We study the rate of weak convergence of Markov chains to diffusion processes under quite general assumptions. We give an example in the financial framework, applying the convergence analysis to a multiple jumps tree approximation of the CIR process. Then, we combine the Markov chain approach with other numerical techniques in order to handle the different components in jump- diffusion coupled models.

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.

We present Visbrain, a Python open-source package that offers a comprehensive visualization suite for neuroimaging and electrophysiological brain data. Visbrain consists of two levels of abstraction: (1) objects which represent highly configurable neurooriented visual primitives (3D brain, sources connectivity, etc.) and (2) graphical user interfaces for higher level interactions. The object level offers flexible and modular tools to produce and automate the production of figures using an approach similar to that of Matplotlib with subplots.

The popularity of the cloud computing paradigm is opening new opportunities for collaborative computing. In this paper we tackle a fundamental problem in open-ended cloud-based distributed computing platforms, i.e., the quest for potential collaborators. We assume that cloud participants are willing to share their computational resources for shared distributed computing problems, but they are not willing to disclose the details of their resources. Lacking such information, we advocate to rely on reputation scores obtained by evaluating the interactions among participants.

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.

The MagnetoEncephaloGraphy (MEG) has gained great interest in neurorehabilitation training due to its high temporal resolution. The challenge is to localize the active regions of the brain in a fast and accurate way. In this paper we use an inversion method based on random spatial sampling to solve the real-time MEG inverse problem. Several numerical tests on synthetic but realistic data show that the method takes just a few hundredths of a second on a laptop to produce an accurate map of the electric activity inside the brain. Moreover, it requires very little memory storage.

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.