A large deviation approach to super-critical bootstrap percolation on the random graph G(n,p)

We consider the Erdös-Rényi random graph G(n,p) and we analyze the simple irreversible epidemic process on the graph, known in the literature as bootstrap percolation. We give a quantitative version of some results by Janson et al. (2012), providing a fine asymptotic analysis of the final size A_n of active nodes, under a suitable super-critical regime. More specifically, we establish large deviation principles for the sequence of random variables n-A_n/f (n) with explicit rate functions and allowing the scaling function f to vary in the widest possible range.

The sparse method of simulated quantiles: An application to portfolio optimization

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.

Functional inequalities for marked point processes

In recent years, a number of functional inequalities have been derived for Poisson random measures, with a wide range of applications. In this paper, we prove that such inequalities can be extended to the setting of marked temporal point processes, under mild assumptions on their Papangelou conditional intensity. First, we derive a Poincare inequality. Second, we prove two transportation cost inequalities. The first one refers to functionals of marked point processes with a Papangelou conditional intensity and is new even in the setting of Poisson random measures.

Drug delivery from multi-layer micro-capsules: how can we estimate the release time?

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.

On the impact of controlled wall roughness shape on the flow of a soft material

We explore the impact of geometrical corrugations on the near-wall flow properties of a soft material driven in a confined rough microchannel. By means of numerical simulations, we perform a quantitative analysis of the relation between the flow rate ? and the wall stress ?w for a number of setups, by changing both the roughness values as well as the roughness shape. Roughness suppresses the flow, with the existence of a characteristic value of ?w at which flow sets in. Just above the onset of flow, we quantitatively analyze the relation between ? and ?w.

Glatiramer Acetate modulates ion channels expression and calcium homeostasis in B cell of patients with relapsing-remitting multiple sclerosis

To investigate the effects of Glatiramer Acetate (GA) on B cells by an integrated computational and experimental approach. GA is an immunomodulatory drug approved for the treatment of multiple sclerosis (MS). GA effect on B cells is yet to be fully elucidated. We compared transcriptional profiles of B cells from treatment-naive relapsing remitting MS patients, treated or not with GA for 6 hours in vitro, and of B cells before and after six months of GA administration in vivo.

On Carriers Collaboration in Hub Location Problems

This paper considers a hub location problem where several carriers operate on a shared network to satisfy a given demand represented by a set of commodities. Possible cooperative strategies are studied where carriers can share resources or swap their respective commodities to produce tangible cost savings while fully satisfying the existing demand. Three different collaborative policies are introduced and discussed, and mixed integer programming formulations are provided for each of them.

The physics of open systems for the simulation of complex molecular environments in soft matter

Molecular dynamics (MD) has become one of the most powerful tools of investigation in soft matter. Despite such success, simulations of large molecular environments are mostly run using the approximation of closed systems without the possibility of exchange of matter. Due to the molecular complexity of soft matter systems, an optimal simulation strategy would require the application of concurrent multiscale resolution approaches such that each part of a large system can be considered as an open subsystem at a high resolution embedded in a large coarser reservoir of energy and particles.