A Numerical Scheme Based on Semi-Static Hedging Strategy

In the present paper, we introduce a numerical scheme for the price of a barrier option when the price of the underlying follows a diffusion process. The numerical scheme is based on an extension of a static hedging formula of barrier options. For getting the static hedging formula, the underlying process needs to have a symmetry. We introduce a way to "symmetrize" a given diffusion process. Then the pricing of a barrier option is reduced to that of plain options under the symmetrized process. To show how our symmetrization scheme works, we will present some numerical results applying (path-independent) Euler-Maruyama approximation to our scheme, comparing them with the path-dependent Euler-Maruyama scheme when the model is of the Black-Scholes, CEV, Heston, and $(\lambda)$-SABR, respectively. The results show the effectiveness of our scheme

Web access monitoring mechanism for Android webview

In addition to conventional web browsers, WebView is used to display web content on Android. WebView is a component that enables the display of web content in mobile applications, and is extensively used. As WebView displays web content without having to redirect the user to web browsers, there is the possibility that unauthorized web access may be performed secretly via Web-View, and information in Android may be stolen or tampered with. Therefore, it is necessary to monitor and analyze web access via WebView, particularly because attacks exploiting WebView have been reported. However, there is no mechanism for monitoring web access viaWebView. In this work, the goals are to monitor web access via WebView and to analyze mobile applications using Web-View. To achieve these goals, we propose a web access monitoring mechanism for Android WebView. In this paper, the design and implementation of a mechanism that does not require any modifications to the Android Framework and Linux kernel are presented for the Chromium Android System WebView app. In addition, this paper presents evaluation results for the proposed mechanism

Continuous data assimilation of large eddy simulation by lattice Boltzmann method and local ensemble transform Kalman filter (LBM-LETKF)

We investigate the applicability of the data assimilation (DA) to large eddy simulations (LESs) based on the lattice Boltzmann method (LBM). We carry out the observing system simulation experiment of a two-dimensional (2D) forced isotropic turbulence, and examine the DA accuracy of the nudging and the local ensemble transform Kalman filter (LETKF) with spatially sparse and noisy observation data of flow fields. The advantage of the LETKF is that it does not require computing spatial interpolation and/or an inverse problem between the macroscopic variables (the density and the pressure) and the velocity distribution function of the LBM, while the nudging introduces additional models for them. The numerical experiments with $256\times256$ grids and $10\%$ observation noise in the velocity showed that the root mean square error of the velocity in the LETKF with $8\times 8$ observation points ($\sim 0.1\%$ of the total grids) and 64 ensemble members becomes smaller than the observation noise, while the nudging requires an order of magnitude larger number of observation points to achieve the same accuracy. Another advantage of the LETKF is that it well keeps the amplitude of the energy spectrum, while only the phase error becomes larger with more sparse observation. We also see that a lack of observation data in the LETKF produces a spurious energy injection in high wavenumber regimes, leading to numerical instability. Such numerical instability is known as the catastrophic filter divergence problem, which can be suppressed by increasing the number of ensemble members. From these results, it was shown that the LETKF enables robust and accurate DA for the 2D LBM with sparse and noisy observation data.Comment: 27 pages, 14 figure

Web access monitoring mechanism via Android WebView for threat analysis

Many Android apps employ WebView, a component that enables the display of web content in the apps without redirecting users to web browser apps. However, WebView might also be used for cyberattacks. Moreover, to the best of our knowledge, although some countermeasures based on access control have been reported for attacks exploiting WebView, no mechanism for monitoring web access via WebView has been proposed and no analysis results focusing on web access via WebView are available. In consideration of this limitation, we propose a web access monitoring mechanism for Android WebView to analyze web access via WebView and clarify attacks exploiting WebView. In this paper, we present the design and implementation of this mechanism by modifying Chromium WebView without any modifications to the Android framework or Linux kernel. The evaluation results of the performance achieved on introducing the proposed mechanism are also presented here. Moreover, the result of threat analysis of displaying a fake virus alert while browsing websites on Android is discussed to demonstrate the effectiveness of the proposed mechanism

Majorana-fermion origin of the planar thermal Hall effect in the Kitaev magnet α-RuCl₃

磁性絶縁体におけるマヨラナ粒子の決定的証拠 --トポロジカル量子コンピューター実現に向けて前進--. 京都大学プレスリリース. 2024-03-14.The field-induced quantum-disordered state of layered honeycomb magnet α-RuCl₃ is a prime candidate for Kitaev spin liquids hosting Majorana fermions and non-Abelian anyons. Recent observations of anomalous planar thermal Hall effect demonstrate a topological edge mode, but whether it originates from Majorana fermions or bosonic magnons remains controversial. Here, we distinguish these origins from combined low-temperature measurements of high-resolution specific heat and thermal Hall conductivity with rotating magnetic fields within the honeycomb plane. A distinct closure of the low-energy bulk gap is observed for the fields in the Ru-Ru bond direction, and the gap opens rapidly when the field is tilted. Notably, this change occurs concomitantly with the sign reversal of the Hall effect. General discussions of topological bands show that this is the hallmark of an angle rotation–induced topological transition of fermions, providing conclusive evidence for the Majorana-fermion origin of the thermal Hall effect in α-RuCl₃

Two Cases of Retroperitoneal Liposarcoma Diagnosed Using Endoscopic Ultrasound-Guided Fine-Needle Aspiration (EUS-FNA)

This report describes our experience with two cases that were ultimately diagnosed as retroperitoneal liposarcoma using endoscopic ultrasound-guided fine-needle aspiration (EUS-FNA). Case 1 is that of a 54-year-old woman with chief complaints of nausea and abdominal distention. Computed tomography (CT) and magnetic resonance imaging (MRI) revealed a large (15 cm diameter) tumor, which was significantly compressing the stomach and apparently occupied the entire left abdominal cavity. Although advanced primary gastrointestinal stromal tumor (GIST) or retroperitoneal tumor was inferred as the differential diagnosis, a definitive diagnosis was difficult using imaging alone. After EUS-FNA was done, the tumor was diagnosed histopathologically as high-grade liposarcoma. Case 2 is that of a 73-year-old man. Abdominal ultrasonography and CT showed a 6 cm diameter tumor within the pelvic cavity. The tumor had high MRI signal-intensity on both T1 and T2 images. Endorectal EUS showed a hyperechoic mass. The images suggested lipoma or liposarcoma containing lipoma-like components. Myxoid liposarcoma was revealed by subsequent EUS-FNA. Performing EUS-FNA was clinically useful for determining the subsequent therapeutic strategy in these cases where a tumor of unknown origin existed in the retroperitoneum

Brain Dp140 alters glutamatergic transmission and social behaviour in the mdx52 mouse model of Duchenne muscular dystrophy

Duchenne muscular dystrophy (DMD) is a muscle disorder caused by DMD mutations and is characterized by neurobehavioural comorbidities due to dystrophin deficiency in the brain. The lack of Dp140, a dystrophin short isoform, is clinically associated with intellectual disability and autism spectrum disorders (ASDs), but its postnatal functional role is not well understood. To investigate synaptic function in the presence or absence of brain Dp140, we utilized two DMD mouse models, mdx23 and mdx52 mice, in which Dp140 is preserved or lacking, respectively. ASD-like behaviours were observed in pups and 8-week-old mdx52 mice lacking Dp140. Paired-pulse ratio of excitatory postsynaptic currents, glutamatergic vesicle number in basolateral amygdala neurons, and glutamatergic transmission in medial prefrontal cortex-basolateral amygdala projections were significantly reduced in mdx52 mice compared to those in wild-type and mdx23 mice. ASD-like behaviour and electrophysiological findings in mdx52 mice were ameliorated by restoration of Dp140 following intra-cerebroventricular injection of antisense oligonucleotide drug-induced exon 53 skipping or intra-basolateral amygdala administration of Dp140 mRNA-based drug. Our results implicate Dp140 in ASD-like behaviour via altered glutamatergic transmission in the basolateral amygdala of mdx52 mice

Treatment results of two-stage operation for the patients with esophageal cancer concomitant with liver dysfunction

Purpose : The aim of this study was to clarify the usefulness of two-stage operation for the patients with esophageal cancer who have liver dysfunction. Methods : Eight patients with esophageal cancer concomitant with liver dysfunction who underwent two-stage operation were analyzed. The patients initially underwent an esophagectomy, a cervical esophagostomy and a tube jejunostomy, and reconstruction with gastric tube was performed after the recovery of patients’ condition. Results : The average time of the 1st and 2nd stage operation was 410.0 min and 438.9 min, respectively. The average amount of blood loss in the 1st and 2nd stage operation was 433.5 ml and 1556.8 ml, respectively. The average duration between the operations was 29.8 days. The antesternal route was selected for 5 patients (62.5%) and the retrosternal route was for 3 patients (37.5%). In the 1st stage operation, no postoperative complications were observed, while, complications developed in 5 (62.5%) patients, including 4 anastomotic leakages, after the 2nd stage operation. Pneumonia was not observed through two-stage operation. No in-hospital death was experienced. Conclusion : A two-stage operation might prevent the occurrence of critical postoperative complications for the patients with esophageal cancer concomitant with liver dysfunction

An Alteration in the Lateral Geniculate Nucleus of Experimental Glaucoma Monkeys: In vivo Positron Emission Tomography Imaging of Glial Activation

We examined lateral geniculate nucleus (LGN) degeneration as an indicator for possible diagnosis of glaucoma in experimental glaucoma monkeys using positron emission tomography (PET). Chronic intraocular pressure (IOP) elevation was induced by laser trabeculoplasty in the left eyes of 5 cynomolgus monkeys. Glial cell activation was detected by PET imaging with [11C]PK11195, a PET ligand for peripheral-type benzodiazepine receptor (PBR), before and at 4 weeks after laser treatment (moderate glaucoma stage). At mild, moderate, and advanced experimental glaucoma stages (classified by histological changes based on the extent of axonal loss), brains were stained with cresyl violet, or antibodies against PBR, Iba-1 (a microglial marker), and GFAP (an activated astrocyte marker). In laser-treated eyes, IOP was persistently elevated throughout all observation periods. PET imaging showed increased [11C]PK11195 binding potential in the bilateral LGN at 4 weeks after laser treatment; the increase in the ipsilateral LGN was statistically significant (P<0.05, n = 4). Immunostaining showed bilateral activations of microglia and astrocytes in LGN layers receiving input from the laser-treated eye. PBR-positive cells were observed in LGN layers receiving input from laser-treated eye at all experimental glaucoma stages including the mild glaucoma stage and their localization coincided with Iba-1 positive microglia and GFAP-positive astrocytes. These data suggest that glial activation occurs in the LGN at a mild glaucoma stage, and that the LGN degeneration could be detected by a PET imaging with [11C]PK11195 during the moderate experimental glaucoma stage after unilateral ocular hypertension. Therefore, activated glial markers such as PBR in the LGN may be useful in noninvasive molecular imaging for diagnosis of glaucoma