163 resultados para stochastic discount factors
em University of Queensland eSpace - Australia
Resumo:
1. Establishing biological control agents in the field is a major step in any classical biocontrol programme, yet there are few general guidelines to help the practitioner decide what factors might enhance the establishment of such agents. 2. A stochastic dynamic programming (SDP) approach, linked to a metapopulation model, was used to find optimal release strategies (number and size of releases), given constraints on time and the number of biocontrol agents available. By modelling within a decision-making framework we derived rules of thumb that will enable biocontrol workers to choose between management options, depending on the current state of the system. 3. When there are few well-established sites, making a few large releases is the optimal strategy. For other states of the system, the optimal strategy ranges from a few large releases, through a mixed strategy (a variety of release sizes), to many small releases, as the probability of establishment of smaller inocula increases. 4. Given that the probability of establishment is rarely a known entity, we also strongly recommend a mixed strategy in the early stages of a release programme, to accelerate learning and improve the chances of finding the optimal approach.
Resumo:
Minimum/maximum autocorrelation factor (MAF) is a suitable algorithm for orthogonalization of a vector random field. Orthogonalization avoids the use of multivariate geostatistics during joint stochastic modeling of geological attributes. This manuscript demonstrates in a practical way that computation of MAF is the same as discriminant analysis of the nested structures. Mathematica software is used to illustrate MAF calculations from a linear model of coregionalization (LMC) model. The limitation of two nested structures in the LMC for MAF is also discussed and linked to the effects of anisotropy and support. The analysis elucidates the matrix properties behind the approach and clarifies relationships that may be useful for model-based approaches. (C) 2003 Elsevier Science Ltd. All rights reserved.
Resumo:
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.
Resumo:
Experimental and theoretical studies have shown the importance of stochastic processes in genetic regulatory networks and cellular processes. Cellular networks and genetic circuits often involve small numbers of key proteins such as transcriptional factors and signaling proteins. In recent years stochastic models have been used successfully for studying noise in biological pathways, and stochastic modelling of biological systems has become a very important research field in computational biology. One of the challenge problems in this field is the reduction of the huge computing time in stochastic simulations. Based on the system of the mitogen-activated protein kinase cascade that is activated by epidermal growth factor, this work give a parallel implementation by using OpenMP and parallelism across the simulation. Special attention is paid to the independence of the generated random numbers in parallel computing, that is a key criterion for the success of stochastic simulations. Numerical results indicate that parallel computers can be used as an efficient tool for simulating the dynamics of large-scale genetic regulatory networks and cellular processes
Resumo:
Parkinson’s disease (PD) is a progressive, degenerative, neurological disease. The progressive disability associated with PD results in substantial burdens for those with the condition, their families and society in terms of increased health resource use, earnings loss of affected individuals and family caregivers, poorer quality of life, caregiver burden, disrupted family relationships, decreased social and leisure activities, and deteriorating emotional well-being. Currently, no cure is available and the efficacy of available treatments, such as medication and surgical interventions, decreases with longer duration of the disease. Whilst the cause of PD is unknown, genetic and environmental factors are believed to contribute to its aetiology. Descriptive and analytical epidemiological studies have been conducted in a number of countries in an effort to elucidate the cause, or causes, of PD. Rural residency, farming, well water consumption, pesticide exposure, metals and solvents have been implicated as potential risk factors for PD in some previous epidemiological studies. However, there is substantial disagreement between the results of existing studies. Therefore, the role of environmental exposures in the aetiology of PD remains unclear. The main component of this thesis consists of a case-control study that assessed the contribution of environmental exposures to the risk of developing PD. An existing, previously unanalysed, dataset from a local case-control study was analysed to inform the design of the new case-control study. The analysis results suggested that regular exposure to pesticides and head injury were important risk factors for PD. However, due to the substantial limitations of this existing study, further confirmation of these results was desirable with a more robustly designed epidemiological study. A new exposure measurement instrument (a structured interviewer-delivered questionnaire) was developed for the new case-control study to obtain data on demographic, lifestyle, environmental and medical factors. Prior to its use in the case-control study, the questionnaire was assessed for test-retest repeatability in a series of 32 PD cases and 29 healthy sex-, age- and residential suburb-matched electoral roll controls. High repeatability was demonstrated for lifestyle exposures, such as smoking and coffee/tea consumption (kappas 0.70-1.00). The majority of environmental exposures, including use of pesticides, solvents and exposure to metal dusts and fumes, also showed high repeatability (kappas >0.78). A consecutive series of 163 PD case participants was recruited from a neurology clinic in Brisbane. One hundred and fifty-one (151) control participants were randomly selected from the Australian Commonwealth Electoral Roll and individually matched to the PD cases on age (± 2 years), sex and current residential suburb. Participants ranged in age from 40-89 years (mean age 67 years). Exposure data were collected in face-to-face interviews. Odds ratios and 95% confidence intervals were calculated using conditional logistic regression for matched sets in SAS version 9.1. Consistent with previous studies, ever having been a regular smoker or coffee drinker was inversely associated with PD with dose-response relationships evident for packyears smoked and number of cups of coffee drunk per day. Passive smoking from ever having lived with a smoker or worked in a smoky workplace was also inversely related to PD. Ever having been a regular tea drinker was associated with decreased odds of PD. Hobby gardening was inversely associated with PD. However, use of fungicides in the home garden or occupationally was associated with increased odds of PD. Exposure to welding fumes, cleaning solvents, or thinners occupationally was associated with increased odds of PD. Ever having resided in a rural or remote area was inversely associated with PD. Ever having resided on a farm was only associated with moderately increased odds of PD. Whilst the current study’s results suggest that environmental exposures on their own are only modest contributors to overall PD risk, the possibility that interaction with genetic factors may additively or synergistically increase risk should be considered. The results of this research support the theory that PD has a multifactorial aetiology and that environmental exposures are some of a number of factors to contribute to PD risk. There was also evidence of interaction between some factors (eg smoking and welding) to moderate PD risk.
Resumo:
We analyze the quantum dynamics of radiation propagating in a single-mode optical fiber with dispersion, nonlinearity, and Raman coupling to thermal phonons. We start from a fundamental Hamiltonian that includes the principal known nonlinear effects and quantum-noise sources, including linear gain and loss. Both Markovian and frequency-dependent, non-Markovian reservoirs are treated. This treatment allows quantum Langevin equations, which have a classical form except for additional quantum-noise terms, to be calculated. In practical calculations, it is more useful to transform to Wigner or 1P quasi-probability operator representations. These transformations result in stochastic equations that can be analyzed by use of perturbation theory or exact numerical techniques. The results have applications to fiber-optics communications, networking, and sensor technology.
Resumo:
The calculation of quantum dynamics is currently a central issue in theoretical physics, with diverse applications ranging from ultracold atomic Bose-Einstein condensates to condensed matter, biology, and even astrophysics. Here we demonstrate a conceptually simple method of determining the regime of validity of stochastic simulations of unitary quantum dynamics by employing a time-reversal test. We apply this test to a simulation of the evolution of a quantum anharmonic oscillator with up to 6.022×1023 (Avogadro's number) of particles. This system is realizable as a Bose-Einstein condensate in an optical lattice, for which the time-reversal procedure could be implemented experimentally.
Resumo:
A technique to simulate the grand canonical ensembles of interacting Bose gases is presented. Results are generated for many temperatures by averaging over energy-weighted stochastic paths, each corresponding to a solution of coupled Gross-Pitaevskii equations with phase noise. The stochastic gauge method used relies on an off-diagonal coherent-state expansion, thus taking into account all quantum correlations. As an example, the second-order spatial correlation function and momentum distribution for an interacting 1D Bose gas are calculated.
Resumo:
In this review we demonstrate how the algebraic Bethe ansatz is used for the calculation of the-energy spectra and form factors (operator matrix elements in the basis of Hamiltonian eigenstates) in exactly solvable quantum systems. As examples we apply the theory to several models of current interest in the study of Bose-Einstein condensates, which have been successfully created using ultracold dilute atomic gases. The first model we introduce describes Josephson tunnelling between two coupled Bose-Einstein condensates. It can be used not only for the study of tunnelling between condensates of atomic gases, but for solid state Josephson junctions and coupled Cooper pair boxes. The theory is also applicable to models of atomic-molecular Bose-Einstein condensates, with two examples given and analysed. Additionally, these same two models are relevant to studies in quantum optics; Finally, we discuss the model of Bardeen, Cooper and Schrieffer in this framework, which is appropriate for systems of ultracold fermionic atomic gases, as well as being applicable for the description of superconducting correlations in metallic grains with nanoscale dimensions.; In applying all the above models to. physical situations, the need for an exact analysis of small-scale systems is established due to large quantum fluctuations which render mean-field approaches inaccurate.
Resumo:
Messenger RNAs coding for growth factors and receptor tyrosine kinases were measured by quantitative competitive and by semi-quantitative reverse-transcription polymerase chain reaction in whole and dissected chick inner ears. The fibroblast growth factor (FGF) receptor 1 chick embryonic kinase (CEK) 1 was expressed in all structures examined (otocyst, hatchling whole cochlea, cochlear nerve ganglion, and cochlear and vestibular sensory epithelia), although slightly more heavily in the otocyst. The related fibroblast growth factor receptors CEK 2 and 3 were preferentially expressed in the nerve ganglion and in the vestibular sensory epithelium, respectively. FGF 1 mRNA was low in early development, increasing to mature levels at around embryonic age 11 days, while FGF2, mRNA was expressed at constant levels at all ages. In response to ototoxic damage, FGF1 mRNA levels were increased in the early damaged cochlear sensory epithelium. Immunohistochemistry for CEK1 showed that normal hair cells expressed the receptor heavily on the hair cell stereocilia, while with early damage, CEK1 came to be expressed heavily on the apical surfaces of the supporting cells. In normal chicks, the CEK4 and CEK8 eph-class receptor tyrosine kinases were expressed relatively heavily by the cochlear nerve ganglion, and CEK10 was expressed relatively heavily by the cochlear hair cell sensory epithelium. The results suggest that the FGF system may be involved in the response of the cochlear epithelium to ototoxic damage. The eph-class receptor tyrosine kinase CEK10 may be involved in cell interactions in the cochlear sensory epithelium, while CEK4 and CEK8 may play a role in the cochlear innervation.
Resumo:
Environmental effects on the concentration of photosynthetic pigments in micro-algae can be explained by dynamics of photosystem synthesis and deactivation. A model that couples photosystem losses to the relative cellular rates of energy harvesting (light absorption) and assimilation predicts optimal concentrations of light-harvesting pigments and balanced energy flow under environmental conditions that affect light availability and metabolic rates. Effects of light intensity, nutrient supply and temperature on growth rate and pigment levels were similar to general patterns observed across diverse micro-algal taxa. Results imply that dynamic behaviour associated with photophysical stress, and independent of gene regulation, might constitute one mechanism for photo-acclimation of photosynthesis.
Resumo:
Study Design, The study group consisted of 53 patients who underwent 75 operations for spine metastases. Patient and tumor demographic factors, preoperative nutritional status, and perioperative adjunctive therapy were retrospectively reviewed. Objective, To determine the risk factors for wound breakdown and infection in patients undergoing surgery for spinal metastases. Summary of Background Data. Spinal Fusion using spine implants may be associated with an infection rate of 5% or more. Surgery for spine metastases is associated with an infection rate of more than 10%. Factors other than the type of surgery performed may account for the greater infection rate. Methods. Data were obtained by reviewing patient records. Age, sex, and neurologic status of the patient; tumor type and site; and surgical details were noted. Adjunctive treatment with corticosteroids and radiotherapy was recorded, Nutritional status was evaluated by determining serum protein and serum albumin concentrations and by total lymphocyte count. Results. Wound breakdown and Infection occurred in 75 of 75 wounds. No patient or tumor demographic factors other than intraoperative blood loss (P < 0.1) were statistically associated with infection; The correlation between preoperative protein deficiency (P < 0.01) or perioperative corticosteroid administration (P < 0.10) and wound infection was significant. There was no statistical correlation between lymphocyte count or perioperative radiotherapy and wound infection. Conclusions, The results indicate that preoperative protein depletion and perioperative administration of corticosteroids are risk factors for wound infection in patients undergoing surgery for spine metastases, Perioperative correction of nutritional depletion and cessation of steroid therapy may reduce wound complications.
Resumo:
Numerous factors affect the distribution of mangrove plants. Most mangrove species are typically dispersed by water-buoyant propagules, allowing them to lake advantage of estuarine, coastal and ocean currents both to replenish existing stands and to establish new ones. The direction they travel depends on sea currents and land barriers, but the dispersal distance depends on the time that propagules remain buoyant and viable. This is expected to differ for each species. Similarly, each species will also differ in establishment success and growth development rate, and each has tolerance limits and growth responses which are apparently unique. Such attributes are presumably responsible for the characteristic distributional ranges of each species, as each responds to the environmental, physical and biotic settings they might occupy. In practice, species are often ordered by the interplay of different factors along environmental gradients, and these may conveniently be considered at four geographic scales-global, regional, estuarine and intertidal. We believe these influencing factors act similarly around the world, and to demonstrate this point, we present examples of distributional gradients from the two global biogeographic regions, the Atlantic East Pacific and the Indo-West Pacific.