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.

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.

Investigation about the mechanisms involved in the onset of type 2 diabetes in absence of familiarity is the focus of a research project which has led to the development of a computational model that recapitulates the aetiology of the disease.

Using standard cylindrical-like coordinates naturally adapted to the cylindrical symmetry of the Godel spacetime, we study elliptic like geodesic motion on hyperplanes orthogonal to the symmetry axis through an eccentricity-semi-latus rectum parametrization which is familiar from the Newtonian description of a two-body system. We compute several quantities which summarize the main features of the motion, namely the coordinate time and proper time periods of the radial motion, the frequency of the azimuthal motion, the full variation of the azimuthal angle over a period, and so on.

We propose an approach to the numerical simulation of thin-film flows based on the lattice Boltzmann method. We outline the basic features of the method, show in which limits the expected thin-film equations are recovered, and perform validation tests. The numerical scheme is applied to the viscous Rayleigh-Taylor instability of a thin film and to the spreading of a sessile drop toward its equilibrium contact angle configuration. We show that the Cox-Voinov law is satisfied and that the effect of a tunable slip length on the substrate is correctly captured.

Background. The three terms "panic", "irrationality", and "herding" are ubiquitous in the crowd dynamics literature and have a strong influence on both modelling and management practices. The terms are also commonly shared between the scientific and nonscientific domains. The pervasiveness of the use of these terms is to the point where their underlying assumptions have often been treated as common knowledge by both experts and lay persons. Yet, at the same time, the literature on crowd dynamics presents ample debate, contradiction, and inconsistency on these topics. Method.

Much work has been devoted to analysing thermodynamic models for solid dispersions with a view to identifying regions in the phase diagram where amorphous phase separation or drug recrystallization can occur. However, detailed partial differential equation non-equilibrium models that track the evolution of solid dispersions in time and space are lacking. Hence theoretical predictions for the timescale over which phase separation occurs in a solid dispersion are not available.

Spinning neutron stars acquire a quadrupole moment due to their own rotation. This quadratic-in-spin, self-spin effect depends on the equation of state (EOS) and affects the orbital motion and rate of inspiral of neutron star binaries. Building upon circularized post-Newtonian results, we incorporate the EOS-dependent self-spin (or monopole-quadrupole) terms in the spin-aligned effective-one-body (EOB) waveform model TEOBResumS at next-to-next-to-leading (NNLO) order, together with other (bilinear, cubic and quartic) nonlinear-in-spin effects (at leading order, LO).

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.