An enhanced exact procedure for the absolute robust shortest path problem

The aim of this paper is to investigate the use of heuristic information to efficiently solve to optimality the robust shortest path problem. Starting from the exact algorithm proposed by Murty and Her, we describe how this algorithm can be enhanced by using heuristic rules and evaluation functions to guide the search. The efficiency of the proposed enhanced approach is tested over a range of random generated instances. Our computational results indicate that the use of heuristic criteria is able to speed up considerably the search and that the enhanced exact solution method outperforms the state‐of‐the‐art algorithm proposed by Murty and Her in most of the instances.     

Automatic selection of arterial input function on dynamic contrast-enhanced MR images

Dynamic susceptibility contrast-magnetic resonance imaging (DSC-MRI) data analysis requires the knowledge of the arterial input function (AIF) to quantify the cerebral blood flow (CBF), volume (CBV) and the mean transit time (MTT). AIF can be obtained either manually or using automatic algorithms. We present a method to derive the AIF on the middle cerebral artery (MCA). The algorithm draws a region of interest (ROI) where the MCA is located. Then, it uses a recursive cluster analysis on the ROI to select the arterial voxels. The algorithm had been compared on simulated data to literature state of art automatic algorithms and on clinical data to the manual procedure. On in silico data, our method allows to reconstruct the true AIF and it is less affected by partial volume effect bias than the other methods. In clinical data, automatic AIF provides CBF and MTT maps with a greater contrast level compared to manual AIF ones. Therefore, AIF obtained with the proposed method improves the estimate reliability and provides a quantitatively reliable physiological picture.     

Dufour Gland Contents of Ants of the Cataglyphis bicolor Group

The species of desert-dwelling ants of the Cataglyphis bicolor (Hymenoptera: Formicidae) group are difficult to distinguish by morphological features. Analysis of the secretion from the Dufour glands of workers of a number of colonies was undertaken to see if it provided a clear test of species. Linked 6c-ms showed in all samples straight and branched-chain alkanes, linear alkenes, ketones, aldehydes, acetates, and a group of C₂₂ to C₂₈ esters not previously identified in this genus. Contents of the Dufour glands of C. savignyi from Tunisia and Egypt were similar, and comprised straight and branched-chain alkanes, alkenes and small amounts of esters. C. bicolor from Tunisia contained compounds similar to C. savignyi but was distinguished from the latter by larger amounts of the esters. The major compound in the glands of C. viaticus was tridecane, in contrast to the pentadecane of other species. It also contained a branched alkane, 3-methyltridecane as a major component. Branched-chain esters and a wide variety of acetates were also found in this species. C. diehlii had a limited range of compounds, with branched alkanes almost completely absent and high proportions of pentadecene and dodecyl acetate. C. bombycinus, a sympatric species, but recognized as not belonging to the bicolor group by its different mandibular gland substances, was notable in having butanoate esters in its Dufour glands. Despite these differences among species, both the great variability of individuals from a single colony and the among between conspecific colonies make species diagnosis from a few individuals difficult, in contrast with postpharyngeal glands, which, as recently reported, give a clearer indication of species.     

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.     

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.     

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.     

Output feedback control based on a high-order sliding manifold approach

In this note, we address the problem of output feedback control of multiple-input-multiple-output plants. The proposed approach is based on a high-order sliding manifold strategy. The resulting controller exhibits strong robustness properties, similar to high-gain control laws, but avoids peaking phenomena, thanks to the adoption of a time-varying sliding surface. Moreover, the dynamic control law is continuous and differentiable, thus avoiding chattering problems.     

Cooperation and Competition in ALIAS: A Logic Framework for Agents that Negotiate

This paper presents ALIAS, an agent architecture based on intelligent logic agents, where the main form of agent reasoning is abduction. The system is particularly suited for solving problems where knowledge is incomplete, where agents may need to make reasonable hypotheses about the problem domain and other agents, and where the raised hypotheses have to be consistent for the overall set of agents. ALIAS agents are pro-active, exhibiting a goal-directed behavior, and autonomous, since each one can solve problems using its own private knowledge base. ALIAS agents are also social, because they are able to interact with other agents, in order to cooperatively solve problems. The coordination mechanisms are modeled by means of LAILA, a logic-based language which allows to express intra-agent reasoning and inter-agent coordination. As an application, we show how LAILA can be used to implement inter-agent dialogues, e.g., for negotiation. In particular, LAILA is well-suited to coordinate the process of negotiation aimed at exchanging resources between agents, thus allowing them to execute the plans to achieve their goals.     

MOS-junction-based nanostructures by thermal oxidation of silicon wires for hydrogen detection

Heavily p-doped monocrystalline silicon wires have been fabricated by employing isotropic Si wet etch and thermal oxidation to achieve a nanometric cross section-a gate-oxide growth and a final palladium evaporation made up the MOS junction able to detect hydrogen concentration in air. Several types of wire dimensions have been designed and fabricated: length ranges from 5 to 70 /spl mu/m; the smallest widths obtained are around 250-300 nm, while the biggest are up to 7 /spl mu/m. Preliminary experimental results show a high signal/noise ratio sensor response to 100 ppm concentration of H/sub 2/ at room temperature, 1-atm air.