A theory of hypoellipticity and unique ergodicity for semilinear stochastic PDEs

We present a theory of hypoellipticity and unique ergodicity for semilinear parabolic stochastic PDEs with "polynomial" nonlinearities and additive noise, considered as abstract evolution equations in some Hilbert space. It is shown that if Hörmander's bracket condition holds at every point of this Hilbert space, then a lower bound on the Malliavin covariance operatorμt can be obtained. Informally, this bound can be read as "Fix any finite-dimensional projection on a subspace of sufficiently regular functions. Then the eigenfunctions of μt with small eigenvalues have only a very small component in the image of Π." We also show how to use a priori bounds on the solutions to the equation to obtain good control on the dependency of the bounds on the Malliavin matrix on the initial condition. These bounds are sufficient in many cases to obtain the asymptotic strong Feller property introduced in [HM06]. One of the main novel technical tools is an almost sure bound from below on the size of "Wiener polynomials," where the coefficients are possibly non-adapted stochastic processes satisfying a Lips chitz condition. By exploiting the polynomial structure of the equations, this result can be used to replace Norris' lemma, which is unavailable in the present context. We conclude by showing that the two-dimensional stochastic Navier-Stokes equations and a large class of reaction-diffusion equations fit the framework of our theory.

The effect of hydrogen bonding on the diffusion of water in n-alkanes and n-alcohols measured with a novel single microdroplet method.

While the Stokes-Einstein (SE) equation predicts that the diffusion coefficient of a solute will be inversely proportional to the viscosity of the solvent, this relation is commonly known to fail for solutes, which are the same size or smaller than the solvent. Multiple researchers have reported that for small solutes, the diffusion coefficient is inversely proportional to the viscosity to a fractional power, and that solutes actually diffuse faster than SE predicts. For other solvent systems, attractive solute-solvent interactions, such as hydrogen bonding, are known to retard the diffusion of a solute. Some researchers have interpreted the slower diffusion due to hydrogen bonding as resulting from the effective diffusion of a larger complex of a solute and solvent molecules. We have developed and used a novel micropipette technique, which can form and hold a single microdroplet of water while it dissolves in a diffusion controlled environment into the solvent. This method has been used to examine the diffusion of water in both n-alkanes and n-alcohols. It was found that the polar solute water, diffusing in a solvent with which it cannot hydrogen bond, closely resembles small nonpolar solutes such as xenon and krypton diffusing in n-alkanes, with diffusion coefficients ranging from 12.5x10(-5) cm(2)/s for water in n-pentane to 1.15x10(-5) cm(2)/s for water in hexadecane. Diffusion coefficients were found to be inversely proportional to viscosity to a fractional power, and diffusion coefficients were faster than SE predicts. For water diffusing in a solvent (n-alcohols) with which it can hydrogen bond, diffusion coefficient values ranged from 1.75x10(-5) cm(2)/s in n-methanol to 0.364x10(-5) cm(2)/s in n-octanol, and diffusion was slower than an alkane of corresponding viscosity. We find no evidence for solute-solvent complex diffusion. Rather, it is possible that the small solute water may be retarded by relatively longer residence times (compared to non-H-bonding solvents) as it moves through the liquid.

Local kinetic interpretation of entropy production through reversed diffusion.

The time reversal of stochastic diffusion processes is revisited with emphasis on the physical meaning of the time-reversed drift and the noise prescription in the case of multiplicative noise. The local kinematics and mechanics of free diffusion are linked to the hydrodynamic description. These properties also provide an interpretation of the Pope-Ching formula for the steady-state probability density function along with a geometric interpretation of the fluctuation-dissipation relation. Finally, the statistics of the local entropy production rate of diffusion are discussed in the light of local diffusion properties, and a stochastic differential equation for entropy production is obtained using the Girsanov theorem for reversed diffusion. The results are illustrated for the Ornstein-Uhlenbeck process.

Mechanistic Models of Anti-HIV Microbicide Drug Delivery

A new modality for preventing HIV transmission is emerging in the form of topical microbicides. Some clinical trials have shown some promising results of these methods of protection while other trials have failed to show efficacy. Due to the relatively novel nature of microbicide drug transport, a rigorous, deterministic analysis of that transport can help improve the design of microbicide vehicles and understand results from clinical trials. This type of analysis can aid microbicide product design by helping understand and organize the determinants of drug transport and the potential efficacies of candidate microbicide products.

Microbicide drug transport is modeled as a diffusion process with convection and reaction effects in appropriate compartments. This is applied here to vaginal gels and rings and a rectal enema, all delivering the microbicide drug Tenofovir. Although the focus here is on Tenofovir, the methods established in this dissertation can readily be adapted to other drugs, given knowledge of their physical and chemical properties, such as the diffusion coefficient, partition coefficient, and reaction kinetics. Other dosage forms such as tablets and fiber meshes can also be modeled using the perspective and methods developed here.

The analyses here include convective details of intravaginal flows by both ambient fluid and spreading gels with different rheological properties and applied volumes. These are input to the overall conservation equations for drug mass transport in different compartments. The results are Tenofovir concentration distributions in time and space for a variety of microbicide products and conditions. The Tenofovir concentrations in the vaginal and rectal mucosal stroma are converted, via a coupled reaction equation, to concentrations of Tenofovir diphosphate, which is the active form of the drug that functions as a reverse transcriptase inhibitor against HIV. Key model outputs are related to concentrations measured in experimental pharmacokinetic (PK) studies, e.g. concentrations in biopsies and blood. A new measure of microbicide prophylactic functionality, the Percent Protected, is calculated. This is the time dependent volume of the entire stroma (and thus fraction of host cells therein) in which Tenofovir diphosphate concentrations equal or exceed a target prophylactic value, e.g. an EC50.

Results show the prophylactic potentials of the studied microbicide vehicles against HIV infections. Key design parameters for each are addressed in application of the models. For a vaginal gel, fast spreading at small volume is more effective than slower spreading at high volume. Vaginal rings are shown to be most effective if inserted and retained as close to the fornix as possible. Because of the long half-life of Tenofovir diphosphate, temporary removal of the vaginal ring (after achieving steady state) for up to 24h does not appreciably diminish Percent Protected. However, full steady state (for the entire stromal volume) is not achieved until several days after ring insertion. Delivery of Tenofovir to the rectal mucosa by an enema is dominated by surface area of coated mucosa and whether the interiors of rectal crypts are filled with the enema fluid. For the enema 100% Percent Protected is achieved much more rapidly than for vaginal products, primarily because of the much thinner epithelial layer of the mucosa. For example, 100% Percent Protected can be achieved with a one minute enema application, and 15 minute wait time.

Results of these models have good agreement with experimental pharmacokinetic data, in animals and clinical trials. They also improve upon traditional, empirical PK modeling, and this is illustrated here. Our deterministic approach can inform design of sampling in clinical trials by indicating time periods during which significant changes in drug concentrations occur in different compartments. More fundamentally, the work here helps delineate the determinants of microbicide drug delivery. This information can be the key to improved, rational design of microbicide products and their dosage regimens.