722 resultados para Stochastic modelling


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Living cells are the functional unit of organs that controls reactions to their exterior. However, the mechanics of living cells can be difficult to characterize due to the crypticity of their microscale structures and associated dynamic cellular processes. Fortunately, multiscale modelling provides a powerful simulation tool that can be used to study the mechanical properties of these soft hierarchical, biological systems. This paper reviews recent developments in hierarchical multiscale modeling technique that aimed at understanding cytoskeleton mechanics. Discussions are expanded with respects to cytoskeletal components including: intermediate filaments, microtubules and microfilament networks. The mechanical performance of difference cytoskeleton components are discussed with respect to their structural and material properties. Explicit granular simulation methods are adopted with different coarse-grained strategies for these cytoskeleton components and the simulation details are introduced in this review.

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Stochastic (or random) processes are inherent to numerous fields of human endeavour including engineering, science, and business and finance. This thesis presents multiple novel methods for quickly detecting and estimating uncertainties in several important classes of stochastic processes. The significance of these novel methods is demonstrated by employing them to detect aircraft manoeuvres in video signals in the important application of autonomous mid-air collision avoidance.

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Computer modelling has been used extensively in some processes in the sugar industry to achieve significant gains. This paper reviews the investigations carried out over approximately the last twenty five years, including the successes but also areas where problems and delays have been encountered. In that time the capability of both hardware and software have increased dramatically. For some processes such as cane cleaning, cane billet preparation, and sugar drying, the application of computer modelling towards improved equipment design and operation has been quite limited. A particular problem has been the large number of particles and particle interactions in these…

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Background Biochemical systems with relatively low numbers of components must be simulated stochastically in order to capture their inherent noise. Although there has recently been considerable work on discrete stochastic solvers, there is still a need for numerical methods that are both fast and accurate. The Bulirsch-Stoer method is an established method for solving ordinary differential equations that possesses both of these qualities. Results In this paper, we present the Stochastic Bulirsch-Stoer method, a new numerical method for simulating discrete chemical reaction systems, inspired by its deterministic counterpart. It is able to achieve an excellent efficiency due to the fact that it is based on an approach with high deterministic order, allowing for larger stepsizes and leading to fast simulations. We compare it to the Euler τ-leap, as well as two more recent τ-leap methods, on a number of example problems, and find that as well as being very accurate, our method is the most robust, in terms of efficiency, of all the methods considered in this paper. The problems it is most suited for are those with increased populations that would be too slow to simulate using Gillespie’s stochastic simulation algorithm. For such problems, it is likely to achieve higher weak order in the moments. Conclusions The Stochastic Bulirsch-Stoer method is a novel stochastic solver that can be used for fast and accurate simulations. Crucially, compared to other similar methods, it better retains its high accuracy when the timesteps are increased. Thus the Stochastic Bulirsch-Stoer method is both computationally efficient and robust. These are key properties for any stochastic numerical method, as they must typically run many thousands of simulations.

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In order to simulate stiff biochemical reaction systems, an explicit exponential Euler scheme is derived for multidimensional, non-commutative stochastic differential equations with a semilinear drift term. The scheme is of strong order one half and A-stable in mean square. The combination with this and the projection method shows good performance in numerical experiments dealing with an alternative formulation of the chemical Langevin equation for a human ether a-go-go related gene ion channel mode

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Aim Determining how ecological processes vary across space is a major focus in ecology. Current methods that investigate such effects remain constrained by important limiting assumptions. Here we provide an extension to geographically weighted regression in which local regression and spatial weighting are used in combination. This method can be used to investigate non-stationarity and spatial-scale effects using any regression technique that can accommodate uneven weighting of observations, including machine learning. Innovation We extend the use of spatial weights to generalized linear models and boosted regression trees by using simulated data for which the results are known, and compare these local approaches with existing alternatives such as geographically weighted regression (GWR). The spatial weighting procedure (1) explained up to 80% deviance in simulated species richness, (2) optimized the normal distribution of model residuals when applied to generalized linear models versus GWR, and (3) detected nonlinear relationships and interactions between response variables and their predictors when applied to boosted regression trees. Predictor ranking changed with spatial scale, highlighting the scales at which different species–environment relationships need to be considered. Main conclusions GWR is useful for investigating spatially varying species–environment relationships. However, the use of local weights implemented in alternative modelling techniques can help detect nonlinear relationships and high-order interactions that were previously unassessed. Therefore, this method not only informs us how location and scale influence our perception of patterns and processes, it also offers a way to deal with different ecological interpretations that can emerge as different areas of spatial influence are considered during model fitting.

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The focus of this paper is two-dimensional computational modelling of water flow in unsaturated soils consisting of weakly conductive disconnected inclusions embedded in a highly conductive connected matrix. When the inclusions are small, a two-scale Richards’ equation-based model has been proposed in the literature taking the form of an equation with effective parameters governing the macroscopic flow coupled with a microscopic equation, defined at each point in the macroscopic domain, governing the flow in the inclusions. This paper is devoted to a number of advances in the numerical implementation of this model. Namely, by treating the micro-scale as a two-dimensional problem, our solution approach based on a control volume finite element method can be applied to irregular inclusion geometries, and, if necessary, modified to account for additional phenomena (e.g. imposing the macroscopic gradient on the micro-scale via a linear approximation of the macroscopic variable along the microscopic boundary). This is achieved with the help of an exponential integrator for advancing the solution in time. This time integration method completely avoids generation of the Jacobian matrix of the system and hence eases the computation when solving the two-scale model in a completely coupled manner. Numerical simulations are presented for a two-dimensional infiltration problem.

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Messenger RNAs (mRNAs) can be repressed and degraded by small non-coding RNA molecules. In this paper, we formulate a coarsegrained Markov-chain description of the post-transcriptional regulation of mRNAs by either small interfering RNAs (siRNAs) or microRNAs (miRNAs). We calculate the probability of an mRNA escaping from its domain before it is repressed by siRNAs/miRNAs via cal- culation of the mean time to threshold: when the number of bound siRNAs/miRNAs exceeds a certain threshold value, the mRNA is irreversibly repressed. In some cases,the analysis can be reduced to counting certain paths in a reduced Markov model. We obtain explicit expressions when the small RNA bind irreversibly to the mRNA and we also discuss the reversible binding case. We apply our models to the study of RNA interference in the nucleus, examining the probability of mRNAs escaping via small nuclear pores before being degraded by siRNAs. Using the same modelling framework, we further investigate the effect of small, decoy RNAs (decoys) on the process of post-transcriptional regulation, by studying regulation of the tumor suppressor gene, PTEN : decoys are able to block binding sites on PTEN mRNAs, thereby educing the number of sites available to siRNAs/miRNAs and helping to protect it from repression. We calculate the probability of a cytoplasmic PTEN mRNA translocating to the endoplasmic reticulum before being repressed by miRNAs. We support our results with stochastic simulations

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We present an algorithm for multiarmed bandits that achieves almost optimal performance in both stochastic and adversarial regimes without prior knowledge about the nature of the environment. Our algorithm is based on augmentation of the EXP3 algorithm with a new control lever in the form of exploration parameters that are tailored individually for each arm. The algorithm simultaneously applies the “old” control lever, the learning rate, to control the regret in the adversarial regime and the new control lever to detect and exploit gaps between the arm losses. This secures problem-dependent “logarithmic” regret when gaps are present without compromising on the worst-case performance guarantee in the adversarial regime. We show that the algorithm can exploit both the usual expected gaps between the arm losses in the stochastic regime and deterministic gaps between the arm losses in the adversarial regime. The algorithm retains “logarithmic” regret guarantee in the stochastic regime even when some observations are contaminated by an adversary, as long as on average the contamination does not reduce the gap by more than a half. Our results for the stochastic regime are supported by experimental validation.

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Crashes at any particular transport network location consist of a chain of events arising from a multitude of potential causes and/or contributing factors whose nature is likely to reflect geometric characteristics of the road, spatial effects of the surrounding environment, and human behavioural factors. It is postulated that these potential contributing factors do not arise from the same underlying risk process, and thus should be explicitly modelled and understood. The state of the practice in road safety network management applies a safety performance function that represents a single risk process to explain crash variability across network sites. This study aims to elucidate the importance of differentiating among various underlying risk processes contributing to the observed crash count at any particular network location. To demonstrate the principle of this theoretical and corresponding methodological approach, the study explores engineering (e.g. segment length, speed limit) and unobserved spatial factors (e.g. climatic factors, presence of schools) as two explicit sources of crash contributing factors. A Bayesian Latent Class (BLC) analysis is used to explore these two sources and to incorporate prior information about their contribution to crash occurrence. The methodology is applied to the state controlled roads in Queensland, Australia and the results are compared with the traditional Negative Binomial (NB) model. A comparison of goodness of fit measures indicates that the model with a double risk process outperforms the single risk process NB model, and thus indicating the need for further research to capture all the three crash generation processes into the SPFs.

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This thesis investigates the use of fusion techniques and mathematical modelling to increase the robustness of iris recognition systems against iris image quality degradation, pupil size changes and partial occlusion. The proposed techniques improve recognition accuracy and enhance security. They can be further developed for better iris recognition in less constrained environments that do not require user cooperation. A framework to analyse the consistency of different regions of the iris is also developed. This can be applied to improve recognition systems using partial iris images, and cancelable biometric signatures or biometric based cryptography for privacy protection.

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This article describes a maximum likelihood method for estimating the parameters of the standard square-root stochastic volatility model and a variant of the model that includes jumps in equity prices. The model is fitted to data on the S&P 500 Index and the prices of vanilla options written on the index, for the period 1990 to 2011. The method is able to estimate both the parameters of the physical measure (associated with the index) and the parameters of the risk-neutral measure (associated with the options), including the volatility and jump risk premia. The estimation is implemented using a particle filter whose efficacy is demonstrated under simulation. The computational load of this estimation method, which previously has been prohibitive, is managed by the effective use of parallel computing using graphics processing units (GPUs). The empirical results indicate that the parameters of the models are reliably estimated and consistent with values reported in previous work. In particular, both the volatility risk premium and the jump risk premium are found to be significant.

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The process of spray drying is applied in a number of contexts. One such application is the production of a synthetic rock used for storage of nuclear waste. To establish a framework for a model of the spray drying process for this application, we here develop a model describing evaporation from droplets of pure water, such that the model may be extended to account for the presence of colloid within the droplet. We develop a spherically-symmetric model and formulate continuum equations describing mass, momentum, and energy balance in both the liquid and gas phases from first principles. We establish appropriate boundary conditions at the surface of the droplet, including a generalised Clapeyron equation that accurately describes the temperature at the surface of the droplet. To account for experiment design, we introduce a simplified platinum ball and wire model into the system using a thin wire problem. The resulting system of equations is transformed in order to simplify a finite volume solution scheme. The results from numerical simulation are compared with data collected for validation, and the sensitivity of the model to variations in key parameters, and to the use of Clausius–Clapeyron and generalised Clapeyron equations, is investigated. Good agreement is found between the model and experimental data, despite the simplicity of the platinum phase model.

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Cancer is the leading contributor to the disease burden in Australia. This thesis develops and applies Bayesian hierarchical models to facilitate an investigation of the spatial and temporal associations for cancer diagnosis and survival among Queenslanders. The key objectives are to document and quantify the importance of spatial inequalities, explore factors influencing these inequalities, and investigate how spatial inequalities change over time. Existing Bayesian hierarchical models are refined, new models and methods developed, and tangible benefits obtained for cancer patients in Queensland. The versatility of using Bayesian models in cancer control are clearly demonstrated through these detailed and comprehensive analyses.

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Atheromatous plaque rupture h the cause of the majority of strokes and heart attacks in the developed world. The role of calcium deposits and their contribution to plaque vulnerability are controversial. Some studies have suggested that calcified plaque tends to be more stable whereas others have suggested the opposite. This study uses a finite element model to evaluate the effect of calcium deposits on the stress within the fibrous cap by varying their location and size. Plaque fibrous cap, lipid pool and calcification were modeled as hyperelastic, Isotropic, (nearly) incompressible materials with different properties for large deformation analysis by assigning time-dependent pressure loading on the lumen wall. The stress and strain contours were illustrated for each condition for comparison. Von Mises stress only increases up to 1.5% when varying the location of calcification in the lipid pool distant to the fibrous cap. Calcification in the fibrous cap leads to a 43% increase of Von Mises stress when compared with that in the lipid pool. An increase of 100% of calcification area leads to a 15% stress increase in the fibrous cap. Calcification in the lipid pool does not increase fibrous cap stress when it is distant to the fibrous cap, whilst large areas of calcification close to or in the fibrous cap may lead to a high stress concentration within the fibrous cap, which may cause plaque rupture. This study highlights the application of a computational model on a simulation of clinical problems, and it may provide insights into the mechanism of plaque rupture.