Scalable Parallel Numerical Constraint Solver Using Global Load Balancing

We present a scalable parallel solver for numerical constraint satisfaction problems (NCSPs). Our parallelization scheme consists of homogeneous worker solvers, each of which runs on an available core and communicates with others via the global load balancing (GLB) method. The parallel solver is implemented with X10 that provides an implementation of GLB as a library. In experiments, several NCSPs from the literature were solved and attained up to 516-fold speedup using 600 cores of the TSUBAME2.5 supercomputer.Comment: To be presented at X10'15 Worksho

Pricing Discretely Monitored Asian Options by Maturity Randomization

We present methodologies to price discretely monitored Asian options when the underlying evolves according to a generic Levy process. For geometric Asian options we provide closed-form solutions in terms of the Fourier transform and we study in particular these formulas in the Levy-stable case. For arithmetic Asian options we solve the valuation problem by recursive integration and derive a recursive theoretical formula for the moments to check the accuracy of the results. We compare the implementation of our method to Monte Carlo simulation implemented with control variates and using different parametric Levy processes. We also discuss model-risk issues

Hull Consistency Under Monotonicity

International audienceWe prove that hull consistency for a system of equations or inequalities can be achieved in polynomial time providing that the underlying functions are monotone with respect to each variable. This result holds including when variables have multiple occurrences in the expressions of the functions, which is usually a pitfall for interval-based contractors. For a given constraint, an optimal contractor can thus be enforced quickly under monotonicity and the practical significance of this theoretical result is illustrated on a simple example

Statistical mechanics of a colloidal suspension in contact with a fluctuating membrane

Surface effects are generally prevailing in confined colloidal systems. Here we report on dispersed nanoparticles close to a fluid membrane. Exact results regarding the static organization are derived for a dilute solution of non-adhesive colloids. It is shown that thermal fluctuations of the membrane broaden the density profile, but on average colloids are neither accumulated nor depleted near the surface. The radial correlation function is also evaluated, from which we obtain the effective pair-potential between colloids. This entropically-driven interaction shares many similarities with the familiar depletion interaction. It is shown to be always attractive with range controlled by the membrane correlation length. The depth of the potential well is comparable to the thermal energy, but depends only indirectly upon membrane rigidity. Consequenses for stability of the suspension are also discussed

Constructing a Stochastic Model of Bumblebee Flights from Experimental Data

PMCID: PMC3592844This is an open-access article distributed under the terms of the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited

Set-up of a population-based familial breast cancer registry in Geneva, Switzerland: validation of first results

Background: This article evaluates the accuracy of family history of breast and ovarian cancer among first-degree relatives of breast cancer patients, retrospectively collected during the setting up of a population-based family breast cancer registry. Patients and methods: Family histories of cancer for all women with breast cancer recorded at the Geneva Cancer Registry from 1990 to 1999 were retrospectively extracted from medical files. The accuracy of these family histories was validated among Swiss women born in Geneva: all 119 with a family history of breast (n = 110) or ovarian (n = 9) cancer and a representative sample of 100 women with no family history of breast or ovarian cancer. We identified the first-degree relatives of these women with information from the Cantonal Population Office. All first-degree relatives, resident in Geneva from 1970 to 1999, were linked to the cancer registry database for breast and ovarian cancer occurrence. Sensitivity, specificity and level of overall agreement (κ) were calculated. Results: Among 310 first-degree relatives identified, 61 had breast cancer and six had ovarian cancer recorded at the Geneva Cancer Registry. The sensitivity, specificity and κ of the reported family histories of breast cancer were 98%, 97% and 0.97, respectively. For ovarian cancer, the sensitivity, specificity and κ were 67%, 99%, and 0.66, respectively. Conclusions: This study indicates that retrospectively obtained family histories are very accurate for breast cancer. For ovarian cancer, family histories are less precise and may need additional verificatio

Rapid assembly of functionalised spirocyclic indolines by palladium-catalysed dearomatising diallylation of indoles with allyl acetate

Herein, we report the application of allyl acetate to the palladium-catalysed dearomatising diallylation of indoles. The reaction can be carried out by using a readily available palladium catalyst at room temperature, and can be applied to a wide range of substituted indoles to provide access to the corresponding 3,3-diallylindolinines. These compounds are versatile synthetic intermediates that readily undergo Ugi reactions or proline-catalysed asymmetric Mannich reactions. Alternatively, acylation of the 3,3-diallylindolinines with an acid chloride or a chloroformate, followed by treatment with aluminium chloride, enables 2,3-diallylindoles to be prepared. By using ring-closing metathesis, functionalised spirocyclic indoline scaffolds can be accessed from the Ugi products, and a dihydrocarbazole can be prepared from the corresponding 2,3-diallylindole. © 2014 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim

Truncated Levy Random Walks and Generalized Cauchy Processes

A continuous Markovian model for truncated Levy random walks is proposed. It generalizes the approach developed previously by Lubashevsky et al. Phys. Rev. E 79, 011110 (2009); 80, 031148 (2009), Eur. Phys. J. B 78, 207 (2010) allowing for nonlinear friction in wondering particle motion and saturation of the noise intensity depending on the particle velocity. Both the effects have own reason to be considered and individually give rise to truncated Levy random walks as shown in the paper. The nonlinear Langevin equation governing the particle motion was solved numerically using an order 1.5 strong stochastic Runge-Kutta method and the obtained numerical data were employed to calculate the geometric mean of the particle displacement during a certain time interval and to construct its distribution function. It is demonstrated that the time dependence of the geometric mean comprises three fragments following one another as the time scale increases that can be categorized as the ballistic regime, the Levy type regime (superballistic, quasiballistic, or superdiffusive one), and the standard motion of Brownian particles. For the intermediate Levy type part the distribution of the particle displacement is found to be of the generalized Cauchy form with cutoff. Besides, the properties of the random walks at hand are shown to be determined mainly by a certain ratio of the friction coefficient and the noise intensity rather then their characteristics individually.Comment: 7 pages, 3 figure