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Conservative and Finite Volume Methods for the Convection-Dominated Pricing Problem

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Advances in Applied Mathematics and Mechanics 2013年第6期5卷 759-790页

作者： German I.Ramırez-Espinoza Matthias Ehrhardt EON Global Commodities Holzstraße 640221 DusseldorfGermany Lehrstuhl fur Angewandte Mathematik und Numerische Analysis Fachbereich C-Mathematik und NaturwissenschaftenBergische Universitat WuppertalGaußstr.2042119WuppertalGermany

This work presents a comparison study of different numerical methods to solve Black-Scholes-type partial differential equations(PDE)in the convectiondominated case,i.e.,for European options,if the ratio of the risk-free interest rate and the squared volatility-known in fluid dynamics as P´eclet number-is *** Asian options,additional similar problems arise when the"spatial"variable,the stock price,is close to *** we focus on three methods:the exponentially fitted scheme,a modification of Wang’s finite volume method specially designed for the Black-Scholes equation,and the Kurganov-Tadmor scheme for a general convection-diffusion equation,that is applied for the first time to option pricing *** emphasis is put in the Kurganov-Tadmor because its flexibility allows the simulation of a great variety of types of options and it exhibits quadratic *** the reduction technique proposed by Wilmott,a put-call parity is presented based on the similarity reduction and the put-call parity expression for Asian ***,we present experiments and comparisons with different(non)linear Black-Scholes PDEs.

关键词： Black-Scholes equation convection-dominated case exponential fitting methods fitted finite volume method Kurganov-Tadmor scheme minmod limiter

P2X receptors in maintenance and differentiation of neural progenitor cells

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Neural Regeneration Research 2014年第23期9卷 2040-2041页

作者： Henning Ulrich Peter Illes Departamento de Bioquímica Instituto de Química Universidade de Sao Paulo Rudolf-Boehm-Institut für Pharmakologie und Toxikologie der universitat Leipzig

Purinergic receptors are among the first cell surface receptors expressed during embryonic development （Burnstock and Ulrich, 2011）. These are characterized based on their pharmacological properties of being activated by adenosine or purine/pyrimidine nucleotides as P1 and P2 receptors. P2 receptors are further classified by their structure as P2Y metabotropic and P2X ionotropic receptors.

关键词： P2X receptors in maintenance and differentiation of neural progenitor cells

Development of an internally braced prosthesis for total talus replacement

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World Journal of Orthopedics 2017年第3期8卷 221-228页

作者： Markus Regauer Mirjam Lange Kevin Soldan Steffen Peyerl Sebastian Baumbach Wolfgang Bocker Hans Polzer Klinik für Allgemeine Unfall und Wiederherstellungschirurgie Klinikum der Ludwig-Maximilians-Universitat München Stryker GmbH

Total loss of talus due to trauma or avascular necrosis,for example,still remains to be a major challenge in foot and ankle surgery with severely limited treatment *** of a custom made total talar prosthesis has shown promising results so *** important factors for long time success are degree of congruence of articular surfaces and ligamentous stability of the ***,our aim was to develop an optimized custom made prosthesis for total talus replacement providing a high level of primary stability.A custom made hemiprosthesis was developed using computed tomography and magnetic resonance imaging data of the affected and contralateral talus considering the principles and technology for the development of the ***(Stryker).Additionally,four eyelets for fixation of artificial ligaments were added at the correspondent footprints of the most important *** modifications can be provided according to the clinical requirements:A tri-articular hemiprosthesis or a bi-articular hemiprosthesis combined with the tibial component of the *** ankle replacement system.A feasibility study was performed using a fresh frozen human *** range of motion of the ankle was measured and ligamentous stability was evaluated by use of standard X-rays after application of varus,valgus or sagittal stress with 150 *** implantation of the prosthesis was technically possible via an anterior approach to the ankle and using standard *** osteotomies were not *** ankle dorsiflexion and plantarflexion were measured as 22-0-28 *** anterior displacement of the talus was 6 mm,maximum varus tilt 3 degrees and maximum valgus tilt 2 *** of an internally braced prosthesis for total talus replacement in humans is technically feasible and might be a reasonable procedure in carefully selected cases with no better alternatives left.

关键词： Ankle Avascular necrosis Total loss of talus Prosthesis Hemiprosthesis InternalBrace Talus replacement

DNA barcoding-based species delimitation increases species count of Eois （Geometridae） moths in a well-studied tropical mountain forest by up to 50%

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Insect Science 2011年第3期18卷 349-362页

作者： Patrick Strutzenberger Gunnar Brehm Konrad Fiedler Department of Animal Biodiversity University of Vienna Rennweg 14 1030 Wien Austria Institut for Spezielle Zoologie und Evolutionsbiologie mit Phyletischem Museum Friedrich Schiller Universitat Erbertstrasse 1 07743 Jena Germany

The genus Eois comprises an important part of megadiverse assemblages of geometrid moths in mountain rainforests of southern Ecuador. In this study we report：（i） on the construction of a DNA barcode library of Eois for identification purposes; and （ii） the exploration of species diversity through species delimitation by pair-wise distance thresholds. COl barcode sequences were generated from 408 individuals （at least 105 species） collected on a narrow geographic scale （-40 km2） in the Reserva Bioldgica San Francisco. Analyses of barcode sequence divergence showed that species delimitations based solely on external morphology result in broad overlap of intra- and interspecific distances. Species delimitation at a 2% pair-wise distance threshold reveals a clear barcoding gap. Fifty-two previously unrecognized species were identified, 31 of which could only be distinguished by an integrative taxonomy approach. Twelve additional putative species could only be recognized by threshold-based delimitation. Most splits resulted in two or three newly perceived cryptic taxa. The present study increased the number of Eois species recorded from that small area of Andean mountain forest from 102 to 154 （morphology- plus integrative taxonomy-based） or even 166 （sequence-based）, leaving the species accumulation curve still far from reaching an asymptote. Notably, in no case did two or more previously distinguished morphospecies have to be lumped. This barcode inventory can be used to match larvae to known adult samples without rearing, and will therefore be of vital help to extend the currently limited knowledge about food plant relationships and host specialization.

关键词： cryptic species Ecuador integrative taxonomy Larentiinae larvae

TRANSFORMATIONS FOR THE PRIZE-COLLECTING STEINER TREE PROBLEM AND THE MAXIMUM-WEIGHT CONNECTED SUBGRAPH PROBLEM TO SAP

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Journal of Computational Mathematics 2018年第3期36卷 459-468页

作者： Daniel Rehfeldt Thorsten Koch Department of Mathematics Technische Universitat Berlin Germany Zuse Institute Berlin and Technische universitat Berlin Germany

Transformations of Steiner tree problem variants have been frequently discussed in the literature. Besides allowing to easily transfer complexity results, they constitute a central pillar of exact state-of-the-art solvers for well-known variants such as the Steiner tree problem in graphs. In this article transformations for both the prize-collecting Steiner tree problem and the maximum-weight connected subgraph problem to the Steiner arborescence problem are introduced for the first time. Furthermore, the considerable implications for practical solving approaches will be demonstrated, including the computation of strong upper and lower bounds.

关键词： Prize-collecting Steiner tree problem Maximum-weight connected subgraphproblem Graph transformations Dual-ascent heuristics.

In situ grazing-incidence small-angle X-ray scattering observation of block-copolymer templated formation of magnetic nanodot arrays and their magnetic properties

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Nano Research 2017年第2期10卷 456-471页

作者： Andreas Meyer Norbert Franz Hans Peter Oepen Jan Perlich Gerardina Carbone Till Hartmut Metzger Institut fiJr Physikalische Chemie Universitat Hamburg Grindelallee 117 20146 Ham burg Germany Institut for Nanostruktur und Festkorperphysik Universitat Hamburg Jungiusstr. 11a 20355 Hamburg Germany HASYLAB/Deutsches Elektronen Synchrotron Notkestr. 85 22603 Hamburg Germany European Synchrotron Radiation Facility 6 rue Jules Horowitz 38043 Grenoble France

The fabrication of bit-patterned media （BPM） is crucial for new types of hard disk drives. The development of methods for the production of BPM is progressing rapidly. Conventional lithography reaches the limit regarding lateral resolution, and new routes are needed. In this study, we mainly focus on the dependence of the size and shape of magnetic nanodots on the Ar＋-ion etching duration, using silica dots as masks. Two-dimensional （2D） arrays of magnetic nanostructures are created using silica-filled diblock-copolymer micelles as templates. After the self-assembly of the micelles into 2D hexagonal arrays, the polymer shell is removed, and the SiO2 cores are utilized to transform the morphology into a （Co/Pt）2-multilayer via ion etching under normal incidence. The number of preparation steps is kept as low as possible to simplify the formation of the nanostructure arrays. High-resolution in situ grazing-incidence small-angle X-ray scattering （GISAXS） investigations are performed during the Ar＋-ion etching to monitor and control the fabrication process. The in situ investigation provides information on how the etching conditions can be improved for further ex situ experiments. The GISAXS patterns are compared with simulations. We observe that the dots change in shape from cylindrical to conical during the etching process. The magnetic behavior is studied by utilizing the magneto-optic Kerr effect. The Co/Pt dots exhibit different magnetic behaviors depending on their size, interparticle distance, and etching time. They show ferromagnetism with an easy axis of magnetization perpendicular to the film. A systematic dependence of the coercivitv on the dot size is observed.

关键词： poly(styrene)-b-poly(vinyl pyridine) argon ion etching self-assembly grazing-incidence small-angle X-ray scattering(GISAXS) simulation magnetic nanodot coercivity

Effect of spin-orbit coupling on the high harmonics from the topological Dirac semimetal Na3Bi

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npj Computational Materials 2022年第1期8卷 1379-1387页

作者： Nicolas Tancogne-Dejean Florian G.Eich Angel Rubio Max Planck Institute for the Structure and Dynamics of Matter and Center for Free-Electron Laser Science Luruper Chaussee 14922761HamburgGermany European Theoretical Spectroscopy Facility(ETSF) Donostia-San SebastianSpain HQS Quantum Simulations GmbH Haid-und-Neu-Straße 7D-76131KarlsruheGermany Nano-Bio Spectroscopy Group Universidad del País Vasco20018San SebastiánSpain Center for Computational Quantum Physics(CCQ) The Flatiron Institute162 Fifth AvenueNew YorkNY10010USA

In this work,we performed extensive first-principles simulations of high-harmonic generation in the topological Diract semimetal Na_(3)Bi using a first-principles time-dependent density functional theory framework,focusing on the effect of spin-orbit coupling(SOC)on the harmonic *** also derived an analytical model describing the microscopic mechanism of strong-field dynamics in presence of spin-orbit coupling,starting from a locally U(1)×SU(2)gauge-invariant *** results reveal that SOC:(i)affects the strong-field excitation of carriers to the conduction bands by modifying the bandstructure of Na_(3)Bi,(ii)makes each spin channel reacts differently to the driven laser by modifying the electron velocity(iii)changes the emission timing of the emitted ***,we show that the SOC affects the harmonic emission by directly coupling the charge current to the spin currents,paving the way to the high-harmonic spectroscopy of spin currents in solids.

关键词： coupling harmonic harmonics

Quantum expander for gravitational-wave observatories

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Light(Science & Applications) 2019年第1期8卷 62-69页

作者： Mikhail Korobko Yiqiu Ma Yanbei Chen Roman Schnabel Institut für Laserphysik und Zentrum fur Optische Quantentechnologien Universitat HamburgLuruper Chaussee 14922761 HamburgGermany Theoretical Astrophysics 350-17 California Institute of TechnologyPasadenaCA 91125USA

The quantum uncertainty of laser light limits the sensitivity of gravitational-wave *** the past 30 years,techniques for squeezing the quantum uncertainty,as well as for enhancing gravitational-wave signals with optical resonators have been ***,however,have finite linewidths,and the high signal frequencies that are produced during the highly scientifically interesting ring-down of astrophysical compact-binary mergers still cannot be ***,we propose a purely optical approach for expanding the detection *** uses quantum uncertainty squeezing inside one of the optical resonators,compensating for the finite resonators’linewidths while keeping the low-frequency sensitivity *** quantum expander is intended to enhance the sensitivity of future gravitational-wave detectors,and we suggest the use of this new tool in other cavity-enhanced metrological experiments.

关键词： wave quantum unchanged

The Root Cap Determines Ethylene-Dependent Growth and Development in Maize Roots

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Molecular Plant 2008年第2期1卷 359-367页

作者： Achim Hahn Roman Zimmermann Dierk Wanke Klaus Harter Hans G. Edelmann Botanisches Institut Universitfit zu Koin Gyrhofstr. 15 D-50931 Koin Germany Present address: ZMBP Pflanzenphysiologie University TQbingen Auf der Morgenstelle 1 D-72076 TQbingen Germany Institut fur Entwicklungsbiologie Universitat zu Koin Gyrhofstr. 17 D-50931 Koin Germany Institut fur Entwicklungsbiologie Universitat zu Koin Gyrhofstr. 17 D-50931 Koln Germany ZMBP Pflanzenphysiologie Universitat Tubingen Auf der Morgenstelle 1 D-72076 Tubingen Germany Present address: Biologie und ihre Didaktik Universitat Siegen D-57068 Siegen Germany

Besides providing protection against mechanical damage to the root tip, the root cap is involved in the perception and processing of diverse external and internal stimuli resulting in altered growth and development, The transduction of these stimuli includes hormonal signaling pathways such as those of auxin, ethylene and cytokinin. Here, we show that the root cap is essential for the ethylene-induced regulation of elongation growth and root hair formation in maize. Exogenously applied ethylene is no longer able to inhibit elongation growth when the root cap has been surgically removed prior to hormone treatment. Reconstitution of the cap positively correlates with the developing capacity of the roots to respond to ethylene again. In contrast, the removal of the root cap does not per se affect growth inhibition controlled by auxin and cytokinin. Furthermore, our semi-quantitative RT-PCR results support earlier findings that the maize root cap is a site of high gene expression activity with respect to sensing and responding to hormones such as ethylene, From these data, we propose a novel function of the root cap which is the establishment of competence to respond to ethylene in the distal zones of the root.

关键词： AUXIN BIOSYNTHESIS INSENSITIVE MUTANTS CELL ELONGATION