Frequency and molecular epidemiology of Aspergillus isolated from patients with suspicion of respiratory fungal infection

Objective: The aim of this study was to determine the frequency of Aspergillus detected in respiratory samples from a cohort of patients with suspicion of fungal infection of the respiratory tract as well as to determine the susceptibility to azoles of the isolates from the Fumigati section. Methods: A retrospective study was performed involving samples obtained from 16 hospitals covering different districts of continental Portugal and Azores islands. One hundred and eighty-seven respiratory samples (101 bronchoalveolar lavage fluids, 52 bronchial lavages, 27 bronchial secretions, 6 expectorations and 1 bronchial aspirate) were collected between November 2011 and December 2017 from a cohort of 146 patients with suspicion of respiratory fungal infection (ages ranging from 20 to 87 years old). Demographic and clinical data were recorded. Detection of Aspergillus was done by culture, immunoenzimatic assay and/or molecular techniques. Aspergillus molecular identification to species level was performed by sequencing of the calmodulin and β-tubulin genes. To detect possible resistance to azoles, isolates belonging to section Fumigati were inoculated into Sabouraud dextrose agar media supplemented with 1 µg/ml or 4 µg/ml of voriconazole, 4 µg/ml of itraconazole and 0.5 µg/ml of posaconazole and their growth was observed and recorded after 7 days of incubation at 27ºC. Doubtful results were confirmed when possible by E-test and by real-time multiplex PCR for the detection of mutations in the Cyp51A gene. Results: Fifty-seven (39.0%) of the studied patients were positive for Aspergillus. From the cases with a positive culture (n=58) the species were identified by sequencing and belonged to six different sections. The most frequently isolated was the section Nigri (42.1%) followed by the Fumigati (33.3%) and Flavi sections (8.6%). Regarding the species, the most frequent was A. niger sensu stricto (33.9%) followed by A. fumigatus sensu stricto (32.1%). Nine cryptic species were also identified which frequency was 21.4%. In order to study the frequency of azole resistance in Fumigati isolates collected from the samples of this cohort as well from other biological products, 52 isolates - Aspergillus fumigatus sensu stricto (n=45), A. lentulus (n=4), A. udagawae (n=2) and A. pseudofelis (n=1) – were tested. The tested A. fumigatus sensu stricto isolates did not show resistance to azoles. An A. udagawae strain revealed low susceptibility to voriconazole (MIC was not determined due to loss of strain viability). An A. pseudofelis strain also showed decreased susceptibility to voriconazole (MIC =1 μg/ml) as well as to and itraconazole (MIC = 2 μg/ml). Conclusion: In this study, the genus Aspergillus was frequently isolated in the respiratory samples tested and a high number of cryptic species was detected. Although resistance to azoles was not a problem identified in the tested isolates, determination of the in vitro susceptibility profile and molecular identification of the Aspergillus species is essential to improve the diagnosis and management of aspergillosis since several cryptic species have intrinsic resistance to antifungal drugs.info:eu-repo/semantics/publishedVersio

Multidimensional Quasi-Monte Carlo Malliavin Greeks

We investigate the use of Malliavin calculus in order to calculate the Greeks of multidimensional complex path-dependent options by simulation. For this purpose, we extend the formulas employed by Montero and Kohatsu-Higa to the multidimensional case. The multidimensional setting shows the convenience of the Malliavin Calculus approach over different techniques that have been previously proposed. Indeed, these techniques may be computationally expensive and do not provide flexibility for variance reduction. In contrast, the Malliavin approach exhibits a higher flexibility by providing a class of functions that return the same expected value (the Greek) with different accuracies. This versatility for variance reduction is not possible without the use of the generalized integral by part formula of Malliavin Calculus. In the multidimensional context, we find convenient formulas that permit to improve the localization technique, introduced in Fourni\'e et al and reduce both the computational cost and the variance. Moreover, we show that the parameters employed for variance reduction can be obtained \textit{on the flight} in the simulation. We illustrate the efficiency of the proposed procedures, coupled with the enhanced version of Quasi-Monte Carlo simulations as discussed in Sabino, for the numerical estimation of the Deltas of call, digital Asian-style and Exotic basket options with a fixed and a floating strike price in a multidimensional Black-Scholes market.Comment: 22 pages, 6 figure

On cosmological observables in a swiss-cheese universe

Photon geodesics are calculated in a swiss-cheese model, where the cheese is made of the usual Friedmann-Robertson-Walker solution and the holes are constructed from a Lemaitre-Tolman-Bondi solution of Einstein's equations. The observables on which we focus are the changes in the redshift, in the angular-diameter--distance relation, in the luminosity-distance--redshift relation, and in the corresponding distance modulus. We find that redshift effects are suppressed when the hole is small because of a compensation effect acting on the scale of half a hole resulting from the special case of spherical symmetry. However, we find interesting effects in the calculation of the angular distance: strong evolution of the inhomogeneities (as in the approach to caustic formation) causes the photon path to deviate from that of the FRW case. Therefore, the inhomogeneities are able to partly mimic the effects of a dark-energy component. Our results also suggest that the nonlinear effects of caustic formation in cold dark matter models may lead to interesting effects on photon trajectories.Comment: 25 pages, 21 figures; replaced to fit the version accepted for publication in Phys. Rev.

Light-cone averages in a swiss-cheese universe

We analyze a toy swiss-cheese cosmological model to study the averaging problem. In our model, the cheese is the EdS model and the holes are constructed from a LTB solution. We study the propagation of photons in the swiss-cheese model, and find a phenomenological homogeneous model to describe observables. Following a fitting procedure based on light-cone averages, we find that the the expansion scalar is unaffected by the inhomogeneities. This is because of spherical symmetry. However, the light-cone average of the density as a function of redshift is affected by inhomogeneities. The effect arises because, as the universe evolves, a photon spends more and more time in the (large) voids than in the (thin) high-density structures. The phenomenological homogeneous model describing the light-cone average of the density is similar to the concordance model. Although the sole source in the swiss-cheese model is matter, the phenomenological homogeneous model behaves as if it has a dark-energy component. Finally, we study how the equation of state of the phenomenological model depends on the size of the inhomogeneities, and find that the equation-of-state parameters w_0 and w_a follow a power-law dependence with a scaling exponent equal to unity. That is, the equation of state depends linearly on the distance the photon travels through voids. We conclude that within our toy model, the holes must have a present size of about 250 Mpc to be able to mimic the concordance model.Comment: 20 pages, 14 figures; replaced to fit the version accepted for publication in Phys. Rev.

Pricing and Hedging Asian Basket Options with Quasi-Monte Carlo Simulations

In this article we consider the problem of pricing and hedging high-dimensional Asian basket options by Quasi-Monte Carlo simulation. We assume a Black-Scholes market with time-dependent volatilities and show how to compute the deltas by the aid of the Malliavin Calculus, extending the procedure employed by Montero and Kohatsu-Higa (2003). Efficient path-generation algorithms, such as Linear Transformation and Principal Component Analysis, exhibit a high computational cost in a market with time-dependent volatilities. We present a new and fast Cholesky algorithm for block matrices that makes the Linear Transformation even more convenient. Moreover, we propose a new-path generation technique based on a Kronecker Product Approximation. This construction returns the same accuracy of the Linear Transformation used for the computation of the deltas and the prices in the case of correlated asset returns while requiring a lower computational time. All these techniques can be easily employed for stochastic volatility models based on the mixture of multi-dimensional dynamics introduced by Brigo et al. (2004).Comment: 16 page

Generation of Airy solitary-like wave beams by acceleration control in inhomogeneous media

We investigate the propagation of Airy beams in linear gradient index inhomogeneous media. We demonstrate that by controlling the gradient strength of the medium it is possible to reduce to zero their acceleration. We show that the resulting Airy wave beam propagates in straight line due to the balance between two opposite effects, one due to the inhomogeneous medium and the other to the diffraction of the beam, in a similar way as a solitary wave in a nonlinear inhomogeneous medium. Going even further we were able to invert the sign of the acceleration of the beam