In this paper we summarize a dual-time scale formulation of dynamic user equilibrium with demand growth due to Friesz et al (2008). This formulation belongs to the problem class that Pang and Stewart (2008) refer to as di¤erential variational inequalities. We also present a …xed point algorithm for computing solutions to the dual time-scale model without calculating derivatives, along with a nu...

An axiomatic concept of quantum eld theory stochastic processes is introduced and some elementary properties of them are presented. The existence of the trace processes connected to Gibbs random elds obtained in Euclidean Quantum Field Theory is discussed. For particular twodimensional interactions the Markov property and continuity of paths of the corresponding trace processes have been obtain...

Let us consider the di erential equation

Under appropriate assumptions, it is shown that there is a di eomorphism that transforms solutions of the implicit di erential equation

Let X be the solution of an Itô di erential equation with jumps over R. Under some auxiliary assumptions on the parameters of the equation, we characterize the support of the law of X in the Skorohod space D as the closure of the set of solutions to piecewise ordinary di erential equations. This gives an analogue in the Poisson space to the classical Stroock–Varadhan support theorem. c © 2000 P...

| A simple receiver structure recently proposed by the authors [1] for convolutional coded M{ary di erential phase shift keying (MDPSK) transmission over at Rayleigh fading channels without channel state information is analyzed in detail. We present a thorough discussion of the iterative decoding procedure, which is referred to as iterative decision{feedback di erential demodulation (iterative ...

We consider interpolation in Lie groups and homogeneous spaces. Based on points on the manifold together with tangent vectors at (some of) these points, we construct Hermite interpolation polynomials. If the points and tangent vectors are produced in the process of integrating an ordinary di erential equation on a Lie group or a homogeneous space, we use the truncated inverse of the di erential...

This report presents a new statistical attack on iterative block ciphers called the correlation attack which is a natural generalization of linear cryptanalysis. The attack is based on nding complex-valued functions on the input and the output of a cipher which have a high correlation. Their mutual relation is then exploited to yield information about the nal round key. Introducing the notions ...

In this thesis we study numerical methods for simulating mechanical deformations of cell membranes. Such models are given in terms of fourth order partial di erential equations. In order to enable comparisons of the models predictions to experimental results, the equations must be solved on arbitrary cell geometries. A Finite Element Method based on subdivision surfaces, which is capable of dis...

In this paper, decision{feedback di erential detection (DF{DD) ofM{ary di erential phase{shift keying (MDPSK) signals, which has been introduced previously for the additive white Gaussian noise (AWGN) channel by Leib et al. [1] and Edbauer [2], is extended to at Rayleigh fading channels. The DF{DD metric is derived from the multiple{symbol detection (MSD) metric and for error{free feedback an e...