A hybrid tree/finite-difference approach for Heston-Hull-White type models

We study a hybrid tree-finite difference method which permits to obtain efficient and accurate European and American option prices in the Heston Hull-White and Heston Hull-White2d models. Moreover, as a by-product, we provide a new simulation scheme to be used for Monte Carlo evaluations. Numerical results show the reliability and the efficiency of the proposed method

Understanding mass transfer directions via data-driven models with application to mobile phone data

The aim of this paper is to solve an inverse problem which regards a mass moving in a bounded domain. We assume that the mass moves following an unknown velocity field and that the evolution of the mass density can be described by a partial differential equation, which is also unknown. The input data of the problems are given by some snapshots of the mass distribution at certain times, while the sought output is the velocity field that drives the mass along its displacement. To this aim, we put in place an algorithm based on the combination of two methods: first, we use the dynamic mode decomposition to create a mathematical model describing the mass transfer; second, we use the notion of Wasserstein distance (also known as earth mover's distance) to reconstruct the underlying velocity field that is responsible for the displacement. Finally, we consider a real-life application: the algorithm is employed to study the travel flows of people in large populated areas using, as input data, density profiles (i.e., the spatial distribution) of people in given areas at different time instants. These kinds of data are provided by the Italian telecommunication company TIM and are derived by mobile phone usage

Searching for Chips of Kuiper Belt Objects in Meteorites

The Nice model [1&2] describes a scenario whereby the Jovian planets experienced a violent reshuffling event approx.3:9 Ga the giant planets moved, existing small body reservoirs were depleted or eliminated, and new reservoirs were created in particular locations. The Nice model quantitatively explains the orbits of the Jovian planets and Neptune [1], the orbits of bodies in several different small body reservoirs in the outer solar system (e.g., Trojans of Jupiter [2], the Kuiper belt and scattered disk [3], the irregular satellites of the giant planets [4], and the late heavy bombardment on the terrestrial planets approx.3:9 Ga [5]. This model is unique in plausibly explaining all of these phenomena. One issue with the Nice model is that it predicts that transported Kuiper Belt Objects (KBOs) (things looking like D class asteroids) should predominate in the outer asteroid belt, but we know only about 10% of the objects in the outer main asteroid belt appear to be D-class objects [6]. However based upon collisional modeling, Bottke et al. [6] argue that more than 90% of the objects captured in the outer main belt could have been eliminated by impacts if they had been weakly-indurated objects. These disrupted objects should have left behind pieces in the ancient regoliths of other, presumably stronger asteroids. Thus, a derived prediction of the Nice model is that ancient regolith samples (regolith-bearing meteorites) should contain fragments of collisionally-destroyed Kuiper belt objects. In fact KBO pieces might be expected to be present in most ancient regolith- bearing meteorites [7&8]

Overexpression of lpxT Gene in Escherichia coli Inhibits Cell Division and Causes Envelope Defects without Changing the Overall Phosphorylation Level of Lipid A

LpxT is an inner membrane protein that transfers a phosphate group from the essential lipid undecaprenyl pyrophosphate (C-55PP) to the lipid A moiety of lipopolysaccharide, generating a lipid A tris-phosphorylated species. The protein is encoded by the non-essential lpxT gene, which is conserved in distantly related Gram-negative bacteria. In this work, we investigated the phenotypic effect of lpxT ectopic expression from a plasmid in Escherichia coli. We found that lpxT induction inhibited cell division and led to the formation of elongated cells, mostly with absent or altered septa. Moreover, the cells became sensitive to detergents and to hypo-osmotic shock, indicating that they had cell envelope defects. These effects were not due to lipid A hyperphosphorylation or C-55PP sequestering, but most likely to defective lipopolysaccharide transport. Indeed, lpxT overexpression in mutants lacking the L,D-transpeptidase LdtD and LdtE, which protect cells with outer membrane defects from osmotic lysis, caused cell envelope defects. Moreover, we found that pyrophosphorylated lipid A was also produced in a lpxT deletion mutant, indicating that LpxT is not the only protein able to perform such lipid A modification in E. coli

Energy solutions to one-dimensional singular parabolic problems with BVBV data are viscosity solutions

We study one-dimensional very singular parabolic equations with periodic boundary conditions and initial data in $BV$, which is the energy space. We show existence of solutions in this energy space and then we prove that they are viscosity solutions in the sense of Giga-Giga.Comment: 15 page

Looking for the Original Materials and Evidence of Restoration at the Vault of the San Panfilo Church in Tornimparte (AQ)

This paper reports the investigation of six microsamples collected from the vault of the San Panfilo Church in Tornimparte (AQ). The aim was to detect the composition of the pigments and protective/varnishes, and to investigate the executive technique, the conservation state, and the evidence of the restoration works carried out in the past. Six microsamples were analyzed by optical microscopy, scanning electron microscopy coupled with energy-dispersive spectroscopy (EDS), X-ray fluorescence (XRF), and infrared and Raman spectroscopy. The investigations were carried out within the framework of the Tornimparte project "Archeometric investigation of the pictorial cycle of Saturnino Gatti in Tornimparte (AQ, Italy)" sponsored in 2021 by the Italian Association of Archeometry (AIAr)

The Association between serum cytokines and damage to large and small nerve fibers in diabetic peripheral neuropathy.

Diabetic peripheral neuropathy (DPN) is a frequent complication of type 2 diabetes mellitus (DM) and may involve small and large peripheral nerve fibers. Recent evidence suggests a role of cytokines in DPN. The paper is aimed at exploring whether the serum concentration of cytokines is associated with small and large nerve fiber function and with neuropathic pain (NP). We recruited a group of 32 type 2 DM patients who underwent serum cytokines (TNF-α, IL-2, IL-4, IL-6, and IL-10) dosage as well as electrodiagnostic and quantitative sensory testing (QST) assessment to explore damage to large and small nerve fibers. Raised serum levels of IL-6 and IL-10 correlated with markers of large nerve fiber sensory and motor axonal damage. Raised IL-10 serum level was associated with signs of motor nerve demyelination. No differences were found in pain characteristics and electrodiagnostic and QST markers of small nerve fiber function in relation to cytokines serum levels. IL-6 and IL-10 serum levels were associated with large nerve fiber damage but not to small fibers function or NP. IL-6 and IL-10 cytokines might play a role in the pathogenesis of nerve fiber damage or represent a compensatory or neuroprotective mechanism

Phage therapy against Pseudomonas aeruginosa infections in a cystic fibrosis zebrafish model

Cystic fibrosis (CF) is a hereditary disease due to mutations in the CFTR gene and causes mortality in humans mainly due to respiratory infections caused by Pseudomonas aeruginosa. In a previous work we used phage therapy, which is a treatment with a mix of phages, to actively counteract acute P. aeruginosa infections in mice and Galleria mellonella larvae. In this work we apply phage therapy to the treatment of P. aeruginosa PAO1 infections in a CF zebrafish model. The structure of the CFTR channel is evolutionary conserved between fish and mammals and cftr-loss-of-function zebrafish embryos show a phenotype that recapitulates the human disease, in particular with destruction of the pancreas. We show that phage therapy is able to decrease lethality, bacterial burden, and the pro-inflammatory response caused by PAO1 infection. In addition, phage administration relieves the constitutive inflammatory state of CF embryos. To our knowledge, this is the first time that phage therapy is used to cure P. aeruginosa infections in a CF animal model. We also find that the curative effect against PAO1 infections is improved by combining phages and antibiotic treatments, opening a useful therapeutic approach that could reduce antibiotic doses and time of administration

Recommendations for pre-symptomatic genetic testing for hereditary transthyretin amyloidosis in the era of effective therapy: a multicenter Italian consensus

Hereditary transthyretin amyloidosis (ATTRv, v for variant) is a late-onset, autosomal dominant disease caused by progressive extracellular deposition of transthyretin amyloid fibrils, leading to organ damage and death. For other late-onset fatal diseases, as Huntington's disease, protocols for pre-symptomatic genetic testing (PST) are available since decades. For ATTRv, limited experience has been reported to date, mostly gathered before the availability of approved therapies. We aimed at developing recommendations for a safe and feasible PST protocol in ATTRv in the era of emerging treatments, taking also into account Italian patients' characteristics and healthcare system rules. After an initial survey on ongoing approaches to PST for ATTRv in Italy, two roundtable meetings were attended by 24 experts from 16 Italian centers involved in the diagnosis and care of this disease. Minimal requirements for PST offer and potential critical issues were highlighted. By November 2019, 457 families affected by ATTRv with 209 molecularly confirmed pre-symptomatic carriers were counted. The median age at PST was 41.3years of age, regardless of the specific mutation. Half of the Italian centers had a multidisciplinary team, including a neurologist, an internist, a cardiologist, a medical geneticist and a psychologist, although in most cases not all the specialists were available in the same center. A variable number of visits was performed at each site. Experts agreed that PST should be offered only in the context of genetic counselling to at risk individuals aged 18 or older. Advertised commercial options for DNA testing should be avoided. The protocol should consist of several steps, including a preliminary clinical examination, a pre-test information session, an interval time, the genetic test and a post-test session with the disclosure of the test results, in the context of an experienced multidisciplinary team. Recommendations for best timing were also defined. Protocols for PST in the context of ATTRv can be refined to offer at risk individuals the best chance for early diagnosis and timely treatment start, while respecting autonomous decisions and promoting safe psychological adjustment to the genetic result

Relevance of diagnostic investigations in chronic inflammatory demyelinating poliradiculoneuropathy: Data from the Italian CIDP database

The objective of our work was to report the clinical features and the relevance of diagnostic investigations in patients with chronic inflammatory demyelinating polyradiculoneuropathy (CIDP). We retrospectively reviewed data from patients with a clinical diagnosis of CIDP included in a national database. Among the 500 included patients with a clinical diagnosis of CIDP, 437 patients (87%) fulfilled the European Federation of Neurological Societies and Peripheral Nerve Society criteria for CIDP (definite in 407, probable in 26, possible in four). In 352 patients (86%) motor nerve conduction abnormalities consistent with demyelination were sufficient for the diagnosis of definite CIDP. In 55 patients, this diagnosis required the addition of one or two (from probable or from possible CIDP, respectively) supportive tests, while in 20 cases they improved the diagnosis from possible to probable CIDP, seven patients did not change diagnosis. Considering these 85 patients, cerebrospinal fluid studies were performed in 79 cases (93%) upgrading the certainty of diagnosis in 59% of examined patients. Sensory nerve conduction studies (NCS) were performed in 85% of patients with an improvement of diagnosis in 32% of cases. Nerve biopsy and ultrasound and magnetic resonance imaging (US/MRI) exams resulted positive in about 40% of examined patients, but they were performed in few patients (7 patients and 16 patients, respectively). A response to the therapy was present in 84% of treated patients (n = 77), contributing to support the diagnosis in 40 patients in whom the other supportive criteria were not sufficient. In most patients with CIDP the diagnosis is possible solely with motor NCS while other investigations may help improving the diagnosis in a minority of patients