9 resultados para stochastic local volatility model leverage surface Dupire formula for local volatility Gyöngy theorem nonlinear partial integro-differential Kolmogorov equation finite difference method

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Many methodologies dealing with prediction or simulation of soft tissue deformations on medical image data require preprocessing of the data in order to produce a different shape representation that complies with standard methodologies, such as mass–spring networks, finite element method s (FEM). On the other hand, methodologies working directly on the image space normally do not take into account mechanical behavior of tissues and tend to lack physics foundations driving soft tissue deformations. This chapter presents a method to simulate soft tissue deformations based on coupled concepts from image analysis and mechanics theory. The proposed methodology is based on a robust stochastic approach that takes into account material properties retrieved directly from the image, concepts from continuum mechanics and FEM. The optimization framework is solved within a hierarchical Markov random field (HMRF) which is implemented on the graphics processor unit (GPU See Graphics processing unit ).

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The 222Radon tracer method is a powerful tool to estimate local and regional surface emissions of, e.g., greenhouse gases. In this paper we demonstrate that in practice, the method as it is commonly used, produces inaccurate results in case of nonhomogeneously spread emission sources, and we propose a different approach to account for this. We have applied the new methodology to ambient observations of CO2 and 222Radon to estimate CO2 surface emissions for the city of Bern, Switzerland. Furthermore, by utilizing combined measurements of CO2 and δ(O2/N2) we obtain valuable information about the spatial and temporal variability of the main emission sources. Mean net CO2 emissions based on 2 years of observations are estimated at (11.2 ± 2.9) kt km−2 a−1. Oxidative ratios indicate a significant influence from the regional biosphere in summer/spring and fossil fuel combustion processes in winter/autumn. Our data indicate that the emissions from fossil fuels are, to a large degree, related to the combustion of natural gas which is used for heating purposes.

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Climate change mitigation policy is driven by scientific knowledge and involves actors from the international, national and local decision-making levels. This multi-level and cross-sectoral context requires collaborative management when designing mitigation solutions over time and space. But collaboration in general policymaking settings, and particularly in the complex domain of climate mitigation, is not an easy task. This paper addresses the question of what drives collaboration among collective actors involved in climate mitigation policy. We wish to investigate whether common beliefs or power structures influence collaboration among actors. We adopt a longitudinal approach to grasp differences between the early and more advanced stages of mitigation policy design. We use survey data to investigate actors’ collaboration, beliefs and power, and apply a Stochastic Actor-oriented Model for network dynamics to three subsequent networks in Swiss climate policy between 1995 and 2012. Results show that common beliefs among actors, as well as formal power structures, have a higher impact on collaboration relations than perceived power structures. Furthermore, those effects hold true for decision-making about initial mitigation strategies, but less so for the implementation of those measures.

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Patients suffering from cystic fibrosis (CF) show thick secretions, mucus plugging and bronchiectasis in bronchial and alveolar ducts. This results in substantial structural changes of the airway morphology and heterogeneous ventilation. Disease progression and treatment effects are monitored by so-called gas washout tests, where the change in concentration of an inert gas is measured over a single or multiple breaths. The result of the tests based on the profile of the measured concentration is a marker for the severity of the ventilation inhomogeneity strongly affected by the airway morphology. However, it is hard to localize underlying obstructions to specific parts of the airways, especially if occurring in the lung periphery. In order to support the analysis of lung function tests (e.g. multi-breath washout), we developed a numerical model of the entire airway tree, coupling a lumped parameter model for the lung ventilation with a 4th-order accurate finite difference model of a 1D advection-diffusion equation for the transport of an inert gas. The boundary conditions for the flow problem comprise the pressure and flow profile at the mouth, which is typically known from clinical washout tests. The natural asymmetry of the lung morphology is approximated by a generic, fractal, asymmetric branching scheme which we applied for the conducting airways. A conducting airway ends when its dimension falls below a predefined limit. A model acinus is then connected to each terminal airway. The morphology of an acinus unit comprises a network of expandable cells. A regional, linear constitutive law describes the pressure-volume relation between the pleural gap and the acinus. The cyclic expansion (breathing) of each acinus unit depends on the resistance of the feeding airway and on the flow resistance and stiffness of the cells themselves. Special care was taken in the development of a conservative numerical scheme for the gas transport across bifurcations, handling spatially and temporally varying advective and diffusive fluxes over a wide range of scales. Implicit time integration was applied to account for the numerical stiffness resulting from the discretized transport equation. Local or regional modification of the airway dimension, resistance or tissue stiffness are introduced to mimic pathological airway restrictions typical for CF. This leads to a more heterogeneous ventilation of the model lung. As a result the concentration in some distal parts of the lung model remains increased for a longer duration. The inert gas concentration at the mouth towards the end of the expirations is composed of gas from regions with very different washout efficiency. This results in a steeper slope of the corresponding part of the washout profile.

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We present a framework for statistical finite element analysis combining shape and material properties, and allowing performing statistical statements of biomechanical performance across a given population. In this paper, we focus on the design of orthopaedic implants that fit a maximum percentage of the target population, both in terms of geometry and biomechanical stability. CT scans of the bone under consideration are registered non-rigidly to obtain correspondences in position and intensity between them. A statistical model of shape and intensity (bone density) is computed by means of principal component analysis. Afterwards, finite element analysis (FEA) is performed to analyse the biomechanical performance of the bones. Realistic forces are applied on the bones and the resulting displacement and bone stress distribution are calculated. The mechanical behaviour of different PCA bone instances is compared.

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Foot-and-mouth disease (FMD) is highly contagious and one of the most economically devastating diseases of cloven-hoofed animals. Scientific-based preparedness about how to best control the disease in a previously FMD-free country is therefore essential for veterinary services. The present study used a spatial, stochastic epidemic simulation model to compare the effectiveness of emergency vaccination with conventional (non-vaccination) control measures in Switzerland, a low-livestock density country. Model results revealed that emergency vaccination with a radius of 3 km or 10 km around infected premises (IP) did not significantly reduce either the cumulative herd incidence or epidemic duration if started in a small epidemic situation where the number of IPs is still low. However, in a situation where the epidemic has become extensive, both the cumulative herd incidence and epidemic duration are reduced significantly if vaccination were implemented with a radius of 10 km around IPs. The effect of different levels of conventional strategy measures was also explored for the non-vaccination strategy. It was found that a lower compliance level of farmers for movement restrictions and delayed culling of IPs significantly increased both the cumulative IP incidence and epidemic duration. Contingency management should therefore focus mainly on improving conventional strategies, by increasing disease awareness and communication with stakeholders and preparedness of culling teams in countries with a livestock structure similar to Switzerland; however, emergency vaccination should be considered if there are reasons to believe that the epidemic may become extensive, such as when disease detection has been delayed and many IPs are discovered at the beginning of the epidemic.

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Aging societies suffer from an increasing incidence of bone fractures. Bone strength depends on the amount of mineral measured by clinical densitometry, but also on the micromechanical properties of the bone hierarchical organization. A good understanding has been reached for elastic properties on several length scales, but up to now there is a lack of reliable postyield data on the lower length scales. In order to be able to describe the behavior of bone at the microscale, an anisotropic elastic-viscoplastic damage model was developed using an eccentric generalized Hill criterion and nonlinear isotropic hardening. The model was implemented as a user subroutine in Abaqus and verified using single element tests. A FE simulation of microindentation in lamellar bone was finally performed show-ing that the new constitutive model can capture the main characteristics of the indentation response of bone. As the generalized Hill criterion is limited to elliptical and cylindrical yield surfaces and the correct shape for bone is not known, a new yield surface was developed that takes any convex quadratic shape. The main advantage is that in the case of material identification the shape of the yield surface does not have to be anticipated but a minimization results in the optimal shape among all convex quadrics. The generality of the formulation was demonstrated by showing its degeneration to classical yield surfaces. Also, existing yield criteria for bone at multiple length scales were converted to the quadric formulation. Then, a computational study to determine the influence of yield surface shape and damage on the in-dentation response of bone using spherical and conical tips was performed. The constitutive model was adapted to the quadric criterion and yield surface shape and critical damage were varied. They were shown to have a major impact on the indentation curves. Their influence on indentation modulus, hardness, their ratio as well as the elastic to total work ratio were found to be very well described by multilinear regressions for both tip shapes. For conical tips, indentation depth was not a significant fac-tor, while for spherical tips damage was insignificant. All inverse methods based on microindentation suffer from a lack of uniqueness of the found material properties in the case of nonlinear material behavior. Therefore, monotonic and cyclic micropillar com-pression tests in a scanning electron microscope allowing a straightforward interpretation comple-mented by microindentation and macroscopic uniaxial compression tests were performed on dry ovine bone to identify modulus, yield stress, plastic deformation, damage accumulation and failure mecha-nisms. While the elastic properties were highly consistent, the postyield deformation and failure mech-anisms differed between the two length scales. A majority of the micropillars showed a ductile behavior with strain hardening until failure by localization in a slip plane, while the macroscopic samples failed in a quasi-brittle fashion with microcracks coalescing into macroscopic failure surfaces. In agreement with a proposed rheological model, these experiments illustrate a transition from a ductile mechanical behavior of bone at the microscale to a quasi-brittle response driven by the growth of preexisting cracks along interfaces or in the vicinity of pores at the macroscale. Subsequently, a study was undertaken to quantify the topological variability of indentations in bone and examine its relationship with mechanical properties. Indentations were performed in dry human and ovine bone in axial and transverse directions and their topography measured by AFM. Statistical shape modeling of the residual imprint allowed to define a mean shape and describe the variability with 21 principal components related to imprint depth, surface curvature and roughness. The indentation profile of bone was highly consistent and free of any pile up. A few of the topological parameters, in particular depth, showed significant correlations to variations in mechanical properties, but the cor-relations were not very strong or consistent. We could thus verify that bone is rather homogeneous in its micromechanical properties and that indentation results are not strongly influenced by small de-viations from the ideal case. As the uniaxial properties measured by micropillar compression are in conflict with the current literature on bone indentation, another dissipative mechanism has to be present. The elastic-viscoplastic damage model was therefore extended to viscoelasticity. The viscoelastic properties were identified from macroscopic experiments, while the quasistatic postelastic properties were extracted from micropillar data. It was found that viscoelasticity governed by macroscale properties has very little influence on the indentation curve and results in a clear underestimation of the creep deformation. Adding viscoplasticity leads to increased creep, but hardness is still highly overestimated. It was possible to obtain a reasonable fit with experimental indentation curves for both Berkovich and spherical indenta-tion when abandoning the assumption of shear strength being governed by an isotropy condition. These results remain to be verified by independent tests probing the micromechanical strength prop-erties in tension and shear. In conclusion, in this thesis several tools were developed to describe the complex behavior of bone on the microscale and experiments were performed to identify its material properties. Micropillar com-pression highlighted a size effect in bone due to the presence of preexisting cracks and pores or inter-faces like cement lines. It was possible to get a reasonable fit between experimental indentation curves using different tips and simulations using the constitutive model and uniaxial properties measured by micropillar compression. Additional experimental work is necessary to identify the exact nature of the size effect and the mechanical role of interfaces in bone. Deciphering the micromechanical behavior of lamellar bone and its evolution with age, disease and treatment and its failure mechanisms on several length scales will help preventing fractures in the elderly in the future.

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Introduction. – Attitude toward nature and attitude toward environmental protection are two separate but correlated attitudes. Little is known about the two attitudes’ stability/volatility over time, despite the practical value of such knowledge. Objectives & method. – Using longitudinal survey data from 251 adults in a cross-lagged structural equation model, we assessed the degree of spontaneous (i.e., unprompted) change in the two attitudes. We also considered whether such change could provide evidence regarding causal direction; causation could go in either of two directions between the two attitudes, or it could even be bi-directional. Results. – We corroborated the substantive connection between attitude toward nature and attitude toward environmental protection; however, the absence of change in the attitudes despite the passage of two years disallows reliable statements about causal direction. Conclusion. – It is possible to protect the environment by encouraging appreciation of nature, but change in attitude toward nature and attitude toward environmental protection may be difficult to achieve with mature individuals.

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The majority of people who sustain hip fractures after a fall to the side would not have been identified using current screening techniques such as areal bone mineral density. Identifying them, however, is essential so that appropriate pharmacological or lifestyle interventions can be implemented. A protocol, demonstrated on a single specimen, is introduced, comprising the following components; in vitro biofidelic drop tower testing of a proximal femur; high-speed image analysis through digital image correlation; detailed accounting of the energy present during the drop tower test; organ level finite element simulations of the drop tower test; micro level finite element simulations of critical volumes of interest in the trabecular bone. Fracture in the femoral specimen initiated in the superior part of the neck. Measured fracture load was 3760 N, compared to 4871 N predicted based on the finite element analysis. Digital image correlation showed compressive surface strains as high as 7.1% prior to fracture. Voxel level results were consistent with high-speed video data and helped identify hidden local structural weaknesses. We found using a drop tower test protocol that a femoral neck fracture can be created with a fall velocity and energy representative of a sideways fall from standing. Additionally, we found that the nested explicit finite element method used allowed us to identify local structural weaknesses associated with femur fracture initiation.