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Stochastic PDEs for large portfolios with general mean-reverting volatility processes

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Probability, Uncertainty and Quantitative Risk 2024年第3期9卷 263-300页

作者： Ben Hambly Nikolaos Kolliopoulos Mathematical Institute University of OafordRadcliff Observatory QuarterWoodstock RoadOrfordOX26GGUK Department of Mathematics University of Michigan2074 East Hall530 Church StreetAnn ArborMI 48109-1043USA

We consider a structural stochastic volatility model for the loss from a large portfolio of credit risky *** the asset value and the volatility processes are correlated through systemic Brownian motions,with default determined by the asset value reaching a lower *** prove that if our volatility models are picked from a class of mean-reverting diffusions,the system converges as the portfolio becomes large and,when the vol-of-vol function satisfies certain regularity and boundedness conditions,the limit of the empirical measure process has a density given in terms of a solution to a stochastic initial-boundary value problem on a *** problem is defined in a special weighted Sobolev *** results are established for solutions to this problem,and then we show that there exists a unique *** contrast to the CIR volatility setting covered by the existing literature,our results hold even when the systemic Brownian motions are taken to be correlated.

关键词： Stochastic PDEs Large portfolios General mean-reverting volatility processes Stochastic volatility model Credit risk

Inexpensive and flexible nanographene-based electrodes for ubiquitous electrocardiogram monitoring

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npj Flexible Electronics 2019年第1期3卷 100-105页

作者： Francisco J.Romero Encarnacion Castillo Almudena Rivadeneyra Alejandro Toral-Lopez Markus Becherer Francisco G.Ruiz Noel Rodriguez Diego P.Morales Pervasive Electronics Advanced Research Laboratory University of Granada18071 GranadaSpain Department of Electronics and Computer Technology University of Granada18071 GranadaSpain Institute for Nanoelectronics Technische Universität München80333 MunichGermany Biochemistry and Electronics as Sensing Technologies Group University of Granada18071 GranadaSpain

Flexible electronics is one of the fundamental technologies for the development of electronic skin,implant wearables,or ubiquitous *** this context,graphene-derived materials have attracted great interest due to their unique properties to fulfill the demands of these *** we report a simple one-step method for the fabrication of electrophysical electrodes based on the photothermal production of porous nanographene structures on the surface of flexible polyimide *** approach constitutes an inexpensive alternative to the commercial medical electrodes,leading to a lower and much more stable skin–electrode contact resistance and providing comparable signal *** technology has been framed inside the IoT paradigm through the development of a denoising and signal classification clustering algorithm suitable for its implementation in wearable *** experiments have shown promising achievements regarding noise reduction,increasing the crest factor~3.7 dB,as well as for the over 90%heart rate-monitoring accuracy.

关键词： ubiquitous IoT electrodes

The heterogeneity-diversity-system performance nexus

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National Science Review 2023年第7期10卷 251-260页

作者： Nico Eisenhauer Gerrit Angst Ana E.B.Asato Rémy Beugnon Elisabeth B?nisch Simone Cesarz Peter Dietrich Stephanie D.Jurburg Anna-Maria Madaj Rine C.Reuben Christian Ristok Marie Sünnemann Huimin Yi Carlos A.Guerra Jes Hines German Centre for Integrative Biodiversity Research (iDiv) Halle-Jena-Leipzig Institute of Biology Leipzig University Institute of Soil Biology and Biogeochemistry Biology Centre of the Czech Academy of Sciences Leipzig Institute for Meteorology Universit?t Leipzig CEFE Univ Montpellier CNRS EPHE IRD Department of Environmental Microbiology Helmholtz Centre for Environmental Research – UFZ

Ever-growing human population and nutritional demands,supply chain disruptions,and advancing climate change have led to the re alization that changes in diversity and system performance are intimately ***,diversity and system performance depend on *** changes in system performance and promoting sustainable living conditions requires transformative ***,we introduce the heterogeneity-diversity-system performance(HDP) nexus as the conceptual basis upon which to formulate transformative *** suggest that managing the heterogeneity of systems will best allow diversity to provide multiple benefits to *** on ecological theory,we pose that the HDP nexus is broadly applicable across systems,disciplines,and sectors,and should thus be considered in future decision making as a way to have a more sustainable global future.

关键词： heterogeneity diversity biodiversity-ecosystem functioning global change homogenization

REVIEW OF PARTICLE PHYSICS

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Chinese Physics C 2014年第9期38卷 1-4页

作者： K.A.Olive K.Agashe C.Amsler M.Antonelli J.-F.Arguin D.M.Asner H.Baer H.R.Band R.M.Barnett T.Basaglia C.W.Bauer J.J.Beatty V.I.Belousov J.Beringer G.Bernardi S.Bethke H.Bichsel O.Biebe E.Blucher S.Blusk G.Brooijmans O.Buchmueller V.Burkert M.A.Bychkov R.N.Cahn M.Carena A.Ceccucci A.Cerr D.Chakraborty M.-C.Chen R.S.Chivukula K.Copic G.Cowan O.Dahl G.D'Ambrosio T.Damour D.de Florian A.de Gouvea T.DeGrand P.de Jong G.Dissertor B.A.Dobrescu M.Doser M.Drees H.K.Dreiner D.A.Edwards S.Eidelman J.Erler V.V.Ezhela W.Fetscher B.D.Fields B.Foster A.Freitas T.K.Gaisser H.Gallagher L.Garren H.-J.Gerber G.Gerbier T.Gershon T.Gherghetta S.Golwala M.Goodman C.Grab A.V.Gritsan C.Grojean D.E.Groom M.Grnewald A.Gurtu T.Gutsche H.E.Haber K.Hagiwara C.Hanhart S.Hashimoto Y.Hayato K.G.Hayes M.Heffner B.Heltsley J.J.Hernandez-Rey K.Hikasa A.Hocker J.Holder A.Holtkamp J.Huston J.D.Jackson K.F.Johnson T.Junk M.Kado D.Karlen U.F.Katz S.R.Klein E.Klempt R.V.Kowalewski F.Krauss M.Kreps B.Krusche Yu.V.Kuyanov Y.Kwon O.Lahav J.Laiho P.Langacker A.Liddle Z.Ligeti C.-J.Lin T.M.Liss L.Littenberg K.S.Lugovsky S.B.Lugovsky F.Maltoni T.Mannel A.V.Manohar W.J.Marciano A.D.Martin A.Masoni J.Matthews D.Milstead P.Molaro K.Monig F.Moortgat M.J.Mortonson H.Murayama K.Nakamura M.Narain P.Nason S.Navas M.Neubert P.Nevski Y.Nir L.Pape J.Parsons C.Patrignani J.A.Peacock M.Pennington S.T.Petcov Kavli IPMU A.Piepke A.Pomarol A.Quadt S.Raby J.Rademacker G.Raffel B.N.Ratcliff P.Richardson A.Ringwald S.Roesler S.Rolli A.Romaniouk L.J.Rosenberg J L.Rosner G.Rybka C.T.Sachrajda Y.Sakai G.P.Salam S.Sarkar F.Sauli O.Schneider K.Scholberg D.Scott V.Sharma S.R.Sharpe M.Silari T.Sjostrand P.Skands J.G.Smith G.F.Smoot S.Spanier H.Spieler C.Spiering A.Stahl T.Stanev S.L.Stone T.Sumiyoshi M.J.Syphers F.Takahashi M.Tanabashi J.Terning L.Tiator M.Titov N.P.Tkachenko N.A.Tornqvist D.Tovey G.Valencia G.Venanzoni M.G.Vincter P.Vogel A.Vogt S.P.Wakely W.Walkowiak C.W.Walter D.R.Ward G.Weiglein D.H.Weinberg E.J.Weinberg M.White L.R.Wiencke C.G.Wohl L.Wolfenstein J.Womersley C.L. University of Minnesota School of Physics and Astronomy116 Church St.S.E.MinneapolisMN 55455USA University of Maryland Department of PhysicsCollege ParkMD 20742-4111USA Albert Einstein Center for Fundamental Physics Universitat BernCH-3012 BernSwitzerland Lab.Nazionali di Frascati dell'INFN CP 13via E.Fermi40I-00044 Frascati(Roma)Italy Departement de physique Universite de MontrealC.P.6128succ.centre-villeMontreal(Quebec) H3C 3J7Canada Pacific Northwest National Laboratory 902 Battelle BoulevardRichlandWA 99352USA Department of Physics and Astronomy University of OklahomaNormanOK 73019USA Department of Physics University of WisconsinMadisonWI 53706USA Physics Division Lawrence Berkeley National Laboratory1 Cyclotron RoadBerkeleyCA 94720USA CERN European Organization for Nuclear ResearchCH-1211 Geneve 23Switzerland Department of Physics The Ohio State University191 W.Woodruff Ave.ColumbusOH 43210 COMPAS Group Institute for High Energy PhysicsRU- 142284ProtvinoRussia LPNHE IN2P3-CNRS et Universites de Paris 6 et 7F-75252 ParisFrance Max-Planck-Institute of Physics 80805 MunichGermany Department of Physics University of WashingtonSeattleWA 98195USA Ludwig-Maximilians-Universitat Fakultdt für PhysikSchellingstr.4D-80799 MünchenGermany Enrico Fermi Institute and Department of Physics University of ChicagoChicagoIL 60637-1433USA Department of Physics Syracuse UniversitySyracuseNY13244USA Department of Physics Columbia University538 W.120th StreetNew YorkNY10027 USA High Energy Physics Group Blackett LaboratoryImperial CollegePrince Consort RoadLondon SW7 2AZUK Jefferson Lab 12000 Jefferson Ave.Newport NewsVA 23606USA Department of Physics University of VirginiaPO Box 400714CharlottesvilleVA 22904USA Fermi National Accelerator Laboratory P.O.Box 500BataviaIL 60510USA Kavli Institute for Cosmological Physics University of ChicagoChicagoIL 60637-1433USA Department of Physics and Astronomy University of SussexFalmerBrighton BN1 9QHUK Department o

The Review summarizes much of particle physics and cosmology. Using data from previous editions, plus 3,283 new measurements from 899 papers, we list, evaluate, and average measured properties of gauge bosons and the recently discovered Higgs boson, leptons, quarks, mesons, and baryons. We summarize searches for hypothetical particles such as heavy neutrinos, supersymmetric and technicolor particles, axions, dark photons, etc. All the particle properties and search limits are listed in Summary Tables. We also give numerous tables, figures, formulae, and reviews of topics such as Supersymmetry, Extra Dimensions, Particle Detectors, Probability, and Statistics. Among the 112 reviews are many that are new or heavily revised including those on： Dark Energy, Higgs Boson Physics, Electroweak Model, Neutrino Cross Section Measurements, Monte Carlo Neutrino Generators, Top Quark, Dark Matter, Dynamical Electroweak Symmetry Breaking, Accelerator Physics of Colliders, High-Energy Collider Parameters, Big Bang Nucleosynthesis, Astrophysical Constants and Cosmological Parameters. A booklet is available containing the Summary Tables and abbreviated versions of some of the other sections of this full Review. All tables, listings, and reviews （and errata） are also available on the Particle Data Group website： http ：//pdg. lbl. gov.

关键词： REVIEW OF PARTICLE PHYSICS

Lattice Boltzmann Modeling of Cholesteric Liquid Crystal Droplets Under an Oscillatory Electric Field

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Communications in Computational Physics 2023年第1期33卷 118-143页

作者： F.Fadda A.Lamura A.Tiribocchi Institute of Physics University of Amsterdam1098 XH AmsterdamThe Netherlands Department of Chemical Engineering Kyoto UniversityKyoto 615-8510Japan Dipartimento di Fisica and Sezione INFN Universit`a di BariVia Amendola 17370126 BariItaly Istituto Applicazioni Calcolo CNRVia Amendola 122/D70126 BariItaly Istituto Applicazioni Calcolo CNR via dei Taurini 1900185 RomeItaly

We numerically study the dynamics of quasi-two dimensional cholesteric liquid crystal droplets in the presence of a time-dependent electric field,rotating at constant angular velocity.A surfactant sitting at the droplet interface is also introduced to prevent droplet *** dynamics is modeled following a hybrid numerical approach,where a standard lattice Boltzmann technique solves the Navier-Stokes equation and a finite difference scheme integrates the evolution equations of liquid crystal and *** results show that,once the field is turned on,the liquid crystal rotates coherently triggering a concurrent orbital motion of both droplets around each other,an effect due to the momentum transfer to the surrounding *** addition the topological defects,resulting from the conflict orientation of the liquid crystal within the drops,exhibit a chaotic-like motion in cholesterics with a high pitch,in contrast with a regular one occurring along circular trajectories observed in nematics *** behavior is found to depend on magnitude and frequency of the applied field as well as on the anchoring of the liquid crystal at the droplet *** findings are quantitatively evaluated by measuring the angular velocity of fluid and drops for various frequencies of the applied field.

关键词： Lattice Boltzmann simulations liquid crystals non-Newtonian fluids

Fossil Hydrophilid Beetles (Coleoptera:Hydrophilidae) of the Late Oligocene Rott Formation(Germany)

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Acta Geologica Sinica(English Edition) 2010年第4期84卷 732-750页

作者： Martin FIKACEK Heiko SCHMIED Jakub PROKOP Department of Entomology National MuseumPragueCzech Republic Department of Zoology Charles University in PraguePragueCzech Republic Steinmann Institute for Geology MineralogyPalaeontologyUniversity of BonnBonnGermany Institute of Crop Science and Resource Conservation Zoo-EcologyUniversity of BonnBonnGermany

Fossil water scavenger beetles （Coleoptera： Hydrophilidae） of the latest Oligocene Rott Formation are revised, based on the examination of the type specimens, as well as numerous additional material from Statz （Los Angeles） and Kastenholz （Bonn） collections. Seven hydrophilid species are recognized, five of which are reliably attributed to the following genera： Berosus morticinus （von Heyden and von Heyden, 1866）, Paracymus excitatus （von Heyden and yon Heyden, 1866）, Paracymus sp., Hydrobiomorpha fraterna （von Heyden, 1859）, and Hydrophilus rottensis （Statz, 1939）. Coccinella？protogaeae Germar 1837 is attributed to the subtribe Hydrophilina, and Cymbiodyta？ austera Statz 1939 to the subfamily Hydrophilinae. Hydrous ebeninus Statz 1939 and Paracymus excitatus （form 3） are excluded from the Hydrophlloidea. Berosus capitatus Statz 1939 is synonymized with Berosus morticinus, and Hydrous neptunus von Heyden and von Heyden 1866 with Hydrobiomorphafraterna. Lectotypes of Philydrus morticinus von Heyden and von Heyden 1866 and Hydrous ebeninus Statz 1939 are designated. The significance of the hydrophllid fossils for paleoecological reconstructions of the former Rott Lake is briefly discussed.

关键词： morphology taxonomy paleontology Coleoptera Hydrophiloidea Tertiary

Co-expression network analysis predicts a key role of microRNAs in the adaptation of the porcine skeletal muscle to nutrient supply

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Journal of Animal Science and Biotechnology 2020年第2期11卷 327-347页

作者： Emilio Mármol-Sánchez Yuliaxis Ramayo-Caldas Raquel Quintanilla TainãFigueiredo Cardoso Rayner González-Prendes Joan Tibau Marcel Amills Centre for Research in Agricultural Genomics(CRAG) CSIC-IRTA-UAB-UBUniversitat Autònoma de Barcelona08193 BellaterraSpain Animal Breeding and Genetics Program Institute for Research and Technology in Food and Agriculture(IRTA)Torre Marimon08140 Caldes de MontbuiSpain Present address:Embrapa Pecuária Sudeste Empresa Brasileira de Pesquisa Agropecuária(EMBRAPA)São CarlosSP 13560-970Brazil Department of Animal Science Universitat de Lleida-Agrotecnio Center25198 LleidaSpain Departament de Ciència Animal i dels Aliments Universitat Autònoma de Barcelona08193 BellaterraBarcelonaSpain

Background:The role of non-coding RNAs in the porcine muscle metabolism is poorly understood,with few studies investigating their expression patterns in response to nutrient ***,we aimed to investigate the changes in microRNAs(miRNAs),long intergenic non-coding RNAs(lincRNAs)and mRNAs muscle expression before and after food ***:We measured the miRNA,lincRNA and mRNA expression levels in the gluteus medius muscle of 12 gilts in a fasting condition(AL-T0)and 24 gilts fed ad libitum during either 5 h.(AL-T1,N=12)or 7 h.(AL-T2,N=12)prior to *** small RNA fraction was extracted from muscle samples retrieved from the 36 gilts and sequenced,whereas lincRNA and mRNA expression data were already *** terms of mean and variance,the expression profiles of miRNAs and lincRNAs in the porcine muscle were quite different than those of *** intake induced the differential expression of 149(AL-T0/AL-T1)and 435(AL-T0/AL-T2)mRNAs,6(AL-T0/AL-T1)and 28(AL-T0/AL-T2)miRNAs and none lincRNAs,while the number of differentially dispersed genes was much *** the set of differentially expressed miRNAs,we identified ssc-miR-148a-3p,ssc-miR-22-3p and ssc-miR-1,which play key roles in the regulation of glucose and lipid ***,co-expression network analyses revealed several miRNAs that putatively interact with mRNAs playing key metabolic roles and that also showed differential expression before and after *** case example was represented by seven miRNAs(ssc-miR-148a-3p,ssc-miR-151-3p,ssc-miR-30a-3p,ssc-miR-30e-3p,ssc-miR-421-5p,ssc-miR-493-5p and ssc-miR-503)which putatively interact with the PDK4 mRNA,one of the master regulators of glucose utilization and fatty acid ***:As a whole,our results evidence that microRNAs are likely to play an important role in the porcine skeletal muscle metabolic adaptation to nutrient availability.

关键词： Co-expression analysis lincRNAs microRNAs Pig Regulatory impact factor Skeletal muscle

Wafer-scale transfer route for top–down III-nitride nanowire LED arrays based on the femtosecond laser lift-off technique

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Microsystems & Nanoengineering 2021年第2期7卷 205-219页

作者： Nursidik Yulianto Andam Deatama Refino Alina Syring Nurhalis Majid Shinta Mariana Patrick Schnell Ruri Agung Wahyuono Kuwat Triyana Florian Meierhofer Winfried Daum Fatwa F.Abdi Tobias Voss Hutomo Suryo Wasisto Andreas Waag Institute of Semiconductor Technology(IHT) Technische Universität BraunschweigHans-Sommer-Straße 66Braunschweig38106Germany Laboratory for Emerging Nanometrology(LENA) Technische Universität BraunschweigLanger Kamp 6Braunschweig38106Germany Research Center for Physics Indonesian Institute of Sciences(LIPI)Jl.Kawasan Puspiptek No.441-442TangerangSelatan15314Indonesia Engineering Physics Program Institut Teknologi Sumatera(ITERA)Jl.Terusan RyacuduWay HuwiLampung SelatanLampung35365Indonesia Institute of Energy Research and Physical Technologies Technische Universität ClausthalLeibnizstraße 4Clausthal-Zellerfeld38678Germany Institute for Solar Fuels Helmholtz-Zentrum Berlin für Materialien und Energie GmbHHahn-Meitner-Platz 1Berlin14109Germany Department of Engineering Physics Institut Teknologi Sepuluh Nopember(ITS)Jl.Arif Rahman HakimITS Campus SukoliloSurabaya60111Indonesia Department of Physics Faculty of Mathematics and Natural SciencesUniversitas Gadjah MadaSekip Utara PO Box BLS 21Yogyakarta55281Indonesia

The integration of gallium nitride(GaN)nanowire light-emitting diodes(nanoLEDs)on flexible substrates offers opportunities for applications beyond rigid solid-state lighting(e.g.,for wearable optoelectronics and bendable inorganic displays).Here,we report on a fast physical transfer route based on femtosecond laser lift-off(fs-LLO)to realize wafer-scale top–down GaN nanoLED arrays on unconventional *** with photolithography and hybrid etching processes,we successfully transferred GaN blue nanoLEDs from a full two-inch sapphire substrate onto a flexible copper(Cu)foil with a high nanowire density(~107 wires/cm2),transfer yield(~99.5%),and *** nanoanalytical measurements were conducted to evaluate the performance and limitations of the fs-LLO technique as well as to gain insights into physical material properties such as strain relaxation and assess the maturity of the transfer *** work could enable the easy recycling of native growth substrates and inspire the development of large-scale hybrid GaN nanowire optoelectronic devices by solely employing standard epitaxial LED wafers(i.e.,customized LED wafers with additional embedded sacrificial materials and a complicated growth process are not required).

关键词： sapphire transfer lighting

Muscle strength deficits are associated with low bone mineral density in young pediatric cancer survivors:The iBoneFIT project

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Journal of Sport and Health Science 2024年第3期13卷 419-427页

作者： Andres Marmol-Perez Jose J.Gil-Cosano Esther Ubago-Guisado Francisco J.Llorente-Cantarero Juan Francisco Pascual-Gázquez Kirsten K.Ness Vicente Martinez-Vizcaino Jonatan R.Ruiz Luis Gracia-Marco Department of Physical education and Sports Faculty of Sport SciencesSport and Health University Research Institute(iMUDS)University of GranadaGranada 18011Spain Department of Epidemiology and Cancer Control St.Jude Children's Research HospitalMemphisTN 38105USA Department of Communication and education Loyola University AndalusiaSeville 41704Spain Biosanitary Research Institute ibs.GranadaGranada 18012Spain Maimonides Biomedical Research Institute of Cordoba(IMIBIC) Cordoba 14004Spain CIBEROBN Biomedical Research Networking Center for Physiopathology of Obesity and NutritionCarlos III Health InstituteMadrid 28029Spain Department of Specific Didactics Faculty of EducationUniversity of CordobaCordoba 14071Spain Pediatric and adolescent hematology and oncology service Pediatrics and Pediatric Surgery Clinical Management UnitVirgen de las Nieves University HospitalGranada 18014Spain Health and Social Research Center Universidad de Castilla-La ManchaCuenca 13001Spain

Background Pediatric cancer survivors are at increased risk of muscle weakness and low areal bone mineral density(aBMD).However,the prevalence of muscle strength deficits is not well documented,and the associations of muscle strength with aBMD are unknown in this ***,this study aimed to investigate the prevalence of upper-and lower-body muscle strength deficits and to examine the associations of upper-and lower-body muscle strength with age-,sex,and race-specific aBMD Z-scores at the total body,total hip,femoral neck,and lumbar *** This cross-sectional study included 116 pediatric cancer survivors(12.1±3.3 years old,mean±SD;42.2%female).Upper-and lower-body muscle strength were assessed by handgrip and standing long jump test,***‑energy X‑ray absorptiometry was used to measure aBMD(g/cm2).Associations between muscle strength and aBMD were evaluated in multivariable linear regression *** regression was used to evaluate the contribution of muscle strength(1-decile lower)to the odds of having low aBMD(Z-score≤1.0).All analyses were adjusted for time from treatment completion,radiotherapy exposure,and body mass *** More than one-half of survivors were within the 2 lowest deciles for upper-(56.9%)and lower-body muscle strength(60.0%)in comparison to age-and sex-specific reference *** strength deficits were associated with lower aBMD Z-scores at all sites(B=0.133–0.258,p=0.001–0.032).Each 1-decile lower in upper-body muscle strength was associated with 30%–95%higher odds of having low aBMD Z-scores at all *** 1-decile lower in lower-body muscle strength was associated with 35%–70%higher odds of having low aBMD Z-scores at total body,total hip,and femoral *** Muscle strength deficits are prevalent in young pediatric cancer survivors,and such deficits are associated with lower aBMD Z-scores at all *** results suggest that interventions designed to improve muscle strength in t

关键词： Bone health Childhood cancer DXA Lean mass Resistance training