Solutions of alkyl methanoates and alkanes: Simultaneous modeling of phase equilibria and mixing properties. Estimation of behavior by UNIFAC with recalculation of parameters.

[EN]Isobaric vapor–liquid equilibria at p = 101.32 kPa (iso-p VLE) and the mixing properties, hE and vE, are determined for a set of twelve binary solutions: HCOOCuH2u+1(1)+CnH2n+2(2) with u = (1–4) and n = (7– 9). The (iso-p VLE) present deviations from the ideal behavior, which augment as u diminishes and n increases. Systems with [u = 2,3 n = 7] and [u =4 , n = 7,8] present a minimum-boiling azeotrope. The nonideality is also reflected in high endothermic values, hE > 0, and expansive effects, vE > 0, for all the binaries, which increase regularly with n

Simultaneous aligning and smoothing of Surface triangulations

[EN]In this work we develop a procedure to deform a given surface triangulation to obtain its alignment with interior curves. These curves are defined by splines in a parametric space and, subsequently, mapped to the surface triangulation. We have restricted our study to orthogonal mapping, so we require the curves to be included in a patch of the surface that can be orthogonally projected onto a plane (our parametric space). For example, the curves can represent interfaces between different materials or boundary conditions, internal boundaries or feature lines. Another setting in which this procedure can be used is the adaption of a reference mesh to changing curves in the course of an evolutionary process...

The meccano method for simultaneous volume parametrization and mesh generation of complex solids

[EN]The meccano method is a novel and promising mesh generation method for simultaneously creating adaptive tetrahedral meshes and volume parametrizations of a complex solid. We highlight the fact that the method requires minimum user intervention and has a low computational cost. The method builds a 3-D triangulation of the solid as a deformation of an appropriate tetrahedral mesh of the meccano. The new mesh generator combines an automatic parametrization of surface triangulations, a local refinement algorithm for 3-D nested triangulations and a simultaneous untangling and smoothing procedure. At present, the procedure is fully automatic for a genus-zero solid. In this case, the meccano can be a single cube. The efficiency of the proposed technique is shown with several applications...

Performance evaluation of a parallel algorithm for simultaneous untangling and smoothing of tetrahedral meshes

[EN]A new parallel algorithm for simultaneous untangling and smoothing of tetrahedral meshes is proposed in this paper. We provide a detailed analysis of its performance on shared-memory many-core computer architectures. This performance analysis includes the evaluation of execution time, parallel scalability, load balancing, and parallelism bottlenecks. Additionally, we compare the impact of three previously published graph coloring procedures on the performance of our parallel algorithm. We use six benchmark meshes with a wide range of sizes. Using these experimental data sets, we describe the behavior of the parallel algorithm for different data sizes. We demonstrate that this algorithm is highly scalable when it runs on two different high-performance many-core computers with up to 128 processors...

Development of a multi-species method by GC-coupling with inductively coupled plasma isotope dilution mass spectrometry for the simultaneous determination of alkylated lead, mercury and tin compounds

An accurate and sensitive species-specific GC-ICP-IDMS (gas chromatography inductively coupled plasma isotope dilution mass spectrometry) method for the determination of trimethyllead and a multi-species-specific GC-ICP-IDMS method for the simultaneous determination of trimethyllead, methylmercury, and butyltins in biological and environmental samples were developed. They allow the determination of corresponding elemental species down to the low ng g-1 range. The developed synthesis scheme for the formation of isotopically labeled Me3206Pb+ can be used for future production of this spike. The novel extraction technique, stir bar sorptive extraction (SBSE), was applied for the first time in connection with species-specific isotope dilution GC-ICP-MS for the determination of trimethyllead, methylmercury and butyltins. The results were compared with liquid-liquid extraction. The developed methods were validated by the analysis of certified reference materials. The liquid-liquid extraction GC-ICP-IDMS method was applied to seafood samples purchased from a supermarket. The methylated lead fraction in these samples, correlated to total lead, varied in a broad range of 0.01-7.6 %. On the contrary, the fraction of methylmercury is much higher, normally in the range of 80-98 %. The highest methylmercury content of up to 12 µg g-1 has been determined in shark samples, an animal which is at the end of the marine food chain, whereas in other seafood samples a MeHg+ content of less than 0.2 µg g-1 was found. Butyltin species could only be determined in samples, where anthropogenic contaminations must be assumed. This explains the observed broad variation of the butylated tin fraction in the range of <0.3-49 % in different seafood samples. Because all isotope-labelled spike compounds, except trimethyllead, are commercially available, the developed multi-species-specific GC-ICP-IDMS method has a high potential in future for routine analysis.

Forward implied volatility expansions in LSV models

In this work we address the problem of finding formulas for efficient and reliable analytical approximation for the calculation of forward implied volatility in LSV models, a problem which is reduced to the calculation of option prices as an expansion of the price of the same financial asset in a Black-Scholes dynamic. Our approach involves an expansion of the differential operator, whose solution represents the price in local stochastic volatility dynamics. Further calculations then allow to obtain an expansion of the implied volatility without the aid of any special function or expensive from the computational point of view, in order to obtain explicit formulas fast to calculate but also as accurate as possible.

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.

Stochastic local volatility model for fx markets

Questa tesi verte sullo studio di un modello a volatilità stocastica e locale, utilizzato per valutare opzioni esotiche nei mercati dei cambio. La difficoltà nell'implementare un modello di tal tipo risiede nella calibrazione della leverage surface e uno degli scopi principali di questo lavoro è quello di mostrarne la procedura.

Orthogonal gamma-based expansions for volatility option prices under jump-diffusion dynamics

In my work I derive closed-form pricing formulas for volatility based options by suitably approximating the volatility process risk-neutral density function. I exploit and adapt the idea, which stands behind popular techniques already employed in the context of equity options such as Edgeworth and Gram-Charlier expansions, of approximating the underlying process as a sum of some particular polynomials weighted by a kernel, which is typically a Gaussian distribution. I propose instead a Gamma kernel to adapt the methodology to the context of volatility options. VIX vanilla options closed-form pricing formulas are derived and their accuracy is tested for the Heston model (1993) as well as for the jump-diffusion SVJJ model proposed by Duffie et al. (2000).

Simultaneous bilateral hip replacement reveals superior outcome and fewer complications than two-stage procedures: a prospective study including 1819 patients and 5801 follow-ups from a total joint replacement registry

Background Total joint replacements represent a considerable part of day-to-day orthopaedic routine and a substantial proportion of patients undergoing unilateral total hip arthroplasty require a contralateral treatment after the first operation. This report compares complications and functional outcome of simultaneous versus early and delayed two-stage bilateral THA over a five-year follow-up period. Methods The study is a post hoc analysis of prospectively collected data in the framework of the European IDES hip registry. The database query resulted in 1819 patients with 5801 follow-ups treated with bilateral THA between 1965 and 2002. According to the timing of the two operations the sample was divided into three groups: I) 247 patients with simultaneous bilateral THA, II) 737 patients with two-stage bilateral THA within six months, III) 835 patients with two-stage bilateral THA between six months and five years. Results Whereas postoperative hip pain and flexion did not differ between the groups, the best walking capacity was observed in group I and the worst in group III. The rate of intraoperative complications in the first group was comparable to that of the second. The frequency of postoperative local and systemic complication in group I was the lowest of the three groups. The highest rate of complications was observed in group III. Conclusions From the point of view of possible intra- and postoperative complications, one-stage bilateral THA is equally safe or safer than two-stage interventions. Additionally, from an outcome perspective the one-stage procedure can be considered to be advantageous.

A new technique for simultaneous validation of two manual nonmercury auscultatory sphygmomanometers (A;D UM-101 and Accoson Greenlight 300) based on the International protocol

Auscultatory nonmercury manual devices seem good alternatives for the mercury sphygmomanometers in the clinic and for research settings, but individual internal validation of each device is time-consuming. The aim of this study was to validate a new technique capable of testing two devices simultaneously, based on the International protocol of the European Society of Hypertension.

Active regulation of cerebral venous tone: simultaneous arterial and venous transcranial Doppler sonography during a Valsalva manoeuvre

The aim of this study was to analyse the cerebral venous outflow in relation to the arterial inflow during a Valsalva manoeuvre (VM). In 19 healthy volunteers (mean age 24.1 +/- 2.6 years), the middle cerebral artery (MCA) and the straight sinus (SRS) were insonated by transcranial Doppler sonography. Simultaneously the arterial blood pressure was recorded using a photoplethysmographic method. Two VM of 10 s length were performed per participant. Tracings of the variables were then transformed to equidistantly re-sampled data. Phases of the VM were analysed regarding the increase of the flow velocities and the latency to the peak. The typical four phases of the VM were also found in the SRS signal. The relative flow velocity (FV) increase was significantly higher in the SRS than in the MCA for all phases, particularly that of phase IV (p < 0.01). Comparison of the time latency of the VM phases of the MCA and SRS only showed a significant difference for phase I (p < 0.01). In particular, there was no significant difference for phase IV (15.8 +/- 0.29 vs. 16.0 +/- 0.28 s). Alterations in venous outflow in phase I are best explained by a cross-sectional change of the lumen of the SRS, while phases II and III are compatible with a Starling resistor. However, the significantly lager venous than the arterial overshoot in phase IV may be explained by the active regulation of the venous tone.