Dissertations / Theses on the topic 'Whited model'

Актуальність теми. Актуальною задачею комп’ютерної графіки являється отримання реалістичних зображень, котрі активно користуються попитом в промисловості, ігровій індустрії та кіно. Фотореалістичне зображення характеризується такими ефектами, як м’які тіні, напівтіні, каустика, динамічне розмиття, глибина різкості, нечіткі відбиття, блиск, напівпрозорість. Серед існуючих підходів фотореалістичної візуалізації методи трасування променів являються найбільш точними, оскільки вони базуються на фізичній моделі поширення світла. Існує багатий спектр різноманітних методів трасування променів, отже з’являється необхідність у вибірці найбільш ефективних точних методів трасування променів, котрі будуть в середній мірі коректно працювати для широкого ряду статичних (в майбутньому і динамічних) сцен, що проходять візуалізацію. Об’єктом дослідження є процес фізично обґрунтованого рендерингу і процес трасування променів. Предметом дослідження є способи трасування променів та методи розрахунку індексу передачі кольору. Мета роботи: дослідження методів PBR (Physical Based Rendering), їх одночасного використання для отримання максимального ефекту реалізму; оцінка здатності джерела світла виявляти всі частоти його кольорового спектру у порівнянні з контрольним світлом. Наукова новизна, а точніше – інноваційне рішення полягає в тому, що розроблений рушій реалізує обчислення індексу передачі кольору (CRI - Color Rendering Index) з високим рівнем точності відносно очікуваних значень контрольних джерел світла. Практична цінність проведених досліджень полягає у розробці нового PBRE, який для рендерингу сцен використовує емпіричні моделі освітлення; реалізовані такі моделі BRDF, як Ламберта, Орена Найара, Торренса Спарроу, дзеркального відбиття, дзеркального пропускання і виміряного BRDF. Реалізована підтримка декількох технік трасування променів: трасування Уайтеда і трасування шляху. Розраховуються кольори з використанням спектральних даних і колірний простір CIE XYZ в сценах PBR для досягнення високої передачі кольору. TTFD також підтримує обчислення індексу передачі кольору (CRI – Color Rendering Index). Цей показник описує здатність джерела світла точно відображати всі частоти його колірного спектра в порівнянні з ідеальним еталонним світлом аналогічного типу. Структура та обсяг роботи. Магістерський дипломний проект складається зі вступу, чотирьох розділів та висновків. У вступі подано загальну характеристику роботи, зроблено оцінку сучасного стану проблеми, обґрунтовано актуальність напрямку досліджень, сформульовано мету і задачі досліджень, показано наукову новизну отриманих результатів і практичну цінність роботи. У першому розділі розглянуто принципи колориметрії та радіометрії. Вони складають основу деяких основних ключових особливостей TTFD. Зокрема, розрахунок кольору і методи освітлення / затінення, реалізовані в TTFD, використовують поняття, представлені даному розділі. У другому розділі розглянуто трасування променів: фотореалістичний рендеринг (візуалізація). Коротка класифікація алгоритмів трасування променів. Вирішення рівняння рендеринга. У третьому розділі наведено особливості реалізації розробленої системи. У четвертому розділі представлено підходи до тестування системи в цілому та окремих модулів. У висновках представлені результати проведеної роботи. Робота представлена на 116 аркушах, містить посилання на список використаних літературних джерел. Ключові слова: фізичний рендеринг (PBR), трасування променів, індекс передачі кольору, емпіричні моделі освітлення, модель Уайтеда, трасування шляху.
Relevance of the topic. The actual task of computer graphics is to obtain realistic images that are actively in demand in industry, gaming and film industry. A photorealistic image is characterized by such effects as soft shadows, partial shade, caustic, dynamic blur, depth of field, fuzzy reflection, shine, translucency. Among the existing approaches of photorealistic visualization, ray tracing methods are the most accurate because they are based on a physical model of light propagation. There is a wide range of different ray-tracing methods, and therefore there is a need to select the most efficient, accurate ray-tracing methods that will, in average, work correctly for a wide range of static (future dynamic) scenes, and are being visualized. The object of the research is the process of physically sound rendering and the ray tracing process. The subject of research is the methods of ray tracing and methods for calculating the color rendering index. Objective: to study the methods of PBR (Physical Based Rendering), their simultaneous use to obtain the maximum effect of realism; assessment of the ability of a light source to detect all the frequencies of its color spectrum compared to the control light. The scientific novelty, or rather, an innovative solution, is that the engine developed implements the calculations of the color rendering index (CRI - Color Rendering Index) with a high degree of accuracy relative to the expected values of the control light sources. The practical value of the research is the development of a new PBRE, which employs empirical lighting models for rendering scenes; BRDF models such as Lambert, Oren Nayar, Torrens Sparrow, specular reflection, specular transmission and measured BRDF are implemented. Implemented support for several ray tracing techniques: Traced by Wyted and path tracing. Colors are calculated using spectral data and CIE XYZ color space in PBR scenes to achieve high color rendering. TTFD also supports Color Rendering Index (CRI) calculations. This indicator describes the ability of a light source to accurately reflect all the frequencies of its color spectrum compared to ideal reference light of a similar type. Structure and scope of work. Master thesis project consists of introduction, four chapters and conclusions. The introduction presents a general description of the work, assesses the current state of the problem, substantiates the relevance of the research area, formulates the goals and objectives of the research, shows the scientific novelty of the results and practical value of the work. The first section discusses the principles of colorimetry and radiometry. They form the basis of some key TTFD key features. In particular, color calculations and lighting / shading methods implemented in TTFD use the concept presented in this section. The second section deals with ray tracing: photorealistic rendering (visualization). Brief classification of ray tracing algorithms. Solution of the rendering equation. The third section presents the features of the implementation of the developed system. The fourth section presents approaches to testing the system as a whole and individual modules. The findings present the results of this work. The work is presented on 116 pages, contains links to the list of references used.
Актуальность темы. Актуальной задачей компьютерной графики является получение реалистичных изображений, которые активно пользуются спросом в промышленности, игровой индустрии и кино. Фотореалистичное изображение характеризуется такими эффектами, как мягкие тени, полутени, каустика, динамическое размытие, глубина резкости, нечеткие отражение, блеск, полупрозрачность. Среди существующих подходов фотореалистичной визуализации методы трассировки лучей являются наиболее точными, поскольку они базируются на физической модели распространения света. Существует богатый спектр различных методов трассировки лучей, следовательно появляется необходимость в выборке наиболее эффективных точных методов трассировки лучей, которые будут в средней степени правильно работать для широкого ряда статических (в будущем и динамических) сцен, проходят визуализацию. Объектом исследования является процесс физически обоснованного рендеринга и процесс трассировки лучей. Предметом исследования являются способы трассировки лучей и методы расчета индекса цветопередачи. Цель работы: исследование методов PBR (Physical Based Rendering), их одновременного использования для получения максимального эффекта реализма; оценка способности источника света выявлять все частоты его цветового спектра по сравнению с контрольным светом. Научная новизна, а точнее - инновационное решение, заключается в том, что разработан двигатель реализует вычисления индекса цветопередачи (CRI - Color Rendering Index) с высокой степенью точности относительно ожидаемых значений контрольных источников света. Практическая ценность проведенных исследований состоит в разработке нового PBRE, который для рендеринга сцен использует эмпирические модели освещения; реализованы такие модели BRDF, как Ламберта, Орена Найара, Торренса Спарроу, зеркального отражения, зеркального пропускания и измеренного BRDF. Реализована поддержка нескольких техник трассировки лучей: трассировки Уайтеда и трассировки пути. Рассчитываются цвета с использованием спектральных данных и цветовое пространство CIE XYZ в сценах PBR для достижения высокой цветопередачи. TTFD также поддерживает вычисления индекса цветопередачи (CRI - Color Rendering Index). Этот показатель описывает способность источника света точно отражать все частоты его цветового спектра по сравнению с идеальным эталонным светом аналогичного типа. Структура и объем работы. Магистерский дипломный проект состоит из введения, четырех глав и выводов. Во введении представлена общая характеристика работы, произведена оценка современного состояния проблемы, обоснована актуальность направления исследований, сформулированы цели и задачи исследований, показано научную новизну полученных результатов и практическую ценность работы. В первом разделе рассмотрены принципы колориметрии и радиометрии. Они составляют основу некоторых основных ключевых особенностей TTFD. В частности, расчет цвета и методы освещения / затенения, реализованные в TTFD, используют понятие, представленные данном разделе. Во втором разделе рассмотрены трассировки лучей: фотореалистичный рендеринг (визуализация). Краткая классификация алгоритмов трассировки лучей. Решение уравнения рендеринга. В третьем разделе приведены особенности реализации разработанной системы. В четвертом разделе представлены подходы к тестированию системы в целом и отдельных модулей. В выводах представлены результаты проведенной работы. Работа представлена на 116 листах, содержит ссылки на список использованных литературных источников.

The entire thesis text is included in the research.pdf file; the official abstract appears in the short.pdf file; a non-technical public abstract appears in the public.pdf file. Title from PDF of title page (University of Missouri--Columbia, viewed on September 14, 2009). Thesis advisor: Dr. Paul Bolls. Includes bibliographical references.

The hybrid Heston-Hull-White (HHW) model combines the Heston (1993) stochastic volatility and Hull and White (1990) short rate models. Compared to stochastic volatility models, hybrid models improve upon the pricing and hedging of longdated options and equity-interest rate hybrid claims. When the Heston and HullWhite components are uncorrelated, an exact characteristic function for the HHW model can be derived. In contrast, when the components are correlated, the more useful case for the pricing of hybrid claims, an exact characteristic function cannot be obtained. Grzelak and Oosterlee (2011) developed two approximations for this correlated case, such that the characteristics functions are available. Within this dissertation, the approximations, referred to as the determinist and stochastic approximations, were implemented to price vanilla options. This involved extending the Carr and Madan (1999) method to a stochastic interest rate setting. The approximations were then assessed for accuracy and efficiency. In determining an appropriate benchmark for assessing the accuracy of the approximations, the full truncation Milstein and Quadratic Exponential (QE) schemes, which are popular Monte Carlo discretisation schemes for the Heston model, were extended to the HHW model. These schemes were then compared against the characteristic function for the uncorrelated case, and the QE scheme was found to be more accurate than the Milstein-based scheme. With the differences in performance becoming increasingly noticeable when the Feller (1951) condition was not satisfied and the maturity and volatility of the Hull-White model (⌘) was large. In assessing the accuracy of the approximations against the QE scheme, both approximations were similarly accurate when ⌘ was small. In contrast, when ⌘ was large, the stochastic approximation was more accurate than the deterministic approximation. However, the deterministic approximation was significantly faster than the stochastic approximation and the stochastic approximation displayed signs of potential instability. When ⌘ is small, the deterministic approximation is therefore recommended for use in applications such as calibration. With its shortcomings, the stochastic approximation could not be recommended. However, it did show promising signs of accuracy that warrants further investigation into its efficiency and stability.

Diffusion MRI microstructure imaging provides a unique noninvasive probe into tissue microstructure. The technique relies on mathematical models, relating microscopic tissue features to the MR signal. The assumption of Gaussian diffusion oversimplifies the behaviour of water in complex media. Multi-compartment models fit the signal better and enable the estimation of more specific indices, such as axon diameter and density. A previous model comparison framework used data from fixed rat brains to show that three compartment models, designed for intra/extra-axonal diffusion, best explain multi-b-value datasets. The purpose of this PhD work is to translate this analysis to in vivo human brain white matter. It updates the framework methodology by enriching the acquisition protocol, extending the model base and improving the model fitting. In the first part of this thesis, the original fixed rat study is taken in-vivo by using a live human subject on a clinical scanner. A preliminary analysis cannot differentiate the models well. The acquisition protocol is then extended to include a richer angular resolution of diffusion- sampling gradient directions. Compared with ex-vivo data, simpler three-compartment models emerge. Changes in diffusion behaviour and acquisition protocol are likely to have influenced the results. The second part considers models that explicitly seek to explain fibre dispersion, another potentially specific biomarker of neurological diseases. This study finds that models that capture fibre dispersion are preferred, showing the importance of modelling dispersion even in apparently coherent fibres. In the third part, we improve the methodology. First, during the data pre-processing we narrow the region of interest. Second, the model fitting takes into account the varying echo time and compartmental tissue relaxation; we also test the benefit to model performance of different compartmental diffusivities. Next, we evaluate the inter- and intra-subject reproducibility of ranking. In the fourth part, high-gradient Connectom-Skyra data are used to assess the generalisability of earlier results derived from a standard Achieva scanner. Results showed a reproducibility of major trends in the model ranking. In particular, dispersion models explain low gradient strength data best, but cannot capture Connectom signal that remains at very high b-values. The fifth part uses cross-validation and bootstrapping as complementary means to model ranking. Both methods support the previous ranking; however, the leave-one-shell-out cross- validation supports less difference between the models than bootstrapping.

The subject of this thesis are selected interest rate models and valuation of interest rate derivatives, especially interest rate options. Time-homogeneous one-factor short rate models, Vasicek and Cox-Ingersoll-Ross, and time-inhomogeneous short rate model, Hull{White, are treated. Heath-Jarrow-Morton framework is introduced as an alternative to short rate models, evolving the entire term structure of interest rates. The short rate models are shown to be special cases of models within the framework. The models are derived using the risk-neutral pricing methodology.

Includes bibliographical references.
A model with a stochastic interest rate process correlated to a stochastic volatility process is needed to accurately price long- dated contingent claims. Such a model should also price claims efficiently in order to allow for fast calibration. This dissertation explores the approximations for the characteristic function of the Heston-Hull&White model introduced by Grzelak and Oost- erlee (2011). Fourier-Cosine expansion pricing, due to Fang and Oosterlee (2008), is then used to price contingent claims under this model, which is implemented in MATLAB. We find that the model is efficient, accurate and has a relatively simple calibration procedure. In back-tests, it is determined that the Heston- Hull&White model produces better hedging profit and loss results than a Heston (1993) or a Black and Scholes (1973) model.

This thesis includes a brief introduction to Adjoint Algorithmic Differentiation (AAD), accompanied by numerical examples, step-by-step explanations and runtime comparisons to a finite difference method. In order to show the applicability of AAD in a stochastic setting, it is also applied in the calculation of the arbitrage free price and partial derivatives of a European call option, where the underlying stock has Geometric Brownian motion dynamics. Finally the Hull-White model is calibrated using a set of zero coupon bonds, and a set of swaptions. Using AAD, the partial derivatives of the model are found and used in a Newton-Raphson method in order to find the market's implied volatility. The end result is a Monte Carlo simulated short rate curve and its derivatives with respect to the calibration parameters, i.e. the zero coupon bond and swaption prices.
Denna uppsats innehåller en introduktion till Adjungerad Algoritmisk Differentiering (AAD), tillsammans med numeriska exempel, steg-för-steg beskrivningar samt körtidsjämförelser med en finit differensmetod. För att illustrera applicerbarheten av AAD i ett stokastiskt ramverk, tillämpas metoden i beräkningen av det arbitragefria priset och de partiella derivatorna av en europeisk köp-option, där den underliggande aktien har geometrisk Brownsk dynamik. Slutligen kalibreras Hull-White-modellen genom ett antal nollkupongsobligationer och swap-optioner. Via AAD beräknas de partiella derivatorna för modellen som sedan används i Newton-Raphsons metod för att finna markandens implicita volatilitet. Slutresultatet är en Monte Carlo-simulerad räntekurva och dess derivator med avseende på kalibreringsparametrarna, dvs. nollkupongs- och swap-optionspriserna.

Diffusion-weighted MRI (DW-MRI) is a powerful in vivo imaging technique that is particularly sensitive to the underlying microstructure of white matter tissue in the brain. Many models of the DW-MRI signal exist that allow us to relate the signals we measure to various aspects of the tissue structure, including measures of diffusivity, cellularity and even axon size. From histology, we know that many of these microstructure measures display distinct patterns of variation on length scales greater than the average voxel size. However very few methods exist that use this spatial coherence to inform and guide parameter estimation. Instead, most techniques treat each voxel of data independently. This is particularly problematic when estimating parameters such as axon radius which only weakly influence the signal, as the resulting estimates are noisy. Several methods have been proposed that spatially smooth parameter estimates after fitting the model in each voxel. However if the parameter estimates are very noisy, the underlying trend is likely to be obscured. These methods are also unable to account for spatial coupling that may exist between the various parameters. This thesis introduces a novel framework, the Regional Variation Model (RVM), which exploits the underlying spatial coherence within white matter tracts to estimate trends of microstructure variation across large regions of interest. We fit curves describing parameter variation directly to the diffusion-weighted signals which should capture spatial changes in a more natural way as well as reducing the effects of noise. This allows for more precise estimates of a range of microstructure indices, including axon radius. The resulting curves, which show how microstructure parameters vary spatially through white matter regions, can also be used to detect groupwise differences with potentially greater power than traditional methods.

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This work aims to quantify the credit risk of Brazilian companies, by using tools whose refinement and precision is more and more required by financial institutions on credit loans. In this regard, It is analyzed the credit spread and default probabilities derived by the application of two risk models, whose authors are Robert C. Merton (1974), and John Hull, Izzy Nelken and Alan White (2004). In the end, It is also evaluated the model with the best adherence to Brazilian market.
Este trabalho tem como objetivo quantificar o risco de crédito de empresas do mercado brasileiro, lançando mão de ferramentas cujo aprimoramento e precisão são cada vez mais exigidos pelas instituições financeiras nas concessões de empréstimos. Para isso, analisam-se o spread de crédito e a probabilidade de default gerados a partir da aplicação de dois modelos de avaliação de risco, cujos autores são, respectivamente, Robert C. Merton (1974), e John Hull, Izzy Nelken e Alan White (2004). Por fim, comparam-se e analisam-se os resultados, avaliando aquele com melhor aderência ao mercado brasileiro.

The thesis investigates how one should determine the appropriate transparency of an information processing system from a receiver perspective. Research in the past has suggested that the model should be maximally transparent for what is labeled as ”high stake decisions”. Instead of motivating the choice of a model’s transparency on the non-rigorous criterion that the model contributes to a high stake decision, this thesis explores an alternative method. The suggested method involves that one should let the transparency depend on how well an explanation of the model’s output satisfies the purpose of an explanation. As a result, we do not have to bother if it is a high stake decision, we should instead make sure the model is sufficiently transparent to provide an explanation that satisfies the expressed purpose of an explanation.

To calculate realistic models of objects with Ni in their atmospheres, accurate atomic data for the relevant ionization stages need to be included in model atmosphere calculations. In the context of white dwarf stars, we investigate the effect of changing the Ni IV-VI bound-bound and bound-free atomic data on model atmosphere calculations. Models including photoionization cross-section (PICS) calculated with AUTOSTRUCTURE show significant flux attenuation of up to similar to 80 per cent shortward of 180 angstrom in the extreme ultraviolet (EUV) region compared to a model using hydrogenic PICS. Comparatively, models including a larger set of Ni transitions left the EUV, UV, and optical continua unaffected. We use models calculated with permutations of these atomic data to test for potential changes to measured metal abundances of the hot DA white dwarf G191-B2B. Models including AUTOSTRUCTURE PICS were found to change the abundances of N and O by as much as similar to 22 per cent compared to models using hydrogenic PICS, but heavier species were relatively unaffected. Models including AUTOSTRUCTURE PICS caused the abundances of N/O IV and V to diverge. This is because the increased opacity in the AUTOSTRUCTURE PICS model causes these charge states to form higher in the atmosphere, more so for N/O V. Models using an extended line list caused significant changes to the Ni IV-V abundances. While both PICS and an extended line list cause changes in both synthetic spectra and measured abundances, the biggest changes are caused by using AUTOSTRUCTURE PICS for Ni.

Experienced counselors in three eastern states were surveyed about the incidence of racial issues presented by their White clients and were asked to complete the White Racial Identity Attitudes Scales (WRIAS) and to respond to a questionnaire about a White client presenting a racial issue. Nearly a quarter of the counselors responding to the survey reported having some clients raising racial issues as main issues in counseling, and 45% reported having some clients bringing up racial issues relevant to their counseling. Respondents generally did not have training to help White clients with racial issues, nor did many report having special strategies, information, or interventions they used in such situations. Counselors' patterns of response on the WRIAS were found to be related to their patterns of response on the Case Questionnaire, and the predictions of Helms's interaction model were partially supported.

This thesis deals with inflation theory, focussing on the model of Jarrow & Yildirim, which is nowadays used when pricing inflation derivatives. After recalling main results about short and forward interest rate models, the dynamics of the main components of the market are derived. Then the most important inflation-indexed derivatives are explained (zero coupon swap, year-on-year, cap and floor), and their pricing proceeding is shown step by step. Calibration is explained and performed with a common method and an heuristic and non standard one. The model is enriched with credit risk, too, which allows to take into account the possibility of bankrupt of the counterparty of a contract. In this context, the general method of pricing is derived, with the introduction of defaultable zero-coupon bonds, and the Monte Carlo method is treated in detailed and used to price a concrete example of contract. Appendixes: A: martingale measures, Girsanov's theorem and the change of numeraire. B: some aspects of the theory of Stochastic Differential Equations; in particular, the solution for linear EDSs, and the Feynman-Kac Theorem, which shows the connection between EDSs and Partial Differential Equations. C: some useful results about normal distribution.

White dwarfs are the most common stellar evolutionary end-point. Moreover, they can be considered as reliable cosmic clocks to infer the age of a wide variety of stellar populations, including globular and open clusters. Consequently, there is a considerable interest in the study of white dwarf cooling models. In this thesis we used two different approaches. From a theorical perspective, we computed a set of new cooling white dwarfs sequences which incorporates the most up-to-date physical inputs for precision white dwarf cosmochronology and for asteroseismological studies of ZZ Ceti stars. Moreover, we studied the role of 22Ne diffusion in the evolution of white dwarf stars with high-metallicity progenitors. Our evolutionary sequences have been self-consistently evolved from the zero age main sequence to the white dwarf stage. Our calculations include: nuclear burning at the very early phases of white dwarf evolution (which is important to determine the final thickness of the hydrogen-rich envelope), diffusion and gravitational settling (which are important to shape the profiles of the outer layers), accurate neutrino emission rates (which control the cooling at high luminosities), a correct treatment of crystallization and phase separation of carbon and oxygen (which dominate the cooling times at low luminosities), a very detailed equation of state (which is important in all the evolutionary phases), and improved non-gray model atmospheres (which allow for a precise determination of white dwarf colors and outer boundary conditions for the evolving models). From an applied point of view, we use a Monte Carlo simulator that employs our up-to-date evolutionary cooling sequences for white dwarfs. From this and the observations obtained by Hubble Space Telescope of NGC 6791, a nearby metal-rich open cluster, we obtain important conclusions. NGC 6791 is a well studied metal-rich open cluster ([Fe/H]¿ 0.4) that it is so close to us that can be imaged down to luminosities fainter than that of the termination of its white-dwarf cooling sequence, thus allowing for an in-depth study of its white dwarf population. We constrain important properties of this cluster stellar population, such as the age, or the existence of a putative population of massive helium core white dwarfs among other aspects. Some of our main findings can be summarized as follows. With respect to the computation of new cooling sequences for hydrogen-rich DA white dwarfs (Renedo et al. 2010) We correctly reproduced the observed initial-to-final mass relationship of white dwarfs with solar metallicity progenitors. We calculated the energy released from 22Ne sedimentation and we confirm this energy release strongly delays the cooling. The precise value of the delays depends on the mass of the white dwarf, its luminosity and on the metal content. We also solved the age discrepancy between the main sequence turn-off age (~ 8 Gyr) and the age derived from the termination of the white dwarf cooling sequence (~ 6 Gyr). Finally we found that the fraction of non-DA white dwarfs in this particular cluster is surprinsingly small, on the order of 6%.

New analytical and technological tools have the potential to yield unprecedented insights into the life histories of migratory species. I used Bayesian population models and Global Positioning System-acceleration tracking devices to understand the demographic mechanism and likely drivers underpinning the Greenland White-fronted Goose (Anser albifrons flavirostris) population decline. I used a 27-year capture-mark-recapture dataset from the main wintering site for these birds (Wexford, Ireland) to construct multistate models that estimated age- and sex-specific survival and movement probabilities and found no sex-bias in emigration or ‘remigration’ rates (chapter 2). These formed the foundation for an integrated population model, which included population size and productivity data to assess source-sink dynamics through estimation of age-, site-, and year-specific survival and movement probabilities, the results of which suggest that Wexford is a large sink and that a reduction in productivity (measured as recruitment rate) is the proximate demographic mechanism behind the population decline (chapter 3). Low productivity may be due to environmental conditions on breeding areas in west Greenland, whereby birds bred at youngest ages when conditions were favourable during adulthood and the breeding year (chapter 4), and possibly mediated by links with the social system, as birds remained with parents into adulthood, forfeiting immediate reproductive success, although a cost-benefit model showed the ‘leave’ strategy was marginally favoured over the ‘stay’ strategy at all ages (chapter 5). Foraging during spring does not appear to limit breeding, as breeding and non-breeding birds did not differ in their proportion of time feeding or energy expenditure (chapter 6). Two successful breeding birds were the only tagged individuals (of 15) to even attempt to nest, suggesting low breeding propensity has contributed to low productivity. Although birds wintering in Ireland migrated further to breeding areas than those wintering in Scotland, there were no differences in feeding between groups during spring migration (chapter 7). These findings suggest that Greenland White-fronted Geese are not limited until arrival on breeding areas and the increasingly poor environmental conditions there (chapter 8). More broadly, these findings demonstrate the application of novel tools to diagnose the cause of population decline.

White-tailed deer (Odocoileus virginianus) numbers on the National Aeronautics and Space Administration's (NASA) Johnson Space Center (JSC) in Houston, Texas have increased in recent years and are a cause of urban-related accidents (e.g., deer-vehicle collisions, negative interation with humans). Safety personnel for the JSC are interested in reducing human-deer interaction by a reduction in overall population numbers. My overall study objectives were to (1) estimate population parameters for JSC deer, (2) develop a computer simulation model for the JSC deer, and (3) evaluate 2 management strategies to control JSC deer numbers a priori using the JSC deer model. The 2 management strategies I evaluated were the efficacy of SpayVac immunocontraceptive vaccine (sterilization) and trap and translocation (deer removal) efforts in managing white-tailed deer on JSC. In general, single treatments of removals or sterilization (less than 75 percent of female deer treated) were not effective in reducing population growth (R greater than 1). Approximately 50% of female deer needed to be removed annually to reduce population growth whereas approximately 25% of female deer needed to be treated annually with SpayVac for the same effects. A combination of trap and removals and sterilizations was effective in reducing population growth when applied to approximately 25% of the female population annually. I recommend the use of sterilization annually (25%) or a combination of sterilization and removal (25%) to achieve the goals of JSC in maintaining current deer numbers. Removing or sterilizing > 50% of the female deer annually caused the JSC deer population to decrease to a level near eradication.

This thesis mainly focuses on analyzing and pricing European swaption via Crank{Nicolson Finite Dierence method. This paper begins with some rather common instruments, denitions and valuations are also provided. MATLAB is the main computer language used throughout this paper, for the numerical examples, the MATLAB codes are also provide in the appendix in order for reader to reproduce the result. Also, the paper extends to price cancellable swap in the end.

While diffusion MRI promises an insight into white matter microstructure in vivo, the axonal pathways that connect different brain regions together can only partially be segmented using current methods. Here we present a novel method for estimating the tissue composition of each voxel in the brain from diffusion MRI data, thereby providing a foundation for computing the volume of different pathways in both health and disease. With the tissue dependent diffusion model described in this thesis, white matter is segmented by removing the ambiguity caused by the isotropic partial volumes: both grey matter and cerebrospinal fluid. Apart from the volume fractions of all three tissue types, we also obtain estimates of fibre orientations for tractography as well as diffusivity and anisotropy parameters which serve as proxy indices of pathway coherence. We assume Gaussian diffusion of water molecules for each tissue type. The resulting three-tensor model comprises one anisotropic (white matter) compartment modelled by a cylindrical tensor and two isotropic compartments (grey matter and cerebrospinal fluid). We model the measurement noise using a Rice distribution. Markov chain Monte Carlo sampling techniques are used to estimate posterior distributions over the model’s parameters. In particular, we employ a Metropolis Hastings sampler with a custom burn-in and proposal adaptation to ensure good mixing and efficient exploration of the high-probability region. This way we obtain not only point estimates of quantities of interest, but also a measure of their uncertainty (posterior variance). The model is evaluated on synthetic data and brain images: we observe that the volume maps produced with our method show plausible and well delineated structures for all three tissue types. Estimated white matter fibre orientations also agree with known anatomy and align well with those obtained using current methods. Importantly, we are able to disambiguate the volume and anisotropy information thus alleviating partial volume effects and providing measures superior to the currently ubiquitous fractional anisotropy. These improved measures are then applied to study brain differences in a cohort of healthy volunteers aged 25-65 years. Lastly, we explore the possibility of using prior knowledge of the spatial variability of our parameters in the brain to further improve the estimation by pooling information among neighbouring voxels.

Allium white rot (AWR) is a soilborne disease that seriously damages commercial cultivation of onion (Allium cepa) and garlic (Allium sativum) crops. The disease has been found everywhere onions are cultivated and at present no system of control has been found that fully prevents the occurrence of the disease. The fungus responsible for the disease, Sclerotium cepivorum, uses oxalic acid to kill Allium bulb and root tissue in growing onion and garlic plants. Research suggests recombinant oxalate oxidase and oxalate decarboxylase enzymes may be able to degrade this acid and confer resistance against pathogens that rely on it, such as Sm. cepivorum or Sclerotinia sclerotiorum. To test the efficacy of these enzymes against white rot pathogens, three transgenes for wheat oxalate oxidase, barley oxalate oxidase and Flammulina oxalate decarboxylase were transformed into onions and garlic by Agrobacterium-mediated transformation. Allium species are highly recalcitrant to transformation, so these three transgenes were also transformed into tobacco to provide fast-recovering, easy to test transformants to assess the efficacy of the transgenes. Transformed garlic and tobacco lines were analysed to assess the integration and expression of the transgenes, then challenged with Sm. cepivorum or Sa. sclerotiorum, respectively, to assess the bioactivity of recombinant wheat oxalate oxidase, barley oxalate oxidase, and Flammulina oxalate decarboxylase against oxalic acid-dependent pathogens. Results show that one line of tobacco expressing the Flammulina oxalate decarboxylase enzyme was found to be consistently resistant to Sclerotinia sclerotiorum. Garlic lines transformed with this transgene failed to display stable transgene expression or disease resistance, possibly due to silencing of the transgene in recovered transformant tissue.

Spatial analysis of species for which there is limited quantity of data, termed as the data-poor species, has been challenging due to limited information, especially lack of spatially explicit information. However, these species are frequently of high ecological, conservation and management interest. In this study, I used two empirical examples to demonstrate spatial analysis for two kinds of data-poor species. One example was seabird bycatch from the U.S. Atlantic pelagic longline fishery, which focused on rare events/species for which data are generally characterized by a high percentage of zero observations. The other example was endangered white abalone off the California coast, which focused on endangered species whose data are very limited. With the seabird bycatch example, I adopted a spatial filtering technique to incorporate spatial patterns and to improve model performance. The model modified with spatial filters showed superior performance over other candidate models. I also applied the geographically weighted approach to explore spatial nonstationarity in seabird bycatch, i.e., spatial variation in the parameters that describe relationships between biological processes and environmental factors. Estimates of parameters exhibited high spatial variation. With the white abalone example, I demonstrated the spatially explicit hierarchical demographic model and conducted a risk assessment to evaluate the efficacy of hypothetical restoration strategies. The model allowed for the Allee effect (i.e., density-dependent fertilization success) by using spatial explicit density estimates. Restoration efforts directed at larger-size individuals may be more effective in increasing population density than efforts focusing on juveniles. I also explored the spatial nonstationarity in white abalone catch data. I estimated the spatially explicit decline rate and linked the decline rate to environmental factors including water depth, distance to California coast, distance to land, sea surface temperature and chlorophyll concentration. The decline rate showed spatial variation. I did not detect any significant associations between decline rate and these five environmental factors. Through such a study, I am hoping to provide insights on applying or adapting existing methods to model spatial dynamics of data-poor species, and on utilizing information from such analyses to aid in their conservation and management.
Ph. D.

White-tailed deer (Odocoileus virginianus) dispersal and excursion movements impact gene flow, population dynamics, and disease spread. Knowledge of movement characteristics and habitat selection during dispersal could provide the ability to predict how deer may relocate themselves within the landscape while providing managers valuable information regarding corridors for gene flow and disease spread. My objectives were to 1) test the hypothesis that extra-home-range movements occur as a strategy to broaden mating opportunities or as a means of searching for higher quality resources in this fragmented landscape, 2) compare occurrence rates and path movement metrics for dispersal and excursion movements to determine if underlying differences in behavior exist that would allude to mechanisms for accepting the risk of leaving a home range, 3) create and test the performance of expert opinion and step selection function resistance models at predicting deer dispersal movements, and 4) fit single and multiple random walk models to dispersal path data to determine movement states occurring within this behavior. During 2011-2014, I placed GPS collars programmed to take hourly locations on 49 fawn and yearling white-tailed deer in agricultural east-central Illinois to record dispersal and excursion movement paths. Linear mixed effects models were used to test for differences in path characteristics between sexes and ages (e.g., distance, straightness, duration, and speed). I used known-fate models, with demographic, temporal, and home range variables as covariates, to obtain dispersal and excursion occurrence rate estimates. Ten dispersal and 54 excursion movement paths were recorded during the study. Dispersal paths were longer and straighter (P < 0.001), and trended toward being longer in duration (P = 0.080) and faster in speed (P = 0.085), than excursion paths. Dispersal rates differed by sex (annual estimate ± SE with ages pooled: males 0.81 ± 0.12, females 0.16 ± 0.15) and were greatest during the breeding season (14-day estimates for males: winter 0.00 ± 0.01, fawning 0.02 ± 0.1, prebreeding 0.01 ± 0.01, and breeding 0.31 ± 0.15, and females: winter 0.00 ± 0.01, fawning 0.01 ± 0.1, prebreeding 0.01 ± 0.01, and breeding 0.04 ± 0.03). In contrast, I found no evidence that excursion rates were influenced by demographic, temporal, or home range variables (annual: 0.78 ± 0.06). I compared 2 methods of resistance modeling for predicting deer dispersal paths. I created an expert opinion survey and calculated a dispersal step selection function (SSF) to rank habitat variables and create 2 types of resistance maps to dispersal movements. I created least-cost paths with the starting and ending points coinciding with recorded dispersal paths within these 2 resistance maps. I compared the created paths to actual paths and a null straight line path using a path deviation index (PDI), path straightness, and path cost/m as variables of interest. Experts ranked land cover variables differently by season, applying a lower resistance value to agriculture cover during the summer/fall period, so 2 versions of the expert opinion resistance maps were created. For the SSF, I found that both forest cover and streams had significant nonlinear effects on deer dispersal movements. Assuming that all other factors remained constant, deer were more likely (≥ 0.50 probability) to move toward forested habitat when located < 335 m and when > 2795 m away. Deer dispersal movement behavior relating to streams followed a similar trend but with deer always having > 0.56 probability to move toward a stream than away. For least-cost path comparison, I conducted 3 ANOVAs (α = 0.05 throughout) to test for mean differences in calculated path metrics for all paths with path type as a within-subjects effect. I found no difference between the expert opinion survey model, the SSF model, and the null straight line model at predicting dispersal paths. PDI values were similar among all models (F1,9 = 0.004, P = 0.99). The SSF paths (0.91 ± 0.02) were significantly straighter then both the expert opinion (0.57 ± 0.03) and actual deer paths (0.44 ± 0.06; F1, 9 = 32.65, P < 0.001), but the expert opinion path did not differ from the actual path (P = 0.08). Path costs differed within the expert opinion survey resistance map (F1, 9 = 14.21, P < 0.001) with the expert opinion least cost paths (23.64 ± 3.14) having lower resistance/m than both the actual (46.15 ± 3.85) and straight line paths (48.74 ± 3.94; P < 0.001 for both). However, the actual and straight line paths did not differ (P = 0.872). There were no difference in path costs between the actual, SSF least-cost path, and straight line paths within the SSF resistance map (F1, 9 = 0.454, P = 0.64). I constructed and attempted to fit single and multiple random models to collected dispersal locations using WinBUGS v. 1.4.3. I was able to fit a single random walk model to deer dispersal paths but the more complex random walk models did not converge. I used the average parameter values derived from the single model to simulate deer dispersal paths and compared them to observed Net Squared Displacement. My simulated paths underpredicted deer displacement for 0.90 of individuals. Deer in east-central Illinois are very mobile and commonly make excursion movements throughout the year. The fact that I recorded differing dispersal rates within the same study area over a temporally short period from a previous study highlight the need for managers to obtain recent estimates of population parameters when making management decisions. The frequency of excursion movements should not be overlooked by managers as it is a behavior that can influence gene flow and potentially spread disease across the landscape at a localized scale. The preference for forest and stream habitats during dispersal can allow managers to focus surveillance or culling efforts around these types of habitats. The application of the least-cost path modeling technique appears to be ineffective at predicting deer dispersal paths, which emphasizes the importance of validating these types of models with actual data. The results from the random walk analysis highlight the need to collect as many locations as possible during temporally-short movements to understand the mechanisms acting upon them.

Topic of the master thesis is practice of interest rate models. Literature dedicated to the interest rate models usually presents theory in very general form. Theory presented in general form leads to a gap between theory and practice. Author tries to fill this gap. Thesis describes basic theory and presents practical computations, which are relevant to generating interest rate scenarios. Contribution is given by derivation of formulas and computational methods in form directly applicable for implementation of presented models. It is common practice to validate quality of interest rate scenarios. Author presents several tests and implements them in programming language Python. Tests are implemented as application with graphical user interface.

Hypertension has been associated with causing deleterious effects to the cerebrovasculature, which are thought to underlie the formation of white matter lesions (WML) and predispose individuals to age related cognitive decline. In humans hypertension frequently occurs concomitantly with other vascular risk factors making it difficult to ascertain the primary mechanisms of hypertension in isolation. Animal models of hypertension have been used in an aid to establish the mechanisms of hypertension in isolation. To date the knowledge gleaned from animal models has undoubtedly provided an insight as to the role of hypertension and cerebrovasculature remodelling but, these models have limitations such as lack of genetically matched controls and the inability to control the severity of hypertension, restricting the understanding of the underlying mechanisms. All studies within this thesis used the Cyp1a1 Ren2 inducible hypertensive rat model, induced by dietary addition of Indole-3-carbinol (I3C), allowing the severity and duration of hypertension to be tightly controlled and compared to genetically matched controls. This thesis set out to address the hypothesis that sustained hypertension will lead to alterations to the structural integrity of the cerebrovasculature and white matter, which will be exacerbated with age and that hypertension will be associated with alterations to gene expression and cognitive function. Initially this thesis sought to investigate the effect of hypertension on the structural integrity of the vasculature in the Cyp1a1 Ren2 rat model. Firstly, blood pressure in the Cyp1a1 Ren2 rat model was characterised and it was found that the dietary addition of I3C, caused a sustained level of increased blood pressure in all three cohorts. Cerebrovascular alterations were found to consist of increased eNOS expression in the young brain, which progressed with increased duration of hypertension to vascular morphological alterations of decreased vessel width and a redistribution of tight junction protein claudin-5. With age, hypertensive vascular alterations consisted of increased eNOS expression and vascular density. Additionally, there was evidence that hypertension caused a vascular inflammatory response in the young and aged brain. Secondly, this thesis investigated the effect of hypertension on gene expression. Overall it was found that hypertension altered genes related to collagen growth factors, ion channels, eNOS related Map-Kinase pathway and inflammatory genes. Thirdly, this thesis sought to investigate the impact of hypertension on the overall structural integrity of the brain and white matter examining neurons, myelin, oligodendrocytes, axons and microglia, in several regions of the young and aged brain. In general, this study found that hypertension did not cause overt structural or myelin alterations in the majority of regions analysed, with only evidence of myelin alterations occurring within the subcortex of hypertensive animals from each of the young cohorts analysed. However, an adverse subcortical inflammatory response was found in hypertensive animals of the young 6-month cohort and also in hypertensive animals from the aged 4-month cohort, where the inflammatory response was not exclusive to the subcortex of hypertensive animals but also occurred in multiple white matter tracts. Lastly this thesis chose to examine the effect of hypertension on cognitive function, specifically spatial reference and working memory using the Morris water maze and found no evidence of alterations in the cognitive functions examined. Conclusions The results presented within this thesis demonstrated that hypertension in isolation leads to modest alterations to the integrity of the cerebrovasculature and white matter, with no evidence of alterations to specific cognitive functions examined, demonstrating the importance of studying hypertension in isolation. Additionally, this study highlights the initial hypertensive induced alterations to the cerebrovasculature, such as endothelial signalling, vascular structure and inflammation, providing a window for therapeutic intervention at a time point when there are minimal alterations to the overall structural integrity of the brain. Future studies in this model should concentrate on examining different severities of hypertension and also hypertension concomitantly with other vascular risk factors to try and recapitulate pathological alterations found in humans.

L’imagerie de résonance magnétique de diffusion (dMRI) est une technique très sensible pour la tractographie des fibres de substance blanche et la caractérisation de l’intégrité et de la connectivité axonale. A travers la mesure des mouvements des molécules d’eau dans les trois dimensions de l’espace, il est possible de reconstruire des cartes paramétriques reflétant l’organisation tissulaire. Parmi ces cartes, la fraction d’anisotropie (FA) et les diffusivités axiale (λa), radiale (λr) et moyenne (MD) ont été largement utilisés pour caractériser les pathologies du système nerveux central. L’emploi de ces cartes paramétriques a permis de mettre en évidence la survenue d’altérations micro structurelles de la substance blanche (SB) et de la substance grise (SG) chez les patients atteints d’une sclérose en plaques (SEP). Cependant, il reste à déterminer l’origine de ces altérations qui peuvent résulter de processus globaux comme la cascade inflammatoire et les mécanismes neurodégénératifs ou de processus plus localisés comme la démyélinisation et l’inflammation. De plus, ces processus pathologiques peuvent survenir le long de faisceaux de SB afférents ou efférents, conduisant à une dégénérescence antero- ou rétrograde. Ainsi, pour une meilleure compréhension des processus pathologiques et de leur progression dans l’espace et dans le temps, une caractérisation fine et précise des faisceaux de SB est nécessaire. En couplant l’information spatiale de la tractographie des fibres aux cartes paramétriques de diffusion, obtenues grâce à un protocole d’acquisitions longitudinal, les profils des faisceaux de SB peuvent être modélisés et analysés. Une telle analyse des faisceaux de SB peut être effectuée grâce à différentes méthodes, partiellement ou totalement non-supervisées. Dans la première partie de ce travail, nous dressons l’état de l’art des études déjà présentes dans la littérature. Cet état de l’art se focalisera sur les études montrant les effets de la SEP sur les faisceaux de SB grâce à l’emploi de l’imagerie de tenseur de diffusion. Dans la seconde partie de ce travail, nous introduisons deux nouvelles méthodes,“string-based”, l’une semi-supervisée et l’autre non-supervisée, pour extraire les faisceaux de SB. Nous montrons comment ces algorithmes permettent d’améliorer l’extraction de faisceaux spécifiques comparé aux approches déjà présentes dans la littérature. De plus, dans un second chapitre, nous montrons une extension de la méthode proposée par le couplage du formalisme “string-based” aux informations spatiales des faisceaux de SB. Dans la troisième et dernière partie de ce travail, nous décrivons trois algorithmes automatiques permettant l’analyse des changements longitudinaux le long des faisceaux de SB chez des patients atteints d’une SEP. Ces méthodes sont basées respectivement sur un modèle de mélange Gaussien, la factorisation de matrices non-négatives et la factorisation de tenseurs non-négatifs. De plus, pour valider nos méthodes, nous introduisons un nouveau modèle pour simuler des changements longitudinaux réels, base sur une fonction de probabilité Gaussienne généralisée. Des hautes performances ont été obtenues avec ces algorithmes dans la détection de changements longitudinaux d’amplitude faible le long des faisceaux de SB chez des patients atteints de SEP. En conclusion, nous avons proposé dans ce travail des nouveaux algorithmes non supervisés pour une analyse précise des faisceaux de SB, permettant une meilleure caractérisation des altérations pathologiques survenant chez les patients atteints de SEP
Diffusion Magnetic Resonance Imaging (dMRI) is a meaningful technique for white matter (WM) fiber-tracking and microstructural characterization of axonal/neuronal integrity and connectivity. By measuring water molecules motion in the three directions of space, numerous parametric maps can be reconstructed. Among these, fractional anisotropy (FA), mean diffusivity (MD), and axial (λa) and radial (λr) diffusivities have extensively been used to investigate brain diseases. Overall, these findings demonstrated that WM and grey matter (GM) tissues are subjected to numerous microstructural alterations in multiple sclerosis (MS). However, it remains unclear whether these tissue alterations result from global processes, such as inflammatory cascades and/or neurodegenerative mechanisms, or local inflammatory and/or demyelinating lesions. Furthermore, these pathological events may occur along afferent or efferent WM fiber pathways, leading to antero- or retrograde degeneration. Thus, for a better understanding of MS pathological processes like its spatial and temporal progression, an accurate and sensitive characterization of WM fibers along their pathways is needed. By merging the spatial information of fiber tracking with the diffusion metrics derived obtained from longitudinal acquisitions, WM fiber-bundles could be modeled and analyzed along their profile. Such signal analysis of WM fibers can be performed by several methods providing either semi- or fully unsupervised solutions. In the first part of this work, we will give an overview of the studies already present in literature and we will focus our analysis on studies showing the interest of dMRI for WM characterization in MS. In the second part, we will introduce two new string-based methods, one semi-supervised and one unsupervised, to extract specific WM fiber-bundles. We will show how these algorithms allow to improve extraction of specific fiber-bundles compared to the approaches already present in literature. Moreover, in the second chapter, we will show an extension of the proposed method by coupling the string-based formalism with the spatial information of the fiber-tracks. In the third, and last part, we will describe, in order of complexity, three different fully automated algorithms to perform analysis of longitudinal changes visible along WM fiber-bundles in MS patients. These methods are based on Gaussian mixture model, nonnegative matrix and tensor factorisation respectively. Moreover, in order to validate our methods, we introduce a new model to simulate real longitudinal changes based on a generalised Gaussian probability density function. For those algorithms high levels of performances were obtained for the detection of small longitudinal changes along the WM fiber-bundles in MS patients. In conclusion, we propose, in this work, a new set of unsupervised algorithms to perform a sensitivity analysis of WM fiber bundle that would be useful for the characterisation of pathological alterations occurring in MS patients

The behavior of MR phase and frequency in demyelination and damage in central nervous tissue white matter arises not only from traditionally associated bulk susceptibility changes, but also from changes to its tissue microstructure. A recently proposed generalized Lorentzian model of microstructure-related magnetic susceptibility effects predicts an increase in MR frequency due to damage in myelin in MS lesions. The same model also predicts reduction in MR frequency due to axonal degeneration. Here, we investigate the effect of both myelin and axonal damage through transection of white matter fibers in the dorsal column of rat cervical spinal cord. This injury generates secondary damage consisting of neurodegeneration along nerve tracts bilateral to the transection site, producing cases of Wallerian and retrograde degeneration free of excessive hemorrhage and inflammation. High-resolution frequency maps of degenerating tracts were correlated with histopathology for axons, myelin, degenerated myelin, and macrophages. Damage to myelin sheaths is prominent in Wallerian degeneration, where we observe strong correlations with increasing frequency up to 8 weeks post-injury. Retrograde degeneration, which consists predominantly of axonal damage, produces decreased frequency shift over time. The MR frequency shifts are sensitive to the effects of macrophage in filtration and debris clearance, which vary with white matter fiber density and affect rates of degeneration. We demonstrate how MR frequency can successfully characterize injury in rat spinal cord white matter in a manner consistent with predictions outlined by the Generalized Lorentzian Approximation Model, and conclude that these results suggest potential applications of MR frequency to supplement or replace current clinical techniques, such as myelin water and diffusion weighted imaging, as a non-invasive and quantitative method of assessing white matter damage in CNS.
Science, Faculty of
Physics and Astronomy, Department of
Graduate

Inflammation and oxidative stress are increasingly recognised as important independent mediators of preterm brain injury and have been implicated in the pathogenesis of cerebral palsy and cognitive impairment. Such exposures are common for the premature infant in whom infection and inflammatory morbidities occur in around 60%. Furthermore, many preterm infants require oxygen therapy and respiratory support due to lung immaturity. Epidemiological and experimental studies indicate that in addition to the independent effects of inflammation and extreme hyperoxia on the developing brain, inflammation preconditions the developing brain resulting in variable injury when exposed to subsequent hypoxia-ischaemia. However experimental studies employing exposure to more modest oxygen fluctuations are lacking. This thesis characterises a clinically relevant model of prematurity where the developing brain is exposed to low grade inflammation and oxygen fluctuation around a hyperoxic mean. We hypothesise that antenatal inflammation and postnatal oxygen fluctuation, both alone and in combination, have detrimental effects on developing white matter. Pregnant dams received intraperitoneal lipopolysaccharide (LPS) or saline on G18 and G19. Dams and their pups were then reared in room air or fluctuating hyperoxia (circa 10kPa) for seven days. We measured longitudinal brain and body growth in different experimental groups to 12 weeks. Whole brains were examined for mRNA expression of inflammatory cytokines (TNFα, IL-1β, IL-6 and IL-10) and markers of oxidative injury (iNOS, SOD2). To determine the effect of perinatal insults on developing white matter, we analysed the expression of myelin basic protein (MBP) and glial fibrillary acidic protein (GFAP) in the internal and external capsule. We also examined white matter tracts for differences in microglia (CD68), oligodendrocyte progenitor cells (NG2), oligodendroglial cells (Olig2) and cell death (cleaved caspase3). Behavioural studies (Morris Watermaze Test, Elevated Plus Test and Open Field Test) were undertaken at 12 weeks of age to detect any long-term functional difference between the groups. Antenatal inflammation reduces both brain and body growth at P7. This normalises by P14 unless this inflammatory insult has been followed by postnatal oxygen fluctuation, where brain and body growth restriction persists until P14. We defined our inflammatory response at P1 following antenatal inflammation and did not observe elevation of mRNA at P1. We demonstrated increased SOD2 at this time point, indicating a reparative process. At P7 we observed a significant reduction in the oxidative response following combined exposure to antenatal inflammation and postnatal oxygen fluctuation, indicating a potential limit to, or suppression of, the reparative process. In terms of white matter injury, antenatal inflammation reduces myelination at P7. There is no synergistic effect of inflammation and oxygen fluctuation on MBP immunohistochemistry at P7. However, MBP mRNA expression is increased in pups exposed to both insults compared to those exposed to inflammation alone suggesting that the oxygen fluctuation may stimulate MBP production in response to oxidative injury. MBP mRNA levels and protein expression have all normalised by P14. We observed a reduction in total cell number in the external capsule and corpus callosum in the dual insult group, without an increase in caspase. In keeping with other studies we detected no effect of our perinatal insults on NG2+ve oligodendrocytes. Olig2+ve cell numbers were also consistent between experimental groups. In further characterisation of the cellular response, antenatal inflammation followed by postnatal oxygen fluctuation resulted in a decrease in GFAP mRNA at P7, an effect which was reversed and significantly increased by P14 suggesting delayed activation of the innate immune system. No difference was observed in microglial numbers between experimental groups. There was however, increased microglial cell death (CD68 + caspase) in the group exposed to antenatal inflammation. When this insult was combined with postnatal oxygen fluctuation there was a comparative decrease in microglial cell death, which may reflect an earlier peak of microglial cell death, due to an increased and sustained inflammatory stimulus. Morris Watermaze testing demonstrated that pups exposed to both insults took longer than controls to locate the hidden platform on day 1, which is a measure of spatial learning. The Elevated Plus Test and Open Field Test demonstrated that pups exposed to both insults were less anxious and took more risks than pups exposed to single insults. In conclusion, within a clinically relevant preterm model, antenatal inflammation transiently disrupts both brain and body growth and myelination of the motor tracts of the developing brain. Moreover, when combined with postnatal oxygen fluctuation, detrimental effects on growth are amplified and sustained. Decreased cell numbers are also observed within white matter tracts. In terms of long term functionality, these pups display disinhibition of behaviour as young adults. Collectively, this thesis demonstrates that synergistic actions of common low-grade perinatal insults may alter normal neurodevelopment, and that this may carry a risk of neurodevelopmental sequelae for preterm infants.

Doctor of Philosophy
School of Family Studies and Human Services
Joyce Baptist
Sandra M. Stith
Black-White couples have the highest rate of divorce compared to other interracial pairings in the U.S. (Zhang & Hook, 2009). Given the racial climate in the United States that privileges White people (Burton et al., 2010; Hardy & Laszloffy, 2008; Killian, 2012), and the on-going opposition to Black-White unions (Pew Research Center, 2017), it is reasonable to expect that Black-White couples experience elevated stress from direct and indirect forms of racial discrimination. In order to identify factors that may help boost the resilience of non- divorced Black-White couples, this study used the Vulnerability Stress Adaptation (VSA) model of marriage (Karney & Bradbury, 1995) to better understand how problem-solving skills may buffer the impact of racial discrimination experienced by Black-White couples on marital satisfaction. The study included 178 Black-White heterosexual couples between the ages of 18 and 40. A common fate moderation analysis investigated whether problem-solving served as a mechanism through which Black-White couples were able to cultivate marital satisfaction despite the detrimental outcomes of discrimination experienced as an interracial couple. Results indicated that experiences of couple discrimination were negatively related to marital satisfaction and that couples’ problem-solving skills buffered the extent discrimination impacted couples’ marital satisfaction. The results have implications for therapists working with Black-White couples whether married or intending to marry. Research should further explore the impact discrimination experienced by interracial couples has on other aspects of relationships as well as on mental and physical health.

Due to the interesting financial moment we are living, my motivations to write this Master thesis has mostly been the behavior of interest rates and models that can be used predict them. Thus, in this dissertation I have presented theHull-White model and the way to calibrate it against market data so it can be used to price interest rate derivatives. The reader can find both theoretical and practical presentations and examples along with the code to program them byhim/herself.

Determination of the stresses and displacements which occur in response to random excitations cannot be accomplished by traditional deterministic analysis methods. As the specification of the excitation and the response of the structure become more complex, solutions by direct, closed-form methods require extensive computations. Two methods are presented which can be used in the analysis of structures which are subjected to random excitations. The Power Spectrum Method is a procedure which determines the random vibration response of the structure based upon a frequency response analysis of a structural model. The Response Spectrum Method is a method which is based upon specified forces or displacements as a function of time. A derivation of each of the methods is presented and followed by comparisons of the results which were obtained for single and multiple-degree-of-freedom systems. Assumptions and limitations of the methods are discussed as well as their accuracy over ranges of frequency, damping and loading specification. As a direct application and comparison of the two methods, an analysis of the support system for the primary mirror of the Space Infrared Telescope Facility (SIRTF) has been performed. In addition, a method for the evaluation of the critical damping in a single-degree-of-freedom structure is demonstrated.

Thesis (M.S.) -- University of Maryland, College Park, 2004.
Thesis research directed by: Dept. of Biological Resources Engineering. Title from t.p. of PDF. Includes bibliographical references. Published by UMI Dissertation Services, Ann Arbor, Mich. Also available in paper.

A finite element model based on the penalty function formulation of the equations governing unsteady axisymmetric flows of viscous incompressible fluids obeying power-law and White-Metzner constitutive relations is developed. The formulation accounts for inertial (or convective) terms. For power-law fluids, two different finite element models are developed: one based on the velocity formulation (i.e., only velocities as nodal variables) and the other based on a mixed formulation involving velocities and stress components. For the White-Metzner model, only the mixed model involving the velocities and extra stress components can be developed. The pressure variable does not enter the finite element model because of the application of the penalty method to introduce the incompressibility constraint. However, the pressure can be post-computed once the velocities are obtained. The finite element models are used to analyze several plane and axisymmetric flows of power-law and White-Metzner fluids. The effect of boundary conditions, power-law model, inertia terms on the velocity profiles is investigated. The numerical solutions agree, qualitatively, with the known experimental and numerical results. The finite element models developed here can be easily modified to include thermal effects and other constitutive models.
M.S.

Kyoto University (京都大学)
0048
新制・課程博士
博士(医学)
甲第11453号
医博第2876号
新制||医||898(附属図書館)
23096
UT51-2005-D203
京都大学大学院医学研究科脳統御医科学系専攻
(主査)教授 大森 治紀, 教授 橋本 信夫, 教授 芹川 忠夫
学位規則第4条第1項該当

The research presented in this thesis models the diffusion-weighted MRI signal within brain white matter tissue. We are interested in deriving descriptive microstructure indices such as white matter axon diameter and density from the observed diffusion MRI signal. The motivation is to obtain non-invasive reliable biomarkers for early diagnosis and prognosis of brain development and disease. We use both analytic and numerical models to investigate which properties of the tissue and aspects of the diffusion process affect the diffusion signal we measure. First we develop a numerical method to approximate the tissue structure as closely as possible. We construct three-dimensional meshes, from a stack of confocal microscopy images using the marching cubes algorithm. The experiment demonstrates the technique using a biological phantom (asparagus). We devise an MRI protocol to acquire data from the sample. We use the mesh models as substrates in Monte-Carlo simulations to generate synthetic MRI measurements. To test the feasibility of the method we compare simulated measurements from the three-dimensional mesh with scanner measurements from the same sample and simulated measurements from an extruded mesh and much simpler parametric models. The results show that the three-dimensional mesh model matches the data better than the extruded mesh and the parametric models revealing the sensitivity of the diffusion signal to the microstructure. The second study constructs a taxonomy of analytic multi-compartment models of white matter by combining intra- and extra-axonal compartments from simple models. We devise an imaging protocol that allows diffusion sensitisation parallel and perpendicular to tissue fibres. We use the protocol to acquire data from two fixed rat brains, which allows us to fit, study and evaluate the models. We conclude that models which incorporate non-zero axon radius describe the measurements most accurately. The key observation is a departure of signals in the parallel direction from the two-compartment models, suggesting restriction, most likely from glial cells or binding of water molecules to the membranes. The addition of the third compartment can capture this departure and explain the data. The final study investigates the estimates using in vivo brain diffusion measurements. We adjust the imaging protocol to allow an in vivo MRI acquisition of a rat brain and compare and assess the taxonomy of models. We then select the models that best explain the in vivo data and compare the estimates with those from the ex vivo measurements to identify any discrepancies. The results support the addition of the third compartment model as per the ex vivo findings, however the ranking of the models favours the zero radius intra-axonal compartments.

Nesta dissertação trabalhamos com o Modelo de Hull-White para a Estrutura a Termo da Taxa de Juro (ETTJ), considerando o caso em que a volatilidade é uma função determinística do tempo, e duas extensões em que ela segue um processo estocástico não correlacionado com a taxa de juro: uma considerando um movimento Browniano geométrico com drift nulo, e outra considerando um processo de Ornstein-Uhlenbeck com reversão á média. Obtemos aproximações perturbativas para o preço de Zero-coupoun bonds aplicando o Metódo de Perturbação Regular quando os parâmetros envolvendo a volatilidade são pequenos, e realizamos simulações para o caso em que os coeficientes são constantes (Modelo de Vasicek). Desta forma, obtemos uma aproximação para o yield curve, ou ETTJ. Para o caso clássico comparamos a aproximação perturbativa com a solução exata do modelo, e concluímos que uma aproximação considerando correções de até quarta ordem é muito precisa. Para os modelos com volatilidade estocástica, comparamos a aproximação perturbativa de quarta ordem com simulações de Monte Carlo, e observamos um comportamento qualitativo semelhante, principalmente para maturidades menores.
In this dissertation we work with the Hull-White model for the Term-Structure of Interest Rate (TSIR), considering the situation where the volatility is a deterministic function of time, and two extensions that follow a stochastic process uncorrelated with the interest rate: the first considers a geometric Brownian motion with zero drift, and the second a Ornstein-Uhlenbeck process with mean-reversion. We obtain perturbation approximations for the Zero-coupon bond prices using the Regular Perturbation Method when the parameters involving the volatility are small, and perform simulations for the constant coefficient case (Vasicek Model). Once this is done, we obtain a perturbative approximation for the yield curve, or TSIR. For the classical case we compare this approximation with the exact solution, and conclude that a fourth order perturbative approximation is very precise. For the cases with stochastic volatility, we compared the fourth order perturbative approximation with Monte Carlo simulations, and observed essentially the same qualitative behavior, mainly for short maturities.

Made available in DSpace on 2010-04-20T20:08:17Z (GMT). No. of bitstreams: 0 Previous issue date: 2001-04-17T00:00:00Z
Com base na revisão da literatura, particularmente dos resultados empíricos, o modelo de Hull-White surge como uma alternativa ao modelo de Black para precificação de opções sobre juros. Foram feitos uma série de testes de aderência do modelo. A amostra utilizada para os testes considerou as opções de compra sobre 101 mais líquidas, medidas pelo número de contratos negociados, desde o início de sua negociação na BM&F até dezembro de 2000. O modelo foi implementado por meio de uma árvore trinomial e foram consideradas vinte variantes de implementação. Essas variantes são o resultado da implementação de dois modelos (Hull-White e Black-Karasinski), por dois métodos de interpolação da estrutura a termo (B-Spline e C-Spline) com cinco maneiras diferentes de se estimar a volatilidade. Para mensuração do grau de aderência, foi introduzida uma série de medidas, entre as quais se destaca o coeficiente de desigualdade de Theil, que pode ser decomposto em suas fontes características de erro. Uma delas, em particular, o coeficiente de proporcionalidade do viés, sugere uma revisão do modelo de Black, devido à presença de erros sistemáticos. Por meio do coeficiente de desigualdade de Theil, fica clara a superioridade do modelo de Hull-White sobre o modelo de Black. Embora o modelo de Hull-White tenha apresentado resultados de aderência melhores, ainda possui várias limitações conceituais. São sugeridos novos caminhos para superação destas limitações.

Diffusion weighted magnetic resonance imaging (DW-MRI) is a powerful imaging technique that can probe the complex structure of the body, revealing structural trends which exist at scales far below the voxel resolution. Tractography utilises the information derived from DW-MRI to examine the structure of white matter. Using information derived from DW-MRI, tractography can estimate connectivity between distinct, functional cortical and sub-cortical regions of grey matter. Understanding how seperate functional regions of the brain are connected as part of a network is key to understanding how the brain works. Tractography has been used to deliniate many known white matter structures and has also revealed structures not fully understood from anatomy due to limitations of histological examination. However, there still remain many shortcomings of tractography, many anatomical features for which tractography algorithms are known to fail, which leads to discrepancies between known anatomy and tractography results. With the aim of approaching a complete picture of the human connectome via tractography, we seek to address the shortcomings in current tractography techniques by exploiting new advances in modelling techniques used in DW-MRI, which provide more accurate representation of underlying white matter anatomy. This thesis introduces a methodology for fully utilising new tissue models in DWMRI to improve tractography. It is known from histology that there are regions of white matter where fibres disperse or curve rapidly at length scales below the DW-MRI voxel resolution. One area where dispersion is particularly prominent is the corona radiata. New DW-MRI models capture dispersion utilising specialised parametric probability distributions. We present novel tractography algorithms utilising these parametric models of dispersion in tractography to improve connectivity estimation in areas of dispersing fibres. We first present an algorithm utilising the the new parametric models of dispersion for tractography in a simple Bayesian framework. We then present an extension to this algorithm which introduces a framework to pool neighbourhood information from multiple voxels in the neighbournhood surrounding the tract in order to better estimate connectivity, introducing the new concept of the neighbourhood-informed orientation distribution function (NI-ODF). Specifically, using neighbourhood exploration we address the ambiguity arising in ’fanning polarity’. In regions of dispersing fibres, the antipodal symmetry inherent in DW-MRI makes it impossible to resolve the polarity of a dispersing fibre configuration from a local voxel-wise model in isolation, by pooling information from neighbouring voxels, we show that this issue can be addressed. We evaluate the newly proposed tractography methods using synthetic phantoms simulating canonical fibre configurations and validate the ability to effectively navigate regions of dispersing fibres and resolve fanning polarity. We then validate that the algorithms perform effectively in real in vivo data, using DW-MRI data from 5 healthy subjects. We show that by utilising models of dispersion, we recover a wider range of connectivity compared to other standard algorithms when tracking through an area of the brain known to have significant white fibre dispersion - the corona radiata. We then examine the impact of the new algorithm on global connectivity estimates in the brain. We find that whole brain connectivity networks derived using the new tractography method feature strong connectivity between frontal lobe regions. This is in contrast to networks derived using competing tractography methods which do not account for sub-voxel fibre dispersion. We also compare thalamo-cortical connectivity estimated using the newly proposed tractography method and compare with a compteing tractography method, finding that the recovered connectivity profiles are largely similar, with some differences in thalamo-cortical connections to regions of the frontal lobe. The results suggest that fibre dispersion is an important structural feature to model in the basis of a tractography algorithm, as it has a strong effect on connectivity estimation.