Semi-Lagrange time integration for PDE models of asian options

Semi-Lagrange time integration is used with the finite difference method to provide accurate stable prices for Asian options, with or without early exercise. These are combined with coordinate transformations for computational efficiency and compared with published results

Relativistische vier und zwei Spinor Finite Elemente Berechnungen zweiatomiger Moleküle

Der Vielelektronen Aspekt wird in einteilchenartigen Formulierungen berücksichtigt, entweder in Hartree-Fock Näherung oder unter dem Einschluß der Elektron-Elektron Korrelationen durch die Dichtefunktional Theorie. Da die Physik elektronischer Systeme (Atome, Moleküle, Cluster, Kondensierte Materie, Plasmen) relativistisch ist, habe ich von Anfang an die relativistische 4 Spinor Dirac Theorie eingesetzt, in jüngster Zeit aber, und das wird der hauptfortschritt in den relativistischen Beschreibung durch meine Promotionsarbeit werden, eine ebenfalls voll relativistische, auf dem sogenannten Minimax Prinzip beruhende 2-Spinor Theorie umgesetzt. Im folgenden ist eine kurze Beschreibung meiner Dissertation: Ein wesentlicher Effizienzgewinn in der relativistischen 4-Spinor Dirac Rechnungen konnte durch neuartige singuläre Koordinatentransformationen erreicht werden, so daß sich auch noch für das superschwere Th2 179+ hächste Lösungsgenauigkeiten mit moderatem Computer Aufwand ergaben, und zu zwei weiteren interessanten Veröffentlichungen führten (Publikationsliste). Trotz der damit bereits ermöglichten sehr viel effizienteren relativistischen Berechnung von Molekülen und Clustern blieben diese Rechnungen Größenordnungen aufwendiger als entsprechende nicht-relativistische. Diese behandeln das tatsächliche (relativitische) Verhalten elektronischer Systeme nur näherungsweise richtig, um so besser jedoch, je leichter die beteiligten Atome sind (kleine Kernladungszahl Z). Deshalb habe ich nach einem neuen Formalismus gesucht, der dem möglichst gut Rechnung trägt und trotzdem die Physik richtig relativistisch beschreibt. Dies gelingt durch ein 2-Spinor basierendes Minimax Prinzip: Systeme mit leichten Atomen sind voll relativistisch nunmehr nahezu ähnlich effizient beschrieben wie nicht-relativistisch, was natürlich große Hoffnungen für genaue (d.h. relativistische) Berechnungen weckt. Es ergab sich eine erste grundlegende Veröffentlichung (Publikationsliste). Die Genauigkeit in stark relativistischen Systemen wie Th2 179+ ist ähnlich oder leicht besser als in 4-Spinor Dirac-Formulierung. Die Vorteile der neuen Formulierung gehen aber entscheidend weiter: A. Die neue Minimax Formulierung der Dirac-Gl. ist frei von spuriosen Zuständen und hat keine positronischen Kontaminationen. B. Der Aufwand ist weit reduziert, da nur ein 1/3 der Matrix Elemente gegenüber 4-Spinor noch zu berechnen ist, und alle Matrixdimensionen Faktor 2 kleiner sind. C. Numerisch verhält sich die neue Formulierung ähnlilch gut wie die nichtrelativistische Schrödinger Gleichung (Obwohl es eine exakte Formulierung und keine Näherung der Dirac-Gl. ist), und hat damit bessere Konvergenzeigenschaften als 4-Spinor. Insbesondere die Fehlerwichtung (singulärer und glatter Anteil) ist in 2-Spinor anders, und diese zeigt die guten Extrapolationseigenschaften wie bei der nichtrelativistischen Schrödinger Gleichung. Die Ausweitung des Anwendungsbereichs von (relativistischen) 2-Spinor ist bereits in FEM Dirac-Fock-Slater, mit zwei Beispielen CO und N2, erfolgreich gemacht. Weitere Erweiterungen sind nahezu möglich. Siehe Minmax LCAO Nährung.

Programmable Self-Assembly: Constructing Global Shape using Biologically-inspire

In this thesis I present a language for instructing a sheet of identically-programmed, flexible, autonomous agents (``cells'') to assemble themselves into a predetermined global shape, using local interactions. The global shape is described as a folding construction on a continuous sheet, using a set of axioms from paper-folding (origami). I provide a means of automatically deriving the cell program, executed by all cells, from the global shape description. With this language, a wide variety of global shapes and patterns can be synthesized, using only local interactions between identically-programmed cells. Examples include flat layered shapes, all plane Euclidean constructions, and a variety of tessellation patterns. In contrast to approaches based on cellular automata or evolution, the cell program is directly derived from the global shape description and is composed from a small number of biologically-inspired primitives: gradients, neighborhood query, polarity inversion, cell-to-cell contact and flexible folding. The cell programs are robust, without relying on regular cell placement, global coordinates, or synchronous operation and can tolerate a small amount of random cell death. I show that an average cell neighborhood of 15 is sufficient to reliably self-assemble complex shapes and geometric patterns on randomly distributed cells. The language provides many insights into the relationship between local and global descriptions of behavior, such as the advantage of constructive languages, mechanisms for achieving global robustness, and mechanisms for achieving scale-independent shapes from a single cell program. The language suggests a mechanism by which many related shapes can be created by the same cell program, in the manner of D'Arcy Thompson's famous coordinate transformations. The thesis illuminates how complex morphology and pattern can emerge from local interactions, and how one can engineer robust self-assembly.

Anharmonic force constant calculations

The relationship of the anharmonic force constants in curvilinear internal coordinates to the observed vibration-rotation spectrum of a molecule is reviewed. A simplified method of setting up the required non-linear coordinate transformations is described: this makes use of an / tensor, which is a straightforward generalization of the / matrix used in the customary description of harmonic force constant calculations. General formulae for the / tensor elements, in terms of the familiar L matrix elements, are presented. The use of non-linear symmetry coordinates and redundancies are described. Sample calculations on the water and ammonia molecules are reported.

Effiziente und robuste, feature-basierte Wiedererkennung langer Zeitreihen in großen Datenbanken

Die Materialverfolgung gewinnt in der Metallindustrie immer mehr an Bedeutung:rnEs ist notwendig, dass ein Metallband im Fertigungsprozess ein festgelegtes Programm durchläuft - erst dann ist die Qualität des Endprodukts garantiert. Die bisherige Praxis besteht darin, jedem Metallband eine Nummer zuzuordnen, mit der dieses Band beschriftet wird. Bei einer tagelangen Lagerung der Bänder zwischen zwei Produktionsschritten erweist sich diese Methode als fehleranfällig: Die Beschriftungen können z.B. verloren gehen, verwechselt, falsch ausgelesen oder unleserlich werden. 2007 meldete die iba AG das Patent zur Identifikation der Metallbänder anhand ihres Dickenprofils an (Anhaus [3]) - damit kann die Identität des Metallbandes zweifelsfrei nachgewiesen werden, eine zuverlässige Materialverfolgung wurde möglich.Es stellte sich jedoch heraus, dass die messfehlerbehafteten Dickenprofile, die als lange Zeitreihen aufgefasst werden können, mit Hilfe von bisherigen Verfahren (z.B. L2-Abstandsminimierung oder Dynamic Time Warping) nicht erfolgreich verglichen werden können.Diese Arbeit stellt einen effizienten feature-basierten Algorithmus zum Vergleichrnzweier Zeitreihen vor. Er ist sowohl robust gegenüber Rauschen und Messausfällen als auch invariant gegenüber solchen Koordinatentransformationen der Zeitreihen wie Skalierung und Translation. Des Weiteren sind auch Vergleiche mit Teilzeitreihen möglich. Unser Framework zeichnet sich sowohl durch seine hohe Genauigkeit als auch durch seine hohe Geschwindigkeit aus: Mehr als 99.5% der Anfragen an unsere aus realen Profilen bestehende Testdatenbank werden richtig beantwortet. Mit mehreren hundert Zeitreihen-Vergleichen pro Sekunde ist es etwa um den Faktor 10 schneller als die auf dem Gebiet der Zeitreihenanalyse etablierten Verfahren, die jedoch nicht im Stande sind, mehr als 90% der Anfragen korrekt zu verarbeiten. Der Algorithmus hat sich als industrietauglich erwiesen. Die iba AG setzt ihn in einem weltweit einzigartigen dickenprofilbasierten Überwachungssystemrnzur Materialverfolgung ein, das in ersten Stahl- und Aluminiumwalzwerkenrnbereits erfolgreich zum Einsatz kommt.

An efficient nonlinear transformation for the numerical computation of the singular integrals appearing in the 2-D Boundary Element Method

We discuss several methods, based on coordinate transformations, for the evaluation of singular and quasisingular integrals in the direct Boundary Element Method. An intrinsec error of some of these methods is detected. Two new transformations are suggested which improve on those currently available.

Storm surge simulation in transformed coordinates /

"November 1976."

Noninertial observers in special relativity and clock synchronization debates

Selleri's arguments that a consideration of noninertial reference frames in the framework of special relativity identify absolute simultaneity as being Nature's choice of synchronization are considered. In the case of rectilinearly accelerating rockets, it is argued by considering two rockets which maintain a fixed proper separation rather than a fixed separation relative to the inertial frame in which they start from rest, that what seems the most natural choice for a simultaneity convention is problem-dependent and that Einstein's definition is the most natural (though still conventional) choice in this case. In addition, the supposed problems special relativity has with treating a rotating disk, namely how a pulse of light traveling around the circumference of the disk can have a local speed of light equal to c everywhere but a global speed not equal to c, and how coordinate transformations to the disk can give the Lorentz transformations in the limit of large disk radius but small angular velocity, are addressed. It is shown that the theory of Fermi frames solves both of these problems. It is also argued that the question of defining simultaneity relative to a uniformly rotating disk does riot need to be resolved in order to resolve Ehrenfest's paradox.

Enquadramento cartográfico do Complexo de Granja (NW Ceará, Brasil) e avaliação de sistemas de referenciação geográfica

Este estudo destaca os benefícios da análise metódica da cartografia de base que suporta a produção de Cartografia Geológica. Em certas regiões, as cartas base publicadas estão ainda associadas a redes geodésicas clássicas e, com frequência, são introduzidos erros quando se desconsideram parâmetros essenciais como a Projecção Cartográfica e o Datum Geodésico. Com o uso sistemático dos dispositivos de GPS e dos Sistemas de Informação Geográfica para a elaboração das cartas geológicas, é imprescindível o conhecimento prévio do Sistema de Coordenadas ao qual devem estar ajustados os dados geo-espaciais. Neste estudo de caso, as diferenças e os erros associados à aquisição de coordenadas entre os Data geocêntricos WGS84 e SIRGAS2000 são residuais, atendendo aos parâmetros das cartas base, à região do globo, o campo de acção e a escala, minimizando assim a propagação de erros de posicionamento e georreferenciação subsequentes.

Transformations of bridging ligands in diiron complexes: unconventional routes to new functionalized multisite bound organic frames

The main scope of this Ph.D. thesis has concerned the possible transformations of bridging ligands in diiron complexes, in order to explore unconventional routes to the synthesis of new functionalized multisite bound organic frames. The results achieved during the Ph.D. can be summarized in the following points: 1) We have extended the assembling between small unsaturated molecules and bridging carbyne ligands in diiron complexes to other species. In particular, we have investigated the coupling between olefins and thiocarbyne, leading to the synthesis of thioallylidene bridging diiron complexes. Then, we have extended the study to the coupling between olefins and aminocarbyne. This result shows that the coupling between activated olefins and heteroatom substituted bridging carbynes has a general character. 2) As we have shown, the coupling of bridging alkylidyne ligands with alkynes and alkenes provides excellent routes to the synthesis of bridging C3 hydrocarbyl ligands. As a possible extension of these results we have examined the synthesis of C4 bridging frames through the combination of bridging alkylidynes with allenes. Also in this case the reaction has a general character. 3) Diiron complexes bearing bridging functionalized C3 organic frames display the presence of donor atoms, such as N and S, potentially able to coordinate unsaturated metal fragments. Thus, we have studied the possibility for these systems to act as ‘organometallic ligands’, in particular towards Pd and Rh. 4) The possibility of releasing the organic frame from the bridging coordination appears particularly appealing in the direction of a metal-assisted organic synthesis. Within this field, we have investigated the possibility of involving the C3 bridging ligand in cycloaddition reactions with alkynes, with the aim of generating variously functionalized five-membered cycles. The [3+2] cyclization does not lead to the complete release of the organic fragment but rather it produces its transformation into a cyclopentadienyl ring, which remains coordinated to one Fe atom. This result introduces a new approach to the formation of polyfunctionalised ferrocenes. 5) Furthermore, I have spent a research period of about six months at the Department of Inorganic Chemistry of the Barcelona University, under the supervision of Prof. Concepción López, with the aim of studying the chemistry of polydentate ferrocenyl ligands and their use in organometallic synthesis.

Practical Transformations and Transformational Practices : Globalization, Postmodernism, and Early Childhood Education : Advances in Early Education and Day Care

Both traditional and progressive curricula are inadequate for the task of responding to the economic, political, social, and cultural changes that have occurred as a result of globalization. This book documents some of the ongoing work occurring in early childhood settings that is aimed at improving, and ultimately transforming, early childhood practice in these changed and changing times. The authors do not simply critique developmental approaches or the increasing standardization of the field. Instead, they describe how they are playing around with postmodern ideas in practice and developing unique approaches to the diverse educational circumstances that confront early childhood educators. Whether it is preparing teachers, using materials, or developing policies, each chapter provides readers with possibilities for enacting pedagogies that are responsive to the contemporary circumstances shaping the lives of young children.

Nitrogen and phosphorus transformations in fixed-film biofilters subjected to aeration/no-aeration cycles

Despite recent developments in fixed-film combined biological nutrients removal (BNR) technology; fixed-film systems (i.e., biofilters), are still at the early stages of development and their application has been limited to a few laboratory-scale experiments. Achieving enhanced biological phosphorus removal in fixed-film systems requires exposing the micro-organisms and the waste stream to alternating anaerobic/aerobic or anaerobic/anoxic conditions in cycles. The concept of cycle duration (CD) as a process control parameter is unique to fixed-film BNR systems, has not been previously investigated, and can be used to optimise the performance of such systems. The CD refers to the elapsed time before the biomass is re-exposed to the same environmental conditions in cycles. Fixed-film systems offer many advantages over suspended growth systems such as reduced operating costs, simplicity of operation, absence of sludge recycling problems, and compactness. The control of nutrient discharges to water bodies, improves water quality, fish production, and allow water reuse. The main objective of this study was to develop a fundamental understanding of the effect of CD on the transformations of nutrients in fixed-film biofilter systems subjected to alternating aeration I no-aeration cycles A fixed-film biofilter system consisting of three up-flow biofilters connected in series was developed and tested. The first and third biofilters were operated in a cyclic mode in which the biomass was subjected to aeration/no-aeration cycles. The influent wastewater was simulated aquaculture whose composition was based on actual water quality parameters of aquacuture wastewater from a prawn grow-out facility. The influent contained 8.5 - 9:3 mg!L a111monia-N, 8.5- 8.7 mg/L phosphate-P, and 45- 50 mg!L acetate. Two independent studies were conducted at two biofiltration rates to evaluate and confirm the effect of CD on nutrient transformations in the biofilter system for application in aquaculture: A third study was conducted to enhance denitrification in the system using an external carbon- source at a rate varying from 0-24 ml/min. The CD was varied in the range of0.25- 120 hours for the first two studies and fixed at 12 hours for the third study. This study identified the CD as an important process control parameter that can be used to optimise the performance of full-scale fixed-film systems for BNR which represents a novel contribution in this field of research. The CD resulted in environmental conditions that inhibited or enhanced nutrient transformations. The effect of CD on BNR in fixed-film systems in terms of phosphorus biomass saturation and depletion has been established. Short CDs did not permit the establishment of anaerobic activity in the un-aerated biofilter and, thus, inhibited phosphorus release. Long CDs resulted in extended anaerobic activity and, thus, resulted in active phosphorus release. Long CDs, however, resulted in depleting the biomass phosphorus reservoir in the releasing biofilter and saturating the biomass phosphorus reservoir in the up-taking biofilter in the cycle. This phosphorus biomass saturation/depletion phenomenon imposes a practical limit on how short or long the CD can be. The length of the CD should be somewhere just before saturation or depletion occur and for the system tested, the optimal CD was 12 hours for the biofiltration rates tested. The system achieved limited net phosphorus removal due to the limited sludge wasting and lack of external carbon supply during phosphorus uptake. The phosphorus saturation and depletion reflected the need to extract phosphorus from the phosphorus-rich micro-organisms, for example, through back-washing. The major challenges of achieving phosphorus removal in the system included: (I) overcoming the deterioration in the performance of the system during the transition period following the start of each new cycle; and (2) wasting excess phosphorus-saturated biomass following the aeration cycle. Denitrification occurred in poorly aerated sections of the third biofilter and generally declined as the CD increased and as the time progressed in the individual cycle. Denitrification and phosphorus uptake were supplied by an internal organic carbon source, and the addition of an external carbon source (acetate) to the third biofilter resulted in improved denitrification efficiency in the system from 18.4 without supplemental carbon to 88.7% when the carbon dose reached 24 mL/min The removal of TOC and nitrification improved as the CD increased, as a result of the reduction in the frequency of transition periods between the cycles. A conceptual design of an effective fixed-film BNR biofilter system for the treatment of the influent simulated aquaculture wastewater was proposed based on the findings of the study.

"Surviving" adolescence : apocalyptic and post-apocalyptic transformations in young adult fiction

This study, entitled "Surviving" Adolescence: Apocalyptic and post-apocalyptic transformations in young adult fiction‖, analyses how discourses surrounding the apocalyptic and post-apocalyptic are represented in selected young adult fiction published between 1997 and 2009. The term ―apocalypse‖ is used by current theorists to refer to an uncovering or disclosure (most often a truth), and ―post-apocalypse‖ means to be after a disclosure, after a revelation, or after catastrophe. This study offers a double reading of apocalyptic and post-apocalyptic discourses, and the dialectical tensions that are inherent in, and arise from, these discourses. Drawing on the current scholarship of children‘s and young adult literature this thesis uses post-structural theoretical perspectives to develop a framework and methodology for conducting a close textual analysis of exclusion, ‗un‘differentiation, prophecy, and simulacra of death. The combined theoretical perspectives and methodology offer new contributions to young adult fiction scholarship. This thesis finds that rather than conceiving adolescence as the endurance of a passing phase of a young person‘s life, there is a new trend emerging in young adult fiction that treats adolescence as a space of transformation essential to the survival of the young adult, and his/her community.

Strategising knowledge-based urban development : knowledge city transformations of Brisbane, Australia

In the global knowledge economy, knowledge-intensive industries and knowledge workers are extensively seen as the primary factors to improve the welfare and competitiveness of cities. To attract and retain such industries and workers, cities produce knowledge-based urban development strategies, and therefore such strategising has become an important development mechanism for cities and their economies. The paper discusses the critical connections between knowledge city foundations and integrated knowledge-based urban development mechanisms in both the local and regional level. In particular, the paper investigates Brisbane’s knowledge-based urban development strategies that support gentrification, attraction, and retention of investment and talent. Furthermore, the paper develops a knowledge-based urban development assessment framework to provide a clearer understanding of the local and regional policy frameworks, and relevant applications of Brisbane’s knowledge-based urban development experience, in becoming a prosperous knowledge city. The paper, with its knowledge-based urban development assessment framework, scrutinises Brisbane’s four development domains in detail: economy; society; institutional; built and natural environments. As part of the discussion of the case study findings, the paper describes the global orientation of Brisbane within the frame of regional and local level knowledge-based urban development strategies performing well. Although several good practices from Brisbane have already been internationally acknowledged, the research reveals that Brisbane is still in the early stages of its knowledge-based urban development implementation. Consequently, the development of a monitoring system for all knowledge-based urban development at all levels is highly crucial in accurately measuring the success and failure of specific knowledge-based urban development policies, and Brisbane’s progress towards a knowledge city transformation.