Geometrically Convergent Simulation of the Extrema of Lévy Processes

We develop a novel approximate simulation algorithm for the joint law of the position, the running supremum, and the time of the supremum of a general Lévy process at an arbitrary finite time. We identify the law of the error in simple terms. We prove that the error decays geometrically in Lp (for any [Formula: see text]) as a function of the computational cost, in contrast with the polynomial decay for the approximations available in the literature. We establish a central limit theorem and construct nonasymptotic and asymptotic confidence intervals for the corresponding Monte Carlo estimator. We prove that the multilevel Monte Carlo estimator has optimal computational complexity (i.e., of order [Formula: see text] if the mean squared error is at most [Formula: see text]) for locally Lipschitz and barrier-type functions of the triplet and develop an unbiased version of the estimator. We illustrate the performance of the algorithm with numerical examples.

Investigation of the possibility of obtaining powdered cellulose using a non-knife method of grinding fibrous semi-finished products

The pulp and paper industry occupies one of the leading places among various sectors of the national economy in terms of versatility and prevalence throughout the world, as well as the need for its products for the economy of any country. In addition, with the advent of printing systems that operate at an increasingly faster speed and perform complex tasks, the requirements for the properties and quality of paper have increased. At present, powdered cellulose is a promising direction in the development of the pulp and paper industry. The article discusses the possibility of obtaining powdered cellulose with preliminary grinding on a knifeless grinding plant of the “jet-barrier” type. The morphological properties of the fiber and the degree of polymerization of powdered cellulose are given depending on the degree of grinding.

Numerical and Experimental Protective Performance Evaluation of Sacrificial Member Effects on the Protective Structures

Principal objectives of the protective design are on protecting life, property, facility, system device and operations by developing protective design measures that reduce threat level and vulnerability while enhancing structural resilience. Protective design procedure against blast hazard would be accomplished with the threat identification, risk-based assessment, and designing the members and structures based on the proper design requirements. Considerable necessity before the protective design is to find out the various measures reducing the blast effect such as security measures, architectural configuration, and mitigation schemes without any structural strengthening the structure itself. This paper addresses the mitigation scheme to reduce the blast overpressure in general, and then a specific barrier type is introduced as sacrificial structures with the performance verification. The general schemes to reduce the blast pressure by installing barriers is mainly using RC type structures which have typical shapes and sizes. This barrier type has advantages both on installing easiness and cost. In the barrier type sacrificial wall structure, instead of using the normal RC structures, enhanced-cement concrete and composites are useful to improve protective performance and scabbing of the back surface of the RC walls. A series of the wall type RC barriers are modeled and fabricated to investigate and verify blast pressure migration and protective performance based on theoretical and numerical analysis.

Disparate Access To Breast Cancer Screening And Treatment

Background: Barriers to breast cancer screening remain despite Medicaid expansion for preventive screening tests and implementation of patient navigation programs (PNP) under the Affordable Care Act. Women from underserved communities experience disproportionately low rates of screening mammography. This study compares barriers to breast cancer screening among women at an inner-city safety-net center (City) and those at a suburban county medical center (County). Inner city and suburban county medical centers’ initiatives were studied to compare outcomes of breast cancer screening and factors that influence access to care.Methods: Women 40 years of age or older delinquent in breast cancer screening were offered PN services between October 2014 and September 2019. Four different screening time-to-event intervals were investigated: time from PN acceptance to screening mammography, to diagnostic mammography, to biopsy, and overall screening completion time. Barriers to complete breast cancer screening between the two centers were compared.Results: Women from lowest income quartiles took significantly longer to complete breast cancer screening when compared to women from higher income quartiles when a barrier was present, regardless of barrier type and center. Transportation was a major barrier to screening mammography completion, while fear was the major barrier to abnormal screening work up. Table 1.Conclusion: Disparity in breast cancer screening and management persists despite implementation of a PNP. In the presence of a barrier, women from the lowest income quartiles have prolonged breast cancer screening completion time regardless of center or barrier type. Women who experience fear have longest screening time completion. Future directions aim to increase resource allocation to ameliorate wait times in overburdened safety-net hospitals as well as advanced training for PN to alleviate women’s fears.

The method of images in the pricing of barrier derivatives in three dimensions

The thesis describes the joint distributions of minima, maxima and endpoint values for a three dimensional Wiener process. In particular, the results provide the point cumulative distributions for the maxima and/or minima of the components of the process. The densities are obtained explicitly for special type of correlations by the method of images; the analysis requires a detailed study of partitions of the sphere by means of spherical triangles. The joint densities obtained can be used to obtain explicit expressions for price of options in financial mathematics. We provide closed-form expressions for the price of several barrier type derivatives with a three dimensional geometric Wiener process as underlying. These solutions are found for special correlation matrices and are given by linear combinations of three dimensional Gaussian cumulative distributions. In order to extend the results to a wider set of correlation matrices the method of random correlations is outlined.

The method of images in the pricing of barrier derivatives in three dimensions

The thesis describes the joint distributions of minima, maxima and endpoint values for a three dimensional Wiener process. In particular, the results provide the point cumulative distributions for the maxima and/or minima of the components of the process. The densities are obtained explicitly for special type of correlations by the method of images; the analysis requires a detailed study of partitions of the sphere by means of spherical triangles. The joint densities obtained can be used to obtain explicit expressions for price of options in financial mathematics. We provide closed-form expressions for the price of several barrier type derivatives with a three dimensional geometric Wiener process as underlying. These solutions are found for special correlation matrices and are given by linear combinations of three dimensional Gaussian cumulative distributions. In order to extend the results to a wider set of correlation matrices the method of random correlations is outlined.

Study of the operating modes of the high voltage power source for barrier type discharge excitation

The issues related to the features of operation and modes setting of a high-voltage switching power source based on a sequential autonomous resonant inverter with reverse diodes used to excite an atmospheric pressure barrier type discharge are discussed in the article. It is indicated that the characteristic features of the autonomous resonant inverters operation are the occurrence of damped voltage fluctuations in the LC circuit of the inverter, as well as the dependence of the output alternating voltage on the ratio of the inverter operating frequency (thyristor switching frequency) to the natural resonant frequency of the LC circuit. Depending on this ratio, the inverter can operate in discontinuous, boundary and continuous current mode. The amplitude and shape of the inverter output voltage were controlled using a 1:1000 voltage divider with a C1-65A oscilloscope. The shape of the gate trigger pulses was obtained using a C1-167 oscilloscope. It is established that when the gate trigger pulses are asymmetrical relative to each other due to the operation features of the step-up transformers, the value of the alternating high-voltage at the inverter output is insufficient to excite the atmospheric pressure barrier type discharge. In the case of the gate trigger pulses symmetry, the output voltage of the inverter stage reaches the values required for the breakdown of the dielectric medium. Oscillograms of the inverter output voltage while adjusting its operating frequency are obtained. It is shown that the amplitude value of the voltage at the gas-discharge load increases as the operating frequency of the inverter increases. For the gate trigger pulses frequency of 250 Hz the value of the inverter output voltage amplitude was 3.4 kV, for 460 Hz – 4.0 kV, and for 550 Hz – 4.2 kV.

A hydrogen evolution catalyst lowering energy consumption in aluminum anodization

Aluminum anodization process requires a lot of electric energy for ions migration in barrier-type oxide film, in which the electrode polarization leads the massive energy consumption. The cathodes are considered...