Connections between signal processing and complex analysis

We describe one of the research lines of the Grup de Teoria de Funcions de la UAB UB, which deals with sampling and interpolation problems in signal analysis and their connections with complex function theory.

Option valuation as an expectation in the complex domain: The Black-Scholes case

It is very well known that the first succesful valuation of a stock option was done by solving a deterministic partial differential equation (PDE) of the parabolic type with some complementary conditions specific for the option. In this approach, the randomness in the option value process is eliminated through a no-arbitrage argument. An alternative approach is to construct a replicating portfolio for the option. From this viewpoint the payoff function for the option is a random process which, under a new probabilistic measure, turns out to be of a special type, a martingale. Accordingly, the value of the replicating portfolio (equivalently, of the option) is calculated as an expectation, with respect to this new measure, of the discounted value of the payoff function. Since the expectation is, by definition, an integral, its calculation can be made simpler by resorting to powerful methods already available in the theory of analytic functions. In this paper we use precisely two of those techniques to find the well-known value of a European call

Geochemical and H-O-Sr-Nd isotope evidence for magmatic processes and meteoric-water interactions in the basal complex of La Gomera, Canary Islands

The plutonic rocks of the Basal Complex of La Gomera, Canary Islands, Spain, were studied by means of major and trace element contents and by H-O-Sr-Nd isotope compositions in order to distinguish primary magmatic characteristics and late-stage alteration products. Deciphering the effects of alteration allowed us to determine primary, plume-related compositions that indicated D- and (18)O-depletion relative to normal upper mantle, supporting the conclusions of earlier studies on the plutonic rocks of Fuerteventura and La Palma. Late-stage alteration took place during the formation of the intrusive series induced by interaction with meteoric water. Inferred isotopic compositions of the meteoric water indicate that the water infiltrated into the rock edifice at a height of about 1500 m above sea level, suggesting the existence of a subaerial volcano which was active during the intrusive activity and that it has been either distroyed or remain buried by later volcanic and landslide events.

Role of major histocompatibility complex class II expression by non-hematopoietic cells in autoimmune and inflammatory disorders: facts and fiction.

It is well established that interactions between CD4(+) T cells and major histocompatibility complex class II (MHCII) positive antigen-presenting cells (APCs) of hematopoietic origin play key roles in both the maintenance of tolerance and the initiation and development of autoimmune and inflammatory disorders. In sharp contrast, despite nearly three decades of intensive research, the functional relevance of MHCII expression by non-hematopoietic tissue-resident cells has remained obscure. The widespread assumption that MHCII expression by non-hematopoietic APCs has an impact on autoimmune and inflammatory diseases has in most instances neither been confirmed nor excluded by indisputable in vivo data. Here we review and put into perspective conflicting in vitro and in vivo results on the putative impact of MHCII expression by non-hematopoietic APCs-in both target organs and secondary lymphoid tissues-on the initiation and development of representative autoimmune and inflammatory disorders. Emphasis will be placed on the lacunar status of our knowledge in this field. We also discuss new mouse models-developed on the basis of our understanding of the molecular mechanisms that regulate MHCII expression-that constitute valuable tools for filling the severe gaps in our knowledge on the functions of non-hematopoietic APCs in inflammatory conditions.

Special investigation of the University of Northern Iowa Events Complex Concessions for the period October 1, 2006 through March 31, 2012

Special investigation of the University of Northern Iowa Events Complex Concessions for the period October 1, 2006 through March 31, 2012

Munc18-1 mutations that strongly impair SNARE-complex binding support normal synaptic transmission.

Synaptic transmission depends critically on the Sec1p/Munc18 protein Munc18-1, but it is unclear whether Munc18-1 primarily operates as a integral part of the fusion machinery or has a more upstream role in fusion complex assembly. Here, we show that point mutations in Munc18-1 that interfere with binding to the free Syntaxin1a N-terminus and strongly impair binding to assembled SNARE complexes all support normal docking, priming and fusion of synaptic vesicles, and normal synaptic plasticity in munc18-1 null mutant neurons. These data support a prevailing role of Munc18-1 before/during SNARE-complex assembly, while its continued association to assembled SNARE complexes is dispensable for synaptic transmission.

Induction of CTL in vivo by major histocompatibility complex class I-peptide complexes covalently associated on the cell surface.

The identification of endogenously produced antigenic peptides presented by MHC class I molecules has opened the way to peptide-based strategies for CTL induction in vivo. Here we demonstrate that the induction in vivo of CTL directed against naturally processed antigens can be triggered by injection of syngeneic cells expressing covalent major histocompatibility complex class I-peptide complexes. In the model system used, the induction of HLA-Cw3 specific cytotoxic T lymphocytes (CTL) in mice by cell surface-associated, covalent H-2Kd (Kd)-Cw3 peptide complexes was investigated. The Kd-restricted Cw3 peptide 170-179 (RYLKNGKETL), which mimics the major natural epitope recognized by Cw3-specific CTL in H-2d mice, was converted to a photoreactive derivative by replacing Arg-170 with N-beta-(4-azidosalicyloyl)-L-2,3-diaminopropionic acid. This peptide derivative was equivalent to the parental Cw3 peptide in terms of binding to Kd molecules and recognition by Cw3-specific CTL clones and could be cross-linked efficiently and selectively to Kd molecules on the surface of Con A-stimulated spleen cells from H-2d mice. Photocross-linking prevented the rapid dissociation of Kd-peptide derivative complexes that takes place under physiological conditions. Cultures of spleen cells or peritoneal exudate cells from mice inoculated i.p. with peptide-pulsed and photocross-linked cells developed a strong CTL response following antigenic stimulation in vitro. The cultured cells efficiently lysed not only target cells sensitized with the Cw3 170-179 peptide but also target cells transfected with the Cw3 gene. Moreover, their TCR preferentially expressed V beta 10 and J alpha pHDS58 segments as well as conserved junctional sequences, as has been observed previously in Cw3-specific CTL responses. In contrast, no Cw3-specific CTL response could be obtained in cultures derived from mice injected with Con A-stimulated spleen cells pulsed with the peptide derivative without photocross-linking.

Regions of mouse mammary tumor virus superantigen involved in interaction with the major histocompatibility complex class II I-A molecule.

To study the major histocompatibility complex class II I-E dependence of mouse mammary tumor virus (MMTV) superantigens, we constructed hybrids between the I-E-dependent MMTV(GR) and the I-E-independent mtv-7 superantigens and tested them in vivo. Our results suggest that, although the C-terminal third mediates I-A interaction, additional binding sites are located elsewhere in the superantigen.

Metal concentrations in soils around the copper smelter and surrounding industrial complex of Port Kembla, NSW, Australia

Anthropogenic emissions of metals from sources such as smelters are an international problem, but there is limited published information on emissions from Australian smelters. The objective of this study was to investigate the regional distribution of heavy metals in soils in the vicinity of the industrial complex of Port Kembla, NSW, Australia, which comprises a copper smelter, steelworks and associated industries. Soil samples (n=25) were collected at the depths of 0-5 and 5-20 cm, air dried and sieved to < 2 mm. Aqua regia extractable amounts of As, Cr, Cu, Ph and Zn were analysed by inductively coupled plasma mass spectrometry (lCP-MS) and inductively coupled plasma atomic emission spectrometry (ICP-AES). Outliers were identified from background levels by statistical methods. Mean background levels at a depth of 0-5 cm were estimated at 3.2 mg/kg As, 12 mg/kg Cr, 49 mg/kg Cu, 20 mg/kg Ph and 42 mg/kg Zn. Outliers for elevated As and Cu values were mainly present within 4 km from the Port Kembla industrial complex, but high Ph at two sites and high Zn concentrations were found at six sites up to 23 km from Port Kembla. Chromium concentrations were not anomalous close to the industrial complex. There was no significant difference of metal concentrations at depths of 0-5 and 5-20 cm, except for Ph and Zn. Copper and As concentrations in the soils are probably related to the concentrations in the parent rock. From this investigation, the extent of the contamination emanating from the Port Kembla industrial complex is limited to 1-13 km, but most likely <4 km, depending on the element; the contamination at the greater distance may not originate from the industrial complex. (C) 2003 Elsevier B.V. All rights reserved.

The Gronnedal-Ika carbonatite-syenite complex, South Greenland: Carbonatite formation by liquid immiscibility

The Gronnedal-Ika complex is dominated by layered nepheline syenites which were intruded by a xenolithic syenite and a central plug of calcite to calcite-siderite carbonatite. Aegirine-augite, alkali feldspar and nepheline are the major mineral phases in the syenites, along with rare calcite. Temperatures of 680-910degreesC and silica activities of 0.28-0.43 were determined for the crystallization of the syenites on the basis of mineral equilibria. Oxygen fugacities, estimated using titanomagnetite compositions, were between 2 and 5 log units above the fayalite-magnetite-quartz buffer during the magmatic stage. Chondrite-normalized REE patterns of magmatic calcite in both carbonatites and syenites are characterized by REE enrichment (La-CN-Yb-CN = 10-70). Calcite from the carbonatites has higher Ba (similar to5490 ppm) and lower HREE concentrations than calcite from the syenites (54-106 ppm Ba). This is consistent with the behavior of these elements during separation of immiscible silicate-carbonate liquid pairs. epsilon(Nd)(T = 1.30 Ga) values of clinopyroxenes from the syenites vary between +1.8 and +2.8, and epsilon(Nd)(T) values of whole-rock carbonatites range from +2.4 to +2.8. Calcite from the carbonatites has delta(18)O values of 7.8 to 8.6parts per thousand and delta(13)C values of -3.9 to -4.6parts per thousand. delta(18)O values of clinopyroxene separates from the nepheline syenites range between 4.2 and 4.9parts per thousand. The average oxygen isotopic composition of the nepheline syenitic melt was calculated based on known rock-water and mineral-water isotope fractionation to be 5.7 +/- 0.4parts per thousand. Nd and C-O isotope compositions are typical for mantle-derived rocks and do not indicate significant crustal assimilation for either syenite or carbonatite magmas. The difference in delta(18)O between calculated syenitic melts and carbonatites, and the overlap in epsilon(Nd) values between carbonatites and syenites, are consistent with derivation of the carbonatites from the syenites via liquid immiscibility.

Using spatially distributed parameters and multi-response objective functions to solve parameterization of complex applications of semi-distributed hydrological models

Application of semi-distributed hydrological models to large, heterogeneous watersheds deals with several problems. On one hand, the spatial and temporal variability in catchment features should be adequately represented in the model parameterization, while maintaining the model complexity in an acceptable level to take advantage of state-of-the-art calibration techniques. On the other hand, model complexity enhances uncertainty in adjusted model parameter values, therefore increasing uncertainty in the water routing across the watershed. This is critical for water quality applications, where not only streamflow, but also a reliable estimation of the surface versus subsurface contributions to the runoff is needed. In this study, we show how a regularized inversion procedure combined with a multiobjective function calibration strategy successfully solves the parameterization of a complex application of a water quality-oriented hydrological model. The final value of several optimized parameters showed significant and consistentdifferences across geological and landscape features. Although the number of optimized parameters was significantly increased by the spatial and temporal discretization of adjustable parameters, the uncertainty in water routing results remained at reasonable values. In addition, a stepwise numerical analysis showed that the effects on calibration performance due to inclusion of different data types in the objective function could be inextricably linked. Thus caution should be taken when adding or removing data from an aggregated objective function.

Validation of two echocardiographic indexes to improve the diagnosis of complex coarctations.

OBJECTIVES: Coarctation of the aorta is one of the most common congenital heart defects. Its diagnosis may be difficult in the presence of a patent ductus arteriosus, of other complex defects or of a poor echocardiographic window. We sought to demonstrate that the carotid-subclavian artery index (CSA index) and the isthmus-descending aorta ratio (I/D ratio), two recently described echocardiographic indexes, are effective in detection of isolated and complex aortic coarctations in children younger and older than 3 months of age. The CSA index is the ratio of the distal aortic arch diameter to the distance between the left carotid artery and the left subclavian artery. It is highly suggestive of a coarctation when it is <1.5. The I/D ratio defined as the diameter of the isthmus to the diameter of the descending aorta, suggests an aortic coarctation when it is less than 0.64. METHODS: This is a retrospective cohort study in a tertiary care children's hospital. Review of all echocardiograms in children aged 0-18 years with a diagnosis of coarctation seen at the author's institution between 1996 and 2006. An age- and sex-matched control group without coarctation was constituted. Offline echocardiographic measurements of the aortic arch were performed in order to calculate the CSA index and I/D ratio. RESULTS: Sixty-eight patients were included in the coarctation group, 24 in the control group. Patients with coarctation had a significantly lower CSA index (0.84+/-0.39 vs 2.65+/-0.82, p<0.0001) and I/D ratio (0.58+/-0.18 vs 0.98+/-0.19, p<0.0001) than patients in the control group. Associated cardiac defects and age of the child did not significantly alter the CSA index or the I/D ratio. CONCLUSIONS: A CSA index less than 1.5 is highly suggestive of coarctation independent of age and of the presence of other cardiac defects. I/D ratio alone is less specific than CSA alone at any age and for any associated cardiac lesion. The association of both indexes improves sensitivity and permits diagnosis of coarctation in all patients based solely on a bedside echocardiographic measurement.