Large deviations for the extended Heston model: the large-time case

We study here the large-time behaviour of all continuous affine stochastic volatility models (in the sense of Keller-Ressel) and deduce a closed-form formula for the large-maturity implied volatility smile. Based on refinements of the Gartner-Ellis theorem on the real line, our proof reveals pathological behaviours of the asymptotic smile. In particular, we show that the condition assumed in Gatheral and Jacquier under which the Heston implied volatility converges to the SVI parameterisation is necessary and sufficient

Superconducting Mg-B films by pulsed laser deposition in an in-situ two-step process using multi-component targets

Superconducting thin films have been prepared in a two-step in-situ process, using the Mg-B plasma generated by pulsed laser ablation. The target was composed of a mixture of Mg and MgB2 powders to compensate for the volatility of Mg and therefore to ensure a high Mg content in the film. The films were deposited at temperatures ranging from room temperature to 300 degrees C followed by a low-pressure in-situ annealing procedure. Various substrates have been used and diverse ways to increase the Mg content into the film were applied. The films show a sharp transition in the resistance and have a zero resistance transition temperature of 22-24 K.Comment: 4 pages, 3 figures, submitted to Applied Physics Letter

Procuring load curtailment from local customers under uncertainty

J.M. was supported by EPSRC grant no. EP/K00557X/2, A.M. was partially supported by EPSRC grant EP/P003818/1 and J.V. by a President’s PhD Scholarship from Imperial College London

Superconducting thin films of MgB2 on (001)-Si by pulsed laser deposition

Superconducting thin films have been prepared on Si-substrates, using pulsed laser deposition from a target composed of a mixture of Mg and MgB2 powders. The films were deposited at room temperature and post-annealed at 600 degrees C. The zero resistance transition temperatures were 12 K, with an onset transition temperature of 27 K. Special care has been taken to avoid oxidation of Mg in the laser plasma and deposited film, by optimizing the background pressure of Ar gas in the deposition chamber. For this the optical emission in the visible range from the plasma has been used as indicator. Preventing Mg from oxidation was found to be essential to obtain superconducting films

Quantifying High-Order Interactions in Cardiovascular and Cerebrovascular Networks

We present a method to analyze the dynamics of physiological networks beyond the framework of pairwise interactions. Our method defines the so-called O-information rate (OIR) as a measure of the higher-order interaction among several physiological variables. The OIR measure is computed from the vector autoregressive representation of multiple time series, and is applied to the network formed by heart period, systolic and diastolic arterial pressure, respiration and cerebral blood flow variability series measured in healthy subjects at rest and after head-up tilt. Our results document that cardiovascular, cerebrovascular and respiratory interactions are highly redundant, and that redundancy is enhanced by the entrainment of cardiovascular and cerebrovascular oscillations and by sympathetic activation

One-dimensional relativistic dissipative system with constant force and its quantization

For a relativistic particle under a constant force and a linear velocity dissipation force, a constant of motion is found. Problems are shown for getting the Hamiltoninan of this system. Thus, the quantization of this system is carried out through the constant of motion and using the quantization of the velocity variable. The dissipative relativistic quantum bouncer is outlined within this quantization approach.Comment: 11 pages, no figure

Superconducting Quantum Interference Device based on MgB2 nanobridges

The recently discovered superconductor MgB2, with a transition temperature of 39K, has significant potential for future electronics. An essential step is the achievement of Josephson circuits, of which the superconducting quantum interference device (SQUID) is the most important. Here, we report Josephson quantum interference in superconducting MgB2 thin films. Modulation voltages of up to 30 microvolt are observed in an all-MgB2 SQUID, based on focused ion beam patterned nanobridges. These bridges, with a length scale < 100 nm, have outstanding critical current densities of 7 x 10^6 A/cm2 at 4.2 K.Comment: submitted to Appl. Phys. Let

Mediterranean spotted fever-like illness caused by Rickettsia sibirica mongolitimonae, North Macedonia, June 2022

Mediterranean spotted fever-like illness (MSF-like illness) is a tick-borne disease caused by Rickettsia sibirica mongolitimonae first reported in France more than 25 years ago. Until today, more than 50 cases of MSF-like illness have been reported in different regions of Europe and Africa, highlighting variable clinical manifestation. Here we report a case of MSF-like illness following a bite from a Hyalomma tick in the Skopje region of North Macedonia