6,560 research outputs found

    Global synchronization algorithms for the Intel iPSC/860

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    In a distributed memory multicomputer that has no global clock, global processor synchronization can only be achieved through software. Global synchronization algorithms are used in tridiagonal systems solvers, CFD codes, sequence comparison algorithms, and sorting algorithms. They are also useful for event simulation, debugging, and for solving mutual exclusion problems. For the Intel iPSC/860 in particular, global synchronization can be used to ensure the most effective use of the communication network for operations such as the shift, where each processor in a one-dimensional array or ring concurrently sends a message to its right (or left) neighbor. Three global synchronization algorithms are considered for the iPSC/860: the gysnc() primitive provided by Intel, the PICL primitive sync0(), and a new recursive doubling synchronization (RDS) algorithm. The performance of these algorithms is compared to the performance predicted by communication models of both the long and forced message protocols. Measurements of the cost of shift operations preceded by global synchronization show that the RDS algorithm always synchronizes the nodes more precisely and costs only slightly more than the other two algorithms

    Arbitrage Bounds for Prices of Weighted Variance Swaps

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    We develop robust pricing and hedging of a weighted variance swap when market prices for a finite number of co--maturing put options are given. We assume the given prices do not admit arbitrage and deduce no-arbitrage bounds on the weighted variance swap along with super- and sub- replicating strategies which enforce them. We find that market quotes for variance swaps are surprisingly close to the model-free lower bounds we determine. We solve the problem by transforming it into an analogous question for a European option with a convex payoff. The lower bound becomes a problem in semi-infinite linear programming which we solve in detail. The upper bound is explicit. We work in a model-independent and probability-free setup. In particular we use and extend F\"ollmer's pathwise stochastic calculus. Appropriate notions of arbitrage and admissibility are introduced. This allows us to establish the usual hedging relation between the variance swap and the 'log contract' and similar connections for weighted variance swaps. Our results take form of a FTAP: we show that the absence of (weak) arbitrage is equivalent to the existence of a classical model which reproduces the observed prices via risk-neutral expectations of discounted payoffs.Comment: 25 pages, 4 figure

    Risk-sensitive investment in a finite-factor model

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    A new jump diffusion regime-switching model is introduced, which allows for linking jumps in asset prices with regime changes. We prove the existence and uniqueness of the solution to the risk-sensitive asset management criterion maximisation problem in this setting. We provide an ODE for the optimal value function, which may be efficiently solved numerically. Relevant probability measure changes are discussed in the appendix. The approach of Klebaner and Lipster (2014) is used to prove the martingale property of the relevant density processes.Comment: 23 pages, 1 figur

    Unexpected contraction of a zeolite framework upon isomorphous substitution of Si by Al

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    Isomorphous substitution of Si by Al in the framework of sodalites synthesized in ethylene glycol causes an unexpected contraction of the zeolite framework

    Two Social Worlds: Social Correlates and Stability of Adolescent Status Groups

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    Examined adolescents\u27 peer group status in high school using self-report, peer nominations, and archival data collected during 2 consecutive school yrs. 408 students participated in the 1st yr, and 404 students participated in the 2nd yr. 60% of the 2nd yr Ss had also participated in the 1st yr. Higher status students (popular and controversial) had more close friends, engaged more frequently in peer activities, and self-disclosed more than lower status students (rejected and neglected). They were also more involved in extracurricular school activities and received more social honors from their schoolmates. Although the higher status students were more alike than different, controversial adolescents did report more self-disclosure and dating behavior than popular students. Lower status students were also highly similar, although rejected students reported lower grades

    Minnesota\u27s 1990 Environmental Education Act

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    The development of new technologies and effective environmental management by communities, states, and nations will not be enough to arrest and repair the environmental degradation that exists in the world today. Nor will technology and management alone be able to prevent significant environmental degradation in the future. Extensive pollution and other types of environmental degradation have occurred because societies have not sufficiently understood and valued their environments. The development of environmentally sound societies will require changed attitudes and a citizenry which is informed about the environment. Thus, it is essential that environmental education be a part of the long range environmental plan for any society. The State of Minnesota has long been known for its beautiful forests, rivers, and ten thousand lakes. The state\u27s identity, prosperous economy, and high quality of life for its four million citizens are dependent upon a healthy environment. As a result, the state government is keenly aware that current and threatened degradation of the state\u27s environments cannot be tolerated. It has recognized and recently mandated that vigorous efforts to educate Minnesota citizens about the environment must begin immediately

    Observation of accelerating parabolic beams

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    We report the first observation of accelerating parabolic beams. These accelerating parabolic beams are similar to the Airy beams because they exhibit the unusual ability to remain diffraction-free while having a quadratic transverse shift during propagation. The amplitude and phase masks required to generate these beams are encoded onto a single liquid crystal display. Experimental results agree well with theory

    Insights into the Nature of Synergistic Effects in Proton-Conducting 4,4−1H,1H-Bitriazole-Poly(ethylene oxide) Composites

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    A nitrogen-containing heterocycle (NCH), 4,4-1H-1H-bi-1,2,3-triazole (bitriazole), capable of mimicking the hydrogen bonding of water in the solid state is synthesized and its ability to conduct protons in the presence of poly(ethylene oxides) under anhydrous conditions is investigated. Bitriazole is shown to have sufficient thermal and electrochemical stability for fuel cell applications. The composites formed between bitriazole and poly(ethylene oxides) give proton conductivities that can be described by the Vogel−Tamman−Fulcher (VTF) equation. These characteristics suggest coupling between polymer segmental motion and ion transport. The bitriazole N-H proton is shown to be the source of conductivity, and bitriazole and poly(ethylene oxides) function synergistically through specific intermolecular interactions and polymer-induced segmental motion to create a pathway for proton transport via structural diffusion
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