Strong predictor-corrector euler methods for stochastic differential equations

This paper introduces a new class of numerical schemes for the pathwise approximation of solutions of stochastic differential equations (SDEs). The proposed family of strong predictor-corrector Euler methods are designed to handle scenario simulation of solutions of SDEs. It has the potential to overcome some of the numerical instabilities that are often experienced when using the explicit Euler method. This is of importance, for instance, in finance where martingale dynamics arise for solutions of SDEs with multiplicative diffusion coefficients. Numerical experiments demonstrate the improved asymptotic stability properties of the proposed symmetric predictor-corrector Euler methods. © 2008 World Scientific Publishing Company

Regolazione indipendente e politica energetica

Gli anni pi\uf9 recenti hanno visto nei diversi paesi dell'UE, accanto allo sviluppo e al consolidamento del modello di intervento pubblico basato sulla regolazione indipendente dei mercati, la ripresa degli interventi di politica industriale dei governi e dei parlamenti. Questo pone, tra l'altro, delicati problemi di disegno istituzionale e in particolare relazione tra gli organi preposti alla regolazione indipendente e gli organi politici. Il saggio analizza tali problemi con riferimento ai diversi settori delle public utilities e in particolare a quello dell'energia, proponendo un'ipotesi ricostruttiva delle normative dettate a livello UE e italiano volta a garantire adeguatamente l'indipendenza dei regolatori pur nel necessario raccordo tra gli stessi e gli apparati di governo

A Hardware Generator of Multi-Point Distributed Random Numbers for Monte Carlo Simulation

Monte Carlo simulation of weak approximation of stochastic differential equations constitutes an intensive computational task. In applications such as finance, for instance, to achieve "real time" execution, as often required, one needs highly efficient implementations of the multi-point distributed random number generator underlying the simulations. In this paper, a fast and flexible dedicated hardware solution on a field programmable gate array is presented. A comparative performance analysis between a software-only and the poposed hardware solution demonstrated that the hardware solution is bottleneck-free, retains the flexibility of the software solution and significantly increases the computational efficiency. Moreover, simulations in Applications wuch as economics insurance, physics, population dynamics, epidemiology, structural mechanics, checmistry and biotechnology can benefit from the obtained speedups

Intraoral scanners in personal identification of corpses: usefulness and reliability of 3d technologies in modern forensic dentistry

Aims: This study aims to verify the applicability of modern dental technologies and their related principles of use to the forensic sciences in the field of personal identification. Background: Personal identification has always had a major role in many legal and administrative actions regarding both living and death beings. The techniques used are much less advanced than the technologies potentially available. Objective: Modern technologies, available to the daily dental clinic practice, as intraoral scanners, combined in particular to the specialist skill in orthodontics, can help redefine the methods of personal identification according to the levels of accuracy, trueness and feasibility greater than those applied in traditional forensic dentistry. Methods: 23 corpses (12F;11M) have been selected for intraoral scanning with the Carestream 3500® digital device. The superimposition of initial and late digital models, digital models and radiographs (orthopantomography and full mouth periapical films) has been evaluated to verify the stability of some structures as palatal rugae after death and to assess intraoral scanning as a successful comparative method between antemortem and postmortem records (digital models or radiographs). Obtained results were subjected to statistical analysis by the t-student test and X-square test with Yates correction (p<0.05). Results: After death, palatal rugae significatively change especially in mouths with restorations/prosthesis/missing teeth. The percentages of correct matching between scans and radiographs are very higher (up 90%; p<0.05). Conclusion: This study has been set up to study and develop new, reliable and fast methods of personal identification that can surpass many of the issues seen with the other techniques by a modern rugoscopy, a modern radiographic-digital comparison and virtual oral autopsy

Subtitling Today: Shapes and their Meanings,

The volume collects papers that deal with various aspects of subtitling in different contexts and for different purpose