Inverse Problem for Fractional Brownian Motion with Discrete Data

The problem of recovering information from measurement data has already been studied for a long time. In the beginning, the methods were mostly empirical, but already towards the end of the sixties Backus and Gilbert started the development of mathematical methods for the interpretation of geophysical data. The problem of recovering information about a physical phenomenon from measurement data is an inverse problem. Throughout this work, the statistical inversion method is used to obtain a solution. Assuming that the measurement vector is a realization of fractional Brownian motion, the goal is to retrieve the amplitude and the Hurst parameter. We prove that under some conditions, the solution of the discretized problem coincides with the solution of the corresponding continuous problem as the number of observations tends to infinity. The measurement data is usually noisy, and we assume the data to be the sum of two vectors: the trend and the noise. Both vectors are supposed to be realizations of fractional Brownian motions, and the goal is to retrieve their parameters using the statistical inversion method. We prove a partial uniqueness of the solution. Moreover, with the support of numerical simulations, we show that in certain cases the solution is reliable and the reconstruction of the trend vector is quite accurate.

Modeling ecological and evolutionary processes in spatially structured populations

Many species inhabit fragmented landscapes, resulting either from anthropogenic or from natural processes. The ecological and evolutionary dynamics of spatially structured populations are affected by a complex interplay between endogenous and exogenous factors. The metapopulation approach, simplifying the landscape to a discrete set of patches of breeding habitat surrounded by unsuitable matrix, has become a widely applied paradigm for the study of species inhabiting highly fragmented landscapes. In this thesis, I focus on the construction of biologically realistic models and their parameterization with empirical data, with the general objective of understanding how the interactions between individuals and their spatially structured environment affect ecological and evolutionary processes in fragmented landscapes. I study two hierarchically structured model systems, which are the Glanville fritillary butterfly in the Åland Islands, and a system of two interacting aphid species in the Tvärminne archipelago, both being located in South-Western Finland. The interesting and challenging feature of both study systems is that the population dynamics occur over multiple spatial scales that are linked by various processes. My main emphasis is in the development of mathematical and statistical methodologies. For the Glanville fritillary case study, I first build a Bayesian framework for the estimation of death rates and capture probabilities from mark-recapture data, with the novelty of accounting for variation among individuals in capture probabilities and survival. I then characterize the dispersal phase of the butterflies by deriving a mathematical approximation of a diffusion-based movement model applied to a network of patches. I use the movement model as a building block to construct an individual-based evolutionary model for the Glanville fritillary butterfly metapopulation. I parameterize the evolutionary model using a pattern-oriented approach, and use it to study how the landscape structure affects the evolution of dispersal. For the aphid case study, I develop a Bayesian model of hierarchical multi-scale metapopulation dynamics, where the observed extinction and colonization rates are decomposed into intrinsic rates operating specifically at each spatial scale. In summary, I show how analytical approaches, hierarchical Bayesian methods and individual-based simulations can be used individually or in combination to tackle complex problems from many different viewpoints. In particular, hierarchical Bayesian methods provide a useful tool for decomposing ecological complexity into more tractable components.

Redox-linked proton transfer by cytochrome c oxidase

The respiratory chain is found in the inner mitochondrial membrane of higher organisms and in the plasma membrane of many bacteria. It consists of several membrane-spanning enzymes, which conserve the energy that is liberated from the degradation of food molecules as an electrochemical proton gradient across the membrane. The proton gradient can later be utilized by the cell for different energy requiring processes, e.g. ATP production, cellular motion or active transport of ions. The difference in proton concentration between the two sides of the membrane is a result of the translocation of protons by the enzymes of the respiratory chain, from the negatively charged (N-side) to the positively charged side (P-side) of the lipid bilayer, against the proton concentration gradient. The endergonic proton transfer is driven by the flow of electrons through the enzymes of the respiratory chain, from low redox-potential electron donors to acceptors of higher potential, and ultimately to oxygen. Cytochrome c oxidase is the last enzyme in the respiratory chain and catalyzes the reduction of dioxygen to water. The redox reaction is coupled to proton transport across the membrane by a yet unresolved mechanism. Cytochrome c oxidase has two proton-conducting pathways through which protons are taken up to the interior part of the enzyme from the N-side of the membrane. The K-pathway transfers merely substrate protons, which are consumed in the process of water formation at the catalytic site. The D-pathway transfers both substrate protons and protons that are pumped to the P-side of the membrane. This thesis focuses on the role of two conserved amino acids in proton translocation by cytochrome c oxidase, glutamate 278 and tryptophan 164. Glu278 is located at the end of the D-pathway and is thought to constitute the branching point for substrate and pumped protons. In this work, it was shown that although Glu278 has an important role in the proton transfer mechanism, its presence is not an obligatory requirement. Alternative structural solutions in the area around Glu278, much like the ones present in some distantly related heme-copper oxidases, could in the absence of Glu278 support the formation of a long hydrogen-bonded water chain through which proton transfer from the D-pathway to the catalytic site is possible. The other studied amino acid, Trp164, is hydrogen bonded to the ∆-propionate of heme a3 of the catalytic site. Mutation of this amino acid showed that it may be involved in regulation of proton access to a proton acceptor, a pump site, from which the proton later is expelled to the P-side of the membrane. The ion pair that is formed by the ∆-propionate of heme a3 and arginine 473 is likely to form a gate-like structure, which regulates proton mobility to the P-side of the membrane. The same gate may also be part of an exit path through which water molecules produced at the catalytically active site are removed towards the external side of the membrane. Time-resolved optical and electrometrical experiments with the Trp164 to phenylalanine mutant revealed a so far undetected step in the proton pumping mechanism. During the A to PR transition of the catalytic cycle, a proton is transferred from Glu278 to the pump site, located somewhere in the vicinity of the ∆-propionate of heme a3. A mechanism for proton pumping by cytochrome c oxidase is proposed on the basis of the presented results and the mechanism is discussed in relation to some relevant experimental data. A common proton pumping mechanism for all members of the heme-copper oxidase family is moreover considered.

Inflammation-driven bone formation in a mouse model of ankylosing spondylitis: Sequential not parallel processes

Background Ankylosing spondylitis (AS) is an immune-mediated arthritis particularly targeting the spine and pelvis and is characterised by inflammation, osteoproliferation and frequently ankylosis. Current treatments that predominately target inflammatory pathways have disappointing efficacy in slowing disease progression. Thus, a better understanding of the causal association and pathological progression from inflammation to bone formation, particularly whether inflammation directly initiates osteoproliferation, is required. Methods The proteoglycan-induced spondylitis (PGISp) mouse model of AS was used to histopathologically map the progressive axial disease events, assess molecular changes during disease progression and define disease progression using unbiased clustering of semi-quantitative histology. PGISp mice were followed over a 24-week time course. Spinal disease was assessed using a novel semi-quantitative histological scoring system that independently evaluated the breadth of pathological features associated with PGISp axial disease, including inflammation, joint destruction and excessive tissue formation (osteoproliferation). Matrix components were identified using immunohistochemistry. Results Disease initiated with inflammation at the periphery of the intervertebral disc (IVD) adjacent to the longitudinal ligament, reminiscent of enthesitis, and was associated with upregulated tumor necrosis factor and metalloproteinases. After a lag phase, established inflammation was temporospatially associated with destruction of IVDs, cartilage and bone. At later time points, advanced disease was characterised by substantially reduced inflammation, excessive tissue formation and ectopic chondrocyte expansion. These distinct features differentiated affected mice into early, intermediate and advanced disease stages. Excessive tissue formation was observed in vertebral joints only if the IVD was destroyed as a consequence of the early inflammation. Ectopic excessive tissue was predominantly chondroidal with chondrocyte-like cells embedded within collagen type II- and X-rich matrix. This corresponded with upregulation of mRNA for cartilage markers Col2a1, sox9 and Comp. Osteophytes, though infrequent, were more prevalent in later disease. Conclusions The inflammation-driven IVD destruction was shown to be a prerequisite for axial disease progression to osteoproliferation in the PGISp mouse. Osteoproliferation led to vertebral body deformity and fusion but was never seen concurrent with persistent inflammation, suggesting a sequential process. The findings support that early intervention with anti-inflammatory therapies will be needed to limit destructive processes and consequently prevent progression of AS.

Proton translocation coupled to electron transfer reactions in terminal oxidases

Terminal oxidases are the final proteins of the respiratory chain in eukaryotes and some bacteria. They catalyze most of the biological oxygen consumption on Earth done by aerobic organisms. During the catalytic reaction terminal oxidases reduce dioxygen to water and use the energy released in this process to maintain the electrochemical proton gradient by functioning as a redox-driven proton pump. This membrane gradient of protons is extremely important for cells as it is used for many cellular processes, such as transportation of substrates and ATP synthesis. Even though the structures of several terminal oxidases are known, they are not sufficient in themselves to explain the molecular mechanism of proton pumping. In this work we have applied a complex approach using a variety of different techniques to address the properties and the mechanism of proton translocation by the terminal oxidases. The combination of direct measurements of pH changes during catalytic turnover, time-resolved potentiometric electrometry and optical spectroscopy, made it possible to obtain valuable information about various aspects of oxidase functioning. We compared oxygen binding properties of terminal oxidases from the distinct heme-copper (CcO) and cytochrome bd families and found that cytochrome bd has a high affinity for oxygen, which is 3 orders of magnitude higher than that of CcO. Interestingly, the difference between CcO and cytochrome bd is not only in higher affinity of the latter to oxygen, but also in the way that each of these enzymes traps oxygen during catalysis. CcO traps oxygen kinetically - the molecule of bound dioxygen is rapidly reduced before it can dissociate. Alternatively, cytochrome bd employs an alternative mechanism of oxygen trapping - part of the redox energy is invested into tight oxygen binding, and the price paid for this is the lack of proton pumping. A single cycle of oxygen reduction to water is characterized by translocation of four protons across the membrane. Our results make it possible to assign the pumping steps to discrete transitions of the catalytic cycle and indicate that during in vivo turnover of the oxidase these four protons are transferred, one at a time, during the P→F, F→OH, Oh→Eh, and Eh→R transitions. At the same time, each individual proton translocation step in the catalytic cycle is not just a single reaction catalyzed by CcO, but rather a complicated sequence of interdependent electron and proton transfers. We assume that each single proton translocation cycle of CcO is assured by internal proton transfer from the conserved Glu-278 to an as yet unidentified pump site above the hemes. Delivery of a proton to the pump site serves as a driving reaction that forces the proton translocation cycle to continue.

Contribution from unresolved discrete sources to the extragalactic gamma-ray background (EGRB)

The origin of the extragalactic gamma-ray background (EGRB) is still an open question, even nearly forty years after its discovery. The emission could originate either from truly diffuse processes or from unresolved point sources. Although the majority of the 271 point sources detected by EGRET (Energetic Gamma Ray Experiment Telescope) are unidentified, of the identified sources, blazars are the dominant candidates. Therefore, unresolved blazars may be considered the main contributor to the EGRB, and many studies have been carried out to understand their distribution, evolution and contribution to the EGRB. Considering that gamma-ray emission comes mostly from jets of blazars and that the jet emission decreases rapidly with increasing jet to line-of-sight angle, it is not surprising that EGRET was not able to detect many large inclination angle active galactic nuclei (AGNs). Though Fermi could only detect a few large inclination angle AGNs during the first three months of its survey, it is expected to detect many such sources in the near future. Since non-blazar AGNs are expected to have higher density as compared to blazars, these could also contribute significantly to the EGRB. In this paper, we discuss contributions from unresolved discrete sources including normal galaxies, starburst galaxies, blazars and off-axis AGNs to the EGRB.

Role of the triplet state in the green emission peak of polyfluorene films: A time evolution study

The blue emission of ethyl-hexyl substituted polyfluorene (PF2/6) films is accompanied by a low energy green emission peak around 500 nm in inert atmosphere. The intensity of this 500 nm peak is large in electroluminescence (EL) compared to photoluminescence (PL)measurements. Furthermore, the green emission intensity reduces dramatically in the presence of molecular oxygen. To understand this, we have modeled various nonradiative processes by time dependent quantum many body methods. These are (i) intersystem crossing to study conversion of excited singlets to triplets leading to a phosphorescence emission, (ii) electron-hole recombination (e-hR) process in the presence of a paramagnetic impurity to follow the yield of triplets in a polyene system doped with paramagnetic metal atom, and (iii) quenching of excited triplet states in the presence of oxygen molecules to understand the low intensity of EL emission in ambient atmosphere, when compared with that in nitrogen atmosphere. We have employed the Pariser-Parr-Pople Hamiltonian to model the molecules and have invoked electron-electron repulsions beyond zero differential approximation while treating interactions between the organic molecule and the rest of the system. Our time evolution methods show that there is a large cross section for triplet formation in the e-hR process in the presence of paramagnetic impurity with degenerate orbitals. The triplet yield through e-hR process far exceeds that in the intersystem crossing pathway, clearly pointing to the large intensity of the 500 nm peak in EL compared to PL measurements. We have also modeled the triplet quenching process by a paramagnetic oxygen molecule which shows a sizable quenching cross section especially for systems with large sizes. These studies show that the most probable origin of the experimentally observed low energy EL emission is the triplets.

Effects of compressibility and heat release on entrainment processes in mixing layers

Characteristics of the process of entrainment in plane mixing layers, and the changes with compressibility and heat release, were studied using temporal DNS with simultaneous fluid packet tracking. Convective Mach numbers of the simulations are 0.15, 0.7 and 1.1. The Reynolds number is quite high (between 11 000 and 37 000 based on layer width and velocity difference), and is above the mixing transition. The study agrees with recent findings in round jets: first, engulfed fluid volume and its growth rate are both very small compared with the volume of the turbulent region and its growth rate, respectively. Secondly, most often, the process occurs close to the turbulent-nonturbulent boundaries. A new finding is that both compressibility and heat release retard the entrainment process so that it takes an O(1) time for vorticity or scalar levels to grow even after growth has been initiated. This delay is manifested as the fall in mixing layer growth rates as compressibility and heat release levels increase.

Long time, no see? (DIY walking)

Building on the launch of an early prototype at Balance Unbalance 2013, we now offer a fully realised experience of the ‘Long Time, No See?’ site specific walking/visualisation project for conference users to engage with on a do it yourself basis, either before, during or after the event. ‘Long Time, No See?’ is a new form of participatory, environmental futures project, designed for individuals and groups. It uses a smartphone APP to guide processes of individual or group walking at any chosen location—encouraging walkers to think in radical new ways about how to best prepare for ‘stormy’ environmental futures ahead. As part of their personal journeys participants’ contribute site-specific micro narratives in the form of texts, images and sounds, captured via the APP during the loosely ‘guided’ walk. These responses are then uploaded and synthesised into an ever-building audiovisual and generative artwork/‘map’ of future-thinking affinities, viewable both online at long-time-no-see.org (in Chrome) (and at the same time on a large screen visualisations at QUT’s Cube Centre in Brisbane Australia). The artwork therefore spans both participants’ mobile devices and laptops. If desired outcomes can also be presented publicly in large screen format at the conference. ‘Long Time, No See?’ has been developed over the past two years by a team of leading Australian artists, designers, urban/environmental planners and programmers.

Optimal threshold policies for admission control in communication networks via discrete parameter stochastic approximation

The problem of admission control of packets in communication networks is studied in the continuous time queueing framework under different classes of service and delayed information feedback. We develop and use a variant of a simulation based two timescale simultaneous perturbation stochastic approximation (SPSA) algorithm for finding an optimal feedback policy within the class of threshold type policies. Even though SPSA has originally been designed for continuous parameter optimization, its variant for the discrete parameter case is seen to work well. We give a proof of the hypothesis needed to show convergence of the algorithm on our setting along with a sketch of the convergence analysis. Extensive numerical experiments with the algorithm are illustrated for different parameter specifications. In particular, we study the effect of feedback delays on the system performance.

Measurements of branching fraction ratios and CP asymmetries in B±→DCPK± decays in hadron collisions

We reconstruct B+/- -> D K+/- decays in a data sample collected by the CDF II detector at the Tevatron collider corresponding to 1 fb-1 of integrated luminosity. We select decay modes where the D meson decays to either K- pi+ (flavor eigenstate) or K- K+, pi- pi+ (CP-even eigenstates), and measure the direct CP asymmetry A_CP+ = 0.39 +/- 0.17(stat) +/- 0.04(syst), and the double ratio of CP-even to flavor eigenstate branching fractions R_CP+ = 1.30 +/- 0.24(stat) +/- 0.12(syst). These measurements will improve the determination of the CKM angle gamma. They are performed here for the first time using data from hadron collisions.

Canopy processes, fluxes and microclimate in a pine forest

Interaction between forests and the atmosphere occurs by radiative and turbulent transport. The fluxes of energy and mass between surface and the atmosphere directly influence the properties of the lower atmosphere and in longer time scales the global climate. Boreal forest ecosystems are central in the global climate system, and its responses to human activities, because they are significant sources and sinks of greenhouse gases and of aerosol particles. The aim of the present work was to improve our understanding on the existing interplay between biologically active canopy, microenvironment and turbulent flow and quantify. In specific, the aim was to quantify the contribution of different canopy layers to whole forest fluxes. For this purpose, long-term micrometeorological and ecological measurements made in a Scots pine (Pinus sylvestris) forest at SMEAR II research station in Southern Finland were used. The properties of turbulent flow are strongly modified by the interaction between the canopy elements: momentum is efficiently absorbed in the upper layers of the canopy, mean wind speed and turbulence intensities decrease rapidly towards the forest floor and power spectra is modulated by spectral short-cut . In the relative open forest, diabatic stability above the canopy explained much of the changes in velocity statistics within the canopy except in strongly stable stratification. Large eddies, ranging from tens to hundred meters in size, were responsible for the major fraction of turbulent transport between a forest and the atmosphere. Because of this, the eddy-covariance (EC) method proved to be successful for measuring energy and mass exchange inside a forest canopy with exception of strongly stable conditions. Vertical variations of within canopy microclimate, light attenuation in particular, affect strongly the assimilation and transpiration rates. According to model simulations, assimilation rate decreases with height more rapidly than stomatal conductance (gs) and transpiration and, consequently, the vertical source-sink distributions for carbon dioxide (CO2) and water vapor (H2O) diverge. Upscaling from a shoot scale to canopy scale was found to be sensitive to chosen stomatal control description. The upscaled canopy level CO2 fluxes can vary as much as 15 % and H2O fluxes 30 % even if the gs models are calibrated against same leaf-level dataset. A pine forest has distinct overstory and understory layers, which both contribute significantly to canopy scale fluxes. The forest floor vegetation and soil accounted between 18 and 25 % of evapotranspiration and between 10 and 20 % of sensible heat exchange. Forest floor was also an important deposition surface for aerosol particles; between 10 and 35 % of dry deposition of particles within size range 10 30 nm occurred there. Because of the northern latitudes, seasonal cycle of climatic factors strongly influence the surface fluxes. Besides the seasonal constraints, partitioning of available energy to sensible and latent heat depends, through stomatal control, on the physiological state of the vegetation. In spring, available energy is consumed mainly as sensible heat and latent heat flux peaked about two months later, in July August. On the other hand, annual evapotranspiration remains rather stable over range of environmental conditions and thus any increase of accumulated radiation affects primarily the sensible heat exchange. Finally, autumn temperature had strong effect on ecosystem respiration but its influence on photosynthetic CO2 uptake was restricted by low radiation levels. Therefore, the projected autumn warming in the coming decades will presumably reduce the positive effects of earlier spring recovery in terms of carbon uptake potential of boreal forests.

Global processes, local strategies : migration of educated Dominicans.

The aim of this thesis is to examine migration of educated Dominicans in light of global processes. Current global developments have resulted in increasingly global movements of people, yet people tend to come from certain places in large numbers rather than others. At the same time, international migration is increasingly selective, which shows in the disproportional number of educated migrants. This study discovers individual and societal motivations that explain why young educated Dominicans decide to migrate and return. The theoretical framework of this thesis underlines that migration is a dynamic process rooted in other global developments. Migratory movements should be seen as a result of interacting macro- and microstructures, which are linked by a number of intermediate mechanisms, meso-structures. The way individuals perceive opportunity structures concretises the way global developments mediate to the micro-level. The case of the Dominican Republic shows that there is a diversity of local responses to the world system, as Dominicans have produced their own unique historical responses to global changes. The thesis explains that Dominican migration is importantly conditioned by socioeconomic and educational background. Migration is more accessible for the educated middle class, because of the availability of better resources. Educated migrants also seem less likely to rely on networks to organize their migrations. The role of networks in migration differs by socioeconomic background on the one hand, and by the specific connections each individual has to current and previous migrants on the other hand. The personal and cultural values of the migrant are also pivotal. The central argument of this thesis is that a veritable culture of migration has evolved in the Dominican Republic. The actual economic, political and social circumstances have led many Dominicans to believe that there are better opportunities elsewhere. The globalisation of certain expectations on the one hand, and the development of the specifically Dominican feeling of ‘externalism’ on the other, have for their part given rise to the Dominican culture of migration. The study also suggests that the current Dominican development model encourages migration. Besides global structures, local structures are found to ve pivotal in determining how global processes are materialised in a specific place. The research for this thesis was conducted by using qualitative methodology. The focus of this thesis was on thematic interviews that reveal the subject’s point of view and give a fuller understanding of migration and mobility of the educated. The data was mainly collected during a field research phase in Santo Domingo, the Dominican Republic in December 2009 and January 2010. The principal material consists of ten thematic interviews held with educated Dominican current or former migrants. Four expert interviews, relevant empirical data, theoretical literature and newspaper articles were also comprehensively used.

Hedging Options with Different Time Units in the Pricing Models

This study examined the effects of the Greeks of the options and the trading results of delta hedging strategies, with three different time units or option-pricing models. These time units were calendar time, trading time and continuous time using discrete approximation (CTDA) time. The CTDA time model is a pricing model, that among others accounts for intraday and weekend, patterns in volatility. For the CTDA time model some additional theta measures, which were believed to be usable in trading, were developed. The study appears to verify that there were differences in the Greeks with different time units. It also revealed that these differences influence the delta hedging of options or portfolios. Although it is difficult to say anything about which is the most usable of the different time models, as this much depends on the traders view of the passing of time, different market conditions and different portfolios, the CTDA time model can be viewed as an attractive alternative.

Nonlinear measures of heart rate time series: influence of posture and controlled breathing

In this study, we investigated measures of nonlinear dynamics and chaos theory in regards to heart rate variability in 27 normal control subjects in supine and standing postures, and 14 subjects in spontaneous and controlled breathing conditions. We examined minimum embedding dimension (MED), largest Lyapunov exponent (LLE) and measures of nonlinearity (NL) of heart rate time series. MED quantifies the system's complexity, LLE predictability and NL, a measure of deviation from linear processes. There was a significant decrease in complexity (P<0.00001), a decrease in predictability (P<0.00001) and an increase in nonlinearity (P=0.00001) during the change from supine to standing posture. Decrease in MED, and increases in NL score and LLE in standing posture appear to be partly due to an increase in sympathetic activity of the autonomous nervous system in standing posture. An improvement in predictability during controlled breathing appears to be due to the introduction of a periodic component. (C) 2000 published by Elsevier Science B.V.