On the quasi-sure superhedging duality with frictions

We prove the superhedging duality for a discrete-time financial market with proportional transaction costs under model uncertainty. Frictions are modelled through solvency cones as in the original model of Kabanov (Finance Stoch. 3:237\u2013248, 1999) adapted to the quasi-sure setup of Bouchard and Nutz (Ann. Appl. Probab. 25:823\u2013859, 2015). Our approach allows removing the restrictive assumption of no arbitrage of the second kind considered in Bouchard et al. (Math. Finance 29:837\u2013860, 2019) and showing the duality under the more natural condition of strict no arbitrage. In addition, we extend the results to models with portfolio constraints

Hybrid Modeling and Experimental Cooperative Control of Multiple Unmanned Aerial Vehicles

Recent years have seen rapidly growing interest in the development of networks of multiple unmanned aerial vehicles (U.A.V.s), as aerial sensor networks for the purpose of coordinated monitoring, surveillance, and rapid emergency response. This has triggered a great deal of research in higher levels of planning and control, including collaborative sensing and exploration, synchronized motion planning, and formation or cooperative control. In this paper, we describe our recently developed experimental testbed at the University of Pennsylvania, which consists of multiple, fixed-wing UAVs. We describe the system architecture, software and hardware components, and overall system integration. We then derive high-fidelity models that are validated with hardware-in-the-loop simulations and actual experiments. Our models are hybrid, capturing not only the physical dynamics of the aircraft, but also the mode switching logic that supervises lower level controllers. We conclude with a description of cooperative control experiments involving two fixed-wing UAVs

Design of Hydroxyapatite/Magnetite (HAP/Fe3O4) Based Composites Reinforced with ZnO and MgO for Biomedical Applications

Hydroxyapatite (HAP-- Ca 10(PO4 )6 (OH)2 ) is a biocompatible and bioactive material that is widely used for biomedical applications, especially in bone replacements. It has good load carrying capacity; however, it lacks antibacterial property. New bio-composites based on bovine hydroxyapatite doped with, magnetite iron oxide (HAP/ Fe3 O4 ) matrix reinforced with ZnO and MgO nanoparticles are proposed for biomedical applications that provide improved antibacterial activity with potential to be used in magnetic therapy. Microwave sintering was used to manufacture the composites. The microstructure evolution in these composites were studied by Scanning Electron Microscopy (SEM) and Energy Dispersive Spectroscopy (EDS). Density, microhardness, compressive strength of the composites was measured and compared along with their magnetic properties. Finite element analysis simulations were performed for the compression tests

Exploring wind direction and SO2 concentration by circular-linear density estimation

The study of environmental problems usually requires the description of variables with different nature and the assessment of relations between them. In this work, an algorithm for flexible estimation of the joint density for a circular-linear variable is proposed. The method is applied for exploring the relation between wind direction and SO2 concentration in a monitoring station close to a power plant located in Galicia (NW-Spain), in order to compare the effectiveness of precautionary measures for pollutants reduction in two different years.Comment: 17 pages, 7 figures, 2 table

Electrically Small Supergain Arrays

The theory, computer simulations, and experimental measurements are presented for electrically small two-element supergain arrays with near optimal endfire gains of 7 dB. We show how the difficulties of narrow tolerances, large mismatches, low radiation efficiencies, and reduced scattering of electrically small parasitic elements are overcome by using electrically small resonant antennas as the elements in both separately driven and singly driven (parasitic) two-element electrically small supergain endfire arrays. Although rapidly increasing narrow tolerances prevent the practical realization of the maximum theoretically possible endfire gain of electrically small arrays with many elements, the theory and preliminary numerical simulations indicate that near maximum supergains are also achievable in practice for electrically small arrays with three (and possibly more) resonant elements if the decreasing bandwidth with increasing number of elements can be tolerated.Comment: 10 pages, 11 figures, submitted to IEEE Transactions on Antennas and Propagation (December 2006

Green Currents for Meromorphic Maps of Compact K\"ahler Manifolds

We consider the dynamics of meromorphic maps of compact K\"ahler manifolds. In this work, our goal is to locate the non-nef locus of invariant classes and provide necessary and sufficient conditions for existence of Green currents in codimension one.Comment: Statement of Theorem 1.5 is slightly improved. Proposition 5.2 and Theorem 5.3 are adde