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 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 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.

The anonymous marketplaces ecosystem represents a new channel for black market/goods and services, offering a huge variety of illegal items.

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.

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 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.

In this paper, we consider a multi-layer diffusion model of drug release from a composite spherical microcapsule into an external surrounding medium. Based on this model, we present two approaches for estimating the release time, i.e. the time required for the drug-filled capsule to be depleted. Both approaches make use of temporal moments of the drug concentration at the centre of the capsule, which provide useful insight into the timescale of the process and can be computed exactly without explicit calculation of the full transient solution of the multi-layer diffusion model.

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.