Search results for: functional random differential equation

Authors: Raheela Akhtar, Zafar Iqbal Chaudhary, Yongqun Oliver He, Muhammad Younus, Aftab Ahmad Anjum

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Brucella abortus is an intracellular pathogen affecting macrophages. Macrophages release some components such as lysozymes (LZ), reactive oxygen species (ROS) and reactive nitrite intermediates (RNI) which are important tools against intracellular survival of Brucella. The antibrucella activity of bovine and murine macrophages was compared following stimulation with Brucella abortus lipopolysaccharides. Our results revealed that murine macrophages were ten times more potent to produce antibrucella components than bovine macrophages. The differential production of these components explained the differential Brucella killing ability of these species that was measured in terms of intramacrophagic survival of Brucella in murine and bovine macrophages.

Keywords: bovine macrophages, Brucella abortus, cell stimulation, cytokines, Murine macrophages

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Authors: C. S. Marques, M. J. Reis Lima, J. Oliveira, E. Teixeira-Lemos

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The growing concerns for physical wellbeing and health have been reflected in the way we choose food in our table. Nowadays, we are all more informed consumers and choose healthier foods. On the other hand, stroke, cancer and atherosclerosis may be somehow minimized by the intake of some bioactive compounds present in food, the so-called nutraceuticals and functional foods. The aim of this work was to make a revision of the published studies about the effects of some bioactive compounds, namely lycopene in human health, in the prevention of diseases, thus playing the role of a functional food. Free radical in human body can induce cell damage and consequently can be responsible for the development of some cancers and chronic diseases. Lycopene is one of the most powerful antioxidants known, being the predominant carotenoid in tomato. The respective chemistry, bioavailability, and its functional role in the prevention of several diseases will be object of this work. On the other hand the inclusion of lycopene in some foods can also be made by biotechnology and represents a way to recover the wastes in the tomato industry with nutritional positive effects in health.

Keywords: tomato, lycopene, bioavailability, functional foods, carotenoids, cancer and antioxidants

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Authors: Srinivasan Chandrasekaran, R. Nagavinothini

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Offshore platforms for ultra-deep waters are form-dominant by design; hybrid systems with large flexibility in horizontal plane and high rigidity in vertical plane are preferred due to functional complexities. Offshore triceratops is relatively a new-generation offshore platform, whose deck is partially isolated from the supporting buoyant legs by ball joints. They allow transfer of partial displacements of buoyant legs to the deck but restrain transfer of rotational response. Buoyant legs are in turn taut-moored to the sea bed using pre-tension tethers. Present study will discuss detailed dynamic analysis and preliminary design of the chosen geometric, which is necessary as a proof of validation for such design applications. A detailed numeric analysis of triceratops at 2400 m water depth under random waves is presented. Preliminary design confirms member-level design requirements under various modes of failure. Tether configuration, proposed in the study confirms no pull-out of tethers as stress variation is comparatively lesser than the yield value. Presented study shall aid offshore engineers and contractors to understand suitability of triceratops, in terms of design and dynamic response behaviour.

Keywords: offshore structures, triceratops, random waves, buoyant legs, preliminary design, dynamic analysis

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Authors: Davies Obaromi, Qin Yongsong, James Ndege, Azeez Adeboye, Akinwumi Odeyemi

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The basic model usually used in disease mapping, is the Besag, York and Mollie (BYM) model and which combines the spatially structured and spatially unstructured priors as random effects. Bayesian Conditional Autoregressive (CAR) model is a disease mapping method that is commonly used for smoothening the relative risk of any disease as used in the Besag, York and Mollie (BYM) model. This model (CAR), which is also usually assigned as a prior to one of the spatial random effects in the BYM model, successfully uses information from adjacent sites to improve estimates for individual sites. To our knowledge, there are some unrealistic or counter-intuitive consequences on the posterior covariance matrix of the CAR prior for the spatial random effects. In the conventional BYM (Besag, York and Mollie) model, the spatially structured and the unstructured random components cannot be seen independently, and which challenges the prior definitions for the hyperparameters of the two random effects. Therefore, the main objective of this study is to construct and utilize an extended Bayesian spatial CAR model for studying tuberculosis patterns in the Eastern Cape Province of South Africa, and then compare for flexibility with some existing CAR models. The results of the study revealed the flexibility and robustness of this alternative extended CAR to the commonly used CAR models by comparison, using the deviance information criteria. The extended Bayesian spatial CAR model is proved to be a useful and robust tool for disease modeling and as a prior for the structured spatial random effects because of the inclusion of an extra hyperparameter.

Keywords: Besag2, CAR models, disease mapping, INLA, spatial models

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Authors: Yue Huang, Hongcheng Gan

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The new urbanization pattern has led to a rapid growth in demand for short-distance intercity travel, and the emergence of new travel modes has also increased the variety of intercity travel options. In previous studies on intercity travel mode choice behavior, the impact of functional amenities of travel mode and travelers’ long-term personality characteristics has rarely been considered, and empirical results have typically been calibrated using revealed preference (RP) or stated preference (SP) data. This study designed a questionnaire that combines the RP and SP experiment from the perspective of a trip chain combining inner-city and intercity mobility, with consideration for the actual condition of the Huainan-Hefei traffic corridor. On the basis of RP/SP fusion data, a hybrid choice model considering both random taste heterogeneity and psychological characteristics was established to investigate travelers’ mode choice behavior for traditional train, high-speed rail, intercity bus, private car, and intercity online car-hailing. The findings show that intercity time and cost exert the greatest influence on mode choice, with significant heterogeneity across the population. Although inner-city cost does not demonstrate a significant influence, inner-city time plays an important role. Service attributes of travel mode, such as catering and hygiene services, as well as free wireless network supply, only play a minor role in mode selection. Finally, our study demonstrates that safety-seeking tendency, hedonism, and introversion all have differential and significant effects on intercity travel mode choice.

Keywords: intercity travel mode choice, stated preference survey, hybrid choice model, RP/SP fusion data, psychological latent variable, heterogeneity

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Authors: E. Esra Kasapbaşı, Büşra Yıldırım

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Weak oxidizing radicals, such as alkyl peroxyl derivatives, react with carotenoids through hydrogen atom transfer to form neutral carotenoid radicals. Using the DFT method, it has been observed that s-cis-β-carotene is more stable than all-transforms. In the context of this study, an attempt is made to explain the reaction mechanism of the isomers of β-carotene, which exhibits antioxidant properties, with n-pentyl peroxide, one of the alkyl peroxyl molecules, using the Density Functional Theory (DFT) method. The cis and transforms of β-carotene are used in the study to determine which form is more reactive. For this purpose, Natural Bond Orbital (NBO) charges of all optimized structures are calculated, and electron transfer is determined by examining electron transitions between Highest Occupied Molecular Orbital (HOMO) and Lowest Unoccupied Molecular Orbital (LUMO). Additionally, the radical character and reaction mechanism of β-carotene in a radical environment are attempted to be explained based on the calculations. The theoretical inclination of whether β-carotene in cis or transforms is more active in reaction is also discussed. All these calculations are performed in the gas phase using the Integral Equation Formalism Polarizable Continuum Model IEFPCM method with dichloromethane as the solvent.

Keywords: β-carotene, n-pentyl peroxyl radical, DFT, TD-DFT

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Authors: A. R. Nezamabadi, M. Veiskarami

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This paper studies free vibration of simply supported functionally graded beams with piezoelectric layers based on the first order shear deformation theory. The Young's modulus of beam is assumed to be graded continuously across the beam thickness. The governing equation is established. Resulting equation is solved using the Euler's equation. The effects of the constituent volume fractions, the influences of applied voltage on the vibration frequency are presented. To investigate the accuracy of the present analysis, a compression study is carried out with a known data.

Keywords: mechanical buckling, functionally graded beam, first order shear deformation theory, free vibration

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Authors: H. N. Cheung

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Self-compassion encourages one to accept oneself, reduce self-criticism and self-judgment, and see one’s shortcomings and setbacks in a balanced view. Adolescent self-compassion is a crucial protective factor against mental illness. It is, however, affected by gender. Given the scarcity of self-compassion scales for adolescents, the current study evaluates the Self-Compassion Scale for Youth (SCS-Y) in a large cross-cultural sample and investigates how the subscales of SCS-Y relate to the dimensions of depressive symptoms across gender. Through the internet-based Qualtrics, a total of 2881 teenagers aged 12 to 18 years were recruited from Hong Kong (HK), China, and the United Kingdom. A Multiple Indicator Multiple Cause (MIMIC) model was used to evaluate measurement invariance of the SCS-Y, and differential item functioning (DIF) was checked across gender. Upon the establishment of the best model, a multigroup structural equation model (SEM) was built between factors of SCS-Y and Multidimensional depression assessment scale (MDAS) which assesses four dimensions of depressive symptoms (emotional, cognitive, somatic and interpersonal). The SCS-Y was shown to have good reliability and validity. The MIMIC model produced a good model fit for a hypothetical six-factor model (CFI = 0.980; TLI = 0.974; RMSEA = 0.038) and no item was flagged for DIF across gender. A gender difference was observed between SCS-Y factors and depression dimensions. Conclusions: The SCS-Y exhibits good psychometric characteristics, including measurement invariance across gender. The study also highlights the gender difference between self-compassion factors and depression dimensions.

Keywords: self compassion, gender, depression, structural equation modelling, MIMIC model

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Authors: Chao-Qing Dai

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Two families of exact travelling solutions for the discrete sine-Gordon equation are constructed based on the variable-coefficient Jacobian elliptic function method and different transformations. When the modulus of Jacobian elliptic function solutions tends to 1, soliton solutions can be obtained. Some soliton solutions degenerate into the known solutions in literatures. Moreover, dynamical properties of exact solutions are investigated. Our analysis and results may have potential values for certain applications in modern nonlinear science and textile engineering.

Keywords: exact solutions, variable-coefficient Jacobian elliptic function method, discrete sine-Gordon equation, dynamical behaviors

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Authors: Samira Cherid, Samir Bentata, F. Zahira Meghoufel, Sabria Terkhi, Yamina Sefir, Fatima Bendahma, Bouabdellah Bouadjemi, Ali Z. Itouni

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In this work, we examined the propagation of light in one-dimensional systems is examined by means of the random dimer model. The introduction of defect elements, randomly in the studied system, breaks down the Anderson localization and provides a set of propagating delocalized modes at the corresponding conventional dimer resonances. However, tuning suitably the defect dimer resonance on the host ones (or vice versa), the transmission magnitudes can be enhanced providing the optimized ballistic transmission regime as an average response. Hence, ballistic optical filters can be conceived at desired wavelengths.

Keywords: photonic crystals, random dimer model, ballistic resonance, localization and transmission

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Authors: Yungtai Lo

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Two-part random effects models have been used to fit semi-continuous longitudinal data where the response variable has a point mass at 0 and a continuous right-skewed distribution for positive values. We review methods proposed in the literature for analyzing data with excess zeros. A two-part logit-log-normal random effects model, a two-part logit-truncated normal random effects model, a two-part logit-gamma random effects model, and a two-part logit-skew normal random effects model were used to examine effects of a bottle-weaning intervention on reducing bottle use and daily milk intake from bottles in toddlers aged 11 to 13 months in a randomized controlled trial. We show in all four two-part models that the intervention promoted bottle-weaning and reduced daily milk intake from bottles in toddlers drinking from a bottle. We also show that there are no differences in model fit using either the logit link function or the probit link function for modeling the probability of bottle-weaning in all four models. Furthermore, prediction accuracy of the logit or probit link function is not sensitive to the distribution assumption on daily milk intake from bottles in toddlers not off bottles.

Keywords: two-part model, semi-continuous variable, truncated normal, gamma regression, skew normal, Pearson residual, receiver operating characteristic curve

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Authors: Renjie Liu, Junshuai Xue, Jiajia Yao, Guanlin Wu, Zumao L, Xueyan Yang, Fang Liu, Zhuang Guo

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Here, we report the study of the performance of AlN/GaN bipolar resonance tunneling diodes (BRTDs) using numerical simulations. The I-V characteristics of BRTDs show double negative differential resistance regions, which exhibit similar peak current density and peak-to-valley current ratio (PVCR). Investigations show that the PVCR can approach 4.6 for the first and 5.75 for the second negative resistance region. The appearance of the two negative differential resistance regions is realized by changing the collector material of conventional GaN RTD to P-doped GaN. As the bias increases, holes in the P-region and electrons in the N-region undergo resonant tunneling, respectively, resulting in two negative resistance regions. The appearance of two negative resistance regions benefits from the high AlN barrier and the precise regulation of the potential well thickness. This result shows the promise of GaN BRTDs in the development of multi-valued logic circuits.

Keywords: GaN bipolar resonant tunneling diode, double negative differential resistance regions, peak to valley current ratio, multi-valued logic

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Authors: Alexander P. Smirnov, Sergey A. Matveev, Dmitry A. Zheltkov, Eugene E. Tyrtyshnikov

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We propose a new computational technique for multidimensional (multicomponent) Smoluchowski coagulation equation. Using low-rank approximations in Tensor Train format of both the solution and the coagulation kernel, we accelerate the classical finite-difference Runge-Kutta scheme keeping its level of accuracy. The complexity of the taken finite-difference scheme is reduced from O(N^2d) to O(d^2 N log N ), where N is the number of grid nodes and d is a dimensionality of the problem. The efficiency and the accuracy of the new method are demonstrated on concrete problem with known analytical solution.

Keywords: tensor train decomposition, multicomponent Smoluchowski equation, runge-kutta scheme, convolution

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Authors: Karolis Leonavičius, Dalius Kučiauskas, Dangiras Lukošius, Arnoldas Jasiūnas, Kostas Zdanys, Rokas Stanislovas, Emilis Gegevičius, Žana Kapustina, Juozas Nainys

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Screening throughput is a common bottleneck in many research areas, including functional genomics, drug discovery, and directed evolution. High-throughput screening techniques can be classified into two main categories: (i) affinity-based screening and (ii) functional screening. The first one relies on binding assays that provide information about the affinity of a test molecule for a target binding site. Binding assays are relatively easy to establish; however, they reveal no functional activity. In contrast, functional assays show an effect triggered by the interaction of a ligand at a target binding site. Functional assays might be based on a broad range of readouts, such as cell proliferation, reporter gene expression, downstream signaling, and other effects that are a consequence of ligand binding. Screening of large cell or gene libraries based on direct activity rather than binding affinity is now a preferred strategy in many areas of research as functional assays more closely resemble the context where entities of interest are anticipated to act. Droplet sorting is the basis of high-throughput functional biological screening, yet its applicability is limited due to the technical complexity of integrating high-performance droplet analysis and manipulation systems. As a solution, the Droplet Genomics Styx platform enables custom droplet sorting workflows, which are necessary for the development of early-stage or complex biological therapeutics or industrially important biocatalysts. The poster will focus on the technical design considerations of Styx in the context of its application spectra.

Keywords: functional screening, droplet microfluidics, droplet sorting, dielectrophoresis

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Authors: Hanaa H. Abd El Baky, Gamal S. El Baroty, Eman A. Ibrahem

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Microalgae Scenedesmus obliquus, the carotenoides (astaxanine and β-caroteine) were identified as the major bioactive constituents. In this work we prepared functional pre-biotic cakes to increase general mental health. Functional cakes were formulated by adding algal caroteinods at 2 and 4 mg/100g to flower and the cakes were storage for 20 days. Oxidative stability of both function cakes products were examined during storage periods by DPPH and TBA assays, and the results revealed that both values in function food products were significantly much low than that in untreated food products. Data of sensory evaluation revealed that treated biscuit and cakes with algae or algae extracts were significantly acceptable as control for main sensory characteristics (colour, odour/aroma, flavour, texture, the global appreciation, and overall acceptability). Thus, it could be concluded that functional biscuits and cakes (very popular and well balanced nutritional food) had good sensory and nutritional profiles and can be developed as new niche food market.

Keywords: Scenedesmus obliquus, carotenoids, functional cakes antioxidant, nutritional profiles

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Authors: Aymen Rhouma, Khaled Hcheichi, Sami Hafsi

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The article presents an application of Fractional Model Predictive Control (FMPC) to a fractional order thermal system using Controlled Auto Regressive Integrated Moving Average (CARIMA) model obtained by discretization of a continuous fractional differential equation. Moreover, the output deviation approach is exploited to design the K -step ahead output predictor, and the corresponding control law is obtained by solving a quadratic cost function. Experiment results onto a thermal system are presented to emphasize the performances and the effectiveness of the proposed predictive controller.

Keywords: fractional model predictive control, fractional order systems, thermal system, predictive control

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Authors: Ramazan I. Kadiev, Arcady Ponosov

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Mathematical models of gene regulatory networks can in many cases be described by ordinary differential equations with switching nonlinearities, where the initial value problem is ill-posed. Several regularization methods are known in the case of deterministic networks, but the presence of stochastic noise leads to several technical difficulties. In the presentation, it is proposed to apply the methods of the stochastic singular perturbation theory going back to Yu. Kabanov and Yu. Pergamentshchikov. This approach is used to regularize the above ill-posed problem, which, e.g., makes it possible to design stable numerical schemes. Several examples are provided in the presentation, which support the efficiency of the suggested analysis. The method can also be of interest in other fields of biomathematics, where differential equations contain switchings, e.g., in neural field models.

Keywords: ill-posed problems, singular perturbation analysis, stochastic differential equations, switching nonlinearities

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Authors: Mochamad Beta Auditama, Yusuf Kurniawan

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A smartphone or tablet require a strong randomness to establish secure encrypted communication, encrypt files, etc. Therefore, random number generation is one of the main keys to provide secrecy. Android devices are equipped with hardware-based sensors, such as accelerometer, gyroscope, etc. Each of these sensors provides a stochastic process which has a potential to be used as an extra randomness source, in addition to /dev/random and /dev/urandom pseudorandom number generators. Android sensors can provide randomness automatically. To obtain randomness from Android sensors, each one of Android sensors shall be used to construct an entropy source. After all entropy sources are constructed, output from these entropy sources are combined to provide more entropy. Then, a deterministic process is used to produces a sequence of random bits from the combined output. All of these processes are done in accordance with NIST SP 800-22 and the series of NIST SP 800-90. The operation conditions are done 1) on Android user-space, and 2) the Android device is placed motionless on a desk.

Keywords: Android hardware-based sensor, deterministic process, entropy source, random number generation/generators

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Authors: Louise Moles, Steve Riley, Sarah D. Lichenstein, Marzieh Babaeianjelodar, Robert Kohler, Annie Cheng, Corey Horien Abigail Greene, Wenjing Luo, Jonathan Ahern, Bohan Xu, Yize Zhao, Chun Chieh Fan, R. Todd Constable, Sarah W. Yip

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Background: Risks for depression are myriad and include both genetic and brain-based factors. However, relationships between these systems are poorly understood, limiting understanding of disease etiology, particularly at the developmental level. Methods: We use a data-driven machine learning approach connectome-based predictive modeling (CPM) to identify functional connectivity signatures associated with polygenic risk scores for depression (DEP-PRS) among youth from the Adolescent Brain and Cognitive Development (ABCD) study across diverse brain states, i.e., during resting state, during affective working memory, during response inhibition, during reward processing. Results: Using 10-fold cross-validation with 100 iterations and permutation testing, CPM identified connectivity signatures of DEP-PRS across all examined brain states (rho’s=0.20-0.27, p’s<.001). Across brain states, DEP-PRS was positively predicted by increased connectivity between frontoparietal and salience networks, increased motor-sensory network connectivity, decreased salience to subcortical connectivity, and decreased subcortical to motor-sensory connectivity. Subsampling analyses demonstrated that model accuracies were robust across random subsamples of N’s=1,000, N’s=500, and N’s=250 but became unstable at N’s=100. Conclusions: These data, for the first time, identify neural networks of polygenic depression risk in a large sample of youth before the onset of significant clinical impairment. Identified networks may be considered potential treatment targets or vulnerability markers for depression risk.

Keywords: genetics, functional connectivity, pre-adolescents, depression

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Authors: Mourad Hrizi

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In this paper, we study the inverse problem of reconstructing an interior interface D appearing in the elliptic partial differential equation: Δu+χ(D)u=0 from the knowledge of the boundary measurements. This problem arises from a semiconductor transistor model. We propose a new shape reconstruction procedure that is based on the Kohn-Vogelius formulation and the topological sensitivity method. The inverse problem is formulated as a topology optimization one. A topological sensitivity analysis is derived from a function. The unknown subdomain D is reconstructed using a level-set curve of the topological gradient. Finally, we give several examples to show the viability of our proposed method.

Keywords: inverse problem, topological optimization, topological gradient, Kohn-Vogelius formulation

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Authors: Ibrahim Baba

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The work examines the nature and causes of differential politics in Africa with particular reference to the sub-Saharan region of the continent. It also among other objectives provides alternative panacea to gender discrimination in African politics and offers solutions on how to promote political inclusion of all citizens in respect of gender differences in Africa. The work is conducted using library base documentation analysis.

Keywords: gender, political, participation, differential politics, sub-Saharan Africa

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Authors: Hui-Yun Cao, Hai-Qing Zhou

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The high precision measurements and experiments play more and more important roles in particle physics and atomic physics. To analyse the precise experimental data sets, the corresponding precise and reliable theoretical calculations are necessary. Until now, the form factors of elemental constituents such as pion and proton are still attractive issues in current Quantum Chromodynamics (QCD). In this work, the two-photon-exchange (TPE) effects in ep→enπ⁺ at small -t are discussed within a hadronic model. Under the pion dominance approximation and the limit mₑ→0, the TPE contribution to the amplitude can be described by a scalar function. We calculate TPE contributions to the amplitude, and the unpolarized differential cross section with the only elastic intermediate state is considered. The results show that the TPE corrections to the unpolarized differential cross section are about from -4% to -20% at Q²=1-1.6 GeV². After considering the TPE corrections to the experimental data sets of unpolarized differential cross section, we analyze the TPE corrections to the separated cross sections σ(L,T,LT,TT). We find that the TPE corrections (at Q²=1-1.6 GeV²) to σL are about from -10% to -30%, to σT are about 20%, and to σ(LT,TT) are much larger. By these analyses, we conclude that the TPE contributions in ep→enπ⁺ at small -t are important to extract the separated cross sections σ(L,T,LT,TT) and the electromagnetic form factor of π⁺ in the experimental analysis.

Keywords: differential cross section, form factor, hadronic, two-photon

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Authors: Salisu Ibrahim

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The paper studies the commutativity associated with fractional order linear time-varying systems (LTVSs), which is an important area of study in control systems engineering. In this paper, we explore the properties of these systems and their ability to commute. We proposed the necessary and sufficient condition for commutativity for fractional order LTVSs. Through a simulation and mathematical analysis, we demonstrate that these systems exhibit commutativity under certain conditions. Our findings have implications for the design and control of fractional order systems in practical applications, science, and engineering. An example is given to show the effectiveness of the proposed method which is been computed by Mathematica and validated by the use of MATLAB (Simulink).

Keywords: fractional differential equation, physical systems, equivalent circuit, analog control

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Authors: P. Karimi, A. H. Khedmati Bazkiaei

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The main goal of this study is to test differential neural network as a controller of smart structure and is to enumerate its advantages and disadvantages in comparison with other controllers. In this study, the smart structure has been considered as a Euler Bernoulli cantilever beam and it has been tried that it be under control with the use of vibration neural network resulting from movement. Also, a linear observer has been considered as a reference controller and has been compared its results. The considered vibration charts and the controlled state have been recounted in the final part of this text. The obtained result show that neural observer has better performance in comparison to the implemented linear observer.

Keywords: smart material, on-line differential artificial neural network, active control, finite element method

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Authors: M. A. Lahmer, K. Guergouri

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The ferromagnetic properties of carbon-doped ZnO (ZnO:CO) and hydrogenated carbon-doped ZnO (ZnO:CO+H) are investigated using the density functional tight binding (DFTB) method. Our results reveal that CO-doped ZnO is a ferromagnetic material with a magnetic moment of 1.3 μB per carbon atom. The presence of hydrogen in the material in the form of CO-H complex decreases the total magnetism of the material without suppressing ferromagnetism. However, the system in this case becomes quickly antiferromagnetic when the C-C separation distance was increased.

Keywords: ZnO, carbon, hydrogen, ferromagnetism, density functional tight binding

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Authors: Salisu Ibrahim

Abstract:

The paper studies the commutativity associated with fractional order linear time-varying systems (LTVSs), which is an important area of study in control systems engineering. In this paper, we explore the properties of these systems and their ability to commute. We proposed the necessary and sufficient condition for commutativity for fractional order LTVSs. Through a simulation and mathematical analysis, we demonstrate that these systems exhibit commutativity under certain conditions. Our findings have implications for the design and control of fractional order systems in practical applications, science, and engineering. An example is given to show the effectiveness of the proposed method which is been computed by Mathematica and validated by the use of Matlab (Simulink).

Keywords: fractional differential equation, physical systems, equivalent circuit, and analog control

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Authors: Teh Raihana Nazirah Roslan, Siti Zulaiha Ibrahim, Sharmila Karim

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A warrant is a financial contract that confers the right but not the obligation, to buy or sell a security at a certain price before expiration. The standard procedure to value equity warrants using call option pricing models such as the Black–Scholes model had been proven to contain many flaws, such as the assumption of constant interest rate and constant volatility. In fact, existing alternative models were found focusing more on demonstrating techniques for pricing, rather than empirical testing. Therefore, a mathematical model for pricing and analyzing equity warrants which comprises stochastic interest rate and stochastic volatility is essential to incorporate the dynamic relationships between the identified variables and illustrate the real market. Here, the aim is to develop dynamic pricing formulations for hybrid equity warrants by incorporating stochastic interest rates from the Cox-Ingersoll-Ross (CIR) model, along with stochastic volatility from the Heston model. The development of the model involves the derivations of stochastic differential equations that govern the model dynamics. The resulting equations which involve Cauchy problem and heat equations are then solved using partial differential equation approaches. The analytical pricing formulas obtained in this study comply with the form of analytical expressions embedded in the Black-Scholes model and other existing pricing models for equity warrants. This facilitates the practicality of this proposed formula for comparison purposes and further empirical study.

Keywords: Cox-Ingersoll-Ross model, equity warrants, Heston model, hybrid models, stochastic

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Authors: Raphael Zanella

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This works deals with the finite element approximation of axisymmetric problems. The weak formulation of the heat equation under the axisymmetry assumption is established for continuous finite elements. The weak formulation is implemented in a C++ solver with implicit march-in-time. The code is verified by space and time convergence tests using a manufactured solution. The solving of an example problem with an axisymmetric formulation is compared to that with a full-3D formulation. Both formulations lead to the same result, but the code based on the axisymmetric formulation is much faster due to the lower number of degrees of freedom. This confirms the correctness of our approach and the interest in using an axisymmetric formulation when it is possible.

Keywords: axisymmetric problem, continuous finite elements, heat equation, weak formulation

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Authors: Yangming Zhu, Mingming Guo, Xiaozan Wang

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Introduction: The purpose of this study is to integrate functional training into physical education to test the effectiveness of functional training in improving the physical fitness (PF) and sport skills (SS) of female college students. Methods: A total of 54 female college students from East China Normal University were selected for this study (27 in the experimental group and 27 in the control group), and 13 weeks of the experimental intervention was conducted during the semester. During the experimental period, the experimental group was functionally trained for 1 hour per week. The control group performed one-hour weekly sports (such as basketball, football, etc.) as usual. Before and after the experiment, the national students' physical fitness test was used to test the PF of the experimental group and the control group, and the SS of the experimental group and the control group were tested before and after the intervention. Then using SPSS and Excel to organize and analyze the data. Results: The independent sample T-test showed that there was no significant difference in the PF and SS between the experimental group and the control group before the experiment (T PF=71.86, p PF> 0.05, Tₛₛ=82.41,pₛₛ > 0.05); After the experiment, the PF of the experimental group was significantly higher than that of the control group (T Improve=71.86, p Improve < 0.05); after the experiment, the SS of the experimental group was significantly higher than that of the control group (Tₛₛ = 1.31, pₛₛ <0.01) Conclusions: Integrating functional training into physical education can improve the PF of female college students. At the same time, the integration of functional training into physical education can also effectively improve the SS of female college students. Therefore, it is suggested that functional training be integrated into the daily physical education of female college students so as to improve their PF and SS.

Keywords: functional training, physical fitness, sport skills, female college students

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Authors: J. J. Peña, J. Morales, J. García-Ravelo, L. Arcos-Díaz

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The Point canonical transformation method is applied for solving the Schrödinger equation with position-dependent mass. This class of problem has been solved for continuous mass distributions. In this work, a staggered mass distribution for the case of a free particle in an infinite square well potential has been proposed. The continuity conditions as well as normalization for the wave function are also considered. The proposal can be used for dealing with other kind of staggered mass distributions in the Schrödinger equation with different quantum potentials.

Keywords: free particle, point canonical transformation method, position-dependent mass, staggered mass distribution

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