Applications of the DFLU flux to systems of conservation laws

The DFLU numerical flux was introduced in order to solve hyperbolic scalar conservation laws with a flux function discontinuous in space. We show how this flux can be used to solve systems of conservation laws. The obtained numerical flux is very close to a Godunov flux. As an example we consider a system modeling polymer flooding in oil reservoir engineering

Penalty methods for the numerical solution of American multi-asset option problems

AbstractWe derive and analyze a penalty method for solving American multi-asset option problems. A small, non-linear penalty term is added to the Black–Scholes equation. This approach gives a fixed solution domain, removing the free and moving boundary imposed by the early exercise feature of the contract. Explicit, implicit and semi-implicit finite difference schemes are derived, and in the case of independent assets, we prove that the approximate option prices satisfy some basic properties of the American option problem. Several numerical experiments are carried out in order to investigate the performance of the schemes. We give examples indicating that our results are sharp. Finally, the experiments indicate that in the case of correlated underlying assets, the same properties are valid as in the independent case

Konglomeratrabatten - myte eller realitet? : forklaring av verdieffekter ved urelatert diversifisering gjennom bruk og sammenfatning av tidligere studier

Formålet med denne oppgaven er å forklare verdieffektene av urelatert diversifisering gjennom bruk og sammenfatning av tidligere studier. I første del beskriver og systematiserer vi selskapsfaktorer, som spesielt innvirker på verdien av et konglomerat, i ulike perspektiver. Andre del fokuserer på vanlige målemetoder for å estimere en eventuell konglomeratrabatt, og hva empirisk forskning sier om rabatten. Tverrsnittanalyser viser en signifikant konglomeratrabatt i størrelsesorden 3-19 %. Videre kritiseres svakheter ved målemetodene, som at benyttede data ofte er for unøyaktige og at fundamentale selskapsforhold ikke tas hensyn til. Rabatten er reell i mange tilfeller, men skyldes ofte andre forhold enn diversifiseringen i seg selv. I siste del av utredningen sammenfatter og analyserer vi tidligere gjennomgått teori. Den største, og mest sannsynlige, verdidriveren og verdiforringeren i et konglomerat identifiseres til henholdsvis ressursbasert diversifisering og agentproblemer. Vi finner også at selskapers optimale diversifiseringsnivå varierer stort, og bestemmes av karakteristikker ved selskapet og dets omgivelser

Work and Mental Complaints: Are Response Outcome Expectancies More Important Than Work Conditions and Number of Subjective Health Complaints?

Purpose Investigate the relative effect of response outcome expectancies, work conditions, and number of subjective health complaints (SHC) on anxiety and depression in Norwegian employees. Learned response outcome expectancies are important contributors to health. Individual differences in the expectancy to cope with workplace and general life demands may be important for how work conditions influence health. Method A survey was conducted among 1746 municipal employees (mean age 44.1, SD = 11.5, 81.5 % female), as part of a randomized controlled trial. This cross-sectional study used baseline data. Multiple logistic regression analysis was performed. Outcome variables were anxiety and depression; response outcome expectancies, work conditions, and number of SHC were independent variables. Results A high number of SHC was a significant factor in explaining anxiety (OR 1.26), depression (OR 1.22) and comorbid anxiety and depression (OR 1.31). A high degree of no and/or negative response outcome expectancies was a significant factor in explaining depression (OR 1.19) and comorbid anxiety and depression (OR 1.28). The variance accounted for in the full models was 14 % for anxiety, 23 % for depression, and 41 % for comorbid anxiety and depression. Conclusion A high number of SHC, and a high degree of no and/or negative response outcome expectancies were associated with anxiety and depression. The strongest association was found for number of SHC. However, previous studies indicate that it may not be possible to prevent the occurrence of SHC. We suggest that workplace interventions targeting anxiety and depression could focus on influencing and altering employees’ response outcome expectancies

Effective interactions and large-scale diagonalization for quantum dots

The widely used large-scale diagonalization method using harmonic oscillator basis functions (an instance of the Rayleigh-Ritz method, also called a spectral method, configuration-interaction method, or ``exact diagonalization'' method) is systematically analyzed using results for the convergence of Hermite function series. We apply this theory to a Hamiltonian for a one-dimensional model of a quantum dot. The method is shown to converge slowly, and the non-smooth character of the interaction potential is identified as the main problem with the chosen basis, while on the other hand its important advantages are pointed out. An effective interaction obtained by a similarity transformation is proposed for improving the convergence of the diagonalization scheme, and numerical experiments are performed to demonstrate the improvement. Generalizations to more particles and dimensions are discussed.Comment: 7 figures, submitted to Physical Review B Single reference error fixe

Lutte étagée ciblée et pulvérisation à très bas volume. Une protection insecticide du cotonnier moins onéreuse et plus respectueuse de l'environnement

La lutte étagée ciblée consiste à évaluer le niveau des populations de ravageurs la veille du traitement. Les insectes observés sont les chenilles des capsules ou des feuilles, les acariens, les aleurodes et les pucerons. Les niveaux de population sont confrontés à des seuils d'intervention et les résultats obtenus guident les choix des doses et des types d'insecticides utilisés. En 1995, 1 519 postes d'observateurs saisonniers ont été créés, pour une rémunération globale de 56 millions de francs CFA. Prévulgariséesur 407 ha en 1990, la lutte étagée ciblée a été vulgarisée sur 85 000 ha en 1995. Cette innovation nécessite la mise en oeuvre d'importants moyens dans le domaine de la formation et du suivi. La pulvérisation à très bas volume (TBV) épand 10 litres de bouillie aqueuse par hectare. Les insecticides utilisés sont des concentrés émulsionnables, moins chers que les insecticides pour ultra bas volume. A dose de matière active égale, un traitement TBV est 20 % moins cher qu'un traitement ULV. Les anciens appareils de traitement ultra bas volume ont été adaptés pour la pulvérisation TBV par un changement de buse et l'adjonction d'un réservoir auxiliaire. L'utilisation de la pulvérisation TBV a réduit les risques d'intoxication des opérateurs par inhalation (nuage de pulvérisation moins volatile) et par contact (bouillies insecticides aqueuses et moins concentrées). En permettant des économies de matières actives atteignant 30 à 40 %, la lutte étagée ciblée a permis de limiter les effets néfastes potentiels de la protection insecticide sur l'environnement. En 1992, la protection insecticide coûtait 9 005 francs CFA à l'hectare. En 1995, malgré la dévaluation, elle a coûté 10 700 francs CFA à l'hectare. En francs CFA constants, le coût de la protection insecticide a chuté de 41 % entre 1992 et 1995. Pour la campagne agricole 1995, l'économie réalisée a dépassé 900 millions de francs CFA

Finite difference schemes for the symmetric Keyfitz-Kranzer system

We are concerned with the convergence of numerical schemes for the initial value problem associated to the Keyfitz-Kranzer system of equations. This system is a toy model for several important models such as in elasticity theory, magnetohydrodynamics, and enhanced oil recovery. In this paper we prove the convergence of three difference schemes. Two of these schemes is shown to converge to the unique entropy solution. Finally, the convergence is illustrated by several examples.Comment: 31 page

6-meter wavelength polarimetric inverse synthetic aperture radar mapping of the Moon

Remote sensing of planetary surfaces is an effective method for gaining knowledge of the processes that shape the planetary bodies in our solar system. This is useful for uncovering the environment of the primordial solar system and to study the current state of the upper crusts of the other planets in our neighborhood. A recent 6-meter wavelength polarimetric radar map of the Moon showed unexpectedly low depolarized radar returns in two regions on the lunar nearside. These two areas were a highland region between Mare Imbrium and Mare Frigoris, and the highland area surrounding the Schiller-Zucchius impact basin. These two regions showed characteristics unlike those of typical highland regions of the lunar surface. So far, there has been no readily available explanation for this observation. In this study, it is shown that the likely cause is an increased loss tangent due to chemical differences in the first few hundred meters of the lunar soil. We also show the absence of any coherent subsurface, which could be the preserved remains of an ancient basaltic plain. We do this by comparing the 6-meter polarimetric radar map to other relevant data sets: 1) surface TiO_2 and FeO abundance, 2) surface rock population, 3) radar maps of the Moon with other wavelengths, and 4) visual spectrum images of the Moon. The area near the Schiller-Zucchius basin was shown to be consistent with other areas with similar surface chemical compositions, but the region between Mare Imbrium and Mare Frigoris showed significantly lower mean power in comparison to otherwise similar regions. While we can not conclusively determine the cause, we hypothesize that the low radar return is explained by an increased concentration of iron and titanium oxides in the volume beneath the surface, potentially due to remnants of primordial lunar volcanism. The results show that long wavelength polarimetric radar measurements of the Moon are very powerful tools for studying the earliest stages of the evolution of the Moon

Estimating the number needed to treat from continuous outcomes in randomised controlled trials: methodological challenges and worked example using data from the UK Back Pain Exercise and Manipulation (BEAM) trial

Background Reporting numbers needed to treat (NNT) improves interpretability of trial results. It is unusual that continuous outcomes are converted to numbers of individual responders to treatment (i.e., those who reach a particular threshold of change); and deteriorations prevented are only rarely considered. We consider how numbers needed to treat can be derived from continuous outcomes; illustrated with a worked example showing the methods and challenges. Methods We used data from the UK BEAM trial (n = 1, 334) of physical treatments for back pain; originally reported as showing, at best, small to moderate benefits. Participants were randomised to receive 'best care' in general practice, the comparator treatment, or one of three manual and/or exercise treatments: 'best care' plus manipulation, exercise, or manipulation followed by exercise. We used established consensus thresholds for improvement in Roland-Morris disability questionnaire scores at three and twelve months to derive NNTs for improvements and for benefits (improvements gained+deteriorations prevented). Results At three months, NNT estimates ranged from 5.1 (95% CI 3.4 to 10.7) to 9.0 (5.0 to 45.5) for exercise, 5.0 (3.4 to 9.8) to 5.4 (3.8 to 9.9) for manipulation, and 3.3 (2.5 to 4.9) to 4.8 (3.5 to 7.8) for manipulation followed by exercise. Corresponding between-group mean differences in the Roland-Morris disability questionnaire were 1.6 (0.8 to 2.3), 1.4 (0.6 to 2.1), and 1.9 (1.2 to 2.6) points. Conclusion In contrast to small mean differences originally reported, NNTs were small and could be attractive to clinicians, patients, and purchasers. NNTs can aid the interpretation of results of trials using continuous outcomes. Where possible, these should be reported alongside mean differences. Challenges remain in calculating NNTs for some continuous outcomes