Articolo in rivista

de Rham wave equation for tensor valued p-forms

The de Rham Laplacian $\Delta_{\rm (dR)}$ for differential forms is a geometric generalization of the usual covariant Laplacian $\Delta$, and it may be extended naturally to tensor-valued $p$-forms using the exterior covariant derivative associated with a metric connection. Using it the wave…

Efficient Algebraic Multigrid Preconditioners on Clusters of GPUs

Many scientific applications require the solution of large and sparse linear systems of equations using Krylov subspace methods; in this case, the choice of an effective preconditioner may be crucial for the convergence of the Krylov solver. Algebraic MultiGrid (AMG) methods are widely used as…

Computational features of agent-based models

Agent-based modeling allows the description of very complex systems. To run large scale simulations of agent-based models in a reasonable time, it is crucial to carefully design data structures and algorithms. We describe the main computational features of agent-based models and report about the…

Interaction estimates and Glimm functional for general hyperbolic systems

We consider the problem of writing Glimm type interaction estimates for the hyperbolic system \begin{equation}\label{E:abs0} u_t + A(u) u_x = 0. \end{equation} %only assuming that $A(u)$ is strictly hyperbolic. The aim of these estimates is to prove that there is Glimm-type functional $Q(u)$ such…

Disordered interfaces in soft fluids with suspended colloids

Computer simulations of bi-continuous two-phase fluids with interspersed dumbbells show that, unlike rigid colloids, soft dumbbells do not lead to arrested coarsening. However, they significantly alter the curvature dynamics of the fluid-fluid interface, whose probability density distributions are…

Fast and Accurate Pricing of Discretely Monitored Barrier Options by Numerical Path Integration

Barrier options are financial derivative contracts that are activated or deactivated according to the crossing of specified barriers by an underlying asset price. Exact models for pricing barrier options assume continuous monitoring of the underlying dynamics, usually a stock price. Barrier options…

A class of interacting marked point processes: rate of convergence to equilibrium

In this paper we obtain the rate of convergence to equilibrium of a class of interacting marked point processes, introduced by Kerstan, in two different situations. Indeed, we prove the exponential and subexponential ergodicity of such a class of stochastic processes. Our results are an extension…

Cylindrical gravitational waves: C-energy, super-energy and associated dynamical effects

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…

Managing Structured bonds: an analysis through RAROC and EVA

The paper investigates a decision criterion for structured bonds portfolio choices. The main issue is the application of risk-adjusted indicators as tools to select either the asset portfolio given a structured bond, or the bond structure given an existing coverage asset portfolio. Such an…

Three-dimensional Lattice Boltzmann Model Results for Complex Fluids Ordering

The kinetics of domain growth of fluid mixtures quenched from a disordered to a lamellar phase has been studied in three dimensions. We use a numerical approach based on the lattice Boltzmann method (LBM). A novel implementation for LBM which "fuses" the collision and streaming steps is used in…