bluuebunny/crossref_metadata_2025_split huggingface dataset:
A Robust Numerical Simulation of a Fractional Black–Scholes Equation for Pricing American Options
Authors: Nuugulu S. M. , Gideon F. , Patidar K. C. 
Published: June 2024

Abstract
After the discovery of fractal structures of financial markets, fractional partial differential equations (fPDEs) became very popular in studying dynamics of financial markets. Available research results involves two key modelling aspects; firstly, derivation of tractable asset pricing models, those that closely reflects the actual dynamics of financial markets. Secondly, the development of robust numerical solution methods. Often times, most the effective models are of a nonlinear nature, and as such, reliable analytical solution methods are seldomly available. On the other hand, the accurate value of American options strongly lies on the unknown free boundaries associated with these types of derivative contracts. The free boundaries emanates from the flexibility of the early exercise features with American options. To the best of our knowledge, the approach of pricing American options under the fractional calculus framework has not been extensively explored in literature, and an obvious wider research gap still exist on the design of robust solution methods for pricing American option problems formulated under the fractional calculus framework. Therefore, this paper serve to propose a robust numerical scheme for solving time-fractional Black–Scholes PDEs for pricing American put option problems. The proposed scheme is based on the front-fixing algorithm, under which the early exercise boundaries are transformed into fixed boundaries, allowing for a simultaneous computation of optimal exercise boundaries and their corresponding fair premiums. Results herein indicate that, the proposed numerical scheme is consistent, stable, convergent with order

$${\mathcal {O}}(h^2,k)$$

O
(

h
2

,
k
)

, and also does guarantee positivity of solutions under all possible market conditions.
Prolonged Multi‐Phase Magmatism Due To Plume‐Lithosphere Interaction as Applied to the High Arctic Large Igneous Province
Authors: Heyn Björn H. , Shephard Grace E. , Conrad Clinton P. 
Published: June 2024

AbstractThe widespread High Arctic Large Igneous Province (HALIP) exhibits prolonged melting over more than 50 Myr, an observation that is difficult to reconcile with the classic view that large igneous provinces (LIPs) originate from melting in plume heads. Hence, the suggested plume‐related origin and classification of HALIP as a LIP have been questioned. Here, we use numerical models that include melting and melt migration to investigate a rising plume interacting with lithosphere of variable thickness, that is, a basin‐to‐craton setting applicable to the Arctic. Models reveal that melt migration introduces significant spatial and temporal variations in melt volumes and pulses of melt production, including protracted melting for at least about 30–40 Myr, because of the dynamic feedback between migrating melt and local lithosphere thinning. For HALIP, plume material deflected from underneath the Greenland craton can re‐activate melting zones below the previously plume‐influenced Sverdrup Basin after a melt‐free period of about 10–15 Myr, even though the plume is already ∼500 km away. Hence, actively melting zones do not necessarily represent the location of the deeper plume stem at a given time, especially for secondary pulses. Additional processes such as (minor) plume flux variations or local lithospheric extension may alter the timing and volume of HALIP pulses, but are to first order not required to reproduce the long‐lived and multi‐pulse magmatism of HALIP. Since melting zones are always plume‐fed, we would expect HALIP magmatism to exhibit plume‐related trace element signatures throughout time, potentially shifting from mostly tholeiitic toward more alkalic compositions.
Resolving Convection of CO2 Ice Clouds in the Martian Polar Nights
Authors: Caillé Vincent , Spiga Aymeric , Määttänen Anni , Falletti Lola , Mathé Christophe 
Published: June 2024

AbstractMartian CO2 ice clouds are intriguing features, representing a rare occurrence of atmospheric condensation of a major component. These clouds play a crucial role due to their radiative properties, interactions with surface, and coupling with microphysical cycles of aerosols. Observations have been limited, prompting modeling studies to understand their formation and dynamics. Here, we present the first high‐resolution 3D simulations of CO2 ice clouds using a Large‐Eddy Simulation (LES) model incorporating CO2 microphysics. We investigate cloud formation in idealized temperature perturbations in the polar night. A reference simulation with a −2K perturbation demonstrates that the formed CO2 ice cloud possesses a convective potential, leading to its ascent in the troposphere. We determine the timescales and orders of magnitude of various phenomena involved in the lifecycle of a CO2 ice cloud. Sensitivity tests show that convection can be inhibited or intensified by the thermodynamic and microphysical conditions of the simulated environment.
Circulation Timescales and Pathways of Atlantic Water in the Canada Basin: Insights From Transient Tracers 129I and 236U
Authors: Payne Annabel , Wefing Anne‐Marie , Christl Marcus , Vockenhuber Christof , Williams William , Smith John N. , Casacuberta Núria 
Published: June 2024

AbstractAnthropogenic radionuclides 129I and 236U are used to investigate pathways of the Atlantic Water flow in the Canada Basin, estimate transport timescales, and investigate mixing dynamics within the Atlantic Water layer and the overlying Pacific Water. Transit Time Distribution (TTD) model mean ages indicate water takes 25–35 years to reach the Canada Basin from the entrance of the Arctic, with limited lateral and vertical mixing along the core of the Arctic Ocean Boundary Current. Mode ages obtained from the model yield shorter transport times of 20–32 years. These age estimates agree with previous studies using these radionuclides and ventilation tracers in this region, indicating a steady‐state flow of Atlantic Water for the last 15 years. The distribution of the isotopes in the Atlantic layer indicates two pathways Atlantic Water may take into the basin, supported by the distribution of ages in the TTD model. End‐member mixing models indicate that the Pacific Winter water acquires a 20%–40% Atlantic Water signal of the radionuclides, upwelled over short periods, most likely along the shelf and Barrow Canyon region.
Controlling Effect of Particle Size on Gas Hydrate Enrichment in Fine‐Grained Sediments
Authors: Bai Chenyang , Su Pibo , Xu Xiaolei , Zhang Yu , Han Shujun , Liang Jinqiang 
Published: June 2024

AbstractThe particle size of sediments below the seabed is a crucial factor affecting the formation and enrichment of gas hydrates. Apart from the formation and enrichment law of gas hydrate in coarse‐grained sediments (dominated by a sandy‐sized fraction), in the fine‐grained sediments (<62.5 μm) which accounts for more than 90% of offshore gas hydrate resources globally, the control effect of sediment particle size on gas hydrate is still unclear. Therefore, understanding the relationship between the fine‐grained sediment particle size and gas hydrate enrichment is essential for revealing the global distribution and dynamic evolution of gas hydrates. Here, we analyzed the vertical gas hydrate saturation, particle size parameters of sediments, whole‐rock minerals, and clay mineral components based on drilling data and sediment samples from fine‐grained gas hydrate reservoirs (GHRs) in the Shenhu area of the northern South China Sea. The results show that in fine‐grained sediments, the coarse particles cannot improve the reservoir quality or enrich the gas hydrate because many fine particles fill the intergranular pores formed by the coarse particles. Meanwhile, the fine particles were dominated by clay minerals, especially in the illite/smectite mixed layer, which significantly reduced the permeability of the sediment layer and was not conducive to the enrichment of gas hydrates. Moreover, sedimentary processes directly control the sediment particle size and mineral composition, which play an essential role in controlling GHRs at the macroscale. In the fine‐grained sediments, very fine sediments (<8 μm) have a more significant negative impact on gas hydrate enrichment.
Asymmetric Efficacies Between Warm and Cold Pacific Meridional Modes in Inducing ENSO
Authors: Li Xumin , Yu Jin‐Yi , Ding Ruiqiang , Hu Jianyu , Tuo Peng‐Fei 
Published: June 2024

AbstractThis study investigates boreal spring events of Pacific Meridional Mode (PMM) from 1950 to 2022, revealing that cold PMM is more effective in triggering subsequent La Niña compared to warm PMM's induction of following El Niño. This asymmetry stems from the varying origins and sub‐efficacies of PMM groups. The cold PMM is primarily initiated by pre‐existing La Niña, while the warm PMM is comparably activated by pre‐existing El Niño and internal atmospheric dynamics. PMMs initiated by pre‐existing El Niño or La Niña play a crucial role in determining the efficacies of PMMs in triggering subsequent El Niño‐Southern Oscillation (ENSO). The strong discharge of pre‐existing El Niño hampers warm PMM's induction of subsequent El Niño, whereas weak recharge from pre‐existing La Niña enhances the efficacy of cold PMM in inducing subsequent La Niña. Comprehending not only the PMM phase but also its origin is crucial for ENSO research and prediction.
Multiomic analysis identifies a high-risk signature that predicts early clinical failure in DLBCL
Authors: Wenzl Kerstin , Stokes Matthew E. , Novak Joseph P. , Bock Allison M. , Khan Sana , Hopper Melissa A. , Krull Jordan E. , Dropik Abigail R. , Walker Janek S. , Sarangi Vivekananda , Mwangi Raphael , Ortiz Maria , Stong Nicholas , Huang C. Chris , Maurer Matthew J. , Rimsza Lisa , Link Brian K. , Slager Susan L. , Asmann Yan , Mondello Patrizia , Morin Ryan , Ansell Stephen M. , Habermann Thomas M. , Witzig Thomas E. , Feldman Andrew L. , King Rebecca L. , Nowakowski Grzegorz , Cerhan James R. , Gandhi Anita K. , Novak Anne J. 
Published: June 2024

AbstractRecent genetic and molecular classification of DLBCL has advanced our knowledge of disease biology, yet were not designed to predict early events and guide anticipatory selection of novel therapies. To address this unmet need, we used an integrative multiomic approach to identify a signature at diagnosis that will identify DLBCL at high risk of early clinical failure. Tumor biopsies from 444 newly diagnosed DLBCL were analyzed by WES and RNAseq. A combination of weighted gene correlation network analysis and differential gene expression analysis was used to identify a signature associated with high risk of early clinical failure independent of IPI and COO. Further analysis revealed the signature was associated with metabolic reprogramming and identified cases with a depleted immune microenvironment. Finally, WES data was integrated into the signature and we found that inclusion of ARID1A mutations resulted in identification of 45% of cases with an early clinical failure which was validated in external DLBCL cohorts. This novel and integrative approach is the first to identify a signature at diagnosis, in a real-world cohort of DLBCL, that identifies patients at high risk for early clinical failure and may have significant implications for design of therapeutic options.
BiœmuS: A new tool for neurological disorders studies through real-time emulation and hybridization using biomimetic Spiking Neural Network
Authors: Beaubois Romain , Cheslet Jérémy , Duenki Tomoya , De Venuto Giuseppe , Carè Marta , Khoyratee Farad , Chiappalone Michela , Branchereau Pascal , Ikeuchi Yoshiho , Levi Timothée 
Published: June 2024

AbstractCharacterization and modeling of biological neural networks has emerged as a field driving significant advancements in our understanding of brain function and related pathologies. As of today, pharmacological treatments for neurological disorders remain limited, pushing the exploration of promising alternative approaches such as electroceutics. Recent research in bioelectronics and neuromorphic engineering have fostered the development of the new generation of neuroprostheses for brain repair. However, achieving their full potential necessitates a deeper understanding of biohybrid interaction. In this study, we present a novel real-time, biomimetic, cost-effective and user-friendly neural network capable of real-time emulation for biohybrid experiments. Our system facilitates the investigation and replication of biophysically detailed neural network dynamics while prioritizing cost-efficiency, flexibility and ease of use. We showcase the feasibility of conducting biohybrid experiments using standard biophysical interfaces and a variety of biological cells as well as real-time emulation of diverse network configurations. We envision our system as a crucial step towards the development of neuromorphic-based neuroprostheses for bioelectrical therapeutics, enabling seamless communication with biological networks on a comparable timescale. Its embedded real-time functionality enhances practicality and accessibility, amplifying its potential for real-world applications in biohybrid experiments.
Feld-induced modulation of two-dimensional electron gas at LaAlO3/SrTiO3 interface by polar distortion of LaAlO3
Authors: Seo Jinsol , Lee Hyungwoo , Eom Kitae , Byun Jinho , Min Taewon , Lee Jaekwang , Lee Kyoungjun , Eom Chang-Beom , Oh Sang Ho 
Published: June 2024

AbstractSince the discovery of two-dimensional electron gas at the LaAlO3/SrTiO3 interface, its intriguing physical properties have garnered significant interests for device applications. Yet, understanding its response to electrical stimuli remains incomplete. Our in-situ transmission electron microscopy analysis of a LaAlO3/SrTiO3 two-dimensional electron gas device under electrical bias reveals key insights. Inline electron holography visualized the field-induced modulation of two-dimensional electron gas at the interface, while electron energy loss spectroscopy showed negligible electromigration of oxygen vacancies. Instead, atom-resolved imaging indicated that electric fields trigger polar distortion in the LaAlO3 layer, affecting two-dimensional electron gas modulation. This study refutes the previously hypothesized role of oxygen vacancies, underscoring the lattice flexibility of LaAlO3 and its varied polar distortions under electric fields as central to two-dimensional electron gas dynamics. These findings open pathways for advanced oxide nanoelectronics, exploiting the interplay of polar and nonpolar distortions in LaAlO3.
Probing the structure of water in individual living cells
Authors: Lang Xiaoqi , Shi Lixue , Zhao Zhilun , Min Wei 
Published: June 2024

AbstractWater regulates or even governs a wide range of biological processes. Despite its fundamental importance, surprisingly little is known about the structure of intracellular water. Herein we employ a Raman micro-spectroscopy technique to uncover the composition, abundance and vibrational spectra of intracellular water in individual living cells. In three different cell types, we show a small but consistent population (~3%) of non-bulk-like water. It exhibits a weakened hydrogen-bonded network and a more disordered tetrahedral structure. We attribute this population to biointerfacial water located in the vicinity of biomolecules. Moreover, our whole-cell modeling suggests that all soluble (globular) proteins inside cells are surrounded by, on average, one full molecular layer (about 2.6 Angstrom) of biointerfacial water. Furthermore, relative invariance of biointerfacial water is observed among different single cells. Overall, our study not only opens up experimental possibilities of interrogating water structure in vivo but also provides insights into water in life.
Sensory ASIC3 channel exacerbates psoriatic inflammation via a neurogenic pathway in female mice
Authors: Huang Chen , Sun Pei-Yi , Jiang Yiming , Liu Yuandong , Liu Zhichao , Han Shao-Ling , Wang Bao-Shan , Huang Yong-Xin , Ren An-Ran , Lu Jian-Fei , Jiang Qin , Li Ying , Zhu Michael X. , Yao Zhirong , Tian Yang , Qi Xin , Li Wei-Guang , Xu Tian-Le 
Published: June 2024

AbstractPsoriasis is an immune-mediated skin disease associated with neurogenic inflammation, but the underlying molecular mechanism remains unclear. We demonstrate here that acid-sensing ion channel 3 (ASIC3) exacerbates psoriatic inflammation through a sensory neurogenic pathway. Global or nociceptor-specific Asic3 knockout (KO) in female mice alleviates imiquimod-induced psoriatic acanthosis and type 17 inflammation to the same extent as nociceptor ablation. However, ASIC3 is dispensable for IL-23-induced psoriatic inflammation that bypasses the need for nociceptors. Mechanistically, ASIC3 activation induces the activity-dependent release of calcitonin gene-related peptide (CGRP) from sensory neurons to promote neurogenic inflammation. Botulinum neurotoxin A and CGRP antagonists prevent sensory neuron-mediated exacerbation of psoriatic inflammation to similar extents as Asic3 KO. In contrast, replenishing CGRP in the skin of Asic3 KO mice restores the inflammatory response. These findings establish sensory ASIC3 as a critical constituent in psoriatic inflammation, and a promising target for neurogenic inflammation management.
A stochastic vs deterministic perspective on the timing of cellular events
Authors: Ham Lucy , Coomer Megan A. , Öcal Kaan , Grima Ramon , Stumpf Michael P. H. 
Published: June 2024

AbstractCells are the fundamental units of life, and like all life forms, they change over time. Changes in cell state are driven by molecular processes; of these many are initiated when molecule numbers reach and exceed specific thresholds, a characteristic that can be described as “digital cellular logic”. Here we show how molecular and cellular noise profoundly influence the time to cross a critical threshold—the first-passage time—and map out scenarios in which stochastic dynamics result in shorter or longer average first-passage times compared to noise-less dynamics. We illustrate the dependence of the mean first-passage time on noise for a set of exemplar models of gene expression, auto-regulatory feedback control, and enzyme-mediated catalysis. Our theory provides intuitive insight into the origin of these effects and underscores two important insights: (i) deterministic predictions for cellular event timing can be highly inaccurate when molecule numbers are within the range known for many cells; (ii) molecular noise can significantly shift mean first-passage times, particularly within auto-regulatory genetic feedback circuits.
Non-consecutive enzyme interactions within TCA cycle supramolecular assembly regulate carbon-nitrogen metabolism
Authors: Jasinska Weronika , Dindo Mirco , Cordoba Sandra M. C. , Serohijos Adrian W. R. , Laurino Paola , Brotman Yariv , Bershtein Shimon 
Published: June 2024

AbstractEnzymes of the central metabolism tend to assemble into transient supramolecular complexes. However, the functional significance of the interactions, particularly between enzymes catalyzing non-consecutive reactions, remains unclear. Here, by co-localizing two non-consecutive enzymes of the TCA cycle from Bacillus subtilis, malate dehydrogenase (MDH) and isocitrate dehydrogenase (ICD), in phase separated droplets we show that MDH-ICD interaction leads to enzyme agglomeration with a concomitant enhancement of ICD catalytic rate and an apparent sequestration of its reaction product, 2-oxoglutarate. Theory demonstrates that MDH-mediated clustering of ICD molecules explains the observed phenomena. In vivo analyses reveal that MDH overexpression leads to accumulation of 2-oxoglutarate and reduction of fluxes flowing through both the catabolic and anabolic branches of the carbon-nitrogen intersection occupied by 2-oxoglutarate, resulting in impeded ammonium assimilation and reduced biomass production. Our findings suggest that the MDH-ICD interaction is an important coordinator of carbon-nitrogen metabolism.
Full-color, time-valve controllable and Janus-type long-persistent luminescence from all-inorganic halide perovskites
Authors: Chen Tianhong , Yan Dongpeng 
Published: June 2024

AbstractLong persistent luminescence (LPL) has gained considerable attention for the applications in decoration, emergency signage, information encryption and biomedicine. However, recently developed LPL materials – encompassing inorganics, organics and inorganic-organic hybrids – often display monochromatic afterglow with limited functionality. Furthermore, triplet exciton-based phosphors are prone to thermal quenching, significantly restricting their high emission efficiency. Here, we show a straightforward wet-chemistry approach for fabricating multimode LPL materials by introducing both anion (Br−) and cation (Sn2+) doping into hexagonal CsCdCl3 all-inorganic perovskites. This process involves establishing new trapping centers from [CdCl6-nBrn]4− and/or [Sn2-nCdnCl9]5− linker units, disrupting the local symmetry in the host framework. These halide perovskites demonstrate afterglow duration time ( > 2,000 s), nearly full-color coverage, high photoluminescence quantum yield ( ~ 84.47%), and the anti-thermal quenching temperature up to 377 K. Particularly, CsCdCl3:x%Br display temperature-dependent LPL and time-valve controllable time-dependent luminescence, while CsCdCl3:x%Sn exhibit forward and reverse excitation-dependent Janus-type luminescence. Combining both experimental and computational studies, this finding not only introduces a local-symmetry breaking strategy for simultaneously enhancing afterglow lifetime and efficiency, but also provides new insights into the multimode LPL materials with dynamic tunability for applications in luminescence, photonics, high-security anti-counterfeiting and information storage.
Analyzing atomic force microscopy images of virus-like particles by expectation-maximization
Authors: McCormick Rachel A. , Ralbovsky Nicole M. , Gilbraith William , Smith Joseph P. , Booksh Karl S. 
Published: June 2024

AbstractAnalysis of virus-like particles (VLPs) is an essential task in optimizing their implementation as vaccine antigens for virus-initiated diseases. Interrogating VLP collections for elasticity by probing with a rigid atomic force microscopy (AFM) tip is a potential method for determining VLP morphological changes. During VLP morphological change, it is not expected that all VLPs would be in the same state. This leads to the open question of whether VLPs may change in a continuous or stepwise fashion. For continuous change, the statistical distribution of observed VLP properties would be expected as a single distribution, while stepwise change would lead to a multimodal distribution of properties. This study presents the application of a Gaussian mixture model (GMM), fit by the Expectation-Maximization (EM) algorithm, to identify different states of VLP morphological change observed by AFM imaging.