A scalarization technique for computing the power and exponential moments of gaussian random matrices

We consider the problems of computing the power and exponential moments EXs and EetX of square Gaussian random matrices X=A+BWC for positive integer s and real t, where W is a standard normal random vector and A, B, C are appropriately dimensioned constant matrices. We solve the problems by a matrix product scalarization technique and interpret the solutions in system-theoretic terms. The results of the paper are applicable to Bayesian prediction in multivariate autoregressive time series and mean-reverting diffusion processes.

A genetic estimation algorithm for parameters of stochastic ordinary differential equations

A generic method for the estimation of parameters for Stochastic Ordinary Differential Equations (SODEs) is introduced and developed. This algorithm, called the GePERs method, utilises a genetic optimisation algorithm to minimise a stochastic objective function based on the Kolmogorov-Smirnov statistic. Numerical simulations are utilised to form the KS statistic. Further, the examination of some of the factors that improve the precision of the estimates is conducted. This method is used to estimate parameters of diffusion equations and jump-diffusion equations. It is also applied to the problem of model selection for the Queensland electricity market. (C) 2003 Elsevier B.V. All rights reserved.

Optimal strategies in political elections

In the Majoritarian Parliamentary System, the government has a constitutional right to call an early election. This right provides the government a control to achieve its objective to remain in power for as long as possible. We model the early election problem mathematically using opinion polls data as a stochastic process to proxy the government's probability of re-election. These data measure the difference in popularity between the government and the opposition. We fit a mean reverting Stochastic Differential Equation to describe the behaviour of the process and consider the possibility for the government to use other control tools, which are termed 'boosts' to induce shocks to the opinion polls by making timely policy announcements or economic actions. These actions improve the government's popularity and have some impact upon the early-election exercise boundary. © Austral. Mathematical Soc. 2005.

Experimental Analysis of Froude Number Effect on Air Entrainment in the Hydraulic Jump

A hydraulic jump is characterized by strong energy dissipation and mixing, large-scale turbulence, air entrainment, waves and spray. Despite recent pertinent studies, the interaction between air bubbles diffusion and momentum transfer is not completely understood. The objective of this paper is to present experimental results from new measurements performed in rectangular horizontal flume with partially-developed inflow conditions. The vertical distributions of void fraction and air bubbles count rate were recorded for inflow Froude number Fr1 in the range from 5.2 to 14.3. Rapid detrainment process was observed near the jump toe, whereas the structure of the air diffusion layer was clearly observed over longer distances. These new data were compared with previous data generally collected at lower Froude numbers. The comparison demonstrated that, at a fixed distance from the jump toe, the maximum void fraction Cmax increases with the increasing Fr1. The vertical locations of the maximum void fraction and bubble count rate were consistent with previous studies. Finally, an empirical correlation between the upper boundary of the air diffusion layer and the distance from the impingement point was provided.

Refining the perfusion-diffusion mismatch hypothesis

Background and Purpose-The Echoplanar Imaging Thrombolysis Evaluation Trial ( EPITHET) tests the hypothesis that perfusion-weighted imaging (PWI)-diffusion-weighted imaging (DWI) mismatch predicts the response to thrombolysis. There is no accepted standardized definition of PWI-DWI mismatch. We compared common mismatch definitions in the initial 40 EPITHET patients. Methods-Raw perfusion images were used to generate maps of time to peak (TTP), mean transit time (MTT), time to peak of the impulse response (Tmax) and first moment transit time (FMT). DWI, apparent diffusion coefficient ( ADC), and PWI volumes were measured with planimetric and thresholding techniques. Correlations between mismatch volume (PWIvol-DWIvol) and DWI expansion (T2(Day) (90-vol)-DWIAcute-vol) were also assessed. Results-Mean age was 68 +/- 11, time to MRI 4.5 +/- 0.7 hours, and median National Institutes of Health Stroke Scale (NIHSS) score 11 (range 4 to 23). Tmax and MTT hypoperfusion volumes were significantly lower than those calculated with TTP and FMT maps (P < 0.001). Mismatch >= 20% was observed in 89% (Tmax) to 92% (TTP/FMT/MTT) of patients. Application of a +4s ( relative to the contralateral hemisphere) PWI threshold reduced the frequency of positive mismatch volumes (TTP 73%/FMT 68%/Tmax 54%/MTT 43%). Mismatch was not significantly different when assessed with ADC maps. Mismatch volume, calculated with all parameters and thresholds, was not significantly correlated with DWI expansion. In contrast, reperfusion was correlated inversely with infarct growth (R= -0.51; P = 0.009). Conclusions-Deconvolution and application of PWI thresholds provide more conservative estimates of tissue at risk and decrease the frequency of mismatch accordingly. The precise definition may not be critical; however, because reperfusion alters tissue fate irrespective of mismatch.

Structure optimization combining soft-core interaction functions, the diffusion equation method, and molecular dynamics

Smoothing the potential energy surface for structure optimization is a general and commonly applied strategy. We propose a combination of soft-core potential energy functions and a variation of the diffusion equation method to smooth potential energy surfaces, which is applicable to complex systems such as protein structures; The performance of the method was demonstrated by comparison with simulated annealing using the refinement of the undecapeptide Cyclosporin A as a test case. Simulations were repeated many times using different initial conditions and structures since the methods are heuristic and results are only meaningful in a statistical sense.

Diffusion modeling of percutaneous absorption kinetics: 2. Finite vehicle volume and solvent deposited solids

The diffusion model for percutaneous absorption is developed for the specific case of delivery to the skin being limited by the application of a finite amount of solute. Two cases are considered; in the first, there is an application of a finite donor (vehicle) volume, and in the second, there are solvent-deposited solids and a thin vehicle with a high partition coefficient. In both cases, the potential effect of an interfacial resistance at the stratum corneum surface is also considered. As in the previous paper, which was concerned with the application of a constant donor concentration, clearance limitations due to the viable eqidermis, the in vitro sampling rate, or perfusion rate in vivo are included. Numerical inversion of the Laplace domain solutions was used for simulations of solute flux and cumulative amount absorbed and to model specific examples of percutaneous absorption of solvent-deposited solids. It was concluded that numerical inversions of the Laplace domain solutions for a diffusion model of the percutaneous absorption, using standard scientific software (such as SCIENTIST, MicroMath Scientific software) on modern personal computers, is a practical alternative to computation of infinite series solutions. Limits of the Laplace domain solutions were used to define the moments of the flux-time profiles for finite donor volumes and the slope of the terminal log flux-time profile. The mean transit time could be related to the diffusion time through stratum corneum, viable epidermal, and donor diffusion layer resistances and clearance from the receptor phase. Approximate expressions for the time to reach maximum flux (peak time) and maximum flux were also derived. The model was then validated using reported amount-time and flux-time profiles for finite doses applied to the skin. It was concluded that for very small donor phase volume or for very large stratum corneum-vehicle partitioning coefficients (e.g., for solvent deposited solids), the flux and amount of solute absorbed are affected by receptor conditions to a lesser extent than is obvious for a constant donor constant donor concentrations. (C) 2001 Wiley-Liss, Inc. and the American Pharmaceutical Association J Pharm Sci 90:504-520, 2001.

MRI based diffusion and perfusion predictive model to estimate stroke evolution

In this study we present a novel automated strategy for predicting infarct evolution, based on MR diffusion and perfusion images acquired in the acute stage of stroke. The validity of this methodology was tested on novel patient data including data acquired from an independent stroke clinic. Regions-of-interest (ROIs) defining the initial diffusion lesion and tissue with abnormal hemodynamic function as defined by the mean transit time (MTT) abnormality were automatically extracted from DWI/PI maps. Quantitative measures of cerebral blood flow (CBF) and volume (CBV) along with ratio measures defined relative to the contralateral hemisphere (r(a)CBF and r(a)CBV) were calculated for the MTT ROIs. A parametric normal classifier algorithm incorporating these measures was used to predict infarct growth. The mean r(a)CBF and r(a)CBV values for eventually infarcted MTT tissue were 0.70 +/-0.19 and 1.20 +/-0.36. For recovered tissue the mean values were 0.99 +/-0.25 and 1.87 +/-0.71, respectively. There was a significant difference between these two regions for both measures (P

An aggregate sales model for consumer durables incorporating a time-varying mean replacement age

Forecasting category or industry sales is a vital component of a company's planning and control activities. Sales for most mature durable product categories are dominated by replacement purchases. Previous sales models which explicitly incorporate a component of sales due to replacement assume there is an age distribution for replacements of existing units which remains constant over time. However, there is evidence that changes in factors such as product reliability/durability, price, repair costs, scrapping values, styling and economic conditions will result in changes in the mean replacement age of units. This paper develops a model for such time-varying replacement behaviour and empirically tests it in the Australian automotive industry. Both longitudinal census data and the empirical analysis of the replacement sales model confirm that there has been a substantial increase in the average aggregate replacement age for motor vehicles over the past 20 years. Further, much of this variation could be explained by real price increases and a linear temporal trend. Consequently, the time-varying model significantly outperformed previous models both in terms of fitting and forecasting the sales data. Copyright (C) 2001 John Wiley & Sons, Ltd.

Diffusion modeling of percutaneous absorption kinetics: 3. Variable diffusion and partition coefficients, consequences for stratum corneum depth profiles and desorption kinetics

Stratum corneum (SC) desorption experiments have yielded higher calculated steady-state fluxes than those obtained by epidermal penetration studies. A possible explanation of this result is a variable diffusion or partition coefficient across the SC. We therefore developed the diffusion model for percutaneous penetration and desorption to study the effects of either a variable diffusion coefficient or variable partition coefficient in the SC over the diffusion path length. Steady-state flux, lag time, and mean desorption time were obtained from Laplace domain solutions. Numerical inversion of the Laplace domain solutions was used for simulations of solute concentration-distance and amount penetrated (desorbed)-time profiles. Diffusion and partition coefficients heterogeneity were examined using six different models. The effect of heterogeneity on predicted flux from desorption studies was compared with that obtained in permeation studies. Partition coefficient heterogeneity had a more profound effect on predicted fluxes than diffusion coefficient heterogeneity. Concentration-distance profiles show even larger dependence on heterogeneity, which is consistent with experimental tape-stripping data reported for clobetasol propionate and other solutes. The clobetasol propionate tape-stripping data were most consistent with the partition coefficient decreasing exponentially for half the SC and then becoming a constant for the remaining SC. (C) 2004 Wiley-Liss, Inc.

Evidence of altered prefrontal-thalamic circuitry in schizophrenia: An optimised diffusion MRI study

MRI diffusion tensor imaging (DTI), optimized for measuring the trace of the diffusion tensor, was used to investigate microstructural changes in the brains of 12 individuals with schizophrenia compared with 12 matched control subjects. To control for the effects of anatomic variation between subject groups, all participants' diffusion images were non-linearly registered to standard anatomical space. Significant statistical differences in mean diffusivity (MD) measures between the two groups were determined on a pixel-by-pixel basis, using Gaussian random field theory. We found significantly elevated MD measures within temporal, parietal and prefrontal cortical regions in the schizophrenia group (P > 0.001), especially within the medial frontal gyrus and anterior cingulate. The dorsal medial and anterior nucleus of the thalamus, including the caudate, also exhibited significantly increased MD in the schizophrenia group (P > 0.001). This study has shown for the first time that MD measures offer an alternative strategy for investigating altered prefrontal-thalamic circuitry in schizophrenia. (c) 2006 Elsevier Inc. All rights reserved.

Bubbly Flow Structure in Hydraulic Jump

In an open channel, a hydraulic jump is the rapid transition from super- to sub-critical flow associated with strong turbulence and air bubble entrainment in the mixing layer. New experiments were performed at relatively large Reynolds numbers using phase-detection probes. Some new signal analysis provided characteristic air-water time and length scales of the vortical structures advecting the air bubbles in the developing shear flow. An analysis of the longitudinal air-water flow structure suggested little bubble clustering in the mixing layer, although an interparticle arrival time analysis showed some preferential bubble clustering for small bubbles with chord times below 3 ms. Correlation analyses yielded longitudinal air-water time scales Txx*V1/d1 of about 0.8 in average. The transverse integral length scale Z/d1 of the eddies advecting entrained bubbles was typically between 0.25 and 0.4, irrespective of the inflow conditions within the range of the investigations. Overall the findings highlighted the complicated nature of the air-water flow

Turbulence in Hydraulic Jumps: Experimental Measurements

A hydraulic jump is the transition from a supercritical open channel flow to a subcritical regime. It is characterised by a highly turbulent flow with macro-scale vortices, some kinetic energy dissipation and a bubbly two-phase flow structure. New air-water flow measurements were performed in hydraulic jump flows for a range of inflow Froude numbers. The experiments were conducted in a large-size facility using two types of phase-detection intrusive probes: i.e., single-tip and double-tip conductivity probes. These were complemented by some measurements of free-surface fluctuations using ultrasonic displacement meters. The present study was focused on the turbulence characteristics of hydraulic jumps with partially-developed inflow conditions. The void fraction measurements showed the presence of an advective diffusion shear layer in which the void fractions profiles matched closely an analytical solution of the advective diffusion equation for air bubbles. The present results highlighted some influence of the inflow Froude number onto the air bubble entrainment process. At the largest Froude numbers, the advected air bubbles were more thoroughly dispersed vertically, and larger amount of air bubbles were detected in the turbulent shear layer. In the air-water mixing layer, the maximum void fraction and bubble count rate data showed some longitudinal decay function in the flow direction. Such trends were previously reported in the literature. The measurements of interfacial velocity and turbulence level distributions provided new information on the turbulent velocity field in the highly-aerated shear region. The present data suggested some longitudinal decay of the turbulence intensity. The velocity profiles tended to follow a wall jet flow pattern. The air–water turbulent time and length scales were deduced from some auto- and cross-correlation analyses based upon the method of CHANSON (2006,2007). The results provided the integral turbulent time and length scales of the eddy structures advecting the air bubbles in the developing shear layer. The experimental data showed that the auto-correlation time scale Txx was larger than the transverse cross-correlation time scale Txz. The integral turbulence length scale Lxz was a function of the inflow conditions, of the streamwise position (x-x1)/d1 and vertical elevation y/d1. Herein the dimensionless integral turbulent length scale Lxz/d1 was closely related to the inflow depth: i.e., Lxz/d1 = 0.2 to 0.8, with Lxz increasing towards the free-surface. The free-surface fluctuations measurements showed large turbulent fluctuations that reflected the dynamic, unsteady structure of the hydraulic jumps. A linear relationship was found between the normalized maximum free-surface fluctuation and the inflow Froude number.

A finite integral transform technique for solving the diffusion-reaction equation with Michaelis-Menten kinetics

An approximate analytical technique employing a finite integral transform is developed to solve the reaction diffusion problem with Michaelis-Menten kinetics in a solid of general shape. A simple infinite series solution for the substrate concentration is obtained as a function of the Thiele modulus, modified Sherwood number, and Michaelis constant. An iteration scheme is developed to bring the approximate solution closer to the exact solution. Comparison with the known exact solutions for slab geometry (quadrature) and numerically exact solutions for spherical geometry (orthogonal collocation) shows excellent agreement for all values of the Thiele modulus and Michaelis constant.

Transient response of diffusion cell containing a porous solid

Transient response of an adsorbing or non-adsorbing tracer injected as step or square pulse input in a diffusion cell with two flowing streams across the pellet is theoretically investigated in this paper. Exact solutions and the asymptotic solutions in the time domain and in three different limits are obtained by using an integral transform technique and a singular perturbation technique, respectively. Parametric dependence of the concentrations in the top and bottom chambers can be revealed by investigating the asymptotic solutions, which are far simpler than their exact counterpart. In the time domain investigation, it is found that the bottom-chamber concentration is very sensitive to the value of the macropore effective diffusivity. Therefore this concentration could be used to extract diffusivity by fitting in the time domain. The bottom-chamber concentration is also sensitive to flow rate, pellet length chamber volume and the type of input (step and square input).