Prospect for Charge Current Neutrino Interactions Measurements at the CERN-PS

Tensions in several phenomenological models grew with experimental results on neutrino/antineutrino oscillations at Short-Baseline (SBL) and with the recent, carefully recomputed, antineutrino fluxes from nuclear reactors. At a refurbished SBL CERN-PS facility an experiment aimed to address the open issues has been proposed [1], based on the technology of imaging in ultra-pure cryogenic Liquid Argon (LAr). Motivated by this scenario a detailed study of the physics case was performed. We tackled specific physics models and we optimized the neutrino beam through a full simulation. Experimental aspects not fully covered by the LAr detection, i.e. the measurements of the lepton charge on event-by-event basis and their energy over a wide range, were also investigated. Indeed the muon leptons from Charged Current (CC) (anti-)neutrino interactions play an important role in disentangling different phenomenological scenarios provided their charge state is determined. Also, the study of muon appearance/disappearance can benefit of the large statistics of CC muon events from the primary neutrino beam. Results of our study are reported in detail in this proposal. We aim to design, construct and install two Spectrometers at "NEAR" and "FAR" sites of the SBL CERN-PS, compatible with the already proposed LAr detectors. Profiting of the large mass of the two Spectrometers their stand-alone performances have also been exploited.Comment: 70 pages, 38 figures. Proposal submitted to SPS-C, CER

FRoG: a fast robust analytical dose engine on GPU for p, 4He, 12C and 16O particle therapy

Radiotherapy with protons and heavier ions landmarks a novel era in the field of highprecision cancer therapy. To identify patients most benefiting from this technologically demanding therapy, fast assessment of comparative treatment plans utilizing different ion species is urgently needed. Moreover, to overcome uncertainties of actual in-vivo physical dose distribution and biological effects elicited by different radiation qualities, development of a reliable high-throughput algorithm is required. To this end, we engineered a unique graphics processing unit (GPU) based software architecture allowing rapid and robust dose calculation. Fast dose Recalculation on GPU (FRoG) currently operates with four particle beams, i.e., raster-scanning proton, helium, carbon and oxygen ions. Designed to perform fast and accurate calculations for both physical and biophysical quantities, FRoG operates an advanced analytical pencil beam algorithm using parallelized procedures on a GPU. Clinicians and medical physicists can assess both dose and dose-averaged linear energy transfer (LET) distributions for proton therapy (and in turn effective dose by applying variable RBE schemes) to further scrutinize plans for acceptance or potential re-planning purposes within minutes. In addition, various biological model predictions are readily accessible for heavy ion therapy, such as the local effect model (LEM) and microdosimetric kinetic model (MKM). FRoG has been extensively benchmarked against gold standard Monte Carlo simulations and experimental data. Evaluating against commercial treatment planning systems demonstrates the strength of FRoG in better predicting dose distributions in complex clinical settings. In preparation for the upcoming translation of novel ions, case-/disease-specific ion-beam selection and advanced multi-particle treatment modalities at the Heidelberg Ion-beam Therapy Center (HIT), we quantified the accuracy limits in particle therapy treatment planning under complex heterogeneous conditions for the four ions (p, 4He, 12C, 16O) for various dose engines, both analytical algorithms and Monte Carlo code. Devised in-house, FRoG landmarks the first GPU-based treatment planning system (non commercial) for raster-scanning 4He ion beams, with an official treatment program set for early 2020. Since its inception, FRoG has been installed and is currently in operation clinically at four centers across Europe: HIT (Heidelberg, Germany), CNAO (Pavia, Italy) , Aarhus (Denmark) and the Normandy Proton Therapy Center (Caen, France). Here, the development and validation of FRoG as well as clinical investigations and advanced topics in particle therapy dose calculation are covered. The thesis is presented in cumulative format and comprises four peer reviewed publications

Model-based automatic tuning of a filtration control system for submerged anaerobic membrane bioreactors (AnMBR)

This paper describes a model-based method to optimise filtration in submerged AnMBRs. The method is applied to an advanced knowledge-based control system and considers three statistical methods: (1) sensitivity analysis (Morris screening method) to identify an input subset for the advanced controller; (2) Monte Carlo method (trajectory-based random sampling) to find suitable initial values for the control inputs; and (3) optimisation algorithm (performing as a supervisory controller) to re-calibrate these control inputs in order to minimise plant operating costs. The model-based supervisory controller proposed allowed filtration to be optimised with low computational demands (about 5min). Energy savings of up to 25% were achieved when using gas sparging to scour membranes. Downtime for physical cleaning was about 2.4% of operating time. The operating cost of the AnMBR system after implementing the proposed supervisory controller was about 0.045/m3, 53.3% of which were energy costs.This research work has been supported by the Spanish Ministry of Science and Innovation (MICINN, Projects CTM2008-06809CO2-01/02 and FPI grant BES-2009-023712) and the Spanish Ministry of Economy and Competitiveness (MINECO, Projects CTM2011-28595-0O2-01/02), jointly with the European Regional Development Fund (ERDF) and Generalitat Valenciana GVAACOMP2013/203, which are gratefully acknowledged.Robles Martínez, Á.; Ruano García, MV.; Ribes Bertomeu, J.; Seco Torrecillas, A.; Ferrer, J. (2014). Model-based automatic tuning of a filtration control system for submerged anaerobic membrane bioreactors (AnMBR). Journal of Membrane Science. 465:14-26. https://doi.org/10.1016/j.memsci.2014.04.012S142646

The design and testing of a novel compact real-time hybrid Compton and neutron scattering instrument.

The requirement for multiple-purpose imaging system occurs regularly within the field of radioactive materials safeguard and security applications. Current instrumentation utilised within the field of dual gamma-ray and neutron imaging systems suffer with limited portability, long scan times, and cover limited energy ranges. Conversely, the imaging system designed, built and tested in this work is not only capable of locating both gamma rays and neutrons, but is also capable of operating in near real time, covers a large energy range and is portable to a desktop degree. The imaging concept applied simultaneously combines Compton and neutron scattering techniques within a threelayer design comprising of a unique combination of scintillators backed with pixelated arrays of photodetectors in the form of 8 x 8 Silicon Photomultipliers (SiPMs). The system features the organic scintillator EJ-204, neutron sensitive lithium glass and thallium doped caesium iodide utilised along with associated SiPMs and front-end electronics, all enclosed within a volume of 120 mm x 120 mm x 200 mm. Further backend electronics is situated within a separate unit where each of the data channels are simultaneously interrogated in order to determine the location of the incident gamma rays and neutrons. The validity of the instrument has been computationally verified using MCNP6 and Geant4 Monte Carlo simulation codes and experimentally tested using Cs-137 gamma sources of ~300 kBq and a Cf-252 neutron source featuring an emission rate of 106 neutrons per second. The developed instrument offers a real-time response with a scan time of 60 seconds and a further data analysis time of 60 seconds. The intrinsic efficiency of the instrument has been experimentally measured to be in the order of 10-4 for both gamma rays at 0.667 MeV and fast neutrons at average energy of 2.1 MeV, and 0.78 for thermal neutron

"Rotterdam econometrics": publications of the econometric institute 1956-2005

This paper contains a list of all publications over the period 1956-2005, as reported in the Rotterdam Econometric Institute Reprint series during 1957-2005.

Malliavin calculus in finance

This article is an introduction to Malliavin Calculus for practitioners. We treat one specific application to the calculation of greeks in Finance. We consider also the kernel density method to compute greeks and an extension of the Vega index called the local vega index.Malliavin claculus, computational finance, Greeks, Monte Carlo methods, kernel density method

Dual-Channel Red/Blue Fluorescence Dosimetry with Broadband Reflectance Spectroscopic Correction Measures Protoporphyrin IX Production during Photodynamic Therapy of Actinic Keratosis

Dosimetry for aminolevulinic acid (ALA)-induced protoporphyrin IX (PpIX) photodynamic therapy of actinic keratosis was examined with an optimized fluorescence dosimeter to measure PpIX during treatment. While insufficient PpIX generation may be an indicator of incomplete response, there exists no standardized method to quantitate PpIX production at depths in the skin during clinical treatments. In this study, a spectrometer-based point probe dosimeter system was used to sample PpIX fluorescence from superficial (blue wavelength excitation) and deeper (red wavelength excitation) tissue layers. Broadband white light spectroscopy (WLS) was used to monitor aspects of vascular physiology and inform a correction of fluorescence for the background optical properties. Measurements in tissue phantoms showed accurate recovery of blood volume fraction and reduced scattering coefficient from WLS, and a linear response of PpIX fluorescence versus concentration down to 1.95 and 250 nM for blue and red excitations, respectively. A pilot clinical study of 19 patients receiving 1-h ALA incubation before treatment showed high intrinsic variance in PpIX fluorescence with a standard deviation/mean ratio of \u3c0.9 . PpIX fluorescence was significantly higher in patients reporting higher pain levels on a visual analog scale. These pilot data suggest that patient-specific PpIX quantitation may predict outcome response

Traffic Light Options

This paper introduces, prices, and analyzes traffic light options. The traffic light option is an innovative structured OTC derivative developed independently by several London-based investment banks to suit the needs of Danish life and pension (L&P) companies, which must comply with the traffic light solvency stress test system introduced by the Danish Financial Supervisory Authority (DFSA) in June 2001. This monitoring system requires L&P companies to submit regular reports documenting the sensitivity of the companies’ base capital to certain pre-defined market shocks – the red and yellow light scenarios. These stress scenarios entail drops in interest rates as well as in stock prices, and traffic light options are thus designed to pay off and preserve sufficient capital when interest rates and stock prices fall simultaneously. Sweden’s FSA implemented a traffic light system in January 2006, and supervisory authorities in many other European countries have implemented similar regulation. Traffic light options are therefore likely to attract the attention of a wider audience of pension fund managers in the future. Focusing on the valuation of the traffic light option we set up a Black-Scholes/Hull-White model to describe stock market and interest rate dynamics, and analyze the traffic light option in this framework.Traffic light solvency tests; regulatory solvency requirements; asset-liability management in pension funds; hedging interest rate and stock price risk; derivatives pricing; Black-Scholes/Hull-White model

Characterization of process-oriented hydrologic model behavior with temporal sensitivity analysis for flash floods in Mediterranean catchments

This paper presents a detailed analysis of 10 flash flood events in the Mediterranean region using the distributed hydrological model MARINE. Characterizing catchment response during flash flood events may provide new and valuable insight into the dynamics involved for extreme catchment response and their dependency on physiographic properties and flood severity. The main objective of this study is to analyze flash-flood-dedicated hydrologic model sensitivity with a new approach in hydrology, allowing model outputs variance decomposition for temporal patterns of parameter sensitivity analysis. Such approaches enable ranking of uncertainty sources for nonlinear and nonmonotonic mappings with a low computational cost. Hydrologic model and sensitivity analysis are used as learning tools on a large flash flood dataset. With Nash performances above 0.73 on average for this extended set of 10 validation events, the five sensitive parameters of MARINE process-oriented distributed model are analyzed. This contribution shows that soil depth explains more than 80% of model output variance when most hydrographs are peaking. Moreover, the lateral subsurface transfer is responsible for 80% of model variance for some catchment-flood events’ hydrographs during slow-declining limbs. The unexplained variance of model output representing interactions between parameters reveals to be very low during modeled flood peaks and informs that model parsimonious parameterization is appropriate to tackle the problem of flash floods. Interactions observed after model initialization or rainfall intensity peaks incite to improve water partition representation between flow components and initialization itself. This paper gives a practical framework for application of this method to other models, landscapes and climatic conditions, potentially helping to improve processes understanding and representation