Dynamic drag modeling of submerged aquatic vegetation canopy flows

Vegetation has a profound effect on flow and sediment transport processes in natural rivers, by increasing both skin friction and form drag. The increase in drag introduces a drag discontinuity between the in-canopy flow and the flow above, which leads to the development of an inflection point in the velocity profile, resembling a free shear layer. Therefore, drag acts as the primary driver for the entire canopy system. Most current numerical hydraulic models which incorporate vegetation rely either on simple, static plant forms, or canopy-scaled drag terms. However, it is suggested that these are insufficient as vegetation canopies represent complex, dynamic, porous blockages within the flow, which are subject to spatially and temporally dynamic drag forces. Here we present a dynamic drag methodology within a CFD framework. Preliminary results for a benchmark cylinder case highlight the accuracy of the method, and suggest its applicability to more complex cases.

Valuing equity-linked death benefits in jump diffusion models

The paper is motivated by the valuation problem of guaranteed minimum death benefits in various equity-linked products. At the time of death, a benefit payment is due. It may depend not only on the price of a stock or stock fund at that time, but also on prior prices. The problem is to calculate the expected discounted value of the benefit payment. Because the distribution of the time of death can be approximated by a combination of exponential distributions, it suffices to solve the problem for an exponentially distributed time of death. The stock price process is assumed to be the exponential of a Brownian motion plus an independent compound Poisson process whose upward and downward jumps are modeled by combinations (or mixtures) of exponential distributions. Results for exponential stopping of a Lévy process are used to derive a series of closed-form formulas for call, put, lookback, and barrier options, dynamic fund protection, and dynamic withdrawal benefit with guarantee. We also discuss how barrier options can be used to model lapses and surrenders.

Development and application of computational methodologies in qualitative modeling

La présente thèse s'intitule "Développent et Application des Méthodologies Computationnelles pour la Modélisation Qualitative". Elle comprend tous les différents projets que j'ai entrepris en tant que doctorante. Plutôt qu'une mise en oeuvre systématique d'un cadre défini a priori, cette thèse devrait être considérée comme une exploration des méthodes qui peuvent nous aider à déduire le plan de processus regulatoires et de signalisation. Cette exploration a été mue par des questions biologiques concrètes, plutôt que par des investigations théoriques. Bien que tous les projets aient inclus des systèmes divergents (réseaux régulateurs de gènes du cycle cellulaire, réseaux de signalisation de cellules pulmonaires) ainsi que des organismes (levure à fission, levure bourgeonnante, rat, humain), nos objectifs étaient complémentaires et cohérents. Le projet principal de la thèse est la modélisation du réseau de l'initiation de septation (SIN) du S.pombe. La cytokinèse dans la levure à fission est contrôlée par le SIN, un réseau signalant de protéines kinases qui utilise le corps à pôle-fuseau comme échafaudage. Afin de décrire le comportement qualitatif du système et prédire des comportements mutants inconnus, nous avons décidé d'adopter l'approche de la modélisation booléenne. Dans cette thèse, nous présentons la construction d'un modèle booléen étendu du SIN, comprenant la plupart des composantes et des régulateurs du SIN en tant que noeuds individuels et testable expérimentalement. Ce modèle utilise des niveaux d'activité du CDK comme noeuds de contrôle pour la simulation d'évènements du SIN à différents stades du cycle cellulaire. Ce modèle a été optimisé en utilisant des expériences d'un seul "knock-out" avec des effets phénotypiques connus comme set d'entraînement. Il a permis de prédire correctement un set d'évaluation de "knock-out" doubles. De plus, le modèle a fait des prédictions in silico qui ont été validées in vivo, permettant d'obtenir de nouvelles idées de la régulation et l'organisation hiérarchique du SIN. Un autre projet concernant le cycle cellulaire qui fait partie de cette thèse a été la construction d'un modèle qualitatif et minimal de la réciprocité des cyclines dans la S.cerevisiae. Les protéines Clb dans la levure bourgeonnante présentent une activation et une dégradation caractéristique et séquentielle durant le cycle cellulaire, qu'on appelle communément les vagues des Clbs. Cet évènement est coordonné avec la courbe d'activation inverse du Sic1, qui a un rôle inhibitoire dans le système. Pour l'identification des modèles qualitatifs minimaux qui peuvent expliquer ce phénomène, nous avons sélectionné des expériences bien définies et construit tous les modèles minimaux possibles qui, une fois simulés, reproduisent les résultats attendus. Les modèles ont été filtrés en utilisant des simulations ODE qualitatives et standardisées; seules celles qui reproduisaient le phénotype des vagues ont été gardées. L'ensemble des modèles minimaux peut être utilisé pour suggérer des relations regulatoires entre les molécules participant qui peuvent ensuite être testées expérimentalement. Enfin, durant mon doctorat, j'ai participé au SBV Improver Challenge. Le but était de déduire des réseaux spécifiques à des espèces (humain et rat) en utilisant des données de phosphoprotéines, d'expressions des gènes et des cytokines, ainsi qu'un réseau de référence, qui était mis à disposition comme donnée préalable. Notre solution pour ce concours a pris la troisième place. L'approche utilisée est expliquée en détail dans le dernier chapitre de la thèse. -- The present dissertation is entitled "Development and Application of Computational Methodologies in Qualitative Modeling". It encompasses the diverse projects that were undertaken during my time as a PhD student. Instead of a systematic implementation of a framework defined a priori, this thesis should be considered as an exploration of the methods that can help us infer the blueprint of regulatory and signaling processes. This exploration was driven by concrete biological questions, rather than theoretical investigation. Even though the projects involved divergent systems (gene regulatory networks of cell cycle, signaling networks in lung cells), as well as organisms (fission yeast, budding yeast, rat, human), our goals were complementary and coherent. The main project of the thesis is the modeling of the Septation Initiation Network (SIN) in S.pombe. Cytokinesis in fission yeast is controlled by the SIN, a protein kinase signaling network that uses the spindle pole body as scaffold. In order to describe the qualitative behavior of the system and predict unknown mutant behaviors we decided to adopt a Boolean modeling approach. In this thesis, we report the construction of an extended, Boolean model of the SIN, comprising most SIN components and regulators as individual, experimentally testable nodes. The model uses CDK activity levels as control nodes for the simulation of SIN related events in different stages of the cell cycle. The model was optimized using single knock-out experiments of known phenotypic effect as a training set, and was able to correctly predict a double knock-out test set. Moreover, the model has made in silico predictions that have been validated in vivo, providing new insights into the regulation and hierarchical organization of the SIN. Another cell cycle related project that is part of this thesis was to create a qualitative, minimal model of cyclin interplay in S.cerevisiae. CLB proteins in budding yeast present a characteristic, sequential activation and decay during the cell cycle, commonly referred to as Clb waves. This event is coordinated with the inverse activation curve of Sic1, which has an inhibitory role in the system. To generate minimal qualitative models that can explain this phenomenon, we selected well-defined experiments and constructed all possible minimal models that, when simulated, reproduce the expected results. The models were filtered using standardized qualitative ODE simulations; only the ones reproducing the wave-like phenotype were kept. The set of minimal models can be used to suggest regulatory relations among the participating molecules, which will subsequently be tested experimentally. Finally, during my PhD I participated in the SBV Improver Challenge. The goal was to infer species-specific (human and rat) networks, using phosphoprotein, gene expression and cytokine data and a reference network provided as prior knowledge. Our solution to the challenge was selected as in the final chapter of the thesis.

Intravoxel incoherent motion diffusion-weighted imaging in the liver: comparison of mono-, bi- and tri-exponential modelling at 3.0-T.

PURPOSE: To determine whether a mono-, bi- or tri-exponential model best fits the intravoxel incoherent motion (IVIM) diffusion-weighted imaging (DWI) signal of normal livers. MATERIALS AND METHODS: The pilot and validation studies were conducted in 38 and 36 patients with normal livers, respectively. The DWI sequence was performed using single-shot echoplanar imaging with 11 (pilot study) and 16 (validation study) b values. In each study, data from all patients were used to model the IVIM signal of normal liver. Diffusion coefficients (Di ± standard deviations) and their fractions (fi ± standard deviations) were determined from each model. The models were compared using the extra sum-of-squares test and information criteria. RESULTS: The tri-exponential model provided a better fit than both the bi- and mono-exponential models. The tri-exponential IVIM model determined three diffusion compartments: a slow (D1 = 1.35 ± 0.03 × 10(-3) mm(2)/s; f1 = 72.7 ± 0.9 %), a fast (D2 = 26.50 ± 2.49 × 10(-3) mm(2)/s; f2 = 13.7 ± 0.6 %) and a very fast (D3 = 404.00 ± 43.7 × 10(-3) mm(2)/s; f3 = 13.5 ± 0.8 %) diffusion compartment [results from the validation study]. The very fast compartment contributed to the IVIM signal only for b values ≤15 s/mm(2) CONCLUSION: The tri-exponential model provided the best fit for IVIM signal decay in the liver over the 0-800 s/mm(2) range. In IVIM analysis of normal liver, a third very fast (pseudo)diffusion component might be relevant. KEY POINTS: ? For normal liver, tri-exponential IVIM model might be superior to bi-exponential ? A very fast compartment (D = 404.00 ± 43.7 × 10 (-3)  mm (2) /s; f = 13.5 ± 0.8 %) is determined from the tri-exponential model ? The compartment contributes to the IVIM signal only for b ≤ 15 s/mm (2.)

Functional error modeling for uncertainty quantification in hydrogeology

Approximate models (proxies) can be employed to reduce the computational costs of estimating uncertainty. The price to pay is that the approximations introduced by the proxy model can lead to a biased estimation. To avoid this problem and ensure a reliable uncertainty quantification, we propose to combine functional data analysis and machine learning to build error models that allow us to obtain an accurate prediction of the exact response without solving the exact model for all realizations. We build the relationship between proxy and exact model on a learning set of geostatistical realizations for which both exact and approximate solvers are run. Functional principal components analysis (FPCA) is used to investigate the variability in the two sets of curves and reduce the dimensionality of the problem while maximizing the retained information. Once obtained, the error model can be used to predict the exact response of any realization on the basis of the sole proxy response. This methodology is purpose-oriented as the error model is constructed directly for the quantity of interest, rather than for the state of the system. Also, the dimensionality reduction performed by FPCA allows a diagnostic of the quality of the error model to assess the informativeness of the learning set and the fidelity of the proxy to the exact model. The possibility of obtaining a prediction of the exact response for any newly generated realization suggests that the methodology can be effectively used beyond the context of uncertainty quantification, in particular for Bayesian inference and optimization.

Diffusion-weighted MR imaging in musculoskeletal diseases: Current concepts.

MR imaging is currently regarded as a pivotal technique for the assessment of a variety of musculoskeletal conditions. Diffusion-weighted MR imaging (DWI) is a relatively recent sequence that provides information on the degree of cellularity of lesions. Apparent diffusion coefficient (ADC) value provides information on the movement of water molecules outside the cells. The literature contains many studies that have evaluated the role of DWI in musculoskeletal diseases. However, to date they yielded conflicting results on the use and the diagnostic capabilities of DWI in the area of musculoskeletal diseases. However, many of them have showed that DWI is a useful technique for the evaluation of the extent of the disease in a subset of musculoskeletal cancers. In terms of tissue characterization, DWI may be an adjunct to the more conventional MR imaging techniques but should be interpreted along with the signal of the lesion as observed on conventional sequences, especially in musculoskeletal cancers. Regarding the monitoring of response to therapy in cancer or inflammatory disease, the use of ADC value may represent a more reliable additional tool but must be compared to the initial ADC value of the lesions along with the knowledge of the actual therapy.

Elevated hypertension risk for African-origin populations in biracial societies : Modeling the Epidemiologic Transition Study.

OBJECTIVES: Blood pressures in persons of African descent exceed those of other racial/ethnic groups in the United States. Whether this trait is attributable to the genetic factors in African-origin populations, or a result of inadequately measured environmental exposures, such as racial discrimination, is not known. To study this question, we conducted a multisite comparative study of communities in the African diaspora, drawn from metropolitan Chicago, Kingston, Jamaica, rural Ghana, Cape Town, South Africa, and the Seychelles. METHODS: At each site, 500 participants between the age of 25 and 49 years, with approximately equal sex balance, were enrolled for a longitudinal study of energy expenditure and weight gain. In this study, we describe the patterns of blood pressure and hypertension observed at baseline among the sites. RESULTS: Mean SBP and DBP were very similar in the United States and South Africa in both men and women, although among women, the prevalence of hypertension was higher in the United States (24 vs. 17%, respectively). After adjustment for multiple covariates, relative to participants in the United States, SBP was significantly higher among the South Africans by 9.7 mmHg (P < 0.05) and significantly lower for each of the other sites: for example, Jamaica: -7.9 mmHg (P = 0.06), Ghana: -12.8 mmHg (P < 0.01) and Seychelles: -11.1 mmHg (P = 0.01). CONCLUSION: These data are consistent with prior findings of a blood pressure gradient in societies of the African diaspora and confirm that African-origin populations with lower social status in multiracial societies, such as the United States and South Africa, experience more hypertension than anticipated based on anthropometric and measurable socioeconomic risk factors.

Effect of competitive situation and price on diffusion of mobile communications

Työn päätavoitteena oli selvittää hinnan ja kilpailutilanteen vaikutusta matkaviestinnän diffuusioon. Työn empiirinen osuus tarkasteli matkapuhelinliittymien hinnan vaikutusta liittymien diffuusioon sekä sitä, miten alan kilpailu on vaikuttanut matkaviestinnän hintatasoon. Työssä analysoitiin myös matkaviestinnän kilpailutilannetta Suomen markkinoilla. Tutkimuksen empiirinen aineisto kerättiin toissijaisista lähteistä, esimerkiksi EMC-tietokannasta. Tutkimus oli luonteeltaan kvantitatiivinen.Empiirisessä osassa käytetyt mallit oli muodostettu aikaisempien tutkimuksien perusteella. Regressioanalyysiä käytettiin arvioitaessa hinnan vaikutusta diffuusionopeuteen ja mahdollisten omaksujien määrään. Regressioanalyysissä sovellettiin ei-lineaarista mallia.Tutkimustulokset osoittivat, että tasaisesti laskevilla matkapuhelinliittymien sekä matkapuhelimien hinnoilla ei ole merkittävää vaikutusta matkaviestinnän diffuusioon. Myöskään kilpailutilanne ei ole vaikuttanut paljon matkaviestinnän yleiseen hintatasoon. Työn tulosten perusteella voitiin antaa myös muutamia toimenpide-ehdotuksia jatkotutkimuksia varten.

Angiogenic activity of breast cancer patients' monocytes reverted by combined use of systems modeling and experimental approaches.

Angiogenesis plays a key role in tumor growth and cancer progression. TIE-2-expressing monocytes (TEM) have been reported to critically account for tumor vascularization and growth in mouse tumor experimental models, but the molecular basis of their pro-angiogenic activity are largely unknown. Moreover, differences in the pro-angiogenic activity between blood circulating and tumor infiltrated TEM in human patients has not been established to date, hindering the identification of specific targets for therapeutic intervention. In this work, we investigated these differences and the phenotypic reversal of breast tumor pro-angiogenic TEM to a weak pro-angiogenic phenotype by combining Boolean modelling and experimental approaches. Firstly, we show that in breast cancer patients the pro-angiogenic activity of TEM increased drastically from blood to tumor, suggesting that the tumor microenvironment shapes the highly pro-angiogenic phenotype of TEM. Secondly, we predicted in silico all minimal perturbations transitioning the highly pro-angiogenic phenotype of tumor TEM to the weak pro-angiogenic phenotype of blood TEM and vice versa. In silico predicted perturbations were validated experimentally using patient TEM. In addition, gene expression profiling of TEM transitioned to a weak pro-angiogenic phenotype confirmed that TEM are plastic cells and can be reverted to immunological potent monocytes. Finally, the relapse-free survival analysis showed a statistically significant difference between patients with tumors with high and low expression values for genes encoding transitioning proteins detected in silico and validated on patient TEM. In conclusion, the inferred TEM regulatory network accurately captured experimental TEM behavior and highlighted crosstalk between specific angiogenic and inflammatory signaling pathways of outstanding importance to control their pro-angiogenic activity. Results showed the successful in vitro reversion of such an activity by perturbation of in silico predicted target genes in tumor derived TEM, and indicated that targeting tumor TEM plasticity may constitute a novel valid therapeutic strategy in breast cancer.

Structured sparsity for spatially coherent fibre orientation estimation in diffusion MRI.

We propose a novel formulation to solve the problem of intra-voxel reconstruction of the fibre orientation distribution function (FOD) in each voxel of the white matter of the brain from diffusion MRI data. The majority of the state-of-the-art methods in the field perform the reconstruction on a voxel-by-voxel level, promoting sparsity of the orientation distribution. Recent methods have proposed a global denoising of the diffusion data using spatial information prior to reconstruction, while others promote spatial regularisation through an additional empirical prior on the diffusion image at each q-space point. Our approach reconciles voxelwise sparsity and spatial regularisation and defines a spatially structured FOD sparsity prior, where the structure originates from the spatial coherence of the fibre orientation between neighbour voxels. The method is shown, through both simulated and real data, to enable accurate FOD reconstruction from a much lower number of q-space samples than the state of the art, typically 15 samples, even for quite adverse noise conditions.