Remarks on blow up time for solutions of a nonlinear diffusion system with time dependent coefficients

2000 Mathematics Subject Classification: 35K55, 35K60.

Identification of a time-dependent bio-heat blood perfusion coefficient

In the paper the identification of the time-dependent blood perfusion coefficient is formulated as an inverse problem. The bio-heat conduction problem is transformed into the classical heat conduction problem. Then the transformed inverse problem is solved using the method of fundamental solutions together with the Tikhonov regularization. Some numerical results are presented in order to demonstrate the accuracy and the stability of the proposed meshless numerical algorithm.

Time-dependent Suppression of Oscillatory Power in Evolving Solar Magnetic Fields

Oscillation amplitudes are generally smaller within magnetically active regions like sunspots and plage when compared to their surroundings. Such magnetic features, when viewed in spatially resolved power maps, appear as regions of suppressed power due to reductions in the oscillation amplitudes. Employing high spatial- and temporal-resolution observations from the Dunn Solar Telescope (DST) in New Mexico, we study the power suppression in a region of evolving magnetic fields adjacent to a pore. By utilizing wavelet analysis, we study for the first time how the oscillatory properties in this region change as the magnetic field evolves with time. Image sequences taken in the blue continuum, G-band, Ca ii K, and Hα filters were used in this study. It is observed that the suppression found in the chromosphere occupies a relatively larger area, confirming previous findings. Also, the suppression is extended to structures directly connected to the magnetic region, and is found to get enhanced as the magnetic field strength increased with time. The dependence of the suppression on the magnetic field strength is greater at longer periods and higher formation heights. Furthermore, the dominant periodicity in the chromosphere was found to be anti-correlated with increases in the magnetic field strength.

Fast iterative solvers for time-dependent PDE-constrained optimization problems

Otto-von-Guericke-Universität Magdeburg, Fakultät für Mathematik, Kumulative Habilitation, 2016

Time-Dependent Deformation of Non-Composite and Composite Sand-Lightweight Prestressed Concrete Structures, Phase 1, HR-137, 1969

Presented in this report is an investigation of the use of "sand-lightweight" concrete in prestressed concrete structures. The sand-lightweight concrete consists of 100% sand substitution for fines, along with Idealite coarse and medium lightweight aggregate and Type I Portland Cement.

Mixture of time-dependent growth models with an application to blue swimmer crab length-frequency data

Understanding how aquatic species grow is fundamental in fisheries because stock assessment often relies on growth dependent statistical models. Length-frequency-based methods become important when more applicable data for growth model estimation are either not available or very expensive. In this article, we develop a new framework for growth estimation from length-frequency data using a generalized von Bertalanffy growth model (VBGM) framework that allows for time-dependent covariates to be incorporated. A finite mixture of normal distributions is used to model the length-frequency cohorts of each month with the means constrained to follow a VBGM. The variances of the finite mixture components are constrained to be a function of mean length, reducing the number of parameters and allowing for an estimate of the variance at any length. To optimize the likelihood, we use a minorization–maximization (MM) algorithm with a Nelder–Mead sub-step. This work was motivated by the decline in catches of the blue swimmer crab (BSC) (Portunus armatus) off the east coast of Queensland, Australia. We test the method with a simulation study and then apply it to the BSC fishery data.

Time-Dependent Effects of Acute Exercise-Induced Arousal on Long-Term Memory for Emotional and Neutral Stimuli

Psychological research has strongly documented the memory-enhancing effects of emotional arousal, while the effects of acute aerobic exercise on memory are not well understood. Manipulation of arousal has been shown to enhance long-term memory for emotional stimuli in a time-dependent fashion. This presents an opportunity to investigate the role of acute exercise in memory modulation. The purpose of this study was to determine the time-dependent relationship between acute exercise-induced arousal and long-term emotional memory. Participants viewed pleasant, neutral, and unpleasant images before or after completing a high-intensity session of cycling exercise. Salivary alpha-amylase, a biomarker of central norepinephrine, was measured as an indicator of arousal. No effects of exercise on recognition memory were revealed, however; a single session of high-intensity cycling increased salivary alpha-amylase. Our results also indicate that the influence of exercise on emotional responsiveness should be considered in further exploration of the memory-enhancing potential of acute exercise.

Analysis and control of transient spectra using time-dependent density functional theory.

215 p.

Similarity solutions of a Becker-Döring system with time-dependent monomer input

We formulate the Becker-Döring equations for cluster growth in the presence of a time-dependent source of monomer input. In the case of size-independent aggregation and ragmentation rate coefficients we find similarity solutions which are approached in the large time limit. The form of the solutions depends on the rate of monomer input and whether fragmentation is present in the model; four distinct types of solution are found.

Monitoring time-dependent deformation patterns through geodetic techniques

In this thesis we focus on the analysis and interpretation of time dependent deformations recorded through different geodetic methods. Firstly, we apply a variational Bayesian Independent Component Analysis (vbICA) technique to GPS daily displacement solutions, to separate the postseismic deformation that followed the mainshocks of the 2016-2017 Central Italy seismic sequence from the other, hydrological, deformation sources. By interpreting the signal associated with the postseismic relaxation, we model an afterslip distribution on the faults involved by the mainshocks consistent with the co-seismic models available in literature. We find evidences of aseismic slip on the Paganica fault, responsible for the Mw 6.1 2009 L’Aquila earthquake, highlighting the importance of aseismic slip and static stress transfer to properly model the recurrence of earthquakes on nearby fault segments. We infer a possible viscoelastic relaxation of the lower crust as a contributing mechanism to the postseismic displacements. We highlight the importance of a proper separation of the hydrological signals for an accurate assessment of the tectonic processes, especially in cases of mm-scale deformations. Contextually, we provide a physical explanation to the ICs associated with the observed hydrological processes. In the second part of the thesis, we focus on strain data from Gladwin Tensor Strainmeters, working on the instruments deployed in Taiwan. We develop a novel approach, completely data driven, to calibrate these strainmeters. We carry out a joint analysis of geodetic (strainmeters, GPS and GRACE products) and hydrological (rain gauges and piezometers) data sets, to characterize the hydrological signals in Southern Taiwan. Lastly, we apply the calibration approach here proposed to the strainmeters recently installed in Central Italy. We provide, as an example, the detection of a storm that hit the Umbria-Marche regions (Italy), demonstrating the potential of strainmeters in following the dynamics of deformation processes with limited spatio-temporal signature

The quantum time-dependent harmonic oscillator

La presente tesi si propone di mostrare che l’oscillatore armonico quantistico dipendente dal tempo è un sistema risolvibile in maniera esatta. La trattazione è articolata in tre capitoli: nel primo viene richiamata la teoria dell’oscillatore armonico quantistico indipendente dal tempo, al fine di recuperare i concetti e le metodologie che sono comuni anche alla sua controparte dipendente dal tempo. Nel secondo capitolo viene fornita una breve introduzione alla teoria degli operatori invarianti dipendenti dal tempo, di cui ci interessa la loro relazione con le soluzioni dell’equazione di Schrödinger. Infine, nel terzo capitolo viene presentato il problema dell’oscillatore armonico quantistico dipendente dal tempo e discussa la sua soluzione esatta. In aggiunta se ne individuano gli stati coerenti.

Constructing good deals in discrete time arbitrage-free dynamic pricing models

Recent literature has proved that many classical pricing models (Black and Scholes, Heston, etc.) and risk measures (V aR, CV aR, etc.) may lead to “pathological meaningless situations”, since traders can build sequences of portfolios whose risk leveltends to −infinity and whose expected return tends to +infinity, i.e., (risk = −infinity, return = +infinity). Such a sequence of strategies may be called “good deal”. This paper focuses on the risk measures V aR and CV aR and analyzes this caveat in a discrete time complete pricing model. Under quite general conditions the explicit expression of a good deal is given, and its sensitivity with respect to some possible measurement errors is provided too. We point out that a critical property is the absence of short sales. In such a case we first construct a “shadow riskless asset” (SRA) without short sales and then the good deal is given by borrowing more and more money so as to invest in the SRA. It is also shown that the SRA is interested by itself, even if there are short selling restrictions.

Pricing derivatives with stochastic volatility

This Ph.D. thesis contains 4 essays in mathematical finance with a focus on pricing Asian option (Chapter 4), pricing futures and futures option (Chapter 5 and Chapter 6) and time dependent volatility in futures option (Chapter 7). In Chapter 4, the applicability of the Albrecher et al.(2005)'s comonotonicity approach was investigated in the context of various benchmark models for equities and com- modities. Instead of classical Levy models as in Albrecher et al.(2005), the focus is the Heston stochastic volatility model, the constant elasticity of variance (CEV) model and the Schwartz (1997) two-factor model. It is shown that the method delivers rather tight upper bounds for the prices of Asian Options in these models and as a by-product delivers super-hedging strategies which can be easily implemented. In Chapter 5, two types of three-factor models were studied to give the value of com- modities futures contracts, which allow volatility to be stochastic. Both these two models have closed-form solutions for futures contracts price. However, it is shown that Model 2 is better than Model 1 theoretically and also performs very well empiri- cally. Moreover, Model 2 can easily be implemented in practice. In comparison to the Schwartz (1997) two-factor model, it is shown that Model 2 has its unique advantages; hence, it is also a good choice to price the value of commodity futures contracts. Fur- thermore, if these two models are used at the same time, a more accurate price for commodity futures contracts can be obtained in most situations. In Chapter 6, the applicability of the asymptotic approach developed in Fouque et al.(2000b) was investigated for pricing commodity futures options in a Schwartz (1997) multi-factor model, featuring both stochastic convenience yield and stochastic volatility. It is shown that the zero-order term in the expansion coincides with the Schwartz (1997) two-factor term, with averaged volatility, and an explicit expression for the first-order correction term is provided. With empirical data from the natural gas futures market, it is also demonstrated that a significantly better calibration can be achieved by using the correction term as compared to the standard Schwartz (1997) two-factor expression, at virtually no extra effort. In Chapter 7, a new pricing formula is derived for futures options in the Schwartz (1997) two-factor model with time dependent spot volatility. The pricing formula can also be used to find the result of the time dependent spot volatility with futures options prices in the market. Furthermore, the limitations of the method that is used to find the time dependent spot volatility will be explained, and it is also shown how to make sure of its accuracy.

MTA-induced neutrophil recruitment: a mechanism dependent on IL-1 beta, MIP-2, and LTB(4)

Objective. The objective of this study was to investigate the mediators and the resident peritoneal cells involved in the neutrophil migration (NM) induced by mineral trioxide aggregate (MTA) in mice. Study design. MTA (25 mg/cavity) was injected into normal and pretreated peritoneal cavities (PC) with indomethacin (IND), dexamethasone (DEX), BWA4C, U75302, antimacrophage inflammatory protein-2 (MIP-2), and anti-interleukin-1 beta (IL-1 beta) antibodies and the NM was determined. The role of macrophage (MO) and mast cells (MAST) was determined by administration of thioglycollate 3% or 48/80 compound, respectively. The concentration of IL-1 beta and MIP-2 exudates was measured by ELISA. Results. MTA induced dose-and time-dependent NM into mice PC, with the participation of MO and MAST. NM was inhibited by DEX, BWA4C, and U75302, as well as anti-MIP-2 and anti-IL-1 beta antibodies. In the exudates, IL-1 beta and MIP-2 were detected. Conclusions. This study suggests that MTA induces NM via a mechanism dependent on MAST and MO mediated by IL-1 beta, MIP-2, and LTB(4).

Time evolution in the unimolecular master equation at low temperatures: full spectral solution with scalable iterative methods and high precision

A new method is presented to determine an accurate eigendecomposition of difficult low temperature unimolecular master equation problems. Based on a generalisation of the Nesbet method, the new method is capable of achieving complete spectral resolution of the master equation matrix with relative accuracy in the eigenvectors. The method is applied to a test case of the decomposition of ethane at 300 K from a microcanonical initial population with energy transfer modelled by both Ergodic Collision Theory and the exponential-down model. The fact that quadruple precision (16-byte) arithmetic is required irrespective of the eigensolution method used is demonstrated. (C) 2001 Elsevier Science B.V. All rights reserved.