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.

Unsupervised Classification of Routes and Plates from the Trap-2017 Dataset

This paper describes the efforts, pitfalls, and successes of applying unsupervised classification techniques to analyze the Trap-2017 dataset. Guided by the informative perspective on the nature of the dataset obtained through a set of specifically-written perl/bash scripts, we devised an automated clustering tool implemented in python upon openly-available scientific libraries. By applying our tool on the original raw data it is possibile to infer a set of trending behaviors for vehicles travelling over a route, yielding an instrument to classify both routes and plates.

The phenotypic variations of multi-locus imprinting disturbances associated with maternal-effect variants of NLRP5 range from overt imprinting disorder to apparently healthy phenotype

Background A subset of individuals affected by imprinting disorders displays multi-locus imprinting disturbances (MLID). MLID has been associated with maternal-effect variants that alter the maintenance of methylation at germline-derived differentially methylated regions (gDMRs) in early embryogenesis. Pedigrees of individuals with MLID also include siblings with healthy phenotype.

Fully anisotropic elliptic problems with minimally integrable data

We investigate nonlinear elliptic Dirichlet problems whose growth is driven by a general anisotropic N-function, which is not necessarily of power-type and need not satisfy the $\Delta_2$ nor the $\nabla_2$ -condition. Fully anisotropic, non-reflexive Orlicz-Sobolev spaces provide a natural functional framework associated with these problems. Minimal integrability assumptions are detected on the datum on the right-hand side of the equation ensuring existence and uniqueness of weak solutions.

Discrete fluidization of dense monodisperse emulsions in neutral wetting microchannels

The rheology of pressure-driven flows of two-dimensional dense monodisperse emulsions in neutral wetting microchannels is investigated by means of mesoscopic lattice Boltzmann simulations, capable of handling large collections of droplets, in the order of several hundreds. The simulations reveal that the fluidization of the emulsion proceeds through a sequence of discrete steps, characterized by yielding events whereby layers of droplets start rolling over each other, thus leading to sudden drops of the relative effective viscosity.

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.

Kite attack: reshaping the cube attack for a flexible GPU-based maxterm search

Dinur and Shamir's cube attack has attracted significant attention in the literature. Nevertheless, the lack of implementations achieving effective results casts doubts on its practical relevance. On the theoretical side, promising results have been recently achieved leveraging on division trails. The present paper follows a more practical approach and aims at giving new impetus to this line of research by means of a cipher-independent flexible framework that is able to carry out the cube attack on GPU/CPU clusters.

Evaluation of NOx emissions and ozone production due to vehicular traffic via second-order models

The societal impact of traffic is a long-standing and complex problem. We focus on the estimation of ground-level ozone production due to vehicular traffic. We propose a comprehensive computational approach combining four consecutive modules: a traffic simulation module, an emission module, a module for the main chemical reactions leading to ozone production, and a module for the diffusion of gases in the atmosphere. The traffic module is based on a second-order traffic flow model, obtained by choosing a special velocity function for the Collapsed Generalized Aw-Rascle-Zhang model.

Black hole geodesic parallel transport and the Marck reduction procedure

The Wigner rotations arising from the combination of boosts along two different directions arc rederived from a relative boost point of view and applied to study gyroscope spin precession along timelike geodesics in a Kerr spacetime. First this helps to clarify the geometrical properties of Marck's recipe for reducing the equations of parallel transport along such world lines expressed in terms of the constants of the motion to a single differential equation for the essential planar rotation.