Control and model-based analysis of microaerobic processes - using Rhodospirillum rubrum as model organism

Magdeburg, Univ., Fak. für Elektrotechnik und Informationstechnik, Diss., 2015

A class of stochastic games with infinitely many interacting agents related to Glauber dynamics on random graphs

We introduce and study a class of infinite-horizon nonzero-sum non-cooperative stochastic games with infinitely many interacting agents using ideas of statistical mechanics. First we show, in the general case of asymmetric interactions, the existence of a strategy that allows any player to eliminate losses after a finite random time. In the special case of symmetric interactions, we also prove that, as time goes to infinity, the game converges to a Nash equilibrium. Moreover, assuming that all agents adopt the same strategy, using arguments related to those leading to perfect simulation algorithms, spatial mixing and ergodicity are proved. In turn, ergodicity allows us to prove “fixation”, i.e. that players will adopt a constant strategy after a finite time. The resulting dynamics is related to zerotemperature Glauber dynamics on random graphs of possibly infinite volume.

Coupling and monotonicity of queueing processes

The main purpose of this work is to give a survey of main monotonicity properties of queueing processes based on the coupling method. The literature on this topic is quite extensive, and we do not consider all aspects of this topic. Our more concrete goal is to select the most interesting basic monotonicity results and give simple and elegant proofs. Also we give a few new (or revised) proofs of a few important monotonicity properties for the queue-size and workload processes both in single-server and multi- server systems. The paper is organized as follows. In Section 1, the basic notions and results on coupling method are given. Section 2 contains known coupling results for renewal processes with focus on construction of synchronized renewal instants for a superposition of independent renewal processes. In Section 3, we present basic monotonicity results for the queue-size and workload processes. We consider both discrete-and continuous-time queueing systems with single and multi servers. Less known results on monotonicity of queueing processes with dependent service times and interarrival times are also presented. Section 4 is devoted to monotonicity of general Jackson-type queueing networks with Markovian routing. This section is based on the notable paper [17]. Finally, Section 5 contains elements of stability analysis of regenerative queues and networks, where coupling and monotonicity results play a crucial role to establish minimal suficient stability conditions. Besides, we present some new monotonicity results for tandem networks.

Nitric oxide as a regulator of inflammatory processes

Nitric oxide (NO) plays an important role in mediating many aspects of inflammatory responses. NO is an effector molecule of cellular injury, and can act as an anti-oxidant. It can modulate the release of various inflammatory mediators from a wide range of cells participating in inflammatory responses (e.g., leukocytes, macrophages, mast cells, endothelial cells, and platelets). It can modulate blood flow, adhesion of leukocytes to the vascular endothelium and the activity of numerous enzymes, all of which can have an impact on inflammatory responses. In recent years, NO-releasing drugs have been developed, usually as derivatives of other drugs, which exhibit very powerful anti-inflammatory effects.

Conditioning of stochastic 3-D fracture networks to hydrological and geophysical data

The geometry and connectivity of fractures exert a strong influence on the flow and transport properties of fracture networks. We present a novel approach to stochastically generate three-dimensional discrete networks of connected fractures that are conditioned to hydrological and geophysical data. A hierarchical rejection sampling algorithm is used to draw realizations from the posterior probability density function at different conditioning levels. The method is applied to a well-studied granitic formation using data acquired within two boreholes located 6 m apart. The prior models include 27 fractures with their geometry (position and orientation) bounded by information derived from single-hole ground-penetrating radar (GPR) data acquired during saline tracer tests and optical televiewer logs. Eleven cross-hole hydraulic connections between fractures in neighboring boreholes and the order in which the tracer arrives at different fractures are used for conditioning. Furthermore, the networks are conditioned to the observed relative hydraulic importance of the different hydraulic connections by numerically simulating the flow response. Among the conditioning data considered, constraints on the relative flow contributions were the most effective in determining the variability among the network realizations. Nevertheless, we find that the posterior model space is strongly determined by the imposed prior bounds. Strong prior bounds were derived from GPR measurements and helped to make the approach computationally feasible. We analyze a set of 230 posterior realizations that reproduce all data given their uncertainties assuming the same uniform transmissivity in all fractures. The posterior models provide valuable statistics on length scales and density of connected fractures, as well as their connectivity. In an additional analysis, effective transmissivity estimates of the posterior realizations indicate a strong influence of the DFN structure, in that it induces large variations of equivalent transmissivities between realizations. The transmissivity estimates agree well with previous estimates at the site based on pumping, flowmeter and temperature data.

Irreversible thermodynamics of Poisson processes with reaction

A kinetic model is derived to study the successive movements of particles, described by a Poisson process, as well as their generation. The irreversible thermodynamics of this system is also studied from the kinetic model. This makes it possible to evaluate the differences between thermodynamical quantities computed exactly and up to second-order. Such differences determine the range of validity of the second-order approximation to extended irreversible thermodynamics

Les obligations positives de l'Etat dans la jurisprudence de la Cour européenne des droits de l'homme : théorie générale, incidences législatives et mise en oeuvre en droit suisse

Malgré la place toujours plus importante qu'occupent les obligations positives au sein de l'économie de la Convention européenne des droits de l'homme, cette notion jurisprudentielle trop peu connue est présentée dans cet ouvrage sous la forme d'un triptyque. La première partie dresse un portrait complet de la dogmatique des obligations positives dans le cadre de la CEDH et offre une vue d'ensemble des développements issus de la jurisprudence et de la doctrine sur cette notion. La deuxième partie, consacrée à l'étude de la casuistique des obligations positives matérielles déduites de la CEDH par les juges de Strasbourg, met un accent particulier sur les obligations positives à incidences législatives. Le respect de ces dernières par le droit suisse est étudié dans la dernière partie. Prix 2015 de la Société Académique Vaudoise, mention «Lauréat de l'Université»

The achievable region approach to the optimal control of stochastic systems

The achievable region approach seeks solutions to stochastic optimisation problems by: (i) characterising the space of all possible performances(the achievable region) of the system of interest, and (ii) optimisingthe overall system-wide performance objective over this space. This isradically different from conventional formulations based on dynamicprogramming. The approach is explained with reference to a simpletwo-class queueing system. Powerful new methodologies due to the authorsand co-workers are deployed to analyse a general multiclass queueingsystem with parallel servers and then to develop an approach to optimalload distribution across a network of interconnected stations. Finally,the approach is used for the first time to analyse a class of intensitycontrol problems.

Calibration of stochastic volatility models via second order approximation: the Heston model case

Using a suitable Hull and White type formula we develop a methodology to obtain asecond order approximation to the implied volatility for very short maturities. Using thisapproximation we accurately calibrate the full set of parameters of the Heston model. Oneof the reasons that makes our calibration for short maturities so accurate is that we alsotake into account the term-structure for large maturities. We may say that calibration isnot "memoryless", in the sense that the option's behavior far away from maturity doesinfluence calibration when the option gets close to expiration. Our results provide a wayto perform a quick calibration of a closed-form approximation to vanilla options that canthen be used to price exotic derivatives. The methodology is simple, accurate, fast, andit requires a minimal computational cost.

On moments and tail behaviors of storage processes

We study the existence of moments and the tail behaviour of the densitiesof storage processes. We give sufficient conditions for existence andnon-existence of moments using the integrability conditions ofsubmultiplicative functions with respect to Lévy measures. Then, we studythe asymptotical behavior of the tails of these processes using the concaveor convex envelope of the release rate function.

Contribution of in vitro neurotoxicology studies to the elucidation of neurodegenerative processes.

Only a small percentage of neurodegenerative diseases like Alzheimer's disease and Parkinson's disease is directly related to familial forms. The etiology of the most abundant, sporadic forms seems to involve both genetic and environmental factors. Environmental compounds are now extensively studied for their possible contribution to neurodegeneration. Chemicals were found which were able to reproduce symptoms of known neurodegenerative diseases, others may either predispose to the onset of neurodegeneration, or exacerbate distinct pathogenic processes of these diseases. In any case, in vitro studies performed with models presenting various degrees of complexity have shown that many environmental compounds have the potential to cause neurodegeneration, through a variety of pathways similar to those described in neurodegenerative diseases. Since the population is exposed to a huge number of potentially neurotoxic compounds, there is an important need for rapid and efficient procedures for hazard evaluation. Xenobiotics elicit a cascade of reactions that, most of the time, involve numerous interactions between the different brain cell types. A reliable in vitro model for the detection of environmental toxins potentially at risk for neurodegenerative diseases should therefore allow maximal cell-cell interactions and multiparametric endpoints determination. The combined use of in vitro models and new analytical approaches using "omics" technologies should help to map toxicity pathways, and advance our understanding of the possible role of xenobiotics in the etiology of neurodegenerative diseases.