Discrete Time Bisexual Branching Processes in Varying Environments

2000 Mathematics Subject Classification: 60J80

Time to Extinction in Branching Processes and its Application in Epidemiology

2010 Mathematics Subject Classification: Primary 60J80; Secondary 92D30.

Hyaluronidase Behavior at the Air/Liquid and Air/Lipid Interfaces and Improved Enzymatic Activity by Its Immobilization in a Biomembrane Model

Bovine testicular hyalurphidase (BT-HAase), a tetrameric enzyme responsible for randomly hyaluronic acid, catalytic hydrolysis, was successfully immobilized on Langmuir- Blodgett films prepared with the sodium salt of dihexadacylphosphoric acid, (DHP-Zn(II)) ending with dipalmitoylphosphatidylcholine, DPPC. Data of protein, adsorption at the air-liquid interface by means of pendant drop shipe analysis and interaction of the protein with Langmuir monolayers of DPPC, using a Langmuir trough, have provided information. about the conditions to be used in the protein immobilization. The dynamic surface pressure curves obtained from pendant drop experiments for the enzyme in buffer solutions indicate that, within the range of concentration investigated in this study, the enzyme exhibits the largest induction time at 5 mu g L(-1) attributed to diffusion processes. Nevertheless, it seems that, at this concentration, the most probable conformation should be the one which occupies the smallest area at pi -> 0. The surface pressure (pi) area curves obtained for BT-HAase and mixed DPPC- BT-HAase monolayers reveal the presence of the enzyme at the air-lipid interface up to 45 mN m(-1). Tests of enzymatic activity, using hyaluronic acid, HA, as the substrate, showed an increase of activity compared to the homogeneous medium. A simplified model of protein insertion into the lipid matrix is used to explain the obtained results.

Taking "Galton's problem" Seriously : Towards a Theory of Policy Diffusion

This article builds on the recent policy diffusion literature and attempts to overcome one of its major problems, namely the lack of a coherent theoretical framework. The literature defines policy diffusion as a process where policy choices are interdependent, and identifies several diffusion mechanisms that specify the link between the policy choices of the various actors. As these mechanisms are grounded in different theories, theoretical accounts of diffusion currently have little internal coherence. In this article we put forward an expected-utility model of policy change that is able to subsume all the diffusion mechanisms. We argue that the expected utility of a policy depends on both its effectiveness and the payoffs it yields, and we show that the various diffusion mechanisms operate by altering these two parameters. Each mechanism affects one of the two parameters, and does so in distinct ways. To account for aggregate patterns of diffusion, we embed our model in a simple threshold model of diffusion. Given the high complexity of the process that results, strong analytical conclusions on aggregate patterns cannot be drawn without more extensive analysis which is beyond the scope of this article. However, preliminary considerations indicate that a wide range of diffusion processes may exist and that convergence is only one possible outcome.

Description of diffusive and propagative behavior on fractals

The known properties of diffusion on fractals are reviewed in order to give a general outlook of these dynamic processes. After that, we propose a description developed in the context of the intrinsic metric of fractals, which leads us to a differential equation able to describe diffusion in real fractals in the asymptotic regime. We show that our approach has a stronger physical justification than previous works on this field. The most important result we present is the introduction of a dependence on time and space for the conductivity in fractals, which is deduced by scaling arguments and supported by computer simulations. Finally, the diffusion equation is used to introduce the possibility of reaction-diffusion processes on fractals and analyze their properties. Specifically, an analytic expression for the speed of the corresponding travelling fronts, which can be of great interest for application purposes, is derived

Aggregations and Marginalization of GARCH and Stochastic Volatility Models

The GARCH and Stochastic Volatility paradigms are often brought into conflict as two competitive views of the appropriate conditional variance concept : conditional variance given past values of the same series or conditional variance given a larger past information (including possibly unobservable state variables). The main thesis of this paper is that, since in general the econometrician has no idea about something like a structural level of disaggregation, a well-written volatility model should be specified in such a way that one is always allowed to reduce the information set without invalidating the model. To this respect, the debate between observable past information (in the GARCH spirit) versus unobservable conditioning information (in the state-space spirit) is irrelevant. In this paper, we stress a square-root autoregressive stochastic volatility (SR-SARV) model which remains true to the GARCH paradigm of ARMA dynamics for squared innovations but weakens the GARCH structure in order to obtain required robustness properties with respect to various kinds of aggregation. It is shown that the lack of robustness of the usual GARCH setting is due to two very restrictive assumptions : perfect linear correlation between squared innovations and conditional variance on the one hand and linear relationship between the conditional variance of the future conditional variance and the squared conditional variance on the other hand. By relaxing these assumptions, thanks to a state-space setting, we obtain aggregation results without renouncing to the conditional variance concept (and related leverage effects), as it is the case for the recently suggested weak GARCH model which gets aggregation results by replacing conditional expectations by linear projections on symmetric past innovations. Moreover, unlike the weak GARCH literature, we are able to define multivariate models, including higher order dynamics and risk premiums (in the spirit of GARCH (p,p) and GARCH in mean) and to derive conditional moment restrictions well suited for statistical inference. Finally, we are able to characterize the exact relationships between our SR-SARV models (including higher order dynamics, leverage effect and in-mean effect), usual GARCH models and continuous time stochastic volatility models, so that previous results about aggregation of weak GARCH and continuous time GARCH modeling can be recovered in our framework.

Le mythe de la chanson québécoise : une étude sur les liens entre la tradition orale et le mouvement chansonnier des années soixante

Il est à noter que le texte de La Manikoutai a été reproduit dans ce mémoire (voir l’annexe 4, p. xv-xvii), avec l’aimable autorisation de Francyne Furtado des Nouvelles Éditions de l’Arc.

Problèmes de premier passage et de commande optimale pour des chaînes de Markov à temps discret.

Nous considérons des processus de diffusion, définis par des équations différentielles stochastiques, et puis nous nous intéressons à des problèmes de premier passage pour les chaînes de Markov en temps discret correspon- dant à ces processus de diffusion. Comme il est connu dans la littérature, ces chaînes convergent en loi vers la solution des équations différentielles stochas- tiques considérées. Notre contribution consiste à trouver des formules expli- cites pour la probabilité de premier passage et la durée de la partie pour ces chaînes de Markov à temps discret. Nous montrons aussi que les résultats ob- tenus convergent selon la métrique euclidienne (i.e topologie euclidienne) vers les quantités correspondantes pour les processus de diffusion. En dernier lieu, nous étudions un problème de commande optimale pour des chaînes de Markov en temps discret. L’objectif est de trouver la valeur qui mi- nimise l’espérance mathématique d’une certaine fonction de coût. Contraire- ment au cas continu, il n’existe pas de formule explicite pour cette valeur op- timale dans le cas discret. Ainsi, nous avons étudié dans cette thèse quelques cas particuliers pour lesquels nous avons trouvé cette valeur optimale.

On the design of customized risk measures in insurance, the problem of capital allocation and the theory of fluctuations for Lévy processes

Dans cette thèse, nous étudions quelques problèmes fondamentaux en mathématiques financières et actuarielles, ainsi que leurs applications. Cette thèse est constituée de trois contributions portant principalement sur la théorie de la mesure de risques, le problème de l’allocation du capital et la théorie des fluctuations. Dans le chapitre 2, nous construisons de nouvelles mesures de risque cohérentes et étudions l’allocation de capital dans le cadre de la théorie des risques collectifs. Pour ce faire, nous introduisons la famille des "mesures de risque entropique cumulatifs" (Cumulative Entropic Risk Measures). Le chapitre 3 étudie le problème du portefeuille optimal pour le Entropic Value at Risk dans le cas où les rendements sont modélisés par un processus de diffusion à sauts (Jump-Diffusion). Dans le chapitre 4, nous généralisons la notion de "statistiques naturelles de risque" (natural risk statistics) au cadre multivarié. Cette extension non-triviale produit des mesures de risque multivariées construites à partir des données financiéres et de données d’assurance. Le chapitre 5 introduit les concepts de "drawdown" et de la "vitesse d’épuisement" (speed of depletion) dans la théorie de la ruine. Nous étudions ces concepts pour des modeles de risque décrits par une famille de processus de Lévy spectrallement négatifs.

Ecuaciones diferenciales estocásticas con condición final y soluciones de viscosidad de EDPS semilineales de segundo orden

El objetivo de este documento es recopilar algunos resultados clasicos sobre existencia y unicidad ´ de soluciones de ecuaciones diferenciales estocasticas (EDEs) con condici ´ on final (en ingl ´ es´ Backward stochastic differential equations) con particular enfasis en el caso de coeficientes mon ´ otonos, y su cone- ´ xion con soluciones de viscosidad de sistemas de ecuaciones diferenciales parciales (EDPs) parab ´ olicas ´ y el´ıpticas semilineales de segundo orden.

Controlled release system for ametryn using polymer microspheres: Preparation, characterization and release kinetics in water

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Estudo dos métodos de solução da equação de Fokker-Planck linear e não linear

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Espectroscopia de impedância eletroquímica da biodissolução da calcopirita na presença de íons ferrosos

Pós-graduação em Química - IQ

Rich media content adaptation in e-learning systems

The wide use of e-technologies represents a great opportunity for underserved segments of the population, especially with the aim of reintegrating excluded individuals back into society through education. This is particularly true for people with different types of disabilities who may have difficulties while attending traditional on-site learning programs that are typically based on printed learning resources. The creation and provision of accessible e-learning contents may therefore become a key factor in enabling people with different access needs to enjoy quality learning experiences and services. Another e-learning challenge is represented by m-learning (which stands for mobile learning), which is emerging as a consequence of mobile terminals diffusion and provides the opportunity to browse didactical materials everywhere, outside places that are traditionally devoted to education. Both such situations share the need to access materials in limited conditions and collide with the growing use of rich media in didactical contents, which are designed to be enjoyed without any restriction. Nowadays, Web-based teaching makes great use of multimedia technologies, ranging from Flash animations to prerecorded video-lectures. Rich media in e-learning can offer significant potential in enhancing the learning environment, through helping to increase access to education, enhance the learning experience and support multiple learning styles. Moreover, they can often be used to improve the structure of Web-based courses. These highly variegated and structured contents may significantly improve the quality and the effectiveness of educational activities for learners. For example, rich media contents allow us to describe complex concepts and process flows. Audio and video elements may be utilized to add a “human touch” to distance-learning courses. Finally, real lectures may be recorded and distributed to integrate or enrich on line materials. A confirmation of the advantages of these approaches can be seen in the exponential growth of video-lecture availability on the net, due to the ease of recording and delivering activities which take place in a traditional classroom. Furthermore, the wide use of assistive technologies for learners with disabilities injects new life into e-learning systems. E-learning allows distance and flexible educational activities, thus helping disabled learners to access resources which would otherwise present significant barriers for them. For instance, students with visual impairments have difficulties in reading traditional visual materials, deaf learners have trouble in following traditional (spoken) lectures, people with motion disabilities have problems in attending on-site programs. As already mentioned, the use of wireless technologies and pervasive computing may really enhance the educational learner experience by offering mobile e-learning services that can be accessed by handheld devices. This new paradigm of educational content distribution maximizes the benefits for learners since it enables users to overcome constraints imposed by the surrounding environment. While certainly helpful for users without disabilities, we believe that the use of newmobile technologies may also become a fundamental tool for impaired learners, since it frees them from sitting in front of a PC. In this way, educational activities can be enjoyed by all the users, without hindrance, thus increasing the social inclusion of non-typical learners. While the provision of fully accessible and portable video-lectures may be extremely useful for students, it is widely recognized that structuring and managing rich media contents for mobile learning services are complex and expensive tasks. Indeed, major difficulties originate from the basic need to provide a textual equivalent for each media resource composing a rich media Learning Object (LO). Moreover, tests need to be carried out to establish whether a given LO is fully accessible to all kinds of learners. Unfortunately, both these tasks are truly time-consuming processes, depending on the type of contents the teacher is writing and on the authoring tool he/she is using. Due to these difficulties, online LOs are often distributed as partially accessible or totally inaccessible content. Bearing this in mind, this thesis aims to discuss the key issues of a system we have developed to deliver accessible, customized or nomadic learning experiences to learners with different access needs and skills. To reduce the risk of excluding users with particular access capabilities, our system exploits Learning Objects (LOs) which are dynamically adapted and transcoded based on the specific needs of non-typical users and on the barriers that they can encounter in the environment. The basic idea is to dynamically adapt contents, by selecting them from a set of media resources packaged in SCORM-compliant LOs and stored in a self-adapting format. The system schedules and orchestrates a set of transcoding processes based on specific learner needs, so as to produce a customized LO that can be fully enjoyed by any (impaired or mobile) student.

Bioremediation of PAHs - Limitations and soultions

Introduction 1.1 Occurrence of polycyclic aromatic hydrocarbons (PAH) in the environment Worldwide industrial and agricultural developments have released a large number of natural and synthetic hazardous compounds into the environment due to careless waste disposal, illegal waste dumping and accidental spills. As a result, there are numerous sites in the world that require cleanup of soils and groundwater. Polycyclic aromatic hydrocarbons (PAHs) are one of the major groups of these contaminants (Da Silva et al., 2003). PAHs constitute a diverse class of organic compounds consisting of two or more aromatic rings with various structural configurations (Prabhu and Phale, 2003). Being a derivative of benzene, PAHs are thermodynamically stable. In addition, these chemicals tend to adhere to particle surfaces, such as soils, because of their low water solubility and strong hydrophobicity, and this results in greater persistence under natural conditions. This persistence coupled with their potential carcinogenicity makes PAHs problematic environmental contaminants (Cerniglia, 1992; Sutherland, 1992). PAHs are widely found in high concentrations at many industrial sites, particularly those associated with petroleum, gas production and wood preserving industries (Wilson and Jones, 1993). 1.2 Remediation technologies Conventional techniques used for the remediation of soil polluted with organic contaminants include excavation of the contaminated soil and disposal to a landfill or capping - containment - of the contaminated areas of a site. These methods have some drawbacks. The first method simply moves the contamination elsewhere and may create significant risks in the excavation, handling and transport of hazardous material. Additionally, it is very difficult and increasingly expensive to find new landfill sites for the final disposal of the material. The cap and containment method is only an interim solution since the contamination remains on site, requiring monitoring and maintenance of the isolation barriers long into the future, with all the associated costs and potential liability. A better approach than these traditional methods is to completely destroy the pollutants, if possible, or transform them into harmless substances. Some technologies that have been used are high-temperature incineration and various types of chemical decomposition (for example, base-catalyzed dechlorination, UV oxidation). However, these methods have significant disadvantages, principally their technological complexity, high cost , and the lack of public acceptance. Bioremediation, on the contrast, is a promising option for the complete removal and destruction of contaminants. 1.3 Bioremediation of PAH contaminated soil & groundwater Bioremediation is the use of living organisms, primarily microorganisms, to degrade or detoxify hazardous wastes into harmless substances such as carbon dioxide, water and cell biomass Most PAHs are biodegradable unter natural conditions (Da Silva et al., 2003; Meysami and Baheri, 2003) and bioremediation for cleanup of PAH wastes has been extensively studied at both laboratory and commercial levels- It has been implemented at a number of contaminated sites, including the cleanup of the Exxon Valdez oil spill in Prince William Sound, Alaska in 1989, the Mega Borg spill off the Texas coast in 1990 and the Burgan Oil Field, Kuwait in 1994 (Purwaningsih, 2002). Different strategies for PAH bioremediation, such as in situ , ex situ or on site bioremediation were developed in recent years. In situ bioremediation is a technique that is applied to soil and groundwater at the site without removing the contaminated soil or groundwater, based on the provision of optimum conditions for microbiological contaminant breakdown.. Ex situ bioremediation of PAHs, on the other hand, is a technique applied to soil and groundwater which has been removed from the site via excavation (soil) or pumping (water). Hazardous contaminants are converted in controlled bioreactors into harmless compounds in an efficient manner. 1.4 Bioavailability of PAH in the subsurface Frequently, PAH contamination in the environment is occurs as contaminants that are sorbed onto soilparticles rather than in phase (NAPL, non aqueous phase liquids). It is known that the biodegradation rate of most PAHs sorbed onto soil is far lower than rates measured in solution cultures of microorganisms with pure solid pollutants (Alexander and Scow, 1989; Hamaker, 1972). It is generally believed that only that fraction of PAHs dissolved in the solution can be metabolized by microorganisms in soil. The amount of contaminant that can be readily taken up and degraded by microorganisms is defined as bioavailability (Bosma et al., 1997; Maier, 2000). Two phenomena have been suggested to cause the low bioavailability of PAHs in soil (Danielsson, 2000). The first one is strong adsorption of the contaminants to the soil constituents which then leads to very slow release rates of contaminants to the aqueous phase. Sorption is often well correlated with soil organic matter content (Means, 1980) and significantly reduces biodegradation (Manilal and Alexander, 1991). The second phenomenon is slow mass transfer of pollutants, such as pore diffusion in the soil aggregates or diffusion in the organic matter in the soil. The complex set of these physical, chemical and biological processes is schematically illustrated in Figure 1. As shown in Figure 1, biodegradation processes are taking place in the soil solution while diffusion processes occur in the narrow pores in and between soil aggregates (Danielsson, 2000). Seemingly contradictory studies can be found in the literature that indicate the rate and final extent of metabolism may be either lower or higher for sorbed PAHs by soil than those for pure PAHs (Van Loosdrecht et al., 1990). These contrasting results demonstrate that the bioavailability of organic contaminants sorbed onto soil is far from being well understood. Besides bioavailability, there are several other factors influencing the rate and extent of biodegradation of PAHs in soil including microbial population characteristics, physical and chemical properties of PAHs and environmental factors (temperature, moisture, pH, degree of contamination). Figure 1: Schematic diagram showing possible rate-limiting processes during bioremediation of hydrophobic organic contaminants in a contaminated soil-water system (not to scale) (Danielsson, 2000). 1.5 Increasing the bioavailability of PAH in soil Attempts to improve the biodegradation of PAHs in soil by increasing their bioavailability include the use of surfactants , solvents or solubility enhancers.. However, introduction of synthetic surfactant may result in the addition of one more pollutant. (Wang and Brusseau, 1993).A study conducted by Mulder et al. showed that the introduction of hydropropyl-ß-cyclodextrin (HPCD), a well-known PAH solubility enhancer, significantly increased the solubilization of PAHs although it did not improve the biodegradation rate of PAHs (Mulder et al., 1998), indicating that further research is required in order to develop a feasible and efficient remediation method. Enhancing the extent of PAHs mass transfer from the soil phase to the liquid might prove an efficient and environmentally low-risk alternative way of addressing the problem of slow PAH biodegradation in soil.