745 research outputs found
Positive harmonic functions on comb-like domains
This paper investigates positive harmonic functions on a domain which
contains an infinite cylinder, and whose boundary is contained in the union of
parallel hyperplanes. (In the plane its boundary consists of two sets of
vertical semi-infinite lines.) It characterizes, in terms of the spacing
between the hyperplanes, those domains for which there exist minimal harmonic
functions with a certain exponential growth.Comment: 18 page
Model based Monte Carlo pricing of energy and temperature quanto options
Weather derivatives have become very popular tools in weather risk management in recent years. One of the elements supporting their diffusion has been the increase in volatility observed on many energy markets. Among the several available contracts, Quanto options are now becoming very popular for a simple reason: they take into account the strong correlation between energy consumption and certain weather conditions, so enabling price and weather risk to be controlled at the same time. These products are more efficient and, in many cases, significantly cheaper than simpler plain vanilla options. Unfortunately, the specific features of energy and weather time series do not enable the use of analytical formulae based on the Black-Scholes pricing approach, nor other more advanced continuous time methods that extend the Black-Scholes approach, unless under strong and unrealistic assumptions. In this study, we propose a Monte Carlo pricing framework based on a bivariate time series model. Our approach takes into account the average and variance interdependence between temperature and energy price series. Furthermore, our approach includes other relevant empirical features, such as periodic patterns in average, variance, and correlations. The model structure enables a more appropriate pricing of Quanto options compared to traditional methods.weather derivatives; Quanto options pricing; derivative pricing; model simulation; forecast
Port of Digger Game to the Modern Operating Systems
Práce se zabĂ˝vá vĂ˝vojem portu hry Digger podle vzoru existujĂcĂ hry Digger Remastered. VĂ˝voj probĂhá od analĂ˝zy chovánĂ referenÄŤnĂ hry pĹ™es návrh aplikace po jejĂ implementaci v jazyce C++ a nasazenĂ. Teoretická část práce se vÄ›nuje vĂ˝bÄ›ru vhodnĂ˝ch knihoven frameworku Qt a návrhu hernĂch mechanik. Praktická část se pak podrobnÄ› vÄ›nuje implementaci jednotlivĂ˝ch navrĹľenĂ˝ch entit a zpĹŻsobu distribuce hotovĂ© aplikace.The bachelor's thesis concerns development of the port of Digger game. The port of game is modeled after the Digger Remastered game. Development starts from behaviour analysis of existing game, followed by application proposal, implementation in C++ and distribution. Teoretical part of this thesis concerns selection of appropriate libraries from the Qt framework and proposals of game mechanics. Practical part concerns implementation of proposed entities and distribution of final product.
VAP Prevention in the CTICU
The Agency for Healthcare Research and Quality (2015) has cited ventilator-associated pneumonia (VAP) as the most common infection in the ICU. In 2014, four episodes of VAP were identified in the 25-bed adult cardio-thoracic ICU (CTICU), a dynamic clinical environment within an academic medical center in Northern California specializing in complex cardiac surgery patients, including heart and lung transplants. In early 2015, the CTICU embarked on an evidence-based project to decrease the number of episodes of VAP to zero. Using the ACE Star Model of Knowledge Transformation as the theoretical framework and the CUSP (Comprehensive Unit-based Safety Program) standards as a guide in its implementation, the CTICU conducted in-service presentations about the impact of VAP, and displayed the CUSP Wheel poster in the unit as visual reminder. Moreover, project champions educated and role-modeled best practices to the staff, and conducted audit rounds to monitor compliance with VAP prevention guidelines. These audits successfully identified the deficits that required corrective action, and as a result, no reported cases of VAP in 2015 have occurred. Moving forward, ongoing staff education, adherence to evidence-based guidelines, and effective communication among healthcare providers are imperative to continue to prevent VAP in the CTICU
The Free Press vol 4, number 1 (1974-04-01)
Volume 4 number 1 of the Free Press, published April 1, 1974. Features a review of an Ike and Tina Turner concert.https://digitalcommons.usm.maine.edu/free_press/1264/thumbnail.jp
Developing capacity for agricultural water management: Current practice and future directions
YesThis paper defines concepts of capacity and capacity development for agricultural water management, and particularly the contributions made by ICID in this area in the recent past. Working from a theoretical framework of overlapping domains of capacity development Âż the enabling environment, the organisational and the individual domains, with knowledge management as a cross-cutting theme Âż the paper reviews previous work in the field and then summarises a range of case studies from the sector which illuminate key aspects of these different domains.
The paper notes the need to accommodate a rapidly-changing context for agricultural water management to take account of the increasing demand for water resources in all sectors, and the consequent requirement for support of new approaches to capacity development. These new approaches emphasise the growing importance of authentic knowledge, internally-generated learning and self-development, whether at the level of the organisation or the individual. The paper also recognises the need for continuing and long-term support of capacity development, particularly in processes of organisational and institutional change, where there is no single set of guidelines or practices which will fit every situation. Specific directions for future work are suggested, including increased attention to monitoring and evaluation of capacity development, and closer links to emerging work on water governance.Non
Quantum Nonlocality for a Mixed Entangled Coherent State
Quantum nonlocality is tested for an entangled coherent state, interacting
with a dissipative environment. A pure entangled coherent state violates Bell's
inequality regardless of its coherent amplitude. The higher the initial
nonlocality, the more rapidly quantum nonlocality is lost. The entangled
coherent state can also be investigated in the framework of Hilbert
space. The quantum nonlocality persists longer in Hilbert space.
When it decoheres it is found that the entangled coherent state fails the
nonlocality test, which contrasts with the fact that the decohered entangled
state is always entangled.Comment: 20 pages, 7 figures. To be published in J. Mod. Op
Violation of Bell's inequality using classical measurements and non-linear local operations
We find that Bell's inequality can be significantly violated (up to
Tsirelson's bound) with two-mode entangled coherent states using only homodyne
measurements. This requires Kerr nonlinear interactions for local operations on
the entangled coherent states. Our example is a demonstration of
Bell-inequality violations using classical measurements. We conclude that
entangled coherent states with coherent amplitudes as small as 0.842 are
sufficient to produce such violations.Comment: 6 pages, 5 figures, to be published in Phys. Rev.
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