Search results for "init"

showing 10 items of 6629 documents

Serum cytokines in elite skiing athletes associate with triglyceride metabolism

2022

sytokiinitaineenvaihduntahiihtäjäthuippu-urheilijat
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Characterization and immunological aspects of Borrelia burgdorferi pleomorphic round bodies

2015

sytokiinitvasta-aineetround bodiesphagocytosispleomorphismfagosytoosimakrofagitdiagnostiikkaimmune responsesoluseinätbakteeritBorrelia-bakteeritmorfologiaimmuunijärjestelmäborrelioosiBorrelia burgdorferiimmuunivastepleomorfismidiagnoosi
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Localization of I-BAR domain proteins in invasive cancer cells

2011

An important step in cancer metastasis is the ability of the cancer cells to degrade the surrounding extracellular matrix (ECM) and migrate through it. To accomplish this, invasive cancer cells generate protrusive structures called invadopodia, which are dynamic cell protrusions that secrete matrix metalloproteinases (MMPs) responsible for the degradation of the ECM. Invadopodia formation employs the actin polymerization machinery and several cell adhesion, signal transduction and matrix degradation proteins. In addition, mechanisms involving membrane deformation may play a major role in their formation. Recently, an evolutionary conserved group of proteins involved in the formation of cell…

syöpäsolutproteiinit
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Rasvaisen ruokavalion ja kestävyysharjoittelun vaikutukset angiogeneesin säätelyproteiineihin hiiren raajalihaksessa

2011

Verisuonten tehtävänä on toimia hapen kulkureittinä matkalla kudoksiin. Kapil-laarit ovat pienimpiä verisuonia ja niissä tapahtuu hapen ja ravinteiden vaihtuminen veren ja kudoksen välillä. Angiogeneesi tarkoittaa olemassa olevan kapillaarisuoniston kasvamista ja haaroittumista. Toimivien suonten kehittyminen on monimutkainen prosessi, joka vaatii tarkasti säädeltyä yhteistoimintaa useiden stimuloivien ja inhiboivien signaalien kesken. Säätelymekanismi on niin monimutkainen, ettei sitä ole onnistuttu jäljittelemään keinotekoisesti. Liikunta on yksi harvoista mekanismeista, joka aktivoi angiogeneesin säätelytekijät toivotulla tavalla. Myös rasvaisen ruokavalion on havaittu lisäävän raajaliha…

säätelyproteiinitrasvainen ruokavalioproteiinithiiretruokavaliotproteomiikkaangiogeneesi
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On shape differentiation of discretized electric field integral equation

2013

Abstract This work presents shape derivatives of the system matrix representing electric field integral equation discretized with Raviart–Thomas basis functions. The arising integrals are easy to compute with similar methods as the entries of the original system matrix. The results are compared to derivatives computed with automatic differentiation technique and finite differences, and are found to be in an excellent agreement. Furthermore, the derived formulas are employed to analyze shape sensitivity of the input impedance of a planar inverted F-antenna, and the results are compared to those obtained using a finite difference approximation.

ta113Discretizationta213Automatic differentiationApplied MathematicsMathematical analysista111General EngineeringFinite differenceBasis functionMethod of moments (statistics)Electric-field integral equationComputational MathematicsShape optimizationSensitivity (control systems)AnalysisMathematicsEngineering Analysis with Boundary Elements
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Reduced Order Models for Pricing European and American Options under Stochastic Volatility and Jump-Diffusion Models

2017

Abstract European options can be priced by solving parabolic partial(-integro) differential equations under stochastic volatility and jump-diffusion models like the Heston, Merton, and Bates models. American option prices can be obtained by solving linear complementary problems (LCPs) with the same operators. A finite difference discretization leads to a so-called full order model (FOM). Reduced order models (ROMs) are derived employing proper orthogonal decomposition (POD). The early exercise constraint of American options is enforced by a penalty on subset of grid points. The presented numerical experiments demonstrate that pricing with ROMs can be orders of magnitude faster within a give…

ta113Mathematical optimizationGeneral Computer ScienceStochastic volatilityDifferential equationEuropean optionMonte Carlo methods for option pricingJump diffusion010103 numerical & computational mathematics01 natural sciencesTheoretical Computer Science010101 applied mathematicsValuation of optionsModeling and Simulationlinear complementary problemRange (statistics)Asian optionreduced order modelFinite difference methods for option pricing0101 mathematicsAmerican optionoption pricingMathematicsJournal of Computational Science
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Reduced Order Models for Pricing American Options under Stochastic Volatility and Jump-diffusion Models

2016

American options can be priced by solving linear complementary problems (LCPs) with parabolic partial(-integro) differential operators under stochastic volatility and jump-diffusion models like Heston, Merton, and Bates models. These operators are discretized using finite difference methods leading to a so-called full order model (FOM). Here reduced order models (ROMs) are derived employing proper orthogonal decomposition (POD) and non negative matrix factorization (NNMF) in order to make pricing much faster within a given model parameter variation range. The numerical experiments demonstrate orders of magnitude faster pricing with ROMs. peerReviewed

ta113Mathematical optimizationStochastic volatilityDiscretizationComputer scienceJump diffusionFinite difference method010103 numerical & computational mathematics01 natural sciencesNon-negative matrix factorization010101 applied mathematicsValuation of optionslinear complementary problemRange (statistics)General Earth and Planetary SciencesApplied mathematicsreduced order modelFinite difference methods for option pricing0101 mathematicsAmerican optionoption pricingGeneral Environmental ScienceProcedia Computer Science
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Iterative Methods for Pricing American Options under the Bates Model

2013

We consider the numerical pricing of American options under the Bates model which adds log-normally distributed jumps for the asset value to the Heston stochastic volatility model. A linear complementarity problem (LCP) is formulated where partial derivatives are discretized using finite differences and the integral resulting from the jumps is evaluated using simple quadrature. A rapidly converging fixed point iteration is described for the LCP, where each iterate requires the solution of an LCP. These are easily solved using a projected algebraic multigrid (PAMG) method. The numerical experiments demonstrate the efficiency of the proposed approach. Furthermore, they show that the PAMG meth…

ta113Mathematical optimizationStochastic volatilityDiscretizationIterative methodComputer scienceFinite difference methodLinear complementarity problemIterative methodQuadrature (mathematics)Multigrid methodFixed-point iterationBates modelLinear complementarity problemGeneral Earth and Planetary SciencesPartial derivativeAmerican optionGeneral Environmental ScienceProcedia Computer Science
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A New Augmented Lagrangian Approach for $L^1$-mean Curvature Image Denoising

2015

Variational methods are commonly used to solve noise removal problems. In this paper, we present an augmented Lagrangian-based approach that uses a discrete form of the L1-norm of the mean curvature of the graph of the image as a regularizer, discretization being achieved via a finite element method. When a particular alternating direction method of multipliers is applied to the solution of the resulting saddle-point problem, this solution reduces to an iterative sequential solution of four subproblems. These subproblems are solved using Newton’s method, the conjugate gradient method, and a partial solution variant of the cyclic reduction method. The approach considered here differs from ex…

ta113Mean curvatureDiscretizationimage denoisingAugmented Lagrangian methodApplied MathematicsGeneral Mathematicsmean curvaturekuvankäsittelyTopologyFinite element methodimage processingsymbols.namesakeLagrangian relaxationLagrange multiplierConjugate gradient methodsymbolsApplied mathematicsaugmented Lagrangian methodalternating direction methods of multipliersvariational modelMathematicsCyclic reductionSIAM Journal on Imaging Sciences
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LOCAL CONTROL OF SOUND IN STOCHASTIC DOMAINS BASED ON FINITE ELEMENT MODELS

2011

A numerical method for optimizing the local control of sound in a stochastic domain is developed. A three-dimensional enclosed acoustic space, for example, a cabin with acoustic actuators in given locations is modeled using the finite element method in the frequency domain. The optimal local noise control signals minimizing the least square of the pressure field in the silent region are given by the solution of a quadratic optimization problem. The developed method computes a robust local noise control in the presence of randomly varying parameters such as variations in the acoustic space. Numerical examples consider the noise experienced by a vehicle driver with a varying posture. In a mod…

ta113Stochastic domainAcoustics and UltrasonicsComputer scienceApplied MathematicsAcousticsNoise reductionNumerical analysisstokastinen aluekvadraattinen optimointipassenger carFinite element methodhenkilöautoelementtimenetelmäAcoustic spacequadratic optimizationNoiseFrequency domainNoise controlHelmholtz equationQuadratic programmingpaikallinen äänenhallintaäärellisten elementtien menetelmäHelmholtzin yhtälölocal sound controlJournal of Computational Acoustics
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