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

Study on Liquid Management Technology in Water Tank for Propulsion System Utilizing Aluminum and Water Reaction (Improvement of Liquid Acquisition Performance by Hydrophilic Coating in Metallic Tank)

In order to use hydrogen as a fuel for spacecraft propulsion system, utilization of aluminum and water reaction system is considered. Liquid-gas separation is necessary for water tank in this propulsion system. The purpose of this study is to confirm the applicability of water to the surface tension liquid acquisition mechanism in tank by improving wettability using a silica coating. It was demonstrated that silica coating could improve the wettability of water against metallic material applied to practical tanks. By the microgravity experiment using drop tower facility, it was confirmed that water in tank could be acquired on the liquid outlet by vane device with silica coating

Emerging concepts involving inhibitory and activating RNA functionalization towards the understanding of microcephaly phenotypes and brain diseases in humans

Microcephaly is characterized as a small head circumference, and is often accompanied by developmental disorders. Several candidate risk genes for this disease have been described, and mutations in non-coding regions are occasionally found in patients with microcephaly. Various non-coding RNAs (ncRNAs), such as microRNAs (miRNAs), SINEUPs, telomerase RNA component (TERC), and promoter-associated lncRNAs (pancRNAs) are now being characterized. These ncRNAs regulate gene expression, enzyme activity, telomere length, and chromatin structure through RNA binding proteins (RBPs)-RNA interaction. Elucidating the potential roles of ncRNA-protein coordination in microcephaly pathogenesis might contribute to its prevention or recovery. Here, we introduce several syndromes whose clinical features include microcephaly. In particular, we focus on syndromes for which ncRNAs or genes that interact with ncRNAs may play roles. We discuss the possibility that the huge ncRNA field will provide possible new therapeutic approaches for microcephaly and also reveal clues about the factors enabling the evolutionary acquisition of the human-specific “large brain.

Evolutionary acquisition of promoter-associated non-coding RNA (pancRNA) repertoires diversifies species-dependent gene activation mechanisms in mammals

Diversity of conserved pancRNA expression profile of the five tissues in the five species. Hierarchical clustering and symmetrical heat map of Spearman correlation coefficients of conserved pancRNA (A) and their corresponding mRNA (B) expression profiles. Samples are colored according to the tissues and the species. (PDF 301 kb

Essential role for poly (ADP-ribosyl)ation in mouse preimplantation development

BACKGROUND: Poly (ADP-ribosyl)ation is a covalent modification of many nuclear proteins. It has a strong chromatin modifying potential involved in DNA repair, transcription and replication. Its role during preimplantation development is unknown. RESULTS: We have observed strong but transient synthesis of poly ADP-ribose polymers on decondensing chromosomes of fertilized and parthenogenetically activated mouse oocytes. Inhibition of this transient upregulation with a specific enzyme inhibitor, 3-aminobenzamide, has long-term effects on the postimplantation development of the embryos. In addition, inhibition of poly (ADP-ribosyl)ation at the 4–8 cell stage selectively blocks morula compaction. CONCLUSION: These observations suggest that poly (ADP-ribosyl)ation is involved in the epigenetic chromatin remodeling in the zygote

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

Identification of hepta-histidine as a candidate drug for Huntington's disease by in silico-in vitro- in vivo-integrated screens of chemical libraries.

We identified drug seeds for treating Huntington's disease (HD) by combining in vitro single molecule fluorescence spectroscopy, in silico molecular docking simulations, and in vivo fly and mouse HD models to screen for inhibitors of abnormal interactions between mutant Htt and physiological Ku70, an essential DNA damage repair protein in neurons whose function is known to be impaired by mutant Htt. From 19,468 and 3,010,321 chemicals in actual and virtual libraries, fifty-six chemicals were selected from combined in vitro-in silico screens; six of these were further confirmed to have an in vivo effect on lifespan in a fly HD model, and two chemicals exerted an in vivo effect on the lifespan, body weight and motor function in a mouse HD model. Two oligopeptides, hepta-histidine (7H) and Angiotensin III, rescued the morphological abnormalities of primary neurons differentiated from iPS cells of human HD patients. For these selected drug seeds, we proposed a possible common structure. Unexpectedly, the selected chemicals enhanced rather than inhibited Htt aggregation, as indicated by dynamic light scattering analysis. Taken together, these integrated screens revealed a new pathway for the molecular targeted therapy of HD

Neuroligin3 splice isoforms shape inhibitory synaptic function in the mouse hippocampus

Synapse formation is a dynamic process essential for the development and maturation of the neuronal circuitry in the brain. At the synaptic cleft, transsynaptic protein-protein interactions are major biological determinants of proper synapse efficacy. The balance of excitatory and inhibitory synaptic transmission (E-I balance) stabilizes synaptic activity, and dysregulation of the E-I balance has been implicated in neurodevelopmental disorders, including autism spectrum disorders. However, the molecular mechanisms underlying the E-I balance remain to be elucidated. Here, using single-cell transcriptomics, immunohistochemistry and electrophysiology approaches to murine CA1 pyramidal neurons obtained from organotypic hippocampal slice cultures, we investigate Neuroligin (Nlgn) genes that encode a family of postsynaptic adhesion molecules known to shape excitatory and inhibitory synaptic function. We demonstrate that the NLGN3 protein differentially regulates inhibitory synaptic transmission in a splice isoform-dependent manner at hippocampal CA1 synapses. We also found that distinct subcellular localizations of the NLGN3 isoforms contribute to the functional differences observed among these isoforms. Finally, results from single-cell RNA-Seq analyses revealed that Nlgn1 and Nlgn3 are the major murine Nlgn genes and that the expression levels of the Nlgn splice isoforms are highly diverse in CA1 pyramidal neurons. Our results delineate isoform-specific effects of Nlgn genes on the E-I balance in the murine hippocampus

A Specific Neuroligin3-αNeurexin1 Code Regulates GABAergic Synaptic Function in Mouse Hippocampus [preprint]

Synapse formation and regulation require interactions between pre- and postsynaptic proteins, notably cell adhesion molecules (CAMs). It has been proposed that the functions of neuroligins (Nlgns), postsynaptic CAMs, rely on the formation of trans-synaptic complexes with neurexins (Nrxns), presynaptic CAMs. Nlgn3 is a unique Nlgn isoform that localizes at both excitatory and inhibitory synapses. However, Nlgn3 function mediated via Nrxn interactions is unknown. Here, we demonstrate that Nlgn3 localizes at postsynaptic sites apposing vesicular glutamate transporter 3-expressing (VGT3+) inhibitory terminals and regulates VGT3+ inhibitory interneuron-mediated synaptic transmission in mouse organotypic slice cultures. Gene expression analysis of interneurons revealed that the αNrxn1+AS4 splice isoform is highly expressed in VGT3+ interneurons as compared with other interneurons. Most importantly, postsynaptic Nlgn3 requires presynaptic αNrxn1+AS4 expressed in VGT3+ interneurons to regulate inhibitory synaptic transmission. Our results indicate that specific Nlgn-Nrxn interactions generate distinct functional properties at synapses

Specific Neuroligin3-alphaNeurexin1 signaling regulates GABAergic synaptic function in mouse hippocampus

Synapse formation and regulation require signaling interactions between pre- and postsynaptic proteins, notably cell adhesion molecules (CAMs). It has been proposed that the functions of neuroligins (Nlgns), postsynaptic CAMs, rely on the formation of trans-synaptic complexes with neurexins (Nrxns), presynaptic CAMs. Nlgn3 is a unique Nlgn isoform that localizes at both excitatory and inhibitory synapses. However, Nlgn3 function mediated via Nrxn interactions is unknown. Here we demonstrate that Nlgn3 localizes at postsynaptic sites apposing vesicular glutamate transporter 3-expressing (VGT3+) inhibitory terminals and regulates VGT3+ inhibitory interneuron-mediated synaptic transmission in mouse organotypic slice cultures. Gene expression analysis of interneurons revealed that the alphaNrxn1+AS4 splice isoform is highly expressed in VGT3+ interneurons as compared with other interneurons. Most importantly, postsynaptic Nlgn3 requires presynaptic alphaNrxn1+AS4 expressed in VGT3+ interneurons to regulate inhibitory synaptic transmission. Our results indicate that specific Nlgn-Nrxn signaling generates distinct functional properties at synapses