Mass transport and diffusion phenomena in the arterial lumen are studied through a mathematical model. Blood flow is described by the unsteady Navier -Stokes equation and solute dynamics by an advection-diffusion equation, the convective field being provided by the fluid velocity. A linearization procedure over the steady state solution is carried out and an asymptotic analysis is used to study the effect of a small curvature with respect to the straight tube. Analytical and numerical solutions are found: the results show the characteristics of the long wave propagation and the role played by the geometry on the solute distribution and demonstrate the strong influence of curvature induced by the fluid dynamics.

Barrier options are financial derivative contracts that are activated or deactivated according to the crossing of specified barriers by an underlying asset price. Exact models for pricing barrier options assume continuous monitoring of the underlying dynamics, usually a stock price. Barrier options in traded markets, however, nearly always assume less frequent observation, e.g. daily or weekly. These situations require approximate solutions to the pricing problem. We present a new approach to pricing such discretely monitored barrier options that may be applied in many realistic situations. In particular, we study daily monitored up-and-out call options of the European type with a single underlying stock. The approach is based on numerical approximation of the transition probability density associated with the stochastic differential equation describing the stock price dynamics, and provides accurate results in less than one second whenever a contract expires in a year or less. The flexibility of the method permits more complex underlying dynamics than the Black and Scholes paradigm, and its relative simplicity renders it quite easy to implement.

In studying some related topics, the authors came back to the paper "On the boundedness of de la Vallée Poussin operators'' [East J. Approx. 7 (2001), no. 4, 417--444] and realized a mistake in the proof of Theorem 2.2. In this note we state the same theorem but slightly modifying the hypothesis on the involved weights.

The Leontief model, originally developed for describing an economic system in terms of mutually interrelated and structurally conditioned simultaneous flows of commodities and services, has important applications to wide ranging disciplines. A basic model assumes the linear form x=Tx+d, where x represents the total output vector and d represents the final demand vector. The consumption matrix T plays the critical role of characterizing the entire input-output dynamics. Normally, T is determined by massive and arduous data gathering means which inadvertently bring in measurement noises. This paper considers the inverse problem of reconstructing the consumption matrix in the open Leontief model based on a sequence of inexact output vectors and demand vectors. Such a formulation might have two advantages: one is that no internal consumption measurements are required and the other is that inherent errors could be reduced by total least squares techniques. Several numerical methods are suggested. A comparison of performance and an application to real-world data are demonstrated.

Breve storia dell'IAC

Breve introduzione agli strumenti disponibili in Internet per una storia del calcolo meccanico.

The paper deals with the calculation of suitable risk indicators for life insurance policies in a fair valuation context. In particular, aim of this work is to determine the quantile reserve for life insurance participating policies. This goal poses both methodological and numerical problems: for this reason the paper discusses both the choice of the mathematical models and the calculation technique. Numerical applications illustrates the results

In this article we summarise present knowledge on the role of pro-inflammatory cytokines on chronic inflammation leading to organismal aging, a phenomenon we proposed to call "inflamm-aging". In particular, we review genetic data regarding polymorphisms of genes encoding for cytokines and proteins involved in natural immunity (such as Toll-like Receptors and Heat Shock Proteins) obtained from large population studies including young, old and very old people in good health status or affected by age-related diseases such as Alzheimer's Disease and Type II Diabetes. On the whole, despite some controversial results, the available data are in favour of the hypothesis that pro-inflammatory cytokines play an important role in aging and longevity. Further, we present a possible hypothesis to reconcile energetic dysfunction, including mitochondria, and inflamm-aging. New perspectives for future studies, including phylogenetic studies in animal models and in silico studies on mathematical and bioinformatic models inspired by the systems biology approach, are also proposed. © 2006 Bentham Science Publishers Ltd.

We propose a network model in which the communication between its elements (cells, neurons and lymphocytes) can be established in various ways. The system evolution is driven by a set of equations that encodes various degrees of competition between elements. Each element has an "internal plasticity threshold" that, by setting the number of inputs and outputs, determines different network global topologies.

Given a graph G with a label (color) assigned to each edge (not necessarily properly) we look for an hamiltonian cycle of G with the minimum number of different colors. The problem has several applications in telecommunication networks, electric networks, multimodal transportation networks, among others, where one aims to ensure connectivity or other properties by means of limited number of different connections. We analyze the complexity of the problem on special graph classes and propose, for the general case, heuristic resolution algorithms. Performances of the algorithms are experimentally evaluated on a set of instances and compared with the exact solution value provided by a solver. © 2006 Elsevier B.V. All rights reserved.

An approach based on a lattice version of the Boltzmann kinetic equation for describing multiphase flows in nano- and microcorrugated devices is proposed. We specialize it to describe the wetting-dewetting transition of fluids in the presence of nanoscopic grooves etched on the boundaries. This approach permits us to retain the essential supramolecular details of fluid-solid interactions without surrendering--actually boosting--the computational efficiency of continuum methods. The method is used to analyze the importance of conspiring effects between hydrophobicity and roughness on the global mass flow rate of the microchannel. In particular we show that smart surfaces can be tailored to yield very different mass throughput by changing the bulk pressure. The mesoscopic method is also validated quantitatively against the molecular dynamics results of [ Cottin-Bizonne et al. Nat. Mater. 2 237 (2003)].

The classical smoothing data problem is analyzed in a Sobolev space under the assumption of white noise. A Fourier series method based on regularization endowed with Generalized Cross Validation is considered to approximate the unknown function. This approximation is globally optimal, i.e., the Mean Integrated Squared Error reaches the optimal rate in the minimax sense. In this paper the pointwise convergence property is studied. Specifically it is proved that the smoothed solution is locally convergent but not locally optimal. Examples of functions for which the approximation is subefficient are given. It is shown that optimality and superefficiency are possible when restricting to more regular subspaces of the Sobolev space.

This work focuses on the numerical analysis of one-dimensional nonlinear diffusion equations involving a convolution product. First, homogeneous friction equations are considered. Algorithms follow recent ideas on mass transportation methods and lead to simple schemes which can be proved to be stable, to decrease entropy, and to converge toward the unique solution of the continuous problem. In particular, for the first time, homogeneous cooling states are displayed numerically. Further, we present results on the more delicate fourth-order thin-film equation for which a nonnegativity-preserving scheme is derived. The dead core phenomenon is presented for the Hele–Shaw cell.

The motion of massless spinning test particles is investigated using the Newman-Penrose formalism within the Mathisson-Papapetrou model extended to massless particles by Mashhoon and supplemented by the Pirani condition. When the \lq\lq multipole reduction world line" lies along a principal null direction of an algebraically special vacuum spacetime, the equations of motion can be explicitly integrated. Examples are given for some familiar spacetimes of this type in the interest of shedding some light on the consequences of this model.