Particle transport method for convection-diffusion-reaction problems

Convective transport, both pure and combined with diffusion and reaction, can be observed in a wide range of physical and industrial applications, such as heat and mass transfer, crystal growth or biomechanics. The numerical approximation of this class of problemscan present substantial difficulties clue to regions of high gradients (steep fronts) of the solution, where generation of spurious oscillations or smearing should be precluded. This work is devoted to the development of an efficient numerical technique to deal with pure linear convection and convection-dominated problems in the frame-work of convection-diffusion-reaction systems. The particle transport method, developed in this study, is based on using rneshless numerical particles which carry out the solution along the characteristics defining the convective transport. The resolution of steep fronts of the solution is controlled by a special spacial adaptivity procedure. The serni-Lagrangian particle transport method uses an Eulerian fixed grid to represent the solution. In the case of convection-diffusion-reaction problems, the method is combined with diffusion and reaction solvers within an operator splitting approach. To transfer the solution from the particle set onto the grid, a fast monotone projection technique is designed. Our numerical results confirm that the method has a spacial accuracy of the second order and can be faster than typical grid-based methods of the same order; for pure linear convection problems the method demonstrates optimal linear complexity. The method works on structured and unstructured meshes, demonstrating a high-resolution property in the regions of steep fronts of the solution. Moreover, the particle transport method can be successfully used for the numerical simulation of the real-life problems in, for example, chemical engineering.

Mobile Communications within the European Union: The Role of Location in the Evolution and Forecasting of the Diffusion Process

In the European Union, the importance of mobile communications was realized early on. The process of mobile communications becoming ubiquitous has taken time, as the innovation of mobile communications diffused into the society. The aim of this study is to find out how the evolution and spatial patterns of the diffusion of mobile communications within the European Union could be taken into account in forecasting the diffusion process. There is relatively lot of research of innovation diffusion on the individual (micro) andthe country (macro) level, if compared to the territorial level. Territorial orspatial diffusion refers either to the intra-country or inter-country diffusionof an innovation. In both settings, the dif- fusion of a technological innovation has gained scarce attention. This study adds knowledge of the diffusion between countries, focusing especially on the role of location in this process. The main findings of the study are the following: The penetration rates of the European Union member countries have become more even in the period of observation, from the year 1981 to 2000. The common digital GSM system seems to have hastened this process. As to the role of location in the diffusion process, neighboring countries have had similar diffusion processes. They can be grouped into three, the Nordic countries, the central and southern European countries, and the remote southern European countries. The neighborhood effect is also domi- nating in thegravity model which is used for modeling the adoption timing of the countries. The subsequent diffusion within a country, measured by the logistic model in Finland, is af- fected positively by its economic situation, and it seems to level off at some 92 %. Considering the launch of future mobile communications systemsusing a common standard should implicate an equal development between the countries. The launching time should be carefully selected as the diffusion is probably delayed in economic downturns. The location of a country, measured by distance, can be used in forecasting the adoption and diffusion. Fi- nally, the result of penetration rates becoming more even implies that in a relatively homoge- nous set of countries, such as the European Union member countries, the estimated final pene- tration of a single country can be used for approximating the penetration of the others. The estimated eventual penetration of Finland, some 92 %, should thus also be the eventual level for all the European Union countries and for the European Union as a whole.

Valuing equity-linked death benefits in jump diffusion models

The paper is motivated by the valuation problem of guaranteed minimum death benefits in various equity-linked products. At the time of death, a benefit payment is due. It may depend not only on the price of a stock or stock fund at that time, but also on prior prices. The problem is to calculate the expected discounted value of the benefit payment. Because the distribution of the time of death can be approximated by a combination of exponential distributions, it suffices to solve the problem for an exponentially distributed time of death. The stock price process is assumed to be the exponential of a Brownian motion plus an independent compound Poisson process whose upward and downward jumps are modeled by combinations (or mixtures) of exponential distributions. Results for exponential stopping of a Lévy process are used to derive a series of closed-form formulas for call, put, lookback, and barrier options, dynamic fund protection, and dynamic withdrawal benefit with guarantee. We also discuss how barrier options can be used to model lapses and surrenders.

Mutations in NDUFB11, Encoding a Complex I Component of the Mitochondrial Respiratory Chain, Cause Microphthalmia with Linear Skin Defects Syndrome.

Microphthalmia with linear skin defects (MLS) syndrome is an X-linked male-lethal disorder also known as MIDAS (microphthalmia, dermal aplasia, and sclerocornea). Additional clinical features include neurological and cardiac abnormalities. MLS syndrome is genetically heterogeneous given that heterozygous mutations in HCCS or COX7B have been identified in MLS-affected females. Both genes encode proteins involved in the structure and function of complexes III and IV, which form the terminal segment of the mitochondrial respiratory chain (MRC). However, not all individuals with MLS syndrome carry a mutation in either HCCS or COX7B. The majority of MLS-affected females have severe skewing of X chromosome inactivation, suggesting that mutations in HCCS, COX7B, and other as-yet-unidentified X-linked gene(s) cause selective loss of cells in which the mutated X chromosome is active. By applying whole-exome sequencing and filtering for X-chromosomal variants, we identified a de novo nonsense mutation in NDUFB11 (Xp11.23) in one female individual and a heterozygous 1-bp deletion in a second individual, her asymptomatic mother, and an affected aborted fetus of the subject's mother. NDUFB11 encodes one of 30 poorly characterized supernumerary subunits of NADH:ubiquinone oxidoreductase, known as complex I (cI), the first and largest enzyme of the MRC. By shRNA-mediated NDUFB11 knockdown in HeLa cells, we demonstrate that NDUFB11 is essential for cI assembly and activity as well as cell growth and survival. These results demonstrate that X-linked genetic defects leading to the complete inactivation of complex I, III, or IV underlie MLS syndrome. Our data reveal an unexpected role of cI dysfunction in a developmental phenotype, further underscoring the existence of a group of mitochondrial diseases associated with neurocutaneous manifestations.

Intravoxel incoherent motion diffusion-weighted imaging in the liver: comparison of mono-, bi- and tri-exponential modelling at 3.0-T.

PURPOSE: To determine whether a mono-, bi- or tri-exponential model best fits the intravoxel incoherent motion (IVIM) diffusion-weighted imaging (DWI) signal of normal livers. MATERIALS AND METHODS: The pilot and validation studies were conducted in 38 and 36 patients with normal livers, respectively. The DWI sequence was performed using single-shot echoplanar imaging with 11 (pilot study) and 16 (validation study) b values. In each study, data from all patients were used to model the IVIM signal of normal liver. Diffusion coefficients (Di ± standard deviations) and their fractions (fi ± standard deviations) were determined from each model. The models were compared using the extra sum-of-squares test and information criteria. RESULTS: The tri-exponential model provided a better fit than both the bi- and mono-exponential models. The tri-exponential IVIM model determined three diffusion compartments: a slow (D1 = 1.35 ± 0.03 × 10(-3) mm(2)/s; f1 = 72.7 ± 0.9 %), a fast (D2 = 26.50 ± 2.49 × 10(-3) mm(2)/s; f2 = 13.7 ± 0.6 %) and a very fast (D3 = 404.00 ± 43.7 × 10(-3) mm(2)/s; f3 = 13.5 ± 0.8 %) diffusion compartment [results from the validation study]. The very fast compartment contributed to the IVIM signal only for b values ≤15 s/mm(2) CONCLUSION: The tri-exponential model provided the best fit for IVIM signal decay in the liver over the 0-800 s/mm(2) range. In IVIM analysis of normal liver, a third very fast (pseudo)diffusion component might be relevant. KEY POINTS: ? For normal liver, tri-exponential IVIM model might be superior to bi-exponential ? A very fast compartment (D = 404.00 ± 43.7 × 10 (-3)  mm (2) /s; f = 13.5 ± 0.8 %) is determined from the tri-exponential model ? The compartment contributes to the IVIM signal only for b ≤ 15 s/mm (2.)

Diffusion-weighted MR imaging in musculoskeletal diseases: Current concepts.

MR imaging is currently regarded as a pivotal technique for the assessment of a variety of musculoskeletal conditions. Diffusion-weighted MR imaging (DWI) is a relatively recent sequence that provides information on the degree of cellularity of lesions. Apparent diffusion coefficient (ADC) value provides information on the movement of water molecules outside the cells. The literature contains many studies that have evaluated the role of DWI in musculoskeletal diseases. However, to date they yielded conflicting results on the use and the diagnostic capabilities of DWI in the area of musculoskeletal diseases. However, many of them have showed that DWI is a useful technique for the evaluation of the extent of the disease in a subset of musculoskeletal cancers. In terms of tissue characterization, DWI may be an adjunct to the more conventional MR imaging techniques but should be interpreted along with the signal of the lesion as observed on conventional sequences, especially in musculoskeletal cancers. Regarding the monitoring of response to therapy in cancer or inflammatory disease, the use of ADC value may represent a more reliable additional tool but must be compared to the initial ADC value of the lesions along with the knowledge of the actual therapy.

Neutron skin thickness in the droplet model with surface width dependence: Indications of softness of the nuclear symmetry energy

We analyze the neutron skin thickness in finite nuclei with the droplet model and effective nuclear interactions. The ratio of the bulk symmetry energy J to the so-called surface stiffness coefficient Q has in the droplet model a prominent role in driving the size of neutron skins. We present a correlation between the density derivative of the nuclear symmetry energy at saturation and the J/Q ratio. We emphasize the role of the surface widths of the neutron and proton density profiles in the calculation of the neutron skin thickness when one uses realistic mean-field effective interactions. Next, taking as experimental baseline the neutron skin sizes measured in 26 antiprotonic atoms along the mass table, we explore constraints arising from neutron skins on the value of the J/Q ratio. The results favor a relatively soft symmetry energy at subsaturation densities. Our predictions are compared with the recent constraints derived from other experimental observables. Though the various extractions predict different ranges of values, one finds a narrow window L∼45-75 MeV for the coefficient L that characterizes the density derivative of the symmetry energy that is compatible with all the different empirical indications.

Effect of competitive situation and price on diffusion of mobile communications

Työn päätavoitteena oli selvittää hinnan ja kilpailutilanteen vaikutusta matkaviestinnän diffuusioon. Työn empiirinen osuus tarkasteli matkapuhelinliittymien hinnan vaikutusta liittymien diffuusioon sekä sitä, miten alan kilpailu on vaikuttanut matkaviestinnän hintatasoon. Työssä analysoitiin myös matkaviestinnän kilpailutilannetta Suomen markkinoilla. Tutkimuksen empiirinen aineisto kerättiin toissijaisista lähteistä, esimerkiksi EMC-tietokannasta. Tutkimus oli luonteeltaan kvantitatiivinen.Empiirisessä osassa käytetyt mallit oli muodostettu aikaisempien tutkimuksien perusteella. Regressioanalyysiä käytettiin arvioitaessa hinnan vaikutusta diffuusionopeuteen ja mahdollisten omaksujien määrään. Regressioanalyysissä sovellettiin ei-lineaarista mallia.Tutkimustulokset osoittivat, että tasaisesti laskevilla matkapuhelinliittymien sekä matkapuhelimien hinnoilla ei ole merkittävää vaikutusta matkaviestinnän diffuusioon. Myöskään kilpailutilanne ei ole vaikuttanut paljon matkaviestinnän yleiseen hintatasoon. Työn tulosten perusteella voitiin antaa myös muutamia toimenpide-ehdotuksia jatkotutkimuksia varten.