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The Dipòsit Digital de la Universitat de Barcelona is the institutional repository that contains, in digital format, materials resulting from teaching, research and institutional activities of members of the university community.

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Anàlisi estocàstica orientada a finances
(2026-06-10) Esteve Termens, Guillem; Vives i Santa Eulàlia, Josep, 1963-
[eng] This final degree thesis develops the mathematical foundations of stochastic analysis with applications to financial modelling. Starting from the theory of continuous-time stochastic processes, we construct Brownian motion rigorously as the scaling limit of symmetric random walks, and establish its fundamental properties: non-differentiability of trajectories, infinite variation, quadratic variation equal to $t$, and the martingale property. We then develop the Itô stochastic integral, first for simple processes and subsequently extended to the full space $\mathcal{M}^2$, proving the Itô isometry and constructing the integral as a continuous martingale process. The theory of Itô processes is introduced alongside the quadratic variation and the uniqueness of the stochastic differential representation. The thesis culminates with Itô’s formula — the stochastic chain rule — and its application to geometric Brownian motion as a model for asset prices, leading to the Black-Scholes formula for the pricing of European call options. [cat] Aquest treball de final de grau desenvolupa els fonaments matemàtics de l’anàlisi estocàstica orientats a la modelització financera. Partint de la teoria de processos estocàstics a temps continu, es construeix el moviment brownià de manera rigorosa com a límit d’escala de random walks simètrics, i s’estudien les seves propietats fonamentals: la no diferenciabilitat de les trajectòries, la variació infinita, la variació quadràtica igual a $t$ i la propietat de martingala. A continuació es desenvolupa la integral estocàstica d’Itô, primer per a processos simples i posteriorment estesa a l’espai complet $\mathcal{M}^2$, demostrant la isometria d’Itô i construint la integral com a procés de martingala contínua. S’introdueix la teoria dels processos d’Itô, la variació quadràtica i la unicitat de la representació diferencial estocàstica. El treball culmina amb la fórmula d’Itô — l’anàleg estocàstic de la regla de la cadena — i la seva aplicació al moviment brownià geomètric com a model per al preu d’un actiu financer, obtenint la fórmula de Black-Scholes per a la valoració d’opcions europees de compra.
Unlocking room temperature phosphorescence in dibenzothiophene-based systems via the Scholl reaction
(Elsevier B.V., 2025-07) Fabregat, Clara; Bujaldón Carbó, Roger; Garcia Amorós, Jaume; Volyniuk, Dmytro; Ghasemi, Melika; Grazulevicius, Juozas V.; Velasco Castrillo, Dolores
A family of butterfly-shaped diphenanthro[9,10-b:9′,10′-d]thiophene derivatives has been straightforwardly synthesized from tetrabromothiophene via consecutive Suzuki-Miyaura and Scholl reactions, targeting potential charge-transporting and light-emitting organic materials. Indeed, time of flight measurements displayed hole mobility values up to 4.7 × 10−5 cm2 V−1 s−1 under an applied electric field of 6 × 105 V cm−1. Spectroscopic studies showed promising photoluminescence, with quantum yields up to 27.5 % and adjustable emissions ranging from deep blue to sky blue in solution and in solid films, respectively. Moreover, the synthesized compounds revealed room-temperature phosphorescence when introduced as dopants in Zeonex films, a highly sought-after characteristic in metal- and halogen-free organic materials. This phenomenon delineates a spectral transition from deep blue to warm-white emission as the environment shifts from air-equilibrated to vacuum conditions, which entails different applications such as lighting or oxygen-sensing devices. Phosphorescence, which was further corroborated in dilute solutions of THF at 77 K, does not occur on the non-cyclized synthetic precursors, demonstrating the key role of the Scholl reaction to unlock it. These findings make evidence of the potential of this core for advancing optoelectronic device functionalities.
Systemic Immune Dysregulation in Patients With Bronchiectasis and Chronic Pseudomonas aeruginosa Infection
(Elsevier, 2025-10-25) Solarat, Belen; Mendoza, Núria; Perea Soriano, Lídia; Amaro, Rosanel; Soler, Néstor; Marrades, Pau; Palomeque, Andrea; Villanueva, Miriam; Vergara Gómez, Andrea; Marco Reverté, Francesc; Suárez Cuartín, Guillermo Rafael; Agustí García-Navarro, Àlvar; Aliberti, Stefano; Shoemark, Amelia; Chalmers, James D.; Faner, Rosa; Sibila Vidal, Oriol
This is an observational study with two components: 1) a cross-sectional analysis comparing sociodemographic, clinical and peripheral immune profile data, between patients with bronchiectasis vs. healthy controls, and between those bronchiectasis patients with vs. without chronic P. aeruginosa; and 2) a longitudinal analysis of a subset of patients with bronchiectasis.
Neutron star matter at finite temperature and implications for neutron star mergers
(Universitat de Barcelona, 2026-01-29) Kochankovski, Hristijan; Ramos Gómez, Àngels; Tolós Rigueiro, Laura; Universitat de Barcelona. Facultat de Física
[eng] This PhD thesis investigates the properties of neutron star (NS) matter, with a primary focus on the appearance and effects of hyperons at finite temperature. The work aims to contribute to resolving the "hyperon puzzle" in a two-fold way. On the one hand, in the thesis a theoretical framework necessary to describe hot and dense baryon matter is developed. The relativistic mean field approach is used, as it naturally incorporates relativistic effects, explicitly includes meson degrees of freedom, and can be generalized to finite temperature. The FSU2H∗ equation of state (EoS) is developed, which integrates the experimental data on hyperon potentials in symmetric nuclear matter and ΛΛ bond energy to ensure consistency with nuclear and hypernuclear physics constraints. Furthermore, two extreme parametrizations of the models are constructed so as to cover the uncertainties in the hyperon-meson couplings arising from the scarce experimental data. The two additional parametrizations, FSU2H∗L and FSU2H∗U, represent the EoSs that satisfy the lower and upper limits of these uncertainties, respectively. It is demonstrated that the models are encompassing the uncertainty range in the total hyperonic content and in the EoS itself in the conditions relevant for supernovae, proto-neutron stars (PNSs), and binary neutron star (BNS) mergers. It is shown that the pressure is especially sensitive to the variation of the hyperon-meson couplings, which in the densest part of the stars shows a 10% difference between the different parametrizations. Other thermodynamical quantities like the energy per particle and entropy per particle only show small variations. With the constructed parametrizations, several stellar observables are computed both in cold and hot stars. For cold NS properties, hyperonic uncertainties significantly impact the maximum NS mass (a difference of 0.14 M between FSU2H∗U and FSU2H∗L) and the radius of massive stars (up to 10% difference for a fixed mass). The tidal deformability of very massive cold neutron stars is particularly affected, with predictions differing by a factor of approximately 2.8 at high NS masses due to these uncertainties. For hot NS properties, calculations for stars resembling phases of the PNS evolution demonstrate that higher temperatures at lower densities lead to lower compactness. The influence of hyperonic uncertainties on hot star observables mirrors that for cold stars, with a greater impact observed in later PNS evolution phases due to lower lepton fractions promoting hyperon appearance. On the other hand, the thesis also searches for model-independent signatures of exotic baryonic matter. Inspecting 14 different hyperonic EoSs and 23 nucleonic EoSs, it is demonstrated that the appearance of hyperons induces a characteristic drop in the thermal pressure and, consequently, the thermal index. This behavior is attributed to the redistribution of degeneracy pressure as new, less degenerate heavy baryons are thermally populated. Furthermore, hypernuclear matter generally exhibits a higher specific heat at constant pressure compared to purely nucleonic matter, indicating an enhanced capacity to store thermal energy due to the opening of new degrees of freedom. With an extensive simulation campaign using all EoSs at our disposal, the imprints of hyperons on BNS merger observables and remnant evolution quantities are studied. The main finding is a systematic positive shift (2-4%) in the dominant post-merger GW frequency, which is identified when hyperonic models are compared to reference simulations that assume an ideal nucleonic thermal behavior. This shift is anti-correlated with the average thermal index in matter and is robust across variations in total binary mass and mass asymmetry. The shift, estimated to be between 50 and 150 Hz, is potentially detectable by future gravitational-wave observatories such as the Einstein Telescope or Cosmic Explorer. In addition, the secondary GW peak f2 0, exhibits similar positive shifts, while fspiral remains largely unaffected by the thermal behavior. The numerical robustness of the identified GW shifts is confirmed through comparisons with different numerical schemes and resolution studies. Some non-spectral observables are studied too. Hyperonic models predict larger dynamical mass ejecta (up to a factor of two) compared to purely nucleonic models with similar cold NS properties. The presence of hyperons also leads to a reduction in the threshold mass for prompt black hole collapse by approximately 0.05 M , attributed to the thermal softening of the EoS.
Variability and Source Apportionment of Ultrafine Particles in Urban Europe
(Universitat de Barcelona, 2026-02-12) Garcia Marlès, Meritxell; Querol Carceller, Xavier; Alastuey, Andrés; Universitat de Barcelona. Departament de Física Aplicada
[eng] Atmospheric particulate matter (PM) is recognised as a major air pollutant with significant impacts on human health and the Earth’s climate. The nature and severity of its effects depend, among other factors, on particle size. Ultrafine particles (UFPs), defined as particles with diameters below 100 nm, contribute only a small fraction of PM mass concentrations (µg m-3) but represent a substantial portion of particle number concentrations (PNCs, # cm-3). Particle number size distributions (PNSDs) categorise particle into three size modes: Nucleation (< 25 nm), Aitken (25–100 nm) and accumulation (100–1000 nm). Due to their nanoscale size, UFPs can penetrate deep into the respiratory tract and translocate through the alveolar barrier into the bloodstream, reaching other organs. However, evidence on their health impacts remain inconsistent, likely due to the scarcity of long-term UFP datasets, the lack of standardised monitoring methods, the strong spatial variability of UFPs, and the diversity of sources contributing to PNCs in different regions. Currently, UFPs have no legally binding standards at the EU or global levels. The new Ambient Air Quality Directive (European Union) 2024/2881 introduced UFPs into European legislation for the first time. Although binding limits are not yet defined, it mandates monitoring of PNC at urban supersites, rural supersites, and pollution hotspots such as traffic-dense areas, airports, harbours, and industrial locations, while PNSD monitoring is required only at urban supersites, covering particles down to 10 nm. The goal is to obtain harmonised data to subsequently evaluate health associations, thereby supporting decisions on evidence-based air quality (AQ) management. The objective of this thesis is to improve understanding of the spatial and temporal variability and sources of UFPs in urban Europe. Long-term PNC and PNSD data (2009–2019) from twenty-nine European cities were compiled, harmonised, and analysed. Spatial variability and long-term trends of UFPs across diverse environments were investigated, and sources were identified and quantified through source apportionment (SA) analyses using Positive Matrix Factorisation (PMF). In addition, aviation-related emissions near a major European airport were characterised, and meteorology-driven dispersion effects on source contributions were assessed. The results presented provide one of the most comprehensive assessments of UFP concentrations and SA across European urban environments to date. Harmonisation of PNSDs within the 10–800 nm size range allowed reliable inter-site comparisons and minimised artefacts arising from different lower size detection limits. PNCs increased progressively from Northern to Southern Europe, with substantially higher levels at traffic sites, pointing to road traffic as the dominant contributor to UFPs in cities. Long-term trend analyses (2009–2019) revealed marked decreases in Aitken and accumulation mode particles, driven by reductions in traffic-related emissions following successive European road traffic emission policies. In contrast, nucleation mode particles remained stable or increased slightly, influenced by new particle formation (NPF) events and non-traffic sources such as industry, shipping, and aviation. SA using PMF identified up to ten distinct factors contributing to PNCs, with road traffic as the major contributor, followed by photochemical nucleation and domestic heating. The source contributions varied a lot among cities, in both type and magnitude. Surprisingly, NPF contributions were not the highest in Southern Europe (with higher insolation and biogenic emissions of precursors) but in Central Europe, likely due to SO2 emissions from coal-fired power plants. Domestic heating was a major source of UFPs in a relevant number of cities. Aviation-related emissions were characterised separately in a dedicated case study at Brussels Airport, where aircraft operations were found to dominate local UFP levels and remained detectable several kilometres downwind. The application of dispersion normalisation in a Barcelona analysis (2013–2024) further improved SA results by separating emission-driven changes from meteorological variability. The 2013–2024 UFP decreasing trend was more pronounced than for 2013–2019, reflecting the effect of European, national, regional, and local measures on road traffic, the decrease of shipping emissions, and the COVID-19 lockdown. The insights derived from this work contribute to a better understanding of UFP behaviour in urban environments, support evidence-based monitoring recommendations, and inform targeted mitigation measures to improve AQ and protect public health across Europe.