Layer-oriented simulation tool

The Layer-Oriented Simulation Tool (LOST) is a numerical simulation code developed for analysis of the performance of multiconjugate adaptive optics modules following a layer-oriented approach. The LOST code computes the atmospheric layers in terms of phase screens and then propagates the phase delays introduced in the natural guide stars' wave fronts by using geometrical optics approximations. These wave fronts are combined in an optical or numerical way, including the effects of wave-front sensors on measurements in terms of phase noise. The LOST code is described, and two applications to layer-oriented modules are briefly presented. We have focus on the Multiconjugate adaptive optics demonstrator to be mounted upon the Very Large Telescope and on the Near-IR-Visible Adaptive Interferometer for Astronomy (NIRVANA) interferometric system to be installed on the combined focus of the Large Binocular Telescope.     

Selective refinement queries for volume visualization of unstructured tetrahedral meshes

We address the problem of the efficient visualization of large irregular volume data sets by exploiting a multiresolution model based on tetrahedral meshes. Multiresolution models, also called Level-Of-Detail (LOD) models, allow encoding the whole data set at a virtually continuous range of different resolutions. We have identified a set of queries for extracting meshes at variable resolution from a multiresolution model, based on field values, domain location, or opacity of the transfer function. Such queries allow trading off between resolution and speed in visualization. We define a new compact data structure for encoding a multiresolution tetrahedral mesh built through edge collapses to support selective refinement efficiently and show that such a structure has a storage cost from 3 to 5.5 times lower than standard data structures used for tetrahedral meshes. The data structures and variable resolution queries have been implemented together with state-of-the art visualization techniques in a system for the interactive visualization of three-dimensional scalar fields defined on tetrahedral meshes. Experimental results show that selective refinement queries can support interactive visualization of large data sets.     

Exploiting transition locality in automatic verification of finite-state concurrent systems

In this paper we show that statistical properties of the transition graph of a system to be verified can be exploited to improve memory or time performances of verification algorithms.We show experimentally that protocols exhibit transition locality. That is, with respect to levels of a breadth-first state space exploration, state transitions tend to be between states belonging to close levels of the transition graph. We support our claim by measuring transition locality for the set of protocols included in the Mur verifier distribution .We present a cache-based verification algorithm that exploits transition locality to decrease memory usage and a disk-based verification algorithm that exploits transition locality to decrease disk read accesses, thus reducing the time overhead due to disk usage. Both algorithms have been implemented within the Mur verifier.Our experimental results show that our cache-based algorithm can typically save more than 40% of memory with an average time penalty of about 50% when using (Mur) bit compression and 100% when using bit compression and hash compaction, whereas our disk-based verification algorithm is typically more than ten times faster than a previously proposed disk-based verification algorithm and, even when using 10% of the memory needed to complete verification, it is only between 40 and 530% (300% on average) slower than (RAM) Mur with enough memory to complete the verification task at hand. Using just 300 MB of memory our disk-based Mur was able to complete verification of a protocol with about 10⁹ reachable states. This would require more than 5 GB of memory using standard Mur .     

Computational aspects of prospect theory with asset pricing applications

We develop an algorithm to compute asset allocations for Kahneman and Tversky’s (Econometrica, 47(2), 263–291, 1979) prospect theory. An application to benchmark data as in Fama and French (Journal of Financial Economics, 47(2), 427–465, 1992) shows that the equity premium puzzle is resolved for parameter values similar to those found in the laboratory experiments of Kahneman and Tversky (Econometrica, 47(2), 263–291, 1979). While previous studies like Benartzi and Thaler (The Quarterly Journal of Economics, 110(1), 73–92, 1995), Barberis, Huang and Santos (The Quarterly Journal of Economics, 116(1), 1–53, 2001), and Grüne and Semmler (Asset prices and loss aversion, Germany, Mimeo Bielefeld University, 2005) focussed on dynamic aspects of asset pricing but only used loss aversion to explain the equity premium puzzle our paper explains the unconditional moments of asset pricing by a static two-period optimization problem. However, we incorporate asymmetric risk aversion. Our approach allows reducing the degree of loss aversion from 2.353 to 2.25, which is the value found by Tversky and Kahneman (Journal of Risk and Uncertainty, 5, 297–323, 1992) while increasing the risk aversion from 1 to 0.894, which is a slightly higher value than the 0.88 found by Tversky and Kahneman (Journal of Risk and Uncertainty, 5, 297–323, 1992). The equivalence of these parameter settings is robust to incorporating the size and the value portfolios of Fama and French (Journal of Finance, 47(2), 427–465, 1992). However, the optimal prospect theory portfolios found on this larger set of assets differ drastically from the optimal mean-variance portfolio.     

Mode II intersonic crack propagation in poroelastic media

A crack is steadily running in an elastic isotropic fluid-saturated porous solid at an intersonic constant speed c. The crack tip speeds of interest are bounded below by the slower between the slow longitudinal wave-speed and the shear wave-speed, and above by the fast longitudinal wave-speed. Biot’s theory of poroelasticity with inertia forces governs the motion of the mixture. The poroelastic moduli depend on the porosity, and the complete range of porosities n ∈ [0, 1] is investigated. Solids are obtained as the limit case n = 0, and the continuity of the energy release rate as the porosity vanishes is addressed. Three characteristic regions in the plane (n, c) are delineated, depending on the relative order of the body wave-speeds. Mode II loading conditions are considered, with a permeable crack surface. Cracks with and without process zones are envisaged. In each region, the analytical solution to a Riemann–Hilbert problem provides the stress, pore pressure and velocity fields near the tip of the crack. For subsonic propagation, the asymptotic crack tip fields are known to be continuous in the body [Loret and Radi (2001) J Mech Phys Solids 49(5):995–1020]. In contrast, for intersonic crack propagation without a process zone, the asymptotic stress and pore pressure might display a discontinuity across two or four symmetric rays emanating from the moving crack tip. Under Mode II loading condition, the singularity exponent for energetically admissible tip speeds turns out to be weaker than 1/2, except at a special point and along special curves of the (n, c)-plane. The introduction of a finite length process zone is required so that 1. the energy release rate at the crack tip is strictly positive and finite; 2. the relative sliding of the crack surfaces has the same direction as the applied loading. The presence of the process zone is shown to wipe out possible first order discontinuities.     

Nanostructured TiO2-based mixed metal oxides prepared using microemulsions for carbon monoxide detection

Nanostructured powders of Nb-doped TiO₂ (TN) and SnO₂ mixed with Nb-doped TiO₂ in two different atomic ratios—10 to 1 (TSN 101) and 1 to 1 (TSN 11)—were synthesized using the reverse micelle microemulsion of a nonionic surfactant (brine solution/1-hexanol/Triton X-100/cyclohexane). The powders were characterized by transmission electron microscopy (TEM) and X-ray diffraction (XRD). Thick films were fabricated for gas sensors and characterized by XRD analysis and field emission scanning electron microscopy (FE-SEM). The effects of the film morphology and firing temperature in the range 650–850 °C on CO sensitivity were studied. The best gas response, expressed as the ratio between the resistance in air and the resistance under gas exposure (R _air/R _gas), was measured for TSN 11 at 11 for 1,000 ppm CO exposure. All types of sensors showed good thermal stability. The electrochemical impedance spectroscopy (EIS) measurements were performed in different gas atmospheres (air, O₂, CO and NO₂) to better understand the electrical properties of the nanostructured mixed metal oxides.     

Design of an enhanced access point to optimize TCP performance in Wi-Fi hotspot networks

In the last years, the number of Wi-Fi hotspots at public venues has undergone a substantial growth, promoting the WLAN technologies as the ubiquitous solution to provide high-speed wireless connectivity in public areas. However, the adoption of a random access CSMA-based paradigm for the 802.11 MAC protocol makes difficult to ensure high throughput and a fair allocation of radio resources in 802.11-based WLANs. In this paper we evaluate extensively via simulations the interaction between the flow control mechanisms implemented at the TCP layer and the contention avoidance techniques used at the 802.11 MAC layer. We conducted our study considering initially M wireless stations performing downloads from the Internet. From our results, we observed that the TCP downlink throughput is not limited by the collision events, but by the inability of the MAC protocol to assign a higher chance of accessing the channel to the base station. We propose a simple and easy to implement modification of the base station’s behavior with the purpose of increasing the TCP throughput reducing useless MAC protocol overheads. With our scheme, the base station is allowed to transmit periodically bursts of data frames towards the mobile hosts. We design a resource allocation protocol aimed at maximizing the success probability of the uplink transmissions by dynamically adapting the burst length to the collision probability estimated by the base station. By its design, our scheme is also beneficial to achieve a fairer allocation of the channel bandwidth among the downlink and uplink flows, and among TCP and UDP flows. Simulation results confirm both the improvement in the TCP downlink throughput and the reduction of system unfairness.     

A support vector machine integrated system for the classification of operation anomalies in nuclear components and systems

A support vector machine (SVM) approach to the classification of transients in nuclear power plants is presented. SVM is a machine-learning algorithm that has been successfully used in pattern recognition for cluster analysis. In the present work, single- and multiclass SVM are combined into a hierarchical structure for distinguishing among transients in nuclear systems on the basis of measured data. An example of application of the approach is presented with respect to the classification of anomalies and malfunctions occurring in the feedwater system of a boiling water reactor. The data used in the example are provided by the HAMBO simulator of the Halden Reactor Project.     

An Analysis of the Dependence Among Financial Markets by Spatial Contagion

Spatial contagion between two financial markets X and Y appears when there is more dependence between X and Y when they are doing badly than when they exhibit typical performance. In this paper, we introduce an index to measure the contagion effects. This tool is based on the use of suitable copulas associated with the markets and on the calculation of the related conditional Spearman's correlation coefficients. As an empirical application, the proposed index is used to create a clustering of European stock market indices to assess their behavior in the recent years. The whole procedure is expected to be useful for portfolio diversification in crisis periods.