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M. Papi

Publications and source records attributed to M. Papi.

7 recordsLinked to original sources
arXiv2023

Optical rogue waves in spheroids of tumor cells

Rogue waves are intense and unexpected wavepackets ubiquitous in complex systems. In optics, they are promising as robust and noise-resistant beams for probing and manipulating the underlying material. Localizing large optical power is crucial especially in biomedical systems, where, however, extremely intense beams have not yet been observed. We here discover that tumor-cell spheroids manifest optical rogue waves when illuminated by randomly modulated laser beams. The intensity of light transmitted through bio-printed three-dimensional tumor models follows a signature Weibull statistical distribution, where extreme events correspond to spatially-localized optical modes propagating within the cell network. Experiments varying the input beam power and size indicate the rogue waves have a nonlinear origin. We show these optical filaments form high-transmission channels with enhanced transmission. They deliver large optical power through the tumor spheroid, which can be exploited to achieve a local temperature increase controlled by the input wave shape. Our findings shed new light on optical propagation in biological aggregates and demonstrate how extreme event formation allows light concentration in deep tissues, paving the way to using rogue waves in biomedical applications such as light-activated therapies.

physics.optics↗
arXiv2020

Inflation, ECB and short-term interest rates: A new model, with calibration to market data

We propose a new model for the joint evolution of the European inflation rate, the European Central Bank official interest rate and the short-term interest rate, in a stochastic, continuous time setting. We derive the valuation equation for a contingent claim and show that it has a unique solution. The contingent claim payoff may depend on all three economic factors of the model and the discount factor is allowed to include inflation. Taking as a benchmark the model of Ho, H.W., Huang, H.H. and Yildirim, Y., Affine model of inflation-indexed derivatives and inflation risk premium, (European Journal of Operational Researc, 2014), we show that our model performs better on market data from 2008 to 2015. Our model is not an affine model. Although in some special cases the solution of the valuation equation might admit a closed form, in general it has to be solved numerically. This can be done efficiently by the algorithm that we provide. Our model uses many fewer parameters than the benchmark model, which partly compensates the higher complexity of the numerical procedure and also suggests that our model describes the behaviour of the economic factors more closely.

q-fin.MF↗
arXiv2018

Deep optical neural network by living tumour brain cells

The new era of artificial intelligence demands large-scale ultrafast hardware for machine learning. Optical artificial neural networks process classical and quantum information at the speed of light, and are compatible with silicon technology, but lack scalability and need expensive manufacturing of many computational layers. New paradigms, as reservoir computing and the extreme learning machine, suggest that disordered and biological materials may realize artificial neural networks with thousands of computational nodes trained only at the input and at the readout. Here we employ biological complex systems, i.e., living three-dimensional tumour brain models, and demonstrate a random neural network (RNN) trained to detect tumour morphodynamics via image transmission. The RNN, with the tumour spheroid as a three-dimensional deep computational reservoir, performs programmed optical functions and detects cancer morphodynamics from laser-induced hyperthermia inaccessible by optical imaging. Moreover, the RNN quantifies the effect of chemotherapy inhibiting tumour growth. We realize a non-invasive smart probe for cytotoxicity assay, which is at least one order of magnitude more sensitive with respect to conventional imaging. Our random and hybrid photonic/living system is a novel artificial machine for computing and for the real-time investigation of tumour dynamics.

physics.med-ph↗
arXiv2002

Regularity Properties of Constrained Set-Valued Mappings

In these notes, we present a general result concerning the Lipschitz regularity of a certain type of set-valued maps often found in constrained optimization and control problems. The class of multifunctions examined in this paper is characterized by means of a set of Lipschitz continuous constraint functions defined on some Lipschitz manifold. The proof of the regularity result for this class of multifunctions is based on a quantitative version of the Implicit Function Theorem for Lipschitzian maps which provides estimates for the neighborhoods where the implicit map can be defined.

math.OC↗
arXiv2002

Lipschitzian Estimates in Discrete-Time Constrained Stochastic Optimal Control

This paper is devoted to the analysis of a finite horizon discrete-time stochastic optimal control problem, in presence of constraints. We study the regularity of the value function which comes from the dynamic programming algorithm. We derive accurate estimates of the Lipschitz constant of the value function, by means of a regularity result of the multifunction that defines the admissible control set. In the last section we discuss an application to an optimal asset-allocation problem.

math.OC↗
arXiv2001

A Generalized Osgood Condition for Viscosity Solutions to Fully Nonlinear Parabolic Degenerate Equations

Using a generalized assumption of Osgood type, we prove a comparison result between viscosity sub and supersolutions of fully nonlinear, possibly strongly degenerate, parabolic equations under rather generale assumtpions. The principle allows to consider dependence on the gradient witha quadratic growth and also on complex zeroth-order terms. The result it applies in particular to a differential model for pricing Mortgage-Backed Securities.

math.AP↗