Monte-Carlo methods for the pricing of American options: a semilinear BSDE point of view

We extend the viscosity solution characterization proved in [5] for call/put American option prices to the case of a general payoff function in a multi-dimensional setting: the price satisfies a semilinear re-action/diffusion type equation. Based on this, we propose two new numerical schemes inspired by the branching processes based algorithm of [8]. Our numerical experiments show that approximating the discontinu-ous driver of the associated reaction/diffusion PDE by local polynomials is not efficient, while a simple randomization procedure provides very good results

A Survey of Different IoMT Protocols for Healthcare Applications

The increasing use of wireless technologies in healthcare has provided new opportunities for remote patient monitoring, medical device communication, and electronic health record management. However, choosing the appropriate wireless technology for healthcare applications can be challenging due to their unique advantages and limitations. In this context, the following study explores the applications and limitations of various wireless technologies used in healthcare, including BLE, Zigbee, Wi-Fi, Cellular, LoRaWAN, NB-IoT, and Thread. BLE is commonly used for wireless data transfer from medical devices, remote patient monitoring, and location tracking. Zigbee is used for remote patient monitoring, medical device communication, and home health monitoring. Wi-Fi is used for remote patient monitoring, telemedicine, and electronic health record management. Cellular technology is used for remote patient monitoring, telemedicine, and emergency response. LoRaWAN is used for remote patient monitoring, asset tracking, and environmental monitoring. NB-IoT is used for remote patient monitoring and medical device communication. Thread is used for remote patient monitoring, asset tracking, and environmental monitoring. The study reveals that each wireless technology has its own unique advantages and limitations. For example, BLE has a limited range of up to 10 meters and limited bandwidth, while Zigbee has a range of up to 100 meters and limited bandwidth. Wi-Fi has high power consumption, which may not be suitable for battery-operated medical devices, while Cellular technology also has high power consumption and limited coverage in certain areas. LoRaWAN has limited bandwidth, and NB-IoT coverage may be limited in certain areas. Thread has a limited range and limited bandwidth. Our study recommend that healthcare providers should consider the range, bandwidth, power consumption, and reliability of communication to ensure that the chosen wireless technology meets the requirements of their application

Energy reconstruction on the LHC ATLAS TileCal upgraded front end: feasibility study for a sROD co-processing unit

Dissertation presented in ful lment of the requirements for the degree of: Master of Science in Physics 2016The Phase-II upgrade of the Large Hadron Collider at CERN in the early 2020s will enable an order of magnitude increase in the data produced, unlocking the potential for new physics discoveries. In the ATLAS detector, the upgraded Hadronic Tile Calorimeter (TileCal) Phase-II front end read out system is currently being prototyped to handle a total data throughput of 5.1 TB/s, from the current 20.4 GB/s. The FPGA based Super Read Out Driver (sROD) prototype must perform an energy reconstruction algorithm on 2.88 GB/s raw data, or 275 million events per second. Due to the very high level of pro ciency required and time consuming nature of FPGA rmware development, it may be more e ective to implement certain complex energy reconstruction and monitoring algorithms on a general purpose, CPU based sROD co-processor. Hence, the feasibility of a general purpose ARM System on Chip based co-processing unit (PU) for the sROD is determined in this work. A PCI-Express test platform was designed and constructed to link two ARM Cortex-A9 SoCs via their PCI-Express Gen-2 x1 interfaces. Test results indicate that the latency of the PCI-Express interface is su ciently low and the data throughput is superior to that of alternative interfaces such as Ethernet, for use as an interconnect for the SoCs to the sROD. CPU performance benchmarks were performed on ve ARM development platforms to determine the CPU integer, oating point and memory system performance as well as energy e ciency. To complement the benchmarks, Fast Fourier Transform and Optimal Filtering (OF) applications were also tested. Based on the test results, in order for the PU to process 275 million events per second with OF, within the 6 s timing budget of the ATLAS triggering system, a cluster of three Tegra-K1, Cortex-A15 SoCs connected to the sROD via a Gen-2 x8 PCI-Express interface would be suitable. A high level design for the PU is proposed which surpasses the requirements for the sROD co-processor and can also be used in a general purpose, high data throughput system, with 80 Gb/s Ethernet and 15 GB/s PCI-Express throughput, using four X-Gene SoCs

Distributed Leadership: Theorizing a Mindful Engagement Component

The distributive leader cannot influence organizational performance without taking into consideration the capabilities of team members to achieve a common goal (McIntyre, 2003; Harris, 2003). To leverage the capabilities of teams, distributive leaders need to be mindfully attentive in establishing a collective interpretation of the current organizational situation. However, establishing a collective interpretation may not be effective if distributive leaders do not initially consider the importance of creating group learning environments to engage diverse group members (Ashford & DeRue, 2012). The purpose of this integrative literature review is to explore theoretical and empirical research examining the potential of mindful engagement as a prospective component of distributed leadership. It considers the existing knowledge base on distributed leadership at the group level, addresses some assumptions and misconceptions associated with leadership practices across diverse groups, and highlights a few areas for further attention, including diverse groups in the workplace and leadership practices in group settings. The review concludes by proposing mindful engagement as a potential component of distributed leadership that could significantly enhance the future development of leadership practices in organizations

VARIwise: a general-purpose adaptive control simulation framework for spatially and temporally varied irrigation at sub-field scale

Irrigation control strategies may be used to improve the site-specific irrigation of cotton via lateral move and centre pivot irrigation machines. A simulation framework ‘VARIwise’ has been created to aid the development, evaluation and management of spatially and temporally varied site-specific irrigation control strategies. VARIwise accommodates sub-field scale variations in all input parameters using a 1 m2 cell size, and permits application of differing control strategies within the field, as well as differing irrigation amounts down to this scale. In this paper the motivation and objectives for the creation of VARIwise are discussed, the structure of the software is outlined and an example of the use and utility of VARIwise is presented. Three irrigation control strategies have been simulated in VARIwise using a cotton model with a range of input parameters including spatially variable soil properties, non-uniform irrigation application, three weather profiles and two crop varieties. The simulated yield and water use efficiency were affected by the combination of input parameters and the control strategy implemented

EFEKTIFITAS MODEL PEMBELAJARAN PROJECT-BASED LEARNING (PjBL) TERHADAP HASIL BELAJAR FISIKA POKOK BAHASAN FLUIDA

The purpose of this study is to obtain information about learning through the ability of inquiry in tracing how scientists discover fluid laws, and how to avoid  misconception in understanding the law of Archimedes in particular and fluid in general. This research was conducted in class XI IPA SMA N 11 Kabupaten Tangerang by integrating project Based Learning Model (PjBL), and the topic is about fluid. The competence measured includes  analyzing the relationship of laws in static and dynamic fluids, and their application in everyday life. The results showed, there is an increase in the understanding of learners in learning Tujuan penelitian ini adalah untuk memperoleh informasi tentang hasil belajaryang diperoleh peserta didik melalui kemampuan inkuiri dalam menelusuri bagaimana ilmuwan menemukan hukum-hukum fluida. Sehingga tidak terjadi miskonsepsi dalam memahami hukum Archimedes pada khususnya dan fluida pada umumnya. Penelitian ini dilakukan di kelas XI IPA SMA N 11 Kabupaten Tangerang dengan mengintegrasikan model pembelajaran Project Based Learning (PjBL) dengan pokok bahasan fluida, berorientasi pada kompetensi dasar: menganalisis hubungan hukum-hukum dalam fluida statis dan fluida dinamis serta penerapannya dalam kehidupan sehari-hari. Hasil penelitian menunjukkan, terdapat peningkatan pemahaman peserta didik dalam mempelajari fluida

Modelling of crystal structure of cis-1,2,3,6 and 3,4,5,6-tetrahydrophthalic anhydrides using lattice energy calculations

Lattice energy calculations using a model potential were performed to model the crystal structures of cis-1,2,3,6- and 3,4,5,6-tetrahydrophthalic (THP) anhydrides. The optimized molecular models using the DFT method at the B3LYP/6-31G** level were found consistent with the available experimental evidence and allowed all differences observed in crystal packing between cis-1,2,3,6- and 3,4,5,6-THP anhydrides to be reproduced. Calculations provide evidence for the presence of dipole–dipole C=O?C=O intermolecular interactions and support the idea that the molecules distort from their ideal geometries, improving packing in both crystals. The search for minima in the lattice energy of both crystals amongst the more common space groups with Z’?=?1, using a simulated annealing crystal structure prediction procedure followed by lattice energy minimization showed that the observed structure of 3,4,5,6-THP anhydride (Z’?=?2) is the thermodynamically most stable, and allowed us to justify why 3,4,5,6-THP anhydride crystallizes in such a complex structure with 16 molecules in the unit cell. The computational model was successful in predicting the second observed form at 173 K for cis-1,2,3,6-THP anhydride as a polymorph, and could predict several hypothetical structures with Z’?=?1 that appear competitive with the observed structures. The results of phonon estimates of zero point intermolecular vibrational energy and entropy suggest that crystal structures of cis-1,2,3,6-THP anhydride cannot be predicted solely on the basis of lattice energy; factors other than thermodynamics favor the observed structures