196 research outputs found
Malliavin Differentiability of the Heston Volatility and Applications to Option Pricing
Valencia bridge fire tests: Validation of simplified and advanced numerical approaches to model bridge fire scenarios
[EN] Bridge fires are a major concern and the subject of many studies that use numerical models. However, experimental studies are still required to test the validity of these numerical models and improve their accuracy. This paper uses temperature results of the Valencia bridge fire tests carried out at the Universitat Politecnica de Valencia, in Valencia (Spain) to calibrate the fire models that constitute the first step in modeling any bridge fire event. The calibration is carried out by both a simplified approach (Heskestad and Hamada's correlation) and advanced numerical models (Computational Fluid Dynamics models built with the Fire Dynamics Simulator -FDS- software).
The Valencia bridge fire tests involved four fire scenarios under a composite bridge with Heat Release Rate (HRR) values between 361 and 1352 kW. The results show that applying Heskestad and Hamada's correlation gave good results when used within its limits of application (HRR < 0.764 MW) but did not work well beyond them, which means it would be suitable for planning reduced scale bridge fire tests but not in the analysis of real bridge fires. On the other hand, FDS provides good predictions of the temperatures and can be used to study bridge fire responses. This work is therefore an important step forward in the study of bridge fires and towards the improvement of the resilience of infrastructure networks vis-a-vis fire hazards. It also highlights the problems that can arise in fire tests in the open air, the influence of the wind being of critical importance.Funding for this research was provided by the Spanish Ministry of Science and Innovation (Research Project BIA 2011-27104). The authors are grateful to the Infrastructure and Safety departments of the Universitat Politecnica de Valencia and the City of Valencia Fire Department (Cuerpo de Bomberos de Valencia), which provided crucial support in conducting the tests.Alós-Moya, J.; Paya-Zaforteza, I.; Hospitaler Pérez, A.; Loma-Ossorio, E. (2019). Valencia bridge fire tests: Validation of simplified and advanced numerical approaches to model bridge fire scenarios. Advances in Engineering Software (Online). 128:55-68. https://doi.org/10.1016/j.advengsoft.2018.11.003S556812
The valuation of clean spread options: linking electricity, emissions and fuels
The purpose of the paper is to present a new pricing method for clean spread options, and to illustrate its main features on a set of numerical examples produced by a dedicated computer code. The novelty of the approach is embedded in the use of a structural model as opposed to reduced-form models which fail to capture properly the fundamental dependencies between the economic factors entering the production process
Vitamin D in the prevention of exacerbations of asthma in preschoolers (DIVA): Protocol for a multicentre randomised placebo-controlled triple-blind trial
Introduction Preschoolers have the highest rate of emergency visits and hospitalisations for asthma exacerbations of all age groups, with most triggered by upper respiratory tract infections (URTIs) and occurring in the fall or winter. Vitamin D insufficiency is highly prevalent in Canadian preschoolers with recurrent asthma exacerbations, particularly in winter. It is associated with more URTIs and, in patients with asthma, more oral corticosteroid (OCS) use. Although evidence suggests that vitamin D supplements significantly decrease URTIs and asthma exacerbations requiring OCS, there is insufficient data in preschoolers. This study aims to determine the impact of vitamin D 3 supplementation on exacerbations requiring OCS, in preschoolers with recurrent URTI-induced asthma exacerbations. Methods and analysis This is a phase III, randomised, triple-blind, placebo-controlled, parallel-group multicentre trial of vitamin D 3 supplementation in children aged 1-5 years, with asthma triggered by URTIs and a recent history of frequent URTIs and OCS use. Children (n=865) will be recruited in the fall and early winter and followed for 7 months. They will be randomised to either the (1) intervention: two oral boluses of 100 000 international unit (IU) vitamin D 3 (3.5 months apart) with 400 IU vitamin D 3 daily; or (2) control: identical placebo boluses with daily placebo. The primary outcome is the number of exacerbations requiring OCS per child, documented by medical and pharmacy records. Secondary outcomes include number of laboratory-confirmed viral URTIs, exacerbation duration and severity, parent functional status, healthcare use, treatment deintensification, cost and safety. Ethics and dissemination This study has received ethical approval from all sites. Results will be disseminated via international conferences and manuscripts targeting paediatricians and respirologists, and to families of asthmatic children via our Quebec parents-partners outreach programme. If proven effective, findings may markedly influence the management of URTI-induced asthma in high-morbidity preschoolers and could be directly implemented into practice with an update to clinical guidelines. Trial registration number NCT03365687
Mapping and assessment of ecosystems and their services. Urban ecosystems
Action 5 of the EU Biodiversity Strategy to 2020 requires member states to Map and Assess the state of Ecosystems and their Services (MAES). This report provides guidance for mapping and assessment
of urban ecosystems. The MAES urban pilot is a collaboration between the European Commission, the European Environment Agency, volunteering Member States and cities, and stakeholders. Its ultimate
goal is to deliver a knowledge base for policy and management of urban ecosystems by analysing urban green infrastructure, condition of urban ecosystems and ecosystem services. This report presents guidance for mapping urban ecosystems and includes an indicator framework to assess the condition of urban ecosystems and urban ecosystem services. The scientific framework of mapping and assessment is designed to support in particular urban planning policy and policy on green infrastructure at urban, metropolitan and regional scales. The results are based on the following different sources of information: a literature survey of 54 scientific articles, an online-survey (on urban ecosystems, related policies and planning instruments and with participation of 42 cities), ten case studies (Portugal: Cascais, Oeiras, Lisbon; Italy: Padua, Trento, Rome; The Netherlands: Utrecht; Poland: Poznań; Spain: Barcelona; Norway: Oslo), and a two-day expert workshop. The case studies constituted the core of the MAES urban pilot. They provided real examples and applications of how mapping and assessment can be organized to support policy; on top, they provided the necessary expertise to select a set of final indicators for condition and ecosystem services. Urban ecosystems or cities are defined here as socio-ecological systems which are composed of green infrastructure and built infrastructure. Urban green infrastructure (GI) is understood in this report as the multi-functional network of urban green spaces situated within the boundary of the urban ecosystem. Urban green spaces are the structural components of urban GI.
This study has shown that there is a large scope for urban ecosystem assessments. Firstly, urban policies increasingly use urban green infrastructure and nature-based solutions in their planning process. Secondly, an increasing amount of data at multiple spatial scales is becoming available to support these policies, to provide a baseline, and to compare or benchmark cities with respect to the extent and management of the urban ecosystem. Concrete examples are given on how to delineate urban ecosystems, how to choose an appropriate spatial scale, and how to map urban ecosystems based on a combination of national or European datasets (including Urban Atlas) and locally collected information (e.g., location of trees). Also examples of typologies for urban green spaces are presented.
This report presents an indicator framework which is composed of indicators to assess for urban ecosystem condition and for urban ecosystem services. These are the result of a rigorous selection
process and ensure consistent mapping and assessment across Europe. The MAES urban pilot will continue with work on the interface between research and policy. The framework presented in this report needs to be tested and validated across Europe, e.g. on its applicability at city scale, on how far the methodology for measuring ecosystem condition and ecosystem service delivery in urban areas can be used to assess urban green infrastructure and nature-based solutions
Analysis of a bridge failure due to fire using computational fluid dynamics and finite element models
Bridge fires are a major concern because of the consequences that these kind of events have and because they are a real threat. However, bridge fire response is under researched and not covered in the codes. This paper studies the capabilities of numerical models to predict the fire response of a bridge and provides modeling guidelines useful for improving bridge design. To reach this goal, a numerical analysis of the fire of the I-65 overpass in Birmingham, Alabama, USA in 2002 is carried out. The analyses are based on computational fluid dynamics (CFD) for creating the fire model, and finite element (FE) software for obtaining the thermo-mechanical response of the bridge. The models are validated with parametric studies that consider heat release rate of the spilled fuel, discretization of the fire temperature in the transition from CFD to FE modeling, and boundary conditions. The validated model is used in a study to evaluate the influence of fire scenario (CFD versus standard fires), and live load. Results show that numerical models are able to simulate the response of the bridge and can be used as a basis for a performance-based approach for the design of bridges under fire. Additionally, it is found that applying the Eurocode standard and hydrocarbon fires along the full length of the bridge does not adequately represent a real bridge fire response for medium-long span bridges such as this case study. The study also shows that live loads essentially do not influence the response of the bridge. (C) 2014 Elsevier Ltd. All rights reserved.Funding for this research has been provided by the Spanish Ministry of Science and Innovation (research project BIA 2011-27104) and the Universitat Politecnica de Valencia (Research and Development Support Program PAID-06-11). Funding has also been provided to Dr. Maria Garlock by the National Science Foundation (NSF) under award number CMMI-1068252. The authors are grateful to R. King from the Federal Highway Administration of the USA, J. Black and T. Colquett from the Alabama Department of Transportation, J. Glassman from Princeton University, J.V. Aguado from Ecole Centrale de Nantes and to J. Hidalgo from the University of Edinburgh for all the information and support provided. All opinions expressed in this paper are the authors' and do not necessarily reflect the policies and views of the sponsors.Alós Moya, J.; Paya-Zaforteza, I.; Garlock, ME.; Loma-Ossorio, E.; Schiffner, D.; Hospitaler Pérez, A. (2014). Analysis of a bridge failure due to fire using computational fluid dynamics and finite element models. Engineering Structures. 68:96-110. https://doi.org/10.1016/j.engstruct.2014.02.022S961106
The molecular characterisation of Escherichia coli K1 isolated from neonatal nasogastric feeding tubes
Background: The most common cause of Gram-negative bacterial neonatal meningitis is E. coli K1. It has a mortality rate of 10–15%, and neurological sequelae in 30– 50% of cases. Infections can be attributable to nosocomial sources, however the pre-colonisation of enteral feeding tubes has not been considered as a specific risk factor. Methods: Thirty E. coli strains, which had been isolated in an earlier study, from the residual lumen liquid and biofilms of neonatal nasogastric feeding tubes were genotyped using pulsed-field gel electrophoresis, and 7-loci multilocus sequence typing. Potential pathogenicity and biofilm associated traits were determined using specific PCR probes, genome analysis, and in vitro tissue culture assays. Results: The E. coli strains clustered into five pulsotypes, which were genotyped as sequence types (ST) 95, 73, 127, 394 and 2076 (Achman scheme). The extra-intestinal pathogenic E. coli (ExPEC) phylogenetic group B2 ST95 serotype O1:K1:NM strains had been isolated over a 2 week period from 11 neonates who were on different feeding regimes. The E. coli K1 ST95 strains encoded for various virulence traits associated with neonatal meningitis and extracellular matrix formation. These strains attached and invaded intestinal, and both human and rat brain cell lines, and persisted for 48 h in U937 macrophages. E. coli STs 73, 394 and 2076 also persisted in macrophages and invaded Caco-2 and human brain cells, but only ST394 invaded rat brain cells. E. coli ST127 was notable as it did not invade any cell lines. Conclusions: Routes by which E. coli K1 can be disseminated within a neonatal intensive care unit are uncertain, however the colonisation of neonatal enteral feeding tubes may be one reservoir source which could constitute a serious health risk to neonates following ingestion
Refining the phenotype associated with biallelic DNAJC21 mutations
Accepted manuscriptInherited bone marrow failure syndromes (IBMFS) are caused by mutations in genes involved in genomic stability. Although they may be recognized by the association of typical clinical features, variable penetrance and expressivity are common, and clinical diagnosis is often challenging. DNAJC21, which is involved in ribosome biogenesis, was recently linked to bone marrow failure. However, the specific phenotype and natural history remain to be defined. We correlate molecular data, phenotype, and clinical history of 5 unreported affected children and all individuals reported in the literature. All patients present features consistent with IBMFS: bone marrow failure, growth retardation, failure to thrive, developmental delay, recurrent infections, and skin, teeth or hair abnormalities. Additional features present in some individuals include retinal abnormalities, pancreatic insufficiency, liver cirrhosis, skeletal abnormalities, congenital hip dysplasia, joint hypermobility, and cryptorchidism. We suggest that DNAJC21-related diseases constitute a distinct IBMFS, with features overlapping Shwachman-Diamond syndrome and Dyskeratosis congenita, and additional characteristics that are specific to DNAJC21 mutations. The full phenotypic spectrum, natural history, and optimal management will require more reports. Considering the aplastic anemia, the possible increased risk for leukemia, and the multisystemic features, we provide a checklist for clinical evaluation at diagnosis and regular follow-up.FCT—Fundação para a Ciência e a Tecnologia (SFRH/BD/84650/2010)info:eu-repo/semantics/publishedVersio
Immune-related gene expression profiling after PD-1 blockade in non–small cell lung carcinoma, head and neck squamous cell carcinoma, and melanoma
Antibody targeting of the immune checkpoint receptor PD1 produces therapeutic activity in a variety of solid tumors, but most patients exhibit partial or complete resistance to treatment for reasons that are unclear. In this study, we evaluated tumor specimens from 65 patients with melanoma, lung nonsquamous, squamous cell lung or head and neck cancers who were treated with the approved PD1-targeting antibodies pembrolizumab or nivolumab. Tumor RNA before anti-PD1 therapy was analyzed on the nCounter system using the PanCancer 730-Immune Panel, and we identified 23 immune-related genes or signatures linked to response and progression-free survival (PFS). In addition, we evaluated intra- and interbiopsy variability of PD1, PD-L1, CD8A, and CD4 mRNAs and their relationship with tumor-infiltrating lymphocytes (TIL) and PD-L1 IHC expression. Among the biomarkers examined, PD1 gene expression along with 12 signatures tracking CD8 and CD4 T-cell activation, natural killer cells, and IFN activation associated significantly with nonprogressive disease and PFS. These associations were independent of sample timing, drug used, or cancer type. TIL correlated moderately (~0.50) with PD1 and CD8A mRNA levels and weakly (~0.35) with CD4 and PD-L1. IHC expression of PD-L1 correlated strongly with PD-L1 (0.90), moderately with CD4 and CD8A, and weakly with PD1. Reproducibility of gene expression in intra- and interbiopsy specimens was very high (total SD <3%). Overall, our results support the hypothesis that identification of a preexisting and stable adaptive immune response as defined by mRNA expression pattern is reproducible and sufficient to predict clinical outcome, regardless of the type of cancer or the PD1 therapeutic antibody administered to patients
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