Weierstrass integrability of differential equations

The integrability problem consists in finding the class of functions a first integral of a given planar polynomial differential system must belong to. We recall the characterization of systems which admit an elementary or Liouvillian first integral. We define {\it Weierstrass integrability} and we determine which Weierstrass integrable systems are Liouvillian integrable. Inside this new class of integrable systems there are non--Liouvillian integrable systems.

Flow resistance equations for mountain rivers

Three models of flow resistance (a Keulegan-type logarithmic law and two models developed for large-scale roughness conditions: the full logarithmic law and a model based on an inflectional velocity profile) were calibrated, validated and compared using an extensive database (N = 1,533) from rivers and flumes, representative of a wide hydraulic and geomorphologic range in the field of gravel-bed and mountain channels. It is preferable to apply the model based on an inflectional velocity profile in the relative submergence (y/d90) interval between 0.5 and 15, while the full logarithmic law is preferable for values below 0.5. For high relative submergence, above 15, either the logarithmic law or the full logarithmic law can be applied. The models fitted to the coarser percentiles are preferable to those fitted to the median diameter, owing to the higher explanatory power achieved by setting a model, the smaller difference in the goodness-of-fit between the different models and the lower influence of the origin of the data (river or flume).

Renewal equations for option pricing

In this paper we will develop a methodology for obtaining pricing expressions for financial instruments whose underlying asset can be described through a simple continuous-time random walk (CTRW) market model. Our approach is very natural to the issue because it is based in the use of renewal equations, and therefore it enhances the potential use of CTRW techniques in finance. We solve these equations for typical contract specifications, in a particular but exemplifying case. We also show how a formal general solution can be found for more exotic derivatives, and we compare prices for alternative models of the underlying. Finally, we recover the celebrated results for the Wiener process under certain limits.

Langevin equations with multiplicative noise: Application to domain growth

Langevin Equations of Ginzburg-Landau form, with multiplicative noise, are proposed to study the effects of fluctuations in domain growth. These equations are derived from a coarse-grained methodology. The Cahn-Hiliard-Cook linear stability analysis predicts some effects in the transitory regime. We also derive numerical algorithms for the computer simulation of these equations. The numerical results corroborate the analytical predictions of the linear analysis. We also present simulation results for spinodal decomposition at large times.

Combination of diffusion tensor and functional magnetic resonance imaging during recovery from the vegetative state

Background: The rate of recovery from the vegetative state (VS) is low. Currently, little is known of the mechanisms and cerebral changes that accompany those relatively rare cases of good recovery. Here, we combined functional magnetic resonance imaging (fMRI) and diffusion tensor imaging (DTI) to study the evolution of one VS patient at one month post-ictus and again twelve months later when he had recovered consciousness. Methods fMRI was used to investigate cortical responses to passive language stimulation as well as task-induced deactivations related to the default-mode network. DTI was used to assess the integrity of the global white matter and the arcuate fasciculus. We also performed a neuropsychological assessment at the time of the second MRI examination in order to characterize the profile of cognitive deficits. Results: fMRI analysis revealed anatomically appropriate activation to speech in both the first and the second scans but a reduced pattern of task-induced deactivations in the first scan. In the second scan, following the recovery of consciousness, this pattern became more similar to that classically described for the default-mode network. DTI analysis revealed relative preservation of the arcuate fasciculus and of the global normal-appearing white matter at both time points. The neuropsychological assessment revealed recovery of receptive linguistic functioning by 12-months post-ictus. Conclusions: These results suggest that the combination of different structural and functional imaging modalities may provide a powerful means for assessing the mechanisms involved in the recovery from the VS.

Combination of diffusion tensor and functional magnetic resonance imaging during recovery from the vegetative state

Background: The rate of recovery from the vegetative state (VS) is low. Currently, little is known of the mechanisms and cerebral changes that accompany those relatively rare cases of good recovery. Here, we combined functional magnetic resonance imaging (fMRI) and diffusion tensor imaging (DTI) to study the evolution of one VS patient at one month post-ictus and again twelve months later when he had recovered consciousness. Methods fMRI was used to investigate cortical responses to passive language stimulation as well as task-induced deactivations related to the default-mode network. DTI was used to assess the integrity of the global white matter and the arcuate fasciculus. We also performed a neuropsychological assessment at the time of the second MRI examination in order to characterize the profile of cognitive deficits. Results: fMRI analysis revealed anatomically appropriate activation to speech in both the first and the second scans but a reduced pattern of task-induced deactivations in the first scan. In the second scan, following the recovery of consciousness, this pattern became more similar to that classically described for the default-mode network. DTI analysis revealed relative preservation of the arcuate fasciculus and of the global normal-appearing white matter at both time points. The neuropsychological assessment revealed recovery of receptive linguistic functioning by 12-months post-ictus. Conclusions: These results suggest that the combination of different structural and functional imaging modalities may provide a powerful means for assessing the mechanisms involved in the recovery from the VS.

Combination of diffusion tensor and functional magnetic resonance imaging during recovery from the vegetative state

Background: The rate of recovery from the vegetative state (VS) is low. Currently, little is known of the mechanisms and cerebral changes that accompany those relatively rare cases of good recovery. Here, we combined functional magnetic resonance imaging (fMRI) and diffusion tensor imaging (DTI) to study the evolution of one VS patient at one month post-ictus and again twelve months later when he had recovered consciousness. Methods fMRI was used to investigate cortical responses to passive language stimulation as well as task-induced deactivations related to the default-mode network. DTI was used to assess the integrity of the global white matter and the arcuate fasciculus. We also performed a neuropsychological assessment at the time of the second MRI examination in order to characterize the profile of cognitive deficits. Results: fMRI analysis revealed anatomically appropriate activation to speech in both the first and the second scans but a reduced pattern of task-induced deactivations in the first scan. In the second scan, following the recovery of consciousness, this pattern became more similar to that classically described for the default-mode network. DTI analysis revealed relative preservation of the arcuate fasciculus and of the global normal-appearing white matter at both time points. The neuropsychological assessment revealed recovery of receptive linguistic functioning by 12-months post-ictus. Conclusions: These results suggest that the combination of different structural and functional imaging modalities may provide a powerful means for assessing the mechanisms involved in the recovery from the VS.

Anticipating linear stochastic differential equations driven by a Lévy process

In this paper we study the existence of a unique solution for linear stochastic differential equations driven by a Lévy process, where the initial condition and the coefficients are random and not necessarily adapted to the underlying filtration. Towards this end, we extend the method based on Girsanov transformations on Wiener space and developped by Buckdahn [7] to the canonical Lévy space, which is introduced in [25].

Effective Electrodiffusion equation for non uniform nanochannels

We derive a one dimensional formulation of the Planck-Nernst-Poisson equation to describe the dynamics of of a symmetric binary electrolyte in channels whose section is of nanometric section and varies along the axial direction. The approach is in the spirit of the Fick-Jacobs di fusion equation and leads to a system of coupled equations for the partial densities which depends on the charge sitting at the walls in a non trivial fashion. We consider two kinds of non uniformities, those due to the spatial variation of charge distribution and those due to the shape variation of the pore and report one and three-dimensional solutions of the electrokinetic equations.

Exit times in non-Markovian drifting continuous-time random-walk processes

By appealing to renewal theory we determine the equations that the mean exit time of a continuous-time random walk with drift satisfies both when the present coincides with a jump instant or when it does not. Particular attention is paid to the corrections ensuing from the non-Markovian nature of the process. We show that when drift and jumps have the same sign the relevant integral equations can be solved in closed form. The case when holding times have the classical Erlang distribution is considered in detail.

First principles analysis of the stability and diffusion of oxygen vacancies in meetal oxides

Oxygen vacancies in metal oxides are known to determine their chemistry and physics. The properties of neutral oxygen vacancies in metal oxides of increasing complexity (MgO, CaO, alpha-Al2O3, and ZnO) have been studied using density functional theory. Vacancy formation energies, vacancy-vacancy interaction, and the barriers for vacancy migration are determined and rationalized in terms of the ionicity, the Madelung potential, and lattice relaxation. It is found that the Madelung potential controls the oxygen vacancy properties of highly ionic oxides whereas a more complex picture arises for covalent ZnO.

On Lundh's percolation diffusion

A collection of spherical obstacles in the unit ball in Euclidean space is said to be avoidable for Brownian motion if there is a positive probability that Brownian motion diffusing from some point in the ball will avoid all the obstacles and reach the boundary of the ball. The centres of the spherical obstacles are generated according to a Poisson point process while the radius of an obstacle is a deterministic function. If avoidable configurations are generated with positive probability, Lundh calls this percolation diffusion. An integral condition for percolation diffusion is derived in terms of the intensity of the point process and the function that determines the radii of the obstacles.

Accounting for adsorption and desorption in Lattice Boltzmann simulations

We report a Lattice-Boltzmann scheme that accounts for adsorption and desorption in the calculation of mesoscale dynamical properties of tracers in media of arbitrary complexity. Lattice Boltzmann simulations made it possible to solve numerically the coupled Navier-Stokes equations of fluid dynamics and Nernst-Planck equations of electrokinetics in complex, heterogeneous media. With the moment propagation scheme, it became possible to extract the effective diffusion and dispersion coefficients of tracers, or solutes, of any charge, e.g., in porous media. Nevertheless, the dynamical properties of tracers depend on the tracer-surface affinity, which is not purely electrostatic and also includes a species-specific contribution. In order to capture this important feature, we introduce specific adsorption and desorption processes in a lattice Boltzmann scheme through a modified moment propagation algorithm, in which tracers may adsorb and desorb from surfaces through kinetic reaction rates. The method is validated on exact results for pure diffusion and diffusion-advection in Poiseuille flows in a simple geometry. We finally illustrate the importance of taking such processes into account in the time-dependent diffusion coefficient in a more complex porous medium.

Atomic diffusion induced by stress relaxation in InGaAs/GaAs epitaxial layers

The origin of the microscopic inhomogeneities in InxGa1-xAs layers grown on GaAs by molecular beam epitaxy is analyzed through the optical absorption spectra near the band gap. It is seen that, for relaxed thick layers of about 2.8μm, composition inhomogeneities are responsible for the band edge smoothing into the whole compositional range (0.05