Non-Markovian stochastic processes and their applications: from anomalous diffusion to time series analysis

This work provides a forward step in the study and comprehension of the relationships between stochastic processes and a certain class of integral-partial differential equation, which can be used in order to model anomalous diffusion and transport in statistical physics. In the first part, we brought the reader through the fundamental notions of probability and stochastic processes, stochastic integration and stochastic differential equations as well. In particular, within the study of H-sssi processes, we focused on fractional Brownian motion (fBm) and its discrete-time increment process, the fractional Gaussian noise (fGn), which provide examples of non-Markovian Gaussian processes. The fGn, together with stationary FARIMA processes, is widely used in the modeling and estimation of long-memory, or long-range dependence (LRD). Time series manifesting long-range dependence, are often observed in nature especially in physics, meteorology, climatology, but also in hydrology, geophysics, economy and many others. We deepely studied LRD, giving many real data examples, providing statistical analysis and introducing parametric methods of estimation. Then, we introduced the theory of fractional integrals and derivatives, which indeed turns out to be very appropriate for studying and modeling systems with long-memory properties. After having introduced the basics concepts, we provided many examples and applications. For instance, we investigated the relaxation equation with distributed order time-fractional derivatives, which describes models characterized by a strong memory component and can be used to model relaxation in complex systems, which deviates from the classical exponential Debye pattern. Then, we focused in the study of generalizations of the standard diffusion equation, by passing through the preliminary study of the fractional forward drift equation. Such generalizations have been obtained by using fractional integrals and derivatives of distributed orders. In order to find a connection between the anomalous diffusion described by these equations and the long-range dependence, we introduced and studied the generalized grey Brownian motion (ggBm), which is actually a parametric class of H-sssi processes, which have indeed marginal probability density function evolving in time according to a partial integro-differential equation of fractional type. The ggBm is of course Non-Markovian. All around the work, we have remarked many times that, starting from a master equation of a probability density function f(x,t), it is always possible to define an equivalence class of stochastic processes with the same marginal density function f(x,t). All these processes provide suitable stochastic models for the starting equation. Studying the ggBm, we just focused on a subclass made up of processes with stationary increments. The ggBm has been defined canonically in the so called grey noise space. However, we have been able to provide a characterization notwithstanding the underline probability space. We also pointed out that that the generalized grey Brownian motion is a direct generalization of a Gaussian process and in particular it generalizes Brownain motion and fractional Brownain motion as well. Finally, we introduced and analyzed a more general class of diffusion type equations related to certain non-Markovian stochastic processes. We started from the forward drift equation, which have been made non-local in time by the introduction of a suitable chosen memory kernel K(t). The resulting non-Markovian equation has been interpreted in a natural way as the evolution equation of the marginal density function of a random time process l(t). We then consider the subordinated process Y(t)=X(l(t)) where X(t) is a Markovian diffusion. The corresponding time-evolution of the marginal density function of Y(t) is governed by a non-Markovian Fokker-Planck equation which involves the same memory kernel K(t). We developed several applications and derived the exact solutions. Moreover, we considered different stochastic models for the given equations, providing path simulations.

Beurteilung der Eignung der NPEMFE-Methode (Natural Pulsed Electromagnetic Field of Earth) mit dem "Cereskop" in Rutschungen und in Locker- und Festgesteinen mit Spannungsänderungen im Mittel- und Hochgebirge

Spannungsumlagerungen in Mineralen und Gesteinen induzieren in geologisch aktiven Bereichen mikromechanische und seismische Prozesse, wodurch eine schwache natürliche elektromagnetische Strahlung im Niederfrequenzbereich emittiert wird. Die elektromagnetischen Emissionen von nichtleitenden Mineralen sind auf dielektrische Polarisation durch mehrere physikalische Effekte zurückzuführen. Eine gerichtete mechanische Spannung führt zu einer ebenso gerichteten elektromagnetischen Emission. Die Quellen der elektromagnetischen Emissionen sind bekannt, jedoch können sie noch nicht eindeutig den verschiedenen Prozessen in der Natur zugeordnet werden, weshalb im Folgenden von einem seismo-elektromagnetischen Phänomen (SEM) gesprochen wird. Mit der neuentwickelten NPEMFE-Methode (Natural Pulsed Electromagnetic Field of Earth) können die elektromagnetischen Impulse ohne Bodenkontakt registriert werden. Bereiche der Erdkruste mit Spannungsumlagerungen (z.B. tektonisch aktive Störungen, potenzielle Hangrutschungen, Erdfälle, Bergsenkungen, Firstschläge) können als Anomalie erkannt und abgegrenzt werden. Basierend auf dem heutigen Kenntnisstand dieser Prozesse wurden Hangrutschungen und Locker- und Festgesteine, in denen Spannungsumlagerungen stattfinden, mit einem neuentwickelten Messgerät, dem "Cereskop", im Mittelgebirgsraum (Rheinland-Pfalz, Deutschland) und im alpinen Raum (Vorarlberg, Österreich, und Fürstentum Liechtenstein) erkundet und die gewonnenen Messergebnisse mit klassischen Verfahren aus Ingenieurgeologie, Geotechnik und Geophysik in Bezug gesetzt. Unter Feldbedingungen zeigte sich großenteils eine gute Übereinstimmung zwischen den mit dem "Cereskop" erkundeten Anomalien und den mit den konventionellen Verfahren erkundeten Spannungszonen. Auf Grundlage der bisherigen Kenntnis und unter Einbeziehung von Mehrdeutigkeiten werden die Messergebnisse analysiert und kritisch beurteilt.

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.

Advanced modelling of time domain electromagnetic data with updated hydrogeological interpretations

Several countries have acquired, over the past decades, large amounts of area covering Airborne Electromagnetic data. Contribution of airborne geophysics has dramatically increased for both groundwater resource mapping and management proving how those systems are appropriate for large-scale and efficient groundwater surveying. We start with processing and inversion of two AEM dataset from two different systems collected over the Spiritwood Valley Aquifer area, Manitoba, Canada respectively, the AeroTEM III (commissioned by the Geological Survey of Canada in 2010) and the “Full waveform VTEM” dataset, collected and tested over the same survey area, during the fall 2011. We demonstrate that in the presence of multiple datasets, either AEM and ground data, due processing, inversion, post-processing, data integration and data calibration is the proper approach capable of providing reliable and consistent resistivity models. Our approach can be of interest to many end users, ranging from Geological Surveys, Universities to Private Companies, which are often proprietary of large geophysical databases to be interpreted for geological and\or hydrogeological purposes. In this study we deeply investigate the role of integration of several complimentary types of geophysical data collected over the same survey area. We show that data integration can improve inversions, reduce ambiguity and deliver high resolution results. We further attempt to use the final, most reliable output resistivity models as a solid basis for building a knowledge-driven 3D geological voxel-based model. A voxel approach allows a quantitative understanding of the hydrogeological setting of the area, and it can be further used to estimate the aquifers volumes (i.e. potential amount of groundwater resources) as well as hydrogeological flow model prediction. In addition, we investigated the impact of an AEM dataset towards hydrogeological mapping and 3D hydrogeological modeling, comparing it to having only a ground based TEM dataset and\or to having only boreholes data.

Dinamica di una faglia con due asperità in presenza di accoppiamento viscoelastico

Il lavoro di tesi si propone di analizzare l'evoluzione dinamica di una faglia caratterizzata da due asperità complanari contraddistinte da diverso attrito (modello asimmetrico) e da accoppiamento viscoelastico. Il modello reologico assunto per la crosta terrestre è di tipo Maxwelliano: lo sforzo trasferito da un'asperità all'altra in occasione degli scorrimenti delle asperità stesse subisce parziale rilassamento durante il periodo intersismico, con conseguente anticipo o ritardo degli eventi sismici successivi. Lo studio del sistema viene condotto tramite un modello di faglia discreto, in cui lo stato della faglia è determinato da tre variabili che rappresentano i deficit di scorrimento delle asperità e il loro accoppiamento viscoelastico. Scopo principale della tesi è quello di caratterizzare i differenti modi dinamici del sistema, determinando equazioni del moto e orbite nello spazio delle fasi e confrontando i risultati ottenuti con i modelli precedentemente sviluppati, con particolare riferimento al caso simmetrico (asperità caratterizzate dallo stesso attrito) studiato in [Amendola e Dragoni (2013)] e al caso di accoppiamento puramente elastico analizzato in [Dragoni e Santini (2012)]. Segue l'applicazione del modello all'evento sismico verificatosi in Alaska nel 1964, generato dallo scorrimento delle asperità di Kodiak Island e Prince William Sound: lo studio verte in particolare sulla valutazione dello stato di sforzo sulla faglia prima e dopo il terremoto, la determinazione della funzione sorgente (moment rate) a esso associata e la caratterizzazione della possibile evoluzione futura del sistema. Riferimenti bibliografici Amendola, A. & Dragoni, M., “Dynamics of a two-fault system with viscoelastic coupling”. Nonlinear Processes in Geophysics, 20, 1–10, 2013. Dragoni, M. & Santini, S., “Long-term dynamics of a fault with two asperities of different strengths”. Geophysical Journal International, 191, 1457–1467, 2012.

Methoden zur Analyse, Interpretation und Modellierung des elektrischen Widerstandes von archäologischen Steinstrukturen

In der Archäologie werden elektrische Widerstandsmessungen routinemäßig zur Prospektion von Fundstellen eingesetzt. Die Methode ist kostengünstig, leicht anwendbar und liefert in den meisten Fällen zuverlässige und leicht zu interpretierende Ergebnisse. Dennoch kann die Methode die archäologischen Strukturen in manchen Fällen nur teilweise oder gar nicht abbilden, wenn die bodenphysikalischen und bodenchemischen Eigenschaften des Bodens und der archäologischen Strukturen dies nicht zulassen. Der spezifische elektrische Widerstand wird durch Parameter wie Wassergehalt, Bodenstruktur, Bodenskelett, Bodentextur, Salinität und Bodentemperatur beeinflusst. Manche dieser Parameter, wie z.B. der Wassergehalt und die Bodentemperatur, unterliegen einer saisonalen Veränderung. Die vorliegende Arbeit untersucht den spezifischen elektrischen Widerstand von archäologischen Steinstrukturen und evaluiert die Möglichkeit, auf Grundlage von Geländemessungen und Laboranalysen archäologische Strukturen und Böden als numerische Modelle darzustellen. Dazu wurde eine Kombination von verschiedenen bodenkundlichen, geoarchäologischen und geophysikalischen Methoden verwendet. Um archäologische Strukturen und Bodenprofile als numerische Widerstandsmodelle darstellen zu können, werden Informationen zur Geometrie der Strukturen und ihren elektrischen Widerstandswerten benötigt. Dabei ist die Qualität der Hintergrundinformationen entscheidend für die Genauigkeit des Widerstandsmodells. Die Geometrie der Widerstandsmodelle basiert auf den Ergebnissen von Rammkernsondierungen und archäologische Ausgrabungen. Die an der Ausbildung des elektrischen Widerstands beteiligten Parameter wurden durch die Analyse von Bodenproben gemessen und ermöglichen durch Pedotransfer-Funktion, wie die Rhoades-Formel, die Abschätzung des spezifischen elektrischen Widerstandes des Feinbodens. Um den Einfluss des Bodenskeletts auf den spezifischen elektrischen Widerstand von Bodenprofilen und archäologischen Strukturen zu berechnen, kamen die Perkolationstheorie und die Effective Medium Theory zum Einsatz. Die Genauigkeit und eventuelle Limitierungen der Methoden wurden im Labor durch experimentelle Widerstandsmessungen an ungestörten Bodenproben und synthetischen Materialien überprüft. Die saisonale Veränderung des Wassergehalts im Boden wurde durch numerische Modelle mit der Software HYDRUS simuliert. Die hydraulischen Modelle wurden auf Grundlage der ermittelten bodenkundlichen und archäologischen Stratigraphie erstellt und verwenden die Daten von lokalen Wetterstationen als Eingangsparameter. Durch die Kombination der HYDRUS-Ergebnisse mit den Pedotransfer-Funktionen konnte der Einfluss dieser saisonalen Veränderung auf die Prospektionsergebnisse von elektrischen Widerstandsmethoden berechnet werden. Die Ergebnisse der Modellierungsprozesse wurden mit den Geländemessungen verglichen. Die beste Übereinstimmung zwischen Modellergebnissen und den Prospektionsergebnissen konnte für die Fallstudie bei Katzenbach festgestellt werden. Bei dieser wurden die Modelle auf Grundlage von archäologischen Grabungsergebnissen und detaillierten bodenkundlichen Analysen erstellt. Weitere Fallstudien zeigen, dass elektrische Widerstandsmodelle eingesetzt werden können, um den Einfluss von ungünstigen Prospektionsbedingungen auf die Ergebnisse der elektrischen Widerstandsmessungen abzuschätzen. Diese Informationen unterstützen die Planung und Anwendung der Methoden im Gelände und ermöglichen eine effektivere Interpretation der Prospektionsergebnisse. Die präsentierten Modellierungsansätze benötigen eine weitere Verifizierung durch den Vergleich der Modellierungsergebnisse mit detailliertem geophysikalischem Gelände-Monitoring von archäologischen Fundstellen. Zusätzlich könnten elektrische Widerstandsmessungen an künstlichen Mauerstrukturen unter kontrollierten Bedingungen zur Überprüfung der Modellierungsprozesse genutzt werden.

ABCA4 and ROM1: Implications for modification of the PRPH2-associated macular dystrophy phenotype

To identify the causative mutation leading to autosomal dominant macular dystrophy, cone dystrophy, and cone-rod dystrophy in a five-generation family and to explain the high intrafamilial phenotypic variation by identifying possible modifier genes.

Toward cell therapy using placenta-derived cells: disease mechanisms, cell biology, preclinical studies, and regulatory aspects at the round table

Among the many cell types that may prove useful to regenerative medicine, mounting evidence suggests that human term placenta-derived cells will join the list of significant contributors. In making new cell therapy-based strategies a clinical reality, it is fundamental that no a priori claims are made regarding which cell source is preferable for a particular therapeutic application. Rather, ongoing comparisons of the potentiality and characteristics of cells from different sources should be made to promote constant improvement in cell therapies, and such comparisons will likely show that individually tailored cells can address disease-specific clinical needs. The principle underlying such an approach is resistance to the notion that comprehensive characterization of any cell type has been achieved, neither in terms of phenotype nor risks-to-benefits ratio. Tailoring cell therapy approaches to specific conditions also requires an understanding of basic disease mechanisms and close collaboration between translational researchers and clinicians, to identify current needs and shortcomings in existing treatments. To this end, the international workshop entitled "Placenta-derived stem cells for treatment of inflammatory diseases: moving toward clinical application" was held in Brescia, Italy, in March 2009, and aimed to harness an understanding of basic inflammatory mechanisms inherent in human diseases with updated findings regarding biological and therapeutic properties of human placenta-derived cells, with particular emphasis on their potential for treating inflammatory diseases. Finally, steps required to allow their future clinical application according to regulatory aspects including good manufacturing practice (GMP) were also considered. In September 2009, the International Placenta Stem Cell Society (IPLASS) was founded to help strengthen the research network in this field.

Intraocular pressure during a very high altitude climb

Reports on intraocular pressure (IOP) changes at high altitudes have provided inconsistent and even conflicting

Small dense particles in the retina observable by spectral-domain optical coherence tomography in age-related macular degeneration

To observe detailed changes in neurosensory retinal structure after anti-VEGF upload in age-related macular degeneration (AMD), by using spectral domain optical coherence tomography (SD-OCT).

Predictors of Short-Term Visual Outcome after Anti-VEGF Therapy of Macular Edema due to Central Retinal Vein Occlusion

The purpose of this study was to analyze predictive factors for best-corrected visual acuity (BCVA) after anti-VEGF treatment in patients with macular edema (ME) secondary to central retinal vein occlusion (CRVO).

Effects on choroidal neovascularization after anti-VEGF Upload using intravitreal ranibizumab, as determined by spectral domain-optical coherence tomography

It is unclear whether anti-VEGF monotherapy in age-related macular degeneration (AMD) achieves morphologic CNV regression or only stops further CNV growth. In this study, spectral domain-optical coherence tomography (SD-OCT) was used to image CNV structure before and after anti-VEGF treatment.

The effects of a flexible visual acuity-driven ranibizumab treatment regimen in age-related macular degeneration: outcomes of a drug and disease model

Differences in treatment responses to ranibizumab injections observed within trials involving monthly (MARINA and ANCHOR studies) and quarterly (PIER study) treatment suggest that an individualized treatment regimen may be effective in neovascular age-related macular degeneration. In the present study, a drug and disease model was used to evaluate the impact of an individualized, flexible treatment regimen on disease progression.

Blue Light versus Green Light Autofluorescence: Lesion Size of Areas with Geographic Atrophy

Blue-light fundus autofluorescence (FAF) imaging is currently widely used for assessing dry age-related macular degeneration (ARMD). However, at this wavelength, the fovea appears as circular zone of marked hypofluorescence, due to the absorption of macular pigment (MP). This dark spot could be misinterpreted as an atrophic area and could lead to difficulties in identifying small, central changes. The purpose of the study was to analyze differences in image quality, FAF patterns, and lesion size, when using conventional blue-light (Λ(1) = 488 nm) and green-light (Λ(2) = 514 nm) FAF.

Progression of age-related geographic atrophy: role of the fellow eye

PURPOSE. To evaluate the role of fellow eye status in determining progression of geographic atrophy (GA) in patients with age-related macular degeneration (AMD). METHODS. A total of 300 eyes with GA of 193 patients from the prospective, longitudinal, natural history FAM Study were classified into three groups according to the AMD manifestation in the fellow eye at baseline examination: (1) bilateral GA, (2) early/intermediate AMD, and (3) exudative AMD. GA areas were quantified based on fundus autofluorescence images using a semiautomated image-processing method, and progression rates (PR) were estimated using two-level, linear, mixed-effects models. RESULTS. Crude GA-PR in the bilateral GA group (mean, 1.64 mm(2)/y; 95% CI, 1.478-1.803) was significantly higher than in the fellow eye early/intermediate group (0.74 mm(2)/y, 0.146-1.342). Although there was a significant difference in baseline GA size (P = 0.0013, t-test), and there was a significant increase in GA-PR by 0.11 mm(2)/y (0.05-0.17) per 1 disc area (DA; 2.54 mm(2)), an additional mean change of -0.79 (-1.43 to -0.15) was given to the PR beside the effect of baseline GA size. However, this difference was only significant when GA size was ?1 DA at baseline with a GA-PR of 1.70 mm(2)/y (1.54-1.85) in the bilateral and 0.95 mm(2)/y (0.37-1.54) in the early/intermediate group. There was no significant difference in PR compared with that in the fellow eye exudative group. CONCLUSIONS. The results indicate that the AMD manifestation of the fellow eye at baseline serves as an indicator for disease progression in eyes with GA ? 1 DA. Predictive characteristics not only contribute to the understanding of pathophysiological mechanisms, but also are useful for the design of future interventional trials in GA patients.