Local Earthquake Tomography by trans-dimensional Monte Carlo Sampling

In this study a new, fully non-linear, approach to Local Earthquake Tomography is presented. Local Earthquakes Tomography (LET) is a non-linear inversion problem that allows the joint determination of earthquakes parameters and velocity structure from arrival times of waves generated by local sources. Since the early developments of seismic tomography several inversion methods have been developed to solve this problem in a linearized way. In the framework of Monte Carlo sampling, we developed a new code based on the Reversible Jump Markov Chain Monte Carlo sampling method (Rj-McMc). It is a trans-dimensional approach in which the number of unknowns, and thus the model parameterization, is treated as one of the unknowns. I show that our new code allows overcoming major limitations of linearized tomography, opening a new perspective in seismic imaging. Synthetic tests demonstrate that our algorithm is able to produce a robust and reliable tomography without the need to make subjective a-priori assumptions about starting models and parameterization. Moreover it provides a more accurate estimate of uncertainties about the model parameters. Therefore, it is very suitable for investigating the velocity structure in regions that lack of accurate a-priori information. Synthetic tests also reveal that the lack of any regularization constraints allows extracting more information from the observed data and that the velocity structure can be detected also in regions where the density of rays is low and standard linearized codes fails. I also present high-resolution Vp and Vp/Vs models in two widespread investigated regions: the Parkfield segment of the San Andreas Fault (California, USA) and the area around the Alto Tiberina fault (Umbria-Marche, Italy). In both the cases, the models obtained with our code show a substantial improvement in the data fit, if compared with the models obtained from the same data set with the linearized inversion codes.

Paleosecular variation of the magnetic field recorded in Pleistocene-holocene volcanics from Pantelleria (italy) and Azores archipelago (portugal): implications for local volcanic history

The primary goal of volcanological studies is to reconstruct the eruptive history of active volcanoes, by correlating and dating volcanic deposits, in order to depict a future scenario and determine the volcanic hazard of an area. However, alternative methods are necessary where the lack of outcrops, the deposit variability and discontinuity make the correlation difficult, and suitable materials for an accurate dating lack. In this thesis, paleomagnetism (a branch of Geophysics studying the remanent magnetization preserved in rocks) is used as a correlating and dating tool. The correlation is based on the assumption that coeval rocks record similar paleomagnetic directions; the dating relies upon the comparison between paleomagnetic directions recorded by rocks with the expected values from references Paleo-Secular Variation curves (PSV, the variation of the geomagnetic field along time). I first used paleomagnetism to refine the knowledge of the pre – 50 ka geologic history of the Pantelleria island (Strait of Sicily, Italy), by correlating five ignimbrites and two breccias deposits emplaced during that period. Since the use of the paleomagnetic dating is limited by the availability of PSV curves for the studied area, I firstly recovered both paleomagnetic directions and intensities (using a modified Thellier method) from radiocarbon dated lava flows in São Miguel (Azores Islands, Portugal), reconstructing the first PSV reference curve for the Atlantic Ocean for the last 3 ka. Afterwards, I applied paleomagnetism to unravel the chronology and characteristics of Holocene volcanic activity at Faial (Azores) where geochronological age constraints lack. I correlated scoria cones and lava flows yielded by the same eruption on the Capelo Peninsula and dated eruptive events (by comparing paleomagnetic directions with PSV from France and United Kingdom), finding that the volcanics exposed at the Capelo Peninsula are younger than previously believed, and entirely comprised in the last 4 ka.

Thermal fluctuations and boundary conditions in the lattice Boltzmann method

The lattice Boltzmann method is a popular approach for simulating hydrodynamic interactions in soft matter and complex fluids. The solvent is represented on a discrete lattice whose nodes are populated by particle distributions that propagate on the discrete links between the nodes and undergo local collisions. On large length and time scales, the microdynamics leads to a hydrodynamic flow field that satisfies the Navier-Stokes equation. In this thesis, several extensions to the lattice Boltzmann method are developed. In complex fluids, for example suspensions, Brownian motion of the solutes is of paramount importance. However, it can not be simulated with the original lattice Boltzmann method because the dynamics is completely deterministic. It is possible, though, to introduce thermal fluctuations in order to reproduce the equations of fluctuating hydrodynamics. In this work, a generalized lattice gas model is used to systematically derive the fluctuating lattice Boltzmann equation from statistical mechanics principles. The stochastic part of the dynamics is interpreted as a Monte Carlo process, which is then required to satisfy the condition of detailed balance. This leads to an expression for the thermal fluctuations which implies that it is essential to thermalize all degrees of freedom of the system, including the kinetic modes. The new formalism guarantees that the fluctuating lattice Boltzmann equation is simultaneously consistent with both fluctuating hydrodynamics and statistical mechanics. This establishes a foundation for future extensions, such as the treatment of multi-phase and thermal flows. An important range of applications for the lattice Boltzmann method is formed by microfluidics. Fostered by the "lab-on-a-chip" paradigm, there is an increasing need for computer simulations which are able to complement the achievements of theory and experiment. Microfluidic systems are characterized by a large surface-to-volume ratio and, therefore, boundary conditions are of special relevance. On the microscale, the standard no-slip boundary condition used in hydrodynamics has to be replaced by a slip boundary condition. In this work, a boundary condition for lattice Boltzmann is constructed that allows the slip length to be tuned by a single model parameter. Furthermore, a conceptually new approach for constructing boundary conditions is explored, where the reduced symmetry at the boundary is explicitly incorporated into the lattice model. The lattice Boltzmann method is systematically extended to the reduced symmetry model. In the case of a Poiseuille flow in a plane channel, it is shown that a special choice of the collision operator is required to reproduce the correct flow profile. This systematic approach sheds light on the consequences of the reduced symmetry at the boundary and leads to a deeper understanding of boundary conditions in the lattice Boltzmann method. This can help to develop improved boundary conditions that lead to more accurate simulation results.

Local Trigonometric Methods for Time Series Smoothing.

The thesis is concerned with local trigonometric regression methods. The aim was to develop a method for extraction of cyclical components in time series. The main results of the thesis are the following. First, a generalization of the filter proposed by Christiano and Fitzgerald is furnished for the smoothing of ARIMA(p,d,q) process. Second, a local trigonometric filter is built, with its statistical properties. Third, they are discussed the convergence properties of trigonometric estimators, and the problem of choosing the order of the model. A large scale simulation experiment has been designed in order to assess the performance of the proposed models and methods. The results show that local trigonometric regression may be a useful tool for periodic time series analysis.

Seismic tomographic full-waveform inversion for the Vrancea sinking lithosphere structure using the adjoint method.

The Vrancea region, at the south-eastern bend of the Carpathian Mountains in Romania, represents one of the most puzzling seismically active zones of Europe. Beside some shallow seismicity spread across the whole Romanian territory, Vrancea is the place of an intense seismicity with the presence of a cluster of intermediate-depth foci placed in a narrow nearly vertical volume. Although large-scale mantle seismic tomographic studies have revealed the presence of a narrow, almost vertical, high-velocity body in the upper mantle, the nature and the geodynamic of this deep intra-continental seismicity is still questioned. High-resolution seismic tomography could help to reveal more details in the subcrustal structure of Vrancea. Recent developments in computational seismology as well as the availability of parallel computing now allow to potentially retrieve more information out of seismic waveforms and to reach such high-resolution models. This study was aimed to evaluate the application of a full waveform inversion tomography at regional scale for the Vrancea lithosphere using data from the 1999 six months temporary local network CALIXTO. Starting from a detailed 3D Vp, Vs and density model, built on classical travel-time tomography together with gravity data, I evaluated the improvements obtained with the full waveform inversion approach. The latter proved to be highly problem dependent and highly computational expensive. The model retrieved after the first two iterations does not show large variations with respect to the initial model but remains in agreement with previous tomographic models. It presents a well-defined downgoing slab shape high velocity anomaly, composed of a N-S horizontal anomaly in the depths between 40 and 70km linked to a nearly vertical NE-SW anomaly from 70 to 180km.

Pricing in stochastic-local volatility models with default

In recent years is becoming increasingly important to handle credit risk. Credit risk is the risk associated with the possibility of bankruptcy. More precisely, if a derivative provides for a payment at cert time T but before that time the counterparty defaults, at maturity the payment cannot be effectively performed, so the owner of the contract loses it entirely or a part of it. It means that the payoff of the derivative, and consequently its price, depends on the underlying of the basic derivative and on the risk of bankruptcy of the counterparty. To value and to hedge credit risk in a consistent way, one needs to develop a quantitative model. We have studied analytical approximation formulas and numerical methods such as Monte Carlo method in order to calculate the price of a bond. We have illustrated how to obtain fast and accurate pricing approximations by expanding the drift and diffusion as a Taylor series and we have compared the second and third order approximation of the Bond and Call price with an accurate Monte Carlo simulation. We have analysed JDCEV model with constant or stochastic interest rate. We have provided numerical examples that illustrate the effectiveness and versatility of our methods. We have used Wolfram Mathematica and Matlab.

Stochastic local volatility model for fx markets

Questa tesi verte sullo studio di un modello a volatilità stocastica e locale, utilizzato per valutare opzioni esotiche nei mercati dei cambio. La difficoltà nell'implementare un modello di tal tipo risiede nella calibrazione della leverage surface e uno degli scopi principali di questo lavoro è quello di mostrarne la procedura.

Feature-invariant image registration method for quantification of surgical outcomes in patients with craniosynostosis: a preliminary study

Craniosynostosis consists of a premature fusion of the sutures in an infant skull that restricts skull and brain growth. During the last decades, there has been a rapid increase of fundamentally diverse surgical treatment methods. At present, the surgical outcome has been assessed using global variables such as cephalic index, head circumference, and intracranial volume. However, these variables have failed in describing the local deformations and morphological changes that may have a role in the neurologic disorders observed in the patients. This report describes a rigid image registration-based method to evaluate outcomes of craniosynostosis surgical treatments, local quantification of head growth, and indirect intracranial volume change measurements. The developed semiautomatic analysis method was applied to computed tomography data sets of a 5-month-old boy with sagittal craniosynostosis who underwent expansion of the posterior skull with cranioplasty. Quantification of the local changes between pre- and postoperative images was quantified by mapping the minimum distance of individual points from the preoperative to the postoperative surface meshes, and indirect intracranial volume changes were estimated. The proposed methodology can provide the surgeon a tool for the quantitative evaluation of surgical procedures and detection of abnormalities of the infant skull and its development.

Modeling of Magic Water Clusters(H20)2 and (H20)21H+ with the PM3 Quantum-Mechanical Method

The PM3 quantum-mechanical method is able to model the magic water clusters (H20),, and (H20)&+. Results indicate that the H30+ ion is tightly bound within the (H20),, cluster by multiple hydrogen bonds, causing deformation to the symmetric (HzO),, pentagonal dodecahedron structure. The structures, energetics, and hydrogen bond patterns of six local minima (H20)21H+ clusters are presented.

Intratumoral budding is preoperative biopsies predicts local and distant metastasis in colorectal cancer patients

Objective: In 2011, the term “intratumoral budding, ITB” was used to describe the presence of tumor buds within the main tumor body and was correlated to worse clinical outcome in colorectal cancer patients. Here, we further elucidate the potential clinical role of ITB in pre-operative biopsies using pan-cytokeratin stained tissues and a quantitative scoring system. Method: 139 pre-operative biopsies from patients with colorectal cancer underwent immunohistochemistry for pancytokeratin (AE1/AE3). ITB were counted in the area of densest budding (40×) and classified as high-grade when >10 buds/HPF were observed based on receiver operating characteristic (ROC) curve analysis. Results: High-grade ITB occurred in 26.6 % of cases and was associated with right-sided tumor location (p=0.0356), more advanced pT (p=0.0198) and pN (p<0.0001) classifications, distant metastasis (p=0.0164), higher tumor grade (p=0.0037) and lymphatic invasion (p=0.0445). The specificity and positive predictive value for lymph node metastasis was 86.7 % and 75.6 %, respectively. Disease-free survival was significantly worse in patients with high-grade ITB (5-year survival=25 %) in comparison to patients with low-grade ITB (5-year survival=55 %) (p=0.0157). Conclusion: The assessment of ITB in pre-operative biopsies is predictive of local and distant metastasis in corresponding resections and should be considered in daily management of colorectal cancer patients.

Sonographic visualization and ultrasound-guided block of the third occipital nerve: prospective for a new method to diagnose C2-C3 zygapophysial joint pain

BACKGROUND: Chronic neck pain after whiplash injury is caused by cervical zygapophysial joints in 50% of patients. Diagnostic blocks of nerves supplying the joints are performed using fluoroscopy. The authors' hypothesis was that the third occipital nerve can be visualized and blocked with use of an ultrasound-guided technique. METHODS: In 14 volunteers, the authors placed a needle ultrasound-guided to the third occipital nerve on both sides of the neck. They punctured caudal and perpendicular to the 14-MHz transducer. In 11 volunteers, 0.9 ml of either local anesthetic or normal saline was applied in a randomized, double-blind, crossover manner. Anesthesia was controlled in the corresponding skin area by pinprick and cold testing. The position of the needle was controlled by fluoroscopy. RESULTS: The third occipital nerve could be visualized in all subjects and showed a median diameter of 2.0 mm. Anesthesia was missing after local anesthetic in only one case. There was neither anesthesia nor hyposensitivity after any of the saline injections. The C2-C3 joint, in a transversal plane visualized as a convex density, was identified correctly by ultrasound in 27 of 28 cases, and 23 needles were placed correctly into the target zone. CONCLUSIONS: The third occipital nerve can be visualized and blocked with use of an ultrasound-guided technique. The needles were positioned accurately in 82% of cases as confirmed by fluoroscopy; the nerve was blocked in 90% of cases. Because ultrasound is the only available technique today to visualize this nerve, it seems to be a promising new method for block guidance instead of fluoroscopy.

Antimicrobial therapy using a local drug delivery system (Arestin) in the treatment of peri-implantitis. I: Microbiological outcomes

OBJECTIVES: To assess the microbiological outcome of local administration of minocycline hydrochloride microspheres 1 mg (Arestin) in cases with peri-implantitis and with a follow-up period of 12 months. MATERIAL AND METHODS: After debridement, and local administration of chlorhexidine gel, peri-implantitis cases were treated with local administration of minocycline microspheres (Arestin). The DNA-DNA checkerboard hybridization method was used to detect bacterial presence during the first 360 days of therapy. RESULTS: At Day 10, lower bacterial loads for 6/40 individual bacteria including Actinomyces gerensceriae (P<0.1), Actinomyces israelii (P<0.01), Actinomyces naeslundi type 1 (P<0.01) and type 2 (P<0.03), Actinomyces odontolyticus (P<0.01), Porphyromonas gingivalis (P<0.01) and Treponema socranskii (P<0.01) were found. At Day 360 only the levels of Actinobacillus actinomycetemcomitans were lower than at baseline (mean difference: 1x10(5); SE difference: 0.34x10(5), 95% CI: 0.2x10(5) to 1.2x10(5); P<0.03). Six implants were lost between Days 90 and 270. The microbiota was successfully controlled in 48%, and with definitive failures (implant loss and major increase in bacterial levels) in 32% of subjects. CONCLUSIONS: At study endpoint, the impact of Arestin on A. actinomycetemcomitans was greater than the impact on other pathogens. Up to Day 180 reductions in levels of Tannerella forsythia, P. gingivalis, and Treponema denticola were also found. Failures in treatment could not be associated with the presence of specific pathogens or by the total bacterial load at baseline. Statistical power analysis suggested that a case control study would require approximately 200 subjects.

[Influence of local anaesthesia on pain and distress induced by bloodless castration methods in young lambs]

Behavioural and cortisol responses of lambs were used as indicators of pain and distress to assess short- and long-term effects of bloodless castration methods with and without local anaesthesia. Eighty lambs, aged 2-7 days, were control handled or castrated by crushing- Burdizzo- or rubber ring method with and without local anaesthesia. Either 4 mg/kg diluted lidocaine, or corresponding volumes of physiologic sodium chloride solution were distributed in both spermatic cords and the scrotal neck. The serum cortisol response was monitored for 48 h, behavioural- and clinical traits over a 3-month period. The crushing castration method was excluded from the study after 10 lambs had been castrated, since this method showed severe local reactions. Local anaesthesia significantly reduced behavioural and cortisol responses after rubber ring castration and tendentially after Burdizzo castration. Prolonged or chronic pain after rubber ring castration with anaesthesia was not evident. If combined with local anaesthesia, both the rubber ring and the Burdizzo method are acceptable methods for castration of lambs up to one week of age.

[Influence of local anaesthesia on short- and long-term pain induced in calves by three bloodless castration methods]

Behavioural and cortisol responses of calves were used as indicators of pain to assess short- and long-term effects of three bloodless castration methods with and without local anaesthesia. Eighty calves, aged 21 to 28 days, were control handled (20) or castrated by Burdizzo (25), rubber ring (25), or crushing technique (10). Either a total volume of 10 ml of Lidocaine or NaCl was distributed in both spermatic cords and the scrotal neck. The plasma cortisol response was monitored for 72 hours, and behavioural and clinical traits over a three-month period. Castration success was assessed by degree of atrophy and histological tissue examination. The crushing technique cannot be recommended due to incomplete castration success, and the evaluation was stopped after 10 animals. Local anaesthesia reduced the level of indicators of acute pain after Burdizzo and rubber ring technique. It did, however, not result in a totally painless castration. When castration is performed at the age of 3 to 4 weeks, the rubber ring but not the Burdizzo method showed evidence of chronic pain lasting for several weeks.

Effect of local anaesthesia on short- and long-term pain induced by two bloodless castration methods in calves

Behavioural and cortisol responses of calves were used as indicators of pain to assess short- and long-term effects of bloodless castration methods with and without local anaesthesia. Seventy calves, aged 21-28 days, were control handled (20) or castrated using the Burdizzo (25) or rubber ring technique (25). Either 10 mL lidocaine or NaCl were distributed in both spermatic cords and the scrotal neck. The plasma cortisol response was recorded for 72 h, and behavioural and clinical traits monitored over a three month period. Local anaesthesia reduced the level of indicators of acute pain after both the Burdizzo and rubber ring techniques. It did not, however, result in a totally painless castration. As there was evidence of chronic pain lasting for several weeks after rubber ring castration, the Burdizzo method is judged to be preferable to the rubber ring technique.