Mortality models play a basic role in the evaluation of longevity risk by demographers and actuaries. Their performance strongly depends on the different patterns shown by mortality data in different countries. A comprehensive quantitative comparison of the most used methods for forecasting mortality is presented, aimed at evaluating both the goodness of fit and the forecasting performance of these mortality models on Italian demographic data. First, the classical Lee-Carter model is compared to some generalizations that change the order of Singular Value Decomposition approximation and include cohort effects. Then one-way and two-way functional data approaches are considered. Such an analysis extends the current literature on Italian mortality data, on both the number of considered models and their rigorous assessment. Results indicate that generally functional models outperform the classical ones; unfortunately, even if the cohort effect is quite substantial, a suitable procedure for its robust and efficient evaluation is yet to be proposed. To this end, a viable correction for cohort effects is suggested and its performance tested on some of the presented models.

The Smoothed Particle Hydrodynamics (SPH) method, often used for the modelling of the Navier- Stokes equations by a meshless Lagrangian approach, is revisited from the point of view of Large Eddy Simulation (LES). To this aim, the LES filtering procedure is recast in a Lagrangian framework by defining a filter that moves with the positions of the fluid particles at the filtered velocity. It is shown that the SPH smoothing procedure can be reinterpreted as a sort of LES Lagrangian filter- ing, and that, besides the terms coming from the LES convolution, additional contributions (never accounted for in the SPH literature) appear in the equations when formulated in a filtered fashion. Appropriate closure formulas are derived for the additional terms and a preliminary numerical test is provided to show the main features of the proposed LES-SPH model.

The largest part of the Earth's atmosphere ozone is located in the stratosphere, forming the so-called ozone layer. This layer played a key role in the development of life on Earth and still protects the planet from the most Dangerous ultraviolet radiation. After the discovery of the high ozone depletion potential of some anthropogenic origin substances (e.g. chlorofluorocarbons), some limitations in the production of the major ozone-depleting substances (ODS) have been applied with the Montreal Protocol in 1987. The reduction of the ODS concentrations in the stratosphere started in the mid-1990s and, thereafter, the stratospheric ozone layer should have started its recovery. In the attempt to detect this recovery we use the Michelson Interferometer for Passive Atmospheric Sounding (MIPAS) measurements to estimate the stratospheric ozone trend in the mission period (July 2002 - April 2012). In particular, we use MIPAS products generated with Version 7 of the Level 2 (L2v7) algorithm operated by the European Space Agency. The L2v7 data are based on the MIPAS Level 1b radiances Version 7. These radiances are calculated with an improved radiometric calibration that exploits a time-dependent non-linearity correction scheme. After this correction the residual drift of the calibration error is smaller than 1% across the entire mission, thus allowing to determine accurate trend estimates.

In this paper we revisit the problem of finding an orthogonal similarity transformation that puts an $n\times n$ matrix $A$ in a block upper-triangular form that reveals its Jordan structure at a particular eigenvalue $\lambda_0$. The obtained form in fact reveals the dimensions of the null spaces of $(A-\lambda_0 I)^i$ at that eigenvalue via the sizes of the leading diagonal blocks, and from this the Jordan structure at $\lambda_0$ is then easily recovered. The method starts from a Hessenberg form that already reveals several properties of the Jordan structure of $A$. It then updates the Hessenberg form in an efficient way to transform it to a block-triangular form in ${\cal O}(mn^2)$ floating point operations, where $m$ is the total multiplicity of the eigenvalue. The method only uses orthogonal transformations and is backward stable. We illustrate the method with a number of numerical examples.

The paper proposes a new methodological approach for the product performance analysis into the actuarial context. Two indexes are proposed as restyled versions of the corresponding most popular ones: They have been adapted into the actuarial assessment preserving the plainness in the interpretation of the numerical results. The paper offers a practical implementation of the new approach in the case of a specific contract, containing itself innovative profiles: It concerns a life annuity in which the installments are scaled by a demographic index and contains an embedded option linked to the financial profit participating quota. It is a new life product linked at the same time to the financial and demographic volatility. The product project is studied in its profitability performance assuming stochastic hypotheses for the financial and demographic systematic risks. The indexes are implemented in a conditional quantile simulated framework and tables and graphs illustrate their trends as function of time. The results give an example of the usefulness of the proposed indexes in the phase of decisions about the product design feasibility. Moreover some suggestions concerning the consumer's perception of the contract profitability are obtained by means of a utility-equivalent fixed annuity.

Within the framework of general relativity, we investigate the tidal acceleration of astrophysical jets relative to the central collapsed configuration ("Kerr source"). To simplify matters, we neglect electromagnetic forces throughout; however, these must be included in a complete analysis. The rest frame of the Kerr source is locally defined via the set of hypothetical static observers in the spacetime exterior to the source. Relative to such a fiducial observer fixed on the rotation axis of the Kerr source, jet particles are tidally accelerated to almost the speed of light if their outflow speed is above a certain threshold, given roughly by one-half of the Newtonian escape velocity at the location of the reference observer; otherwise, the particles reach a certain height, reverse direction and fall back toward the gravitational source.

In this paper we are concerned with the simulation of crowds in built environments, where obstacles play a role in the dynamics and in the interactions among pedestrians. First of all, we review the state-of-the-art of the techniques for handling obstacles in numerical simulations. Then, we introduce a new modeling technique which guarantees both impermeability and opacity of the obstacles, and does not require ad hoc runtime interventions to avoid collisions. Most important, we solve a complex optimization problem by means of the Particle Swarm Optimization method in order to exploit the so-called Braess's paradox. More precisely, we reduce the evacuation time from a room by adding in the walking area multiple obstacles optimally placed and shaped.

A sharp integrability condition on the right-hand side of the p-Laplace system for all its solutions to be continuous is exhibited. Their uniform continuity is also analyzed and estimates for their modulus of continuity are provided. The relevant estimates are shown to be optimal as the right-hand side ranges in classes of rearrangement-invariant spaces, such as Lebesgue, Lorentz, Lorentz-Zygmund, and Marcinkiewicz spaces, as well as some customary Orlicz spaces

We derive a rule for the reconstruction of the internal heat transfer coefficient hint of a pipe, from temperature maps collected on the external face. The pipe is subjected to internal heating by connecting two electrodes to the external surface. To estimate hint we apply the perturbation theory to a thin plate approximation of a boundary value problem for the stationary heat equation.[object Object]

The interference between the hull, propeller and rudder remarkably affects the control and maneuvering capabilities of marine vehicles. In case of twin screw/twin rudder ships, the asymmetric evolution of the wake past the hull causes the asymmetric functioning of the propeller-rudder system. Systematic investigations on this aspect for twin screw ships are limited. Available experimental data carried out on simplified hull-propeller-rudder system and captive model tests do not allow to completely understand the fluid mechanism at the basis of the hydrodynamic interaction that should be taken into account in simplified maneuvering mathematical models for preliminary predictions. In this paper the hull-propeller-rudder interactions phenomena for a twin screw/twin rudder model are investigated by URANS simulations, with a particular focus on the asymmetry of the propeller-rudder system. To this aim, captive model tests consisting of pure rudder and coupled drift-yaw motions corresponding to the steady phases of turning circle maneuvers at different rudder angles (?=15°÷35°) are performed at the speed correspondent to Fr=0.265. Moreover, a free running maneuvering simulation is also performed to gain more insight on the transient phase of the maneuver. An identity rudder lift methodology is applied to synthesize the hull-propeller-rudder interactions by means of a flow straightening coefficient; the analysis highlights that these effects are weak and invariant with respect to the rudder angle on the windward shaft, whereas on the leeward side these effects are extremely sensitive to the evolution of the hull and propeller wake.

We propose novel positive numerical integrators for approximating predator-prey models. The schemes are based on suitable symplectic procedures applied to the dynamical system written in terms of the log transformation of the original variables. Even if this approach is not new when dealing with Hamiltonian systems, it is of particular interest in population dynamics since the positivity of the approximation is ensured without any restriction on the temporal step size. When applied to separable M-systems, the resulting schemes are proved to be explicit, positive, Poisson maps. The approach is generalized to predator-prey dynamics which do not exhibit an M-system structure and successively to reaction-diffusion equations describing spatially extended dynamics. A classical polynomial Krylov approximation for the diffusive term joint with the proposed schemes for the reaction, allows us to propose numerical schemes which are explicit when applied to well established ecological models for predator-prey dynamics. Numerical simulations show that the considered approach provides results which outperform the numerical approximations found in recent literature.

Volterra Integral Equations (VIEs) arise in many problems of real life, as, for example, feedback control theory, population dynamics and fluid dynamics. A reliable numerical simulation of these phenomena requires a careful analysis of the long time behavior of the numerical solution. Here we develop a numerical stability theory for Direct Quadrature (DQ) methods which applies to a quite general and representative class of problems. We obtain stability results under some conditions on the stepsize and, in particular cases, unconditional stability for DQ methods of whatever order. (C) 2017 IMACS. Published by Elsevier B.V. All rights reserved.

The vortex-body interaction problem, that characterizes the flow field of a rudder placed downstream of a single-blade marine rotor, is investigated by numerical simulations. The particular topology of the propeller wake, consisting of a helicoidal vortex detached from the blade tips (tip vortex) and a longitudinal, streamwise oriented vortex originating at the hub (hub vortex), embraces two representative mechanisms of vortex-body collisions: the tip vortices impact almost orthogonally to the mean plane, whereas the hub vortex travels in the mean plane of the wing (rudder), perpendicularly to its leading edge. The two vortices evolve independently only during the approaching and collision phases. The passage along the body is instead characterized by strong interaction with the boundary layer on the rudder and is followed by reconnection and merging in the middle and far wake. The features of the wake were investigated by the l2-criterion and typical flow variables (pressure, velocity and vorticity) of the instantaneous flow field; wall pressure spectra were analysed and related to the tip and hub vortices evolution, revealing a non-obvious behaviour of the loading on the rudder, that can be related to undesired unsteady loads.

Marine propellers in behind-hull conditions develop, in addition to thrust and torque, in-plane loads that are strictly related to fatigue stress of the propulsive shaft bearings, hull-induced vibrations and the dynamic response of the ship while maneuvering or experiencing wave induced motions. An in-depth understanding of their nature as well as their quantification in typical design and off-design operative scenario is fundamental for improving ship design criteria. This issue is tackled in the present work by means of URANS simulations and simplified propeller theories to assess the correlation between inflow conditions and propeller loads. In particular, the analysis is carried out for the same twin screw model recently considered in free running maneuvering model tests (Ortolani et al., 2015a, 2015b) and further aims to provide a complementary and deeper insight to the outcome of these experiments. The first part of the study is focused on the straight ahead motion and the steady turning maneuvers with rudder deflections of 15°, 25° and 35° and Froude number equal to 0.26.

We numerically study the behavior of self-propelled liquid droplets whose motion is triggered by a Marangoni-like flow. This latter is generated by variations of surfactant concentration which affect the droplet surface tension promoting its motion. In the present paper a model for droplets with a third amphiphilic component is adopted. The dynamics is described by Navier-Stokes and convection-diffusion equations, solved by the lattice Boltzmann method coupled with finite-difference schemes. We focus on two cases. First, the study of self-propulsion of an isolated droplet is carried on and, then, the interaction of two self-propelled droplets is investigated. In both cases, when the surfactant migrates towards the interface, a quadrupolar vortex of the velocity field forms inside the droplet and causes the motion. A weaker dipolar field emerges instead when the surfactant is mainly diluted in the bulk. The dynamics of two interacting droplets is more complex and strongly depends on their reciprocal distance. If, in a head-on collision, droplets are close enough, the velocity field initially attracts them until a motionless steady state is achieved. If the droplets are vertically shifted, the hydrodynamic field leads to an initial reciprocal attraction followed by a scattering along opposite directions. This hydrodynamic interaction acts on a separation of some droplet radii otherwise it becomes negligible and droplets motion is only driven by the Marangoni effect. Finally, if one of the droplets is passive, this latter is generally advected by the fluid flow generated by the active one.

The class of Bipartite Distance Hereditary (BDH) graphs is the intersection between bipartite domino-free and chordal bipartite graphs. Graphs in both the latter classes have linearly many maximal bicliques, implying the existence of polynomial-time algorithms for computing the associated Galois lattice. Such a lattice can indeed be built in O(m?n)O(m?n)worst-case time for a domino-free graph with mm edges and nn vertices. In Apollonio et al. (2015), BDH graphs have been characterized as those bipartite graphs whose Galois lattice is tree-like. In this paper we give a sharp upper bound on the number of maximal bicliques of a BDH graph and we provide an O(m)O(m) time-worst-case algorithm for incrementally computing its Galois lattice. The algorithm in turn implies a constructive proof of the if part of the characterization above. Moreover, we give an O(n)O(n) worst-case space and time encoding of both the input graph and its Galois lattice, provided that the reverse of a Bandelt and Mulder building sequence is given.

Comparison results for solutions to the Dirichlet problems for a class of nonlinear, anisotropic parabolic equations are established. These results are obtained through a semidiscretization method in time after providing estimates for solutions to anisotropic elliptic problems with zero-order terms.

We obtain a comparison result for solutions to nonlinear fully anisotropic elliptic problems by means of anisotropic symmetrization. As consequence we deduce a priori estimates for norms of the relevant solutions.

Recently, an algorithm for coupling a Finite Volume (FV) method, that discretize the Navier-Stokes equations on block structured Eulerian grids, with the weakly-compressible SPH was presented. The algorithm takes advantage of the SPH method to discretize flow regions close to free-surfaces and of Finite Volume method to resolve the bulk flow and the wall regions. The continuity between the two solution is guaranteed by overlapping zones. Here we extend the algorithm in by adding two new features: 1) creation/deletion of particles at the boundary of the SPH sub-domain; 2) crossing of the free-surface on the coupling region. In this context, particle generation is particularly complex because of the Lagrangian character of SPH, which has to be consistent with the Eulerian description of the flow in the Finite Volume method. We propose here a new technique based on a shifting technique specifically conceived for the coupling procedure. The creation/deletion technique was validated on different test cases with particular attention to mass conservation. On the Finite Volume side, a new technique for free surface capturing, inspired by the Particle Level-Set algorithms, was developed and implemented. The combination the two new features was tested and validated in the case of vortex/free surface interaction. A final application of the new coupled solver is given for a violent sloshing flow in a tank.

Electrospinning is a nanotechnology process whereby an external electric field is used to accelerate and stretch a charged polymer jet, so as to produce fibers with nanoscale diameters. In quest of a further reduction in the cross section of electrified jets hence of a better control on the morphology of the resulting electrospun fibers, we explore the effects of an external rotating electric field orthogonal to the jet direction. Through intensive particle simulations, it is shown that by a proper tuning of the electric field amplitude and frequency, a reduction of up to a 30% in the aforementioned radius can be obtained, thereby opening new perspectives in the design of future ultra-thin electrospun fibers. Applications can be envisaged in the fields of nanophotonic components as well as for designing new and improved filtration materials.