Quasi-Self-Dual Exponential Lévy Processes

The important application of semistatic hedging in financial markets naturally leads to the notion of quasi--self-dual processes. The focus of our study is to give new characterizations of quasi--self-duality. We analyze quasi--self-dual Lévy driven markets which do not admit arbitrage opportunities and derive a set of equivalent conditions for the stochastic logarithm of quasi--self-dual martingale models. Since for nonvanishing order parameter two martingale properties have to be satisfied simultaneously, there is a nontrivial relation between the order and shift parameter representing carrying costs in financial applications. This leads to an equation containing an integral term which has to be inverted in applications. We first discuss several important properties of this equation and, for some well-known Lévy-driven models, we derive a family of closed-form inversion formulae.

A review of air–ice chemical and physical interactions (AICI): liquids, quasi-liquids, and solids in snow

Snow in the environment acts as a host to rich chemistry and provides a matrix for physical exchange of contaminants within the ecosystem. The goal of this review is to summarise the current state of knowledge of physical processes and chemical reactivity in surface snow with relevance to polar regions. It focuses on a description of impurities in distinct compartments present in surface snow, such as snow crystals, grain boundaries, crystal surfaces, and liquid parts. It emphasises the microscopic description of the ice surface and its link with the environment. Distinct differences between the disordered air–ice interface, often termed quasi-liquid layer, and a liquid phase are highlighted. The reactivity in these different compartments of surface snow is discussed using many experimental studies, simulations, and selected snow models from the molecular to the macro-scale. Although new experimental techniques have extended our knowledge of the surface properties of ice and their impact on some single reactions and processes, others occurring on, at or within snow grains remain unquantified. The presence of liquid or liquid-like compartments either due to the formation of brine or disorder at surfaces of snow crystals below the freezing point may strongly modify reaction rates. Therefore, future experiments should include a detailed characterisation of the surface properties of the ice matrices. A further point that remains largely unresolved is the distribution of impurities between the different domains of the condensed phase inside the snowpack, i.e. in the bulk solid, in liquid at the surface or trapped in confined pockets within or between grains, or at the surface. While surface-sensitive laboratory techniques may in the future help to resolve this point for equilibrium conditions, additional uncertainty for the environmental snowpack may be caused by the highly dynamic nature of the snowpack due to the fast metamorphism occurring under certain environmental conditions. Due to these gaps in knowledge the first snow chemistry models have attempted to reproduce certain processes like the long-term incorporation of volatile compounds in snow and firn or the release of reactive species from the snowpack. Although so far none of the models offers a coupled approach of physical and chemical processes or a detailed representation of the different compartments, they have successfully been used to reproduce some field experiments. A fully coupled snow chemistry and physics model remains to be developed.

"Quasi ombra e figura de la verità". Poesia e pensiero in Torquato Tasso

"Pochi autori come il Tasso hanno suscitato interpretazioni tanto differenziate e, in molti casi, discordanti. Posto di volta in volta a chiusura di un'epoca, quella manieristica, o come anticipatore della successiva temperie barocca, egli pare aver scontato il prezzo di un'esemplarità sin troppo manifesta rispetto al proprio Zeitgeist, una stagione che vede, nella vulgata storiografica, la regola prevalere sull'afflato creativo. 'Era già critico prima di esser poeta', sentenziò il De Sanctis, che arrivava a circoscriverne pure l'esperienza biografica nel perimetro di un implacabile autodafé, definendolo 'più crudele inquisitore di sé che il tribunale dell'Inquisizione'. A ciò poi si aggiungeva l'estrinsecità della corte quale destinataria e quasi principio informativo del mondo tassiano, che sembrava legittimare, da Croce in avanti, tutta una serie di giudizi limitativi sulla sua poesia, orientati ad accentuarne la natura encomiastica, aneddotica, addirittura frivola. La critica più recente ha compiuto un'imponente e fondamentale opera di scavo all'interno della cultura tassiana, delle sue letture, della sua poetica, ma il tentativo di rettificare il profilo complessivo dell'autore mostra esiti ancora incerti. In risposta alla vecchia immagine di un Tasso sconfitto dalla cultura controriformistica e alla fine assoggettato alle sue leggi, se ne sono di recente aggiunte altre..." (Dall'introduzione)

Effects of a latency period between pre-stimulation and teat cup attachment and periodic vacuum reduction on milking characteristics and teat condition in dairy cows

The goal of the present study was to examine the suitability of a short pre-stimulation (P) for 15 s followed by a latency period (L) of 30 s before cluster attachment for machine milking. In addition we tested the effect of a periodic reduction of the vacuum under the teat (VR) during the massage phase from 43 kPa to 12-15 kPa on milking characteristics and teat tissue condition. The study was carried out in 9 cows in a cross-over design. Animals were milked twice daily, and each of the 4 treatment combinations was used for six subsequent milkings (P+L vs. continuous P, and standard pulsation vs. VR, respectively). Milk flow was recorded during all experimental milkings. Longitudinal ultrasound cross sections of the teat were performed by B-mode ultrasound after the last milking of each treatment at 0, 5, and 15 min after the end of milking, respectively. None of the evaluated milking characteristics (total milk yield, main milking time, peak flow rate, average milk flow) differed between treatments. Teat measures as obtained by ultrasound cross sections showed no significant difference if individual treatments were compared at the three time points individually. However, teat wall thickness (TWT) tended to be smaller in VR vs. non-VR treatments at 5 min after milking (P=0·05). In conclusion, teat preparation consisting of a short stimulation followed by a latency period represents a similarly efficient pre-stimulation as a continuous pre-stimulation. VR seems to reduce the load on the teat tissue during milking and thus reduces the development of oedema and hence a less pronounced increase of TWT while milking characteristics are similar with or without VR.

Untersuchung der Konsequenzen von Leistungsangst durch die Einspielung von Quasi-Gedanken

Als Ursache für angstbedingte Testleistungseinbußen wird in der Leistungsangstforschung und benachbarten Forschungslinien die Störung der Aufgabenbearbeitung durch Sorgengedanken (sog. kognitive Interferenz) angenommen. Die empirische Erfassung dieser nicht direkt beobachtbaren Sorgengedanken gestaltet sich allerdings schwer und ist oftmals methodisch problematisch. Zur Untersuchung schwer messbarer Variablen schlagen Spencer et al. (2005) statt deren Messung deren experimentelle Manipulation vor. Darauf aufbauend testeten wir eine neue Methode zum Nachweis des Einflusses von Sorgengedanken auf kognitive Leistung. Wir manipulierten das Vorhandensein von Sorgengedanken in einer Studentinnenstichprobe (N = 115), indem während der Bearbeitung von Mathematikaufgaben gesprochene Sorgengedanken über Kopfhörer eingespielt wurden oder nicht. Die Ergebnisse geben einen ersten Hinweis auf die Brauchbarkeit dieser Methode und legen die zusätzliche Berücksichtigung motivationaler Variablen nahe.

A Parallel Solver for the Time-Periodic Navier–Stokes Equations

We investigate parallel algorithms for the solution of the Navier–Stokes equations in space-time. For periodic solutions, the discretized problem can be written as a large non-linear system of equations. This system of equations is solved by a Newton iteration. The Newton correction is computed using a preconditioned GMRES solver. The parallel performance of the algorithm is illustrated.

Signatures of the 2-day wave and sudden stratospheric warmings in Arctic water vapour observed by ground-based microwave radiometry

The ground-based microwave radiometer MIAWARA-C recorded the upper stratospheric and lower mesospheric water vapour distribution continuously from June 2011 to March 2013 above the Arctic station of Sodankylä, Finland (67.4° N, 26.6° E) without major interruptions and offers water vapour profiles with temporal resolution of 1 h for average conditions. The water vapour time series of MIAWARA-C shows strong periodic variations in both summer and winter related to the quasi-2-day wave. Above 0.1 hPa the amplitudes are strongest in summer. The stratospheric wintertime 2-day wave is pronounced for both winters on altitudes below 0.1 hPa and reaches a maximum amplitude of 0.8 ppmv in November 2011. Over the measurement period, the instrument monitored the changes in water vapour linked to two sudden stratospheric warmings in early 2012 and 2013. Based on the water vapour measurements, the descent rate in the vortex after the warmings is 364 m d−1 for 2012 and 315 m d−1 for 2013.

Nonlinear quasi-static finite element simulations predict in vitro strength of human proximal femora assessed in a dynamic sideways fall setup

Osteoporotic proximal femur fractures are caused by low energy trauma, typically when falling on the hip from standing height. Finite element simulations, widely used to predict the fracture load of femora in fall, usually include neither mass-related inertial effects, nor the viscous part of bone's material behavior. The aim of this study was to elucidate if quasi-static non-linear homogenized finite element analyses can predict in vitro mechanical properties of proximal femora assessed in dynamic drop tower experiments. The case-specific numerical models of thirteen femora predicted the strength (R2=0.84, SEE=540 N, 16.2%), stiffness (R2=0.82, SEE=233 N/mm, 18.0%) and fracture energy (R2=0.72, SEE=3.85 J, 39.6%); and provided fair qualitative matches with the fracture patterns. The influence of material anisotropy was negligible for all predictions. These results suggest that quasi-static homogenized finite element analysis may be used to predict mechanical properties of proximal femora in the dynamic sideways fall situation.

Time-varying signal analysis to detect high-altitude periodic breathing in climbers ascending to extreme altitude.

This work investigates the performance of cardiorespiratory analysis detecting periodic breathing (PB) in chest wall recordings in mountaineers climbing to extreme altitude. The breathing patterns of 34 mountaineers were monitored unobtrusively by inductance plethysmography, ECG and pulse oximetry using a portable recorder during climbs at altitudes between 4497 and 7546 m on Mt. Muztagh Ata. The minute ventilation (VE) and heart rate (HR) signals were studied, to identify visually scored PB, applying time-varying spectral, coherence and entropy analysis. In 411 climbing periods, 30-120 min in duration, high values of mean power (MP(VE)) and slope (MSlope(VE)) of the modulation frequency band of VE, accurately identified PB, with an area under the ROC curve of 88 and 89%, respectively. Prolonged stay at altitude was associated with an increase in PB. During PB episodes, higher peak power of ventilatory (MP(VE)) and cardiac (MP(LF)(HR) ) oscillations and cardiorespiratory coherence (MP(LF)(Coher)), but reduced ventilation entropy (SampEn(VE)), was observed. Therefore, the characterization of cardiorespiratory dynamics by the analysis of VE and HR signals accurately identifies PB and effects of altitude acclimatization, providing promising tools for investigating physiologic effects of environmental exposures and diseases.