On the Laplace transforms of the first exit times in one-dimensional non-affine jump–diffusion models

We compute the Laplace transforms of the first exit times for certain one-dimensional jump–diffusion processes from two-sided intervals. The method of proof is based on the solutions of the associated integro-differential boundary value problems for the corresponding value functions. We consider jump–diffusion processes solving stochastic differential equations driven by Brownian motions and several independent compound Poisson processes with multi-exponential jumps. The results are illustrated on the non-affine pure jump analogues of certain mean-reverting or diverting diffusion processes which represent closed-form solutions of the appropriate stochastic differential equations

CLINICAL AND NEUROIMAGING STUDIES IN PATIENTS WITH ACUTE SPONTANEOUS INTRACEREBRAL HEMORRHAGE.

Objective: To define the prognostic value of clinical and neuroimaging parameters on the 30-th day mortality and clinical outcome after spontaneous intracerebral hemorrhage (sICH). Materials and methods: we examined 88 patients with sICH admitted to Neurology Clinic, UMHAT Pleven within 48 hours after clinical symptoms onset. Glasgow Coma Scale (GCS) score was used to assess the primary stroke severity; neurological deficit on admission was assessed by National Institute of Health Stroke Scale (NIHSS); clinical outcome at discharge was evaluated by modified Rankin Scale (mRS) and by Glasgow Outcome Scale (GOS) on the 30-th day after sICH onset. Hematoma volume was measured by the formula of Kothari: AxBxC/2 in ml. The statistical analysis was performed by SPSS 19.0 and Statgraphics plus 4.1 for Windows. Results: Initial assessment of primary stroke severity and neurological deficit by GCS и NIHSS, hematoma localization and volume were found strongly correlated with the clinical outcome on the 30-th day after the sICH onset. Age and vascular risk factors did not correlate with the clinical outcome. Male patients had better survival on the 30-th day compared with the female ones. Discussion: Neurological deficit on admission, hematoma localization and volume were found reliable predictors of the 30-th day clinical outcome that could serve for early stratification of patients and optimal choice of therapeutic approach

On the sequential testing and quickest change-pointdetection problems for Gaussian processes

We study the sequential hypothesis testing and quickest change-point (disorder) detec- tion problems with linear delay penalty costs for certain observable time-inhomogeneous Gaussian diffusions and fractional Brownian motions. The method of proof consists of the reduction of the initial problems into the associated optimal stopping problems for one- dimensional time-inhomogeneous diffusion processes and the analysis of the associated free boundary problems for partial differential operators. We derive explicit estimates for the Bayesian risk functions and optimal stopping boundaries for the associated weighted likelihood ratios and obtain their exact asymptotic growth rates under large time values

On the construction of non-affine jump-diffusion models

We describe a method for construction of jump analogues of certain one-dimensional diffusion processes satisfying solvable stochastic differential equations. The method is based on the reduction of the original stochastic differential equations to the ones with linear diffusion coefficients, which are reducible to the associated ordinary differential equations, by using the appropriate integrating factor processes. The analogues are constructed by means of adding the jump components linearly into the reduced stochastic differential equations. We illustrate the method by constructing jump analogues of several diffusion processes and expand the notion of market price of risk to the resulting non-affine jump-diffusion models

Near-Earth asteroids spectroscopic survey at Isaac Newton Telescope

The population of near-Earth asteroids (NEAs) shows a large variety of objects in terms of physical and dynamical properties. They are subject to planetary encounters and to strong solar wind and radiation effects. Their study is also motivated by practical reasons regarding space exploration and long-term probability of impact with the Earth. We aim to spectrally characterize a significant sample of NEAs with sizes in the range of $\sim$0.25 - 5.5 km (categorized as large), and search for connections between their spectral types and the orbital parameters. Optical spectra of NEAs were obtained using the Isaac Newton Telescope (INT) equipped with the IDS spectrograph. These observations are analyzed using taxonomic classification and by comparison with laboratory spectra of meteorites. A total number of 76 NEAs were observed. We classified 44 of them as Q/S-complex, 16 as B/C-complex, eight as V-types, and another eight belong to the remaining taxonomic classes. Our sample contains 27 asteroids categorized as potentially hazardous and 31 possible targets for space missions including (459872) 2014 EK24, (436724) 2011 UW158, and (67367) 2000 LY27. The spectral data corresponding to (276049) 2002 CE26 and (385186) 1994 AW1 shows the 0.7 $\mu$m feature which indicates the presence of hydrated minerals on their surface. We report that Q-types have the lowest perihelia (a median value and absolute deviation of $0.797\pm0.244$ AU) and are systematically larger than the S-type asteroids observed in our sample. We explain these observational evidences by thermal fatigue fragmentation as the main process for the rejuvenation of NEA surfaces. In general terms, the taxonomic distribution of our sample is similar to the previous studies and matches the broad groups of the inner main belt asteroids. Nevertheless, we found a wide diversity of spectra compared to the standard taxonomic types.Comment: Accepted in Astronomy & Astrophysics (A&A

Structural analysis and corrosion studies on an ISO 5832-9 biomedical alloy with TiO2 sol–gel layers

The aim of this study was to demonstrate the relationship between the structural and corrosion properties of an ISO 5832-9 biomedical alloy modified with titanium dioxide (TiO2) layers. These layers were obtained via the sol–gel method by acid-catalyzed hydrolysis of titanium isopropoxide in isopropanol solution. To obtain TiO2 layers with different structural properties, the coated samples were annealed at temperatures of 200, 300, 400, 450, 500, 600 and 800 C for 2 h. For all the prepared samples, accelerated corrosion measurements were performed in Tyrode’s physiological solution using electrochemical methods. The most important corrosion parameters were determined: corrosion potential, polarization resistance, corrosion rate, breakdown and repassivation potentials. Corrosion damage was analyzed using scanning electron microscopy. Structural analysis was carried out for selected TiO2 coatings annealed at 200, 400, 600 and 800 C. In addition, the morphology, chemical composition, crystallinity, thickness and density of the deposited TiO2 layers were determined using suitable electron and X-ray measurement methods. It was shown that the structure and character of interactions between substrate and deposited TiO2 layers depended on annealing temperature. All the obtained TiO2 coatings exhibit anticorrosion properties, but these properties are related to the crystalline structure and character of substrate–layer interaction. From the point of view of corrosion, the best TiO2 sol–gel coatings for stainless steel intended for biomedical applications seem to be those obtained at 400 C.This study was supported by Grant No. N N507 501339 of the National Science Centre. The authors wish to express their thanks to J. Borowski (MEDGAL, Poland) for the Rex 734 alloy

Four ultra-short period eclipsing M-dwarf binaries in the WFCAM Transit Survey

We report on the discovery of four ultra-short period (P<0.18 days) eclipsing M-dwarf binaries in the WFCAM Transit Survey. Their orbital periods are significantly shorter than of any other known main-sequence binary system, and are all significantly below the sharp period cut-off at P~0.22 days as seen in binaries of earlier type stars. The shortest-period binary consists of two M4 type stars in a P=0.112 day orbit. The binaries are discovered as part of an extensive search for short-period eclipsing systems in over 260,000 stellar lightcurves, including over 10,000 M-dwarfs down to J=18 mag, yielding 25 binaries with P<0.23 days. In a popular paradigm, the evolution of short period binaries of cool main-sequence stars is driven by loss of angular momentum through magnetised winds. In this scheme, the observed P~0.22 day period cut-off is explained as being due to timescales that are too long for lower-mass binaries to decay into tighter orbits. Our discovery of low-mass binaries with significantly shorter orbits implies that either these timescales have been overestimated for M-dwarfs, e.g. due to a higher effective magnetic activity, or that the mechanism for forming these tight M-dwarf binaries is different from that of earlier type main-sequence stars.Comment: 22 pages, 17 figures, 3 tables Accepted for publication in MNRA

280 one-opposition near-Earth asteroids recovered by the EURONEAR with the <i>Isaac Newton</i> Telescope

Context. One-opposition near-Earth asteroids (NEAs) are growing in number, and they must be recovered to prevent loss and mismatch risk, and to improve their orbits, as they are likely to be too faint for detection in shallow surveys at future apparitions. Aims. We aimed to recover more than half of the one-opposition NEAs recommended for observations by the Minor Planet Center (MPC) using the Isaac Newton Telescope (INT) in soft-override mode and some fractions of available D-nights. During about 130 h in total between 2013 and 2016, we targeted 368 NEAs, among which 56 potentially hazardous asteroids (PHAs), observing 437 INT Wide Field Camera (WFC) fields and recovering 280 NEAs (76% of all targets). Methods. Engaging a core team of about ten students and amateurs, we used the THELI, Astrometrica, and the Find_Orb software to identify all moving objects using the blink and track-and-stack method for the faintest targets and plotting the positional uncertainty ellipse from NEODyS. Results. Most targets and recovered objects had apparent magnitudes centered around V ~ 22.8 mag, with some becoming as faint as V ~ 24 mag. One hundred and three objects (representing 28% of all targets) were recovered by EURONEAR alone by Aug. 2017. Orbital arcs were prolonged typically from a few weeks to a few years; our oldest recoveries reach 16 years. The O−C residuals for our 1854 NEA astrometric positions show that most measurements cluster closely around the origin. In addition to the recovered NEAs, 22 000 positions of about 3500 known minor planets and another 10 000 observations of about 1500 unknown objects (mostly main-belt objects) were promptly reported to the MPC by our team. Four new NEAs were discovered serendipitously in the analyzed fields and were promptly secured with the INT and other telescopes, while two more NEAs were lost due to extremely fast motion and lack of rapid follow-up time. They increase the counting to nine NEAs discovered by the EURONEAR in 2014 and 2015. Conclusions. Targeted projects to recover one-opposition NEAs are efficient in override access, especially using at least two-meter class and preferably larger field telescopes located in good sites, which appear even more efficient than the existing surveys

Effect of ochratoxin A on the intestinal mucosa and mucosa-associated lymphoid tissues in broiler chickens

The immunotoxic effect of ochratoxin A (OTA) on the intestinal mucosa-associated lymphoid tissue and its cytotoxic action on the intestinal epithelium were studied in broiler chickens experimentally treated with the toxin. From the 7th day of life, 80 male broiler chickens (Ross 308) were randomly divided into four groups of 20 birds each. The three experimental groups (E1-3) were treated with OTA for 28 days (E1: 50 μg/kg body weight [bw]/day; E2: 20 μg/kg bw/day; E3: 1 μg/kg bw/day) and the fourth group served as control. Histological examination of the intestinal mucosa and immunohistochemical staining for identification of CD4+, CD8+, TCR1 and TCR2 lymphocytes in the duodenum, jejunum and ileocaecal junction were performed, and CD4+/CD8+ and TCR1/TCR2 ratios were calculated. OTA toxicity resulted in decreased body weight gain, poorer feed conversion ratio, lower leukocyte and lymphocyte count, and altered intestinal mucosa architecture. After 14 days of exposure to OTA, immunohistochemistry showed a significant reduction of the lymphocyte population in the intestinal epithelium and the lamina propria. After 28 days of exposure, an increase in the CD4+ and CD8+ values in both the duodenum and jejunum of chickens in Groups E1 and E2 was observed, but the TCR1 and TCR2 lymphocyte counts showed a significant reduction. No significant changes were observed in Group E3. The results indicate that OTA induced a decrease in leukocyte and lymphocyte counts and was cytotoxic to the intestinal epithelium and the mucosa-associated lymphoid tissue, altering the intestinal barrier and increasing susceptibility to various associated diseases