Discovering invariants via simple component analysis

We propose a new technique combining dynamic and static analysis of programs to find linear invariants. We use a statistical tool, called simple component analysis, to analyze partial execution traces of a given program. We get a new coordinate system in the vector space of program variables, which is used to specialize numerical abstract domains. As an application, we instantiate our technique to interval analysis of simple imperative programs and show some experimental evaluations.     

High‐quality pagination for publishing

The problem of line breaking consists of finding the best way to split paragraphs into lines. It has been cleverly addressed by the total‐fit algorithm exposed by Knuth and Plass in a well‐known paper. Similarly, page‐breaking algorithms break the content flow of a document into page units. Formatting languages—such as the World Wide Web Consortium standard Extensible Stylesheet Language Formatting Objects (XSL‐FO)—allow users to set which content should be kept in the same page and how many isolated lines are acceptable at the beginning/end of each page. The strategies most formatters adopt to meet these requirements, however, are not satisfactory for many publishing contexts as they very often generate unpleasant empty areas. In that case, typographers are required to manually craft the results in order to completely fill pages. This paper presents a page‐breaking algorithm that extends the original Knuth and Plass line‐breaking approach and produces high‐quality documents without unwanted empty areas. The basic idea consists of delaying the definitive choice of breaks in the line‐breaking process in order to provide a larger set of alternatives to the actual pagination step. The algorithm also allows users to decide the set of properties to be adjusted for pagination and their variation ranges. An application of the algorithm to XSL‐FO is also presented, with an extension of the language that allows users to drive the pagination process. The tool, named FOP+, is a customized version of the open‐source Apache Formatting Objects Processor formatter. Copyright © 2011 John Wiley & Sons, Ltd.     

Succinct Representation of Labeled Graphs

In many applications, the properties of an object being modeled are stored as labels on vertices or edges of a graph. In this paper, we consider succinct representation of labeled graphs. Our main results are the succinct representations of labeled and multi-labeled graphs (we consider planar triangulations, planar graphs and k-page graphs) to support various label queries efficiently. The additional space cost to store the labels is essentially the information-theoretic minimum. As far as we know, our representations are the first succinct representations of labeled graphs. We also have two preliminary results to achieve the main contribution. First, we design a succinct representation of unlabeled planar triangulations to support the rank/select of edges in ccw (counter clockwise) order in addition to the other operations supported in previous work. Second, we design a succinct representation for a k-page graph when k is large to support various navigational operations more efficiently. In particular, we can test the adjacency of two vertices in O(lg?k) time, while previous work uses O(k) time.     

Parallel option pricing on GPU: barrier options and realized variance options

This paper shows two examples of how the analysis of option pricing problems can lead to computational methods efficiently implemented in parallel. These computational methods outperform ??general purpose?? methods (i.e., for example, Monte Carlo, finite differences methods). The GPU implementation of two numerical algorithms to price two specific derivatives (continuous barrier options and realized variance options) is presented. These algorithms are implemented in CUDA subroutines ready to run on Graphics Processing Units (GPUs) and their performance is studied. The realization of these subroutines is motivated by the extensive use of the derivatives considered in the financial markets to hedge or to take risk and by the interest of financial institutions in the use of state of the art hardware and software to speed up the decision process. The performance of these algorithms is measured using the (CPU/GPU) speed up factor, that is using the ratio between the (wall clock) times required to execute the code on a CPU and on a GPU. The choice of the reference CPU and GPU used to evaluate the speed up factors presented is stated. The outstanding performance of the algorithms developed is due to the mathematical properties of the pricing formulae used and to the ad hoc software implementation. In the case of realized variance options when the computation is done in single precision the comparisons between CPU and GPU execution times gives speed up factors of the order of a few hundreds. For barrier options, the corresponding speed up factors are of about fifteen, twenty. The CUDA subroutines to price barrier options and realized variance options can be downloaded from the website http://www.econ.univpm.it/recchioni/finance/w13. A?more general reference to the work in mathematical finance of some of the authors and of their coauthors is the website http://www.econ.univpm.it/recchioni/finance/.     

A covert attention P300-based brain-computer interface: Geospell

The Farwell and Donchin P300 speller interface is one of the most widely used brain-computer interface (BCI) paradigms for writing text. Recent studies have shown that the recognition accuracy of the P300 speller decreases significantly when eye movement is impaired. This report introduces the GeoSpell interface (Geometric Speller), which implements a stimulation framework for a P300-based BCI that has been optimised for operation in covert visual attention. We compared the Geospell with the P300 speller interface under overt attention conditions with regard to effectiveness, efficiency and user satisfaction. Ten healthy subjects participated in the study. The performance of the GeoSpell interface in covert attention was comparable with that of the P300 speller in overt attention. As expected, the effectiveness of the spelling decreased with the new interface in covert attention. The NASA task load index (TLX) for workload assessment did not differ significantly between the two modalities. PRACTITIONER SUMMARY: This study introduces and evaluates a gaze-independent, P300-based brain-computer interface, the efficacy and user satisfaction of which were comparable with those off the classical P300 speller. Despite a decrease in effectiveness due to the use of covert attention, the performance of the GeoSpell far exceeded the threshold of accuracy with regard to effective spelling.     

Synthesis and characterization of ET(P)S-4 and ET(P)S-10

Phosphorus containing ET(P)S-4 and ET(P)S-10 were synthesized from gels of composition xNa₂O–0.6KF–0.2TiO₂–(1.28 − 4y)xHCl–yP₂O₅–1.49SiO₂–39.5H₂O at 190 °C for 3 days. The XRD patterns are almost identical to the corresponding ETS samples. The presence of phosphorus in the initial gel influences the kinetic parameters of the crystallization process, the morphology and the size of the crystals. The ³¹P-NMR of the samples show that part of the phosphorus is attached at the siliceous surface as dihydrogenophosphate SiOPO(OH)₂ groups and cannot be introduced in a tetrahedral or octahedral framework position.     

Project proposal for the investigation of particle-stabilised emulsions and foams by microgravity experiments

The utilisation of particle-surfactants nanostructures as stabilising agents represents today the technologic and scientific frontier in the stabilisation of liquid films in emulsion and foams. This topic will be addressed by the proposal STEFAN (STabilisation of Emulsions and FoAms by Nanoparticles), proposed by European groups in the framework of the ESA AO-2004 for Life and Physical Sciences and Applied Research projects Similarly to what can be observed for surfactant-stabilised emulsions and foams, microgravity provides ideal conditions for the investigation of the hierarchy of involved objects: interfacial layer, liquid film, dispersed systems foam or emulsion. Microgravity experiments are planned by refurbishing the Experimental Container FASES for the ISS Fluid Science Laboratory and the facility FASTER for the European Drawer Rack, already under development in existing research programmes. Here the scientific guidelines of the project are presented together with examples and preliminary results on the effect of nano-particle-surfactant structures adsorbed at liquid interfaces. First experimental results have been achieved for particle monolayers at the water/air interface and a thermodynamic model was derived to describe the obtained surface pressure-area isotherms.     

A spatial logic for concurrency (part I)

We present a logic that can express properties of freshness, secrecy, structure, and behavior of concurrent systems. In addition to standard logical and temporal operators, our logic includes spatial operations corresponding to composition, local name restriction, and a primitive fresh name quantifier. Properties can also be defined by recursion; a central aim of this paper is then the combination of a logical notion of freshness with inductive and coinductive definitions of properties.