In order to take into account the territory in which the outputs are in the market and the time-depending firms' strategies, the discrete Cournot duopoly game (with adaptive expectations, modeled by Kopel) is generalized through a non autonomous reaction-diffusion binary system of PDEs, with self and cross diffusion terms. Linear and nonlinear asymptotic $L^2$-stability, via the Lapunov Direct Method and a nonautonomous energy functional, are investigated.

One of the promising frontiers of bioengineering is the controlled release of a therapeutic drug from a vehicle across the skin (transdermal drug delivery). In order to study the complete process, a two-phase mathematical model describing the dynamics of a substance between two coupled media of different properties and dimensions is presented. A system of partial differential equations describes the diffusion and the binding/unbinding processes in both layers. Additional flux continuity at the interface and clearance conditions into systemic circulation are imposed. An eigenvalue problem with discontinuous coefficients is solved and an analytical solution is given in the form of an infinite series expansion. The model points out the role of the diffusion and reaction parameters, which control the complex transfer mechanism and the drug kinetics across the two layers. Drug masses are given and their dependence on the physical parameters is discussed.

This paper investigates the problem of quantifying longevity risk in a quantile perspective. In this field, the idea of deepening the expected changes of future mortality rates over a single year is gaining. In the following the authors propose an approach which combines a stochastic model for the evolution of mortality rates and a quantile analysis of the mortality distribution in order to capture the trend component of longevity. An ex post analysis is proposed, relying on the past mortality experience of the Italian male population measured in the period of 1954-2008. Numerical applications illustrate the results and their impact both on the survival probabilities and on the risk margin for the insurance company.

We present and compare the performances of two many-core architectures: the Nvidia Kepler and the Intel MIC both in a single system and in cluster configuration for the simulation of spin systems. As a benchmark we consider the time required to update a single spin of the 3D Heisenberg spin glass model by using the Over-relaxation algorithm. We present data also for a traditional high-end multi-core architecture: the Intel Sandy Bridge. The results show that although on the two Intel architectures it is possible to use basically the same code, the performances of a Intel MIC change dramatically depending on (apparently) minor details. Another issue is that to obtain a reasonable scalability with the Intel Phi coprocessor (Phi is the coprocessor that implements the MIC architecture) in a cluster configuration it is necessary to use the so-called offload mode which reduces the performances of the single system. As to the GPU, the Kepler architecture offers a clear advantage with respect to the previous Fermi architecture maintaining exactly the same source code. Scalability of the multi-GPU implementation remains very good by using the CPU as a communication co-processor of the GPU. All source codes are provided for inspection and for double-checking the results. © 2014 Elsevier B.V. All rights reserved.

We describe a solution for fast indexing and searching within large heterogeneous data sets whose main purpose is to support investigators that need to analyze forensic disk images originated by seizures or created from bodies of evidence. Our approach is based on a combination of techniques aimed at improving efficiency and reliability of the indexing process.We do not rely on existing frameworks like Hadoop but borrow concepts from different contexts including High Performance Computing and Database management.

We analyze the dynamics of a two-dimensional system of interacting active dumbbells. We characterize the mean-square displacement, linear response function, and deviation from the equilibrium fluctuation-dissipation theorem as a function of activity strength, packing fraction, and temperature for parameters such that the system is in its homogeneous phase. While the diffusion constant in the last diffusive regime naturally increases with activity and decreases with packing fraction, we exhibit an intriguing nonmonotonic dependence on the activity of the ratio between the finite-density and the single-particle diffusion constants. At fixed packing fraction, the time-integrated linear response function depends nonmonotonically on activity strength. The effective temperature extracted from the ratio between the integrated linear response and the mean-square displacement in the last diffusive regime is always higher than the ambient temperature, increases with increasing activity, and, for small active force, monotonically increases with density while for sufficiently high activity it first increases and next decreases with the packing fraction. We ascribe this peculiar effect to the existence of finite-size clusters for sufficiently high activity and density at the fixed (low) temperatures at which we worked. The crossover occurs at lower activity or density the lower the external temperature. The finite-density effective temperature is higher (lower) than the single dumbbell one below (above) a crossover value of the Péclet number.

Aiming at a quantitative understanding of basic aspects of pedestrian dynamics, extensive and high-accuracy measurements of real-life pedestrian trajectories have been performed. A measurement strategy based on Microsoft KinectTM has been used. Specifically, more than 100.000 pedestrians have been tracked while walking along a trafficked corridor at the Eindhoven University of Technology, The Netherlands. The obtained trajectories have been analyzed as ensemble data. The main result consists of a statistical descriptions of pedestrian characteristic kinematic quantities such as positions and fundamental diagrams, possibly conditioned to the local crowd flow (e.g. co-flow or counter-flow).

A systems of self-propelled dumbbells interacting by a Weeks-Chandler-Anderson potential is considered. At sufficiently low temperatures the system phase separates into a dense phase and a gas-like phase. The kinetics of the cluster formation and the growth law for the average cluster size are analyzed.

The paper deals with the performance analysis of a portfolio of participating survival-indexed annuities within a riskiness context, set out by the adverse deviations of the demographic and financial bases. The Authors deepen the interactions between the risk due the random fluctuations of the dynamic of the capital returns and the risk due to the systematic random fluctuations of the lifetime evolutionary trend. © Springer International Publishing Switzerland 2014.