The present study investigates the wavespace of Highly Contrasted Structures(HCS)and Highly Dissipative Structures(HDS)by wave-based models.The Asymptotic Homogenization Method(AHM),exploits the asymptotic Zig-Zag mod...The present study investigates the wavespace of Highly Contrasted Structures(HCS)and Highly Dissipative Structures(HDS)by wave-based models.The Asymptotic Homogenization Method(AHM),exploits the asymptotic Zig-Zag model and homogenization technique to compute the bending wavenumbers via a 6th-order equation.The General Laminate Model(GLM)employs Mindlin’s displacement field to establish displacement-constraint relationships and resolves a quadratic Eigenvalue Problem(EVP)of the dispersion relation.The Wave Finite Element(WFE)scheme formulates the Nonlinear Eigenvalue Problem(NEP)for waves in varying directions and tracks complex wavenumbers using Weighted Wave Assurance Criteria(WWAC).Two approaches are introduced to estimate the Damping Loss Factor(DLF)of HDS,with the average DLF calculated by the modal density at various angles where non-homogeneity is present.Evaluation of robustness and accuracy is made by comparing the wavenumbers and DLF obtained from AHM and GLM with WFE.WFE is finally extended to a sandwich metastructure with a non-homogeneous core,and the Power Input Method(PIM)with Finite Element Method(FEM)data is employed to assess the average DLF,demonstrating an enhanced DLF compared to layered configurations with the same material portion,indicating increased energy dissipation due to the bending-shear coupling effects.展开更多
Laser ablation in liquid is a scalable nanoparticle production method with applications in areas like catalysis and biomedicine.Due to laser-liquid interactions,different energy dissipation channels such as absorption...Laser ablation in liquid is a scalable nanoparticle production method with applications in areas like catalysis and biomedicine.Due to laser-liquid interactions,different energy dissipation channels such as absorption by the liquid and scattering at the ablation plume and cavitation bubble lead to reduced laser energy available for nanoparticle production.Ultrashort pulse durations cause unwanted nonlinear effects in the liquid,and for ns pulses,intra-pulse energy deposition attenuation effects are to be expected.However,intermediate pulse durations ranging from hundreds of picoseconds up to one nanosecond have rarely been studied in particular in single-pulse settings.In this study,we explore the pico-to nanosecond pulse duration regimes to find the pulse duration with the highest ablation efficiency.We find that pulse durations around 1-2 ns enable the most efficient laser ablation in liquid since the laser beam shielding by the ablation plume and cavitation bubble sets in only at longer pulse durations.Furthermore,pump-probe microscopy imaging reveals that the plume dynamics in liquids start to differ from plume dynamics in air at about 2 ns after pulse impact.展开更多
This paper examines the use of proper orthogonal decomposition (POD) and singular value decomposition (SVD) to identify zones on the surface of the source that contribute the most to the sound power the source radiate...This paper examines the use of proper orthogonal decomposition (POD) and singular value decomposition (SVD) to identify zones on the surface of the source that contribute the most to the sound power the source radiates. First, computational fluid dynamics (CFD) is used to obtain the pressure field at the surface of the blade in a subsonic regime. Then the fluctuation of this pressure field is used as the input for the loading noise in the Ffowcs Williams and Hawkings (FW&H) acoustic analogy. The FW&H analogy is used to calculate the sound power that is radiated by the blade. Secondly, the most important acoustic modes of POD and SVD are used to reconstruct the radiated sound power. The results obtained through POD and SVD are similar to the acoustic power directly obtained with the FW&H analogy. It was observed that the importance of the modes to the radiated sound power is not necessarily in ascending order (for the studied case, the seventh mode was the main contributor). Finally, maps of the most contributing POD and SVD modes have been produced. These maps show the zones on the surface of the blade, where the dipolar aeroacoustic sources contribute the most to the radiated sound power. These identifications are expected to be used as a guide to design and shape the blade surface in order to reduce its radiated noise.展开更多
Purpose:We aim to extend our investigations related to the Relative Intensity of Collaboration(RIC)indicator,by constructing a confidence interval for the obtained values.Design/methodology/approach:We use Mantel-Haen...Purpose:We aim to extend our investigations related to the Relative Intensity of Collaboration(RIC)indicator,by constructing a confidence interval for the obtained values.Design/methodology/approach:We use Mantel-Haenszel statistics as applied recently by Smolinsky,Klingenberg,and Marx.Findings:We obtain confidence intervals for the RIC indicatorResearch limitations:It is not obvious that data obtained from the Web of Science(or any other database)can be considered a random sample.Practical implications:We explain how to calculate confidence intervals.Bibliometric indicators are more often than not presented as precise values instead of an approximation depending on the database and the time of measurement.Our approach presents a suggestion to solve this problem.Originality/value:Our approach combines the statistics of binary categorical data and bibliometric studies of collaboration.展开更多
Background-A significant number(20%to 40%) of hypertensive patients with renal artery stenosis will not have blood pressure improvement after successful percutaneous revascularization. Identifying a group of patients ...Background-A significant number(20%to 40%) of hypertensive patients with renal artery stenosis will not have blood pressure improvement after successful percutaneous revascularization. Identifying a group of patients with refractory hypertension and renal artery stenosis who are likely to respond to renal stent placement would be beneficial. Methods and Results-Brain natriuretic peptide(BNP) was measured in 27 patients with refractory hypertension and significant renal artery stenosis before and after successful renal artery stent placement. This neuropeptide was elevated(median, 187 pg/mL; 25th to 75th percentiles, 89 to 306 pg/mL) before stent placement and fell within 24 hours of the successful stent procedure(96 pg/mL; 25th to 75th percentiles, 61 to 182 pg/mL; P=0.002), remaining low(85 pg/mL; 25th to 75th percentiles, 43 to 171 pg/mL) at follow-up. Clinical improvement in hypertension was observed in the patients with a baseline BNP >80 pg/mL(n=22) in 17 patients(77%) compared with 0%of the patients with a baseline BNP ≤80 pg/mL(n=5)(P=0.001). After correction for glomerular filtration rate, BNP was strongly correlated with improvement in hypertension. Conclusions-BNP is increased in patients with severe renal artery stenosis and decreases after successful stent revascularization. In addition, an elevated baseline BNP level of >80 pg/mL appears to be a good predictor of a blood pressure response after successful stent revascularization.展开更多
Introduction:Once the enormity of online games took over the attention of many teens and children so that it brought a big change.Aggressive behavior among adolescents especially high school students from year to year...Introduction:Once the enormity of online games took over the attention of many teens and children so that it brought a big change.Aggressive behavior among adolescents especially high school students from year to year is increasing both in number and forms of aggressive behavior that is raised.Objectives:This study aims to determine the relationship between playing online games and aggressive behavior of high school students in Jayapura.Methods:The research method used was analytical research using cross sectional design.Study the relationship between two variables in a situation or group of objects using a simple linear regression statistical test.Result:The correlation effect of Length Playing Game Online with aggressively behavior of students in High School logistic test results obtained meaningful results where the value of p=0,00<0.05.This means that there is an influence or relationship between the lengths of playing online games with the aggressive behavior of high school students.These results indicate that there is a positive relationship between the lengths of playing online games with the aggressive behavior of adolescents.This means that the old variable playing online games can be used as a trigger to predict the emergence of aggressive teenage behavior.The higher the length of playing online games,the higher the aggressive behavior of teenagers,conversely the lower the longer playing online games,the lower the aggressive behavior of teenagers.展开更多
Aim:Resistance to hormonal and targeted therapies in breast cancer limits treatment efficacy.Epigenetic alterations,including changes mediated by DNA methyltransferases,play a key role in this process.Previously,we id...Aim:Resistance to hormonal and targeted therapies in breast cancer limits treatment efficacy.Epigenetic alterations,including changes mediated by DNA methyltransferases,play a key role in this process.Previously,we identified that resistance to tamoxifen and rapamycin is associated with the suppression of DNMT3A.This study aims to further explore the mechanisms underlying this suppression,with a focus on identifying NR6A1 as a novel regulatory factor.Methods:Acquisition of resistant breast cancer cell sublines,MTT-test,immunoblotting,transient transfection and reporter analysis,lentiviral infection,qRT-PCR,and analysis of methylation using bisulfite pyrosequencing.Results:Our findings indicate that the development of cross-resistance in breast cancer cells to hormonal and targeted therapies involves a shift in cell signaling to alternative AKT pathways,marked by a localized suppression of the NR6A1/DNMT3A axis and associated DNA methylation changes.We demonstrated the critical role of NR6A1 downregulation in resistance development.Additionally,we observed activation of Snail-a key regulator in the epithelial-mesenchymal transition-as a mediator of the effects of NR6A1 depletion,establishing a direct link between Snail expression and resistance formation.Conclusion:The coordinated suppression of NR6A1 and DNMT3A may contribute to sustaining the resistant phenotype in breast cancer cells.This pathway could serve as a predictive marker,helping guide the selection of optimal therapeutic strategies for breast cancer treatment in the future.展开更多
The diversity of filamentous fungi that can grow at high ambient pH values(i.e.,8–11)remains largely understudied.Here we study 100 alkalitolerant and alkaliphilic isolates from the soils around the basin of soda lak...The diversity of filamentous fungi that can grow at high ambient pH values(i.e.,8–11)remains largely understudied.Here we study 100 alkalitolerant and alkaliphilic isolates from the soils around the basin of soda lakes in Asia and Africa to assess the major evolutionary lineages and morphologies pertinent to the alkaliphilic trait in filamentous fungi.The Emericellopsis lineage(Hypocreales,Hypocreomycetidae),along with Plectosphaerellaceae(Hypocreomycetidae),Pleosporaceae(Dothideomycetes),Chaetomiaceae(Sordariomycetidae)families appeared to be overrepresented with strong alkalitolerants and effective alkaliphiles.In particular,Sodiomyces species(Plectosphaerellaceae),Acrostalagmus luteoalbus(Plectosphaerellaceae),Emericellopsis alkalina(Hypocreales),Thielavia sp.(Chaetomiaceae),and Alternaria sect.Soda(Pleosporaceae)grew best at high ambient pH.The pH tolerance of Chordomyces antarcticum,Acrostalagmus luteoalbus and some other species was largely affected by the presence of extra Na+in the growth medium.Moderate alkalitolerants included Scopulariopsis members(Microascales),Fusarium,Cladosporium,and many asexual acremonium-like species from Bionectriaceae.Weak alkalitolerants were represented by sporadic isolates of Penicillium,Purpureocillium lilacinum,and Alternaria alternata species,with the growth optimum at neutral or acidic pH.Weak alkalitolerants develop loose dry chains of spores easily dispersed by air.Their presence at low frequency with the growth optimum at neutral or acidic pH leads us to treat them as transient species in the alkaline soils,as those are also ubiquitous saprobes in normal soils.Our phylogenetic analyses show that the alkaliphilic trait in filamentous fungi has evolved several times.Several lineages harboring strong alkalitolerants derived from the known marine-borne fungi(Emericellopsis,Alternaria sect.Phragmosporae),or fall within the fungi associated with halophytic grasses(Pleosporaceae).Soda soils contain a diversity of fungi that range from weak alkalitolerant to alkaliphilic,which in few cases is associated with darkly pigmented mycelium and formation of microsclerotia.The alkaliphilic trait is spread throughout the Ascomycota,and usually juxtaposes with slime-covered polyphyletic acremonium-,verticillium-,gliocladium-types of asexual morphology,hyphae aggregating in chords,and enclosed fruit bodies.展开更多
In this paper we present how nonlinear stochastic Itˆo differential equations arising in the modelling of perturbed rigid bodies can be solved numerically in such a way that the solution evolves on the correct manifol...In this paper we present how nonlinear stochastic Itˆo differential equations arising in the modelling of perturbed rigid bodies can be solved numerically in such a way that the solution evolves on the correct manifold.To this end,we formulate an approach based on Runge-Kutta–Munthe-Kaas(RKMK)schemes for ordinary differ-ential equations on manifolds.Moreover,we provide a proof of the mean-square convergence of this stochastic version of the RKMK schemes applied to the rigid body problem and illustrate the effectiveness of our proposed schemes by demonstrating the structure preservation of the stochastic RKMK schemes in contrast to the stochastic Runge-Kutta methods.展开更多
One goal of financial research is to determine fair prices on the financial market.As financial models and the data sets on which they are based are becoming ever larger and thus more complex,financial instruments mus...One goal of financial research is to determine fair prices on the financial market.As financial models and the data sets on which they are based are becoming ever larger and thus more complex,financial instruments must be further developed to adapt to the new complexity,with short runtimes and efficient use of memory space.Here we show the effects of combining known strategies and incorporating new ideas to further improve numerical techniques in computational finance.In this paper we combine an ADI(alternating direction implicit)scheme for the temporal discretization with a sparse grid approach and the combination technique.The later approach considerably reduces the number of“spatial”grid points.The presented standard financial problem for the valuation of American options using the Heston model is chosen to illustrate the advantages of our approach,since it can easily be adapted to other more complex models.展开更多
In this work we investigate the novel Kryzhnyi method for the numerical inverse Laplace transformation and apply it to the pricing problem of continuous installment options.We compare the results with the one obtained...In this work we investigate the novel Kryzhnyi method for the numerical inverse Laplace transformation and apply it to the pricing problem of continuous installment options.We compare the results with the one obtained using other classical methods for the inverse Laplace transformation,like the Euler summation method or the Gaver-Stehfest method.展开更多
This work presents a comparison study of different numerical methods to solve Black-Scholes-type partial differential equations(PDE)in the convectiondominated case,i.e.,for European options,if the ratio of the risk-fr...This work presents a comparison study of different numerical methods to solve Black-Scholes-type partial differential equations(PDE)in the convectiondominated case,i.e.,for European options,if the ratio of the risk-free interest rate and the squared volatility-known in fluid dynamics as P´eclet number-is high.For Asian options,additional similar problems arise when the"spatial"variable,the stock price,is close to zero.Here we focus on three methods:the exponentially fitted scheme,a modification of Wang’s finite volume method specially designed for the Black-Scholes equation,and the Kurganov-Tadmor scheme for a general convection-diffusion equation,that is applied for the first time to option pricing problems.Special emphasis is put in the Kurganov-Tadmor because its flexibility allows the simulation of a great variety of types of options and it exhibits quadratic convergence.For the reduction technique proposed by Wilmott,a put-call parity is presented based on the similarity reduction and the put-call parity expression for Asian options.Finally,we present experiments and comparisons with different(non)linear Black-Scholes PDEs.展开更多
In this work we investigate the pricing of swing options in a model where the underlying asset follows a jump diffusion process.We focus on the derivation of the partial integro-differential equation(PIDE)which will b...In this work we investigate the pricing of swing options in a model where the underlying asset follows a jump diffusion process.We focus on the derivation of the partial integro-differential equation(PIDE)which will be applied to swing contracts and construct a novel pay-off function from a tree-based pay-off matrix that can be used as initial condition in the PIDE formulation.For valuing swing type derivatives we develop a theta implicit-explicit finite difference scheme to discretize the PIDE using a Gaussian quadrature method for the integral part.Based on known results for the classical theta-method the existence and uniqueness of solution to the new implicit-explicit finite difference method is proven.Various numerical examples illustrate the usability of the proposed method and allow us to analyse the sensitivity of swing options with respect to model parameters.In particular the effects of number of exercise rights,jump intensities and dividend yields will be investigated in depth.展开更多
We propose a hierarchy of novel absorbing boundary conditions for the onedimensional stationary Schr¨odinger equation with general(linear and nonlinear)potential.The accuracy of the new absorbing boundary conditi...We propose a hierarchy of novel absorbing boundary conditions for the onedimensional stationary Schr¨odinger equation with general(linear and nonlinear)potential.The accuracy of the new absorbing boundary conditions is investigated numerically for the computation of energies and ground-states for linear and nonlinear Schr¨odinger equations.It turns out that these absorbing boundary conditions and their variants lead to a higher accuracy than the usual Dirichlet boundary condition.Finally,we give the extension of these ABCs to N-dimensional stationary Schr¨odinger equations.展开更多
基金supported by the Natural Sciences and Engineering Research Council of Canada-Discovery Grant(individual)Program(No.NSEC-DG#355433-2009)funded by the LabEx CeLyA(Centre Lyonnais d’Acoustique,No.ANR-10-LABX-0060)of Universite?de Lyon。
文摘The present study investigates the wavespace of Highly Contrasted Structures(HCS)and Highly Dissipative Structures(HDS)by wave-based models.The Asymptotic Homogenization Method(AHM),exploits the asymptotic Zig-Zag model and homogenization technique to compute the bending wavenumbers via a 6th-order equation.The General Laminate Model(GLM)employs Mindlin’s displacement field to establish displacement-constraint relationships and resolves a quadratic Eigenvalue Problem(EVP)of the dispersion relation.The Wave Finite Element(WFE)scheme formulates the Nonlinear Eigenvalue Problem(NEP)for waves in varying directions and tracks complex wavenumbers using Weighted Wave Assurance Criteria(WWAC).Two approaches are introduced to estimate the Damping Loss Factor(DLF)of HDS,with the average DLF calculated by the modal density at various angles where non-homogeneity is present.Evaluation of robustness and accuracy is made by comparing the wavenumbers and DLF obtained from AHM and GLM with WFE.WFE is finally extended to a sandwich metastructure with a non-homogeneous core,and the Power Input Method(PIM)with Finite Element Method(FEM)data is employed to assess the average DLF,demonstrating an enhanced DLF compared to layered configurations with the same material portion,indicating increased energy dissipation due to the bending-shear coupling effects.
基金financial supports from the German Research Foundation (DFG) with the projects GO 2566/7-1,GO 2566/10-1,HU 1893/5-1,HU 1893/6-1 and HU 1893/7-1
文摘Laser ablation in liquid is a scalable nanoparticle production method with applications in areas like catalysis and biomedicine.Due to laser-liquid interactions,different energy dissipation channels such as absorption by the liquid and scattering at the ablation plume and cavitation bubble lead to reduced laser energy available for nanoparticle production.Ultrashort pulse durations cause unwanted nonlinear effects in the liquid,and for ns pulses,intra-pulse energy deposition attenuation effects are to be expected.However,intermediate pulse durations ranging from hundreds of picoseconds up to one nanosecond have rarely been studied in particular in single-pulse settings.In this study,we explore the pico-to nanosecond pulse duration regimes to find the pulse duration with the highest ablation efficiency.We find that pulse durations around 1-2 ns enable the most efficient laser ablation in liquid since the laser beam shielding by the ablation plume and cavitation bubble sets in only at longer pulse durations.Furthermore,pump-probe microscopy imaging reveals that the plume dynamics in liquids start to differ from plume dynamics in air at about 2 ns after pulse impact.
文摘This paper examines the use of proper orthogonal decomposition (POD) and singular value decomposition (SVD) to identify zones on the surface of the source that contribute the most to the sound power the source radiates. First, computational fluid dynamics (CFD) is used to obtain the pressure field at the surface of the blade in a subsonic regime. Then the fluctuation of this pressure field is used as the input for the loading noise in the Ffowcs Williams and Hawkings (FW&H) acoustic analogy. The FW&H analogy is used to calculate the sound power that is radiated by the blade. Secondly, the most important acoustic modes of POD and SVD are used to reconstruct the radiated sound power. The results obtained through POD and SVD are similar to the acoustic power directly obtained with the FW&H analogy. It was observed that the importance of the modes to the radiated sound power is not necessarily in ascending order (for the studied case, the seventh mode was the main contributor). Finally, maps of the most contributing POD and SVD modes have been produced. These maps show the zones on the surface of the blade, where the dipolar aeroacoustic sources contribute the most to the radiated sound power. These identifications are expected to be used as a guide to design and shape the blade surface in order to reduce its radiated noise.
文摘Purpose:We aim to extend our investigations related to the Relative Intensity of Collaboration(RIC)indicator,by constructing a confidence interval for the obtained values.Design/methodology/approach:We use Mantel-Haenszel statistics as applied recently by Smolinsky,Klingenberg,and Marx.Findings:We obtain confidence intervals for the RIC indicatorResearch limitations:It is not obvious that data obtained from the Web of Science(or any other database)can be considered a random sample.Practical implications:We explain how to calculate confidence intervals.Bibliometric indicators are more often than not presented as precise values instead of an approximation depending on the database and the time of measurement.Our approach presents a suggestion to solve this problem.Originality/value:Our approach combines the statistics of binary categorical data and bibliometric studies of collaboration.
文摘Background-A significant number(20%to 40%) of hypertensive patients with renal artery stenosis will not have blood pressure improvement after successful percutaneous revascularization. Identifying a group of patients with refractory hypertension and renal artery stenosis who are likely to respond to renal stent placement would be beneficial. Methods and Results-Brain natriuretic peptide(BNP) was measured in 27 patients with refractory hypertension and significant renal artery stenosis before and after successful renal artery stent placement. This neuropeptide was elevated(median, 187 pg/mL; 25th to 75th percentiles, 89 to 306 pg/mL) before stent placement and fell within 24 hours of the successful stent procedure(96 pg/mL; 25th to 75th percentiles, 61 to 182 pg/mL; P=0.002), remaining low(85 pg/mL; 25th to 75th percentiles, 43 to 171 pg/mL) at follow-up. Clinical improvement in hypertension was observed in the patients with a baseline BNP >80 pg/mL(n=22) in 17 patients(77%) compared with 0%of the patients with a baseline BNP ≤80 pg/mL(n=5)(P=0.001). After correction for glomerular filtration rate, BNP was strongly correlated with improvement in hypertension. Conclusions-BNP is increased in patients with severe renal artery stenosis and decreases after successful stent revascularization. In addition, an elevated baseline BNP level of >80 pg/mL appears to be a good predictor of a blood pressure response after successful stent revascularization.
文摘Introduction:Once the enormity of online games took over the attention of many teens and children so that it brought a big change.Aggressive behavior among adolescents especially high school students from year to year is increasing both in number and forms of aggressive behavior that is raised.Objectives:This study aims to determine the relationship between playing online games and aggressive behavior of high school students in Jayapura.Methods:The research method used was analytical research using cross sectional design.Study the relationship between two variables in a situation or group of objects using a simple linear regression statistical test.Result:The correlation effect of Length Playing Game Online with aggressively behavior of students in High School logistic test results obtained meaningful results where the value of p=0,00<0.05.This means that there is an influence or relationship between the lengths of playing online games with the aggressive behavior of high school students.These results indicate that there is a positive relationship between the lengths of playing online games with the aggressive behavior of adolescents.This means that the old variable playing online games can be used as a trigger to predict the emergence of aggressive teenage behavior.The higher the length of playing online games,the higher the aggressive behavior of teenagers,conversely the lower the longer playing online games,the lower the aggressive behavior of teenagers.
基金supported by the Russian Science Foundation(project No.24-15-00173,https://rscf.ru/project/24-15-00173/).
文摘Aim:Resistance to hormonal and targeted therapies in breast cancer limits treatment efficacy.Epigenetic alterations,including changes mediated by DNA methyltransferases,play a key role in this process.Previously,we identified that resistance to tamoxifen and rapamycin is associated with the suppression of DNMT3A.This study aims to further explore the mechanisms underlying this suppression,with a focus on identifying NR6A1 as a novel regulatory factor.Methods:Acquisition of resistant breast cancer cell sublines,MTT-test,immunoblotting,transient transfection and reporter analysis,lentiviral infection,qRT-PCR,and analysis of methylation using bisulfite pyrosequencing.Results:Our findings indicate that the development of cross-resistance in breast cancer cells to hormonal and targeted therapies involves a shift in cell signaling to alternative AKT pathways,marked by a localized suppression of the NR6A1/DNMT3A axis and associated DNA methylation changes.We demonstrated the critical role of NR6A1 downregulation in resistance development.Additionally,we observed activation of Snail-a key regulator in the epithelial-mesenchymal transition-as a mediator of the effects of NR6A1 depletion,establishing a direct link between Snail expression and resistance formation.Conclusion:The coordinated suppression of NR6A1 and DNMT3A may contribute to sustaining the resistant phenotype in breast cancer cells.This pathway could serve as a predictive marker,helping guide the selection of optimal therapeutic strategies for breast cancer treatment in the future.
基金supported by the Laboratory of Genetics at Wageningen University(The Netherlands),RSCF grant №14-50-00029,RFBR grants №15-04-06975,№15-04-06260(Russia).
文摘The diversity of filamentous fungi that can grow at high ambient pH values(i.e.,8–11)remains largely understudied.Here we study 100 alkalitolerant and alkaliphilic isolates from the soils around the basin of soda lakes in Asia and Africa to assess the major evolutionary lineages and morphologies pertinent to the alkaliphilic trait in filamentous fungi.The Emericellopsis lineage(Hypocreales,Hypocreomycetidae),along with Plectosphaerellaceae(Hypocreomycetidae),Pleosporaceae(Dothideomycetes),Chaetomiaceae(Sordariomycetidae)families appeared to be overrepresented with strong alkalitolerants and effective alkaliphiles.In particular,Sodiomyces species(Plectosphaerellaceae),Acrostalagmus luteoalbus(Plectosphaerellaceae),Emericellopsis alkalina(Hypocreales),Thielavia sp.(Chaetomiaceae),and Alternaria sect.Soda(Pleosporaceae)grew best at high ambient pH.The pH tolerance of Chordomyces antarcticum,Acrostalagmus luteoalbus and some other species was largely affected by the presence of extra Na+in the growth medium.Moderate alkalitolerants included Scopulariopsis members(Microascales),Fusarium,Cladosporium,and many asexual acremonium-like species from Bionectriaceae.Weak alkalitolerants were represented by sporadic isolates of Penicillium,Purpureocillium lilacinum,and Alternaria alternata species,with the growth optimum at neutral or acidic pH.Weak alkalitolerants develop loose dry chains of spores easily dispersed by air.Their presence at low frequency with the growth optimum at neutral or acidic pH leads us to treat them as transient species in the alkaline soils,as those are also ubiquitous saprobes in normal soils.Our phylogenetic analyses show that the alkaliphilic trait in filamentous fungi has evolved several times.Several lineages harboring strong alkalitolerants derived from the known marine-borne fungi(Emericellopsis,Alternaria sect.Phragmosporae),or fall within the fungi associated with halophytic grasses(Pleosporaceae).Soda soils contain a diversity of fungi that range from weak alkalitolerant to alkaliphilic,which in few cases is associated with darkly pigmented mycelium and formation of microsclerotia.The alkaliphilic trait is spread throughout the Ascomycota,and usually juxtaposes with slime-covered polyphyletic acremonium-,verticillium-,gliocladium-types of asexual morphology,hyphae aggregating in chords,and enclosed fruit bodies.
基金supported by the bilateral German-Slovakian Project MATTHIAS–Modelling and Approximation Tools and Techniques for Hamilton-Jacobi-Bellman equations in finance and Innovative Approach to their Solution,financed by DAAD and the Slovakian Ministry of EducationFurther the authors acknowledge partial support from the bilateral German-Portuguese Project FRACTAL–FRActional models and CompuTationAL Finance financed by DAAD and the CRUP–Conselho de Reitores das Universidades Portuguesas.
文摘In this paper we present how nonlinear stochastic Itˆo differential equations arising in the modelling of perturbed rigid bodies can be solved numerically in such a way that the solution evolves on the correct manifold.To this end,we formulate an approach based on Runge-Kutta–Munthe-Kaas(RKMK)schemes for ordinary differ-ential equations on manifolds.Moreover,we provide a proof of the mean-square convergence of this stochastic version of the RKMK schemes applied to the rigid body problem and illustrate the effectiveness of our proposed schemes by demonstrating the structure preservation of the stochastic RKMK schemes in contrast to the stochastic Runge-Kutta methods.
基金supported by the bilateral German-Slovakian Project MATTHIAS–Modelling and Approximation Tools and Techniques for Hamilton-Jacobi-Bellman equations in finance and Innovative Approach to their Solution,financed by DAAD and the Slovakian Ministry of Education.Further the authors acknowledge partial support from the bilateral German-Portuguese Project FRACTAL–FRActional models and CompuTationAL Finance financed by DAAD and the CRUP–Conselho de Reitores das Universidades Portuguesas.
文摘One goal of financial research is to determine fair prices on the financial market.As financial models and the data sets on which they are based are becoming ever larger and thus more complex,financial instruments must be further developed to adapt to the new complexity,with short runtimes and efficient use of memory space.Here we show the effects of combining known strategies and incorporating new ideas to further improve numerical techniques in computational finance.In this paper we combine an ADI(alternating direction implicit)scheme for the temporal discretization with a sparse grid approach and the combination technique.The later approach considerably reduces the number of“spatial”grid points.The presented standard financial problem for the valuation of American options using the Heston model is chosen to illustrate the advantages of our approach,since it can easily be adapted to other more complex models.
文摘In this work we investigate the novel Kryzhnyi method for the numerical inverse Laplace transformation and apply it to the pricing problem of continuous installment options.We compare the results with the one obtained using other classical methods for the inverse Laplace transformation,like the Euler summation method or the Gaver-Stehfest method.
文摘This work presents a comparison study of different numerical methods to solve Black-Scholes-type partial differential equations(PDE)in the convectiondominated case,i.e.,for European options,if the ratio of the risk-free interest rate and the squared volatility-known in fluid dynamics as P´eclet number-is high.For Asian options,additional similar problems arise when the"spatial"variable,the stock price,is close to zero.Here we focus on three methods:the exponentially fitted scheme,a modification of Wang’s finite volume method specially designed for the Black-Scholes equation,and the Kurganov-Tadmor scheme for a general convection-diffusion equation,that is applied for the first time to option pricing problems.Special emphasis is put in the Kurganov-Tadmor because its flexibility allows the simulation of a great variety of types of options and it exhibits quadratic convergence.For the reduction technique proposed by Wilmott,a put-call parity is presented based on the similarity reduction and the put-call parity expression for Asian options.Finally,we present experiments and comparisons with different(non)linear Black-Scholes PDEs.
文摘In this work we investigate the pricing of swing options in a model where the underlying asset follows a jump diffusion process.We focus on the derivation of the partial integro-differential equation(PIDE)which will be applied to swing contracts and construct a novel pay-off function from a tree-based pay-off matrix that can be used as initial condition in the PIDE formulation.For valuing swing type derivatives we develop a theta implicit-explicit finite difference scheme to discretize the PIDE using a Gaussian quadrature method for the integral part.Based on known results for the classical theta-method the existence and uniqueness of solution to the new implicit-explicit finite difference method is proven.Various numerical examples illustrate the usability of the proposed method and allow us to analyse the sensitivity of swing options with respect to model parameters.In particular the effects of number of exercise rights,jump intensities and dividend yields will be investigated in depth.
基金supported by the French ANR fundings under the project MicroWave NT09_460489.
文摘We propose a hierarchy of novel absorbing boundary conditions for the onedimensional stationary Schr¨odinger equation with general(linear and nonlinear)potential.The accuracy of the new absorbing boundary conditions is investigated numerically for the computation of energies and ground-states for linear and nonlinear Schr¨odinger equations.It turns out that these absorbing boundary conditions and their variants lead to a higher accuracy than the usual Dirichlet boundary condition.Finally,we give the extension of these ABCs to N-dimensional stationary Schr¨odinger equations.
