On ergodic least-squares estimators of the generalized diffusion coefficient for fractional Brownian motion

We analyse a class of estimators of the generalized diffusion coefficient for fractional Brownian motion Bt of known Hurst index H, based on weighted functionals of the single time square displacement. We show that for a certain choice of the weight function these functionals possess an ergodic property and thus provide the true, ensemble-averaged, generalized diffusion coefficient to any necessary precision from a single trajectory data, but at expense of a progressively higher experimental resolution. Convergence is fastest around H ? 0.30, a value in the subdiffusive regime.

First passages in bounded domains: When is the mean first passage time meaningful?

We study the first passage statistics to adsorbing boundaries of a Brownian motion in bounded two-dimensional domains of different shapes and configurations of the adsorbing and reflecting boundaries. From extensive numerical analysis we obtain the probability P(ω) distribution of the random variable ω=τ1/(τ1+τ2), which is a measure for how similar the first passage times τ1 and τ2 are of two independent realizations of a Brownian walk starting at the same location. We construct a chart for each domain, determining whether P(ω) represents a unimodal, bell-shaped form, or a bimodal, M-shaped behavior. While in the former case the mean first passage time (MFPT) is a valid characteristic of the first passage behavior, in the latter case it is an insufficient measure for the process. Strikingly we find a distinct turnover between the two modes of P(ω), characteristic for the domain shape and the respective location of absorbing and reflective boundaries. Our results demonstrate that large fluctuations of the first passage times may occur frequently in two-dimensional domains, rendering quite vague the general use of the MFPT as a robust measure of the actual behavior even in bounded domains, in which all moments of the first passage distribution exist.

Comment on the existence of a long range correlation in the geomagnetic disturbance storm time (Dst) index

Very recently (Banerjee et al. in Astrophys. Space, doi:1007/s10509-011-0836-1, 2011) the statistics of geomagnetic Disturbance storm (Dst) index have been addressed, and the conclusion from this analysis suggests that the underlying dynamical process can be modeled as a fractional Brownian motion with persistent long-range correlations. In this comment we expose several misconceptions and flaws in the statistical analysis of that work. On the basis of these arguments, the former conclusion should be revisited.

Unit Root Analysis of Traffic Time Series in Toll Highways

Concession contracts in highways often include some kind of clauses (for example, a minimum traffic guarantee) that allow for better management of the business risks. The value of these clauses may be important and should be added to the total value of the concession. However, in these cases, traditional valuation techniques, like the NPV (net present value) of the project, are insufficient. An alternative methodology for the valuation of highway concession is one based on the real options approach. This methodology is generally built on the assumption of the evolution of traffic volume as a GBM (geometric Brownian motion), which is the hypothesis analyzed in this paper. First, a description of the methodology used for the analysis of the existence of unit roots (i.e., the hypothesis of non-stationarity) is provided. The Dickey-Fuller approach has been used, which is the most common test for this kind of analysis. Then this methodology is applied to perform a statistical analysis of traffic series in Spanish toll highways. For this purpose, data on the AADT (annual average daily traffic) on a set of highways have been used. The period of analysis is around thirty years in most cases. The main outcome of the research is that the hypothesis that traffic volume follows a GBM process in Spanish toll highways cannot be rejected. This result is robust, and therefore it can be used as a starting point for the application of the real options theory to assess toll highway concessions.

Empirical analysis of traffic volume for the application of the options theory to highway concessions

*************************************************************************************** EL WCTR es un Congreso de reconocido prestigio internacional en el ámbito de la investigación del transporte que hasta el 2010 publicaba sus libros de abstracts con ISBN. Por ello consideramos que debería seguir teníendose en cuenta para los indicadores de calidad ******************************************************************************************* Investment projects in the field of transportation infrastructures have a high degree of uncertainty and require an important amount of resources. In highway concessions in particular, the calculation of the Net Present Value (NPV) of the project by means of the discount of cash flows, may lead to erroneous results when the project incorporates certain flexibility. In these cases, the theory of real options is an alternative tool for the valuation of concessions. When the variable that generates uncertainty (in our case, the traffic) follows a random walk (or Geometric Brownian Motion), we can calculate the value of the options embedded in the contract starting directly from the process followed by that variable. This procedure notably simplifies the calculation method. In order to test the hypothesis of the evolution of traffic as a Geometric Brownian Motion, we have used the available series of traffic in Spanish highways, and we have applied the Augmented Dickey-Fuller approach, which is the most widely used test for this kind of study. The main result of the analysis is that we cannot reject the hypothesis that traffic follows a Geometric Brownian Motion in the majority of both toll highways and free highways in Spain.

In-loop Feature Tracking for Structure and Motion with Out-of-core Optimization

In this paper, a novel and approach for obtaining 3D models from video sequences captured with hand-held cameras is addressed. We define a pipeline that robustly deals with different types of sequences and acquiring devices. Our system follows a divide and conquer approach: after a frame decimation that pre-conditions the input sequence, the video is split into short-length clips. This allows to parallelize the reconstruction step which translates into a reduction in the amount of computational resources required. The short length of the clips allows an intensive search for the best solution at each step of reconstruction which robustifies the system. The process of feature tracking is embedded within the reconstruction loop for each clip as opposed to other approaches. A final registration step, merges all the processed clips to the same coordinate frame

Nonrigid Motion Compensation of Free Breathing Acquired Myocardial Perfusion Data

In this work, we present a novel method to compensate the movement in images acquired during free breathing using first-pass gadolinium enhanced, myocardial perfusion magnetic resonance imaging (MRI). First, we use independent component analysis (ICA) to identify the optimal number of independent components (ICs) that separate the breathing motion from the intensity change induced by the contrast agent. Then, synthetic images are created by recombining the ICs, but other then in previously published work (Milles et al. 2008), we omit the component related to motion, and therefore, the resulting reference image series is free of motion. Motion compensation is then achieved by using a multi-pass non-rigid image registration scheme. We tested our method on 15 distinct image series (5 patients) consisting of 58 images each and we validated our method by comparing manually tracked intensity profiles of the myocardial sections to automatically generated ones before and after registration. The average correlation to the manually obtained curves before registration 0:89 0:11 was increased to 0:98 0:02

Tranversal motion and flow structure of fully nonlinear streaks in a laminar boundary layer

Typical streak computations present in the literature correspond to linear streaks or to small amplitude nonlinear streaks computed using DNS or nonlinear PSE. We use the Reduced Navier-Stokes (RNS) equations to compute the streamwise evolution of fully non-linear streaks with high amplitude in a laminar flat plate boundary layer. The RNS formulation provides Reynolds number independent solutions that are asymptotically exact in the limit $Re \gg 1$, it requires much less computational effort than DNS, and it does not have the consistency and convergence problems of the PSE. We present various streak computations to show that the flow configuration changes substantially when the amplitude of the streaks grows and the nonlinear effects come into play. The transversal motion (in the wall normal-streamwise plane) becomes more important and strongly distorts the streamwise velocity profiles, that end up being quite different from those of the linear case. We analyze in detail the resulting flow patterns for the nonlinearly saturated streaks and compare them with available experimental results.

A New Fast Motion Estimation and Mode Decision algorithm for H.264 Depth Maps encoding in Free Viewpoint TV

In this paper, we consider a scenario where 3D scenes are modeled through a View+Depth representation. This representation is to be used at the rendering side to generate synthetic views for free viewpoint video. The encoding of both type of data (view and depth) is carried out using two H.264/AVC encoders. In this scenario we address the reduction of the encoding complexity of depth data. Firstly, an analysis of the Mode Decision and Motion Estimation processes has been conducted for both view and depth sequences, in order to capture the correlation between them. Taking advantage of this correlation, we propose a fast mode decision and motion estimation algorithm for the depth encoding. Results show that the proposed algorithm reduces the computational burden with a negligible loss in terms of quality of the rendered synthetic views. Quality measurements have been conducted using the Video Quality Metric.

Upper Limb Portable Motion Analysis System Based on Inertial Technology for Neurorehabilitation Purposes

Here an inertial sensor-based monitoring system for measuring and analyzing upper limb movements is presented. The final goal is the integration of this motion-tracking device within a portable rehabilitation system for brain injury patients. A set of four inertial sensors mounted on a special garment worn by the patient provides the quaternions representing the patient upper limb’s orientation in space. A kinematic model is built to estimate 3D upper limb motion for accurate therapeutic evaluation. The human upper limb is represented as a kinematic chain of rigid bodies with three joints and six degrees of freedom. Validation of the system has been performed by co-registration of movements with a commercial optoelectronic tracking system. Successful results are shown that exhibit a high correlation among signals provided by both devices and obtained at the Institut Guttmann Neurorehabilitation Hospital.

Relevance of motion-related assessment metrics in laparoscopic surgery

INTRODUCTION: Motion metrics have become an important source of information when addressing the assessment of surgical expertise. However, their direct relationship with the different surgical skills has not been fully explored. The purpose of this study is to investigate the relevance of motion-related metrics in the evaluation processes of basic psychomotor laparoscopic skills, as well as their correlation with the different abilities sought to measure. METHODS: A framework for task definition and metric analysis is proposed. An explorative survey was first conducted with a board of experts to identify metrics to assess basic psychomotor skills. Based on the output of that survey, three novel tasks for surgical assessment were designed. Face and construct validation study was performed, with focus on motion-related metrics. Tasks were performed by 42 participants (16 novices, 22 residents and 4 experts). Movements of the laparoscopic instruments were registered with the TrEndo tracking system and analyzed. RESULTS: Time, path length and depth showed construct validity for all three tasks. Motion smoothness and idle time also showed validity for tasks involving bi-manual coordination and tasks requiring a more tactical approach respectively. Additionally, motion smoothness and average speed showed a high internal consistency, proving them to be the most task-independent of all the metrics analyzed. CONCLUSION: Motion metrics are complementary and valid for assessing basic psychomotor skills, and their relevance depends on the skill being evaluated. A larger clinical implementation, combined with quality performance information, will give more insight on the relevance of the results shown in this study.

Nonlinear description of transversal motion in a laminar boundary layer with streaks

The nonlinear streamwise growth of a spanwise periodic array of steady streaks in a flat plate boundary layer is numerically computed using the well known Reduced Navier-Stokes formulation. It is found that the flow configuration changes substantially when the amplitude of the streaks grows and the nonlinear effects come into play. The transversal motion (in the wall normal-spanwise plane), which is normally not considered, becomes non-negligible in the nonlinear regime, and it strongly distorts the streamwise velocity profiles, which end up being quite different from those predicted by the linear theory. We analyze in detail the resulting flow patterns for the nonlinearly saturated streaks, and compare them with available experimental results.

Optimal fits of diffusion constants from single-time data points of Brownian trajectories

Experimental methods based on single particle tracking (SPT) are being increasingly employed in the physical and biological sciences, where nanoscale objects are visualized with high temporal and spatial resolution. SPT can probe interactions between a particle and its environment but the price to be paid is the absence of ensemble averaging and a consequent lack of statistics. Here we address the benchmark question of how to accurately extract the diffusion constant of one single Brownian trajectory. We analyze a class of estimators based on weighted functionals of the square displacement. For a certain choice of the weight function these functionals provide the true ensemble averaged diffusion coefficient, with a precision that increases with the trajectory resolution.

Techniques to accelerate convergence of stress-controlled molecular dynamics simulations of dislocation motion

Dislocation mobility —the relation between applied stress and dislocation velocity—is an important property to model the mechanical behavior of structural materials. These mobilities reflect the interaction between the dislocation core and the host lattice and, thus, atomistic resolution is required to capture its details. Because the mobility function is multiparametric, its computation is often highly demanding in terms of computational requirements. Optimizing how tractions are applied can be greatly advantageous in accelerating convergence and reducing the overall computational cost of the simulations. In this paper we perform molecular dynamics simulations of ½ 〈1 1 1〉 screw dislocation motion in tungsten using step and linear time functions for applying external stress. We find that linear functions over time scales of the order of 10–20 ps reduce fluctuations and speed up convergence to the steady-state velocity value by up to a factor of two.

Automatic motion compensation of free breathing acquired myocardial perfusion data by using independent component analysis

Images acquired during free breathing using first-pass gadolinium-enhanced myocardial perfusion magnetic resonance imaging (MRI) exhibit a quasiperiodic motion pattern that needs to be compensated for if a further automatic analysis of the perfusion is to be executed. In this work, we present a method to compensate this movement by combining independent component analysis (ICA) and image registration: First, we use ICA and a time?frequency analysis to identify the motion and separate it from the intensity change induced by the contrast agent. Then, synthetic reference images are created by recombining all the independent components but the one related to the motion. Therefore, the resulting image series does not exhibit motion and its images have intensities similar to those of their original counterparts. Motion compensation is then achieved by using a multi-pass image registration procedure. We tested our method on 39 image series acquired from 13 patients, covering the basal, mid and apical areas of the left heart ventricle and consisting of 58 perfusion images each. We validated our method by comparing manually tracked intensity profiles of the myocardial sections to automatically generated ones before and after registration of 13 patient data sets (39 distinct slices). We compared linear, non-linear, and combined ICA based registration approaches and previously published motion compensation schemes. Considering run-time and accuracy, a two-step ICA based motion compensation scheme that first optimizes a translation and then for non-linear transformation performed best and achieves registration of the whole series in 32 ± 12 s on a recent workstation. The proposed scheme improves the Pearsons correlation coefficient between manually and automatically obtained time?intensity curves from .84 ± .19 before registration to .96 ± .06 after registration