an ideal, although uncommon, feature of abstract interpretations, formalizing the intuition that, relatively to the properties encoded by the underlying abstract domains, there is no loss of information accumulated in abstract computations. Thus, complete abstract interpretations can be rightly understood as optimal. We deal with both pointwise completeness, involving generic semantic operations, and (least) fixpoint completeness. Completeness and fixpoint completeness are shown to be properties that depend on the underlying abstract domains only. Our primary goal is then to solve the problem of making abstract interpretations complete by minimally extending or restricting the underlying abstract domains. Under the weak and reasonable hypothesis of dealing with continuous semantic operations, we provide constructive characterizations for the least complete extensions and the greatest complete restrictions of abstract domains. As far as fixpoint completeness is concerned, for merely monotone semantic operators, the greatest restrictions of abstract domains are constructively characterized, while it is shown that the existence of least extensions of abstract domains cannot be, in general, guaranteed, even under strong hypotheses. These methodologies, which in finite settings give rise to effective algorithms, provide advanced formal tools for manipulating and comparing abstract interpretations, useful both in static program analysis and in semantics design. A number of examples illustrating these techniques are given.
TL;DR: In this article, infrared and Raman measurements of magnetite (Fe3O4) were performed and the structural aspect of the Verwey transition was disclosed by the appearance of additional infrared-active and RAMAN-active phonons.
Abstract: We present infrared and Raman measurements of magnetite (Fe3O4). This material is known to undergo a metal-insulator and a structural transition (Verwey transition) at T-V = 120 K. The structural aspect of the Verwey transition is disclosed by the appearance of additional infrared-active and Raman-active phonons. The frequencies of the infrared-active phonons show no significant singularities at the transition whereas their linewidths increase. The frequency and linewidth of the Raman-active phonon at 670 cm(-1) change abruptly at the transition. For T
TL;DR: In this paper, it was shown that chiral type I models whose tadpole conditions have no supersymmetric solution can be consistently defined by introducing antibranes with non-supersymmetric world volumes.
TL;DR: The internal thermalization dynamics of the conduction electrons is investigated in silver nanoparticles with radius ranging from 13 to 1.6 nm using a femtosecond IR pump-UV probe absorption saturation technique, consistent with electron-electron scattering acceleration due to surface induced reduction of the Coulomb interaction screening.
Abstract: The internal thermalization dynamics of the conduction electrons is investigated in silver nanoparticles with radius ranging from 13 to 1.6 nm using a femtosecond IR pump--UV probe absorption saturation technique. A sharp increase of the electron energy exchange rate is demonstrated for nanoparticles smaller than 5 nm. The results are consistent with electron-electron scattering acceleration due to surface induced reduction of the Coulomb interaction screening by the conduction and core electrons.
TL;DR: In this paper, the effect of a non-vanishing flux for the NS-NS antisymmetric tensor in open-string orbifolds has been studied, where the total dimension of the Chan-Paton gauge group is reduced proportionally to the rank of Bab, both on D9- and on D5-branes.
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TL;DR: In this article, the authors consider the challenges that future crises pose for policymakers and public leaders, and propose a framework to deal with future crisis scenarios in the public domain and public institutions.
Abstract: This article considers the challenges that future crises pose for policymakers and public leaders.