Numerical analysis of wave-induced fluid flow effects on seismic data: Application to monitoring of CO2 storage at the Sleipner Field

In this work we analyze how patchy distributions of CO2 and brine within sand reservoirs may lead to significant attenuation and velocity dispersion effects, which in turn may have a profound impact on surface seismic data. The ultimate goal of this paper is to contribute to the understanding of these processes within the framework of the seismic monitoring of CO2 sequestration, a key strategy to mitigate global warming. We first carry out a Monte Carlo analysis to study the statistical behavior of attenuation and velocity dispersion of compressional waves traveling through rocks with properties similar to those at the Utsira Sand, Sleipner field, containing quasi-fractal patchy distributions of CO2 and brine. These results show that the mean patch size and CO2 saturation play key roles in the observed wave-induced fluid flow effects. The latter can be remarkably important when CO2 concentrations are low and mean patch sizes are relatively large. To analyze these effects on the corresponding surface seismic data, we perform numerical simulations of wave propagation considering reservoir models and CO2 accumulation patterns similar to the CO2 injection site in the Sleipner field. These numerical experiments suggest that wave-induced fluid flow effects may produce changes in the reservoir's seismic response, modifying significantly the main seismic attributes usually employed in the characterization of these environments. Consequently, the determination of the nature of the fluid distributions as well as the proper modeling of the seismic data constitute important aspects that should not be ignored in the seismic monitoring of CO2 sequestration problems.

On the use of IRMS in forensic science: proposals for a methodological approach

The flourishing number of publications on the use of isotope ratio mass spectrometry (IRMS) in forensic science denotes the enthusiasm and the attraction generated by this technology. IRMS has demonstrated its potential to distinguish chemically identical compounds coming from different sources. Despite the numerous applications of IRMS to a wide range of forensic materials, its implementation in a forensic framework is less straightforward than it appears. In addition, each laboratory has developed its own strategy of analysis on calibration, sequence design, standards utilisation and data treatment without a clear consensus.Through the experience acquired from research undertaken in different forensic fields, we propose a methodological framework of the whole process using IRMS methods. We emphasize the importance of considering isotopic results as part of a whole approach, when applying this technology to a particular forensic issue. The process is divided into six different steps, which should be considered for a thoughtful and relevant application. The dissection of this process into fundamental steps, further detailed, enables a better understanding of the essential, though not exhaustive, factors that have to be considered in order to obtain results of quality and sufficiently robust to proceed to retrospective analyses or interlaboratory comparisons.

BIO-INSPIRED COMPUTATIONAL TECHNIQUES APPLIED TO THE CLUSTERING AND VISUALIZATION OF SPATIO-TEMPORAL GEOSPATIAL DATA

The coverage and volume of geo-referenced datasets are extensive and incessantly¦growing. The systematic capture of geo-referenced information generates large volumes¦of spatio-temporal data to be analyzed. Clustering and visualization play a key¦role in the exploratory data analysis and the extraction of knowledge embedded in¦these data. However, new challenges in visualization and clustering are posed when¦dealing with the special characteristics of this data. For instance, its complex structures,¦large quantity of samples, variables involved in a temporal context, high dimensionality¦and large variability in cluster shapes.¦The central aim of my thesis is to propose new algorithms and methodologies for¦clustering and visualization, in order to assist the knowledge extraction from spatiotemporal¦geo-referenced data, thus improving making decision processes.¦I present two original algorithms, one for clustering: the Fuzzy Growing Hierarchical¦Self-Organizing Networks (FGHSON), and the second for exploratory visual data analysis:¦the Tree-structured Self-organizing Maps Component Planes. In addition, I present¦methodologies that combined with FGHSON and the Tree-structured SOM Component¦Planes allow the integration of space and time seamlessly and simultaneously in¦order to extract knowledge embedded in a temporal context.¦The originality of the FGHSON lies in its capability to reflect the underlying structure¦of a dataset in a hierarchical fuzzy way. A hierarchical fuzzy representation of¦clusters is crucial when data include complex structures with large variability of cluster¦shapes, variances, densities and number of clusters. The most important characteristics¦of the FGHSON include: (1) It does not require an a-priori setup of the number¦of clusters. (2) The algorithm executes several self-organizing processes in parallel.¦Hence, when dealing with large datasets the processes can be distributed reducing the¦computational cost. (3) Only three parameters are necessary to set up the algorithm.¦In the case of the Tree-structured SOM Component Planes, the novelty of this algorithm¦lies in its ability to create a structure that allows the visual exploratory data analysis¦of large high-dimensional datasets. This algorithm creates a hierarchical structure¦of Self-Organizing Map Component Planes, arranging similar variables' projections in¦the same branches of the tree. Hence, similarities on variables' behavior can be easily¦detected (e.g. local correlations, maximal and minimal values and outliers).¦Both FGHSON and the Tree-structured SOM Component Planes were applied in¦several agroecological problems proving to be very efficient in the exploratory analysis¦and clustering of spatio-temporal datasets.¦In this thesis I also tested three soft competitive learning algorithms. Two of them¦well-known non supervised soft competitive algorithms, namely the Self-Organizing¦Maps (SOMs) and the Growing Hierarchical Self-Organizing Maps (GHSOMs); and the¦third was our original contribution, the FGHSON. Although the algorithms presented¦here have been used in several areas, to my knowledge there is not any work applying¦and comparing the performance of those techniques when dealing with spatiotemporal¦geospatial data, as it is presented in this thesis.¦I propose original methodologies to explore spatio-temporal geo-referenced datasets¦through time. Our approach uses time windows to capture temporal similarities and¦variations by using the FGHSON clustering algorithm. The developed methodologies¦are used in two case studies. In the first, the objective was to find similar agroecozones¦through time and in the second one it was to find similar environmental patterns¦shifted in time.¦Several results presented in this thesis have led to new contributions to agroecological¦knowledge, for instance, in sugar cane, and blackberry production.¦Finally, in the framework of this thesis we developed several software tools: (1)¦a Matlab toolbox that implements the FGHSON algorithm, and (2) a program called¦BIS (Bio-inspired Identification of Similar agroecozones) an interactive graphical user¦interface tool which integrates the FGHSON algorithm with Google Earth in order to¦show zones with similar agroecological characteristics.

Disentangling in vivo the effects of iron content and atrophy on the ageing human brain.

Evidence from magnetic resonance imaging (MRI) studies shows that healthy aging is associated with profound changes in cortical and subcortical brain structures. The reliable delineation of cortex and basal ganglia using automated computational anatomy methods based on T1-weighted images remains challenging, which results in controversies in the literature. In this study we use quantitative MRI (qMRI) to gain an insight into the microstructural mechanisms underlying tissue ageing and look for potential interactions between ageing and brain tissue properties to assess their impact on automated tissue classification. To this end we acquired maps of longitudinal relaxation rate R1, effective transverse relaxation rate R2* and magnetization transfer - MT, from healthy subjects (n=96, aged 21-88 years) using a well-established multi-parameter mapping qMRI protocol. Within the framework of voxel-based quantification we find higher grey matter volume in basal ganglia, cerebellar dentate and prefrontal cortex when tissue classification is based on MT maps compared with T1 maps. These discrepancies between grey matter volume estimates can be attributed to R2* - a surrogate marker of iron concentration, and further modulation by an interaction between R2* and age, both in cortical and subcortical areas. We interpret our findings as direct evidence for the impact of ageing-related brain tissue property changes on automated tissue classification of brain structures using SPM12. Computational anatomy studies of ageing and neurodegeneration should acknowledge these effects, particularly when inferring about underlying pathophysiology from regional cortex and basal ganglia volume changes.

Evolution of a Ladinian (Middle Triassic) intraplatform basin : stratigraphy, microfacies and palaeoecology of the Meride Limestone (Monte San Giorgio, Canton Ticino, Southern Switzerland)

The Monte San Giorgio (Southern Alps, Ticino, Switzerland) is the most important locality in the world for vertebrates dating back to the Middle Triassic. For this reason it was registered in 2003 as a UNESCO World Heritage Site. One of the objectives of this doctoral thesis was to fill some of the cognitive gaps regarding the Ladinian succession, including in particular the San Giorgio Dolomite and the Meride Limestone. In order to achieve this, the entire succession, more than 600 metres thick, was measured and sampled. Biostratigraphic research based on new finds of fossil invertebrates and microfossils and on the palynological analysis of the entire section was integrated with single-zircon U-Pb dating of volcanic ash layers intercalated in the carbonate succession. This enabled a redefinition of the bio-chronostratigraphic and geochronologic framework of the succession, which encompasses a significantly shorter time interval than previously held. The Ladinian section extends from the E. curionii Ammonoid Zone (Early Fassanian) to the P. archelaus Ammonoid Zone (Early Longobardian). The age of the classic fossiliferous levels of the Meride Limestone, rich in organic matter and containing vertebrate fossils which are known all over the world, was defined in both biostratigraphic and geochronologic terms. The presumed stratigraphie significance of the pachypleurosaurid reptiles found in such levels is called into question by new finds. These fossiliferous horizons were found to correspond to the main volcanoclastic intervals of the Buchenstein Formation (Middle and Upper Pietra Verde). Thus, a correlation with the Bagolino Section (Italy) containing the GSSP for the base of the Ladinian was proposed. Bulk sedimentation rates in the studied succession average 200 m/Myr and therefore prove to be 20 times higher than those of the South-Alpine pelagic basins. These values express high carbonate productivity from the surrounding platforms on one hand, and on the other a marked subsidence of the basin. Only in the intervals consisting of laminated limestones did the sedimentation rates drop to average values of around 30 m/Myr. The distribution of organic and inorganic facies appears to be the consequence of relative variations in sea-level. The laminated and organic-matter- rich intervals of the Meride Limestone are linked to a relative sea-level drop which favoured dysoxic to anoxic bottom-water conditions, coupled with an increase in runoff, perhaps due to recurrent explosive volcanic activity. The transient development under dysoxic conditions of monospecific benthic meio-/macrofaunas was documented. Organic matter suggests a predominant origin due to benthic bacterial activity, as can be witnessed in alveolar structures typical of exopolymeric substances secreted by bacteria within microbial mats. A microbial contribution to the carbonate (peloidal) precipitation was documented. The protective effect exerted by these microbial mats is also indicated as the main taphonomic factor contributing to the excellent preservation of vertebrate fossils. A radiolarian assemblage discovered in the lower part of the section (earliest Ladinian, E. curionii Zone) suggests the transient existence of open-marine but not deep-water connections with the tethyan pelagic basins. It shows marked similarities to the faunas typical of the late Anisian, suggesting therefore a low resolution power provided by radiolarian biostratigraphy in recognizing the Anisian/Ladinian boundary. The present thesis describes a new species of conifer (Elatocladus cassinae), a new species of insect (Dasyleptus triassicus) and seven new species of radiolarians (Eptingium danieli, Eptingium neriae, Parentactinosphaera eoladinica, Sepsagon ticinensis, Sepsagon? valporinae, Novamuria wirzi and Pessagnollum? hexaspinosum). In addition, following revision of the type material of already existent taxa, four new genera of radiolarians are introduced: Bernoulliella, Eohexastylus, Ticinosphaera and Lahmosphaera.

Adaptive tracking of EEG oscillations.

Neuronal oscillations are an important aspect of EEG recordings. These oscillations are supposed to be involved in several cognitive mechanisms. For instance, oscillatory activity is considered a key component for the top-down control of perception. However, measuring this activity and its influence requires precise extraction of frequency components. This processing is not straightforward. Particularly, difficulties with extracting oscillations arise due to their time-varying characteristics. Moreover, when phase information is needed, it is of the utmost importance to extract narrow-band signals. This paper presents a novel method using adaptive filters for tracking and extracting these time-varying oscillations. This scheme is designed to maximize the oscillatory behavior at the output of the adaptive filter. It is then capable of tracking an oscillation and describing its temporal evolution even during low amplitude time segments. Moreover, this method can be extended in order to track several oscillations simultaneously and to use multiple signals. These two extensions are particularly relevant in the framework of EEG data processing, where oscillations are active at the same time in different frequency bands and signals are recorded with multiple sensors. The presented tracking scheme is first tested with synthetic signals in order to highlight its capabilities. Then it is applied to data recorded during a visual shape discrimination experiment for assessing its usefulness during EEG processing and in detecting functionally relevant changes. This method is an interesting additional processing step for providing alternative information compared to classical time-frequency analyses and for improving the detection and analysis of cross-frequency couplings.

Multidimensionnalité des violences envers les femmes. La Suisse en regard des États-Unis: pertinence et validité d'une comparaison

Summary : International comparisons in the area of victimization, particularly in the field of violence against women, are fraught with methodological problems that previous research has not systematically addressed, and whose answer does not seem to be agreed up~n. For obvious logistic and financial reasons, international studies on violence against women (i.e. studies that administer the same instrument in different countries). are seldom; therefore, researchers are bound to resort to secondary comparisons. Many studies simply juxtapose their results to the ones of previous wòrk or to findings obtained in different contexts, in order to offer an allegedly comparative perspective to their conclusions. If, most of the time, researchers indicate the methodological limitations of a direct comparison, it is not rare that these do not result in concrete methodological controls. Yet, many studies have shown the influence of surveys methodological parameters on findings, listing recommendations fora «best practice» of research. Although, over the past decades, violence against women surveys have become more and more similar -tending towards a sort of uniformization that could be interpreted as a passive consensus -these instruments retain more or less subtle differences that are still susceptible to influence the validity of a comparison. Yet, only a small number of studies have directly worked on the comparability of violence against women data, striving to control the methodological parameters of the surveys in order to guarantee the validity of their comparisons. The goal of this work is to compare data from two national surveys on violence against women: the Swiss component of the International Violence Against Women Survey [CH-IVAWS] and the National Violence Against Women Survey [NVAWS] administered in the United States. The choice of these studies certainly ensues from the author's affiliations; however, it is far from being trivial. Indeed, the criminological field currently endows American and Anglo-Saxon literature with a predominant space, compelling researchers from other countries to almost do the splits to interpret their results in the light of previous work or to develop effective interventions in their own context. Turning to hypotheses or concepts developed in a specific framework inevitably raises the issue of their applicability to another context, i.e. the Swiss context, if not at least European. This problematic then takes on an interest that goes beyond the particular topic of violence against women, adding to its relevance. This work articulates around three axes. First, it shows the way survey characteristics influence estimates. The comparability of the nature of the CH-IVAWS and NVAWS, their sampling design and the characteristics of their administration are discussed. The definitions used, the operationalization of variables based on comparable items, the control of reference periods, as well as the nature of the victim-offender relationship are included among controlled factors. This study establishes content validity within and across studies, presenting a systematic process destined to maximize the comparability of secondary data. Implications of the process are illustrated with the successive presentation of comparable and non-comparable operationalizations of computed variables. Measuring violence against. women in Switzerland and the United-States, this work compares the prevalence of different forms (threats, physical violence and sexual violence) and types of violence (partner and nonpartner violence). Second, it endeavors to analyze concepts of multivictimization (i.e. experiencing different forms of victimization), repeat victimization (i.e. experiencing the same form of violence more than once), and revictimization (i.e. the link between childhood and adulthood victimization) in a comparative -and comparable -approach. Third, aiming at understanding why partner violence appears higher in the United States, while victims of nonpartners are more frequent in Switzerland, as well as in other European countries, different victimization correlates are examined. This research contributes to a better understanding of the relevance of controlling methodological parameters in comparisons across studies, as it illustrates, systematically, the imposed controls and their implications on quantitative data. Moreover, it details how ignoring these parameters might lead to erroneous conclusions, statistically as well as theoretically. The conclusion of the study puts into a wider perspective the discussion of differences and similarities of violence against women in Switzerland and the United States, and integrates recommendations as to the relevance and validity of international comparisons, whatever the'field they are conducted in. Résumé: Les comparaisons internationales dans le domaine de la victimisation, et plus particulièrement en ce qui concerne les violences envers les femmes, se caractérisent par des problèmes méthodologiques que les recherches antérieures n'ont pas systématiquement adressés, et dont la réponse ne semble pas connaître de consensus. Pour des raisons logistiques et financières évidentes, les études internationales sur les violences envers les femmes (c.-à-d. les études utilisant un même instrument dans différents pays) sont rares, aussi les chercheurs sont-ils contraints de se tourner vers des comparaisons secondaires. Beaucoup de recherches juxtaposent alors simplement leurs résultats à ceux de travaux antérieurs ou à des résultats obtenus dans d'autres contextes, afin d'offrir à leurs conclusions une perspective prétendument comparative. Si, le plus souvent, les auteurs indiquent les limites méthodologiques d'une comparaison directe, il est fréquent que ces dernières ne se traduisent pas par des contrôles méthodologiques concrets. Et pourtant, quantité de travaux ont mis en évidence l'influence des paramètres méthodologiques des enquêtes sur les résultats obtenus, érigeant des listes de recommandations pour une «meilleure pratique» de la recherche. Bien que, ces dernières décennies, les sondages sur les violences envers les femmes soient devenus de plus en plus similaires -tendant, vers une certaine uniformisation que l'on peut interpréter comme un consensus passif-, il n'en demeure pas moins que ces instruments possèdent des différences plus ou moins subtiles, mais toujours susceptibles d'influencer la validité d'une comparaison. Pourtant, seules quelques recherches ont directement travaillé sur la comparabilité des données sur les violences envers les femmes, ayant à coeur de contrôler les paramètres méthodologiques des études utilisées afin de garantir la validité de leurs comparaisons. L'objectif de ce travail est la comparaison des données de deux sondages nationaux sur les violences envers les femmes: le composant suisse de l'International Violence Against Women Survey [CHIVAWSj et le National Violence Against Women Survey [NVAWS) administré aux États-Unis. Le choix de ces deux études découle certes des affiliations de l'auteure, cependant il est loin d'être anodin. Le champ criminologique actuel confère, en effet, une place prépondérante à la littérature américaine et anglo-saxonne, contraignant ainsi les chercheurs d'autres pays à un exercice proche du grand écart pour interpréter leurs résultats à la lumière des travaux antérieurs ou développer des interventions efficaces dans leur propre contexte. Le fait de recourir à des hypothèses et des concepts développés dans un cadre spécifique pose inévitablement la question de leur applicabilité à un autre contexte, soit ici le contexte suisse, sinon du moins européen. Cette problématique revêt alors un intérêt qui dépasse la thématique spécifique des violences envers les femmes, ce qui ajoute à sa pertinence. Ce travail s'articule autour de trois axes. Premièrement, il met en évidence la manière dont les caractéristiques d'un sondage influencent les estimations qui en découlent. La comparabilité de la nature du CH-IVAWS et du NVAWS, de leur processus d'échantillonnage et des caractéristiques de leur administration est discutée. Les définitions utilisées, l'opérationnalisation des variables sur la base d'items comparables, le contrôle des périodes de référence, ainsi que la nature de la relation victime-auteur figurent également parmi les facteurs contrôlés. Ce travail établit ainsi la validité de contenu intra- et inter-études, offrant un processus systématique destiné à maximiser la comparabilité des données secondaires. Les implications de cette démarche sont illustrées avec la présentation successive d'opérationnalisations comparables et non-comparables des variables construites. Mesurant les violences envers les femmes en Suisse et aux États-Unis, ce travail compare la prévalence de plusieurs formes (menaces, violences physiques et violences sexuelles) et types de violence (violences partenaires et non-partenaires). 11 s'attache également à analyser les concepts de multivictimisation (c.-à-d. le fait de subir plusieurs formes de victimisation), victimisation répétée (c.-à.-d. le fait de subir plusieurs incidents de même forme) et revictimisation (c.-à-d. le lien entre la victimisation dans l'enfance et à l'âge adulte) dans une approche comparative - et comparable. Dans un troisième temps, cherchant à comprendre pourquoi la violence des partenaires apparaît plus fréquente aux États-Unis, tandis que les victimes de non-partenaires sont plus nombreuses en Suisse, et dans d'autres pays européens, différents facteurs associés à la victimisation sont évalués. Cette recherche participe d'une meilleure compréhension de la pertinence du contrôle des paramètres méthodologiques dans les comparaisons entre études puisqu'elle illustre, pas à pas, les contrôles imposés et leurs effets sur les données quantitatives, et surtout comment l'ignorance de ces paramètres peut conduire à des conclusions erronées, tant statistiquement que théoriquement. La conclusion replace, dans un contexte plus large, la discussion des différences et des similitudes observées quant à la prévalence des violences envers les femmes en Suisse et aux États-Unis, et intègre des recommandations quant à la pertinence et à la validité des comparaisons internationales, cela quel que soit le domaine considéré.

The Foundational Significance of Leggett's Non-local Hidden-Variable Theories

Laudisa (Found. Phys. 38:1110-1132, 2008) claims that experimental research on the class of non-local hidden-variable theories introduced by Leggett is misguided, because these theories are irrelevant for the foundations of quantum mechanics. I show that Laudisa's arguments fail to establish the pessimistic conclusion he draws from them. In particular, it is not the case that Leggett-inspired research is based on a mistaken understanding of Bell's theorem, nor that previous no-hidden-variable theorems already exclude Leggett's models. Finally, I argue that the framework of Bohmian mechanics brings out the importance of Leggett tests, rather than proving their irrelevance, as Laudisa supposes.

Estimation of jump-diffusion processes via empirical characteristic functions

Preface The starting point for this work and eventually the subject of the whole thesis was the question: how to estimate parameters of the affine stochastic volatility jump-diffusion models. These models are very important for contingent claim pricing. Their major advantage, availability T of analytical solutions for characteristic functions, made them the models of choice for many theoretical constructions and practical applications. At the same time, estimation of parameters of stochastic volatility jump-diffusion models is not a straightforward task. The problem is coming from the variance process, which is non-observable. There are several estimation methodologies that deal with estimation problems of latent variables. One appeared to be particularly interesting. It proposes the estimator that in contrast to the other methods requires neither discretization nor simulation of the process: the Continuous Empirical Characteristic function estimator (EGF) based on the unconditional characteristic function. However, the procedure was derived only for the stochastic volatility models without jumps. Thus, it has become the subject of my research. This thesis consists of three parts. Each one is written as independent and self contained article. At the same time, questions that are answered by the second and third parts of this Work arise naturally from the issues investigated and results obtained in the first one. The first chapter is the theoretical foundation of the thesis. It proposes an estimation procedure for the stochastic volatility models with jumps both in the asset price and variance processes. The estimation procedure is based on the joint unconditional characteristic function for the stochastic process. The major analytical result of this part as well as of the whole thesis is the closed form expression for the joint unconditional characteristic function for the stochastic volatility jump-diffusion models. The empirical part of the chapter suggests that besides a stochastic volatility, jumps both in the mean and the volatility equation are relevant for modelling returns of the S&P500 index, which has been chosen as a general representative of the stock asset class. Hence, the next question is: what jump process to use to model returns of the S&P500. The decision about the jump process in the framework of the affine jump- diffusion models boils down to defining the intensity of the compound Poisson process, a constant or some function of state variables, and to choosing the distribution of the jump size. While the jump in the variance process is usually assumed to be exponential, there are at least three distributions of the jump size which are currently used for the asset log-prices: normal, exponential and double exponential. The second part of this thesis shows that normal jumps in the asset log-returns should be used if we are to model S&P500 index by a stochastic volatility jump-diffusion model. This is a surprising result. Exponential distribution has fatter tails and for this reason either exponential or double exponential jump size was expected to provide the best it of the stochastic volatility jump-diffusion models to the data. The idea of testing the efficiency of the Continuous ECF estimator on the simulated data has already appeared when the first estimation results of the first chapter were obtained. In the absence of a benchmark or any ground for comparison it is unreasonable to be sure that our parameter estimates and the true parameters of the models coincide. The conclusion of the second chapter provides one more reason to do that kind of test. Thus, the third part of this thesis concentrates on the estimation of parameters of stochastic volatility jump- diffusion models on the basis of the asset price time-series simulated from various "true" parameter sets. The goal is to show that the Continuous ECF estimator based on the joint unconditional characteristic function is capable of finding the true parameters. And, the third chapter proves that our estimator indeed has the ability to do so. Once it is clear that the Continuous ECF estimator based on the unconditional characteristic function is working, the next question does not wait to appear. The question is whether the computation effort can be reduced without affecting the efficiency of the estimator, or whether the efficiency of the estimator can be improved without dramatically increasing the computational burden. The efficiency of the Continuous ECF estimator depends on the number of dimensions of the joint unconditional characteristic function which is used for its construction. Theoretically, the more dimensions there are, the more efficient is the estimation procedure. In practice, however, this relationship is not so straightforward due to the increasing computational difficulties. The second chapter, for example, in addition to the choice of the jump process, discusses the possibility of using the marginal, i.e. one-dimensional, unconditional characteristic function in the estimation instead of the joint, bi-dimensional, unconditional characteristic function. As result, the preference for one or the other depends on the model to be estimated. Thus, the computational effort can be reduced in some cases without affecting the efficiency of the estimator. The improvement of the estimator s efficiency by increasing its dimensionality faces more difficulties. The third chapter of this thesis, in addition to what was discussed above, compares the performance of the estimators with bi- and three-dimensional unconditional characteristic functions on the simulated data. It shows that the theoretical efficiency of the Continuous ECF estimator based on the three-dimensional unconditional characteristic function is not attainable in practice, at least for the moment, due to the limitations on the computer power and optimization toolboxes available to the general public. Thus, the Continuous ECF estimator based on the joint, bi-dimensional, unconditional characteristic function has all the reasons to exist and to be used for the estimation of parameters of the stochastic volatility jump-diffusion models.

Simultaneous determination of Pu and Am radioisotopes in environmental samples: a tool for determining origin and release date

A radiochemical procedure was developed for the sequential determination of Pu and Am radioisotopes in environmental samples. The radioisotope activities were then used to assess the origin and release date of the environmental plutonium. The radioanalytical procedure is based on the separation of Pu and Am on selective extraction chromatographic resins (Eichrom TEVA and DGA). Alpha sources were prepared by electrodeposition on stainless steel discs, and the alpha emitting radionuclides (238Pu, 239,240Pu and 241Am) were measured by alpha spectrometry. For the determination of the beta emitting 241Pu, the Pu alpha source was leached in hot concentrated nitric acid and the Pu fraction further purified by extraction chromatography on a small column of TEVA resin (100 μg of resin in a pipette tip). 241Pu is then measured by ultra low level liquid scintillation counting. Due to the lack of reference material for 241Pu, the proposed radiochemical method was nevertheless validated using four IAEA reference sediments with information values of 241Pu. The proposed method was then used to determine the 238Pu, 239,240Pu, 241Pu and 241Am activity concentrations in alpine soils of France and Switzerland. The soil is the primary receptor of the atmospheric radioactive fallout and, because of the strong binding interaction with soils particles, the isotopes are little fractionated. Therefore, the activity ratios 241Pu/239+240Pu and 238Pu/239,240Pu in soil samples were used to determine the origin (source) and date of the Pu contamination in the investigated alpine sites. The 241Pu/239,240Pu and 238Pu/239,240Pu activity ratios confirmed that the main origin of Pu in the alpine soils was the global fallout from the nuclear bomb tests (NBT) in the fifties and sixties. Furthermore, the 241Pu/241Am activity ratios were used to determine the age of the Pu contamination, which is also an important data for distinguishing the Pu sources. The estimation of the date of the contamination, by the 241Pu/241Am age-dating method, further confirmed the NBT as the Pu source. However, the 241Pu/241Am dating method was limited to samples where Pu-Am fractionation was insignificant. If any, the contribution of the Chernobyl accident in the studied sites is negligible.

Lateglacial evolution of the Brenno glacier (Southern Swiss Alps) : preliminary results

The Lateglacial evolution of the Ticino glacier and tributaries is poorly known because of the lack of research by Quaternary geomorphologists during the last decades. In spite of the interest for the cryosphere reactions during the Lateglacial climate warming, only few scientific studies were carried out about the history of the northern valleys of the Ticino Alps during the deglaciation (e.g. Seiffert 1953, Renner 1982, Hantke 1983). Within the framework of geomorphological investigations on the Lateglacial and Holocene glacier/permafrost evolution in the Ticino Alps, the history of the Brenno glacier (Blenio Valley, Eastern Ticino Alps) during the end of the Pleistocene has been studied. The deglaciation sequence of the Blenio Valley is still not complete (Scapozza et al. 2009). Only the first glacial stadial of the Brenno glacier and the last Lateglacial stadials of the Greina region (northern Blenio valley, see Fontana et al. 2008) and of the upper Malvaglia Valley (eastern Blenio Valley, see Scapozza et al. 2008) have been unequivocally defined. For every stadial, the surface of the palaeoglacier and the depression of the Equilibrium Line Altitude (ELA) have been reconstructed on the base of geomorphological mapping. The first individual glacial stadial of the Brenno glacier corresponds to the Biasca stadial of the Ticino glacier defined by Hantke (1983). The ELA depression of 1100-1200 meters and its morphological and glaciological characteristics allow us to correlate this stadial with the Weissbad stadial defined by Keller (1988). In the Greina region, three stadials corresponding to the end of the Lateglacial have been identified, with an ELA depression of 110, 210 and 310-350 meters (Fontana et al. 2008). In the upper Malvaglia Valley, three stadials corresponding to the end of the Oldest Dryas and the Younger Dryas have been identified for the Orino glacier, with an ELA depression of 290, 400-420 and 470-560 meters (Scapozza et al. 2008). If we consider the other (fragmentary) glacial deposits of the Blenio Valley, it is possible to define a regression sequence of the Brenno glacier with 8 stadials, from the Biasca stadial to the end of the Younger Dryas. An attempt of correlation with the model "Gothard" developed by Renner (1982) and Hantke (1983) and with the model "Eastern Swiss Alps" developed by Maisch (1982) is proposed in Table 1. The following chronological conclusions are, therefore, proposed: (1) the Biasca stadial is probably the first stadial after the transition Pleniglacial - Lateglacial; (2) the stadials BRE 7 to BRE 3 are positioned between the beginning of the Lateglacial and the Bølling-Allerød interstadial; (3) the stadials BRE 2 and BRE 1 are assumed to be related to the Younger Dryas event.

Optimal and continuous anaemia control in a cohort of dialysis patients in Switzerland.

BACKGROUND: Guidelines for the management of anaemia in patients with chronic kidney disease (CKD) recommend a minimal haemoglobin (Hb) target of 11 g/dL. Recent surveys indicate that this requirement is not met in many patients in Europe. In most studies, Hb is only assessed over a short-term period. The aim of this study was to examine the control of anaemia over a continuous long-term period in Switzerland. METHODS: A prospective multi-centre observational study was conducted in dialysed patients treated with recombinant human epoetin (EPO) beta, over a one-year follow-up period, with monthly assessments of anaemia parameters. RESULTS: Three hundred and fifty patients from 27 centres, representing 14% of the dialysis population in Switzerland, were included. Mean Hb was 11.9 +/- 1.0 g/dL, and remained stable over time. Eighty-five % of the patients achieved mean Hb >or= 11 g/dL. Mean EPO dose was 155 +/- 118 IU/kg/week, being delivered mostly by subcutaneous route (64-71%). Mean serum ferritin and transferrin saturation were 435 +/- 253 microg/L and 30 +/- 11%, respectively. At month 12, adequate iron stores were found in 72.5% of patients, whereas absolute and functional iron deficiencies were observed in only 5.1% and 17.8%, respectively. Multivariate analysis showed that diabetes unexpectedly influenced Hb towards higher levels (12.1 +/- 0.9 g/dL; p = 0.02). One year survival was significantly higher in patients with Hb >or= 11 g/dL than in those with Hb <11 g/dL (19.7% vs 7.3%, p = 0.006). CONCLUSION: In comparison to European studies of reference, this survey shows a remarkable and continuous control of anaemia in Swiss dialysis centres. These results were reached through moderately high EPO doses, mostly given subcutaneously, and careful iron therapy management.

Influence of magnetic field strength and image registration strategy on voxel-based morphometry in a study of Alzheimer's disease.

Multi-centre data repositories like the Alzheimer's Disease Neuroimaging Initiative (ADNI) offer a unique research platform, but pose questions concerning comparability of results when using a range of imaging protocols and data processing algorithms. The variability is mainly due to the non-quantitative character of the widely used structural T1-weighted magnetic resonance (MR) images. Although the stability of the main effect of Alzheimer's disease (AD) on brain structure across platforms and field strength has been addressed in previous studies using multi-site MR images, there are only sparse empirically-based recommendations for processing and analysis of pooled multi-centre structural MR data acquired at different magnetic field strengths (MFS). Aiming to minimise potential systematic bias when using ADNI data we investigate the specific contributions of spatial registration strategies and the impact of MFS on voxel-based morphometry in AD. We perform a whole-brain analysis within the framework of Statistical Parametric Mapping, testing for main effects of various diffeomorphic spatial registration strategies, of MFS and their interaction with disease status. Beyond the confirmation of medial temporal lobe volume loss in AD, we detect a significant impact of spatial registration strategy on estimation of AD related atrophy. Additionally, we report a significant effect of MFS on the assessment of brain anatomy (i) in the cerebellum, (ii) the precentral gyrus and (iii) the thalamus bilaterally, showing no interaction with the disease status. We provide empirical evidence in support of pooling data in multi-centre VBM studies irrespective of disease status or MFS.

IMRT credentialing for prospective trials using institutional virtual phantoms: results of a joint European Organization for the Research and Treatment of Cancer and Radiological Physics Center project.

BACKGROUND AND PURPOSE: Intensity-modulated radiotherapy (IMRT) credentialing for a EORTC study was performed using an anthropomorphic head phantom from the Radiological Physics Center (RPC; RPCPH). Institutions were retrospectively requested to irradiate their institutional phantom (INSTPH) using the same treatment plan in the framework of a Virtual Phantom Project (VPP) for IMRT credentialing. MATERIALS AND METHODS: CT data set of the institutional phantom and measured 2D dose matrices were requested from centers and sent to a dedicated secure EORTC uploader. Data from the RPCPH and INSTPH were thereafter centrally analyzed and inter-compared by the QA team using commercially available software (RIT; ver.5.2; Colorado Springs, USA). RESULTS: Eighteen institutions participated to the VPP. The measurements of 6 (33%) institutions could not be analyzed centrally. All other centers passed both the VPP and the RPC ±7%/4 mm credentialing criteria. At the 5%/5 mm gamma criteria (90% of pixels passing), 11(92%) as compared to 12 (100%) centers pass the credentialing process with RPCPH and INSTPH (p = 0.29), respectively. The corresponding pass rate for the 3%/3 mm gamma criteria (90% of pixels passing) was 2 (17%) and 9 (75%; p = 0.01), respectively. CONCLUSIONS: IMRT dosimetry gamma evaluations in a single plane for a H&N prospective trial using the INSTPH measurements showed agreement at the gamma index criteria of ±5%/5 mm (90% of pixels passing) for a small number of VPP measurements. Using more stringent, criteria, the RPCPH and INSTPH comparison showed disagreement. More data is warranted and urgently required within the framework of prospective studies.

Sensitive determination of D-lactic acid and L-lactic acid in urine by high-performance liquid chromatography-tandem mass spectrometry.

D-lactic acid in urine originates mainly from bacterial production in the intestinal tract. Increased D-lactate excretion as observed in patients affected by short bowel syndrome or necrotizing enterocolitis reflects D-lactic overproduction. Therefore, there is a need for a reliable and sensitive method able to detect D-lactic acid even at subclinical elevation levels. A new and highly sensitive method for the simultaneous determination of L- and D-lactic acid by a two-step procedure has been developed. This method is based on the concentration of lactic acid enantiomers from urine by supported liquid extraction followed by high-performance liquid chromatography-tandem mass spectrometry. The separation was achieved by the use of an Astec Chirobiotic? R chiral column under isocratic conditions. The calibration curves were linear over the ranges of 2-400 and 0.5-100 µmol/L respectively for L- and D-lactic acid. The limit of detection of D-lactic acid was 0.125 µmol/L and its limit of quantification was 0.5 µmol/L. The overall accuracy and precision were well within 10% of the nominal values. The developed method is suitable for production of reference values in children and could be applied for accurate routine analysis.