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.

The improvement of the readability of time-frequency transforms is an important topic in the field of fast-oscillating signal processing. The reassignment method is often used due to its adaptivity to different transforms and nice formal properties. However, it strongly depends on the selection of the analysis window and it requires the computation of the same transform using three different but well-defined windows.

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).

Magnetoencephalography (MEG) aims at reconstructing the unknown neuroelectric activity in the brain from non-invasive measurements of the magnetic field induced by neural sources. The solution of this ill-posed, ill-conditioned inverse problem is usually dealt with using regularization techniques that are often time-consuming, and computationally and memory storage demanding. In this paper we analyze how a slimmer procedure, random sampling, affects the estimation of the brain activity generated by both synthetic and real sources.

We present the first analytical computation of the (conservative) gravitational self-force correction to the periastron advance around a spinning black hole. Our result is accurate to the second order in the rotational parameter and through the 9.5 post-Newtonian level. It has been obtained as the circular limit of the correction to the gyroscope precession invariant along slightly eccentric equatorial orbits in the Kerr spacetime. The latter result is also new and we anticipate here the first few terms only of the corresponding post-Newtonian expansion.

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.

This paper presents the results of an experiment aiming to measure the vibrational frequencies of the main structures of the medieval church of San Domenico (Matera, southern Italy) and relate them to the mechanical properties of geological stratigraphy and construction materials. Vibrational frequencies are measured by means of the ground-based radar inteferometry technique using a Ku-band radar. Time series of ground-based radar data are processed to measure displacements and vibration frequencies of the church structures.

Network-based ranking methods (e.g. centrality analysis) have found extensive use in systems medicine for the prediction of essential proteins, for the prioritization of drug targets candidates in the treatment of several pathologies and in biomarker discovery, and for human disease genes identification. Here we propose to use critical nodes as defined by the Critical Node Problem for the analysis of key physiological and pathophysiological signaling pathways, as target candidates for treatment and management of several cancer types, neurologic and inflammatory dysfunctions, among others.

The energy content of cylindrical gravitational wave spacetimes is analyzed by considering two local descriptions of energy associated with the gravitational field, namely those based on the C-energy and the Bel-Robinson super-energy tensor. A Poynting-Robertson-like effect on the motion of massive test particles, beyond the geodesic approximation, is discussed, allowing them to interact with the background field through an external force which accounts for the exchange of energy and momentum between particles and waves.

Marine species reproduce and compete while being advected by turbulent flows. It is largely unknown, both theoretically and experimentally, how population dynamics and genetics are changed by the presence of fluid flows. Discrete agent-based simulations in continuous space allow for accurate treatment of advection and number fluctuations, but can be computationally expensive for even modest organism densities. In this report, we propose an algorithm to overcome some of these challenges. We first provide a thorough validation of the algorithm in one and two dimensions without flow.