Pricing in stochastic-local volatility models with default

In recent years is becoming increasingly important to handle credit risk. Credit risk is the risk associated with the possibility of bankruptcy. More precisely, if a derivative provides for a payment at cert time T but before that time the counterparty defaults, at maturity the payment cannot be effectively performed, so the owner of the contract loses it entirely or a part of it. It means that the payoff of the derivative, and consequently its price, depends on the underlying of the basic derivative and on the risk of bankruptcy of the counterparty. To value and to hedge credit risk in a consistent way, one needs to develop a quantitative model. We have studied analytical approximation formulas and numerical methods such as Monte Carlo method in order to calculate the price of a bond. We have illustrated how to obtain fast and accurate pricing approximations by expanding the drift and diffusion as a Taylor series and we have compared the second and third order approximation of the Bond and Call price with an accurate Monte Carlo simulation. We have analysed JDCEV model with constant or stochastic interest rate. We have provided numerical examples that illustrate the effectiveness and versatility of our methods. We have used Wolfram Mathematica and Matlab.

Probing the decay characteristics of the Pygmy Dipole Resonance in the semi-magic nucleus 140 Ce with gamma-gamma coincidence measurements

Im Rahmen dieser Arbeit wurde ein neuartiger Experimentaufbau -- das γ3 Experiment -- zur Messung von photoneninduzierten Kern-Dipolanregungen in stabilen Isotopen konzipiert und an der High Intensity γ-Ray Source (HIγS) an der Duke University installiert.rnDie hohe Energieauflösung und die hohe Nachweiseffizienz des Detektoraufbaus, welcher aus einer Kombination von LaBr Szintillatoren und hochreinen Germanium-Detektoren besteht, erlaubt erstmals die effiziente Messung von γ-γ-Koinzidenzen in Verbindung mit der Methode der Kernresonanzfluoreszenz.rnDiese Methode eröffnet den Zugang zum Zerfallsverhalten der angeregten Dipolzustände als zusätzlicher Observablen, die ein detaillierteres Verständnis der zugrunde liegenden Struktur dieser Anregungen ermöglicht.rnDer Detektoraufbau wurde bereits erfolgreich im Rahmen von zwei Experimentkampagnen in 2012 und 2013 für die Untersuchung von 13 verschiedenen Isotopen verwendet. Im Fokus dieser Arbeit stand die Analyse der Pygmy-Dipolresonanz (PDR) im Kern 140Ce im Energiebereich von 5,2 MeV bis 8,3 MeV basierend auf den mit dem γ3 Experimentaufbau gemessenen Daten. Insbesondere das Zerfallsverhalten der Zustände, die an der PDR beteiligt sind, wurde untersucht. Der Experimentaufbau, die Details der Analyse sowie die Resultate werden in der vorliegenden Arbeit präsentiert. Desweiteren erlaubt ein Vergleich der Ergebnisse mit theoretischen Rechnungen im quasi-particle phonon model (QPM) eine Interpretation des beobachteten Zerfallsverhaltens.

Testing of subgrid scale (SGS) models for large-eddy simulation (LES) of turbulent channel flow

Sub-grid scale (SGS) models are required in order to model the influence of the unresolved small scales on the resolved scales in large-eddy simulations (LES), the flow at the smallest scales of turbulence. In the following work two SGS models are presented and deeply analyzed in terms of accuracy through several LESs with different spatial resolutions, i.e. grid spacings. The first part of this thesis focuses on the basic theory of turbulence, the governing equations of fluid dynamics and their adaptation to LES. Furthermore, two important SGS models are presented: one is the Dynamic eddy-viscosity model (DEVM), developed by \cite{germano1991dynamic}, while the other is the Explicit Algebraic SGS model (EASSM), by \cite{marstorp2009explicit}. In addition, some details about the implementation of the EASSM in a Pseudo-Spectral Navier-Stokes code \cite{chevalier2007simson} are presented. The performance of the two aforementioned models will be investigated in the following chapters, by means of LES of a channel flow, with friction Reynolds numbers $Re_\tau=590$ up to $Re_\tau=5200$, with relatively coarse resolutions. Data from each simulation will be compared to baseline DNS data. Results have shown that, in contrast to the DEVM, the EASSM has promising potentials for flow predictions at high friction Reynolds numbers: the higher the friction Reynolds number is the better the EASSM will behave and the worse the performances of the DEVM will be. The better performance of the EASSM is contributed to the ability to capture flow anisotropy at the small scales through a correct formulation for the SGS stresses. Moreover, a considerable reduction in the required computational resources can be achieved using the EASSM compared to DEVM. Therefore, the EASSM combines accuracy and computational efficiency, implying that it has a clear potential for industrial CFD usage.

Mixture Cure Survival Models with Dependent Censoring

A number of authors have studies the mixture survival model to analyze survival data with nonnegligible cure fractions. A key assumption made by these authors is the independence between the survival time and the censoring time. To our knowledge, no one has studies the mixture cure model in the presence of dependent censoring. To account for such dependence, we propose a more general cure model which allows for dependent censoring. In particular, we derive the cure models from the perspective of competing risks and model the dependence between the censoring time and the survival time using a class of Archimedean copula models. Within this framework, we consider the parameter estimation, the cure detection, and the two-sample comparison of latency distribution in the presence of dependent censoring when a proportion of patients is deemed cured. Large sample results using the martingale theory are obtained. We applied the proposed methodologies to the SEER prostate cancer data.

Perceptual Learning via Modification of Cortical Top-Down Signals

The primary visual cortex (V1) is pre-wired to facilitate the extraction of behaviorally important visual features. Collinear edge detectors in V1, for instance, mutually enhance each other to improve the perception of lines against a noisy background. The same pre-wiring that facilitates line extraction, however, is detrimental when subjects have to discriminate the brightness of different line segments. How is it possible to improve in one task by unsupervised practicing, without getting worse in the other task? The classical view of perceptual learning is that practicing modulates the feedforward input stream through synaptic modifications onto or within V1. However, any rewiring of V1 would deteriorate other perceptual abilities different from the trained one. We propose a general neuronal model showing that perceptual learning can modulate top-down input to V1 in a task-specific way while feedforward and lateral pathways remain intact. Consistent with biological data, the model explains how context-dependent brightness discrimination is improved by a top-down recruitment of recurrent inhibition and a top-down induced increase of the neuronal gain within V1. Both the top-down modulation of inhibition and of neuronal gain are suggested to be universal features of cortical microcircuits which enable perceptual learning.

Car ownership modeling and forecasts for China

A great increase of private car ownership took place in China from 1980 to 2009 with the development of the economy. To explain the relationship between car ownership and economic and social changes, an ordinary least squares linear regression model is developed using car ownership per capita as the dependent variable with GDP, savings deposits and highway mileages per capita as the independent variables. The model is tested and corrected for econometric problems such as spurious correlation and cointegration. Finally, the regression model is used to project oil consumption by the Chinese transportation sector through 2015. The result shows that about 2.0 million barrels of oil will be consumed by private cars in conservative scenario, and about 2.6 million barrels of oil per day in high case scenario in 2015. Both of them are much higher than the consumption level of 2009, which is 1.9 million barrels per day. It also shows that the annual growth rate of oil demand by transportation is 2.7% - 3.1% per year in the conservative scenario, and 6.9% - 7.3% per year in the high case forecast scenario from 2010 to 2015. As a result, actions like increasing oil efficiency need to be taken to deal with challenges of the increasing demand for oil.

Analysis of atmospheric transport and the effects of seasonal and interannual transport variability on measurements made at the Pico Mountain observatory

A non-hierarchical K-means algorithm is used to cluster 47 years (1960–2006) of 10-day HYSPLIT backward trajectories to the Pico Mountain (PM) observatory on a seasonal basis. The resulting cluster centers identify the major transport pathways and collectively comprise a long-term climatology of transport to the observatory. The transport climatology improves our ability to interpret the observations made there and our understanding of pollution source regions to the station and the central North Atlantic region. I determine which pathways dominate transport to the observatory and examine the impacts of these transport patterns on the O3, NOy, NOx, and CO measurements made there during 2001–2006. Transport from the U.S., Canada, and the Atlantic most frequently reaches the station, but Europe, east Africa, and the Pacific can also contribute significantly depending on the season. Transport from Canada was correlated with the North Atlantic Oscillation (NAO) in spring and winter, and transport from the Pacific was uncorrelated with the NAO. The highest CO and O3 are observed during spring. Summer is also characterized by high CO and O3 and the highest NOy and NOx of any season. Previous studies at the station attributed the summer time high CO and O3 to transport of boreal wildfire emissions (for 2002–2004), and boreal fires continued to affect the station during 2005 and 2006. The particle dispersion model FLEXPART was used to calculate anthropogenic and biomass-burning CO tracer values at the station in an attempt to identify the regions responsible for the high CO and O3 observations during spring and biomass-burning impacts in summer.

Long-Range Pollution Transport: Trans-Atlantic Mechanisms and Lagrangian Modeling Methods

Over the past several decades, it has become apparent that anthropogenic activities have resulted in the large-scale enhancement of the levels of many trace gases throughout the troposphere. More recently, attention has been given to the transport pathway taken by these emissions as they are dispersed throughout the atmosphere. The transport pathway determines the physical characteristics of emissions plumes and therefore plays an important role in the chemical transformations that can occur downwind of source regions. For example, the production of ozone (O3) is strongly dependent upon the transport its precursors undergo. O3 can initially be formed within air masses while still over polluted source regions. These polluted air masses can experience continued O3 production or O3 destruction downwind, depending on the air mass's chemical and transport characteristics. At present, however, there are a number of uncertainties in the relationships between transport and O3 production in the North Atlantic lower free troposphere. The first phase of the study presented here used measurements made at the Pico Mountain observatory and model simulations to determine transport pathways for US emissions to the observatory. The Pico Mountain observatory was established in the summer of 2001 in order to address the need to understand the relationships between transport and O3 production. Measurements from the observatory were analyzed in conjunction with model simulations from the Lagrangian particle dispersion model (LPDM), FLEX-PART, in order to determine the transport pathway for events observed at the Pico Mountain observatory during July 2003. A total of 16 events were observed, 4 of which were analyzed in detail. The transport time for these 16 events varied from 4.5 to 7 days, while the transport altitudes over the ocean ranged from 2-8 km, but were typically less than 3 km. In three of the case studies, eastward advection and transport in a weak warm conveyor belt (WCB) airflow was responsible for the export of North American emissions into the FT, while transport in the FT was governed by easterly winds driven by the Azores/Bermuda High (ABH) and transient northerly lows. In the fourth case study, North American emissions were lofted to 6-8 km in a WCB before being entrained in the same cyclone's dry airstream and transported down to the observatory. The results of this study show that the lower marine FT may provide an important transport environment where O3 production may continue, in contrast to transport in the marine boundary layer, where O3 destruction is believed to dominate. The second phase of the study presented here focused on improving the analysis methods that are available with LPDMs. While LPDMs are popular and useful for the analysis of atmospheric trace gas measurements, identifying the transport pathway of emissions from their source to a receptor (the Pico Mountain observatory in our case) using the standard gridded model output, particularly during complex meteorological scenarios can be difficult can be difficult or impossible. The transport study in phase 1 was limited to only 1 month out of more than 3 years of available data and included only 4 case studies out of the 16 events specifically due to this confounding factor. The second phase of this study addressed this difficulty by presenting a method to clearly and easily identify the pathway taken by only those emissions that arrive at a receptor at a particular time, by combining the standard gridded output from forward (i.e., concentrations) and backward (i.e., residence time) LPDM simulations, greatly simplifying similar analyses. The ability of the method to successfully determine the source-to-receptor pathway, restoring this Lagrangian information that is lost when the data are gridded, is proven by comparing the pathway determined from this method with the particle trajectories from both the forward and backward models. A sample analysis is also presented, demonstrating that this method is more accurate and easier to use than existing methods using standard LPDM products. Finally, we discuss potential future work that would be possible by combining the backward LPDM simulation with gridded data from other sources (e.g., chemical transport models) to obtain a Lagrangian sampling of the air that will eventually arrive at a receptor.

From doubled Chern–Simons–Maxwell lattice gauge theory to extensions of the toric code

We regularize compact and non-compact Abelian Chern–Simons–Maxwell theories on a spatial lattice using the Hamiltonian formulation. We consider a doubled theory with gauge fields living on a lattice and its dual lattice. The Hilbert space of the theory is a product of local Hilbert spaces, each associated with a link and the corresponding dual link. The two electric field operators associated with the link-pair do not commute. In the non-compact case with gauge group R, each local Hilbert space is analogous to the one of a charged “particle” moving in the link-pair group space R2 in a constant “magnetic” background field. In the compact case, the link-pair group space is a torus U(1)2 threaded by k units of quantized “magnetic” flux, with k being the level of the Chern–Simons theory. The holonomies of the torus U(1)2 give rise to two self-adjoint extension parameters, which form two non-dynamical background lattice gauge fields that explicitly break the manifest gauge symmetry from U(1) to Z(k). The local Hilbert space of a link-pair then decomposes into representations of a magnetic translation group. In the pure Chern–Simons limit of a large “photon” mass, this results in a Z(k)-symmetric variant of Kitaev’s toric code, self-adjointly extended by the two non-dynamical background lattice gauge fields. Electric charges on the original lattice and on the dual lattice obey mutually anyonic statistics with the statistics angle . Non-Abelian U(k) Berry gauge fields that arise from the self-adjoint extension parameters may be interesting in the context of quantum information processing.

Absolute polarity determination of teeth cementum by phase sensitive second harmonic generation microscopy

The absolute sign of local polarity in relation to the biological growth direction has been investigated for teeth cementum using phase sensitive second harmonic generation microscopy (PS-SHGM) and a crystal of 2-cyclooctylamino-5-nitropyridine (COANP) as a nonlinear optic (NLO) reference material. A second harmonic generation (SHG) response was found in two directions of cementum: radial (acellular extrinsic fibers that are oriented more or less perpendicular to the root surface) and circumferential (cellular intrinsic fibers that are oriented more or less parallel to the surface). A mono-polar state was demonstrated for acellular extrinsic cementum. However, along the different parts of cementum in circumferential direction, two corresponding domains were observed featuring an opposite sign of polarity indicative for a bi-polar microscopic state of cellular intrinsic cementum. The phase information showed that the orientation of radial collagen fibrils of cementum is regularly organized with the donor (D) groups pointing to the surface. Circumferential collagen molecules feature orientational disorder and are oriented up and down in random manner showing acceptor or donor groups at the surface of cementum. Considering that the cementum continues to grow in thickness throughout life, we can conclude that the cementum is growing circumferentially in two opposite directions and radially in one direction. A Markov chain type model for polarity formation in the direction of growth predicts D-groups preferably appearing at the fiber front.

The assumptions and effects of conservative procedures in low -dose risk assessment for setting safety standards

Conservative procedures in low-dose risk assessment are used to set safety standards for known or suspected carcinogens. However, the assumptions upon which the methods are based and the effects of these methods are not well understood.^ To minimize the number of false-negatives and to reduce the cost of bioassays, animals are given very high doses of potential carcinogens. Results must then be extrapolated to much smaller doses to set safety standards for risks such as one per million. There are a number of competing methods that add a conservative safety factor into these calculations.^ A method of quantifying the conservatism of these methods was described and tested on eight procedures used in setting low-dose safety standards. The results using these procedures were compared by computer simulation and by the use of data from a large scale animal study.^ The method consisted of determining a "true safe dose" (tsd) according to an assumed underlying model. If one assumed that Y = the probability of cancer = P(d), a known mathematical function of the dose, then by setting Y to some predetermined acceptable risk, one can solve for d, the model's "true safe dose".^ Simulations were generated, assuming a binomial distribution, for an artificial bioassay. The eight procedures were then used to determine a "virtual safe dose" (vsd) that estimates the tsd, assuming a risk of one per million. A ratio R = ((tsd-vsd)/vsd) was calculated for each "experiment" (simulation). The mean R of 500 simulations and the probability R $<$ 0 was used to measure the over and under conservatism of each procedure.^ The eight procedures included Weil's method, Hoel's method, the Mantel-Byran method, the improved Mantel-Byran, Gross's method, fitting a one-hit model, Crump's procedure, and applying Rai and Van Ryzin's method to a Weibull model.^ None of the procedures performed uniformly well for all types of dose-response curves. When the data were linear, the one-hit model, Hoel's method, or the Gross-Mantel method worked reasonably well. However, when the data were non-linear, these same methods were overly conservative. Crump's procedure and the Weibull model performed better in these situations. ^

Longitudinal categorical data analysis: A continuous -time Markov chain approach

In this dissertation, we propose a continuous-time Markov chain model to examine the longitudinal data that have three categories in the outcome variable. The advantage of this model is that it permits a different number of measurements for each subject and the duration between two consecutive time points of measurements can be irregular. Using the maximum likelihood principle, we can estimate the transition probability between two time points. By using the information provided by the independent variables, this model can also estimate the transition probability for each subject. The Monte Carlo simulation method will be used to investigate the goodness of model fitting compared with that obtained from other models. A public health example will be used to demonstrate the application of this method. ^

Fission track analyses of ODP Hole 129-800A samples

Four models of fission track annealing in apatite are compared with measured fission track lengths in samples from Site 800 in the East Mariana Basin, Ocean Drilling Program Leg 129, given an independently determined temperature history. The temperature history of Site 800 was calculated using a one-dimensional, compactive, conductive heat flow model assuming two end-member thermal cases: one for cooling of Jurassic ocean crust that has experienced no subsequent heating, and one for cooling of Cretaceous ocean crust. Because the samples analyzed were only shallowly buried and because the tectonic history of the area since sample deposition is simple, resolution of the temperature history is high. The maximum temperature experienced by the sampled bed is between 16°-21°C and occurs at 96 Ma; temperatures since the Cretaceous have dropped in spite of continued pelagic sediment deposition because heat flow has continued to decay exponentially and bottom-water temperatures have dropped. Fission tracks observed within apatite grains from the sampled bed are 14.6 +/- 0.1 µm (1 sigma) long. Given the proposed temperature history of the samples, one unpublished and three published models of fission track annealing predict mean track lengths from 14.8 to 15.9 µm. These models require temperatures as much as 40°C higher than the calculated paleotemperature maximum of the sampled bed to produce the same degree of track annealing. Measured and predicted values are different because annealing models are based on extrapolation of high temperature laboratory data to geologic times. The model that makes the closest prediction is based on the greatest number of experiments performed at low temperature and on an apatite having composition closest to that of the core samples.

Quantitative component analysis of the coarse fraction of surface sediments from the Persian Gulf

In the Persian Gulf and the Gulf of Oman marl forms the primary sediment cover, particularly on the Iranian side. A detailed quantitative description of the sediment components > 63 µ has been attempted in order to establish the regional distribution of the most important constituents as well as the criteria governing marl sedimentation in general. During the course of the analysis, the sand fraction from about 160 bottom-surface samples was split into 5 phi° fractions and 500 to 800 grains were counted in each individual fraction. The grains were cataloged in up to 40 grain type catagories. The gravel fraction was counted separately and the values calculated as weight percent. Basic for understanding the mode of formation of the marl sediment is the "rule" of independent availability of component groups. It states that the sedimentation of different component groups takes place independently, and that variation in the quantity of one component is independent of the presence or absence of other components. This means, for example, that different grain size spectrums are not necessarily developed through transport sorting. In the Persian Gulf they are more likely the result of differences in the amount of clay-rich fine sediment brought in to the restricted mouth areas of the Iranian rivers. These local increases in clayey sediment dilute the autochthonous, for the most part carbonate, coarse fraction. This also explains the frequent facies changes from carbonate to clayey marl. The main constituent groups of the coarse fraction are faecal pellets and lumps, the non carbonate mineral components, the Pleistocene relict sediment, the benthonic biogene components and the plankton. Faecal pellets and lumps are formed through grain size transformation of fine sediment. Higher percentages of these components can be correlated to large amounts of fine sediment and organic C. No discernable change takes place in carbonate minerals as a result of digestion and faecal pellet formation. The non-carbonate sand components originate from several unrelated sources and can be distinguished by their different grain size spectrum; as well as by other characteristics. The Iranian rivers supply the greatest amounts (well sorted fine sand). Their quantitative variations can be used to trace fine sediment transport directions. Similar mineral maxima in the sediment of the Gulf of Oman mark the path of the Persian Gulf outflow water. Far out from the coast, the basin bottoms in places contain abundant relict minerals (poorly sorted medium sand) and localized areas of reworked salt dome material (medium sand to gravel). Wind transport produces only a minimal "background value" of mineral components (very fine sand). Biogenic and non-biogenic relict sediments can be placed in separate component groups with the help of several petrographic criteria. Part of the relict sediment (well sorted fine sand) is allochthonous and was derived from the terrigenous sediment of river mouths. The main part (coarse, poorly sorted sediment), however, was derived from the late Pleistocene and forms a quasi-autochthonous cover over wide areas which receive little recent sedimentation. Bioturbation results in a mixing of the relict sediment with the overlying younger sediment. Resulting vertical sediment displacement of more than 2.5 m has been observed. This vertical mixing of relict sediment is also partially responsible for the present day grain size anomalies (coarse sediment in deep water) found in the Persian Gulf. The mainly aragonitic components forming the relict sediment show a finely subdivided facies pattern reflecting the paleogeography of carbonate tidal flats dating from the post Pleistocene transgression. Standstill periods are reflected at 110 -125m (shelf break), 64-61 m and 53-41 m (e.g. coare grained quartz and oolite concentrations), and at 25-30m. Comparing these depths to similar occurrences on other shelf regions (e. g. Timor Sea) leads to the conclusion that at this time minimal tectonic activity was taking place in the Persian Gulf. The Pleistocene climate, as evidenced by the absence of Iranian river sediment, was probably drier than the present day Persian Gulf climate. Foremost among the benthonic biogene components are the foraminifera and mollusks. When a ratio is set up between the two, it can be seen that each group is very sensitive to bottom type, i.e., the production of benthonic mollusca increases when a stable (hard) bottom is present whereas the foraminifera favour a soft bottom. In this way, regardless of the grain size, areas with high and low rates of recent sedimentation can be sharply defined. The almost complete absence of mollusks in water deeper than 200 to 300 m gives a rough sedimentologic water depth indicator. The sum of the benthonic foraminifera and mollusca was used as a relative constant reference value for the investigation of many other sediment components. The ratio between arenaceous foraminifera and those with carbonate shells shows a direct relationship to the amount of coarse grained material in the sediment as the frequence of arenaceous foraminifera depends heavily on the availability of sand grains. The nearness of "open" coasts (Iranian river mouths) is directly reflected in the high percentage of plant remains, and indirectly by the increased numbers of ostracods and vertebrates. Plant fragments do not reach their ultimate point of deposition in a free swimming state, but are transported along with the remainder of the terrigenous fine sediment. The echinoderms (mainly echinoids in the West Basin and ophiuroids in the Central Basin) attain their maximum development at the greatest depth reached by the action of the largest waves. This depth varies, depending on the exposure of the slope to the waves, between 12 to 14 and 30 to 35 m. Corals and bryozoans have proved to be good indicators of stable unchanging bottom conditions. Although bryozoans and alcyonarian spiculae are independent of water depth, scleractinians thrive only above 25 to 30 m. The beginning of recent reef growth (restricted by low winter temperatures) was seen only in one single area - on a shoal under 16 m of water. The coarse plankton fraction was studied primarily through the use of a plankton-benthos ratio. The increase in planktonic foraminifera with increasing water depth is here heavily masked by the "Adjacent sea effect" of the Persian Gulf: for the most part the foraminifera have drifted in from the Gulf of Oman. In contrast, the planktonic mollusks are able to colonize the entire Persian Gulf water body. Their amount in the plankton-benthos ratio always increases with water depth and thereby gives a reliable picture of local water depth variations. This holds true to a depth of around 400 m (corresponding to 80-90 % plankton). This water depth effect can be removed by graphical analysis, allowing the percentage of planktonic mollusks per total sample to be used as a reference base for relative sedimentation rate (sedimentation index). These values vary between 1 and > 1000 and thereby agree well with all the other lines of evidence. The "pteropod ooze" facies is then markedly dependent on the sedimentation rate and can theoretically develop at any depth greater than 65 m (proven at 80 m). It should certainly no longer be thought of as "deep sea" sediment. Based on the component distribution diagrams, grain size and carbonate content, the sediments of the Persian Gulf and the Gulf of Oman can be grouped into 5 provisional facies divisions (Chapt.19). Particularly noteworthy among these are first, the fine grained clayey marl facies occupying the 9 narrow outflow areas of rivers, and second, the coarse grained, high-carbonate marl facies rich in relict sediment which covers wide sediment-poor areas of the basin bottoms. Sediment transport is for the most part restricted to grain sizes < 150 µ and in shallow water is largely coast-parallel due to wave action at times supplemented by tidal currents. Below the wave base gravity transport prevails. The only current capable of moving sediment is the Persian Gulf outflow water in the Gulf of Oman.

The AND-Prolog compiler system — Automatic parallelization tools for LP

This report presents an overview of the current work performed by us in the context of the efficient parallel implementation of traditional logic programming systems. The work is based on the &-Prolog System, a system for the automatic parallelization and execution of logic programming languages within the Independent And-parallelism model, and the global analysis and parallelization tools which have been developed for this system. In order to make the report self-contained, we first describe the "classical" tools of the &-Prolog system. We then explain in detail the work performed in improving and generalizing the global analysis and parallelization tools. Also, we describe the objectives which will drive our future work in this area.