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This paper is concerned with fast, parallel and numerically accurate pricing of two-asset American options under the Merton jump-diffusion model, which gives rise to a two-dimensional partial integro-differential complementarity problem (PIDCP) with a nonlocal two-dimensional integral term. Following method-of-lines approach, the solution to the PIDCP can be computed quite accurately by a robust numerical technique that combines Ikonen–Toivanen splitting with an alternating direction implicit scheme. However, we observed that computing the numerical solution with this technique becomes extremely time consuming, mainly due to the handling of the integral term. In this paper we parallelize this technique by applying a parallel fast Fourier transformation algorithm to all matrix-vector multiplications involving the huge and dense integral approximation matrix by exploiting its block Toeplitz with Toeplitz block structure. We also parallelize other computationally intensive steps of this technique by applying a recently developed parallel cyclic reduction algorithm for pentadiagonal systems. Our solutions computed on a graphics processing unit (GPU) using CUDA® platform are compared for accuracy with those available in the literature. It is observed that by solving the PIDCP parallelly we could bring down the computational times from several hours to a few seconds in certain cases in our experiments.

Based on the parallel cyclic reduction technique, a promising new parallel algorithm is designed for pentadiagonal systems. Subject to fulfilling stability conditions, this highly parallelizable al...

Background: Maternal spot feeding programs operational in southern Indian States are providing a package of nutrition services (food, micronutrient supplementation, deworming, gestation weight gain monitoring, and fortnightly nutrition health education) to pregnant women. These remain to be evaluated. Objective: We evaluated the maternal spot feeding programs in 2 Southern Indian states. Methods: Study design was cross-sectional entailing primary data collection (July to November 2016) on 360 pregnant and lactating women (of infants aged 0-6 months) per state and a review of the scheme’s management information system (MIS) beneficiaries’ records for the time period April 2014 to August 2017. To gain program functioning insights, open-ended interviews (n = 252) with state, district, and block program managers a state-level open space technology workshop was conducted. Results: Average days of meal consumption ranged from 19 to 21 days per month; spot meal enhanced high dietary diversity (≥6 food groups; 57%-59%) and consumption of eggs and milk (74%-96%) among pregnant and lactating women. On-the-spot consumption of iron, folic acid, calcium, and deworming was 18%, 87%, and 56%, respectively; 94% attended at least 1 of the 2 nutrition monthly counseling sessions. Majority (68%) of the beneficiaries were motivated to enroll by self-help groups or family members, suggesting the crucial persuasive role of peers and family members. Conclusion: Maternal spot feeding schemes can potentially deliver nutrition interventions outlined in the World Health Organization antenatal care guidelines 2016 for a positive pregnancy outcome. Research on schemes’ impact on birth outcomes, maternal depression, social norms, and its cost-effectiveness is needed.

One of the prominent alternating direction implicit (ADI) schemes for numerically pricing financial options, the modified Craig–Sneyd scheme, is put to test for its reliability and efficiency for s...

In this paper we investigate faster and memory efficient parallel techniques to numerically solve the Bates model for European options. We have followed method-of-linesapproach and implemented the numerical algorithms on a graphics processing unit (GPU). Two second order finite difference (FD) schemes are taken into account that yield discretization matrices with tridiagonal and pentadiagonal block structures. Three recent adaptations of an alternating direction implicit scheme are employed for time-stepping. Spatial and temporal errors corresponding to our chosen FD and time-stepping schemes are numerically studied. For parallel computation of solutions we have applied the well-know parallel cyclic reduction (PCR) algorithm for tridiagonal systems and our novel PCR algorithm for pentadiagonal systems. Ample numerical experiments are performed to study speed and accuracy on three platforms: single GPU using CUDA, multi-core CPU using OpenMP and an efficient sequential algorithm on a single core using MATLAB, where substantial speed-up is observed on the GPU. Sensitivities of computational times of the sequential algorithm in MATLAB with respect to certain parameters in the Bates model are also analysed.

The Modified Craig-Sneyd scheme is an alternating direction implicit(ADI) type scheme that was introduced by In 't Hout and Welfert (2009) 12 in order to numerically solve multidimensional convection-diffusion equations with mixed-derivative terms. It is one of the most prominent ADI schemes currently known for their efficiency in solving above type of problems. This paper deals with a useful stability result for the Modified Craig-Sneyd scheme when applied to two-dimensional convection-diffusion equations with mixed derivative term. The stability of the scheme is analyzed in the von Neumann framework, effectively taking into account the actual size of the mixed derivative term. This study is relevant to an observation of apparent discrepancy in a real world application of the scheme, i.e., in computational finance. The obtained results not only generalize some of the existing stability results, but also clearly justify this surprising observation theoretically.

Education theories stress not only societal context of education, but also educational philosophy, anthropology and psychology of learning. A formal curriculum theory, viz. Taba–Tyler rationale, has been proposed to incorporate philosophical, sociological, anthropological and psychological contexts of engineering education in the curriculum. The newly developed undergraduate curriculum at the Indian Institute of Technology Ropar is based on such education theories and has been presented as a case study. It has been demonstrated that the resulting curriculum can lead to unique courses that collectively bring out unique features such as core competency, strong connection to society, hands-on learning, creativity and innovation.

Background and Purpose Spasticity is a major disabling symptom in patients post stroke. Although studies have demonstrated that transcutaneous electrical nerve stimulation (TENS) can reduce spasticity, the duration of single session TENS is a subject of debate. The purpose of this study was to determine the sustainability of the effects of TENS applied over common peroneal nerve in the reduction of ankle plantar-flexor spasticity and improving gait speed in patients post stroke. Methods Thirty patients (11 women and 19 men) (mean age of 46.46 years) were randomly assigned to group 1 (task oriented exercises), group 2 (TENS for 30 min and task oriented exercises) and group 3 (TENS for 60 min and task oriented exercises) for a period of five sessions per week for 6 weeks. All patients were assessed for ankle plantar-flexor spasticity, passive ankle dorsi-flexion range of motion, clonus and timed up and go test at the time of recruitment to study, at 3 and 6 weeks of therapeutic intervention. Results The overall results of the study suggest that there was a decrease in ankle plantar flexor spasticity, ankle clonus and timed up and go score in all the groups. A greater reduction of spasticity was seen in TENS groups (groups 2 and 3) when compared to control. No significant improvement was found in timed up and go test (TUG) scores between groups. Conclusion Both 30 min and 60 min of application of TENS are effective in reducing spasticity of ankle plantar flexors, improving walking ability and increase the effectiveness of task related training. Based on the effect size, we would recommend a longer duration application for the reduction of spasticity. Copyright © 2015 John Wiley & Sons, Ltd.

Rehabilitation interventions are expected to ensure best possible recovery and minimize functional disability in stroke survivors. However, not many studies have investigated patterns of recovery and outcomes after stroke in low-income countries. The objective of this study is to identify the biological, psychological, and social components associated with functioning over time in Indian stroke patients using the International Classification of Functioning, Disability and Health (ICF)-based tools and the Functional Independence Measure (FIM).The functioning profile of stroke survivors who received a standard multi-disciplinary rehabilitation was prospectively assessed using the ICF and the FIM at admission (baseline), at 1224 weeks. Descriptive analyses were performed to identify changes in the frequencies of ICF categories and qualifiers from admission to follow-up.One hundred and twenty-seven participants (mean age of 56 years) with mean FIM score 68 at baseline participated and completed the study. The mean FIM score at follow-up was 108. The numbers and frequency of ICF categories for activities and participation reduced after rehabilitation. More numbers of environmental factors were identified as barriers at follow-up (15 out of 33) compared to baseline. Within the components of Activities and Participation, significant improvement in functioning was found in 43 out of 51 categories.The results show a reduction in frequencies in ICF activities and participation categories corresponding to basic activities of daily living. Categories corresponding to employment and social integration showed little or no improvement.

While studies have looked into the effects of Maitland mobilization on symptom relief, to date, no work has specifically looked at the effects of Mulligan mobilization. The objective of this work was to compare the effectiveness of Maitland and Mulligan's mobilization and exercises on pain response, range of motion (ROM) and functional ability in patients with mechanical neck pain.A total sample of 60 subjects (21-45 years of age) with complaints of insidious onset of mechanical pain that has lasted for less than 12 weeks and reduced ROM were randomly assigned to: group I - Maitland mobilization and exercises; group - II Mulligan mobilization and exercises; and group-III exercises only, and assessed for dependent variables by a blinded examiner.Post measurement readings revealed statistical significance with time (p 0.00) and no significance between groups (p 0.05) indicating no group is superior to another after treatment and at follow-up. The effect sizes between the treatment groups were small.Our results showed that manual therapy interventions were no better than supervised exercises in reducing pain, improving ROM and neck disability.

Introduction Spasticity occurs in disorders of the central nervous system such as stroke, spinal cord injury (SCI), multiple sclerosis and traumatic brain injury. The recently developed clinical measurement for the measurement of spasticity is the Modified Modified Ashworth Scale (MMAS) Purpose of study The purpose of this study is to determine the inter-rater reliability of the MMAS in the assessment of plantar flexor spasticity in patients with SCI. Methodology Thirty-eight subjects (32 males and six females, mean age 31.9 + 12.6 years) were recruited for the study. Excluded from the study were patients with contracture in the lower limb and where passive movements were contraindicated. Procedure Each patient was assessed by two raters in a single session. After the performance of the procedure by the first assessor and rating of the patient's muscle tone with the MMAS, the same procedure was repeated by the second assessor after 1 hour. The evaluation was carried out in side-lying position. The extent of agreement was analysed by non-weighted Cohen kappa. Results The agreement between the raters was good (soleus – ĸ: 0.75, SE = 0 .084, p

The modified Craig-Sneyd (MCS) scheme is a promising splitting scheme of the ADI type for multi-dimensional pure diffusion equations having mixed spatial-derivative terms. In this paper we investigate the extension of the MCS scheme to two-dimensional convection-diffusion equations with a mixed derivative. Both necessary and sufficient conditions on the parameter @q of the scheme are derived concerning unconditional stability in the von Neumann sense.

OBJECTIVES The evidence for the effectiveness of interventions targeting acute low back pain (LBP) is suboptimal. It is difficult to identify those patients who are more likely to develop chronic pain and disability after an acute episode of LBP. These shortcomings may be attributed to considering LBP as one homogenous condition. METHODS In this quasi-experimental study, we examined and analysed a prospective cohort of 267 patients with first-onset LBP and classified them into one of the groups based on treatment-based classification: direction-specified exercises (Group 2), manipulation (Group 3), stabilization exercises (Group 4), traction (Group 5), and a physician care group (Group 1). Disability and pain were assessed at baseline, after treatment, and at 6 months using the Oswestry Disability Index and the Numerical Rating Scale, respectively. Comparisons were made between the groups, and we predicted measures of disability and pain intensity at 6 months with age, gender, fear avoidance behaviour, centralization phenomenon (CP), expectations about recovery, CP, group classification, baseline pain, and disability. RESULTS Analysis showed that all the heterogeneous groups of LBP improved their outcomes with the respective treatment provided. However, when the entire sample was considered as one homogenous group of LBP, the results showed improvement with time (p 0.05). None of the studied factors, except baseline pain (R = 0.227, R2 = 0.051, p

BACKGROUND AND PURPOSE Spasticity is a major disabling symptom in patients post stroke. Though studies have demonstrated that electrical stimulation (ES) can reduce spasticity and improve passive ankle range of motion (ROM), not many studies have evaluated the effectiveness of ES on active ankle ROM. The purpose of this study was to determine the effectiveness of Faradic and Russian currents in the reduction of ankle plantar-flexor spasticity and improving motor recovery in patients post stroke. METHODS Eighty-three patients (29 females and 54 males; mean age of 57.12 years) were randomly assigned to Group 1 (task-oriented exercises), Group 2 (Faradic current for 10 min and task-oriented exercises), and Group 3 (Russian current for 10 min and task-oriented exercises) for a period of 5 sessions per week for 6 weeks. All patients were assessed for soleus and gastrocnemius muscles spasticity measured by modified modified Ashworth scale; active and passive range ROM measured by goniometer; and functional ambulation measured by modified Emory Functional Ambulation Profile at the time of recruitment to study and after 6 weeks. RESULTS Both the types of stimulation and exercises were not associated with improvements in modified Emory Functional Ambulation Profile (p > 0.05). The results showed that all the groups are effective in improving passive ankle ROM (p

Objectives: The complete rehabilitation of patients with spinal cord injuries (SCI) comprises both physical and psychosocial factors. This study therefore aimed to assess physical activity and quality of life (QOL) among paraplegic patients with SCI in Odisha, India. Methods: This cross-sectional prospective study was conducted between March 2010 and December 2013. All paraplegic patients treated at the Swami Vivekanand National Institute of Rehabilitation Training & Research in Odisha, India, during the study period who met the inclusion criteria were invited to participate in the study (n = 364). Structured face-to-face interviews were held with participants and QOL and physical activity were assessed using the abbreviated World Health Organization QOL instrument and the Physical Activity Scale for Individuals with Physical Disabilities, respectively. Results: A total of 84 people participated in the study (response rate: 23.1%). The mean age was 32.54 ± 10.75 years and 90.5% of the participants were male. Participants had a low mean metabolic equivalent score (18.18 ± 10.68 hours/day). Additionally, low mean scores were noted for the physical health, psychological well-being, social relationships and environment QOL domains (49.76 ± 18.74, 48.57 ± 17.04, 57.88 ± 17.04 and 49.85 ± 17.77, respectively). There was a strong positive association between levels of physical activity and all QOL domains ( P

Spasticity is a major disabling symptom in patients post stroke. Although studies have demonstrated that transcutaneous electrical nerve stimulation (TENS) can reduce spasticity, the duration of single session TENS is a subject of debate. The purpose of this study was to determine the sustainability of the effects of TENS applied over common peroneal nerve in the reduction of ankle plantar-flexor spasticity and improving gait speed in patients post stroke.Thirty patients (11 women and 19 men) (mean age of 46.46 years) were randomly assigned to group 1 (task oriented exercises), group 2 (TENS for 30 min and task oriented exercises) and group 3 (TENS for 60 min and task oriented exercises) for a period of five sessions per week for 6 weeks. All patients were assessed for ankle plantar-flexor spasticity, passive ankle dorsi-flexion range of motion, clonus and timed up and go test at the time of recruitment to study, at 3 and 6 weeks of therapeutic intervention.The overall results of the study suggest that there was a decrease in ankle plantar flexor spasticity, ankle clonus and timed up and go score in all the groups. A greater reduction of spasticity was seen in TENS groups (groups 2 and 3) when compared to control. No significant improvement was found in timed up and go test (TUG) scores between groups.Both 30 min and 60 min of application of TENS are effective in reducing spasticity of ankle plantar flexors, improving walking ability and increase the effectiveness of task related training. Based on the effect size, we would recommend a longer duration application for the reduction of spasticity. Copyright © 2015 John WileySons, Ltd.

Spasticity occurs in disorders of the central nervous system such as stroke, spinal cord injury (SCI), multiple sclerosis and traumatic brain injury. The recently developed clinical measurement for the measurement of spasticity is the Modified Modified Ashworth Scale (MMAS) PURPOSE OF STUDY: The purpose of this study is to determine the inter-rater reliability of the MMAS in the assessment of plantar flexor spasticity in patients with SCI.Thirty-eight subjects (32 males and six females, mean age 31.9 ± 12.6 years) were recruited for the study. Excluded from the study were patients with contracture in the lower limb and where passive movements were contraindicated.Each patient was assessed by two raters in a single session. After the performance of the procedure by the first assessor and rating of the patient's muscle tone with the MMAS, the same procedure was repeated by the second assessor after 1 hour. The evaluation was carried out in side-lying position. The extent of agreement was analysed by non-weighted Cohen kappa.The agreement between the raters was good (soleus - ĸ: 0.75, SE = 0 .084, p 0.0001, gastrocnemius - ĸ:0.70, SE = 0.105, p 0.0001).The MMAS has good inter-rater reliability in the assessment of plantar flexor muscle spasticity in patients with SCI.

In this paper the unconditional stability of four well-known ADI schemes is analyzed in the application to time-dependent multidimensional diffusion equations with mixed derivative terms. Necessary and sufficient conditions on the parameter θ of each scheme are obtained that take into account the actual size of the mixed derivative coefficients. Our results generalize results obtained previously by Craig & Sneyd (1988) and In ʼt Hout & Welfert (2009). Numerical experiments are presented illustrating our main theorems.

This paper discusses the stability of the Modified Craig-Sneyd scheme when applied to two-dimensional convection-diffusion equations with mixed derivatives. A preliminary result is summarized that specially considers the size of the mixed derivative coefficients, which is very useful in practice.

In this paper the unconditional stability of four well-known ADI schemes is analyzed in the application to time-dependent multidimensional diffusion equations with mixed derivative terms. Necessary and sufficient conditions on the parameter theta of each scheme are obtained that take into account the actual size of the mixed derivative coefficients. Our results generalize results obtained previously by Craig & Sneyd (1988) and In 't Hout & Welfert (2009). Numerical experiments are presented illustrating our main theorems.

The stability of ADI type schemes is considered when applied to two- and three-dimensional pure diffusion equations with mixed derivative terms. We present a first stability result that takes the actual size of the mixed derivative coefficients into account.

In the present study DnaJ (HSP40) of Salmonella enterica serovar Typhi has been evaluated for its immunogenicity and efficacy in protecting mice against lethal challenge by S. enterica serovar Typhimurium infection. DnaJ was amplified by PCR of the genomic DNA of S. Typhi and subsequently cloned in pQE-30 expression vector. The protein was induced by IPTG and purified using Ni-NTA chromatography under denaturing conditions. After refolding in vitro the immune response was evaluated by injecting 40 microg DnaJ protein/mouse i.p. on 0th, 7th and 28th day. The results showed a significant increase in antibody titre and lymphocyte proliferation in animals immunised with DnaJ as compared to control. Further there was an appreciable increase in IL-2, IL-4, IFN-gamma production in lymphocytes isolated from immunised mice as compared to control. In this limited study, immunisation of mice with DnaJ was found to provide 70% protection against lethal challenge by S. Typhimurium indicating the possible use of DnaJ as vaccine candidate against typhoid.