The aim of this work is to develop a prototype system, that is a software
tool that contributes to monitor the coastline. In fact it, constituted by a
set of techniques and methods for SAR (Synthetic Aperture Radar) image
segmentation, can aid to investigate the state of conservation of the coastal
environment. The proposed system, called ISC (Interactive System for
Coastline detection) and written in JAVA language, is composed by a
set of Java classes structured in packages and it is based on the level
set method applied to SAR images. In this method, an initial curve
defined on the image evolves according to a PDE (Partial Differential
Equation) model by means of a velocity whose mathematical expression
is related to the characteristics of the image to be segmented. This curve
is deformed until it assumes a stable position at the boundary of the area
to be extracted from the image. We used images SAR PRI (Precision
Image Resolution) acquired during the ERS2 (European Remote Sensing
Satellite) mission.
With reference to a defined contribution pension scheme, this paper investigates the computation of suitable risk indicators in a fair valuation context. This subject involves theoretical isuues about the choice of the models for the dynamics of interest and mortality rates. The risk analysis is performed by computing the expected tail loss in a stochastic financial and demographic scenario. Numerical applications illustrate the impact of such evaluations on the reserve quantification in a Monte Carlo simulation framework.
defined contribution pension funds
fair value
expected tail loss
mathematical reserve
The aim of the paper is to deal with the solvency requirements for defined contribution pension funds. The probability of underfunding is investigated in a stochastic framework by means of the funding ratio, which is the ratio of the market value of the assets to the market value of the liabilities. Demographic and invetment risks are modelled by means of diffusion processes. Their impact on the total riskiness of the fund is analyzed via a quantile approach.
pension fund
funding ratio
CIR model
MRGB model quantile analysis
The purpose of neuroimaging is to investigate the brain functionality through the localization of the regions where bioelectric current flows, starting from the measurements of the magnetic field produced in the outer space. Assuming that each component of the current density vector possesses the same sparse representation with respect to a pre-assigned multiscale basis, regularization techniques to the magnetic inverse problem are applied. The linear inverse problem arising can be approximated by iterative algorithms based on gradient steps intertwined with thresholding operations with joint-sparsity constraints. We propose some numerical tests in order to show the features of the numerical algorithm, also regarding the performance in terms of CPU occupancy.
We compute the continuum thermohydrodynamical limit of a new formulation of lattice kinetic equations for thermal compressible flows, recently proposed by Sbragaglia [J. Fluid Mech. 628, 299 (2009)]. We show that the hydrodynamical manifold is given by the correct compressible Fourier-Navier-Stokes equations for a perfect fluid. We validate the numerical algorithm by means of exact results for transition to convection in Rayleigh-Beacutenard compressible systems and against direct comparison with finite-difference schemes. The method is stable and reliable up to temperature jumps between top and bottom walls of the order of 50% the averaged bulk temperature. We use this method to study Rayleigh-Taylor instability for compressible stratified flows and we determine the growth of the mixing layer at changing Atwood numbers up to At similar to 0.4. We highlight the role played by the adiabatic gradient in stopping the mixing layer growth in the presence of high stratification and we quantify the asymmetric growth rate for spikes and bubbles for two dimensional Rayleigh-Taylor systems with resolution up to L(x)xL(z)=1664x4400 and with Rayleigh numbers up to Ra similar to 2x10(10). (C) 2010 American Institute of Physics. [doi: 10.1063/1.3392774]
Lattice Boltzmann fluid-dynamics on the QPACE supercomputer
Biferale L
;
Mantovani F
;
Pivanti M
;
Sbragaglia M
;
Scagliarini A
;
Schifano S F
;
Toschi F
;
Tripiccione R
In this paper we present an implementation for the QPACE supercomputer of a Lattice Boltzmann model of a fluid-dynamics flow in 2 dimensions. QPACE is a massively parallel application-driven system powered by the Cell processor. We review the structure of the model, describe in details its implementation on QPACE and finally present performance data and preliminary physics results. (C) 2010 Published by Elsevier Ltd.
Fluid-dynamics
Lattice Boltzmann Model
CBE processor
QPACE supercomputer
A numerical study of turbulence seeded with light particles is presented. We analyze the statistical properties of coherent, small-scale structures by looking at the trapping events of light particles inside vortex filaments. We study the properties of particles attracting set, measuring its fractal dimension and the probability that the separation between two particles remains within the dissipative scale, even for time lapses as long as the large-scale correlation time, T(L). We show how to estimate the vortex lifetime by studying the moment of inertia of bunches of particles, showing the presence of an exponential lifetime distribution, with events up to T(L). (C) 2010 American Institute of Physics. [doi:10.1063/1.3431660]
We present the results of our numerical simulations of the Rayleigh-Taylor turbulence, performed using a recently proposed (Sbragaglia et al 2009 J. Fluid Mech. 628 299, Scagliarini et al 2010 Phys. Fluids 22 055101) lattice Boltzmann method that can describe consistently a thermal compressible flow subjected to an external forcing. The method allowed us to study the system in both the nearly Boussinesq regime and the strongly compressible regime. Moreover, we show that when the stratification is important, the presence of the adiabatic gradient causes the arrest of the mixing process.
Community structures are found to exist ubiquitously in real-world complex networks. We address here the problem of community detection in directed networks. Most of the previous literature ignores edge directions and applies methods designed for community detection in undirected networks, which discards valuable information and often fails when different communities are defined on the basis of incoming and outgoing edges. We suggest extracting information about edge directions using a PageRank random walk and translating such information into edge weights. After extraction we obtain a new weighted directed network in which edge directions can then be safely ignored. We thus transform community detection in directed networks into community detection in reweighted undirected networks. Such an approach can benefit directly from the large volume of algorithms for the detection of communities in undirected networks already developed, since it is not obvious how to extend these algorithms to account for directed networks and the procedure is often difficult. Validations on synthetic and real-world networks demonstrate that the proposed framework can effectively detect communities in directed networks.
MANIA: A GENE NETWORK REVERSE ALGORITHM FOR COMPOUNDS MODE-OF-ACTION AND GENES INTERACTIONS INFERENCE
Lai Darong
;
Lu Hongtao
;
Lauria Mario
;
Di Bernardo Diego
;
Nardini Christine
Understanding the complexity of the cellular machinery represents a grand challenge in molecular biology. To contribute to the deconvolution of this complexity, a novel inference algorithm based on linear ordinary differential equations is proposed, based solely on high-throughput gene expression data. The algorithm can infer (i) gene-gene interactions from steady state expression profiles and (ii) mode-of-action of the components that can trigger changes in the system. Results demonstrate that the proposed algorithm can identify both information with high performances, thus overcoming the limitation of current algorithms that can infer reliably only one.
With the expanding availability of sequencing technologies, research previously centered on the human genome can now afford to include the study of humans' internal ecosystem (human microbiome). Given the scale of the data involved in this metagenomic research (two orders of magnitude larger than the human genome) and their importance in relation to human health, it is crucial to guarantee (along with the appropriate data collection and taxonomy) proper tools for data analysis. We propose to adapt the approaches defined for the analysis of gene-expression microarray in order to infer information in metagenomics. In particular, we applied SAM, a broadly used tool for the identification of differentially expressed genes among different samples classes, to a reported dataset on a research model with mice of two genotypes (a high density lipoprotein knockout mouse and its wild-type counterpart). The data contain two different diets (high-fat or normal-chow) to ensure the onset of obesity, prodrome of metabolic syndromes (MS). By using 16S rRNA gene as a genomic diversity marker, we illustrate how this approach can identify bacterial populations differentially enriched among different genetic and dietary conditions of the host. This approach faithfully reproduces highly-relevant results from phylogenetic and standard statistical analyses, used to explain the role of the gut microbiome in relation to obesity. This represents a promising proof-of-principle for using functional genomic approaches in the fast growing area of metagenomics, and warrants the availability of a large body of thoroughly tested and theoretically sound methodologies to this exciting new field.
Community structure has been found to exist ubiquitously in many different kinds of real world complex networks. Most of the previous literature ignores edge directions and applies methods designed for community finding in undirected networks to find communities. Here, we address the problem of finding communities in directed networks. Our proposed method uses PageRank random walk induced network embedding to transform a directed network into an undirected one, where the information on edge directions is effectively incorporated into the edge weights. Starting from this new undirected weighted network, previously developed methods for undirected network community finding can be used without any modification. Moreover, our method improves on recent work in terms of community definition and meaning. We provide two simulated examples, a real social network and different sets of power law benchmark networks, to illustrate how our method can correctly detect communities in directed networks. (C) 2010 Elsevier B.V. All rights reserved.
Directed network
Community
Random walk
Network embedding
Modularity
The representation of real systems with network models is becoming increasingly common and critical to both capture and simplify systems' complexity, notably, via the partitioning of networks into communities. In this respect, the definition of modularity, a common and broadly used quality measure for networks partitioning, has induced a surge of efficient modularity-based community detection algorithms. However, recently, the optimization of modularity has been found to show a resolution limit, which reduces its effectiveness and range of applications. Therefore, one recent trend in this area of research has been related to the definition of novel quality functions, alternative to modularity. In this paper, however, instead of laying aside the important body of knowledge developed so far for modularity-based algorithms, we propose to use a strategy to preprocess networks before feeding them into modularity-based algorithms. This approach is based on the observation that dynamic processes triggered on vertices in the same community possess similar behavior patterns but dissimilar on vertices in different communities. Validations on real-world and synthetic networks demonstrate that network preprocessing can enhance the modularity-based community detection algorithms to find more natural clusters and effectively alleviates the problem of resolution limit.