Quadratic BSDEs with convex generators and unbounded terminal conditions

In a previous work, we proved an existence result for BSDEs with quadratic generators with respect to the variable z and with unbounded terminal conditions. However, no uniqueness result was stated in that work. The main goal of this paper is to fill this gap. In order to obtain a comparison theorem for this kind of BSDEs, we assume that the generator is convex with respect to the variable z. Under this assumption of convexity, we are also able to prove a stability result in the spirit of the a priori estimates stated in the article of N. El Karoui, S. Peng and M.-C. Quenez. With these tools in hands, we can derive the nonlinear Feynman--Kac formula in this context

Quadratic BSDEs driven by a continuous martingale and application to utility maximization problem

In this paper, we study a class of quadratic Backward Stochastic Differential Equations (BSDEs) which arises naturally when studying the problem of utility maximization with portfolio constraints. We first establish existence and uniqueness results for such BSDEs and then, we give an application to the utility maximization problem. Three cases of utility functions will be discussed: the exponential, power and logarithmic ones

Differentiability of backward stochastic differential equations in Hilbert spaces with monotone generators

The aim of the present paper is to study the regularity properties of the solution of a backward stochastic differential equation with a monotone generator in infinite dimension. We show some applications to the nonlinear Kolmogorov equation and to stochastic optimal control

STEREO database of interplanetary Langmuir electric waveforms

International audienceThis paper describes a database of electric waveforms that is available at the Centre de Données de la Physique des Plasmas (CDPP, http://cdpp.eu/). This database is specifically dedicated to waveforms of Langmuir/Z-mode waves. These waves occur in numerous kinetic processes involving electrons in space plasmas. Statistical analysis from a large data set of such waves is then of interest, e.g., to study the relaxation of high-velocity electron beams generated at interplanetary shock fronts, in current sheets and magnetic reconnection region, the transfer of energy between high and low frequencies, the generation of electromagnetic waves. The Langmuir waveforms were recorded by the Time Domain Sampler (TDS) of the WAVES radio instrument on board the STEREO mission. In this paper, we detail the criteria used to identify the Langmuir/Z-mode waves among the whole set of waveforms of the STEREO spacecraft. A database covering the November 2006 to August 2014 period is provided. It includes electric waveforms expressed in the normalized frame inline image with B and Vsw the local magnetic field and solar wind velocity vectors, and the local magnetic field in the variance frame, in an interval of ±1.5 min around the time of the Langmuir event. Quicklooks are also provided that display the three components of the electric waveforms together with the spectrum of E∥, together with the magnitude and components of the magnetic field in the 3 min interval, in the variance frame. Finally, the distribution of the Langmuir/Z-mode waves peak amplitude is also analyzed

Analytical solution of a model for complex food webs

We investigate numerically and analytically a recently proposed model for food webs [Nature {\bf 404}, 180 (2000)] in the limit of large web sizes and sparse interaction matrices. We obtain analytical expressions for several quantities with ecological interest, in particular the probability distributions for the number of prey and the number of predators. We find that these distributions have fast-decaying exponential and Gaussian tails, respectively. We also find that our analytical expressions are robust to changes in the details of the model.Comment: 4 pages (RevTeX). Final versio

A generalized Robinson-Foulds distance for labeled trees.

The Robinson-Foulds (RF) distance is a well-established measure between phylogenetic trees. Despite a lack of biological justification, it has the advantages of being a proper metric and being computable in linear time. For phylogenetic applications involving genes, however, a crucial aspect of the trees ignored by the RF metric is the type of the branching event (e.g. speciation, duplication, transfer, etc). We extend RF to trees with labeled internal nodes by including a node flip operation, alongside edge contractions and extensions. We explore properties of this extended RF distance in the case of a binary labeling. In particular, we show that contrary to the unlabeled case, an optimal edit path may require contracting "good" edges, i.e. edges shared between the two trees. We provide a 2-approximation algorithm which is shown to perform well empirically. Looking ahead, computing distances between labeled trees opens up a variety of new algorithmic directions.Implementation and simulations available at https://github.com/DessimozLab/pylabeledrf

A generalized Robinson-Foulds distance for labeled trees

Background: The Robinson-Foulds (RF) distance is a well-established measure between phylogenetic trees. Despite a lack of biological justification, it has the advantages of being a proper metric and being computable in linear time. For phylogenetic applications involving genes, however, a crucial aspect of the trees ignored by the RF metric is the type of the branching event (e.g. speciation, duplication, transfer, etc). Results: We extend RF to trees with labeled internal nodes by including a node flip operation, alongside edge contractions and extensions. We explore properties of this extended RF distance in the case of a binary labeling. In particular, we show that contrary to the unlabeled case, an optimal edit path may require contracting “good” edges, i.e. edges shared between the two trees. Conclusions: We provide a 2-approximation algorithm which is shown to perform well empirically. Looking ahead, computing distances between labeled trees opens up a variety of new algorithmic directions. Implementation and simulations available at https://github.com/DessimozLab/pylabeledrf

Electromagnetic Radiation Hardness of Diamond Detectors

The behavior of artificially grown CVD diamond films under intense electromagnetic radiation has been studied. The properties of irradiated diamond samples have been investigated using the method of thermally stimulated current and by studying their charge collection properties. Diamonds have been found to remain unaffected after doses of 6.8 MGy of 10 keV photons and 10 MGy of MeV-range photons. This observation makes diamond an attractive detector material for a calorimeter in the very forward region of the proposed TESLA detector.Comment: 19 pages, 9 figure

Hematological Changes in Women and Infants Exposed to an AZT-Containing Regimen for Prevention of Mother-to-child-transmission of HIV in Tanzania.

Tanzanian guidelines for prevention of mother-to-child-transmission of HIV (PMTCT) recommend an antiretroviral combination regimen involving zidovudine (AZT) during pregnancy, single-dosed nevirapine at labor onset, AZT plus Lamivudine (3TC) during delivery, and AZT/3TC for 1-4 weeks postpartum. As drug toxicities are a relevant concern, we assessed hematological alterations in AZT-exposed women and their infants. A cohort of HIV-positive women, either with AZT intake (n = 82, group 1) or without AZT intake (n = 62, group 2) for PMTCT during pregnancy, was established at Kyela District Hospital, Tanzania. The cohort also included the infants of group 1 with an in-utero AZT exposure ≥4 weeks, receiving AZT for 1 week postpartum (n = 41), and infants of group 2 without in-utero AZT exposure, receiving a prolonged 4-week AZT tail (n = 58). Complete blood counts were evaluated during pregnancy, birth, weeks 4-6 and 12. For women of group 1 with antenatal AZT intake, we found a statistically significant decrease in hemoglobin level, red blood cells, white blood cells, granulocytes, as well as an increase in red cell distribution width and platelet count. At delivery, the median red blood cell count was significantly lower and the median platelet count was significantly higher in women of group 1 compared to group 2. At birth, infants from group 1 showed a lower median hemoglobin level and granulocyte count and a higher frequency of anemia and granulocytopenia. At 4-6 weeks postpartum, the mean neutrophil granulocyte count was significantly lower and neutropenia was significantly more frequent in infants of group 2. AZT exposure during pregnancy as well as after birth resulted in significant hematological alterations for women and their newborns, although these changes were mostly mild and transient in nature. Research involving larger cohorts is needed to further analyze the impact of AZT-containing regimens on maternal and infant health

Assessing architectural evolution: A case study

This is the post-print version of the Article. The official published can be accessed from the link below - Copyright @ 2011 SpringerThis paper proposes to use a historical perspective on generic laws, principles, and guidelines, like Lehman’s software evolution laws and Martin’s design principles, in order to achieve a multi-faceted process and structural assessment of a system’s architectural evolution. We present a simple structural model with associated historical metrics and visualizations that could form part of an architect’s dashboard. We perform such an assessment for the Eclipse SDK, as a case study of a large, complex, and long-lived system for which sustained effective architectural evolution is paramount. The twofold aim of checking generic principles on a well-know system is, on the one hand, to see whether there are certain lessons that could be learned for best practice of architectural evolution, and on the other hand to get more insights about the applicability of such principles. We find that while the Eclipse SDK does follow several of the laws and principles, there are some deviations, and we discuss areas of architectural improvement and limitations of the assessment approach