scholarly journals On the Laplace Transforms of the First Hitting Times for Drawdowns and Drawups of Diffusion-Type Processes

Risks ◽  
2019 ◽  
Vol 7 (3) ◽  
pp. 87
Author(s):  
Gapeev ◽  
Rodosthenous ◽  
Chinthalapati

We obtain closed-form expressions for the value of the joint Laplace transform of therunning maximum and minimum of a diffusion-type process stopped at the first time at which theassociated drawdown or drawup process hits a constant level before an independent exponentialrandom time. It is assumed that the coefficients of the diffusion-type process are regular functionsof the current values of its running maximum and minimum. The proof is based on the solution tothe equivalent inhomogeneous ordinary differential boundary-value problem and the applicationof the normal-reflection conditions for the value function at the edges of the state space of theresulting three-dimensional Markov process. The result is related to the computation of probabilitycharacteristics of the take-profit and stop-loss values of a market trader during a given time period.

2021 ◽  
Vol 7 (1) ◽  
Author(s):  
Wei Luo ◽  
Yuma Nakamura ◽  
Jinseon Park ◽  
Mina Yoon

AbstractRecent experiments identified Co3Sn2S2 as the first magnetic Weyl semimetal (MWSM). Using first-principles calculation with a global optimization approach, we explore the structural stabilities and topological electronic properties of cobalt (Co)-based shandite and alloys, Co3MM’X2 (M/M’ = Ge, Sn, Pb, X = S, Se, Te), and identify stable structures with different Weyl phases. Using a tight-binding model, for the first time, we reveal that the physical origin of the nodal lines of a Co-based shandite structure is the interlayer coupling between Co atoms in different Kagome layers, while the number of Weyl points and their types are mainly governed by the interaction between Co and the metal atoms, Sn, Ge, and Pb. The Co3SnPbS2 alloy exhibits two distinguished topological phases, depending on the relative positions of the Sn and Pb atoms: a three-dimensional quantum anomalous Hall metal, and a MWSM phase with anomalous Hall conductivity (~1290 Ω−1 cm−1) that is larger than that of Co2Sn2S2. Our work reveals the physical mechanism of the origination of Weyl fermions in Co-based shandite structures and proposes topological quantum states with high thermal stability.


2020 ◽  
Vol 501 (1) ◽  
pp. L71-L75
Author(s):  
Cornelius Rampf ◽  
Oliver Hahn

ABSTRACT Perturbation theory is an indispensable tool for studying the cosmic large-scale structure, and establishing its limits is therefore of utmost importance. One crucial limitation of perturbation theory is shell-crossing, which is the instance when cold-dark-matter trajectories intersect for the first time. We investigate Lagrangian perturbation theory (LPT) at very high orders in the vicinity of the first shell-crossing for random initial data in a realistic three-dimensional Universe. For this, we have numerically implemented the all-order recursion relations for the matter trajectories, from which the convergence of the LPT series at shell-crossing is established. Convergence studies performed at large orders reveal the nature of the convergence-limiting singularities. These singularities are not the well-known density singularities at shell-crossing but occur at later times when LPT already ceased to provide physically meaningful results.


2021 ◽  
Vol 11 (4) ◽  
pp. 1670
Author(s):  
Tetsuya Mimura ◽  
Shinpei Okawa ◽  
Hiroshi Kawaguchi ◽  
Yukari Tanikawa ◽  
Yoko Hoshi

Thyroid cancer is usually diagnosed by ultrasound imaging and fine-needle aspiration biopsy. However, diagnosis of follicular thyroid carcinomas (FTC) is difficult because FTC lacks nuclear atypia and a consensus on histological interpretation. Diffuse optical tomography (DOT) offers the potential to diagnose FTC because it can measure tumor hypoxia, while image reconstruction of the thyroid is still challenging mainly due to the complex anatomical features of the neck. In this study, we attempted to solve this issue by creating a finite element model of the human neck excluding the trachea (a void region). By reconstruction of the absorption coefficients at three wavelengths, 3D tissue oxygen saturation maps of the human thyroid are obtained for the first time by DOT.


2021 ◽  
Vol 87 (2) ◽  
Author(s):  
P. Kim ◽  
R. Jorge ◽  
W. Dorland

A simplified analytical form of the on-axis magnetic well and Mercier's criterion for interchange instabilities for arbitrary three-dimensional magnetic field geometries is derived. For this purpose, a near-axis expansion based on a direct coordinate approach is used by expressing the toroidal magnetic flux in terms of powers of the radial distance to the magnetic axis. For the first time, the magnetic well and Mercier's criterion are then written as a one-dimensional integral with respect to the axis arclength. When compared with the original work of Mercier, the derivation here is presented using modern notation and in a more streamlined manner that highlights essential steps. Finally, these expressions are verified numerically using several quasisymmetric and non-quasisymmetric stellarator configurations including Wendelstein 7-X.


1998 ◽  
Vol 11 (1) ◽  
pp. 570-570
Author(s):  
Johan Holmberg ◽  
Lennart Lindegren ◽  
Chris Flynn

We use the Hipparcos survey to derive an improved model of the local galactic structure. The availability of parallaxes for all the stars permits direct determination of stellar distributions, eliminating the basic indeterminacy of classical methods based on star counts. Hipparcos gives for the first time a truly three-dimensional view of the solar vicinity, and a complete, homogeneous and highly accurate set of magnitudes and colours. This means that new techniques can be applied in the treatment of the data which place strong constraints on a model that tries to describe the local Galactic structure. Here we investigate how well a static model of low complexitycan describe the Hipparcos observations. The interpretation of the Hipparcos data is complicated by various observational errors and selection effects that are hard to treat correctly. We do not try to correct the data, but instead use a model and subject this model to the same observational errors and selection effects. A model catalogue is created that can be compared with the observed catalogue directly in the observational domain, thereby eliminating the effects from various biases. Many features in the HR diagram are for the first time seen in field stars thanks to Hipparcos, such as the slanted red giant clump, previously seen in rich old open clusters such as Berkeley 18. This and other features ofthe observed HR diagram are well reproduced by the model thanks to the rather detailed modelling of the joint Mv/B — V distribution. Actually, separate distributions were derived for the three different components, disk, thick disk and halo, using the kinematic characteristics of the components to discriminate between them.


2020 ◽  
Vol 30 (02) ◽  
pp. 2050026 ◽  
Author(s):  
Zahra Faghani ◽  
Fahimeh Nazarimehr ◽  
Sajad Jafari ◽  
Julien C. Sprott

In this paper, some new three-dimensional chaotic systems are proposed. The special property of these autonomous systems is their identical eigenvalues. The systems are designed based on the general form of quadratic jerk systems with 10 terms, and some systems with stable equilibria. Using a systematic computer search, 12 simple chaotic systems with identical eigenvalues were found. We believe that systems with identical eigenvalues are described here for the first time. These simple systems are listed in this paper, and their dynamical properties are investigated.


IUCrJ ◽  
2014 ◽  
Vol 1 (2) ◽  
pp. 136-150 ◽  
Author(s):  
Palash Sanphui ◽  
Geetha Bolla ◽  
Ashwini Nangia ◽  
Vladimir Chernyshev

Acemetacin (ACM) is a non-steroidal anti-inflammatory drug (NSAID), which causes reduced gastric damage compared with indomethacin. However, acemetacin has a tendency to form a less soluble hydrate in the aqueous medium. We noted difficulties in the preparation of cocrystals and salts of acemetacin by mechanochemical methods, because this drug tends to form a hydrate during any kind of solution-based processing. With the objective to discover a solid form of acemetacin that is stable in the aqueous medium, binary adducts were prepared by the melt method to avoid hydration. The coformers/salt formers reported are pyridine carboxamides [nicotinamide (NAM), isonicotinamide (INA), and picolinamide (PAM)], caprolactam (CPR),p-aminobenzoic acid (PABA), and piperazine (PPZ). The structures of an ACM–INA cocrystal and a binary adduct ACM–PABA were solved using single-crystal X-ray diffraction. Other ACM cocrystals, ACM–PAM and ACM–CPR, and the piperazine salt ACM–PPZ were solved from high-resolution powder X-ray diffraction data. The ACM–INA cocrystal is sustained by the acid...pyridine heterosynthon and N—H...O catemer hydrogen bonds involving the amide group. The acid...amide heterosynthon is present in the ACM–PAM cocrystal, while ACM–CPR contains carboxamide dimers of caprolactam along with acid–carbonyl (ACM) hydrogen bonds. The cocrystals ACM–INA, ACM–PAM and ACM–CPR are three-dimensional isostructural. The carboxyl...carboxyl synthon in ACM–PABA posed difficulty in assigning the position of the H atom, which may indicate proton disorder. In terms of stability, the salts were found to be relatively stable in pH 7 buffer medium over 24 h, but the cocrystals dissociated to give ACM hydrate during the same time period. The ACM–PPZ salt and ACM–nicotinamide cocrystal dissolve five times faster than the stable hydrate form, whereas the ACM–PABA adduct has 2.5 times faster dissolution rate. The pharmaceutically acceptable piperazine salt of acemetacin exhibits superior stability, faster dissolution rate and is able to overcome the hydration tendency of the reference drug.


2013 ◽  
Vol 288 (23) ◽  
pp. 16460-16475 ◽  
Author(s):  
Linda J. Olson ◽  
Ramiro Orsi ◽  
Solana G. Alculumbre ◽  
Francis C. Peterson ◽  
Ivan D. Stigliano ◽  
...  

Here we report for the first time the three-dimensional structure of a mannose 6-phosphate receptor homology (MRH) domain present in a protein with enzymatic activity, glucosidase II (GII). GII is involved in glycoprotein folding in the endoplasmic reticulum. GII removes the two innermost glucose residues from the Glc3Man9GlcNAc2 transferred to nascent proteins and the glucose added by UDP-Glc:glycoprotein glucosyltransferase. GII is composed of a catalytic GIIα subunit and a regulatory GIIβ subunit. GIIβ participates in the endoplasmic reticulum localization of GIIα and mediates in vivo enhancement of N-glycan trimming by GII through its C-terminal MRH domain. We determined the structure of a functional GIIβ MRH domain by NMR spectroscopy. It adopts a β-barrel fold similar to that of other MRH domains, but its binding pocket is the most shallow known to date as it accommodates a single mannose residue. In addition, we identified a conserved residue outside the binding pocket (Trp-409) present in GIIβ but not in other MRHs that influences GII glucose trimming activity.


2021 ◽  
Vol ahead-of-print (ahead-of-print) ◽  
Author(s):  
Gangadhar Ch ◽  
S. Jana ◽  
Sankararao Majji ◽  
Prathyusha Kuncha ◽  
Fantin Irudaya Raj E. ◽  
...  

Purpose For the first time in a decade, a new form of pneumonia virus, coronavirus, COVID-19, appeared in Wuhan, China. To date, it has affected millions of people, killed thousands and resulted in thousands of deaths around the world. To stop the spread of this virus, isolate the infected people. Computed tomography (CT) imaging is very accurate in revealing the details of the lungs and allows oncologists to detect COVID. However, the analysis of CT scans, which can include hundreds of images, may cause delays in hospitals. The use of artificial intelligence (AI) in radiology could help to COVID-19-positive cancer in this manner is the main purpose of the work. Design/methodology/approach CT scans are a medical imaging procedure that gives a three-dimensional (3D) representation of the lungs for clinical purposes. The volumetric 3D data sets can be regarded as axial, coronal and transverse data sets. By using AI, we can diagnose the virus presence. Findings The paper discusses the use of an AI for COVID-19, and CT classification issue and vaccination details of COVID-19 have been detailed in this paper. Originality/value Originality of the work is, all the data can be collected genuinely and did research work doneown methodology.


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