NUMERICAL STABILITY of A HYBRID METHOD for PRICING OPTIONS

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.

Less Is Enough: Assessment of the Random Sampling Method for the Analysis of Magnetoencephalography (MEG) Data

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.

Fixation probabilities in weakly compressible fluid flows

Competition between biological species in marine environments is affected by the motion of the surrounding fluid. An effective 2D compressibility can arise, for example, from the convergence and divergence of water masses at the depth at which passively traveling photosynthetic organisms are restricted to live. In this report, we seek to quantitatively study genetics under flow. To this end, we couple an off-lattice agent-based simulation of two populations in 1D to a weakly compressible velocity field--first a sine wave and then a shell model of turbulence.

Optimizing emergency transportation through multicommodity quickest paths

In transportation networks with limited capacities and travel times on the arcs, a class of problems attracting a growing scientific interest is represented by the optimal routing and scheduling of given amounts of flow to be transshipped from the origin points to the specific destinations in minimum time. Such problems are of particular concern to emergency transportation where evacuation plans seek to minimize the time evacuees need to clear the affected area and reach the safe zones.

A fast and Robust spectrogram reassignment method

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.

Statistical properties of thermally expandable particles in soft-turbulence Rayleigh-Bénard convection

The dynamics of inertial particles in Rayleigh-Benard convection, where both particles and fluid exhibit thermal expansion, is studied using direct numerical simulations (DNS) in the soft-turbulence regime. We consider the effect of particles with a thermal expansion coefficient larger than that of the fluid, causing particles to become lighter than the fluid near the hot bottom plate and heavier than the fluid near the cold top plate.

Analytical determination of the periastron advance in spinning binaries from self-force computations

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.

Hypoxia-regulated miRNAs in human mesenchymal stem cells: Exploring the regulatory effects in ischemic disorders

Human mesenchymal/stromal stem cells (hMSC) are the most promising cell source for adult cell therapies in regenerative medicine. Many clinical trials have reported the use of autologous transplantation of hMSCs in several disorders, but with limited results. To exert their potential, hMSCs could exhibit efficient homing and migration toward lesion sites among other effects, but the underlying process is not clear enough. To further increase the knowledge, we studied the co-regulation between hypoxia-regulated genes and miRNAs.

Modeling the Effect of High Calorie Diet on the Interplay between Adipose Tissue, Inflammation, and Diabetes

Background. Type 2 diabetes (T2D) is a chronic metabolic disease potentially leading to serious widespread tissue damage. Human organism develops T2D when the glucose-insulin control is broken for reasons that are not fully understood but have been demonstrated to be linked to the emergence of a chronic inflammation. Indeed such low-level chronic inflammation affects the pancreatic production of insulin and triggers the development of insulin resistance, eventually leading to an impaired control of the blood glucose concentration.

New gravitational self-force analytical results for eccentric equatorial orbits around a Kerr black hole: Gyroscope precession

We analytically compute the gravitational self-force correction to the gyroscope precession along slightly eccentric equatorial orbits in the Kerr spacetime, generalizing previous results for the Schwarzs-child spacetime. Our results are accurate through the 9.5 post-Newtonian order and to second order in both eccentricity and rotation parameter. We also provide a post-Newtonian check of our results based on the currently known Hamiltonian for spinning binaries.