Intrinsic expansions for averaged diffusion processes

We show that the rate of convergence of asymptotic expansions for solutions of SDEs is generally higher in the case of degenerate (or partial) diffusion compared to the elliptic case, i.e. it is higher when the Brownian motion directly acts only on some components of the diffusion. In the scalar case, this phenomenon was already observed in (Gobet and Miri 2014) using Malliavin calculus techniques. In this paper, we provide a general and detailed analysis by employing the recent study of intrinsic functional spaces related to hypoelliptic Kolmogorov operators in (Pagliarani et al. 2016). Relevant applications to finance are discussed, in particular in the study of path-dependent derivatives (e.g. Asian options) and in models incorporating dependence on past information

Numerical solution of kinetic SPDEs via stochastic Magnus expansion

In this paper, we show how the Itô-stochastic Magnus expansion can be used to efficiently solve stochastic partial differential equations (SPDE) with two space variables numerically. To this end, we will first discretize the SPDE in space only by utilizing finite difference methods and vectorize the resulting equation exploiting its sparsity. As a benchmark, we will apply it to the case of the stochastic Langevin equation with constant coefficients, where an explicit solution is available, and compare the Magnus scheme with the Euler–Maruyama scheme. We will see that the Magnus expansion is superior in terms of both accuracy and especially computational time by using a single GPU and verify it in a variable coefficient case. Notably, we will see speed-ups of order ranging form 20 to 200 compared to the Euler–Maruyama scheme, depending on the accuracy target and the spatial resolution

Characterization of metabolic profiles and lipopolysaccharide effects on porcine vascular wall mesenchymal stem cells

The link between metabolic remodeling and stem cell fate is still unclear. To explore this topic, the metabolic profile of porcine vascular wall mesenchymal stem cells (pVW-MSCs) was investigated. At the first and second cell passages, pVW-MSCs exploit both glycolysis and cellular respiration to synthesize adenosine triphosphate (ATP), but in the subsequent (third to eighth) passages they do not show any mitochondrial ATP turnover. Interestingly, when the first passage pVW-MSCs are exposed to 0.1 or 10 μg/ml lipopolysaccharides (LPSs) for 4 hr, even if ATP synthesis is prevented, the spare respiratory capacity is retained and the glycolytic capacity is unaffected. In contrast, the exposure of pVW-MSCs at the fifth passage to 10 μg/ml LPS stimulates mitochondrial ATP synthesis. Flow cytometry rules out any reactive oxygen species (ROS) involvement in the LPS effects, thus suggesting that the pVW-MSC metabolic pattern is modulated by culture conditions via ROS-independent mechanisms

Elucidating the role of Agl in bladder carcinogenesis by generation and characterization of genetically engineered mice

Amylo-\u3b1-1,6-glucosidase,4-\u3b1-glucanotransferase (AGL) is an enzyme primarily responsible for glycogen debranching. Germline mutations lead to glycogen storage disease type III (GSDIII). We recently found AGL to be a tumor suppressor in xenograft models of human bladder cancer (BC) and low levels of AGL expression in BC are associated with poor patient prognosis. However, the impact of low AGL expression on the susceptibility of normal bladder to carcinogenesis is unknown. We address this gap by developing a germline Agl knockout (Agl-/-) mouse that recapitulates biochemical and histological features of GSDIII. Agl-/- mice exposed to N-butyl-N-(4-hydroxybutyl) nitrosamine (BBN) had a higher BC incidence compared with wild-type mice (Agl+/+). To determine if the increased BC incidence observed was due to decreased Agl expression in the urothelium specifically, we developed a urothelium-specific conditional Agl knockout (Aglcko) mouse using a Uroplakin II-Cre allele. BBN-induced carcinogenesis experiments repeated in Aglcko mice revealed that Aglcko mice had a higher BC incidence than control (Aglfl/fl) mice. RNA sequencing revealed that tumors from Agl-/- mice had 19 differentially expressed genes compared with control mice. An 'Agl Loss' gene signature was developed and found to successfully stratify normal and tumor samples in two BC patient datasets. These results support the role of AGL loss in promoting carcinogenesis and provide a rationale for evaluating Agl expression levels, or Agl Loss gene signature scores, in normal urothelium of populations at risk of BC development such as older male smokers

Glucose-free/high-protein diet improves hepatomegaly and exercise intolerance in glycogen storage disease type III mice

Glycogen disease type III (GSDIII), a rare incurable autosomal recessive disorder due to glycogen debranching enzyme deficiency, presents with liver, heart and skeletal muscle impairment, hepatomegaly and ketotic hypoglycemia. Muscle weakness usually worsens to fixed myopathy and cardiac involvement may present in about half of the patients during disease. Management relies on careful follow-up of symptoms and diet. No common agreement was reached on sugar restriction and treatment in adulthood. We administered two dietary regimens differing in their protein and carbohydrate content, high-protein (HPD) and high-protein/glucose-free (GFD), to our mouse model of GSDIII, starting at one month of age. Mice were monitored, either by histological, biochemical and molecular analysis and motor functional tests, until 10 months of age. GFD ameliorated muscle performance up to 10 months of age, while HPD showed little improvement only in young mice. In GFD mice, a decreased muscle glycogen content and fiber vacuolization was observed, even in aged animals indicating a protective role of proteins against skeletal muscle degeneration, at least in some districts. Hepatomegaly was reduced by about 20%. Moreover, the long-term administration of GFD did not worsen serum parameters even after eight months of high-protein diet. A decreased phosphofructokinase and pyruvate kinase activities and an increased expression of Krebs cycle and gluconeogenesis genes were seen in the liver of GFD fed mice. Our data show that the concurrent use of proteins and a strictly controlled glucose supply could reduce muscle wasting, and indicate a better metabolic control in mice with a glucose-free/high-protein diet