Automatic diagnosis of liver steatosis by ultrasound using autoregressive tissue characterization

Liver steatosis is mainly a textural abnormality of the hepatic parenchyma due to fat accumulation on the hepatic vesicles. Today, the assessment is subjectively performed by visual inspection. Here a classifier based on features extracted from ultrasound (US) images is described for the automatic diagnostic of this phatology. The proposed algorithm estimates the original ultrasound radio-frequency (RF) envelope signal from which the noiseless anatomic information and the textural information encoded in the speckle noise is extracted. The features characterizing the textural information are the coefficients of the first order autoregressive model that describes the speckle field. A binary Bayesian classifier was implemented and the Bayes factor was calculated. The classification has revealed an overall accuracy of 100%. The Bayes factor could be helpful in the graphical display of the quantitative results for diagnosis purposes.

A class of singular first order differential equations with applications in reaction-diffusion

Agências Financiadoras: FCT e MIUR

Percolation of colloids with distinct interaction sites

We generalize the Flory-Stockmayer theory of percolation to a model of associating (patchy) colloids, which consists of hard spherical particles, having on their surfaces f short-ranged-attractive sites of m different types. These sites can form bonds between particles and thus promote self-assembly. It is shown that the percolation threshold is given in terms of the eigenvalues of a m x m matrix, which describes the recursive relations for the number of bonded particles on the ith level of a cluster with no loops; percolation occurs when the largest of these eigenvalues equals unity. Expressions for the probability that a particle is not bonded to the giant cluster, for the average cluster size and the average size of a cluster to which a randomly chosen particle belongs, are also derived. Explicit results for these quantities are computed for the case f = 3 and m = 2. We show how these structural properties are related to the thermodynamics of the associating system by regarding bond formation as a (equilibrium) chemical reaction. This solution of the percolation problem, combined with Wertheim's thermodynamic first-order perturbation theory, allows the investigation of the interplay between phase behavior and cluster formation for general models of patchy colloids.

From unthinned continent to ocean: The deep structure of the West Iberia passive continental margin at 38 degrees N

The crustal and lithospheric mantle structure at the south segment of the west Iberian margin was investigated along a 370 km long seismic transect. The transect goes from unthinned continental crust onshore to oceanic crust, crossing the ocean-continent transition (OCT) zone. The wide-angle data set includes recordings from 6 OBSs and 2 inland seismic stations. Kinematic and dynamic modeling provided a 2D velocity model that proved to be consistent with the modeled free-air anomaly data. The interpretation of coincident multi-channel near-vertical and wide-angle reflection data sets allowed the identification of four main crustal domains: (i) continental (east of 9.4 degrees W); (ii) continental thinning (9.4 degrees W-9.7 degrees W): (iii) transitional (9.7 degrees W-similar to 10.5 degrees W); and (iv) oceanic (west of similar to 10.5 degrees W). In the continental domain the complete crustal section of slightly thinned continental crust is present. The upper (UCC, 5.1-6.0 km/s) and the lower continental crust (LCC, 6.9-7.2 km/s) are seismically reflective and have intermediate to low P-wave velocity gradients. The middle continental crust (MCC, 6.35-6.45 km/s) is generally unreflective with low velocity gradient. The main thinning of the continental crust occurs in the thinning domain by attenuation of the UCC and the LCC. Major thinning of the MCC starts to the west of the LCC pinchout point, where it rests directly upon the mantle. In the thinning domain the Moho slope is at least 13 degrees and the continental crust thickness decreases seaward from 22 to 11 km over a similar to 35 km distance, stretched by a factor of 1.5 to 3. In the oceanic domain a two-layer high-gradient igneous crust (5.3-6.0 km/s; 6.5-7.4 km/s) was modeled. The intra-crustal interface correlates with prominent mid-basement, 10-15 km long reflections in the multi-channel seismic profile. Strong secondary reflected PmP phases require a first order discontinuity at the Moho. The sedimentary cover can be as thick as 5 km and the igneous crustal thickness varies from 4 to 11 km in the west, where the profile reaches the Madeira-Tore Rise. In the transitional domain the crust has a complex structure that varies both horizontally and vertically. Beneath the continental slope it includes exhumed continental crust (6.15-6.45 km/s). Strong diffractions were modeled to originate at the lower interface of this layer. The western segment of this transitional domain is highly reflective at all levels, probably due to dykes and sills, according to the high apparent susceptibility and density modeled at this location. Sub-Moho mantle velocity is found to be 8.0 km/s, but velocities smaller than 8.0 km/s confined to short segments are not excluded by the data. Strong P-wave wide-angle reflections are modeled to originate at depth of 20 km within the lithospheric mantle, under the eastern segment of the oceanic domain, or even deeper at the transitional domain, suggesting a layered structure for the lithospheric mantle. Both interface depths and velocities of the continental section are in good agreement to the conjugate Newfoundland margin. A similar to 40 km wide OCT having a geophysical signature distinct from the OCT to the north favors a two pulse continental breakup.

Properties of patchy colloidal particles close to a surface: a Monte Carlo and density functional study

We investigate the behavior of a patchy particle model close to a hard-wall via Monte Carlo simulation and density functional theory (DFT). Two DFT approaches, based on the homogeneous and inhomogeneous versions of Wertheim's first order perturbation theory for the association free energy are used. We evaluate, by simulation and theory, the equilibrium bulk phase diagram of the fluid and analyze the surface properties for two isochores, one of which is close to the liquid side of the gas-liquid coexistence curve. We find that the density profile near the wall crosses over from a typical high-temperature adsorption profile to a low-temperature desorption one, for the isochore close to coexistence. We relate this behavior to the properties of the bulk network liquid and find that the theoretical descriptions are reasonably accurate in this regime. At very low temperatures, however, an almost fully bonded network is formed, and the simulations reveal a second adsorption regime which is not captured by DFT. We trace this failure to the neglect of orientational correlations of the particles, which are found to exhibit surface induced orientational order in this regime.

Generalization of Wertheim's theory for the assembly of various types of rings

We generalize Wertheim's first order perturbation theory to account for the effect in the thermodynamics of the self-assembly of rings characterized by two energy scales. The theory is applied to a lattice model of patchy particles and tested against Monte Carlo simulations on a fcc lattice. These particles have 2 patches of type A and 10 patches of type B, which may form bonds AA or AB that decrease the energy by epsilon(AA) and by epsilon(AB) = r epsilon(AA), respectively. The angle theta between the 2 A-patches on each particle is fixed at 601, 90 degrees or 120 degrees. For values of r below 1/2 and above a threshold r(th)(theta) the models exhibit a phase diagram with two critical points. Both theory and simulation predict that rth increases when theta decreases. We show that the mechanism that prevents phase separation for models with decreasing values of theta is related to the formation of loops containing AB bonds. Moreover, we show that by including the free energy of B-rings ( loops containing one AB bond), the theory describes the trends observed in the simulation results, but that for the lowest values of theta, the theoretical description deteriorates due to the increasing number of loops containing more than one AB bond.

Liquid-vapor interfaces of patchy colloids

We investigate the liquid-vapor interface of a model of patchy colloids. This model consists of hard spheres decorated with short-ranged attractive sites ("patches") of different types on their surfaces. We focus on a one-component fluid with two patches of type A and nine patches of type B (2A9B colloids), which has been found to exhibit reentrant liquid-vapor coexistence curves and very low-density liquid phases. We have used the density-functional theory form of Wertheim's first-order perturbation theory of association, as implemented by Yu and Wu [J. Chem. Phys. 116, 7094 (2002)], to calculate the surface tension, and the density and degree of association profiles, at the liquid-vapor interface of our model. In reentrant systems, where AB bonds dominate, an unusual thickening of the interface is observed at low temperatures. Furthermore, the surface tension versus temperature curve reaches a maximum, in agreement with Bernardino and Telo da Gama's mesoscopic Landau-Safran theory [Phys. Rev. Lett. 109, 116103 (2012)]. If BB attractions are also present, competition between AB and BB bonds gradually restores the monotonic temperature dependence of the surface tension. Lastly, the interface is "hairy," i.e., it contains a region where the average chain length is close to that in the bulk liquid, but where the density is that of the vapor. Sufficiently strong BB attractions remove these features, and the system reverts to the behavior seen in atomic fluids.

What drives corporate default risk premia? Evidence from the CDS market

This paper studies the evolution of the default risk premia for European firms during the years surrounding the recent credit crisis. We employ the information embedded in Credit Default Swaps (CDS) and Moody’s KMV EDF default probabilities to analyze the common factors driving this risk premia. The risk premium is characterized in several directions: Firstly, we perform a panel data analysis to capture the relationship between CDS spreads and actual default probabilities. Secondly, we employ the intensity framework of Jarrow et al. (2005) in order to measure the theoretical effect of risk premium on expected bond returns. Thirdly, we carry out a dynamic panel data to identify the macroeconomic sources of risk premium. Finally, a vector autoregressive model analyzes which proportion of the co-movement is attributable to financial or macro variables. Our estimations report coefficients for risk premium substantially higher than previously referred for US firms and a time varying behavior. A dominant factor explains around 60% of the common movements in risk premia. Additionally, empirical evidence suggests a public-to-private risk transfer between the sovereign CDS spreads and corporate risk premia.

Nematic wetting and filling of crenellated surfaces

We investigate nematic wetting and filling transitions of crenellated surfaces (rectangular gratings) by numerical minimization of the Landau-de Gennes free energy as a function of the anchoring strength, for a wide range of the surface geometrical parameters: depth, width, and separation of the crenels. We have found a rich phase behavior that depends in detail on the combination of the surface parameters. By comparison to simple fluids, which undergo a continuous filling or unbending transition, where the surface changes from a dry to a filled state, followed by a wetting or unbinding transition, where the thickness of the adsorbed fluid becomes macroscopic and the interface unbinds from the surface, nematics at crenellated surfaces reveal an intriguingly rich behavior: in shallow crenels only wetting is observed, while in deep crenels, only filling transitions occur; for intermediate surface geometrical parameters, a new class of filled states is found, characterized by bent isotropic-nematic interfaces, which persist for surfaces structured on large scales, compared to the nematic correlation length. The global phase diagram displays two wet and four filled states, all separated by first-order transitions. For crenels in the intermediate regime re-entrant filling transitions driven by the anchoring strength are observed.

Phase diagrams of particles with dissimilar patches: X-junctions and Y-junctions

We use Wertheim's first-order perturbation theory to investigate the phase behaviour and the structure of coexisting fluid phases for a model of patchy particles with dissimilar patches (two patches of type A and f(B) patches of type B). A patch of type alpha = {A, B} can bond to a patch of type beta = {A, B} in a volume nu(alpha beta), thereby decreasing the internal energy by epsilon(alpha beta). We analyse the range of model parameters where AB bonds, or Y-junctions, are energetically disfavoured (epsilon(AB) < epsilon(AA)/2) but entropically favoured (nu(AB) >> nu(alpha alpha)), and BB bonds, or X-junctions, are energetically favoured (epsilon(BB) > 0). We show that, for low values of epsilon(BB)/epsilon(AA), the phase diagram has three different regions: (i) close to the critical temperature a low-density liquid composed of long chains and rich in Y-junctions coexists with a vapour of chains; (ii) at intermediate temperatures there is coexistence between a vapour of short chains and a liquid of very long chains with X-and Y-junctions; (iii) at low temperatures an ideal gas coexists with a high-density liquid with all possible AA and BB bonds formed. It is also shown that in region (i) the liquid binodal is reentrant (its density decreases with decreasing temperature) for the lower values of epsilon(BB)/epsilon(AA). The existence of these three regions is a consequence of the competition between the formation of X- and Y-junctions: X-junctions are energetically favoured and thus dominate at low temperatures, whereas Y-junctions are entropically favoured and dominate at higher temperatures.

Reentrant Phase Diagram of Network Fluids

We introduce a microscopic model for particles with dissimilar patches which displays an unconventional "pinched'' phase diagram, similar to the one predicted by Tlusty and Safran in the context of dipolar fluids [Science 290, 1328 (2000)]. The model-based on two types of patch interactions, which account, respectively, for chaining and branching of the self-assembled networks-is studied both numerically via Monte Carlo simulations and theoretically via first-order perturbation theory. The dense phase is rich in junctions, while the less-dense phase is rich in chain ends. The model provides a reference system for a deep understanding of the competition between condensation and self-assembly into equilibrium-polymer chains.

Biaxial Nematic Order in the Hard-boomerang Fluid

We consider a fluid of hard boomerangs, each composed of two hard spherocylinders joined at their ends at an angle Psi. The resulting particle is nonconvex and biaxial. The occurence of nematic order in such a system has been investigated using Straley's theory, which is a simplificaton of Onsager's second-virial treatment of long hard rods, and by bifurcation analysis. The excluded volume of two hard boomerangs has been approximated by the sum of excluded volumes of pairs of constituent spherocylinders, and the angle-dependent second-virial coefficient has been replaced by a low-order interpolating function. At the so-called Landau point, Psi(Landau)approximate to 107.4 degrees, the fluid undergoes a continuous transition from the isotropic to a biaxial nematic (B) phase. For Psi not equal Psi(Landau) ordering is via a first-order transition into a rod-like uniaxial nematic phase (N(+)) if Psi > Psi(Landau), or a plate-like uniaxial nematic (N(-)) phase if Psi < Psi(Landau). The B phase is separated from the N(+) and N(-) phases by two lines of continuous transitions meeting at the Landau point. This topology of the phase diagram is in agreement with previous studies of spheroplatelets and biaxial ellipsoids. We have checked the accuracy of our theory by performing numerical calculations of the angle-dependent second virial coefficient, which yields Psi(Landau)approximate to 110 degrees for very long rods, and Psi(Landau)approximate to 90 degrees for short rods. In the latter case, the I-N transitions occur at unphysically high packing fractions, reflecting the inappropriateness of the second-virial approximation in this limit.

Self-assembly in chains, rings, and branches: a single component system with two critical points

Agências financiadoras: FCT - PEstOE/FIS/UI0618/2011; PTDC/FIS/098254/2008 ERC-PATCHYCOLLOIDS e MIUR-PRIN

Projeto de fundações e estrutura de colégio em Ponta Delgada utilizando os eurocódigos estruturais

Trabalho de Projeto para obtenção do grau de Mestre em Engenharia Civil na Área de Especialização em Estruturas

A Spatial Econometrics Analysis for Road Accidents in Lisbon

This paper presents a spatial econometrics analysis for the number of road accidents with victims in the smallest administrative divisions of Lisbon, considering as a baseline a log-Poisson model for environmental factors. Spatial correlation on data is investigated for data alone and for the residuals of the baseline model without and with spatial-autocorrelated and spatial-lagged terms. In all the cases no spatial autocorrelation was detected.