A Modulated Closed Form solution for Quantitative Susceptibility Mapping - A thorough evaluation and comparison to iterative methods based on edge prior knowledge.

The aim of this study is to perform a thorough comparison of quantitative susceptibility mapping (QSM) techniques and their dependence on the assumptions made. The compared methodologies were: two iterative single orientation methodologies minimizing the l2, l1TV norm of the prior knowledge of the edges of the object, one over-determined multiple orientation method (COSMOS) and anewly proposed modulated closed-form solution (MCF). The performance of these methods was compared using a numerical phantom and in-vivo high resolution (0.65mm isotropic) brain data acquired at 7T using a new coil combination method. For all QSM methods, the relevant regularization and prior-knowledge parameters were systematically changed in order to evaluate the optimal reconstruction in the presence and absence of a ground truth. Additionally, the QSM contrast was compared to conventional gradient recalled echo (GRE) magnitude and R2* maps obtained from the same dataset. The QSM reconstruction results of the single orientation methods show comparable performance. The MCF method has the highest correlation (corrMCF=0.95, r(2)MCF =0.97) with the state of the art method (COSMOS) with additional advantage of extreme fast computation time. The l-curve method gave the visually most satisfactory balance between reduction of streaking artifacts and over-regularization with the latter being overemphasized when the using the COSMOS susceptibility maps as ground-truth. R2* and susceptibility maps, when calculated from the same datasets, although based on distinct features of the data, have a comparable ability to distinguish deep gray matter structures.

On the closed-form approximation of short-time random strike options

In this paper we propose a general technique to develop first and second order closed-form approximation formulas for short-time options withrandom strikes. Our method is based on Malliavin calculus techniques andallows us to obtain simple closed-form approximation formulas dependingon the derivative operator. The numerical analysis shows that these formulas are extremely accurate and improve some previous approaches ontwo-assets and three-assets spread options as Kirk's formula or the decomposition mehod presented in Alòs, Eydeland and Laurence (2011).

Closed form approximations for spread options

This article expresses the price of a spread option as the sum of the prices of two compound options. One compound option is to exchange vanilla call options on the two underlying assets and the other is to exchange the corresponding put options. This way we derive a new closed form approximation for the price of a European spread option and a corresponding approximation for each of its price, volatility and correlation hedge ratios. Our approach has many advantages over existing analytical approximations, which have limited validity and an indeterminacy that renders them of little practical use. The compound exchange option approximation for European spread options is then extended to American spread options on assets that pay dividends or incur costs. Simulations quantify the accuracy of our approach; we also present an empirical application to the American crack spread options that are traded on NYMEX. For illustration, we compare our results with those obtained using the approximation attributed to Kirk (1996, Correlation in energy markets. In: V. Kaminski (Ed.), Managing Energy Price Risk, pp. 71–78 (London: Risk Publications)), which is commonly used by traders.

A general-equilibrium closed-form solution to the welfare costs of inflation (Forthcoming, Revista Brasileira de Economia)

This work presents closed-form solutions to Lucasís (2000) generalequilibrium expression for the welfare costs of ináation, as well as to the di§erence between the general-equlibrium measure and Baileyís (1956) partial-equilibrium measure. In Lucasís original work only numerical solutions are provided.

Exact closed-form solutions of the Dirac equation for a class of effective Morse potentials

Exact bounded solutions for a fermion subject to exponential scalar potential in 1 + 1 dimensions are found in closed form. We discuss the existence of zero modes which are related to the ultrarelativistic limit of the Dirac equation and are responsible for the induction of a fractional fermion number on the vacuum.

Exact closed-form solutions of the Dirac equation with a scalar exponential potential

The problem of a fermion subject to a general scalar potential in a two-dimensional world for nonzero eigenenergies is mapped into a Sturm-Liouville problem for the upper component of the Dirac spinor. In the specific circumstance of an exponential potential, we have an effective Morse potential which reveals itself as an essentially relativistic problem. Exact bound solutions are found in closed form for this problem. The behaviour of the upper and lower components of the Dirac spinor is discussed in detail, particularly the existence of zero modes. (c) 2005 Elsevier B.v. All rights reserved.

A Closed-Form Solution for the Optimal Time Evolution of an Exponentially Decaying Signal with Thermal Noise

The signal-to-noise ratio of a monoexponentially decaying signal exhibits a maximum at an evolution time of approximately 1.26 T-2. It has previously been thought that there is no closed-form solution to express this maximum. We report in this note that this maximum can be represented in a specific, analytical closed form in terms of the negative real branch of an inverse function known as the Lambert W function. The Lambert function is finding increasing use in the solution of problems in a variety of areas in the physical sciences. (C) 2014 Wiley Periodicals, Inc.

A Closed-Form, Consistent and Robust Solution to Uncalibrated Photometric Stereo Via Local Diffuse Reflectance Maxima

Images of an object under different illumination are known to provide strong cues about the object surface. A mathematical formalization of how to recover the normal map of such a surface leads to the so-called uncalibrated photometric stereo problem. In the simplest instance, this problem can be reduced to the task of identifying only three parameters: the so-called generalized bas-relief (GBR) ambiguity. The challenge is to find additional general assumptions about the object, that identify these parameters uniquely. Current approaches are not consistent, i.e., they provide different solutions when run multiple times on the same data. To address this limitation, we propose exploiting local diffuse reflectance (LDR) maxima, i.e., points in the scene where the normal vector is parallel to the illumination direction (see Fig. 1). We demonstrate several noteworthy properties of these maxima: a closed-form solution, computational efficiency and GBR consistency. An LDR maximum yields a simple closed-form solution corresponding to a semi-circle in the GBR parameters space (see Fig. 2); because as few as two diffuse maxima in different images identify a unique solution, the identification of the GBR parameters can be achieved very efficiently; finally, the algorithm is consistent as it always returns the same solution given the same data. Our algorithm is also remarkably robust: It can obtain an accurate estimate of the GBR parameters even with extremely high levels of outliers in the detected maxima (up to 80 % of the observations). The method is validated on real data and achieves state-of-the-art results.

Some examples of the simultaneous use of closed-form and numerical solutions in shell structural analysis

The computational advantages of the use of different approaches -numerical and analytical ones- to the analysis of different parts of the same shell structure are discussed. Examples of large size problems that can be reduced to those more suitable to be handled by a personal related axisyrometric finite elements, local unaxisymmetric shells, geometric quasi-regular shells, infinite elements and homogenization techniques are described

Closed Form Solutions of Integrable Nonlinear Evolution Equations

2010 Mathematics Subject Classification: 35Q55.

An engineered disulfide bond reversibly traps the IgE-Fc3-4 in a closed, nonreceptor binding conformation

IgE antibodies interact with the high affinity IgE Fc receptor, FcεRI, and activate inflammatory pathways associated with the allergic response. The IgE-Fc region, comprising the C-terminal domains of the IgE heavy chain, binds FcεRI and can adopt different conformations ranging from a closed form incompatible with receptor binding to an open, receptor-bound state. A number of intermediate states are also observed in different IgE-Fc crystal forms. To further explore this apparent IgE-Fc conformational flexibility and to potentially trap a closed, inactive state, we generated a series of disulfide bond mutants. Here we describe the structure and biochemical properties of an IgE-Fc mutant that is trapped in the closed, non-receptor binding state via an engineered disulfide at residue 335 (Cys-335). Reduction of the disulfide at Cys-335 restores the ability of IgE-Fc to bind to its high affinity receptor, FcεRIα. The structure of the Cys-335 mutant shows that its conformation is within the range of previously observed, closed form IgE-Fc structures and that it retains the hydrophobic pocket found in the hinge region of the closed conformation. Locking the IgE-Fc into the closed state with the Cys-335 mutation does not affect binding of two other IgE-Fc ligands, omalizumab and DARPin E2_79, demonstrating selective blocking of the high affinity receptor binding.