New and interesting records of Brazilian bryophytes

This paper presents data on morphology, ecology and distribution of 16 species of bryophytes collected in Pernambuco, Brazil, that are interesting floristic records. Notothylasorbicularis (Schwein.) Sull. is new to Brazil, 11 species are new to the Northeast region of Brazil and 4 species are new to Pernambuco.Dados morfológicos, ecológicos e de distribuição geográfica são apresentados para 16 espécies de briófitas coletadas no Estado de Pernambuco, Brasil. Notothylas orbicularis (Schwein.) Sull. é registrada pela primeira vez para o Brasil, 11 espécies são novas para a região Nordeste e 4 para o Estado de Pernambuco

Lower left temporal-frontal connectivity characterizes expert and accurate performance: High-alpha T7-Fz connectivity as a marker of conscious processing during movement

The Theory of Reinvestment argues that conscious processing can impair motor performance. The present study tested the utility of left temporal-frontal cortical connectivity as a neurophysiological marker of movement specific conscious processing. Expert and novice golfers completed putts while temporal-frontal connectivity was computed using high alpha Inter Site Phase Clustering (ISPC) and then analyzed as a function of experience (experts versus novices), performance (holed versus missed putts), and pressure (low versus high). Existing evidence shows that left temporal to frontal connectivity is related to dispositional conscious processing and is sensitive to the amount of declarative knowledge acquired during learning. We found that T7-Fz ISPC, but not T8-Fz ISPC, was lower in experts than novices, and lower when putts were holed than missed. Accordingly, our findings provide additional evidence that communication between verbal/language and motor areas of the brain during preparation for action and its execution is associated with poor motor performance. Our findings validate high-alpha left temporal-frontal connectivity as a neurophysiological correlate of movement specific conscious processin

Pricing methods for α-quantile and perpetual early exercise options based on Spitzer identities

We present new numerical schemes for pricing perpetual Bermudan and American options as well as α-quantile options. This includes a new direct calculation of the optimal exercise boundary for early-exercise options. Our approach is based on the Spitzer identities for general Lévy processes and on the Wiener–Hopf method. Our direct calculation of the price of α-quantile options combines for the first time the Dassios–Port–Wendel identity and the Spitzer identities for the extrema of processes. Our results show that the new pricing methods provide excellent error convergence with respect to computational time when implemented with a range of Lévy processes

Achieving macro- and micro-roughness on Ti alloy by etching without prior sandblasting: a surface characterization

INTRODUCTION: Etching is currently the most popular method used to texture the surface of dental implants. Sandblasting prior to etching (SLA) is the only method to achieve a macro- and micro-surface texture with a Sa in the 1-2 μm range, a ‘moderately rough’ surface considered to be an optimized surface. However, SLA surfaces harbor remnant particles from the sandblasting process [l]. Some manufacturers consider the residual alumina particles as a foreign material worth getting rid of. Subsequently, they forgo an optimized moderately rough surface and stick to a ‘minimally rough’ micro-roughened surface displaying a Sa < 1 μm [l]. It has been recently claimed [2] that acid etching is typically not an appropriate treatment for α-β alloys because its biphasic nature leads to an enrichment of the Vanadium-rich β-phase on the surface. The aim of the present paper is to show that it is feasible to achieve an optimized ‘moderately rough’ macro- and micro-textured surface on titanium alloy (Ti6Al4V) through etching only, without any prior sandblasting and to characterize the resulting surface

Hilbert transform, spectral filters and option pricing

We show how spectral filters can improve the convergence of numerical schemes which use discrete Hilbert transforms based on a sinc function expansion, and thus ultimately on the fast Fourier transform. This is relevant, for example, for the computation of fluctuation identities, which give the distribution of the maximum or the minimum of a random path, or the joint distribution at maturity with the extrema staying below or above barriers. We use as examples the methods by Feng and Linetsky (Math Finance 18(3):337–384, 2008) and Fusai et al. (Eur J Oper Res 251(4):124–134, 2016) to price discretely monitored barrier options where the underlying asset price is modelled by an exponential Lévy process. Both methods show exponential convergence with respect to the number of grid points in most cases, but are limited to polynomial convergence under certain conditions. We relate these rates of convergence to the Gibbs phenomenon for Fourier transforms and achieve improved results with spectral filtering