8 resultados para Stochastic differential equations

em Duke University


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Numerical approximation of the long time behavior of a stochastic di.erential equation (SDE) is considered. Error estimates for time-averaging estimators are obtained and then used to show that the stationary behavior of the numerical method converges to that of the SDE. The error analysis is based on using an associated Poisson equation for the underlying SDE. The main advantages of this approach are its simplicity and universality. It works equally well for a range of explicit and implicit schemes, including those with simple simulation of random variables, and for hypoelliptic SDEs. To simplify the exposition, we consider only the case where the state space of the SDE is a torus, and we study only smooth test functions. However, we anticipate that the approach can be applied more widely. An analogy between our approach and Stein's method is indicated. Some practical implications of the results are discussed. Copyright © by SIAM. Unauthorized reproduction of this article is prohibited.

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The book also covers the Second Variation, Euler-Lagrange PDE systems, and higher-order conservation laws.

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We consider a stochastic process driven by a linear ordinary differential equation whose right-hand side switches at exponential times between a collection of different matrices. We construct planar examples that switch between two matrices where the individual matrices and the average of the two matrices are all Hurwitz (all eigenvalues have strictly negative real part), but nonetheless the process goes to infinity at large time for certain values of the switching rate. We further construct examples in higher dimensions where again the two individual matrices and their averages are all Hurwitz, but the process has arbitrarily many transitions between going to zero and going to infinity at large time as the switching rate varies. In order to construct these examples, we first prove in general that if each of the individual matrices is Hurwitz, then the process goes to zero at large time for sufficiently slow switching rate and if the average matrix is Hurwitz, then the process goes to zero at large time for sufficiently fast switching rate. We also give simple conditions that ensure the process goes to zero at large time for all switching rates. © 2014 International Press.

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The growth and proliferation of invasive bacteria in engineered systems is an ongoing problem. While there are a variety of physical and chemical processes to remove and inactivate bacterial pathogens, there are many situations in which these tools are no longer effective or appropriate for the treatment of a microbial target. For example, certain strains of bacteria are becoming resistant to commonly used disinfectants, such as chlorine and UV. Additionally, the overuse of antibiotics has contributed to the spread of antibiotic resistance, and there is concern that wastewater treatment processes are contributing to the spread of antibiotic resistant bacteria.

Due to the continually evolving nature of bacteria, it is difficult to develop methods for universal bacterial control in a wide range of engineered systems, as many of our treatment processes are static in nature. Still, invasive bacteria are present in many natural and engineered systems, where the application of broad acting disinfectants is impractical, because their use may inhibit the original desired bioprocesses. Therefore, to better control the growth of treatment resistant bacteria and to address limitations with the current disinfection processes, novel tools that are both specific and adaptable need to be developed and characterized.

In this dissertation, two possible biological disinfection processes were investigated for use in controlling invasive bacteria in engineered systems. First, antisense gene silencing, which is the specific use of oligonucleotides to silence gene expression, was investigated. This work was followed by the investigation of bacteriophages (phages), which are viruses that are specific to bacteria, in engineered systems.


For the antisense gene silencing work, a computational approach was used to quantify the number of off-targets and to determine the effects of off-targets in prokaryotic organisms. For the organisms of Escherichia coli K-12 MG1655 and Mycobacterium tuberculosis H37Rv the mean number of off-targets was found to be 15.0 + 13.2 and 38.2 + 61.4, respectively, which results in a reduction of greater than 90% of the effective oligonucleotide concentration. It was also demonstrated that there was a high variability in the number of off-targets over the length of a gene, but that on average, there was no general gene location that could be targeted to reduce off-targets. Therefore, this analysis needs to be performed for each gene in question. It was also demonstrated that the thermodynamic binding energy between the oligonucleotide and the mRNA accounted for 83% of the variation in the silencing efficiency, compared to the number of off-targets, which explained 43% of the variance of the silencing efficiency. This suggests that optimizing thermodynamic parameters must be prioritized over minimizing the number of off-targets. In conclusion for the antisense work, these results suggest that off-target hybrids can account for a greater than 90% reduction in the concentration of the silencing oligonucleotides, and that the effective concentration can be increased through the rational design of silencing targets by minimizing off-target hybrids.

Regarding the work with phages, the disinfection rates of bacteria in the presence of phages was determined. The disinfection rates of E. coli K12 MG1655 in the presence of coliphage Ec2 ranged up to 2 h-1, and were dependent on both the initial phage and bacterial concentrations. Increasing initial phage concentrations resulted in increasing disinfection rates, and generally, increasing initial bacterial concentrations resulted in increasing disinfection rates. However, disinfection rates were found to plateau at higher bacterial and phage concentrations. A multiple linear regression model was used to predict the disinfection rates as a function of the initial phage and bacterial concentrations, and this model was able to explain 93% of the variance in the disinfection rates. The disinfection rates were also modeled with a particle aggregation model. The results from these model simulations suggested that at lower phage and bacterial concentrations there are not enough collisions to support active disinfection rates, which therefore, limits the conditions and systems where phage based bacterial disinfection is possible. Additionally, the particle aggregation model over predicted the disinfection rates at higher phage and bacterial concentrations of 108 PFU/mL and 108 CFU/mL, suggesting other interactions were occurring at these higher concentrations. Overall, this work highlights the need for the development of alternative models to more accurately describe the dynamics of this system at a variety of phage and bacterial concentrations. Finally, the minimum required hydraulic residence time was calculated for a continuous stirred-tank reactor and a plug flow reactor (PFR) as a function of both the initial phage and bacterial concentrations, which suggested that phage treatment in a PFR is theoretically possible.

In addition to determining disinfection rates, the long-term bacterial growth inhibition potential was determined for a variety of phages with both Gram-negative and Gram-positive bacteria. It was determined, that on average, phages can be used to inhibit bacterial growth for up to 24 h, and that this effect was concentration dependent for various phages at specific time points. Additionally, it was found that a phage cocktail was no more effective at inhibiting bacterial growth over the long-term than the best performing phage in isolation.

Finally, for an industrial application, the use of phages to inhibit invasive Lactobacilli in ethanol fermentations was investigated. It was demonstrated that phage 8014-B2 can achieve a greater than 3-log inactivation of Lactobacillus plantarum during a 48 h fermentation. Additionally, it was shown that phages can be used to protect final product yields and maintain yeast viability. Through modeling the fermentation system with differential equations it was determined that there was a 10 h window in the beginning of the fermentation run, where the addition of phages can be used to protect final product yields, and after 20 h no additional benefit of the phage addition was observed.

In conclusion, this dissertation improved the current methods for designing antisense gene silencing targets for prokaryotic organisms, and characterized phages from an engineering perspective. First, the current design strategy for antisense targets in prokaryotic organisms was improved through the development of an algorithm that minimized the number of off-targets. For the phage work, a framework was developed to predict the disinfection rates in terms of the initial phage and bacterial concentrations. In addition, the long-term bacterial growth inhibition potential of multiple phages was determined for several bacteria. In regard to the phage application, phages were shown to protect both final product yields and yeast concentrations during fermentation. Taken together, this work suggests that the rational design of phage treatment is possible and further work is needed to expand on this foundation.

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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.

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We introduce a dynamic directional model (DDM) for studying brain effective connectivity based on intracranial electrocorticographic (ECoG) time series. The DDM consists of two parts: a set of differential equations describing neuronal activity of brain components (state equations), and observation equations linking the underlying neuronal states to observed data. When applied to functional MRI or EEG data, DDMs usually have complex formulations and thus can accommodate only a few regions, due to limitations in spatial resolution and/or temporal resolution of these imaging modalities. In contrast, we formulate our model in the context of ECoG data. The combined high temporal and spatial resolution of ECoG data result in a much simpler DDM, allowing investigation of complex connections between many regions. To identify functionally segregated sub-networks, a form of biologically economical brain networks, we propose the Potts model for the DDM parameters. The neuronal states of brain components are represented by cubic spline bases and the parameters are estimated by minimizing a log-likelihood criterion that combines the state and observation equations. The Potts model is converted to the Potts penalty in the penalized regression approach to achieve sparsity in parameter estimation, for which a fast iterative algorithm is developed. The methods are applied to an auditory ECoG dataset.

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BACKGROUND: Previous mathematical models for hepatic and tissue one-carbon metabolism have been combined and extended to include a blood plasma compartment. We use this model to study how the concentrations of metabolites that can be measured in the plasma are related to their respective intracellular concentrations. METHODS: The model consists of a set of ordinary differential equations, one for each metabolite in each compartment, and kinetic equations for metabolism and for transport between compartments. The model was validated by comparison to a variety of experimental data such as the methionine load test and variation in folate intake. We further extended this model by introducing random and systematic variation in enzyme activity. OUTCOMES AND CONCLUSIONS: A database of 10,000 virtual individuals was generated, each with a quantitatively different one-carbon metabolism. Our population has distributions of folate and homocysteine in the plasma and tissues that are similar to those found in the NHANES data. The model reproduces many other sets of clinical data. We show that tissue and plasma folate is highly correlated, but liver and plasma folate much less so. Oxidative stress increases the plasma S-adenosylmethionine/S-adenosylhomocysteine (SAM/SAH) ratio. We show that many relationships among variables are nonlinear and in many cases we provide explanations. Sampling of subpopulations produces dramatically different apparent associations among variables. The model can be used to simulate populations with polymorphisms in genes for folate metabolism and variations in dietary input.