A Monte Carlo approach to the inverse problem of diffuse pollution risk in agricultural catchments

The hydrological and biogeochemical processes that operate in catchments influence the ecological quality of freshwater systems through delivery of fine sediment, nutrients and organic matter. Most models that seek to characterise the delivery of diffuse pollutants from land to water are reductionist. The multitude of processes that are parameterised in such models to ensure generic applicability make them complex and difficult to test on available data. Here, we outline an alternative - data-driven - inverse approach. We apply SCIMAP, a parsimonious risk based model that has an explicit treatment of hydrological connectivity. we take a Bayesian approach to the inverse problem of determining the risk that must be assigned to different land uses in a catchment in order to explain the spatial patterns of measured in-stream nutrient concentrations. We apply the model to identify the key sources of nitrogen (N) and phosphorus (P) diffuse pollution risk in eleven UK catchments covering a range of landscapes. The model results show that: 1) some land use generates a consistently high or low risk of diffuse nutrient pollution; but 2) the risks associated with different land uses vary both between catchments and between nutrients; and 3) that the dominant sources of P and N risk in the catchment are often a function of the spatial configuration of land uses. Taken on a case-by-case basis, this type of inverse approach may be used to help prioritise the focus of interventions to reduce diffuse pollution risk for freshwater ecosystems. (C) 2012 Elsevier B.V. All rights reserved.

Cannabis use and other illicit drug use: Do subjective experiences during first cannabis use increase the probability of using illicit drug use?

Background and aims: Few studies have examined whether subjective experiences during first cannabis use are related to other illicit drug (OID) use. This study investigated this topic. Methods: Baseline data from a representative sample of young Swiss men was obtained from an ongoing Cohort Study on Substance Use Risk Factors (N ¼ 5753). Logistic regressions were performed to examine the relationships between cannabis use and of subjective experiences during first cannabis use with 15 OID. Results: Positive experiences increased the likelihood of using hallucinogens (hallucinogens, salvia divinorum, spice; p50.015), stimulants (speed, ecstasy, cocaine, amphetamines/methamphetamines; p50.006) and also poppers, research chemicals, GHB/GBL, and crystal meth (p50.049). Sniffed drugs (poppers, solvents for sniffing) and ''hard'' drugs (heroin, ketamine, research chemicals, GHB/GBL and crystal meth) were more likely to be used by participants who experienced negative feelings on first use of cannabis (p50.034). Conclusion: Subjective feelings seemed to amplify the association of cannabis with OID. The risk increased for drugs with effects resembling feelings experienced on first cannabis use. Negative experiences should also be a concern, as they were associated with increased risk of using the ''hardest'' illicit drugs.

A survey on the inverse integrating factor

The relation between limit cycles of planar differential systems and the inverse integrating factor was first shown in an article of Giacomini, Llibre and Viano appeared in 1996. From that moment on, many research articles are devoted to the study of the properties of the inverse integrating factor and its relationwith limit cycles and their bifurcations. This paper is a summary of all the results about this topic. We include a list of references together with the corresponding related results aiming at being as much exhaustive as possible. The paper is, nonetheless, self-contained in such a way that all the main results on the inverse integrating factor are stated and a complete overview of the subject is given. Each section contains a different issue to which the inverse integrating factor plays a role: the integrability problem, relation with Lie symmetries, the center problem, vanishing set of an inverse integrating factor, bifurcation of limit cycles from either a period annulus or from a monodromic ω-limit set and some generalizations.

Adjusting fracture probability by trabecular bone score.

The aim of the present study was to determine the impact of trabecular bone score on the probability of fracture above that provided by the clinical risk factors utilized in FRAX. We performed a retrospective cohort study of 33,352 women aged 40-99 years from the province of Manitoba, Canada, with baseline measurements of lumbar spine trabecular bone score (TBS) and FRAX risk variables. The analysis was cohort-specific rather than based on the Canadian version of FRAX. The associations between trabecular bone score, the FRAX risk factors and the risk of fracture or death were examined using an extension of the Poisson regression model and used to calculate 10-year probabilities of fracture with and without TBS and to derive an algorithm to adjust fracture probability to take account of the independent contribution of TBS to fracture and mortality risk. During a mean follow-up of 4.7 years, 1754 women died and 1639 sustained one or more major osteoporotic fractures excluding hip fracture and 306 women sustained one or more hip fracture. When fully adjusted for FRAX risk variables, TBS remained a statistically significant predictor of major osteoporotic fractures excluding hip fracture (HR/SD 1.18, 95 % CI 1.12-1.24), death (HR/SD 1.20, 95 % CI 1.14-1.26) and hip fracture (HR/SD 1.23, 95 % CI 1.09-1.38). Models adjusting major osteoporotic fracture and hip fracture probability were derived, accounting for age and trabecular bone score with death considered as a competing event. Lumbar spine texture analysis using TBS is a risk factor for osteoporotic fracture and a risk factor for death. The predictive ability of TBS is independent of FRAX clinical risk factors and femoral neck BMD. Adjustment of fracture probability to take account of the independent contribution of TBS to fracture and mortality risk requires validation in independent cohorts.

On Option Price Information Content and Extraction of Implied Probability Distributions

In this study we used market settlement prices of European call options on stock index futures to extract implied probability distribution function (PDF). The method used produces a PDF of returns of an underlying asset at expiration date from implied volatility smile. With this method, the assumption of lognormal distribution (Black-Scholes model) is tested. The market view of the asset price dynamics can then be used for various purposes (hedging, speculation). We used the so called smoothing approach for implied PDF extraction presented by Shimko (1993). In our analysis we obtained implied volatility smiles from index futures markets (S&P 500 and DAX indices) and standardized them. The method introduced by Breeden and Litzenberger (1978) was then used on PDF extraction. The results show significant deviations from the assumption of lognormal returns for S&P500 options while DAX options mostly fit the lognormal distribution. A deviant subjective view of PDF can be used to form a strategy as discussed in the last section.

Mother-offspring competition promotes colonization success.

Colonization is the crucial process underlying range expansions, biological invasions, and metapopulation dynamics. Which individuals leave their natal population to colonize empty habitats is a crucial question and is presently unresolved. Dispersal is the first step in colonization. However, not all dispersing individuals are necessarily good colonizers. Indeed, in some species, the phenotype of dispersers differs depending on the selective pressures that induce dispersal. In particular, kin-based interactions, a factor driving social evolution, should induce different social response profiles in nondispersing and dispersing individuals. Kin competition (defined here as between the mother and offspring) has been proven to produce dispersers with a particular phenotype that may enhance their colonizing ability. By using the common lizard (Lacerta vivipara), we conducted a multipopulation experiment to study the effect of kin competition on dispersal and colonization success. We manipulated mother-offspring interactions, which are the most important component of kin competition in the studied species, at the family and population levels and measured the consequences on colonization success. We demonstrate that mother-offspring competition at the population level significantly influences colonization success. Increased competition at the population level enhanced the colonization rate of the largest juveniles as well as the growth and survival of the colonizers. Based on these results, we calculated that kin-induced colonization halves the extinction probability of a newly initiated population. Because interactions between relatives are likely to affect the ability of a species to track habitat modifications, kin-based dispersal should be considered in the study of invasion dynamics and metapopulation functioning.

Seismic characterization of heterogeneous sedimentary and fractured rocks based on Biot's theory of poroelasticity

Understanding and quantifying seismic energy dissipation, which manifests itself in terms of velocity dispersion and attenuation, in fluid-saturated porous rocks is of considerable interest, since it offers the perspective of extracting information with regard to the elastic and hydraulic rock properties. There is increasing evidence to suggest that wave-induced fluid flow, or simply WIFF, is the dominant underlying physical mechanism governing these phenomena throughout the seismic, sonic, and ultrasonic frequency ranges. This mechanism, which can prevail at the microscopic, mesoscopic, and macroscopic scale ranges, operates through viscous energy dissipation in response to fluid pressure gradients and inertial effects induced by the passing wavefield. In the first part of this thesis, we present an analysis of broad-band multi-frequency sonic log data from a borehole penetrating water-saturated unconsolidated glacio-fluvial sediments. An inherent complication arising in the interpretation of the observed P-wave attenuation and velocity dispersion is, however, that the relative importance of WIFF at the various scales is unknown and difficult to unravel. An important generic result of our work is that the levels of attenuation and velocity dispersion due to the presence of mesoscopic heterogeneities in water-saturated unconsolidated clastic sediments are expected to be largely negligible. Conversely, WIFF at the macroscopic scale allows for explaining most of the considered data while refinements provided by including WIFF at the microscopic scale in the analysis are locally meaningful. Using a Monte-Carlo-type inversion approach, we compare the capability of the different models describing WIFF at the macroscopic and microscopic scales with regard to their ability to constrain the dry frame elastic moduli and the permeability as well as their local probability distribution. In the second part of this thesis, we explore the issue of determining the size of a representative elementary volume (REV) arising in the numerical upscaling procedures of effective seismic velocity dispersion and attenuation of heterogeneous media. To this end, we focus on a set of idealized synthetic rock samples characterized by the presence of layers, fractures or patchy saturation in the mesocopic scale range. These scenarios are highly pertinent because they tend to be associated with very high levels of velocity dispersion and attenuation caused by WIFF in the mesoscopic scale range. The problem of determining the REV size for generic heterogeneous rocks is extremely complex and entirely unexplored in the given context. In this pilot study, we have therefore focused on periodic media, which assures the inherent self- similarity of the considered samples regardless of their size and thus simplifies the problem to a systematic analysis of the dependence of the REV size on the applied boundary conditions in the numerical simulations. Our results demonstrate that boundary condition effects are absent for layered media and negligible in the presence of patchy saturation, thus resulting in minimum REV sizes. Conversely, strong boundary condition effects arise in the presence of a periodic distribution of finite-length fractures, thus leading to large REV sizes. In the third part of the thesis, we propose a novel effective poroelastic model for periodic media characterized by mesoscopic layering, which accounts for WIFF at both the macroscopic and mesoscopic scales as well as for the anisotropy associated with the layering. Correspondingly, this model correctly predicts the existence of the fast and slow P-waves as well as quasi and pure S-waves for any direction of wave propagation as long as the corresponding wavelengths are much larger than the layer thicknesses. The primary motivation for this work is that, for formations of intermediate to high permeability, such as, for example, unconsolidated sediments, clean sandstones, or fractured rocks, these two WIFF mechanisms may prevail at similar frequencies. This scenario, which can be expected rather common, cannot be accounted for by existing models for layered porous media. Comparisons of analytical solutions of the P- and S-wave phase velocities and inverse quality factors for wave propagation perpendicular to the layering with those obtained from numerical simulations based on a ID finite-element solution of the poroelastic equations of motion show very good agreement as long as the assumption of long wavelengths remains valid. A limitation of the proposed model is its inability to account for inertial effects in mesoscopic WIFF when both WIFF mechanisms prevail at similar frequencies. Our results do, however, also indicate that the associated error is likely to be relatively small, as, even at frequencies at which both inertial and scattering effects are expected to be at play, the proposed model provides a solution that is remarkably close to its numerical benchmark. -- Comprendre et pouvoir quantifier la dissipation d'énergie sismique qui se traduit par la dispersion et l'atténuation des vitesses dans les roches poreuses et saturées en fluide est un intérêt primordial pour obtenir des informations à propos des propriétés élastique et hydraulique des roches en question. De plus en plus d'études montrent que le déplacement relatif du fluide par rapport au solide induit par le passage de l'onde (wave induced fluid flow en anglais, dont on gardera ici l'abréviation largement utilisée, WIFF), représente le principal mécanisme physique qui régit ces phénomènes, pour la gamme des fréquences sismiques, sonique et jusqu'à l'ultrasonique. Ce mécanisme, qui prédomine aux échelles microscopique, mésoscopique et macroscopique, est lié à la dissipation d'énergie visqueuse résultant des gradients de pression de fluide et des effets inertiels induits par le passage du champ d'onde. Dans la première partie de cette thèse, nous présentons une analyse de données de diagraphie acoustique à large bande et multifréquences, issues d'un forage réalisé dans des sédiments glaciaux-fluviaux, non-consolidés et saturés en eau. La difficulté inhérente à l'interprétation de l'atténuation et de la dispersion des vitesses des ondes P observées, est que l'importance des WIFF aux différentes échelles est inconnue et difficile à quantifier. Notre étude montre que l'on peut négliger le taux d'atténuation et de dispersion des vitesses dû à la présence d'hétérogénéités à l'échelle mésoscopique dans des sédiments clastiques, non- consolidés et saturés en eau. A l'inverse, les WIFF à l'échelle macroscopique expliquent la plupart des données, tandis que les précisions apportées par les WIFF à l'échelle microscopique sont localement significatives. En utilisant une méthode d'inversion du type Monte-Carlo, nous avons comparé, pour les deux modèles WIFF aux échelles macroscopique et microscopique, leur capacité à contraindre les modules élastiques de la matrice sèche et la perméabilité ainsi que leur distribution de probabilité locale. Dans une seconde partie de cette thèse, nous cherchons une solution pour déterminer la dimension d'un volume élémentaire représentatif (noté VER). Cette problématique se pose dans les procédures numériques de changement d'échelle pour déterminer l'atténuation effective et la dispersion effective de la vitesse sismique dans un milieu hétérogène. Pour ce faire, nous nous concentrons sur un ensemble d'échantillons de roches synthétiques idéalisés incluant des strates, des fissures, ou une saturation partielle à l'échelle mésoscopique. Ces scénarios sont hautement pertinents, car ils sont associés à un taux très élevé d'atténuation et de dispersion des vitesses causé par les WIFF à l'échelle mésoscopique. L'enjeu de déterminer la dimension d'un VER pour une roche hétérogène est très complexe et encore inexploré dans le contexte actuel. Dans cette étude-pilote, nous nous focalisons sur des milieux périodiques, qui assurent l'autosimilarité des échantillons considérés indépendamment de leur taille. Ainsi, nous simplifions le problème à une analyse systématique de la dépendance de la dimension des VER aux conditions aux limites appliquées. Nos résultats indiquent que les effets des conditions aux limites sont absents pour un milieu stratifié, et négligeables pour un milieu à saturation partielle : cela résultant à des dimensions petites des VER. Au contraire, de forts effets des conditions aux limites apparaissent dans les milieux présentant une distribution périodique de fissures de taille finie : cela conduisant à de grandes dimensions des VER. Dans la troisième partie de cette thèse, nous proposons un nouveau modèle poro- élastique effectif, pour les milieux périodiques caractérisés par une stratification mésoscopique, qui prendra en compte les WIFF à la fois aux échelles mésoscopique et macroscopique, ainsi que l'anisotropie associée à ces strates. Ce modèle prédit alors avec exactitude l'existence des ondes P rapides et lentes ainsi que les quasis et pures ondes S, pour toutes les directions de propagation de l'onde, tant que la longueur d'onde correspondante est bien plus grande que l'épaisseur de la strate. L'intérêt principal de ce travail est que, pour les formations à perméabilité moyenne à élevée, comme, par exemple, les sédiments non- consolidés, les grès ou encore les roches fissurées, ces deux mécanismes d'WIFF peuvent avoir lieu à des fréquences similaires. Or, ce scénario, qui est assez commun, n'est pas décrit par les modèles existants pour les milieux poreux stratifiés. Les comparaisons des solutions analytiques des vitesses des ondes P et S et de l'atténuation de la propagation des ondes perpendiculaires à la stratification, avec les solutions obtenues à partir de simulations numériques en éléments finis, fondées sur une solution obtenue en 1D des équations poro- élastiques, montrent un très bon accord, tant que l'hypothèse des grandes longueurs d'onde reste valable. Il y a cependant une limitation de ce modèle qui est liée à son incapacité à prendre en compte les effets inertiels dans les WIFF mésoscopiques quand les deux mécanismes d'WIFF prédominent à des fréquences similaires. Néanmoins, nos résultats montrent aussi que l'erreur associée est relativement faible, même à des fréquences à laquelle sont attendus les deux effets d'inertie et de diffusion, indiquant que le modèle proposé fournit une solution qui est remarquablement proche de sa référence numérique.

Detecting Heterogeneous Risk Attitudes with Mixed Gambles

We propose a task for eliciting attitudes toward risk that is close to real-world risky decisions which typically involve gains and losses. The task consists of accepting or rejecting gambles that provide a gain with probability p and a loss with probability 1−p . We employ finite mixture models to uncover heterogeneity in risk preferences and find that (i) behavior is heterogeneous, with one half of the subjects behaving as expected utility maximizers, (ii) for the others, reference-dependent models perform better than those where subjects derive utility from final outcomes, (iii) models with sign-dependent decision weights perform better than those without, and (iv) there is no evidence for loss aversion. The procedure is sufficiently simple so that it can be easily used in field or lab experiments where risk elicitation is not the main experiment.

Solitary pulmonary nodule and 18F-FDG PET/CT. Part 1: epidemiology, morphological evaluation and cancer probability

Abstract Solitary pulmonary nodule corresponds to a common radiographic finding, which is frequently detected incidentally. The investigation of this entity remains complex, since characteristics of benign and malignant processes overlap in the differential diagnosis. Currently, many strategies are available to evaluate solitary pulmonary nodules with the main objective of characterizing benign lesions as best as possible, while avoiding to expose patients to the risks inherent to invasive methods, besides correctly detecting cases of lung cancer so as the potential curative treatment is not delayed. This first part of the study focuses on the epidemiology, the morfological evaluation and the methods to determine the likelihood of cancer in cases of indeterminate solitary pulmonary nodule.

Speed of travelling fronts: Two-dimensional and ballistic dispersal probability distributions

The speed of traveling fronts for a two-dimensional model of a delayed reactiondispersal process is derived analytically and from simulations of molecular dynamics. We show that the one-dimensional (1D) and two-dimensional (2D) versions of a given kernel do not yield always the same speed. It is also shown that the speeds of time-delayed fronts may be higher than those predicted by the corresponding non-delayed models. This result is shown for systems with peaked dispersal kernels which lead to ballistic transport

Retrieval of kinetic rates in reactions with semi batch liquid phase using ill-posed inverse problem theory

A neural network procedure to solve inverse chemical kinetic problems is discussed in this work. Rate constants are calculated from the product concentration of an irreversible consecutive reaction: the hydrogenation of Citral molecule, a process with industrial interest. Simulated and experimental data are considered. Errors in the simulated data, up to 7% in the concentrations, were assumed to investigate the robustness of the inverse procedure. Also, the proposed method is compared with two common methods in nonlinear analysis; the Simplex and Levenberg-Marquardt approaches. In all situations investigated, the neural network approach was numerically stable and robust with respect to deviations in the initial conditions or experimental noises.

Methane combustion kinetic rate constants determination: an ill-posed inverse problem analysis

Methane combustion was studied by the Westbrook and Dryer model. This well-established simplified mechanism is very useful in combustion science, for computational effort can be notably reduced. In the inversion procedure to be studied, rate constants are obtained from [CO] concentration data. However, when inherent experimental errors in chemical concentrations are considered, an ill-conditioned inverse problem must be solved for which appropriate mathematical algorithms are needed. A recurrent neural network was chosen due to its numerical stability and robustness. The proposed methodology was compared against Simplex and Levenberg-Marquardt, the most used methods for optimization problems.