Black-scholes type equations

In this work we are concerned with the analysis and numerical solution of Black-Scholes type equations arising in the modeling of incomplete financial markets and an inverse problem of determining the local volatility function in a generalized Black-Scholes model from observed option prices. In the first chapter a fully nonlinear Black-Scholes equation which models transaction costs arising in option pricing is discretized by a new high order compact scheme. The compact scheme is proved to be unconditionally stable and non-oscillatory and is very efficient compared to classical schemes. Moreover, it is shown that the finite difference solution converges locally uniformly to the unique viscosity solution of the continuous equation. In the next chapter we turn to the calibration problem of computing local volatility functions from market data in a generalized Black-Scholes setting. We follow an optimal control approach in a Lagrangian framework. We show the existence of a global solution and study first- and second-order optimality conditions. Furthermore, we propose an algorithm that is based on a globalized sequential quadratic programming method and a primal-dual active set strategy, and present numerical results. In the last chapter we consider a quasilinear parabolic equation with quadratic gradient terms, which arises in the modeling of an optimal portfolio in incomplete markets. The existence of weak solutions is shown by considering a sequence of approximate solutions. The main difficulty of the proof is to infer the strong convergence of the sequence. Furthermore, we prove the uniqueness of weak solutions under a smallness condition on the derivatives of the covariance matrices with respect to the solution, but without additional regularity assumptions on the solution. The results are illustrated by a numerical example.

Reinforcement Lernen mit Regularisierungsnetzwerken

Die Arbeit behandelt das Problem der Skalierbarkeit von Reinforcement Lernen auf hochdimensionale und komplexe Aufgabenstellungen. Unter Reinforcement Lernen versteht man dabei eine auf approximativem Dynamischen Programmieren basierende Klasse von Lernverfahren, die speziell Anwendung in der Künstlichen Intelligenz findet und zur autonomen Steuerung simulierter Agenten oder realer Hardwareroboter in dynamischen und unwägbaren Umwelten genutzt werden kann. Dazu wird mittels Regression aus Stichproben eine Funktion bestimmt, die die Lösung einer "Optimalitätsgleichung" (Bellman) ist und aus der sich näherungsweise optimale Entscheidungen ableiten lassen. Eine große Hürde stellt dabei die Dimensionalität des Zustandsraums dar, die häufig hoch und daher traditionellen gitterbasierten Approximationsverfahren wenig zugänglich ist. Das Ziel dieser Arbeit ist es, Reinforcement Lernen durch nichtparametrisierte Funktionsapproximation (genauer, Regularisierungsnetze) auf -- im Prinzip beliebig -- hochdimensionale Probleme anwendbar zu machen. Regularisierungsnetze sind eine Verallgemeinerung von gewöhnlichen Basisfunktionsnetzen, die die gesuchte Lösung durch die Daten parametrisieren, wodurch die explizite Wahl von Knoten/Basisfunktionen entfällt und so bei hochdimensionalen Eingaben der "Fluch der Dimension" umgangen werden kann. Gleichzeitig sind Regularisierungsnetze aber auch lineare Approximatoren, die technisch einfach handhabbar sind und für die die bestehenden Konvergenzaussagen von Reinforcement Lernen Gültigkeit behalten (anders als etwa bei Feed-Forward Neuronalen Netzen). Allen diesen theoretischen Vorteilen gegenüber steht allerdings ein sehr praktisches Problem: der Rechenaufwand bei der Verwendung von Regularisierungsnetzen skaliert von Natur aus wie O(n**3), wobei n die Anzahl der Daten ist. Das ist besonders deswegen problematisch, weil bei Reinforcement Lernen der Lernprozeß online erfolgt -- die Stichproben werden von einem Agenten/Roboter erzeugt, während er mit der Umwelt interagiert. Anpassungen an der Lösung müssen daher sofort und mit wenig Rechenaufwand vorgenommen werden. Der Beitrag dieser Arbeit gliedert sich daher in zwei Teile: Im ersten Teil der Arbeit formulieren wir für Regularisierungsnetze einen effizienten Lernalgorithmus zum Lösen allgemeiner Regressionsaufgaben, der speziell auf die Anforderungen von Online-Lernen zugeschnitten ist. Unser Ansatz basiert auf der Vorgehensweise von Recursive Least-Squares, kann aber mit konstantem Zeitaufwand nicht nur neue Daten sondern auch neue Basisfunktionen in das bestehende Modell einfügen. Ermöglicht wird das durch die "Subset of Regressors" Approximation, wodurch der Kern durch eine stark reduzierte Auswahl von Trainingsdaten approximiert wird, und einer gierigen Auswahlwahlprozedur, die diese Basiselemente direkt aus dem Datenstrom zur Laufzeit selektiert. Im zweiten Teil übertragen wir diesen Algorithmus auf approximative Politik-Evaluation mittels Least-Squares basiertem Temporal-Difference Lernen, und integrieren diesen Baustein in ein Gesamtsystem zum autonomen Lernen von optimalem Verhalten. Insgesamt entwickeln wir ein in hohem Maße dateneffizientes Verfahren, das insbesondere für Lernprobleme aus der Robotik mit kontinuierlichen und hochdimensionalen Zustandsräumen sowie stochastischen Zustandsübergängen geeignet ist. Dabei sind wir nicht auf ein Modell der Umwelt angewiesen, arbeiten weitestgehend unabhängig von der Dimension des Zustandsraums, erzielen Konvergenz bereits mit relativ wenigen Agent-Umwelt Interaktionen, und können dank des effizienten Online-Algorithmus auch im Kontext zeitkritischer Echtzeitanwendungen operieren. Wir demonstrieren die Leistungsfähigkeit unseres Ansatzes anhand von zwei realistischen und komplexen Anwendungsbeispielen: dem Problem RoboCup-Keepaway, sowie der Steuerung eines (simulierten) Oktopus-Tentakels.

Differential forms on Carnot groups

The main goal of this thesis is to understand and link together some of the early works by Michel Rumin and Pierre Julg. The work is centered around the so-called Rumin complex, which is a construction in subRiemannian geometry. A Carnot manifold is a manifold endowed with a horizontal distribution. If further a metric is given, one gets a subRiemannian manifold. Such data arise in different contexts, such as: - formulation of the second principle of thermodynamics; - optimal control; - propagation of singularities for sums of squares of vector fields; - real hypersurfaces in complex manifolds; - ideal boundaries of rank one symmetric spaces; - asymptotic geometry of nilpotent groups; - modelization of human vision. Differential forms on a Carnot manifold have weights, which produces a filtered complex. In view of applications to nilpotent groups, Rumin has defined a substitute for the de Rham complex, adapted to this filtration. The presence of a filtered complex also suggests the use of the formal machinery of spectral sequences in the study of cohomology. The goal was indeed to understand the link between Rumin's operator and the differentials which appear in the various spectral sequences we have worked with: - the weight spectral sequence; - a special spectral sequence introduced by Julg and called by him Forman's spectral sequence; - Forman's spectral sequence (which turns out to be unrelated to the previous one). We will see that in general Rumin's operator depends on choices. However, in some special cases, it does not because it has an alternative interpretation as a differential in a natural spectral sequence. After defining Carnot groups and analysing their main properties, we will introduce the concept of weights of forms which will produce a splitting on the exterior differential operator d. We shall see how the Rumin complex arises from this splitting and proceed to carry out the complete computations in some key examples. From the third chapter onwards we will focus on Julg's paper, describing his new filtration and its relationship with the weight spectral sequence. We will study the connection between the spectral sequences and Rumin's complex in the n-dimensional Heisenberg group and the 7-dimensional quaternionic Heisenberg group and then generalize the result to Carnot groups using the weight filtration. Finally, we shall explain why Julg required the independence of choices in some special Rumin operators, introducing the Szego map and describing its main properties.

Parahydrogen induced polarization on a clinical MRI system : polarization transfer of two spin order

Hyperpolarization techniques enhance the nuclear spin polarization and thus allow for new nuclear magnetic resonance applications like in vivo metabolic imaging. One of these techniques is Parahydrogen Induced Polarization (PHIP). It leads to a hyperpolarized 1H spin state which can be transferred to a heteronucleus like 13C by a radiofrequency (RF) pulse sequence. In this work, timing of such a sequence was analyzed and optimized for the molecule hydroxyethyl propionate. The pulse sequence was adapted for the work on a clinical magnetic resonance imaging (MRI) system which is usually equipped only with a single RF transmit channel. Optimal control theory optimizations were performed to achieve an optimized polarization transfer. A drawback of hyperpolarization is its limited lifetime due to relaxation processes. The lifetime can be increased by storing the hyperpolarization in a spin singlet state. The second part of this work therefore addresses the spin singlet state of the Cs-symmetric molecule dimethyl maleate which needs to be converted to the spin triplet state to be detectable. This conversion was realized on a clinical MRI system, both by field cycling and by two RF pulse sequences which were adapted and optimized for this purpose. Using multiple conversions enables the determination of the lifetime of the singlet state as well as the conversion efficiency of the RF pulse sequence. Both, the hyperpolarized 13C spin state and the converted singlet state were utilized for MR imaging. Careful choice of the echo time was shown to be crucial for both molecules.

Outdoor production of Isochrysis galbana (T-iso) in industrial scale photobioreactors and modelling of its photosynthesis and respiration rate

Isochrysis galbana is a widely-used strain in aquaculture in spite of its low productivity. To maximize the productivity of processes based on this microalgae strain, a model was developed considering the influence of irradiance, temperature, pH and dissolved oxygen concentration on the photosynthesis and respiration rate. Results demonstrate that this strain tolerates temperatures up to 35ºC but it is highly sensitive to irradiances higher than 500 µE·m-2·s-1 and dissolved oxygen concentrations higher than 11 mg·l-1. With the researcher group of the “Universidad de Almeria”, the developed model was validated using data from an industrial-scale outdoor tubular photobioreactor demonstrating that inadequate temperature and dissolved oxygen concentrations reduce productivity to half that which is maximal, according to light availability under real outdoor conditions. The developed model is a useful tool for managing working processes, especially in the development of new processes based on this strain and to take decisions regarding optimal control strategies. Also the outdoor production of Isochrysis galbana T-iso in industrial size tubular photobioreactors (3.0 m3) has been studied. Experiments were performed modifying the dilution rate and evaluating the biomass productivity and quality, in addition to the overall performance of the system. Results confirmed that T-iso can be produced outdoor at commercial scale in continuous mode, productivities up to 20 g·m-2·day-1 of biomass rich in proteins (45%) and lipids (25%) being obtained. The utilization of this type of photobioreactors allows controlling the contamination and pH of the cultures, but daily variation of solar radiation imposes the existence of inadequate dissolved oxygen concentration and temperature at which the cells are exposed to inside the reactor. Excessive dissolved oxygen reduced the biomass productivity to 68% of maximal, whereas inadequate temperature reduces to 63% of maximal. Thus, optimally controlling these parameters the biomass productivity can be duplicated. These results confirm the potential to produce this valuable strain at commercial scale in optimally designed/operated tubular photobioreactors as a biotechnological industry.

An Actor-Critic based controller for glucose regulation in type 1 diabetes

A novel adaptive approach for glucose control in individuals with type 1 diabetes under sensor-augmented pump therapy is proposed. The controller, is based on Actor-Critic (AC) learning and is inspired by the principles of reinforcement learning and optimal control theory. The main characteristics of the proposed controller are (i) simultaneous adjustment of both the insulin basal rate and the bolus dose, (ii) initialization based on clinical procedures, and (iii) real-time personalization. The effectiveness of the proposed algorithm in terms of glycemic control has been investigated in silico in adults, adolescents and children under open-loop and closed-loop approaches, using announced meals with uncertainties in the order of ±25% in the estimation of carbohydrates. The results show that glucose regulation is efficient in all three groups of patients, even with uncertainties in the level of carbohydrates in the meal. The percentages in the A+B zones of the Control Variability Grid Analysis (CVGA) were 100% for adults, and 93% for both adolescents and children. The AC based controller seems to be a promising approach for the automatic adjustment of insulin infusion in order to improve glycemic control. After optimization of the algorithm, the controller will be tested in a clinical trial.

Consensus Document of the International Union of Angiology (IUA)-2013. Current concept on the management of arterio-venous management

Arterio-venous malformations (AVMs) are congenital vascular malformations (CVMs) that result from birth defects involving the vessels of both arterial and venous origins, resulting in direct communications between the different size vessels or a meshwork of primitive reticular networks of dysplastic minute vessels which have failed to mature to become 'capillary' vessels termed "nidus". These lesions are defined by shunting of high velocity, low resistance flow from the arterial vasculature into the venous system in a variety of fistulous conditions. A systematic classification system developed by various groups of experts (Hamburg classification, ISSVA classification, Schobinger classification, angiographic classification of AVMs,) has resulted in a better understanding of the biology and natural history of these lesions and improved management of CVMs and AVMs. The Hamburg classification, based on the embryological differentiation between extratruncular and truncular type of lesions, allows the determination of the potential of progression and recurrence of these lesions. The majority of all AVMs are extra-truncular lesions with persistent proliferative potential, whereas truncular AVM lesions are exceedingly rare. Regardless of the type, AV shunting may ultimately result in significant anatomical, pathophysiological and hemodynamic consequences. Therefore, despite their relative rarity (10-20% of all CVMs), AVMs remain the most challenging and potentially limb or life-threatening form of vascular anomalies. The initial diagnosis and assessment may be facilitated by non- to minimally invasive investigations such as duplex ultrasound, magnetic resonance imaging (MRI), MR angiography (MRA), computerized tomography (CT) and CT angiography (CTA). Arteriography remains the diagnostic gold standard, and is required for planning subsequent treatment. A multidisciplinary team approach should be utilized to integrate surgical and non-surgical interventions for optimum care. Currently available treatments are associated with significant risk of complications and morbidity. However, an early aggressive approach to elimiate the nidus (if present) may be undertaken if the benefits exceed the risks. Trans-arterial coil embolization or ligation of feeding arteries where the nidus is left intact, are incorrect approaches and may result in proliferation of the lesion. Furthermore, such procedures would prevent future endovascular access to the lesions via the arterial route. Surgically inaccessible, infiltrating, extra-truncular AVMs can be treated with endovascular therapy as an independent modality. Among various embolo-sclerotherapy agents, ethanol sclerotherapy produces the best long term outcomes with minimum recurrence. However, this procedure requires extensive training and sufficient experience to minimize complications and associated morbidity. For the surgically accessible lesions, surgical resection may be the treatment of choice with a chance of optimal control. Preoperative sclerotherapy or embolization may supplement the subsequent surgical excision by reducing the morbidity (e.g. operative bleeding) and defining the lesion borders. Such a combined approach may provide an excellent potential for a curative result. Conclusion. AVMs are high flow congenital vascular malformations that may occur in any part of the body. The clinical presentation depends on the extent and size of the lesion and can range from an asymptomatic birthmark to congestive heart failure. Detailed investigations including duplex ultrasound, MRI/MRA and CT/CTA are required to develop an appropriate treatment plan. Appropriate management is best achieved via a multi-disciplinary approach and interventions should be undertaken by appropriately trained physicians.

Placebo effect characteristics observed in a single, international, longitudinal study in Huntington's disease

BACKGROUND Classically, clinical trials are based on the placebo-control design. Our aim was to analyze the placebo effect in Huntington's disease. METHODS Placebo data were obtained from an international, longitudinal, placebo-controlled trial for Huntington's disease (European Huntington's Disease Initiative Study Group). One-hundred and eighty patients were evaluated using the Unified Huntington Disease Rating Scale over 36 months. A placebo effect was defined as an improvement of at least 50% over baseline scores in the Unified Huntington Disease Rating Scale, and clinically relevant when at least 10% of the population met it. RESULTS Only behavior showed a significant placebo effect, and the proportion of the patients with placebo effect ranged from 16% (first visit) to 41% (last visit). Nondepressed patients with better functional status were most likely to be placebo-responders over time. CONCLUSIONS In Huntington's disease, behavior seems to be more vulnerable to placebo than overall motor function, cognition, and function

The subcostal artery perforator flap; an anatomical study

BACKGROUND: Based on a previous clinical case report in which the pedicled subcostal artery perforator flap allowed for the closure of a large defect of the lumbar region, the present study was designed to investigate the anatomy of the subcostal artery perforator flap and to evaluate its potential for wider clinical use. METHODS: A series of 14 human cadavers was studied and 28 subcostal artery perforator flaps were dissected. The location of the perforator vessel was charted against anatomical landmarks. Measurements included the perforator calibre, pedicle length, and flap size following methylene blue injection. The findings were compared by Doppler sonography in 15 volunteers. RESULTS: The subcostal artery perforator was present in all dissected specimens and in all volunteers. Its calibre measured in mean 2mm. The location was constant at the lateral border of the latissimus dorsi muscle and between 1 and 3cm below the lower rib end. The pedicle length reached a mean of 10.5cm when dissected up to the border of the erector spinae musculature. The vascular supply covered a mean flap size of 10x14cm. The in vivo investigations confirmed the constant perforator location from the anatomical landmarks. CONCLUSION: This anatomical study reveals a considerable potential for the clinical use of the subcostal artery perforator flap for defect coverage in the lumbar area, due to its constant and reliable anatomy. Doppler sonography can be helpful in preoperative assessment of the size and the position of the subcostal perforator, thus allowing for an optimal flap design.

Hyperaldosteronism in pregnancy

Aldosterone is a key regulator of electrolyte and water homeostasis and plays a central role in blood pressure regulation. Hormonal changes during pregnancy, among them increased progesterone and aldosterone production, lead to the required plasma volume expansion of the maternal body as an accommodation mechanism for fetus growth. This review discusses the regulation of aldosterone production by aldosterone synthase (CYP11B2); the impact on aldosterone secretion due to the presence of a chimeric gene originating from a crossover between CYP11B1 and CYP11B2 in glucocorticoid remediable aldosteronism (GRA) - the inherited form of hypertension; enhanced aldosterone production in aldosterone-producing adenoma (APA); and idiopathic hyperaldosteronism (IHA). Features of hyperaldosteronism are also found in patients with apparent mineralocorticoid excess (AME), in which glucocorticoids exacerbate activation of the mineralocorticoid receptor (MR) because of a defect in the 11beta-hydroxysteroid dehydrogenase type 2 enzyme. Regulation of aldosterone production and tissue-specific activation of the mineralocorticoid receptor are prerequisites for optimal control of body fluids and blood pressure during pregnancy and contribute largely to the wellbeing of the mother-to-be.

Biochemical Engineering Symposium Proceedings (June 4, 1971)

This report presents the proceedings of the Biochemical Engineering Symposium held at Kansas State University, June 4, 1971. Since most of the papers will be published elsewhere, only very brief papers are included here. Moreover, several of the projects are still in progress at this time. Request for additional information on projects conducted at the University of Nebraska should be directed to Dr. Peter J. Reilly and for Kansas State University to Dr. L. E. Erickson. ContentsChao, Chih-Cheng, University of Nebraska, "Symbiotic Growth of Actobacter suboxydans and Saccharomyces carlsbergensis in a Chemostat" S.Y. Chiu, Kansas State University, "Model Identification in Mixed Populations Using Continuous Culture Data" Shinji Goto, University of Nebraska, "Symbiotic Growth of Bacteria and Blue Green Algae in a Chemostat" I.C. Kao, Kansas State University, "ATP as a Parameter of Mixed Culture Interaction" Indravadan R. Kothari, University of Nebraska, "Growth of Single Cells of Schizocaccharomyces pombe under Nutrient Limitation" G.C.Y. Chu, Kansas State University, "Experimental Optimization of Biological Waste Treatment Processes" Mark Young, University of Nebraska, "Aerobic Fermentation of Paunch Liquor" P.S. Shah, Kansas State University, "Optimal Control of Growth Processes"

Proceedings of the Twelfth Annual Biochemical Engineering Symposium

This work presents the proceedings of the twelfth symposium which was held at Kansas State University on April 24, 1982. Since a number of the contributions will be published in detail elsewhere, only brief reports are included here. Some of the reports describe current progress with respect to ongoing projects. Requests for further information should be directed to Dr. Peter Reilly at Iowa State University, Dr. V. G. Murphy at Colorado State University, Dr. Rakesh Bajpai at University of Missouri, Dr. Ed Clausen at University of Arkansas, Dr. L. T. Fan and Dr. L. E. Erickson at Kansas State University. ContentsA Kinetic Analysis of Oleaginous Yeast Fermentation by Candida curvata on Whey Permeate, B.D. Brown and K.H. Hsu, Iowa State University Kinetics of Biofouling in Simulated Water Distribution Systems Using CSTR, T.M. Prakash, University of Missouri Kinetics of Gas Production by C. acetobutylicum, Michael Doremus, Colorado State University Large Scale Production of Methane from Agricultural Residues, O.P. Doyle, G.C. Magruder, E.C. Clausen, and J.L. Gaddy, University of Arkansas The Optimal Process Design for Enzymatic Hydrolysis of Wheat Straw, M.M Gharpuray and L.T. Fan, Kansas State University Extractive Butanol Fermentation, Michael Sierks, Colorado State University Yields Associated with Ethyl Alcohol Production, M.D. Oner, Kansas State University Estimation of Growth Yield and Maintenance Parameters for Microbial Growth on Corn Dust, B.O. Solomon, Kansas State University Milling of Ensiled Corn, Andrzej Neryng, Iowa State University Protein Extraction from Alfalfa, Ravidranath Joshi, Colorado State University Analysis of Disaccharides by Capillary Gas Chromatography, Z.L. Nikolov, Iowa State University Characterization of High Viscosity Fermentations in Tower Fermentors, S.A. Patel and C.H. Lee, Kansas State University Utilization of Sugars in Sorghum Molasses by Clostridium acetobutylicum B. Hong, K.C. Shin, and L.T. Fan, Kansas State University

The angiotensin-converting enzyme insertion/deletion polymorphism and its associations with carotid artery wall thickness and coronary heart disease: The atherosclerosis risk in communities study

Coronary heart disease (CHD) is the leading cause of death in the United States. Recently, renin-angiotensin system (RAS) was found associated with atherosclerosis formation, with angiotensin II inducing vascular smooth muscle cell growth and migration, platelet activation and aggregation, and stimulation of plasminogen activator inhibitor-1. Angiotensin II is converted from angiotensin I by angiotensin I-converting enzyme (ACE) and this enzyme is mainly genetically determined. The ACE gene has been assigned to chromosome 17q23 and an insertion/deletion (I/D)polymorphism has been characterized by the presence/absence of a 287 bp fragment in intron 16 of the gene. The two alleles form three genotypes, namely, DD, ID and II and the DD genotype has been linked to higher plasma ACE levels and cell ACE activity.^ In this study, the association between the ACE I/D polymorphism and carotid artery wall thickness measured by B-mode ultrasound was investigated in a biracial sample, and the association between the gene and incident CHD was investigated in whites and if the gene-CHD association in whites, if any, was due to the gene effect on atherosclerosis. The study participants are from the prospective Atherosclerosis Risk in Communities (ARIC) Study, including adults aged 45 to 65 years. The present dissertation used a matched case-control design for studying the associations of the ACE gene with carotid artery atherosclerosis and an unmatched case-control design for the association of the gene with CHD. A significant recessive effect of the D allele on carotid artery thickness was found in blacks (OR = 3.06, 95% C.I: 1.11-8.47, DD vs. ID and II) adjusting for age, gender, cigarette smoking, LDL-cholesterol and diabetes. No similar associations were found in whites. The ACE I/D polymorphism is significantly associated with coronary heart disease in whites, and while stratifying data by carotid artery wall thickness, the significant associations were only observed in thin-walled subgroups. Assuming a recessive effect of the D allele, odds ratio was 2.84 (95% C.I:1.17-6.90, DD vs. ID and II) and it was 2.30 (95% C.I:1.22-4.35, DD vs. ID vs. II) assuming a codominant effect of the D allele. No significant associations were observed while comparing thick-walled CHD cases with thin-walled controls. Following conclusions could be drawn: (1) The ACE I/D polymorphism is unlikely to confer appreciable increase in the risk of carotid atherosclerosis in US whites, but may increases the risk of carotid atherosclerosis in blacks. (2) ACE I/D polymorphism is a genetic risk factor for incident CHD in US whites and this effect is separate from the chronic process of atherosclerosis development. Finally, the associations observed here are not causal, since the I/D polymorphism is in an intron, where no ACE proteins are encoded. ^

Exploring the role of viral infection in type 2 diabetes

Viral infection is known to play a role in type I diabetes, but there is a paucity of information on the role of viruses in type 2 diabetes. This research examined the seroprevalence of selected viruses in a group of predominantly Mexican-American patients with End Stage Renal Disease (ESRD). Using a case control design, patients with type 2 diabetes were compared with a group of non-diabetic controls. ^ One hundred and thirteen patients, 83 with type 2 diabetes and 30 controls without diabetes, underwent hemodialysis at the same chronic dialysis facility in San Antonio, Texas. AD subjects were tested for IgG, IgM, and neutralizing antibodies against Coxsackie B viruses (CBV), and IgG and IgM antibodies against cytomegalovirus (CMV) and parvovirus B19 (PVB19). Hepatitis B virus antigen (HBVAg), Hepatitis B virus antibody (HBVAb), Hepatitis C virus antibody (HCVAb), and Rubella (IgG) were also measured. A subset of 91 patients, 66 with diabetes and 25 controls, were tested bimonthly for six months. There was a significant difference (P = 0.04) in the seroprevalence of IgG antibodies to CMV between patients with type 2 diabetes (98%) and non-diabetic controls (87%) in the initial sample (OR = 6.2, 95% CI:1.1–36.0). A greater seroprevalence of CMV IgG antibodies was observed over the six month period among patients with type 2 diabetes (M) compared to controls (84%). This difference was also statistically (P < 0.03), with a greater odds ratio (OR = 12.4, 95% CI: 1.3–116.9), but with larger confidence interval related to the small number of subjects. However, when adjusted for age by logistic regression analysis there was no difference between the groups (OR = 1). ^ After one sample, there was a greater seroprevalence of HCVAb in the group without diabetes (28%), compared to those with type 2 diabetes (10%) (P = 0.04). This difference was no longer significant when adjusted for patient age. The prevalence of antibodies to PVB19, HBSAg, HBV, and Rubella was not significantly different in patients with type 2 diabetes and controls. There were significantly more vascular complications (P < 0.02) among patients with diabetes. ^ These results indicate that the significant associations observed in this population between viral infection with CMV, HCV, and type 2 diabetes are confounded by age. Accelerated atherosclerosis has been associated with age, diabetes, as well as CMV. Latent infection may be a factor that links these processes. ^

Optimization of Schwinger pair production in colliding laser pulses

Recent studies of Schwinger pair production have demonstrated that the asymptotic particle spectrum is extremely sensitive to the applied field profile. We extend the idea of the dynamically assisted Schwinger effect from single pulse profiles to more realistic field configurations to be generated in an all-optical experiment searching for pair creation. We use the quantum kinetic approach to study the particle production and employ a multi-start method, combined with optimal control theory, to determine a set of parameters for which the particle yield in the forward direction in momentum space is maximized. We argue that this strategy can be used to enhance the signal of pair production on a given detector in an experimental setup.