Quasi-Likelihood Estimation for Ornstein-Uhlenbeck Diffusion Observed at Random Time Points

2000 Mathematics Subject Classification: 60J60, 62M99.

Low Volatility Options and Numerical Diffusion of Finite Difference Schemes

2000 Mathematics Subject Classification: 65M06, 65M12.

Variational Markov chain Monte Carlo for Bayesian smoothing of non-linear diffusions

In this paper we develop set of novel Markov Chain Monte Carlo algorithms for Bayesian smoothing of partially observed non-linear diffusion processes. The sampling algorithms developed herein use a deterministic approximation to the posterior distribution over paths as the proposal distribution for a mixture of an independence and a random walk sampler. The approximating distribution is sampled by simulating an optimized time-dependent linear diffusion process derived from the recently developed variational Gaussian process approximation method. The novel diffusion bridge proposal derived from the variational approximation allows the use of a flexible blocking strategy that further improves mixing, and thus the efficiency, of the sampling algorithms. The algorithms are tested on two diffusion processes: one with double-well potential drift and another with SINE drift. The new algorithm's accuracy and efficiency is compared with state-of-the-art hybrid Monte Carlo based path sampling. It is shown that in practical, finite sample applications the algorithm is accurate except in the presence of large observation errors and low to a multi-modal structure in the posterior distribution over paths. More importantly, the variational approximation assisted sampling algorithm outperforms hybrid Monte Carlo in terms of computational efficiency, except when the diffusion process is densely observed with small errors in which case both algorithms are equally efficient. © 2011 Springer-Verlag.

Le metodiche di Diffusion Weighted Imaging per la caratterizzazione della malattia policistica renale

La tecnica di Diffusion Weighted Imaging (DWI) si basa sullo studio del moto diffusivo delle molecole d’acqua nei tessuti biologici ed è in grado di fornire informazioni sulla struttura dei tessuti e sulla presenza di eventuali alterazioni patologiche. Il più recente sviluppo della DWI è rappresentato dal Diffusion Tensor Imaging (DTI), tecnica che permette di determinare non solo l’entità, ma anche le direzioni principali della diffusione. Negli ultimi anni, grazie ai progressi nella tecnica di risonanza magnetica, l’imaging di diffusione è stato anche applicato ad altri distretti anatomici tra cui quello renale, per sfruttarne le potenzialità diagnostiche. Tuttavia, pochi sono ancora gli studi relativi all’applicazione delle metodiche di diffusione per la valutazione della malattia policistica renale autosomica dominante (ADPKD). ADPKD è una delle malattie ereditarie più comuni ed è la principale causa genetica di insufficienza renale dell’adulto. La caratteristica principale consiste nella formazione di cisti in entrambi i reni, che progressivamente aumentano in numero e dimensioni fino a causare la perdita della funzionalità renale nella metà circa dei pazienti. Ad oggi non sono disponibili terapie capaci di arrestare o rallentare l’evoluzione di ADPKD; è possibile controllare le complicanze per evitare che costituiscano componenti peggiorative. Il lavoro di tesi nasce dalla volontà di indagare se la tecnica dell’imaging di diffusione possa essere utile per fornire informazioni sullo stato della malattia e sul suo grado di avanzamento. L’analisi di studio è concentrata sul calcolo del coefficiente di diffusione apparente (ADC), derivato dalle immagini DWI e valutato nella regione della midollare. L’obiettivo di questo lavoro è verificare se tale valore di ADC sia in grado di caratterizzare la malattia policistica renale e possa essere utilizzato in ambito clinico-diagnostico come indicatore prognostico nella progressione di questa patologia.

Sub-wavelength resonators as seismic Rayleigh waves shield

We explore the thesis that tall structures can be protected by means of seismic metamaterials. Seismic metamaterials can be built as some elements are created over soil layer with different shapes, dimensions, patterns and from different materials. Resonances in these elements are acting as locally resonant metamaterials for Rayleigh surface waves in the geophysics context. Analytically we proved that if we put infinite chain of SDOF resonator over the soil layer as an elastic, homogeneous and isotropic material, vertical component of Rayleigh wave, longitudinal resonance of oscillators will couple with each other, they would create a Rayleigh bandgap frequency, and wave will experience attenuation before it reaches the structure. As it is impossible to use infinite chain of resonators over soil layer, we considered finite number of resonators throughout our simulations. Analytical work is interpreted using finite element simulations that demonstrates the observed attenuation is due to bandgaps when oscillators are arranged at sub-wavelength scale with respect to the incident Rayleigh wave. For wavelength less than 5 meters, the resulting bandgaps are remarkably large and strongly attenuating when impedance of oscillators matches impedance of soil. Since longitudinal resonance of SDOF resonator are proportional to its length inversely, a formed array of resonators that attenuates Rayleigh waves at frequency ≤10 Hz could be designed starting from vertical pillars coupled to the ground. Optimum number of vertical pillars and their interval spacing called effective area of resonators are investigated. For 10 pillars with effective area of 1 meter and resonance frequency of 4.9 Hz, bandgap frequency causes attenuation and a sinusoidal impulsive force illustrate wave steering down phenomena. Simulation results proved analytical findings of this work.

Evaporation maps for ternary non-ideal liquid mixtures

This thesis deals with the evaporation of non-ideal liquid mixtures using a multicomponent mass transfer approach. It develops the concept of evaporation maps as a convenient way of representing the dynamic composition changes of ternary mixtures during an evaporation process. Evaporation maps represent the residual composition of evaporating ternary non-ideal mixtures over the full range of composition, and are analogous to the commonly-used residue curve maps of simple distillation processes. The evaporation process initially considered in this work involves gas-phase limited evaporation from a liquid or wetted-solid surface, over which a gas flows at known conditions. Evaporation may occur into a pure inert gas, or into one pre-loaded with a known fraction of one of the ternary components. To explore multicomponent masstransfer effects, a model is developed that uses an exact solution to the Maxwell-Stefan equations for mass transfer in the gas film, with a lumped approach applied to the liquid phase. Solutions to the evaporation model take the form of trajectories in temperaturecomposition space, which are then projected onto a ternary diagram to form the map. Novel algorithms are developed for computation of pseudo-azeotropes in the evaporating mixture, and for calculation of the multicomponent wet-bulb temperature at a given liquid composition. A numerical continuation method is used to track the bifurcations which occur in the evaporation maps, where the composition of one component of the pre-loaded gas is the bifurcation parameter. The bifurcation diagrams can in principle be used to determine the required gas composition to produce a specific terminal composition in the liquid. A simple homotopy method is developed to track the locations of the various possible pseudo-azeotropes in the mixture. The stability of pseudo-azeotropes in the gas-phase limited case is examined using a linearized analysis of the governing equations. Algorithms for the calculation of separation boundaries in the evaporation maps are developed using an optimization-based method, as well as a method employing eigenvectors derived from the linearized analysis. The flexure of the wet-bulb temperature surface is explored, and it is shown how evaporation trajectories cross ridges and valleys, so that ridges and valleys of the surface do not coincide with separation boundaries. Finally, the assumption of gas-phase limited mass transfer is relaxed, by employing a model that includes diffusion in the liquid phase. A finite-volume method is used to solve the system of partial differential equations that results. The evaporation trajectories for the distributed model reduce to those of the lumped (gas-phase limited) model as the diffusivity in the liquid increases; under the same gas-phase conditions the permissible terminal compositions of the distributed and lumped models are the same.

Outage performance of cognitive cooperative networks with relay selection over double-Rayleigh fading channels

This study considers a dual-hop cognitive inter-vehicular relay-assisted communication system where all
communication links are non-line of sight ones and their fading is modelled by the double Rayleigh fading distribution.
Road-side relays (or access points) implementing the decode-and-forward relaying protocol are employed and one of
them is selected according to a predetermined policy to enable communication between vehicles. The performance of
the considered cognitive cooperative system is investigated for Kth best partial and full relay selection (RS) as well as
for two distinct fading scenarios. In the first scenario, all channels are double Rayleigh distributed. In the second
scenario, only the secondary source to relay and relay to destination channels are considered to be subject to double
Rayleigh fading whereas, channels between the secondary transmitters and the primary user are modelled by the
Rayleigh distribution. Exact and approximate expressions for the outage probability performance for all considered RS
policies and fading scenarios are presented. In addition to the analytical results, complementary computer simulated
performance evaluation results have been obtained by means of Monte Carlo simulations. The perfect match between
these two sets of results has verified the accuracy of the proposed mathematical analysis.

Multi-Device Selection Scheduling in Non-Identically Distributed Fading Channels

Multiuser selection scheduling concept has been recently proposed in the literature in order to increase the multiuser diversity gain and overcome the significant feedback requirements for the opportunistic scheduling schemes. The main idea is that reducing the feedback overhead saves per-user power that could potentially be added for the data transmission. In this work, the authors propose to integrate the principle of multiuser selection and the proportional fair scheduling scheme. This is aimed especially at power-limited, multi-device systems in non-identically distributed fading channels. For the performance analysis, they derive closed-form expressions for the outage probabilities and the average system rate of the delay-sensitive and the delay-tolerant systems, respectively, and compare them with the full feedback multiuser diversity schemes. The discrete rate region is analytically presented, where the maximum average system rate can be obtained by properly choosing the number of partial devices. They optimise jointly the number of partial devices and the per-device power saving in order to maximise the average system rate under the power requirement. Through the authors’ results, they finally demonstrate that the proposed scheme leveraging the saved feedback power to add for the data transmission can outperform the full feedback multiuser diversity, in non-identical Rayleigh fading of devices’ channels.

Atténuation d'effets non linéaires dans les lasers fibrés de haute puissance opérés en régime continu

Les lasers à fibre de haute puissance sont maintenant la solution privilégiée pour les applications de découpe industrielle. Le développement de lasers pour ces applications n’est pas simple en raison des contraintes qu’imposent les normes industrielles. La fabrication de lasers fibrés de plus en plus puissants est limitée par l’utilisation d’une fibre de gain avec une petite surface de mode propice aux effets non linéaires, d’où l’intérêt de développer de nouvelles techniques permettant l’atténuation de ceux-ci. Les expériences et simulations effectuées dans ce mémoire montrent que les modèles décrivant le lien entre la puissance laser et les effets non linéaires dans le cadre de l’analyse de fibres passives ne peuvent pas être utilisés pour l’analyse des effets non linéaires dans les lasers de haute puissance, des modèles plus généraux doivent donc développés. Il est montré que le choix de l’architecture laser influence les effets non linéaires. En utilisant l’équation de Schrödinger non linéaire généralisée, il a aussi été possible de montrer que pour une architecture en co-propagation, la diffusion Raman influence l’élargissement spectral. Finalement, les expériences et les simulations effectuées montrent qu’augmenter la réflectivité nominale et largeur de bande du réseau légèrement réfléchissant de la cavité permet d’atténuer la diffusion Raman, notamment en réduisant le gain Raman effectif.

Digitally Mediated Political Participation: Understanding the Democratic Impact of Internet Diffusion in the Asian Media Systems

Thesis (Ph.D.)--University of Washington, 2016-08

Diffusion de la lumière dans les milieux complexes à base de cristaux liquides

Cette thèse présente les étapes de fabrication et les résultats de la caractérisation des modèles de tissu biologique fabriqués en utilisant des cristaux liquides et des polymères qui permettent de contrôler la diffusion et la transmission de la lumière par un champ électrique. Ce champ électrique entraîne un changement d’orientation des molécules de cristaux liquides, ce qui induit des variations locales de l’indice de réfraction dans ces matériaux. Nous avons utilisé ce contrôle de l’indice de réfraction pour contrôler le niveau de diffusion et de transmission dans différents types d’échantillons. Les échantillons utilisés sont faits a) de cristaux liquides purs, b) de sphères de polymère dans un environnement de cristaux liquides, c) de cristaux liquides ou de gouttelettes de cristaux liquides dans un environnement de polymère. Les travaux réalisés nous ont permis de proposer une méthode électro-optique pour simuler, à l’aide de cristaux liquides, des milieux diffusants tels que les tissus biologiques. Dans la recherche de modèles, nous avons montré qu’il est possible de contrôler, par la fréquence du champ électrique, des gouttelettes de cristaux liquides dispersées dans une matrice de polymère contenant des ions lithium. Une sensibilité sélective à la fréquence de la tension électrique appliquée en fonction de la taille des gouttelettes est observée. Par la suite, nous avons démontré l’effet de « quenching » interférentiel de la diffusion pour une sonde optique cohérente en étudiant des modèles non alignés (clustérisés) de cristaux liquides. Nous avons aussi démontré des applications potentielles de ce phénomène tel le filtrage en longueur d’onde par l’ajustement d’un champ électrique. Nous avons ensuite démontré que l’utilisation des cristaux liquides - dits « dual-frequency » - permet une modulation rapide des états ou des structures du matériau ainsi que de la transmission et de la diffusion de lumière de ce dernier. Enfin, nous avons aussi découvert que ces modèles peuvent être contrôlés pour retrouver le degré de polarisation de la lumière diffusée.

Diffusion de représentations d’itinéraires adaptées aux personnes à mobilité réduite selon les interfaces multimodales des appareils mobiles

L’accessibilité universelle est de nos jours très importante pour nos villes, car elle permet à toute personne, ayant des incapacités physiques ou non, de mener à bien ses activités socio-professionnelles. À travers le monde, plusieurs projets ont vu le jour comme AXS Map à New York ou AccesSIG en France. Au Canada, un projet multidisciplinaire nommé MobiliSIG ayant pour lieu d’expérimentation la ville de Québec a vu le jour en 2013. L’objectif du projet MobiliSIG est de concevoir et développer une application multimodale d’assistance au déplacement des personnes à mobilité réduite. Ce projet se concentre principalement sur la constitution d’une base de données d’accessibilité se référant au modèle PPH (Processus de Production du Handicap). Nos travaux visent à définir la diffusion d’itinéraires adaptés, adaptables et adaptatifs liés à des contextes multi-utilisateurs, multiplateformes, multimodaux (interfaces et transports) et multi-environnements. Après une revue de littérature et afin d’identifier et définir les besoins liés à cette diffusion des données de navigation, nous nous sommes attelés à la description de plusieurs scénarios pour mieux comprendre les besoins des utilisateurs : planification d’un déplacement et navigation dans le milieu urbain ; parcours multimodal ; recherche d’un point d’intérêt (toilettes accessibles). Cette démarche nous a permis également d’identifier les modes de communication et représentations souhaitées de l’itinéraire (carte, texte, image, parole, …) et de proposer une approche basée sur la transformation de l’itinéraire reçu de la base de données d’accessibilité. Cette transformation est effectuée en tenant compte des préférences de l’utilisateur, de son appareil et de son environnement. La diffusion de l’itinéraire se fait ensuite par un service web de diffusion conçu selon le standard du W3C sur les architectures multimodales (MMI) en combinaison avec le concept de la plasticité des interfaces. Le prototype développé a permis d’avoir comme résultat un système qui diffuse de façon générique l’information de navigation adaptée, adaptable et adaptative à l’utilisateur, à son appareil et à son environnement.

Oceans of energy? The non-linear trajectory of the emerging wave energy technology

This paper addresses the construction and structuring of a technological niche – i.e. a protected space where promising but still underperforming technologies are stabilized and articulated with societal needs – and discusses the processes that influence niche development and may enable niche breakout. In theoretical terms the paper is grounded on the multi-level approach to sustainability transitions, and particularly on the niche literature. But it also attempts to address the limitations of this literature in what concerns the spatial dimension of niche development. It is argued that technological niches can transcend the narrow territorial boundaries to which they are often confined, and encompass communities and actions that span several spatial levels, without losing some territorial embeddedness. It is further proposed that these features shape the niche trajectory and, therefore, need to be explicitly considered by the niche theoretical framework. To address this problem the paper builds on and extends the socio-cognitive perspective to technology development, introducing a further dimension – space – which broadens the concept of technological niche and permits to better capture the complexity of niche behaviour. This extended framework is applied to the case of an emerging renewable energy technology – wave energy - which exhibits a particularly slow and non-linear development trajectory. The empirical analysis starts by examining how an “overall niche space” in wave energy was spatially constructed over time. Then it investigates in greater detail the niche development processes that took place in Portugal, a country that was among the pioneers in the field, and whose actors have been, from very early stages, engaged in the activities conducted at various spatial levels. Through this combined analysis, the paper seeks to understand whether and how niche development is shaped by processes taking place at different spatial levels. More specifically it investigates the interplay between territorial and relational elements in niche development, and how these different dynamics influence the performance of the niche processes and impact on the overall niche trajectory. The results confirm the niche multi-spatial dynamics, showing that it is shaped by the interplay between a niche relational space constructed by actors’ actions and interactions on/across levels, and the territorial effects introduced by these actors’ embeddedness in particular geographical and institutional settings. They contribute to a more precise understanding of the processes that can accelerate or slow down the trajectory of a technological niche. In addition, the results shed some light into the niche activities conducted in/originating from a specific territorial setting - Portugal - offering some insights into the behaviour of key actors and its implications for the positioning of the country in the emerging field, which can be relevant for the formulation of strategies and policies for this area.

Towards an Exergy Analysis of Diffusive and Non-Diffusive Processes in Living Organisms

Living organisms are open dissipative thermodynamic systems that rely on mechanothermo-electrochemical interactions to survive. Plant physiological processes allow plants to survive by converting solar radiation into chemical energy, and store that energy in form that can be used. Mammals catabolize food to obtain energy that is used to fuel, build and repair the cellular components. The exergy balance is a combined statement of the first and second laws of thermodynamics. It provides insight into the performance of systems. In this paper, exergy balance equations for both mammal’s and green plants are presented and analyzed.

A bistable reaction-diffusion system in a stretching flow

We examine the evolution of a bistable reaction in a one-dimensional stretching flow, as a model for chaotic advection. We derive two reduced systems of ordinary differential equations (ODEs) for the dynamics of the governing advection-reaction-diffusion partial differential equations (PDE), for pulse-like and for plateau-like solutions, based on a non-perturbative approach. This reduction allows us to study the dynamics in two cases: first, close to a saddle-node bifurcation at which a pair of nontrivial steady states are born as the dimensionless reaction rate (Damkoehler number) is increased, and, second, for large Damkoehler number, far away from the bifurcation. The main aim is to investigate the initial-value problem and to determine when an initial condition subject to chaotic stirring will decay to zero and when it will give rise to a nonzero final state. Comparisons with full PDE simulations show that the reduced pulse model accurately predicts the threshold amplitude for a pulse initial condition to give rise to a nontrivial final steady state, and that the reduced plateau model gives an accurate picture of the dynamics of the system at large Damkoehler number. Published in Physica D (2006)