The Detweiler-Barack-Sago redshift function for particles moving along slightly eccentric equatorial orbits around a Kerr black hole is currently known up to the second order in eccentricity, second order in spin parameter, and the 8.5 post-Newtonian order. We improve the analytical computation of such a gaugeinvariant quantity by including terms up to the fourth order in eccentricity at the same post-Newtonian approximation level.

The rheology of pressure-driven flows of two-dimensional dense monodisperse emulsions in neutral wetting microchannels is investigated by means of mesoscopic lattice Boltzmann simulations, capable of handling large collections of droplets, in the order of several hundreds. The simulations reveal that the fluidization of the emulsion proceeds through a sequence of discrete steps, characterized by yielding events whereby layers of droplets start rolling over each other, thus leading to sudden drops of the relative effective viscosity.

We study the rate of weak convergence of Markov chains to diffusion processes under quite general assumptions. We give an example in the financial framework, applying the convergence analysis to a multiple jumps tree approximation of the CIR process. Then, we combine the Markov chain approach with other numerical techniques in order to handle the different components in jump- diffusion coupled models.

In recent years we are witnessing a continuous growth in the amount of data that both public and private organizations collect and profit by. Search engines are the most common tools used to retrieve information, and more recently, clustering techniques showed to be an effective tool in helping users to skim query results.

We investigate nonlinear elliptic Dirichlet problems whose growth is driven by a general anisotropic N-function, which is not necessarily of power-type and need not satisfy the $\Delta_2$ nor the $\nabla_2$ -condition. Fully anisotropic, non-reflexive Orlicz-Sobolev spaces provide a natural functional framework associated with these problems. Minimal integrability assumptions are detected on the datum on the right-hand side of the equation ensuring existence and uniqueness of weak solutions.

We develop and study stability properties of a hybrid approximation of functionals of the Bates jump model with stochastic interest rate that uses a tree method in the direction of the volatility and the interest rate and a finite-difference approach in order to handle the underlying asset price process. We also propose hybrid simulations for the model, following a binomial tree in the direction of both the volatility and the interest rate, and a space-continuous approximation for the underlying asset price process coming from a Euler-Maruyama type scheme.

Background A subset of individuals affected by imprinting disorders displays multi-locus imprinting disturbances (MLID). MLID has been associated with maternal-effect variants that alter the maintenance of methylation at germline-derived differentially methylated regions (gDMRs) in early embryogenesis. Pedigrees of individuals with MLID also include siblings with healthy phenotype.

We present a general mechanistic model of mass diffusion for a composite sphere placed in a large ambient medium. The multi-layer problem is described by a system of diffusion equations coupled via interlayer boundary conditions such as those imposing a finite mass resistance at the external surface of the sphere. While the work is applicable to the generic problem of heat or mass transfer in a multi-layer sphere, the analysis and results are presented in the context of drug kinetics for desorbing and absorbing spherical microcapsules.

In the literature on Network Optimization, k-splittable flows were introduced to enhance modeling accuracy in cases where an upper bound on the number of supporting paths for each commodity needs to be imposed, thus extending the suitability of network flow tools for an increased number of practical applications. Such modeling feature has recently been extended to dynamic flows with the introduction of the novel strongly NP-hard Quickest Multicommodity k-splittable Flow Problem (QMCkFP).

The sparse multivariate method of simulated quantiles (S-MMSQ) is applied to solve a portfolio optimization problem under value-at-risk constraints where the joint returns follow a multivariate skew-elliptical stable distribution. The S-MMSQ is a simulation-based method that is particularly useful for making parametric inference in some pathological situations where the maximum likelihood estimator is difficult to compute.