NUMERICAL STABILITY of A HYBRID METHOD for PRICING OPTIONS

We develop and study stability properties of a hybrid approximation of functionals of the Bates jump model with stochastic interest rate that uses a tree method in the direction of the volatility and the interest rate and a finite-difference approach in order to handle the underlying asset price process. We also propose hybrid simulations for the model, following a binomial tree in the direction of both the volatility and the interest rate, and a space-continuous approximation for the underlying asset price process coming from a Euler-Maruyama type scheme.

Specifying and Analysing Reputation Systems with a Coordination Language

Reputation systems are nowadays widely used to support decision making in networked systems. Parties in such systems rate each other and use shared ratings to compute reputation scores that drive their interactions. The existence of reputation systems with remarkable differences calls for formal approaches to their analysis. We present a verification methodology for reputation systems that is based on the use of the coordination language Klaim and related analysis tools.

Black hole geodesic parallel transport and the Marck reduction procedure

The Wigner rotations arising from the combination of boosts along two different directions arc rederived from a relative boost point of view and applied to study gyroscope spin precession along timelike geodesics in a Kerr spacetime. First this helps to clarify the geometrical properties of Marck's recipe for reducing the equations of parallel transport along such world lines expressed in terms of the constants of the motion to a single differential equation for the essential planar rotation.

Lattice Boltzmann method for thin-liquid-film hydrodynamics

We propose an approach to the numerical simulation of thin-film flows based on the lattice Boltzmann method. We outline the basic features of the method, show in which limits the expected thin-film equations are recovered, and perform validation tests. The numerical scheme is applied to the viscous Rayleigh-Taylor instability of a thin film and to the spreading of a sessile drop toward its equilibrium contact angle configuration. We show that the Cox-Voinov law is satisfied and that the effect of a tunable slip length on the substrate is correctly captured.

Visbrain: A Multi-Purpose GPU-Accelerated Open-Source Suite for Multimodal Brain Data Visualization

We present Visbrain, a Python open-source package that offers a comprehensive visualization suite for neuroimaging and electrophysiological brain data. Visbrain consists of two levels of abstraction: (1) objects which represent highly configurable neurooriented visual primitives (3D brain, sources connectivity, etc.) and (2) graphical user interfaces for higher level interactions. The object level offers flexible and modular tools to produce and automate the production of figures using an approach similar to that of Matplotlib with subplots.

Drug delivery from microcapsules: How can we estimate the release time?

Predicting the release performance of a drug delivery device is an important challenge in pharmaceutics and biomedical science. In this paper, we consider a multi-layer diffusion model of drug release from a composite spherical microcapsule into an external surrounding medium. Based on this model, we present two approaches for estimating the release time, i.e. the time required for the drug-filled capsule to be depleted.