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

Demographic growth and the distribution of language sizes

It is argued that the present log-normal distribution of language sizes is, to a large extent, a consequence of demographic dynamics within the population of speakers of each language. A two-parameter stochastic multiplicative process is proposed as a model for the population dynamics of individual languages, and applied over a period spanning the last ten centuries. The model disregards language birth and death. A straightforward fitting of the two parameters, which statistically characterize the population growth rate, predicts a distribution of language sizes in excellent agreement with empirical data. Numerical simulations, and the study of the size distribution within language families, validate the assumptions at the basis of the model.Comment: To appear in Int. J. Mod. Phys. C (2008

New Records Of Aparasphenodon Bokermanni (pombal, 1993) From Santa Catarina, Southern Brazil, And Extension Of Genus Range (anura: Hylidae)

Aparasphenodon bokermanni is a poorly known casque-headed tree frog found in São Paulo and Santa Catarina, southern Brazil. Here we provide two new records, one from Joinville, northeastern Santa Catarina, and the first record from Santa Catarina Island, Brazil, which extends to the south the range of the genus by approximately 150 km. © 2016 Check List and Authors.12

Dependences of the Casimir-Polder interaction between an atom and a cavity wall on atomic and material properties

The Casimir-Polder and van der Waals interactions between an atom and a flat cavity wall are investigated under the influence of real conditions including the dynamic polarizability of the atom, actual conductivity of the wall material and nonzero temperature of the wall. The cases of different atoms near metal and dielectric walls are considered. It is shown that to obtain accurate results for the atom-wall interaction at short separations, one should use the complete tabulated optical data for the complex refractive index of the wall material and the accurate dynamic polarizability of an atom. At relatively large separations in the case of a metal wall, one may use the plasma model dielectric function to describe the dielectric properties of wall material. The obtained results are important for the theoretical interpretation of experiments on quantum reflection and Bose-Einstein condensation.Comment: 5 pages, 1 figure, iopart.cls is used, to appear in J. Phys. A (special issue: Proceedings of QFEXT05, Barcelona, Sept. 5-9, 2005

Mutual synchronization and clustering in randomly coupled chaotic dynamical networks

We introduce and study systems of randomly coupled maps (RCM) where the relevant parameter is the degree of connectivity in the system. Global (almost-) synchronized states are found (equivalent to the synchronization observed in globally coupled maps) until a certain critical threshold for the connectivity is reached. We further show that not only the average connectivity, but also the architecture of the couplings is responsible for the cluster structure observed. We analyse the different phases of the system and use various correlation measures in order to detect ordered non-synchronized states. Finally, it is shown that the system displays a dynamical hierarchical clustering which allows the definition of emerging graphs.Comment: 13 pages, to appear in Phys. Rev.

Pharmacological treatment for familial amyloid neuropathy

This is a protocol for a Cochrane Review (Intervention). The objectives are as follows: To assess and compare the efficacy, acceptability, and tolerability of pharmacologic disease‐modifying agents for familial amyloid neuropathy (FAP)

Pharmacological treatment for familial amyloid polyneuropathy

Background: Disease‐modifying pharmacological agents for transthyretin (TTR)‐related familial amyloid polyneuropathy (FAP) have become available in the last decade, but evidence on their efficacy and safety is limited. This review focuses on disease‐modifying pharmacological treatment for TTR‐related and other FAPs, encompassing amyloid kinetic stabilisers, amyloid matrix solvents, and amyloid precursor inhibitors. Objectives: To assess and compare the efficacy, acceptability, and tolerability of disease‐modifying pharmacological agents for familial amyloid polyneuropathies (FAPs). Search methods: On 18 November 2019, we searched the Cochrane Neuromuscular Specialised Register, the Cochrane Central Register of Controlled Trials, MEDLINE, and Embase. We reviewed reference lists of articles and textbooks on peripheral neuropathies. We also contacted experts in the field. We searched clinical trials registries and manufacturers' websites. Selection criteria: We included randomised clinical trials (RCTs) or quasi‐RCTs investigating any disease‐modifying pharmacological agent in adults with FAPs. Disability due to FAP progression was the primary outcome. Secondary outcomes were severity of peripheral neuropathy, change in modified body mass index (mBMI), quality of life, severity of depression, mortality, and adverse events during the trial. Data collection and analysis: We followed standard Cochrane methodology. Main results: The review included four RCTs involving 655 people with TTR‐FAP. The manufacturers of the drugs under investigation funded three of the studies. The trials investigated different drugs versus placebo and we did not conduct a meta‐analysis. One RCT compared tafamidis with placebo in early‐stage TTR‐FAP (128 randomised participants). The trial did not explore our predetermined disability outcome measures. After 18 months, tafamidis might reduce progression of peripheral neuropathy slightly more than placebo (Neuropathy Impairment Score (NIS) in the lower limbs; mean difference (MD) ‐3.21 points, 95% confidential interval (CI) ‐5.63 to ‐0.79; P = 0.009; low‐certainty evidence). However, tafamidis might lead to little or no difference in the change of quality of life between groups (Norfolk Quality of Life‐Diabetic Neuropathy (Norfolk QOL‐DN) total score; MD ‐4.50 points, 95% CI ‐11.27 to 2.27; P = 0.19; very low‐certainty evidence). No clear between‐group difference was found in the numbers of participants who died (risk ratio (RR) 0.65, 95% CI 0.11 to 3.74; P = 0.63; very low‐certainty evidence), who dropped out due to adverse events (RR 1.29, 95% CI 0.30 to 5.54; P = 0.73; very low‐certainty evidence), or who experienced at least one severe adverse event during the trial (RR 1.16, 95% CI 0.37 to 3.62; P = 0.79; very low‐certainty evidence). One RCT compared diflunisal with placebo (130 randomised participants). At month 24, diflunisal might reduce progression of disability (Kumamoto Score; MD ‐4.90 points, 95% CI ‐7.89 to ‐1.91; P = 0.002; low‐certainty evidence) and peripheral neuropathy (NIS plus 7 nerve tests; MD ‐18.10 points, 95% CI ‐26.03 to ‐10.17; P < 0.001; low‐certainty evidence) more than placebo. After 24 months, changes from baseline in the quality of life measured by the 36‐Item Short‐Form Health Survey score showed no clear difference between groups for the physical component (MD 6.10 points, 95% CI 2.56 to 9.64; P = 0.001; very low‐certainty evidence) and the mental component (MD 4.40 points, 95% CI ‐0.19 to 8.99; P = 0.063; very low‐certainty evidence). There was no clear between‐group difference in the number of people who died (RR 0.46, 95% CI 0.15 to 1.41; P = 0.17; very low‐certainty evidence), in the number of dropouts due to adverse events (RR 2.06, 95% CI 0.39 to 10.87; P = 0.39; very low‐certainty evidence), and in the number of people who experienced at least one severe adverse event (RR 0.77, 95% CI 0.18 to 3.32; P = 0.73; very low‐certainty evidence) during the trial. One RCT compared patisiran with placebo (225 randomised participants). After 18 months, patisiran reduced both progression of disability (Rasch‐built Overall Disability Scale; least‐squares MD 8.90 points, 95% CI 7.00 to 10.80; P < 0.001; moderate‐certainty evidence) and peripheral neuropathy (modified NIS plus 7 nerve tests ‐ Alnylam version; least‐squares MD ‐33.99 points, 95% CI ‐39.86 to ‐28.13; P < 0.001; moderate‐certainty evidence) more than placebo. At month 18, the change in quality of life between groups favoured patisiran (Norfolk QOL‐DN total score; least‐squares MD ‐21.10 points, 95% CI ‐27.20 to ‐15.00; P < 0.001; low‐certainty evidence). There was little or no between‐group difference in the number of participants who died (RR 0.61, 95% CI 0.21 to 1.74; P = 0.35; low‐certainty evidence), dropped out due to adverse events (RR 0.33, 95% CI 0.13 to 0.82; P = 0.017; low‐certainty evidence), or experienced at least one severe adverse event (RR 0.91, 95% CI 0.64 to 1.28; P = 0.58; low‐certainty evidence) during the trial. One RCT compared inotersen with placebo (172 randomised participants). The trial did not explore our predetermined disability outcome measures. From baseline to week 66, inotersen reduced progression of peripheral neuropathy more than placebo (modified NIS plus 7 nerve tests ‐ Ionis version; MD ‐19.73 points, 95% CI ‐26.50 to ‐12.96; P < 0.001; moderate‐certainty evidence). At week 65, the change in quality of life between groups favoured inotersen (Norfolk QOL‐DN total score; MD ‐10.85 points, 95% CI ‐17.25 to ‐4.45; P < 0.001; low‐certainty evidence). Inotersen may slightly increase mortality (RR 5.94, 95% CI 0.33 to 105.60; P = 0.22; low‐certainty evidence) and occurrence of severe adverse events (RR 1.48, 95% CI 0.85 to 2.57; P = 0.16; low‐certainty evidence) compared to placebo. More dropouts due to adverse events were observed in the inotersen than in the placebo group (RR 8.57, 95% CI 1.16 to 63.07; P = 0.035; low‐certainty evidence). There were no studies addressing apolipoprotein AI‐FAP, gelsolin‐FAP, and beta‐2‐microglobulin‐FAP. Authors' conclusions Evidence on the pharmacological treatment of FAPs from RCTs is limited to TTR‐FAP. No studies directly compare disease‐modifying pharmacological treatments for TTR‐FAP. Results from placebo‐controlled trials indicate that tafamidis, diflunisal, patisiran, and inotersen may be beneficial in TTR‐FAP, but further investigations are needed. Since direct comparative studies for TTR‐FAP will be hampered by sample size and costs required to demonstrate superiority of one drug over another, long‐term non‐randomised open‐label studies monitoring their efficacy and safety are needed

Lateral projection as a possible explanation of the nontrivial boundary dependence of the Casimir force

We find the lateral projection of the Casimir force for a configuration of a sphere above a corrugated plate. This force tends to change the sphere position in the direction of a nearest corrugation maximum. The probability distribution describing different positions of a sphere above a corrugated plate is suggested which is fitted well with experimental data demonstrating the nontrivial boundary dependence of the Casimir force.Comment: 5 pages, 1 figur

An extended-phase-space dynamics for the generalized nonextensive thermostatistics

We apply a variant of the Nose-Hoover thermostat to derive the Hamiltonian of a nonextensive system that is compatible with the canonical ensemble of the generalized thermostatistics of Tsallis. This microdynamical approach provides a deterministic connection between the generalized nonextensive entropy and power law behavior. For the case of a simple one-dimensional harmonic oscillator, we confirm by numerical simulation of the dynamics that the distribution of energy H follows precisely the canonical q-statistics for different values of the parameter q. The approach is further tested for classical many-particle systems by means of molecular dynamics simulations. The results indicate that the intrinsic nonlinear features of the nonextensive formalism are capable to generate energy fluctuations that obey anomalous probability laws. For q<1 a broad distribution of energy is observed, while for q>1 the resulting distribution is confined to a compact support.Comment: 4 pages, 5 figure