Miracle-dz/UniFAR-FTUs huggingface dataset:
Model-Free Backward and Forward Nonlinear PDEs for Implied Volatility

The authors derive backward and forward nonlinear partial differential equations that govern the implied volatility of a contingent claim whenever the latter is well defined. This would include at least any contingent claim written on a positive stock price whose payoff at a possibly random time is convex. The authors also discuss suitable initial and boundary conditions for those partial differential equations. Finally, we demonstrate how to solve them numerically by using an iterative finite-difference approach. TOPICS: Volatility measures, options Key Findings • In this article, we derive backward and forward quasilinear parabolic partial differential equations (PDEs) that govern the implied volatility of a contingent claim whenever the latter is well defined. Alternatively, we have derived a forward nonlinear hyperbolic PDE of the first order, which also governs evolution of the implied volatility in (K, T, Z) space. We discuss suitable initial and boundary conditions for those PDEs. • We develop an iterative numerical method to solve the PDEs by using a finite-difference approach. The method is of second order of approximation in both space and time, is unconditionally stable, and preserves positivity of the solution. • Using this method, we compute the PDE implied volatility and find that our intuition behind the main idea of the article is correct. In other words, performance of the finite-difference solver exceeds that of the traditional approach by factor of 40. However, this result is subject to some details, which are highlighted in the article.
Projection theorems for intermediate dimensions

Intermediate dimensions were recently introduced to interpolate between the Hausdorff and box-counting dimensions of fractals. Firstly, we show that these intermediate dimensions may be defined in terms of capacities with respect to certain kernels. Then, relying on this, we show that the intermediate dimensions of the projection of a set $E \subset \R^n$ onto almost all $m$-dimensional subspaces depend only on $m$ and $E$, that is, they are almost surely independent of the choice of subspace. Our approach is based on `intermediate dimension profiles' which are expressed in terms of capacities.
The small quantum cohomology of the Cayley Grassmannian

We compute the small cohomology ring of the Cayley Grassmannian, that parametrizes four-dimensional subalgebras of the complexified octonions. We show that all the Gromov–Witten invariants in the multiplication table of the Schubert classes are nonnegative and deduce Golyshev’s conjecture [Formula: see text] holds true for this variety. We also check that the quantum cohomology is semisimple and that there exists, as predicted by Dubrovin’s conjecture, an exceptional collection of maximal length in the derived category.
The Gaia-ESO survey: Calibrating a relationship between age and the [C/N] abundance ratio with open clusters

Context. In the era of large high-resolution spectroscopic surveys such as Gaia-ESO and APOGEE, high-quality spectra can contribute to our understanding of the Galactic chemical evolution by providing abundances of elements that belong to the different nucleosynthesis channels, and also by providing constraints to one of the most elusive astrophysical quantities: stellar age. Aims. Some abundance ratios, such as [C/N], have been proven to be excellent indicators of stellar ages. We aim at providing an empirical relationship between stellar ages and [C/N] using open star clusters, observed by the Gaia-ESO and APOGEE surveys, as calibrators. Methods. We used stellar parameters and abundances from the Gaia-ESO Survey and APOGEE Survey of the Galactic field and open cluster stars. Ages of star clusters were retrieved from the literature sources and validated using a common set of isochrones. We used the same isochrones to determine for each age and metallicity the surface gravity at which the first dredge-up and red giant branch bump occur. We studied the effect of extra-mixing processes in our sample of giant stars, and we derived the mean [C/N] in evolved stars, including only stars without evidence of extra mixing. By combining the Gaia-ESO and APOGEE samples of open clusters, we derived a linear relationship between [C/N] and (logarithmic) cluster ages. Results. We apply our relationship to selected giant field stars in the Gaia-ESO and APOGEE surveys. We find an age separation between thin- and thick-disc stars and age trends within their populations, with an increasing age towards lower metallicity populations. Conclusions. With this empirical relationship, we are able to provide an age estimate for giant stars in which C and N abundances are measured. For giant stars, the isochrone fitting method is indeed less sensitive than for dwarf stars at the turn-off. Our method can therefore be considered as an additional tool to give an independent estimate of the age of giant stars. The uncertainties in their ages is similar to those obtained using isochrone fitting for dwarf stars.
Trace formulas for general Hermitian matrices: unitary scattering approach and periodic orbits on an associated graph

Two trace formulas for the spectra of arbitrary Hermitian matrices are derived by transforming the given Hermitian matrix H to a unitary analogue. In the first type the unitary matrix is where is the spectral parameter. The new feature is that the spectral parameter appears in the final form as an argument of Eulerian polynomials—thus connecting the periodic orbits to combinatorial objects in a novel way. To obtain the second type, one expresses the input in terms of a unitary scattering matrix in a larger Hilbert space. One of the surprising features here is that the locations and radii of the spectral discs of Gershgorin’s theorem appear naturally as the pole parameters of the scattering matrix. Both formulas are discussed and possible applications are outlined.
Functionals in stochastic thermodynamics: how to interpret stochastic integrals

In stochastic thermodynamics standard concepts from macroscopic thermodynamics, such as heat, work, and entropy production, are generalized to small fluctuating systems by defining them on a trajectory-wise level. In Langevin systems with continuous state-space such definitions involve stochastic integrals along system trajectories, whose specific values depend on the discretization rule used to evaluate them (i.e. the ‘interpretation’ of the noise terms in the integral). Via a systematic mathematical investigation of this apparent dilemma, we corroborate the widely used standard interpretation of heat- and work-like functionals as Stratonovich integrals. We furthermore recapitulate the anomalies that are known to occur for entropy production in the presence of temperature gradients.
The measurement of boundary layers on a compressor blade in cascade. Volume 1: Experimental technique, analysis and results

Measurements were made of the boundary layers and wakes about a highly loaded, double-circular-arc compressor blade in cascade. These laser Doppler velocimetry measurements have yielded a very detailed and precise data base with which to test the application of viscous computational codes to turbomachinery. In order to test the computational codes at off-design conditions, the data were acquired at a chord Reynolds number of 500,000 and at three incidence angles. Moreover, these measurements have supplied some physical insight into these very complex flows. Although some natural transition is evident, laminar boundary layers usually detach and subsequently reattach as either fully or intermittently turbulent boundary layers. These transitional separation bubbles play an important role in the development of most of the boundary layers and wakes measured in this cascade and the modeling or computing of these bubbles should prove to be the key aspect in computing the entire cascade flow field. In addition, the nonequilibrium turbulent boundary layers on these highly loaded blades always have some region of separation near the trailing edge of the suction surface. These separated flows, as well as the subsequent near wakes, show no similarity and should prove to be a challenging test for the viscous computational codes.
Low-energy neutral-current neutrino scattering onTe128,130isotopes

Differential, total, and cumulative cross section calculations for neutral current neutrino scattering on {sup 128,130}Te isotopes are performed in the context of the quasiparticle random phase approximation by utilizing realistic two-nucleon forces. These isotopes are the main contents of detectors of ongoing experiments with multiple neutrino physics goals (COBRA and CUORE at Gran Sasso), including potential low-energy astrophysical neutrino (solar, supernova, geoneutrinos) detection. The incoming neutrino energy range adopted in our calculations ({epsilon}{sub {nu}{<=}1}00 MeV) covers the low-energy {beta}-beam neutrinos and the pion-muon stopped neutrino beams existing or planned to be conducted at future neutron spallation sources. The aim of these facilities is to measure neutrino-nucleus cross sections at low and intermediate neutrino energies with the hope of shedding light on open problems in neutrino-induced reactions on nuclei and neutrino astrophysics. Such probes motivate theoretical studies on weak responses of various nuclear systems; thus the evaluated cross sections may be useful in this direction.
A Short-Term Data Based Water Consumption Prediction Approach

A smart water network consists of a large number of devices that measure a wide range of parameters present in distribution networks in an automatic and continuous way. Among these data, you can find the flow, pressure, or totalizer measurements that, when processed with appropriate algorithms, allow for leakage detection at an early stage. These algorithms are mainly based on water demand forecasting. Different approaches for the prediction of water demand are available in the literature. Although they present successful results at different levels, they have two main drawbacks: the inclusion of several seasonalities is quite cumbersome, and the fitting horizons are not very large. With the aim of solving these problems, we present the application of pattern similarity-based techniques to the water demand forecasting problem. The use of these techniques removes the need to determine the annual seasonality and, at the same time, extends the horizon of prediction to 24 h. The algorithm has been tested in the context of a real project for the detection and location of leaks at an early stage by means of demand forecasting, and good results were obtained, which are also presented in this paper.
Considerations for using the 4 mm Plate Geometry in the Dynamic Shear Rheometer for Low Temperature Evaluation of Asphalt Binders

The low-temperature properties of asphalt binder have attracted attention in recent years thanks to an increase in the use of reclaimed asphalt pavements (RAP). Traditional methods to evaluate the low-temperature properties of the binder require a large amount of binder that needs to be recovered from RAP samples for testing with a Bending Beam Rheometer (BBR). To economize on sample size for RAP materials and also for emulsion residues, previous researchers have explored the potential of using a 4 mm diameter specimen with a Dynamic Shear Rheometer (DSR) in lieu of the BBR. To compare results from frequency sweep tests conducted using the DSR with results from the BBR, data from the former need to be converted to time domain and subsequently from a shear load response to an axial load response. Previous research studies have developed methods to accomplish these two conversions to compare data from the DSR with data from the BBR. The objective of this study is to examine some of these methods from the literature and elsewhere based on the principles of linear viscoelastic interconversion using a set of 11 different binders. Results using different analytical approaches from this study show that the DSR has good repeatability and verify that it can be used as a surrogate for the BBR to determine low-temperature properties, while exercising some caution with some of the assumptions related to Poisson’s ratio.
Noninferior Solution Grey Wolf Optimizer with an Independent Local Search Mechanism for Solving Economic Load Dispatch Problems

The economic load dispatch (ELD) problem is a complex optimization problem in power systems. The main task for this optimization problem is to minimize the total fuel cost of generators while also meeting the conditional constraints of valve-point loading effects, prohibited operating zones, and nonsmooth cost functions. In this paper, a novel grey wolf optimization (GWO), abbreviated as NGWO, is proposed to solve the ELD problem by introducing an independent local search strategy and a noninferior solution neighborhood independent local search technique to the original GWO algorithm to achieve the best problem solution. A local search strategy is added to the standard GWO algorithm in the NGWO, which is called GWOI, to search the local neighborhood of the global optimal point in depth and to guarantee a better candidate. In addition, a noninferior solution neighborhood independent local search method is introduced into the GWOI algorithm to find a better solution in the noninferior solution neighborhood and ensure the high probability of jumping out of the local optimum. The feasibility of the proposed NGWO method is verified on five different power systems, and it is compared with other selected methods in terms of the solution quality, convergence rate, and robustness. The compared experimental results indicate that the proposed NGWO method can efficiently solve ELD problems with higher-quality solutions.
Addressing scalability in Mobile Ad hoc Networks

Mobile Ad hoc Networks (MANETs) are wireless networks comprised of nodes which exhibit varying mobility and availability. Such networks are highly volatile, with network membership changing unpredictably over time. As Wifi-enabled mobile devices such as smartphones have become more ubiquitous and powerful, new applications which utilize ad hoc networking have emerged such as mobile multiplayer games and data sharing applications. Such applications currently work within single-hop distances, however, in the future multi-hop connections may be required in order to enable communication at increased distances. In such a scenario, routing protocols which can operate at high device densities and cope with large networks will be needed. The provision of routing information can, however, have a detrimental effect on application throughput and network scalability due to medium access limitations and radio interference. Attempting to provide relevant routing information without negatively impacting MANET usability represents a significant challenge. Existing approaches to routing in MANETs attempt to reduce these effects through the use of intelligent forwarding algorithms, flood propagation restrictions, dependence on geographical information or combinations of these approaches. These approaches are based upon wired network routing protocols which attempt to route packets to nodes with specific and unique identities or addresses. In a MANET, however, the identities of nodes may not be known in advance. Thus address or identity-based routing makes little sense in a MANET context. Additionally, the overheads generated by existing protocols when distributing routing information for every node or flooding queries throughout the network can have a significant negative impact on application throughput and network scalability. In recent years, new communication approaches have emerged, such as protocols designed to dynamically discover services and resources in the network. These protocols attempt to provide information regarding available services to interested clients. This function is necessary as uncertainties regarding network membership and node capability caused by mobility and limited battery capacity make the use static associations between services and specific node
Research on Main Techniques and Mental Control ofAerial Skier in Freestyle-Skiing

Based on theory of systemic and optimization control,this paper studies the main techniques and mental control of our aerial skiers in freestyle-skiing through combining method of laboratory and demonstration at site,group and individual tracing investigation.The result shows that inspection at site and feedback can effectively improve the control ability of speed perception in sliding phase.Imagery training should effectively promote the improvement of quality of action in the air.The technique monitoring at site can enhance the stability of landing.Several kinds of mental training can help skiers to maintain good mental state pre-competition and guarantee the normal performance.This accomplishment can provide the scientific support fir elite skiers to achieve the excellent performance.At the same time,it provides the reference for the same research in the future.
The unwritten history of green building rating tools: a personal view from some of the ‘founding fathers’

ABSTRACT It is generally accepted that the world’s first green building rating tool was BREEAM. However, the history of this rating tool, and the ones that followed it like LEED and Greenstar, is not well documented by the literature and stands the risk of being lost as the founding fathers retire and pass on. Through personal correspondence with key industry participants like Rob Watson, Nigel Howard and Jerry Yudelson, the authors have sought to document this, almost lost, history to enable future researchers in this space to better understand why green building rating tools have originated in the manner and form they have. The research has uncovered previously undocumented information on the history of these rating tools, including the decision-making process that created key structural elements of the tools, like categories and weightings. This history is key to gaining an understanding of why these green building rating tools operate the way they do, especially their holistic nature and fundamental ‘design’ and ‘construction’ rating basis. It also provides insight into the future of these rating tools and whether they can continue to be agents for transformational change in their current form.
A Model Predictive Contouring Error Precompensation Method

Contouring error has a significant effect on machining accuracy. In this paper, a model predictive contouring error precompensation method is presented that performs model-based error precompensation with feedback and constraints. The proposed method uses the predicted contouring error without compensation obtained by simulation, as the reference trajectory of the model predictive compensator. It then calculates the compensation signal using a constrained model predictive control algorithm and adds it to the original reference position as the new system input. Experiments were conducted on an X–Y table to compare the proposed method with a traditional cascaded proportional-integral (PI) controller and two existing contouring error precompensation methods. The experimental results show that higher contouring accuracy can be achieved with the proposed method for both sharp corners and free-form curves.
Modeling the Success of Windows Domain Network (WDN) Using the DeLone and McLean Information System (IS) Success Model: A University Case

This work attempts to evaluate the success of the Windows Domain Network (WDN) using the DeLone and McLean information system (IS) success model. With a case in a University in the Philippines, this study utilized a total of 290 valid responses from 424 participants. Results using structural equation modeling (SEM) indicate that information, service, and system quality demonstrate a moderately positive relationship with system usage and have a significant relationship with user satisfaction. On the other hand, system usage exhibits a significant relationship both to user satisfaction and net benefits, while user satisfaction demonstrates a positive relationship with net benefits. Findings also suggest that information quality, system quality, and service quality have a positive influence on system usage while only service quality yields no significant influence on user satisfaction. Implications of these findings are discussed in this work.
Performance evaluation and comparison of spatial modulation and non‐DC MIMO
 m
 ‐CAP techniques in indoor VLC system

Here, the authors propose and apply two novel schemes of multi-band carrierless amplitude and phase (m-CAP) modulation for spatial modulation (SM)-based visible light communications (VLC) systems. In SM, both spatial and signal constellation are utilised to improve the performance of the m-CAP system. Here, they have adopted the non-DC m-CAP which is a power efficient technique with no DC-bias. The bit error rate (BER) performance and the spectral efficiency of the proposed systems are compared with single-input single-output (SISO) and multiplexing multiple-input multiple-output (MIMO) m-CAP systems. Results demonstrate that non-DC m-CAP, with the same spectral efficiency as that of SISO m-CAP, outperforms other schemes in terms of BER due to its power efficiency; however, a higher spectral efficiency can be achieved by the SM-MIMO m-CAP scheme.
An Islamic Economic Perspective of Public Finance in Indonesia Based on Ad-Dāwūdī’s Thought in Kitāb al-Amwāl

This paper analyzes Ad-Dāwudī's thought on public finance based on the source of income of a nation, its distribution, and basic ethical assumption underlying his thought. The paper also analyses the current relevance of Ad-Dāwudī's thought for Indonesia fiscal policy with a hope of potential application. This paper was based on qualitative research using literature review to analyze economic thought of Ad-Dāwudī in his Kitāb alAmwāl. The results show that Ad-Dāwudī devised sources of national income to recurring and non-recurring type. Furthermore, he emphasizes the role of zakah for social and economic purposes. For government spending, Ad-Dāwudī noted national defense, administrative of public duties and development as main types of spending. Ad-Dāwudī also noticed the importance of government duties to the people so that state budget should be spent in best ways to ensure welfare.
Trunk Movement Quantification of Adult with and without Mental Disability during Gardening Task Using Wireless Tri-Axial Accelerometer

Nugrahaning Sani DEWI*, Masakazu KOMATSUZAKI*, **, Yuriko YAMAKAWA***, Hiromi TAKAHASHI****, Saori SHIBANUMA****, Takeshi YASUE*, *****, Tsuyoshi OKAYAMA*, ***** and Atsushi TOYODA*, ***** *United Graduate School of Agricultural Science, Tokyo University of Agriculture and Technology **Center for Field Science Research & Education, Ibaraki University ***Center for Medical Sciences, School of Health Sciences, Ibaraki Prefectural University of Health Sciences ****Ibaraki Prefectural University of Health Sciences Hospital *****College of Agriculture, Ibaraki University