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In this paper, we study option pricing under a regime-switching exponential Lévy model. Assuming that the coefficients are time-dependent and modulated by a finite state Markov chain, we generalise the work in Momeya and Morales (Method Comput Appl Probab, 2014, doi:), and Siu and Yang (Acta Mathe Appl Sin 2:369-388, 2009), that is, we use a pricing method based on the Esscher transform conditional on the information available on the Markov chain. We also carry out numerical analysis, to show the impact of the risk induced by the underlying Markov chain on the price of the option. [ABSTRACT FROM AUTHOR]

Mesh matching is an effective way to convert the non-conforming interfaces between two hexahedral meshes into conforming ones, which is very important for achieving high-quality finite element analysis. However, the existing mesh matching algorithm is neither efficient nor effective enough to handle complex interfaces and self-intersecting sheets. In this paper, the algorithm is improved in three aspects: (1) by introducing a more precise criteria for chord matching and the concept of partition chord set, complex interfaces with internal loops can be handled more effectively; (2) by proposing a new solution, self-intersecting sheet can be inflated and extracted locally; and (3) by putting forward a mesh quality evaluation method, the sheet extraction operation during mesh matching can be done more efficiently. Our improved mesh matching algorithm is fully automatic, and its effectiveness is demonstrated by several examples in different matching situations. [ABSTRACT FROM AUTHOR]

In multiple-hop MIMO relay systems, an end-to-end channel capacity is restricted by the bottleneck relay. Therefore, in order to obtain the high end-to-end channel capacity, we propose a simple mathematical method to optimize both distances and transmit powers simultaneously. Additionally, the end-to-end channel capacity of optimization based on an one-way and a two-ways transmissions is analyzed. The specific TDMA is proposed to control the transmission of all transmitters on MAC layer and then the distance and the transmit power are optimized based on MAC-PHY cross layer by the proposal particle filter method to obtain the higher end-to-end channel capacity. The calculation result indicates that there is the optimal number of relays that has the maximal end-to-end channel capacity and the trade-off between the end-to-end channel capacity and the delay time. [ABSTRACT FROM AUTHOR]

The implication relationship between subsystems in Reverse Mathematics has an underlying logic, which can be used to deduce certain new Reverse Mathematics results from existing ones in a routine way. We use techniques of modal logic to formalize the logic of Reverse Mathematics into a system that we name s-logic. We argue that s-logic captures precisely the 'logical' content of the implication and nonimplication relations between subsystems in Reverse Mathematics. We present a sound, complete, decidable, and compact tableau-style deductive system for s-logic, and explore in detail two fragments that are particularly relevant to Reverse Mathematics practice and automated theorem proving of Reverse Mathematics results. [ABSTRACT FROM AUTHOR]