The fractional Keller-Segel model

The Keller-Segel model is a system of partial differential equations modelling chemotactic aggregation in cellular systems. This model has blowing up solutions for large enough initial conditions in dimensions d >= 2, but all the solutions are regular in one dimension; a mathematical fact that crucially affects the patterns that can form in the biological system. One of the strongest assumptions of the Keller-Segel model is the diffusive character of the cellular motion, known to be false in many situations. We extend this model to such situations in which the cellular dispersal is better modelled by a fractional operator. We analyze this fractional Keller-Segel model and find that all solutions are again globally bounded in time in one dimension. This fact shows the robustness of the main biological conclusions obtained from the Keller-Segel model

Worm Algorithm for Continuous-space Path Integral Monte Carlo Simulations

We present a new approach to path integral Monte Carlo (PIMC) simulations based on the worm algorithm, originally developed for lattice models and extended here to continuous-space many-body systems. The scheme allows for efficient computation of thermodynamic properties, including winding numbers and off-diagonal correlations, for systems of much greater size than that accessible to conventional PIMC. As an illustrative application of the method, we simulate the superfluid transition of Helium-four in two dimensions.Comment: Fig. 2 differs from that of published version (includes data for larger system sizes

Fabrication of alignment structures for a fiber resonator by use of deep-ultraviolet lithography

We present a novel method to mount and align an optical-fiber-based resonator on the flat surface of an atom chip with ultrahigh precision. The structures for mounting a pair of fibers, which constitute the fiber resonator, are produced by a spin-coated SU-8 photoresist technique by use of deep-UV lithography. The design and production of the SU-8 structures are discussed. From the measured finesses we calculate the coupling loss of the SU-8 structures acting as a kind of fiber splice to be smaller than 0.013 dB.Comment: 4 pages, 3 figure

Effect of sampling rate and record length on the determination of stability and control derivatives

Flight data from five aircraft were used to assess the effects of sampling rate and record length reductions on estimates of stability and control derivatives produced by a maximum likelihood estimation method. Derivatives could be extracted from flight data with the maximum likelihood estimation method even if there were considerable reductions in sampling rate and/or record length. Small amplitude pulse maneuvers showed greater degradation of the derivative maneuvers than large amplitude pulse maneuvers when these reductions were made. Reducing the sampling rate was found to be more desirable than reducing the record length as a method of lessening the total computation time required without greatly degrading the quantity of the estimates

Design and fabrication of a centrifugally driven microfluidic disk for fully integrated metabolic assays on whole blood

For the first time, we present a novel and fully integrated centrifugal microfluidic “ lab-on-a-disk” for rapid metabolic assays in human whole blood. All essential steps comprising blood sampling, metering, plasma extraction and the final optical detection are conducted within t = 150 s in passive structures integrated on one disposable disk. Our technology features a novel plasma extraction structure (V = 500 nL, CV < 5%) without using any hydrophobic microfluidics where the purified plasma (cRBC< 0.11%) is centrifugally separated and subsequently extracted through a capillarily primed extraction channel into the detection chamber. While this capillary extraction requires precisely defined, narrow micro-structures, the reactive mixing and detection is most efficient within larger cavities. The corresponding manufacturing technique of these macro- and micro structures in the range of 30 µ m to 1000 µ m is also presented for the first time: A novel, cost-efficient hybrid prototyping technique of a multiscale epoxy master for subsequent hot embossing of polymer disks

Multispace and Multilevel BDDC

BDDC method is the most advanced method from the Balancing family of iterative substructuring methods for the solution of large systems of linear algebraic equations arising from discretization of elliptic boundary value problems. In the case of many substructures, solving the coarse problem exactly becomes a bottleneck. Since the coarse problem in BDDC has the same structure as the original problem, it is straightforward to apply the BDDC method recursively to solve the coarse problem only approximately. In this paper, we formulate a new family of abstract Multispace BDDC methods and give condition number bounds from the abstract additive Schwarz preconditioning theory. The Multilevel BDDC is then treated as a special case of the Multispace BDDC and abstract multilevel condition number bounds are given. The abstract bounds yield polylogarithmic condition number bounds for an arbitrary fixed number of levels and scalar elliptic problems discretized by finite elements in two and three spatial dimensions. Numerical experiments confirm the theory.Comment: 26 pages, 3 figures, 2 tables, 20 references. Formal changes onl

The Two Fluid Drop Snap-off Problem: Experiments and Theory

We address the dynamics of a drop with viscosity $\lambda \eta$ breaking up inside another fluid of viscosity $\eta$. For $\lambda=1$, a scaling theory predicts the time evolution of the drop shape near the point of snap-off which is in excellent agreement with experiment and previous simulations of Lister and Stone. We also investigate the $\lambda$ dependence of the shape and breaking rate.Comment: 4 pages, 3 figure

Chemotactic Collapse and Mesenchymal Morphogenesis

We study the effect of chemotactic signaling among mesenchymal cells. We show that the particular physiology of the mesenchymal cells allows one-dimensional collapse in contrast to the case of bacteria, and that the mesenchymal morphogenesis represents thus a more complex type of pattern formation than those found in bacterial colonies. We finally compare our theoretical predictions with recent in vitro experiments

The relation between SPX options and the CBOE-listed volatility derivatives

Session 327 – Market VolatilityWe propose a framework, which jointly prices SPX options, volatility index and volatility derivatives, to examine the relation between SPX options and the CBOE-listed volatility derivatives. We obtain analytical formulas for SPX options, VIX, VIX futures, and the first three conditional moments of VIX option. We estimate parameters sequentially by using different data sets. We show that the model can simultaneously capture the dynamics of VIX term structure and the implied volatility of VIX options.postprintThe 2010 Annual Meeting of the Financial Management Association (FMA), New York, N.Y., 20-23 October 2010