Some Remarks on the Approximation of Transitional Density in Stochastic Differential Equations

Aijt-Sahalia (2002) introduced a method to estimate transitional probability densities of di®usion processes by means of Hermite expansions with coe±cients determined by means of Taylor series. This note describes a numerical procedure to ¯nd these coe±cients based on the calculation of moments. One advantage of this procedure is that it can be used e®ectively when the mathematical operations required to ¯nd closed-form expressions for these coe±cients are otherwise infeasible.

Fungal spore fragmentation as a function of airflow rates and fungal generation methods

The aim of this study was to characterise and quantify the fungal fragment propagules derived and released from several fungal species (Penicillium, Aspergillus niger and Cladosporium cladosporioides) using different generation methods and different air velocities over the colonies. Real time fungal spore fragmentation was investigated using an Ultraviolet Aerodynamic Particle Sizer (UVASP) and a Scanning Mobility Particle Sizer (SMPS). The study showed that there were significant differences (p < 0.01) in the fragmentation percentage between different air velocities for the three generation methods, namely the direct, the fan and the fungal spore source strength tester (FSSST) methods. The percentage of fragmentation also proved to be dependant on fungal species. The study found that there was no fragmentation for any of the fungal species at an air velocity ≤ 0.4 m/s for any method of generation. Fluorescent signals, as well as mathematical determination also showed that the fungal fragments were derived from spores. Correlation analysis showed that the number of released fragments measured by the UVAPS under controlled conditions can be predicted on the basis of the number of spores, for Penicillium and Aspergillus niger, but not for Cladosporium cladosporioides. The fluorescence percentage of fragment samples was found to be significantly different to that of non-fragment samples (p < 0.0001) and the fragment sample fluorescence was always less than that of the non-fragment samples. Size distribution and concentration of fungal fragment particles were investigated qualitatively and quantitatively, by both UVAPS and SMPS, and it was found that the UVAPS was more sensitive than the SMPS for measuring small sample concentrations, and the results obtained from the UVAPS and SMAS were not identical for the same samples.

Combining ganglion cell topology and data of patients with glaucoma to determine a structure-function map

PURPOSE: To introduce techniques for deriving a map that relates visual field locations to optic nerve head (ONH) sectors and to use the techniques to derive a map relating Medmont perimetric data to data from the Heidelberg Retinal Tomograph. METHODS: Spearman correlation coefficients were calculated relating each visual field location (Medmont M700) to rim area and volume measures for 10 degrees ONH sectors (HRT III software) for 57 participants: 34 with glaucoma, 18 with suspected glaucoma, and 5 with ocular hypertension. Correlations were constrained to be anatomically plausible with a computational model of the axon growth of retinal ganglion cells (Algorithm GROW). GROW generated a map relating field locations to sectors of the ONH. The sector with the maximum statistically significant (P < 0.05) correlation coefficient within 40 degrees of the angle predicted by GROW for each location was computed. Before correlation, both functional and structural data were normalized by either normative data or the fellow eye in each participant. RESULTS: The model of axon growth produced a 24-2 map that is qualitatively similar to existing maps derived from empiric data. When GROW was used in conjunction with normative data, 31% of field locations exhibited a statistically significant relationship. This significance increased to 67% (z-test, z = 4.84; P < 0.001) when both field and rim area data were normalized with the fellow eye. CONCLUSIONS: A computational model of axon growth and normalizing data by the fellow eye can assist in constructing an anatomically plausible map connecting visual field data and sectoral ONH data.

The function of property in creating an effective legal regime for trade in environmental offsets

Market-based environmental regulation is becoming increasingly common within international and national frameworks. Environmental offset and trading regimes are part of the market-based instrument revolution. This paper proposes that environmental market mechanisms could be used to introduce an ethic of land holder responsibility. In order for market based regimes to attract sufficient levels of stakeholder engagement, participants within such scheme require an incentive to participate and furthermore need to feel a sense of security about investing in such processes. A sense of security is often associated with property based interests. This paper explores the property related issues connected with environmental offset and trading scheme initiatives. Relevant property-related considerations include land tenure considerations, public versus private management of land choices, characteristics and powers associated with property interests, theories defining property and the recognition of legal proprietal interests. The Biodiversity Banking Scheme in New South Wales is then examined as a case study followed by a critique on the role of environmental markets.

Relative entropy rate based multiple hidden Markov Model Approximation

This paper proposes a novel relative entropy rate (RER) based approach for multiple HMM (MHMM) approximation of a class of discrete-time uncertain processes. Under different uncertainty assumptions, the model design problem is posed either as a min-max optimisation problem or stochastic minimisation problem on the RER between joint laws describing the state and output processes (rather than the more usual RER between output processes). A suitable filter is proposed for which performance results are established which bound conditional mean estimation performance and show that estimation performance improves as the RER is reduced. These filter consistency and convergence bounds are the first results characterising multiple HMM approximation performance and suggest that joint RER concepts provide a useful model selection criteria. The proposed model design process and MHMM filter are demonstrated on an important image processing dim-target detection problem.

The impact of child sexual abuse on victims/survivors: Exploring posttraumatic outcomes as a function of childhood sexual abuse

There is sparse systematic examination of the potential for growth as well as distress that may occur for some adult survivors of childhood sexual abuse. The presented study explored posttraumatic growth and its relationship with negative posttrauma outcomes within the specific population of survivors of childhood sexual abuse (N = 40). Results showed that 95% of the participants experienced clinically significant post-traumatic stress disorder symptomatology related to their childhood sexual abuse. In conjunction with these high levels of negative symptoms, the population evidenced posttraumatic growth levels that were comparable to other trauma samples. This research has clinical relevance in terms of adding to the knowledge base on sexual abuse and the usefulness of this knowledge in therapeutic interventions and relationships.

Molecular architecture of the human sinus node: insights into the function of the cardiac pacemaker.

BACKGROUND: Although we know much about the molecular makeup of the sinus node (SN) in small mammals, little is known about it in humans. The aims of the present study were to investigate the expression of ion channels in the human SN and to use the data to predict electrical activity. METHODS AND RESULTS: Quantitative polymerase chain reaction, in situ hybridization, and immunofluorescence were used to analyze 6 human tissue samples. Messenger RNA (mRNA) for 120 ion channels (and some related proteins) was measured in the SN, a novel paranodal area, and the right atrium (RA). The results showed, for example, that in the SN compared with the RA, there was a lower expression of Na(v)1.5, K(v)4.3, K(v)1.5, ERG, K(ir)2.1, K(ir)6.2, RyR2, SERCA2a, Cx40, and Cx43 mRNAs but a higher expression of Ca(v)1.3, Ca(v)3.1, HCN1, and HCN4 mRNAs. The expression pattern of many ion channels in the paranodal area was intermediate between that of the SN and RA; however, compared with the SN and RA, the paranodal area showed greater expression of K(v)4.2, K(ir)6.1, TASK1, SK2, and MiRP2. Expression of ion channel proteins was in agreement with expression of the corresponding mRNAs. The levels of mRNA in the SN, as a percentage of those in the RA, were used to estimate conductances of key ionic currents as a percentage of those in a mathematical model of human atrial action potential. The resulting SN model successfully produced pacemaking. CONCLUSIONS: Ion channels show a complex and heterogeneous pattern of expression in the SN, paranodal area, and RA in humans, and the expression pattern is appropriate to explain pacemaking.

Stability and convergence of a new explicit finite-difference approximation for the variable-order nonlinear fractional diffusion equation

In this paper, we consider the variable-order nonlinear fractional diffusion equation View the MathML source where xRα(x,t) is a generalized Riesz fractional derivative of variable order View the MathML source and the nonlinear reaction term f(u,x,t) satisfies the Lipschitz condition |f(u1,x,t)-f(u2,x,t)|less-than-or-equals, slantL|u1-u2|. A new explicit finite-difference approximation is introduced. The convergence and stability of this approximation are proved. Finally, some numerical examples are provided to show that this method is computationally efficient. The proposed method and techniques are applicable to other variable-order nonlinear fractional differential equations.

Numerical investigations of linear least squares methods for derivative estimation

The results of a numerical investigation into the errors for least squares estimates of function gradients are presented. The underlying algorithm is obtained by constructing a least squares problem using a truncated Taylor expansion. An error bound associated with this method contains in its numerator terms related to the Taylor series remainder, while its denominator contains the smallest singular value of the least squares matrix. Perhaps for this reason the error bounds are often found to be pessimistic by several orders of magnitude. The circumstance under which these poor estimates arise is elucidated and an empirical correction of the theoretical error bounds is conjectured and investigated numerically. This is followed by an indication of how the conjecture is supported by a rigorous argument.