This paper focuses on assessing the financial position of an insurer issuing a portfolio of Variable Annuities (VAs). Two multivariate models for the underlying and the interest rate are considered. The first model uses a single total rate of return for the basket of assets. The second one, jointly models the rates of return on the n assets in the basket. For simplicity, the insurer is assumed to be able to implement a static hedging programme to manage the risk.

In this paper we deal with the analysis of the solutions of traffic flow models at multiple scales, both in the case of a single road and of road networks. We are especially interested in measuring the distance between traffic states (as they result from the mathematical modeling) and investigating whether these distances are somehow preserved passing from the microscopic to the macroscopic scale.

In this paper we deal with the study of travel flows and patterns of people in large populated areas. Information about the movements of people is extracted from coarse-grained aggregated cellular network data without tracking mobile devices individually. Mobile phone data are provided by the Italian telecommunication company TIM and consist of density profiles (i.e. the spatial distribution) of people in a given area at various instants of time.

We present a new numerical model to simulate settling trajectories of discretized individual or a mixture of particles of different geometrical shapes in a quiescent fluid and their flow trajectories in a flowing fluid. Simulations unveiled diverse particle settling trajectories as a function of their geometrical shape and density. The effects of the surface concavity of a boomerang particle and aspect ratio of a rectangular particle on the periodicity and amplitude of oscillations in their settling trajectories were numerically captured.

We present an extension of recent relativistic Lattice Boltzmann methods based on Gaussian quadratures for the study of fluids in (2+1) dimensions. The new method is applied to the analysis of electron flow in graphene samples subject to electrostatic drive; we show that the flow displays hydro-electronic whirlpools in accordance with recent analytical calculations as well as experimental results.

We present quantum Lattice Boltzmann simulations of the Dirac equation for quantum-relativistic particles with random mass. By choosing zero-average random mass fluctuation, the simulations show evidence of localization and ultra-slow Sinai diffusion, due to the interference of oppositely propagating branches of the quantum wavefunction which result from random sign changes of the mass around a zero-mean.

We present a numerical scheme to solve the Wigner equation, based on a lattice discretization of momentum space. The moments of the Wigner function are recovered exactly, up to the desired order given by the number of discrete momenta retained in the discretization, which also determines the accuracy of the method. The Wigner equation is equipped with an additional collision operator, designed in such a way as to ensure numerical stability without affecting the evolution of the relevant moments of the Wigner function.

We present the most recent release of our parallel implementation of the BFS and BC algorithms for the study of large scale graphs. Although our reference platform is a high-end cluster of new generation NVIDIA GPUs and some of our optimizations are CUDA specific, most of our ideas can be applied to other platforms offering multiple levels of parallelism.

The paper concerns the uniform polynomial approximation of a function f, continuous on the unit Euclidean sphere of $R^3$ and known only at a finite number of points that are somehow uniformly distributed on the sphere. First, we focus on least squares polynomial approximation and prove that the related Lebesgue constants w.r.t. the uniform norm grow at the optimal rate. Then, we consider delayed arithmetic means of least squares polynomials whose degrees vary from n - m up to n + m, being m = ?n for any fixed parameter 0 < ? < 1.

The paper traces the early stages of Berni Alder's scientific accomplishments, focusing on his contributions to the development of Computational Methods for the study of Statistical Mechanics. Following attempts in the early 50s to implement Monte Carlo methods to study equilibrium properties of many-body systems, Alder developed in collaboration with Tom Wainwright the Molecular Dynamics approach as an alternative tool to Monte Carlo, allowing to extend simulation techniques to non-equilibrium properties.