Stochastic time-concentration activity models for cytotoxicity in 3D brain cell cultures.

BACKGROUND: In vitro aggregating brain cell cultures containing all types of brain cells have been shown to be useful for neurotoxicological investigations. The cultures are used for the detection of nervous system-specific effects of compounds by measuring multiple endpoints, including changes in enzyme activities. Concentration-dependent neurotoxicity is determined at several time points. METHODS: A Markov model was set up to describe the dynamics of brain cell populations exposed to potentially neurotoxic compounds. Brain cells were assumed to be either in a healthy or stressed state, with only stressed cells being susceptible to cell death. Cells may have switched between these states or died with concentration-dependent transition rates. Since cell numbers were not directly measurable, intracellular lactate dehydrogenase (LDH) activity was used as a surrogate. Assuming that changes in cell numbers are proportional to changes in intracellular LDH activity, stochastic enzyme activity models were derived. Maximum likelihood and least squares regression techniques were applied for estimation of the transition rates. Likelihood ratio tests were performed to test hypotheses about the transition rates. Simulation studies were used to investigate the performance of the transition rate estimators and to analyze the error rates of the likelihood ratio tests. The stochastic time-concentration activity model was applied to intracellular LDH activity measurements after 7 and 14 days of continuous exposure to propofol. The model describes transitions from healthy to stressed cells and from stressed cells to death. RESULTS: The model predicted that propofol would affect stressed cells more than healthy cells. Increasing propofol concentration from 10 to 100 μM reduced the mean waiting time for transition to the stressed state by 50%, from 14 to 7 days, whereas the mean duration to cellular death reduced more dramatically from 2.7 days to 6.5 hours. CONCLUSION: The proposed stochastic modeling approach can be used to discriminate between different biological hypotheses regarding the effect of a compound on the transition rates. The effects of different compounds on the transition rate estimates can be quantitatively compared. Data can be extrapolated at late measurement time points to investigate whether costs and time-consuming long-term experiments could possibly be eliminated.

Dynamic simulation of regulatory networks using SQUAD.

BACKGROUND: The ambition of most molecular biologists is the understanding of the intricate network of molecular interactions that control biological systems. As scientists uncover the components and the connectivity of these networks, it becomes possible to study their dynamical behavior as a whole and discover what is the specific role of each of their components. Since the behavior of a network is by no means intuitive, it becomes necessary to use computational models to understand its behavior and to be able to make predictions about it. Unfortunately, most current computational models describe small networks due to the scarcity of kinetic data available. To overcome this problem, we previously published a methodology to convert a signaling network into a dynamical system, even in the total absence of kinetic information. In this paper we present a software implementation of such methodology. RESULTS: We developed SQUAD, a software for the dynamic simulation of signaling networks using the standardized qualitative dynamical systems approach. SQUAD converts the network into a discrete dynamical system, and it uses a binary decision diagram algorithm to identify all the steady states of the system. Then, the software creates a continuous dynamical system and localizes its steady states which are located near the steady states of the discrete system. The software permits to make simulations on the continuous system, allowing for the modification of several parameters. Importantly, SQUAD includes a framework for perturbing networks in a manner similar to what is performed in experimental laboratory protocols, for example by activating receptors or knocking out molecular components. Using this software we have been able to successfully reproduce the behavior of the regulatory network implicated in T-helper cell differentiation. CONCLUSION: The simulation of regulatory networks aims at predicting the behavior of a whole system when subject to stimuli, such as drugs, or determine the role of specific components within the network. The predictions can then be used to interpret and/or drive laboratory experiments. SQUAD provides a user-friendly graphical interface, accessible to both computational and experimental biologists for the fast qualitative simulation of large regulatory networks for which kinetic data is not necessarily available.

Detecting the number of clusters of individuals using the software STRUCTURE: a simulation study.

The identification of genetically homogeneous groups of individuals is a long standing issue in population genetics. A recent Bayesian algorithm implemented in the software STRUCTURE allows the identification of such groups. However, the ability of this algorithm to detect the true number of clusters (K) in a sample of individuals when patterns of dispersal among populations are not homogeneous has not been tested. The goal of this study is to carry out such tests, using various dispersal scenarios from data generated with an individual-based model. We found that in most cases the estimated 'log probability of data' does not provide a correct estimation of the number of clusters, K. However, using an ad hoc statistic DeltaK based on the rate of change in the log probability of data between successive K values, we found that STRUCTURE accurately detects the uppermost hierarchical level of structure for the scenarios we tested. As might be expected, the results are sensitive to the type of genetic marker used (AFLP vs. microsatellite), the number of loci scored, the number of populations sampled, and the number of individuals typed in each sample.

Regional-scale integration of multi-scale hydrological and geophysical data using a two-step Bayesian sequential simulation approach

Significant progress has been made with regard to the quantitative integration of geophysical and hydrological data at the local scale for the purpose of improving predictions of groundwater flow and solute transport. However, extending corresponding approaches to the regional scale still represents one of the major challenges in the domain of hydrogeophysics. To address this problem, we have developed a regional-scale data integration methodology based on a two-step Bayesian sequential simulation approach. Our objective is to generate high-resolution stochastic realizations of the regional-scale hydraulic conductivity field in the common case where there exist spatially exhaustive but poorly resolved measurements of a related geophysical parameter, as well as highly resolved but spatially sparse collocated measurements of this geophysical parameter and the hydraulic conductivity. To integrate this multi-scale, multi-parameter database, we first link the low- and high-resolution geophysical data via a stochastic downscaling procedure. This is followed by relating the downscaled geophysical data to the high-resolution hydraulic conductivity distribution. After outlining the general methodology of the approach, we demonstrate its application to a realistic synthetic example where we consider as data high-resolution measurements of the hydraulic and electrical conductivities at a small number of borehole locations, as well as spatially exhaustive, low-resolution estimates of the electrical conductivity obtained from surface-based electrical resistivity tomography. The different stochastic realizations of the hydraulic conductivity field obtained using our procedure are validated by comparing their solute transport behaviour with that of the underlying ?true? hydraulic conductivity field. We find that, even in the presence of strong subsurface heterogeneity, our proposed procedure allows for the generation of faithful representations of the regional-scale hydraulic conductivity structure and reliable predictions of solute transport over long, regional-scale distances.

Conditioning of stochastic 3-D fracture networks to hydrological and geophysical data

The geometry and connectivity of fractures exert a strong influence on the flow and transport properties of fracture networks. We present a novel approach to stochastically generate three-dimensional discrete networks of connected fractures that are conditioned to hydrological and geophysical data. A hierarchical rejection sampling algorithm is used to draw realizations from the posterior probability density function at different conditioning levels. The method is applied to a well-studied granitic formation using data acquired within two boreholes located 6 m apart. The prior models include 27 fractures with their geometry (position and orientation) bounded by information derived from single-hole ground-penetrating radar (GPR) data acquired during saline tracer tests and optical televiewer logs. Eleven cross-hole hydraulic connections between fractures in neighboring boreholes and the order in which the tracer arrives at different fractures are used for conditioning. Furthermore, the networks are conditioned to the observed relative hydraulic importance of the different hydraulic connections by numerically simulating the flow response. Among the conditioning data considered, constraints on the relative flow contributions were the most effective in determining the variability among the network realizations. Nevertheless, we find that the posterior model space is strongly determined by the imposed prior bounds. Strong prior bounds were derived from GPR measurements and helped to make the approach computationally feasible. We analyze a set of 230 posterior realizations that reproduce all data given their uncertainties assuming the same uniform transmissivity in all fractures. The posterior models provide valuable statistics on length scales and density of connected fractures, as well as their connectivity. In an additional analysis, effective transmissivity estimates of the posterior realizations indicate a strong influence of the DFN structure, in that it induces large variations of equivalent transmissivities between realizations. The transmissivity estimates agree well with previous estimates at the site based on pumping, flowmeter and temperature data.

Stochastic Population Projection for Germany - based on the Quadratic Spline approach to modelling age specific fertility rates

This contribution builds upon a former paper by the authors (Lipps and Betz 2004), in which a stochastic population projection for East- and West Germany is performed. Aim was to forecast relevant population parameters and their distribution in a consistent way. We now present some modifications, which have been modelled since. First, population parameters for the entire German population are modelled. In order to overcome the modelling problem of the structural break in the East during reunification, we show that the adaptation process of the relevant figures by the East can be considered to be completed by now. As a consequence, German parameters can be modelled just by using the West German historic patterns, with the start-off population of entire Germany. Second, a new model to simulate age specific fertility rates is presented, based on a quadratic spline approach. This offers a higher flexibility to model various age specific fertility curves. The simulation results are compared with the scenario based official forecasts for Germany in 2050. Exemplary for some population parameters (e.g. dependency ratio), it can be shown that the range spanned by the medium and extreme variants correspond to the s-intervals in the stochastic framework. It seems therefore more appropriate to treat this range as a s-interval covering about two thirds of the true distribution.

Numerical simulation of gel electrophoresis of DNA knots in weak and strong electric fields.

Gel electrophoresis allows one to separate knotted DNA (nicked circular) of equal length according to the knot type. At low electric fields, complex knots, being more compact, drift faster than simpler knots. Recent experiments have shown that the drift velocity dependence on the knot type is inverted when changing from low to high electric fields. We present a computer simulation on a lattice of a closed, knotted, charged DNA chain drifting in an external electric field in a topologically restricted medium. Using a Monte Carlo algorithm, the dependence of the electrophoretic migration of the DNA molecules on the knot type and on the electric field intensity is investigated. The results are in qualitative and quantitative agreement with electrophoretic experiments done under conditions of low and high electric fields.

Accurate and efficient simulation of multiphase flow in a heterogeneous reservoir by using error estimate and control in the multiscale finite-volume framework

The multiscale finite-volume (MSFV) method is designed to reduce the computational cost of elliptic and parabolic problems with highly heterogeneous anisotropic coefficients. The reduction is achieved by splitting the original global problem into a set of local problems (with approximate local boundary conditions) coupled by a coarse global problem. It has been shown recently that the numerical errors in MSFV results can be reduced systematically with an iterative procedure that provides a conservative velocity field after any iteration step. The iterative MSFV (i-MSFV) method can be obtained with an improved (smoothed) multiscale solution to enhance the localization conditions, with a Krylov subspace method [e.g., the generalized-minimal-residual (GMRES) algorithm] preconditioned by the MSFV system, or with a combination of both. In a multiphase-flow system, a balance between accuracy and computational efficiency should be achieved by finding a minimum number of i-MSFV iterations (on pressure), which is necessary to achieve the desired accuracy in the saturation solution. In this work, we extend the i-MSFV method to sequential implicit simulation of time-dependent problems. To control the error of the coupled saturation/pressure system, we analyze the transport error caused by an approximate velocity field. We then propose an error-control strategy on the basis of the residual of the pressure equation. At the beginning of simulation, the pressure solution is iterated until a specified accuracy is achieved. To minimize the number of iterations in a multiphase-flow problem, the solution at the previous timestep is used to improve the localization assumption at the current timestep. Additional iterations are used only when the residual becomes larger than a specified threshold value. Numerical results show that only a few iterations on average are necessary to improve the MSFV results significantly, even for very challenging problems. Therefore, the proposed adaptive strategy yields efficient and accurate simulation of multiphase flow in heterogeneous porous media.

On the problematic of reserving and stochastic loss models

Abstract Traditionally, the common reserving methods used by the non-life actuaries are based on the assumption that future claims are going to behave in the same way as they did in the past. There are two main sources of variability in the processus of development of the claims: the variability of the speed with which the claims are settled and the variability between the severity of the claims from different accident years. High changes in these processes will generate distortions in the estimation of the claims reserves. The main objective of this thesis is to provide an indicator which firstly identifies and quantifies these two influences and secondly to determine which model is adequate for a specific situation. Two stochastic models were analysed and the predictive distributions of the future claims were obtained. The main advantage of the stochastic models is that they provide measures of variability of the reserves estimates. The first model (PDM) combines one conjugate family Dirichlet - Multinomial with the Poisson distribution. The second model (NBDM) improves the first one by combining two conjugate families Poisson -Gamma (for distribution of the ultimate amounts) and Dirichlet Multinomial (for distribution of the incremental claims payments). It was found that the second model allows to find the speed variability in the reporting process and development of the claims severity as function of two above mentioned distributions' parameters. These are the shape parameter of the Gamma distribution and the Dirichlet parameter. Depending on the relation between them we can decide on the adequacy of the claims reserve estimation method. The parameters have been estimated by the Methods of Moments and Maximum Likelihood. The results were tested using chosen simulation data and then using real data originating from the three lines of business: Property/Casualty, General Liability, and Accident Insurance. These data include different developments and specificities. The outcome of the thesis shows that when the Dirichlet parameter is greater than the shape parameter of the Gamma, resulting in a model with positive correlation between the past and future claims payments, suggests the Chain-Ladder method as appropriate for the claims reserve estimation. In terms of claims reserves, if the cumulated payments are high the positive correlation will imply high expectations for the future payments resulting in high claims reserves estimates. The negative correlation appears when the Dirichlet parameter is lower than the shape parameter of the Gamma, meaning low expected future payments for the same high observed cumulated payments. This corresponds to the situation when claims are reported rapidly and fewer claims remain expected subsequently. The extreme case appears in the situation when all claims are reported at the same time leading to expectations for the future payments of zero or equal to the aggregated amount of the ultimate paid claims. For this latter case, the Chain-Ladder is not recommended.

Simulation of surface waves in porous media

We present a novel numerical algorithm for the simulation of seismic wave propagation in porous media, which is particularly suitable for the accurate modelling of surface wave-type phenomena. The differential equations of motion are based on Biot's theory of poro-elasticity and solved with a pseudospectral approach using Fourier and Chebyshev methods to compute the spatial derivatives along the horizontal and vertical directions, respectively. The time solver is a splitting algorithm that accounts for the stiffness of the differential equations. Due to the Chebyshev operator the grid spacing in the vertical direction is non-uniform and characterized by a denser spatial sampling in the vicinity of interfaces, which allows for a numerically stable and accurate evaluation of higher order surface wave modes. We stretch the grid in the vertical direction to increase the minimum grid spacing and reduce the computational cost. The free-surface boundary conditions are implemented with a characteristics approach, where the characteristic variables are evaluated at zero viscosity. The same procedure is used to model seismic wave propagation at the interface between a fluid and porous medium. In this case, each medium is represented by a different grid and the two grids are combined through a domain-decomposition method. This wavefield decomposition method accounts for the discontinuity of variables and is crucial for an accurate interface treatment. We simulate seismic wave propagation with open-pore and sealed-pore boundary conditions and verify the validity and accuracy of the algorithm by comparing the numerical simulations to analytical solutions based on zero viscosity obtained with the Cagniard-de Hoop method. Finally, we illustrate the suitability of our algorithm for more complex models of porous media involving viscous pore fluids and strongly heterogeneous distributions of the elastic and hydraulic material properties.

How to report multiple outcome metrics in virtual reality simulation

Background Virtual reality (VR) simulation is increasingly used in surgical disciplines. Since VR simulators measure multiple outcomes, standardized reporting is needed. Methods We present an algorithm for combining multiple VR outcomes into dimension summary measures, which are then integrated into a meaningful total score. We reanalyzed the data of two VR studies applying the algorithm. Results The proposed algorithm was successfully applied to both VR studies. Conclusions The algorithm contributes to standardized and transparent reporting in VR-related research.