Numerical methods for Lévy processes

We survey the use and limitations of some numerical methods for pricing derivative contracts in multidimensional geometric Lévy model

Nachbauproblematik bei Apfelbäumen

Bei wiederholtem Anbau von Obstbäumen am gleichen Standort wird häufig ein verminderter Wuchs und ein reduzierter Ertrag beobachtet. Dieses Phänomen wird als Nachbauproblem oder Bodenmüdigkeit bezeichne

A Finite Element Computation of the Gravitational Radiation emitted by a Point-like object orbiting a Non-rotating Black Hole

The description of extreme-mass-ratio binary systems in the inspiral phase is a challenging problem in gravitational wave physics with significant relevance for the space interferometer LISA. The main difficulty lies in the evaluation of the effects of the small body's gravitational field on itself. To that end, an accurate computation of the perturbations produced by the small body with respect the background geometry of the large object, a massive black hole, is required. In this paper we present a new computational approach based on Finite Element Methods to solve the master equations describing perturbations of non-rotating black holes due to an orbiting point-like object. The numerical computations are carried out in the time domain by using evolution algorithms for wave-type equations. We show the accuracy of the method by comparing our calculations with previous results in the literature. Finally, we discuss the relevance of this method for achieving accurate descriptions of extreme-mass-ratio binaries.Comment: RevTeX 4. 18 pages, 8 figure

Chlamydia control activities in Europe: cross-sectional survey

Background: Chlamydia is the most commonly reported bacterial sexually transmitted infection in Europe. The objective of the Screening for Chlamydia in Europe (SCREen) project was to describe current and planned chlamydia control activities in Europe. Methods: The authors sent a questionnaire asking about different aspects of chlamydia epidemiology and control to public health and clinical experts in each country in 2007. The principles of sexually transmitted infection control were used to develop a typology comprising five categories of chlamydia control activities. Each country was assigned to a category, based on responses to the questionnaire. Results: Experts in 29 of 33 (88%) invited countries responded. Thirteen of 29 countries (45%) had no current chlamydia control activities. Six countries in this group stated that there were plans to introduce chlamydia screening programmes. There were five countries (17%) with case management guidelines only. Three countries (10%) also recommended case finding amongst partners of diagnosed chlamydia cases or people with another sexually transmitted infection. Six countries (21%) further specified groups of asymptomatic people eligible for opportunistic chlamydia testing. Two countries (7%) reported a chlamydia screening programme. There was no consistent association between the per capita gross domestic product of a country and the intensity of chlamydia control activities (P = 0.816). Conclusion: A newly developed classification system allowed the breadth of ongoing national chlamydia control activities to be described and categorized. Chlamydia control strategies should ensure that clinical guidelines to optimize chlamydia diagnosis and case management have been implemented before considering the appropriateness of screening programmes

A hysteretic multiscale formulation for nonlinear dynamic analysis of composite materials

This article has been made available through the Brunel Open Access Publishing Fund.A new multiscale finite element formulation is presented for nonlinear dynamic analysis of heterogeneous structures. The proposed multiscale approach utilizes the hysteretic finite element method to model the microstructure. Using the proposed computational scheme, the micro-basis functions, that are used to map the microdisplacement components to the coarse mesh, are only evaluated once and remain constant throughout the analysis procedure. This is accomplished by treating inelasticity at the micro-elemental level through properly defined hysteretic evolution equations. Two types of imposed boundary conditions are considered for the derivation of the multiscale basis functions, namely the linear and periodic boundary conditions. The validity of the proposed formulation as well as its computational efficiency are verified through illustrative numerical experiments