IDM - A New Parallel Methodology to Calculate the Determinant of Matrices of the Order n, with Computational Complexity O(n)

This paper presents a new parallel methodology for calculating the determinant of matrices of the order n, with computational complexity O(n), using the Gauss-Jordan Elimination Method and Chio's Rule as references. We intend to present our step-by-step methodology using clear mathematical language, where we will demonstrate how to calculate the determinant of a matrix of the order n in an analytical format. We will also present a computational model with one sequential algorithm and one parallel algorithm using a pseudo-code.

Computational tools for comparing asymmetric GARCH models via Bayes factors

In this paper we use Markov chain Monte Carlo (MCMC) methods in order to estimate and compare GARCH models from a Bayesian perspective. We allow for possibly heavy tailed and asymmetric distributions in the error term. We use a general method proposed in the literature to introduce skewness into a continuous unimodal and symmetric distribution. For each model we compute an approximation to the marginal likelihood, based on the MCMC output. From these approximations we compute Bayes factors and posterior model probabilities. (C) 2012 IMACS. Published by Elsevier B.V. All rights reserved.

A multiple time scale survival model with a cure fraction

Many recent survival studies propose modeling data with a cure fraction, i.e., data in which part of the population is not susceptible to the event of interest. This event may occur more than once for the same individual (recurrent event). We then have a scenario of recurrent event data in the presence of a cure fraction, which may appear in various areas such as oncology, finance, industries, among others. This paper proposes a multiple time scale survival model to analyze recurrent events using a cure fraction. The objective is analyzing the efficiency of certain interventions so that the studied event will not happen again in terms of covariates and censoring. All estimates were obtained using a sampling-based approach, which allows information to be input beforehand with lower computational effort. Simulations were done based on a clinical scenario in order to observe some frequentist properties of the estimation procedure in the presence of small and moderate sample sizes. An application of a well-known set of real mammary tumor data is provided.

Analysis of energy dissipation in stirred suspension polymerisation reactors using computational fluid dynamics

This work evaluates the spatial distribution of normalised rates of droplet breakage and droplet coalescence in liquidliquid dispersions maintained in agitated tanks at operation conditions normally used to perform suspension polymerisation reactions. Particularly, simulations are performed with multiphase computational fluid dynamics (CFD) models to represent the flow field in liquidliquid styrene suspension polymerisation reactors for the first time. CFD tools are used first to compute the spatial distribution of the turbulent energy dissipation rates (e) inside the reaction vessel; afterwards, normalised rates of droplet breakage and particle coalescence are computed as functions of e. Surprisingly, multiphase simulations showed that the rates of energy dissipation can be very high near the free vortex surfaces, which has been completely neglected in previous works. The obtained results indicate the existence of extremely large energy dissipation gradients inside the vessel, so that particle breakage occurs primarily in very small regions that surround the impeller and the free vortex surface, while particle coalescence takes place in the liquid bulk. As a consequence, particle breakage should be regarded as an independent source term or a boundary phenomenon. Based on the obtained results, it can be very difficult to justify the use of isotropic assumptions to formulate particle population balances in similar systems, even when multiple compartment models are used to describe the fluid dynamic behaviour of the agitated vessel. (C) 2011 Canadian Society for Chemical Engineering

The Poisson-exponential regression model under different latent activation schemes

In this paper, a new family of survival distributions is presented. It is derived by considering that the latent number of failure causes follows a Poisson distribution and the time for these causes to be activated follows an exponential distribution. Three different activation schemes are also considered. Moreover, we propose the inclusion of covariates in the model formulation in order to study their effect on the expected value of the number of causes and on the failure rate function. Inferential procedure based on the maximum likelihood method is discussed and evaluated via simulation. The developed methodology is illustrated on a real data set on ovarian cancer.

A new damage model for composite laminates

Aircraft composite structures must have high stiffness and strength with low weight, which can guarantee the increase of the pay-load for airplanes without losing airworthiness. However, the mechanical behavior of composite laminates is very complex due the inherent anisotropy and heterogeneity. Many researchers have developed different failure progressive analyses and damage models in order to predict the complex failure mechanisms. This work presents a damage model and progressive failure analysis that requires simple experimental tests and that achieves good accuracy. Firstly, the paper explains damage initiation and propagation criteria and a procedure to identify the material parameters. In the second stage, the model was implemented as a UMAT (User Material Subroutine), which is linked to finite element software, ABAQUS (TM), in order to predict the composite structures behavior. Afterwards, some case studies, mainly off-axis coupons under tensile or compression loads, with different types of stacking sequence were analyzed using the proposed material model. Finally, the computational results were compared to the experimental results, verifying the capability of the damage model in order to predict the composite structure behavior. (C) 2011 Elsevier Ltd. All rights reserved.

A General Latent Class Model for Performance Evaluation of Diagnostic Tests in the Absence of a Gold Standard: An Application to Chagas Disease

We propose a new general Bayesian latent class model for evaluation of the performance of multiple diagnostic tests in situations in which no gold standard test exists based on a computationally intensive approach. The modeling represents an interesting and suitable alternative to models with complex structures that involve the general case of several conditionally independent diagnostic tests, covariates, and strata with different disease prevalences. The technique of stratifying the population according to different disease prevalence rates does not add further marked complexity to the modeling, but it makes the model more flexible and interpretable. To illustrate the general model proposed, we evaluate the performance of six diagnostic screening tests for Chagas disease considering some epidemiological variables. Serology at the time of donation (negative, positive, inconclusive) was considered as a factor of stratification in the model. The general model with stratification of the population performed better in comparison with its concurrents without stratification. The group formed by the testing laboratory Biomanguinhos FIOCRUZ-kit (c-ELISA and rec-ELISA) is the best option in the confirmation process by presenting false-negative rate of 0.0002% from the serial scheme. We are 100% sure that the donor is healthy when these two tests have negative results and he is chagasic when they have positive results.

Computational and experimental characterization of a low-cost piezoelectric valveless diaphragm pump

Flow pumps act as important devices in areas such as Bioengineering, Medicine, and Pharmacy, among other areas of Engineering, mainly for delivering liquids or gases at small-scale and precision flow rate quantities. Principles for pumping fluids based on piezoelectric actuators have been widely studied, since they allow the construction of pump systems for displacement of small fluid volumes with low power consumption. This work studies valveless piezoelectric diaphragm pumps for flow generation, which uses a piezoelectric ceramic (PZT) as actuator to move a membrane (diaphragm) up and down as a piston. The direction of the flow is guaranteed by valveless configuration based on a nozzle-diffuser system that privileges the flow in just one pumping direction. Most research efforts on development of valveless flow pump deal either with computational simulations based on simplified models or with simplified physical approaches based on analytical models. The main objective of this work is the study of a methodology to develop a low-cost valveless piezoelectric diaphragm flow pump using computational simulations, parametric study, prototype manufacturing, and experimental characterization. The parametric study has shown that the eccentricity of PZT layer and metal layer plays a key role in the performance of the pump.

Exploration of the parameter space in an agent-based model of tuberculosis spread: emergence of drug resistance in developing vs developed countries

In this work we present an agent-based model for the spread of tuberculosis where the individuals can be infected with either drug-susceptible or drug-resistant strains and can also receive a treatment. The dynamics of the model and the role of each one of the parameters are explained. The whole set of parameters is explored to check their importance in the numerical simulation results. The model captures the beneficial impact of the adequate treatment on the prevalence of tuberculosis. Nevertheless, depending on the treatment parameters range, it also captures the emergence of drug resistance. Drug resistance emergence is particularly likely to occur for parameter values corresponding to less efficacious treatment, as usually found in developing countries.

A log-linear regression model for the beta-Birnbaum-Saunders distribution with censored data

The beta-Birnbaum-Saunders (Cordeiro and Lemonte, 2011) and Birnbaum-Saunders (Birnbaum and Saunders, 1969a) distributions have been used quite effectively to model failure times for materials subject to fatigue and lifetime data. We define the log-beta-Birnbaum-Saunders distribution by the logarithm of the beta-Birnbaum-Saunders distribution. Explicit expressions for its generating function and moments are derived. We propose a new log-beta-Birnbaum-Saunders regression model that can be applied to censored data and be used more effectively in survival analysis. We obtain the maximum likelihood estimates of the model parameters for censored data and investigate influence diagnostics. The new location-scale regression model is modified for the possibility that long-term survivors may be presented in the data. Its usefulness is illustrated by means of two real data sets. (C) 2011 Elsevier B.V. All rights reserved.

Probabilistic crack growth analyses using a boundary element model: Applications in linear elastic fracture and fatigue problems

This paper addresses the numerical solution of random crack propagation problems using the coupling boundary element method (BEM) and reliability algorithms. Crack propagation phenomenon is efficiently modelled using BEM, due to its mesh reduction features. The BEM model is based on the dual BEM formulation, in which singular and hyper-singular integral equations are adopted to construct the system of algebraic equations. Two reliability algorithms are coupled with BEM model. The first is the well known response surface method, in which local, adaptive polynomial approximations of the mechanical response are constructed in search of the design point. Different experiment designs and adaptive schemes are considered. The alternative approach direct coupling, in which the limit state function remains implicit and its gradients are calculated directly from the numerical mechanical response, is also considered. The performance of both coupling methods is compared in application to some crack propagation problems. The investigation shows that direct coupling scheme converged for all problems studied, irrespective of the problem nonlinearity. The computational cost of direct coupling has shown to be a fraction of the cost of response surface solutions, regardless of experiment design or adaptive scheme considered. (C) 2012 Elsevier Ltd. All rights reserved.

A Cost-Effectiveness-Assessing Model of Vaccination for Varicella and Zoster

A decision analytical model is presented and analysed to assess the effectiveness and cost-effectiveness of routine vaccination against varicella and herpes-zoster, or shingles. These diseases have as common aetiological agent the varicella-zoster virus (VZV). Zoster can more likely occur in aged people with declining cell-mediated immunity. The general concern is that universal varicella vaccination might lead to more cases of zoster: with more vaccinated children exposure of the general population to varicella infectives become smaller and thus a larger proportion of older people will have weaker immunity to VZV, leading to more cases of reactivation of zoster. Our compartment model shows that only two possible equilibria exist, one without varicella and the other one where varicella arid zoster both thrive. Threshold quantities to distinguish these cases are derived. Cost estimates on a possible herd vaccination program are discussed indicating a possible tradeoff choice.

A Poisson mixed model with nonnormal random effect distribution

In this paper, we propose a random intercept Poisson model in which the random effect is assumed to follow a generalized log-gamma (GLG) distribution. This random effect accommodates (or captures) the overdispersion in the counts and induces within-cluster correlation. We derive the first two moments for the marginal distribution as well as the intraclass correlation. Even though numerical integration methods are, in general, required for deriving the marginal models, we obtain the multivariate negative binomial model from a particular parameter setting of the hierarchical model. An iterative process is derived for obtaining the maximum likelihood estimates for the parameters in the multivariate negative binomial model. Residual analysis is proposed and two applications with real data are given for illustration. (C) 2011 Elsevier B.V. All rights reserved.

A Bayesian destructive weighted Poisson cure rate model and an application to a cutaneous melanoma data

In this article, we propose a new Bayesian flexible cure rate survival model, which generalises the stochastic model of Klebanov et al. [Klebanov LB, Rachev ST and Yakovlev AY. A stochastic-model of radiation carcinogenesis - latent time distributions and their properties. Math Biosci 1993; 113: 51-75], and has much in common with the destructive model formulated by Rodrigues et al. [Rodrigues J, de Castro M, Balakrishnan N and Cancho VG. Destructive weighted Poisson cure rate models. Technical Report, Universidade Federal de Sao Carlos, Sao Carlos-SP. Brazil, 2009 (accepted in Lifetime Data Analysis)]. In our approach, the accumulated number of lesions or altered cells follows a compound weighted Poisson distribution. This model is more flexible than the promotion time cure model in terms of dispersion. Moreover, it possesses an interesting and realistic interpretation of the biological mechanism of the occurrence of the event of interest as it includes a destructive process of tumour cells after an initial treatment or the capacity of an individual exposed to irradiation to repair altered cells that results in cancer induction. In other words, what is recorded is only the damaged portion of the original number of altered cells not eliminated by the treatment or repaired by the repair system of an individual. Markov Chain Monte Carlo (MCMC) methods are then used to develop Bayesian inference for the proposed model. Also, some discussions on the model selection and an illustration with a cutaneous melanoma data set analysed by Rodrigues et al. [Rodrigues J, de Castro M, Balakrishnan N and Cancho VG. Destructive weighted Poisson cure rate models. Technical Report, Universidade Federal de Sao Carlos, Sao Carlos-SP. Brazil, 2009 (accepted in Lifetime Data Analysis)] are presented.

Bayesian model accounting for within-class biological variability in Serial Analysis of Gene Expression (SAGE)

Abstract Background An important challenge for transcript counting methods such as Serial Analysis of Gene Expression (SAGE), "Digital Northern" or Massively Parallel Signature Sequencing (MPSS), is to carry out statistical analyses that account for the within-class variability, i.e., variability due to the intrinsic biological differences among sampled individuals of the same class, and not only variability due to technical sampling error. Results We introduce a Bayesian model that accounts for the within-class variability by means of mixture distribution. We show that the previously available approaches of aggregation in pools ("pseudo-libraries") and the Beta-Binomial model, are particular cases of the mixture model. We illustrate our method with a brain tumor vs. normal comparison using SAGE data from public databases. We show examples of tags regarded as differentially expressed with high significance if the within-class variability is ignored, but clearly not so significant if one accounts for it. Conclusion Using available information about biological replicates, one can transform a list of candidate transcripts showing differential expression to a more reliable one. Our method is freely available, under GPL/GNU copyleft, through a user friendly web-based on-line tool or as R language scripts at supplemental web-site.