A Stochastic Approach for Investigation Ultrafast Phenomena in Semiconductors

2002 Mathematics Subject Classification: 65C05

A Stochastic Control Approach to a Parabolic Equation, Reciprocal Processes

2000 Mathematics Subject Classi cation: 49L60, 60J60, 93E20.

Stability of the Inventory-Backorder Process in the (R; S) Inventory/Production Model

2000 Mathematics Subject Classification: 60G52, 90B30.

Non-stationary stochastic inventory lot-sizing with emission and service level constraints in a carbon cap-and-trade system

Firms worldwide are taking major initiatives to reduce the carbon footprint of their supply chains in response to the growing governmental and consumer pressures. In real life, these supply chains face stochastic and non-stationary demand but most of the studies on inventory lot-sizing problem with emission concerns consider deterministic demand. In this paper, we study the inventory lot-sizing problem under non-stationary stochastic demand condition with emission and cycle service level constraints considering carbon cap-and-trade regulatory mechanism. Using a mixed integer linear programming model, this paper aims to investigate the effects of emission parameters, product- and system-related features on the supply chain performance through extensive computational experiments to cover general type business settings and not a specific scenario. Results show that cycle service level and demand coefficient of variation have significant impacts on total cost and emission irrespective of level of demand variability while the impact of product's demand pattern is significant only at lower level of demand variability. Finally, results also show that increasing value of carbon price reduces total cost, total emission and total inventory and the scope of emission reduction by increasing carbon price is greater at higher levels of cycle service level and demand coefficient of variation. The analysis of results helps supply chain managers to take right decision in different demand and service level situations.

Stochastic calculations for fibre Raman amplifiers with randomly varying birefringence

For the first time for the model of real-world forward-pumped fibre Raman amplifier with the randomly varying birefringence, the stochastic calculations have been done numerically based on the Kloeden-Platen-Schurz algorithm. The results obtained for the averaged gain and gain fluctuations as a function of polarization mode dispersion (PMD) parameter agree quantitatively with the results of previously developed analytical model. Simultaneously, the direct numerical simulations demonstrate an increased stochastisation (maximum in averaged gain variation) within the region of the polarization mode dispersion parameter of 0.1÷0.3 ps/km1/2. The results give an insight into margins of applicability of a generic multi-scale technique widely used to derive coupled Manakov equations and allow generalizing analytic model with accounting for pump depletion, group-delay dispersion and Kerr-nonlinearity that is of great interest for development of the high-transmission-rates optical networks.

A cell-permeable tool for analysing APP intracellular domain function and manipulation of PIKfyve activity

The mechanisms for regulating PIKfyve complex activity are currently emerging. The PIKfyve complex, consisting of the phosphoinositide kinase PIKfyve (also known as FAB1), VAC14 and FIG4, is required for the production of phosphatidylinositol-3,5-bisphosphate (PI(3,5)P2). PIKfyve function is required for homeostasis of the endo/lysosomal system and is crucially implicated in neuronal function and integrity, as loss of function mutations in the PIKfyve complex lead to neurodegeneration in mouse models and human patients. Our recent work has shown that the intracellular domain of the Amyloid Precursor Protein (APP), a molecule central to the aetiology of Alzheimer's disease binds to VAC14 and enhances PIKfyve function. Here we utilise this recent advance to create an easy-to-use tool for increasing PIKfyve activity in cells. We fused APP's intracellular domain (AICD) to the HIV TAT domain, a cell permeable peptide allowing proteins to penetrate cells. The resultant TAT-AICD fusion protein is cell permeable and triggers an increase of PI(3,5)P2. Using the PI(3,5)P2 specific GFP-ML1Nx2 probe we show that cell-permeable AICD alters PI(3,5)P2 dynamics. TAT-AICD also provides partial protection from pharmacological inhibition of PIKfyve. All three lines of evidence show that the APP intracellular domain activates the PIKfyve complex in cells, a finding that is important for our understanding of the mechanism of neurodegeneration in Alzheimer's disease.

Munkaszervezés a lean termelésben – mit magyaráznak a termelésmenedzsment koncepciók = Work organization in lean production – what production concepts explain

A tanulmány a lean termelés munkaszervezését három termelésmenedzsment koncepció segítségével vizsgálja. Az egyes koncepciók a szervezet eltérő metszeteit érintik: (1) a termék-folyamat mátrix (Hayes és Wheelwright, 1979) a termék és a folyamat jellemzőit helyezi középpontba. A lean hatására a szervezet a mátrixban a nagyobb választék és a folyamat alapú működés (nagyobb függőség) irányába mozdul el. Az elmozdulást üzemi szinten a magas elkötelezettségű munkavégzési rendszer gyakorlatainak bevezetése kíséri, mivel azok támogatják a rugalmas működést, a gyors kommunikációt és problémamegoldást. Az elmozdulás „minősége” és így a munkaszervezési gyakorlatok használata (mélyég, száma, munkavállalók bevonása) nagyban függ a termelési stratégiától és a lean érettségtől. (2) A termelési stratégia szakaszai (Wheelwright és Hayes, 1985) a termelés üzleti stratégiában játszott szerepét elemzik. A lean termelés összeegyeztethető a termelési stratégia harmadik szakaszának „command és control” szemléletmódjával. Az ilyen lean termelők költégfókuszúak, a hagyományos munkaerőképben gondolkodnak és körükben kevésbé jellemző az új emberi erőforrás gyakorlatok használata. A lean termelés adaptálása ösztönözheti a vállalatokat a termelési stratégia negyedik szintje felé. A negyedik szint a bevonásra, problémamegoldásra és tanulásra épít, amely megfelel a lean „emberek tisztelete” pillérének. (3) A lean érettségi modell (Hines és társai, 2004) a lean szervezeten belüli elmélyülését és terjedését mutatja be. A lean utazás során a vállalatok az eszköz alapú megközelítéstől a komplex értékrendszerben gondolkodó lean szervezet felé haladnak. A technikai tudásanyag egyre szélesebb körűvé válik, ami rávilágít a tudásátadás (személyek közöttire, de akár struktúrákba, folyamatokba építése is) képességének jelentőségére. Az emberi erőforrás gyakorlatok folyamatosan jelennek meg. De csak a legfejlettebb szakasz, a lean tanuló szervezet megjelenése teszi valóban szükségessé a munkavállalói kép újragondolását is. = This paper examines work organization in lean production with the help of three production concepts. These concepts embrace different dimensions of the organization: (1) the product-process matrix (Hayes and Wheelwright, 1979) is about product and process characteristics. Due to the lean the organization shifts within the matrix – towards higher variability and flow (higher level of interdependencies). On the shop floor the shift is accompanied by the introduction of high commitment work system’s practices, since those support flexible operations, fast communication and problem-solving. The „quality” of the shift and hence the application of these work practices (number of practices, their embeddeness, employee involvement) highly depends on manufacturing strategy and lean maturity. (2) The concept of stages of manufacturing strategy (Wheelwright and Hayes, 1985) analyzes the role of the manufacturing function in the business strategy. Lean production is compatible with the „command and control” approach of the third stage of manufacturing strategy. These lean producers are cost-driven, they have the traditional approach of employees and apply new work organization practices to a less extent. However, the implementation of lean production may drive these companies to the fourth stage. The fourth stage of manufacturing strategy is based on employee involvement, problem-solving and learning. This stage is in full accordance with the „respect for people” pillar of lean production. (3) Lean maturity (Hines et al., 2004) shows the path how lean management deepens and expands within an organization. During the lean journey, companies progress from the tool-based approach to the complex lean value system. The technical knowledge of lean becomes more and more comprehensive and it points out the crucial importance of knowledge conversion capabilities (intrapersonal or even how to build knowledge into structures, processes). Work organization practices constantly appear with the progress, but the review of the traditional approach of employees is only essential at the most advanced stage, when an organization becomes lean learning organization.

Importance of storm events in controlling ecosystem structure and function in a Florida gulf coast estuary

From 8/95 to 2/01, we investigated the ecological effects of intra- and inter-annual variability in freshwater flow through Taylor Creek in southeastern Everglades National Park. Continuous monitoring and intensive sampling studies overlapped with an array of pulsed weather events that impacted physical, chemical, and biological attributes of this region. We quantified the effects of three events representing a range of characteristics (duration, amount of precipitation, storm intensity, wind direction) on the hydraulic connectivity, nutrient and sediment dynamics, and vegetation structure of the SE Everglades estuarine ecotone. These events included a strong winter storm in November 1996, Tropical Storm Harvey in September 1999, and Hurricane Irene in October 1999. Continuous hydrologic and daily water sample data were used to examine the effects of these events on the physical forcing and quality of water in Taylor Creek. A high resolution, flow-through sampling and mapping approach was used to characterize water quality in the adjacent bay. To understand the effects of these events on vegetation communities, we measured mangrove litter production and estimated seagrass cover in the bay at monthly intervals. We also quantified sediment deposition associated with Hurricane Irene's flood surge along the Buttonwood Ridge. These three events resulted in dramatic changes in surface water movement and chemistry in Taylor Creek and adjacent regions of Florida Bay as well as increased mangrove litterfall and flood surge scouring of seagrass beds. Up to 5 cm of bay-derived mud was deposited along the ridge adjacent to the creek in this single pulsed event. These short-term events can account for a substantial proportion of the annual flux of freshwater and materials between the mangrove zone and Florida Bay. Our findings shed light on the capacity of these storm events, especially when in succession, to have far reaching and long lasting effects on coastal ecosystems such as the estuarine ecotone of the SE Everglades.

Segregation of Palaemonid Shrimp Along an Everglades Estuarine Gradient: Do Multiple Species Have Similar Trophic Function?

Variation in physical gradients and production along estuaries can alter species compositions. Spatiotemporal variation in abundance and distribution of palaemonid shrimp species was investigated in relation to seasonal freshwater inputs and salinity in the Shark River Estuary, Everglades National Park, Florida, USA. Using trapping techniques, multiple sites were sampled repeatedly extending from the headwaters to the Gulf of Mexico. Stable isotope analyses were also performed on a subset of samples. Five palaemonid species occurred in the samples: Palaemonetes paludosus (Gibbes, 1850), Palaemonetes pugio (Holthuis, 1949), Palaemonetes intermedius (Holthuis, 1949), Palaemon floridanus (Chace, 1942), and Leander paulensis(Ortmann, 1897). Overall, shrimp catches in traps doubled in the dry season. Catches in the upper estuary were dominated by P.paludosus, particularly in the wet season, while catch per unit effort at the most downstream and highest salinity sites were dominated by P. floridanus. At mid-estuary, several species co-occurred. δ15n analyses revealed that most species filled similar roles in the community, with the exception of P. paludosus, which shifted from enrichment in the dry season to depletion in the wet season as it expanded downstream in the estuary. Palaemonid δ13C values varied between sites and seasons, with shrimp in upstream sites being more depleted. These data suggest that changes in salinity regimes resulting from Everglades restoration efforts may result in species replacement, with potential implications for trophic dynamics.

Stochastic descriptors to study the fate and potential of naive T cell clonotypes in the periphery

The population of naive T cells in the periphery is best described by determining both its T cell receptor diversity, or number of clonotypes, and the sizes of its clonal subsets. In this paper, we make use of a previously introduced mathematical model of naive T cell homeostasis, to study the fate and potential of naive T cell clonotypes in the periphery. This is achieved by the introduction of several new stochastic descriptors for a given naive T cell clonotype, such as its maximum clonal size, the time to reach this maximum, the number of proliferation events required to reach this maximum, the rate of contraction of the clonotype during its way to extinction, as well as the time to a given number of proliferation events. Our results show that two fates can be identified for the dynamics of the clonotype: extinction in the short-term if the clonotype experiences too hostile a peripheral environment, or establishment in the periphery in the long-term. In this second case the probability mass function for the maximum clonal size is bimodal, with one mode near one and the other mode far away from it. Our model also indicates that the fate of a recent thymic emigrant (RTE) during its journey in the periphery has a clear stochastic component, where the probability of extinction cannot be neglected, even in a friendly but competitive environment. On the other hand, a greater deterministic behaviour can be expected in the potential size of the clonotype seeded by the RTE in the long-term, once it escapes extinction.

Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers

The paper develops a novel realized matrix-exponential stochastic volatility model of multivariate returns and realized covariances that incorporates asymmetry and long memory (hereafter the RMESV-ALM model). The matrix exponential transformation guarantees the positivedefiniteness of the dynamic covariance matrix. The contribution of the paper ties in with Robert Basmann’s seminal work in terms of the estimation of highly non-linear model specifications (“Causality tests and observationally equivalent representations of econometric models”, Journal of Econometrics, 1988, 39(1-2), 69–104), especially for developing tests for leverage and spillover effects in the covariance dynamics. Efficient importance sampling is used to maximize the likelihood function of RMESV-ALM, and the finite sample properties of the quasi-maximum likelihood estimator of the parameters are analysed. Using high frequency data for three US financial assets, the new model is estimated and evaluated. The forecasting performance of the new model is compared with a novel dynamic realized matrix-exponential conditional covariance model. The volatility and co-volatility spillovers are examined via the news impact curves and the impulse response functions from returns to volatility and co-volatility.

Linking gene expression in the intestine to production of gametes through the phosphate transporter PITR-1 in Caenorhabditis elegans

Inorganic phosphate is an essential mineral for both prokaryotic and eukaryotic cell metabolism and structure. Its uptake into the cell is mediated by membrane bound transporters and coupled to Na+ transport. Mammalian sodium-dependent Pi co-transporters have been grouped into three families NaPi-I, NaPi-II, and NaPi-III. Despite being discovered more than 2 decades ago, very little is known about requirements for NaPi-III transporters in vivo, in the context of intact animal models. Here we find that impaired function of the C. elegans NaPi-III transporter, pitr-1, results in decreased brood size and dramatically increased expression of vitellogenin by the worm intestine. Unexpectedly, we found that the effects of pitr-1 mutation on vitellogenin expression in the intestine could only be rescued by expression of pitr-1 in the germline, and not by expression of pitr-1 in the intestine itself. Our results indicate the existence of a signal from the germline that regulates gene expression in the intestine, perhaps linking nutrient export from the intestine to production of gametes by the germline.

Dynamics of spatial heterogeneity in a landfill with interacting phase densities:a stochastic analysis

A landfill represents a complex and dynamically evolving structure that can be stochastically perturbed by exogenous factors. Both thermodynamic (equilibrium) and time varying (non-steady state) properties of a landfill are affected by spatially heterogenous and nonlinear subprocesses that combine with constraining initial and boundary conditions arising from the associated surroundings. While multiple approaches have been made to model landfill statistics by incorporating spatially dependent parameters on the one hand (data based approach) and continuum dynamical mass-balance equations on the other (equation based modelling), practically no attempt has been made to amalgamate these two approaches while also incorporating inherent stochastically induced fluctuations affecting the process overall. In this article, we will implement a minimalist scheme of modelling the time evolution of a realistic three dimensional landfill through a reaction-diffusion based approach, focusing on the coupled interactions of four key variables - solid mass density, hydrolysed mass density, acetogenic mass density and methanogenic mass density, that themselves are stochastically affected by fluctuations, coupled with diffusive relaxation of the individual densities, in ambient surroundings. Our results indicate that close to the linearly stable limit, the large time steady state properties, arising out of a series of complex coupled interactions between the stochastically driven variables, are scarcely affected by the biochemical growth-decay statistics. Our results clearly show that an equilibrium landfill structure is primarily determined by the solid and hydrolysed mass densities only rendering the other variables as statistically "irrelevant" in this (large time) asymptotic limit. The other major implication of incorporation of stochasticity in the landfill evolution dynamics is in the hugely reduced production times of the plants that are now approximately 20-30 years instead of the previous deterministic model predictions of 50 years and above. The predictions from this stochastic model are in conformity with available experimental observations.

The impact of maternal inflammation and maternal stress in the regulation of neurodevelopment and physiological function

The mechanisms governing fetal development follow a tightly regulated pattern of progression such that interference at any one particular stage is likely to have consequences for all other stages of development in the physiological system that has been affected thereafter. These disturbances can take the form of many different events but two of the most common and widely implicated in causing detrimental effects to the developing fetus are maternal immune activation (MIA) and maternal stress. MIA has been shown to cause an increase in circulating proinflammatory cytokines in both the maternal and fetal circulation. This increase in proinflammatory mediators in the fetus is thought to occur by fetal production rather than through exchange between the maternal-fetal interface. In the case of maternal stress it is increased levels of stress related hormones such as cortisol/corticosterone which is thought to elicit the detrimental effects on fetal development. In the case of both maternal infection and stress the timing and nature of the insult generally dictates the severity and type of effects seen in affected offspring. We investigated the effect of a proinflammatory environment on neural precursor cells of which exposure resulted in a significant decrease in the normal rate of proliferation of NPCs in culture but did not have any effect on cell survival. These effects were seen to be age dependent. Using a restraint stress model we investigated the effects of prenatal stress on the development of a number of different physiological systems in the same cohort of animals. PNS animals exhibited a number of aberrant changes in cardiovascular function with altered responses to stress and hypertension, modifications in respiratory responses to hypercapnic and hypoxic challenges and discrepancies in gastrointestinal innervation. Taken together these findings suggest that both maternal infection and maternal stress are detrimental to the normal development of the fetus.

Antigen Drives Regulatory B10 Cell Development and Function

B cells mediate immune responses via the secretion of antibody and interactions with other immune cell populations through antigen presentation, costimulation, and cytokine secretion. Although B cells are primarily believed to promote immune responses using the mechanisms described above, some unique regulatory B cell populations that negatively influence inflammation have also been described. Among these is a rare interleukin (IL)-10-producing B lymphocyte subset termed “B10 cells.” B cell-derived IL-10 can inhibit various arms of the immune system, including polarization of Th1/Th2 cell subsets, antigen presentation and cytokine production by monocytes and macrophages, and activation of regulatory T cells. Further studies in numerous autoimmune and inflammatory models of disease have confirmed the ability of B10 cells to negatively regulate inflammation in an IL-10-dependent manner. Although IL-10 is indispensable to the effector functions of B10 cells, how this specialized B cell population is selected in vivo to produce IL-10 is unknown. Some studies have demonstrated a link between B cell receptor (BCR)-derived signals and the acquisition of IL-10 competence. Additionally, whether antigen-BCR interactions are required for B cell IL-10 production during homeostasis as well as active immune responses is a matter of debate. Therefore, the goal of this thesis is to determine the importance of antigen-driven signals during B10 cell development in vivo and during B10 cell-mediated immunosuppression.

Chapter 3 of the dissertation explored the BCR repertoire of spleen and peritoneal cavity B10 cells using single-cell sequencing to lay the foundation for studies to understand the full range of antigens that may be involved in B10 cell selection. In both the spleen and peritoneal cavity B10 cells studied, BCR gene utilization was diverse, and the expressed BCR transcripts were largely unmutated. Thus, B10 cells are likely capable of responding to a wide range of foreign and self-antigens in vivo.

Studies in Chapter 4 determined the predominant antigens that drive B cell IL-10 secretion during homeostasis. A novel in vitro B cell expansion system was used to isolate B cells actively expressing IL-10 in vivo and probe the reactivities of their secreted monoclonal antibodies. B10 cells were found to produce polyreactive antibodies that bound multiple self-antigens. Therefore, in the absence of overarching active immune responses, B cell IL-10 is secreted following interactions with self-antigens.

Chapter 5 of this dissertation investigated whether foreign antigens are capable of driving B10 cell expansion and effector activity during an active immune response. In a model of contact-induced hypersensitivity, in vitro B cell expansion was again used to isolate antigen-specific B10 clones, which were required for optimal immunosuppression.

The studies described in this dissertation shed light on the relative contributions of BCR-derived signals during B10 cell development and effector function. Furthermore, these investigations demonstrate that B10 cells respond to both foreign and self-antigens, which has important implications for the potential manipulation of B10 cells for human therapy. Therefore, B10 cells represent a polyreactive B cell population that provides antigen-specific regulation of immune responses via the production of IL-10.