A Simple Alternative to the Phone Book Friction Demonstration

2018 ◽  
Vol 56 (6) ◽  
pp. 370-372
Author(s):  
Francisco Vera ◽  
Nicolas Fernandez ◽  
Manuel Ortiz
2021 ◽  
Vol 6 (1) ◽  
Author(s):  
Annika Kengelbach-Weigand ◽  
Carolina Thielen ◽  
Tobias Bäuerle ◽  
Rebekka Götzl ◽  
Thomas Gerber ◽  
...  

AbstractTissue engineering principles allow the generation of functional tissues for biomedical applications. Reconstruction of large-scale bone defects with tissue-engineered bone has still not entered the clinical routine. In the present study, a bone substitute in combination with mesenchymal stem cells (MSC) and endothelial progenitor cells (EPC) with or without growth factors BMP-2 and VEGF-A was prevascularized by an arteriovenous (AV) loop and transplanted into a critical-size tibia defect in the sheep model. With 3D imaging and immunohistochemistry, we could show that this approach is a feasible and simple alternative to the current clinical therapeutic option. This study serves as proof of concept for using large-scale transplantable, vascularized, and customizable bone, generated in a living organism for the reconstruction of load-bearing bone defects, individually tailored to the patient’s needs. With this approach in personalized medicine for the reconstruction of critical-size bone defects, regeneration of parts of the human body will become possible in the near future.


2021 ◽  
Vol 111 (4) ◽  
Author(s):  
Gergely Bunth ◽  
Péter Vrana

AbstractPairs of states, or “boxes” are the basic objects in the resource theory of asymmetric distinguishability (Wang and Wilde in Phys Rev Res 1(3):033170, 2019. 10.1103/PhysRevResearch.1.033170), where free operations are arbitrary quantum channels that are applied to both states. From this point of view, hypothesis testing is seen as a process by which a standard form of distinguishability is distilled. Motivated by the more general problem of quantum state discrimination, we consider boxes of a fixed finite number of states and study an extension of the relative submajorization preorder to such objects. In this relation, a tuple of positive operators is greater than another if there is a completely positive trace nonincreasing map under which the image of the first tuple satisfies certain semidefinite constraints relative to the other one. This preorder characterizes error probabilities in the case of testing a composite null hypothesis against a simple alternative hypothesis, as well as certain error probabilities in state discrimination. We present a sufficient condition for the existence of catalytic transformations between boxes, and a characterization of an associated asymptotic preorder, both expressed in terms of sandwiched Rényi divergences. This characterization of the asymptotic preorder directly shows that the strong converse exponent for a composite null hypothesis is equal to the maximum of the corresponding exponents for the pairwise simple hypothesis testing tasks.


Risks ◽  
2018 ◽  
Vol 6 (3) ◽  
pp. 77
Author(s):  
Donatien Hainaut

Most of the models leading to an analytical expression for option prices are based on the assumption that underlying asset returns evolve according to a Brownian motion with drift. For some asset classes like commodities, a Brownian model does not fit empirical covariance and autocorrelation structures. This failure to replicate the covariance introduces a bias in the valuation of calendar spread exchange options. As the payoff of these options depends on two asset values at different times, particular care must be taken for the modeling of covariance and autocorrelation. This article proposes a simple alternative model for asset prices with sub-exponential, exponential and hyper-exponential autocovariance structures. In the proposed approach, price processes are seen as conditional Gaussian fields indexed by the time. In general, this process is not a semi-martingale, and therefore, we cannot rely on stochastic differential calculus to evaluate options. However, option prices are still calculable by the technique of the change of numeraire. A numerical illustration confirms the important influence of the covariance structure in the valuation of calendar spread exchange options for Brent against WTI crude oil and for gold against silver.


Sign in / Sign up

Export Citation Format

Share Document