Quantum-accelerated multilevel Monte Carlo methods for stochastic differential equations in mathematical finance

Inspired by recent progress in quantum algorithms for ordinary and partial differential equations, we study quantum algorithms for stochastic differential equations (SDEs). Firstly we provide a quantum algorithm that gives a quadratic speed-up for multilevel Monte Carlo methods in a general setting. As applications, we apply it to compute expection values determined by classical solutions of SDEs, with improved dependence on precision. We demonstrate the use of this algorithm in a variety of applications arising in mathematical finance, such as the Black-Scholes and Local Volatility models, and Greeks. We also provide a quantum algorithm based on sublinear binomial sampling for the binomial option pricing model with the same improvement.Comment: 36 pages, 6 figure

Activity of Platinum/Carbon and Palladium/Carbon Catalysts Promoted by Ni2P in Direct Ethanol Fuel Cells

Ethanol is an alternative fuel for direct alcohol fuel cells, in which the electrode materials are commonly based on Pt or Pd. Owing to the excellent promotion effect of Ni2P that was found in methanol oxidation, we extended the catalyst system of Pt or Pd modified by Ni2P in direct ethanol fuel cells. The Ni2P-promoted catalysts were compared to commercial catalysts as well as to reference catalysts promoted with only Ni or only P. Among the studied catalysts, Pt/C and Pd/C modified by Ni2P (30 wt%) showed both the highest activity and stability. Upon integration into the anode of a homemade direct ethanol fuel cell, the Pt-Ni2P/C-30% catalyst showed a maximum power density of 21 mWcm^-2, which is approximately two times higher than that of a commercial Pt/C catalyst. The Pd- Ni2P/C-30% catalyst exhibited a maximum power density of 90 mWcm^-2. This is approximately 1.5 times higher than that of a commercial Pd/C catalyst. The discharge stability on both two catalysts was also greatly improved over a 12 h discharge operation

Unknown Weak Signal Detection Based on Duffing Oscillator

Chaotic systems are widely used to detect the weak signal of the noise background. The effect of the noise in the detection is often ignored because of the characteristics of sensitive to certain signals and inert to noise. However, it's found that chaotic system has low noise immunity for some different variance of noise after a large number of experiments, which makes mistake for the signal to be measured. In this paper, the affection of noise to weak signal detection is analyzed. The method of using cross-correlation detection system to process the signal is proposed, which can suppress noise. Also, the cyclic algorithm is introduced to the chaotic array which is universal poor and difficult to achieve with the application. This method is simple to operate and the simulation results have high accuracy

Neurotrophic Signaling Factors in Brain Ischemia/Reperfusion Rats: Differential Modulation Pattern between Single-Time and Multiple Electroacupuncture Stimulation

Electroacupuncture (EA) treatment has been widely used for stroke-like disorders in traditional Chinese medicine. However, the underlying mechanisms remain unclear. Our previous studies showed that single-time EA stimulation at “Baihui” (GV 20) and “Shuigou” (GV 26) after the onset of ischemia can protect the brain against ischemic injury in rats with middle cerebral artery occlusion (MCAO). Here, we further investigated the differential effects between multiple EA and single-time EA stimulation on ischemic injury. In the present study, we found that both single-time EA and multiple EA stimulation significantly reduced MCAO-induced ischemic infarction, while only multiple EA attenuated sensorimotor dysfunctions. Also, with PCR array screening and ingenuity gene analysis, we revealed that multiple EA and single-time EA stimulation could differentially induce expression changes in neurotrophic signaling related genes. Meanwhile, with western blotting, we demonstrated that the level of glia maturation factor β (GMFβ) increased in the early stage (day 1) of reperfusion, and this upregulation was suppressed only by single-time EA stimulation. These findings suggest that the short-term effect of single-time EA stimulation differs from the cumulative effect of multiple EA, which possibly depends on their differential modulation on neurotrophic signaling molecules expression

An Effective Pd–Ni2P/C Anode Catalyst for Direct Formic Acid Fuel Cells

The direct formic acid fuel cell is an emerging energy conversion device for which palladium is considered as the state-of-the-art anode catalyst. In this communication, we show that the activity and stability of palladium for formic acid oxidation can be significantly enhanced using nickel phosphide (Ni2P) nanoparticles as a cocatalyst. X-ray photoelectron spectroscopy (XPS) reveals a strong electronic interaction between Ni2P and Pd. A direct formic acid fuel cell incorporating the best Pd-Ni2P anode catalyst exhibits a power density of 550mWcm(-2), which is 3.5times of that of an analogous device using a commercial Pd anode catalyst

Highly polarized carbon nano-architecture as robust metal-free catalyst for oxygen reduction in polymer electrolyte membrane fuel cells

The final publication is available at Elsevier via http://dx.doi.org/10.1016/j.nanoen.2018.04.021 © 2018. This manuscript version is made available under the CC-BY-NC-ND 4.0 license http://creativecommons.org/licenses/by-nc-nd/4.0/Metal-free electrocatalysts have eluded widespread adoption in polymer electrolyte membrane fuel cells due to their far inferior catalytic activity than most non-precious metal-N-C counterparts (M-Nx-C) for oxygen reduction reaction (ORR), despite their distinct advantages over the M-Nx-C catalysts, including lower cost and higher durability. Herein, we develop a rational bottom-up engineering strategy to improve the ORR performance of a metal-free catalyst by constructing a three-dimensional ultrathin N, P dual-doped carbon nanosheet. The resultant catalyst represents unprecedented ORR performance with an onset potential of 0.91 V, half-wave potential of 0.79 V. Impressively, a maximum power output at 579 mW cm−2 is generated in the fuel cell test, the best among reported metal-free catalysts and outperforms most of the M-Nx-C catalysts. The outstanding catalytic performance results from the highly active polarized carbon sites which are induced by selective graphitic nitrogen and phosphorous dual doping. Our findings provide new directions for the exploration of alternatives to Pt and bring a renew interests in the metal-free catalysts.National Natural Science Foundation of China || (21633008, 21433003, U1601211, 21733004) National Science and Technology Major Project || (2016YFB0101202) Jilin Province Science and Technology Development Program || (20150101066JC, 20160622037JC, 20170203003SF, 20170520150JH) Hundred Talents Program of Chinese Academy of Sciences and the Recruitment Program of Foreign Experts || (WQ20122200077

Combined Visualization of Nigrosome-1 and Neuromelanin in the Substantia Nigra Using 3T MRI for the Differential Diagnosis of Essential Tremor and de novo Parkinson's Disease

Differentiating early-stage Parkinson's disease (PD) from essential tremor (ET) remains challenging. In the current study, we aimed to evaluate whether visual analyses of neuromelanin-sensitive magnetic resonance imaging (NM-MRI) combined with nigrosome-1 (N1) imaging using quantitative susceptibility mapping (QSM) in the substantia nigra (SN) are of diagnostic value in the differentiation of de novo PD from untreated ET. Sixty-eight patients with de novo PD, 25 patients with untreated ET, and 34 control participants underwent NM-MRI and QSM. NM and N1 signals in the SN on MR images were visually evaluated using a 3-point ordinal scale. Receiver operating characteristic (ROC) analyses were performed to determine the diagnostic values of the visual ratings of NM and N1. The diagnostic values of the predicted probabilities were calculated via logistic regression analysis using the combination of NM and N1 visual ratings, as well as their quadratic items. The proportions of invisible NM and invisible N1 were significantly higher in the PD group than those in the ET and control groups (p < 0.001). The sensitivity/specificity for differentiating PD from ET was 0.882/0.800 for NM and 0.794/0.920 for N1, respectively. Combining the two biomarkers, the area under the curve (AUC) of the predicted probabilities was 0.935, and the sensitivity/specificity was 0.853/0.920 when the cutoff value was set to 0.704. Our findings demonstrate that visual analyses combing NM and N1 imaging in the SN may aid in differential diagnosis of PD and ET. Furthermore, our results suggest that patients with PD exhibit larger iron deposits in the SN than those with ET

The protective role of DOT1L in UV-induced melanomagenesis

The DOT1L histone H3 lysine 79 (H3K79) methyltransferase plays an oncogenic role in MLL-rearranged leukemogenesis. Here, we demonstrate that, in contrast to MLL-rearranged leukemia, DOT1L plays a protective role in ultraviolet radiation (UVR)-induced melanoma development. Specifically, the DOT1L gene is located in a frequently deleted region and undergoes somatic mutation in human melanoma. Specific mutations functionally compromise DOT1L methyltransferase enzyme activity leading to reduced H3K79 methylation. Importantly, in the absence of DOT1L, UVR-induced DNA damage is inefficiently repaired, so that DOT1L loss promotes melanoma development in mice after exposure to UVR. Mechanistically, DOT1L facilitates DNA damage repair, with DOT1L-methylated H3K79 involvement in binding and recruiting XPC to the DNA damage site for nucleotide excision repair (NER). This study indicates that DOT1L plays a protective role in UVR-induced melanomagenesis

Digital signal processing techniques for audio applications

Includes bibliographical references (pages [117]-118)This thesis proposes two effective digital signal processing techniques for the audio applications. The full-band technique performs the audio equalization at the full frequency band and the subband technique at the low-frequency band. Both full-band and subband techniques have been implemented on the Motorola DSP56300 digital signal processor. Objective and subjective methods have been applied to evaluate the performance of the proposed techniques. The modeling of room transfer functions is discussed and the experiments on a pipe and two rooms are conducted for the proposed techniques. The most suitable model for the audio equalization is the all-pole modeling. In addition, two common acoustic pole techniques, least squares technique and averaging technique, have been presented for the proposed full-band and subband techniques. The least squares technique requires much higher computational power than the averaging technique.M.S. (Master of Science