Saddlepoint Approximations to the Probability of Ruin in Finite Time for the Compound Poisson Risk Process Perturbed by Diffusion

A large deviations type approximation to the probability of ruin within a finite time for the compound Poisson risk process perturbed by diffusion is derived. This approximation is based on the saddlepoint method and generalizes the approximation for the non-perturbed risk process by Barndorff-Nielsen and Schmidli (Scand Actuar J 1995(2):169–186, 1995). An importance sampling approximation to this probability of ruin is also provided. Numerical illustrations assess the accuracy of the saddlepoint approximation using importance sampling as a benchmark. The relative deviations between saddlepoint approximation and importance sampling are very small, even for extremely small probabilities of ruin. The saddlepoint approximation is however substantially faster to compute.

Nonperturbative estimate of the heavy quark momentum diffusion coefficient

We estimate the momentum diffusion coefficient of a heavy quark within a pure SU(3) plasma at a temperature of about 1.5Tc. Large-scale Monte Carlo simulations on a series of lattices extending up to 1923×48 permit us to carry out a continuum extrapolation of the so-called color-electric imaginary-time correlator. The extrapolated correlator is analyzed with the help of theoretically motivated models for the corresponding spectral function. Evidence for a nonzero transport coefficient is found and, incorporating systematic uncertainties reflecting model assumptions, we obtain κ=(1.8–3.4)T3. This implies that the “drag coefficient,” characterizing the time scale at which heavy quarks adjust to hydrodynamic flow, is η−1D=(1.8–3.4)(Tc/T)2(M/1.5  GeV)  fm/c, where M is the heavy quark kinetic mass. The results apply to bottom and, with somewhat larger systematic uncertainties, to charm quarks.

Diffusion-weighted imaging in musculoskeletal radiology-clinical applications and future directions

Diffusion-weighted imaging (DWI) is an established diagnostic tool with regards to the central nervous system (CNS) and research into its application in the musculoskeletal system has been growing. It has been shown that DWI has utility in differentiating vertebral compression fractures from malignant ones, assessing partial and complete tears of the anterior cruciate ligament (ACL), monitoring tumor response to therapy, and characterization of soft-tissue and bone tumors. DWI is however less useful in differentiating malignant vs. infectious processes. As of yet, no definitive qualitative or quantitative properties have been established due to reasons ranging from variability in acquisition protocols to overlapping imaging characteristics. Even with these limitations, DWI can still provide clinically useful information, increasing diagnostic accuracy and improving patient management when magnetic resonance imaging (MRI) findings are inconclusive. The purpose of this article is to summarize recent research into DWI applications in the musculoskeletal system.

Simultaneous multi-slice readout-segmented echo planar imaging for accelerated diffusion-weighted imaging of the breast

OBJECTIVES Readout-segmented echo planar imaging (rs-EPI) significantly reduces susceptibility artifacts in diffusion-weighted imaging (DWI) of the breast compared to single-shot EPI but is limited by longer scan times. To compensate for this, we tested a new simultaneous multi-slice (SMS) acquisition for accelerated rs-EPI. MATERIALS AND METHODS After approval by the local ethics committee, eight healthy female volunteers (age, 38.9±13.1 years) underwent breast MRI at 3T. Conventional as well as two-fold (2× SMS) and three-fold (3× SMS) slice-accelerated rs-EPI sequences were acquired at b-values of 50 and 800s/mm(2). Two independent readers analyzed the apparent diffusion coefficient (ADC) in fibroglandular breast parenchyma. The signal-to-noise ratio (SNR) was estimated based on the subtraction method. ADC and SNR were compared between sequences by using the Friedman test. RESULTS The acquisition time was 4:21min for conventional rs-EPI, 2:35min for 2× SMS rs-EPI and 1:44min for 3× SMS rs-EPI. ADC values were similar in all sequences (mean values 1.62×10(-3)mm(2)/s, p=0.99). Mean SNR was 27.7-29.6, and no significant differences were found among the sequences (p=0.83). CONCLUSION SMS rs-EPI yields similar ADC values and SNR compared to conventional rs-EPI at markedly reduced scan time. Thus, SMS excitation increases the clinical applicability of rs-EPI for DWI of the breast.

Accelerated magnetic resonance diffusion tensor imaging of the median nerve using simultaneous multi-slice echo planar imaging with blipped CAIPIRINHA.

PURPOSE To investigate the feasibility of MR diffusion tensor imaging (DTI) of the median nerve using simultaneous multi-slice echo planar imaging (EPI) with blipped CAIPIRINHA. MATERIALS AND METHODS After federal ethics board approval, MR imaging of the median nerves of eight healthy volunteers (mean age, 29.4 years; range, 25-32) was performed at 3 T using a 16-channel hand/wrist coil. An EPI sequence (b-value, 1,000 s/mm(2); 20 gradient directions) was acquired without acceleration as well as with twofold and threefold slice acceleration. Fractional anisotropy (FA), mean diffusivity (MD) and quality of nerve tractography (number of tracks, average track length, track homogeneity, anatomical accuracy) were compared between the acquisitions using multivariate ANOVA and the Kruskal-Wallis test. RESULTS Acquisition time was 6:08 min for standard DTI, 3:38 min for twofold and 2:31 min for threefold acceleration. No differences were found regarding FA (standard DTI: 0.620 ± 0.058; twofold acceleration: 0.642 ± 0.058; threefold acceleration: 0.644 ± 0.061; p ≥ 0.217) and MD (standard DTI: 1.076 ± 0.080 mm(2)/s; twofold acceleration: 1.016 ± 0.123 mm(2)/s; threefold acceleration: 0.979 ± 0.153 mm(2)/s; p ≥ 0.074). Twofold acceleration yielded similar tractography quality compared to standard DTI (p > 0.05). With threefold acceleration, however, average track length and track homogeneity decreased (p = 0.004-0.021). CONCLUSION Accelerated DTI of the median nerve is feasible. Twofold acceleration yields similar results to standard DTI. KEY POINTS • Standard DTI of the median nerve is limited by its long acquisition time. • Simultaneous multi-slice acquisition is a new technique for accelerated DTI. • Accelerated DTI of the median nerve yields similar results to standard DTI.

Diffusion tensor imaging of the human kidney: Does image registration permit scanning without respiratory triggering?

PURPOSE To investigate if image registration of diffusion tensor imaging (DTI) allows omitting respiratory triggering for both transplanted and native kidneys MATERIALS AND METHODS: Nine kidney transplant recipients and eight healthy volunteers underwent renal DTI on a 3T scanner with and without respiratory triggering. DTI images were registered using a multimodal nonrigid registration algorithm. Apparent diffusion coefficient (ADC), the contribution of perfusion (FP ), and the fractional anisotropy (FA) were determined. Relative root mean square errors (RMSE) of the fitting and the standard deviations of the derived parameters within the regions of interest (SDROI ) were evaluated as quality criteria. RESULTS Registration significantly reduced RMSE in all DTI-derived parameters of triggered and nontriggered measurements in cortex and medulla of both transplanted and native kidneys (P < 0.05 for all). In addition, SDROI values were lower with registration for all 16 parameters in transplanted kidneys (14 of 16 SDROI values were significantly reduced, P < 0.04) and for 15 of 16 parameters in native kidneys (9 of 16 SDROI values were significantly reduced, P < 0.05). Comparing triggered versus nontriggered DTI in transplanted kidneys revealed no significant difference for RMSE (P > 0.14) and for SDROI (P > 0.13) of all parameters. In contrast, in native kidneys relative RMSE from triggered scans were significantly lower than those from nontriggered scans (P < 0.02), while SDROI was slightly higher in triggered compared to nontriggered measurements in 15 out of 16 comparisons (significantly for two, P < 0.05). CONCLUSION Registration improves the quality of DTI in native and transplanted kidneys. Diffusion parameters in renal allografts can be measured without respiratory triggering. In native kidneys, respiratory triggering appears advantageous. J. Magn. Reson. Imaging 2016.

Impact of Taylor-Aris diffusivity on analyte and system zone dispersion in CZE assessed by computer simulation and experimental validation.

Application of pressure-driven laminar flow has an impact on zone and boundary dispersion in open tubular CE. The GENTRANS dynamic simulator for electrophoresis was extended with Taylor-Aris diffusivity which accounts for dispersion due to the parabolic flow profile associated with pressure-driven flow. Effective diffusivity of analyte and system zones as functions of the capillary diameter and the amount of flow in comparison to molecular diffusion alone were studied for configurations with concomitant action of imposed hydrodynamic flow and electroosmosis. For selected examples under realistic experimental conditions, simulation data are compared with those monitored experimentally using modular CE setups featuring both capacitively coupled contactless conductivity and UV absorbance detection along a 50 μm id fused-silica capillary of 90 cm total length. The data presented indicate that inclusion of flow profile based Taylor-Aris diffusivity provides realistic simulation data for analyte and system peaks, particularly those monitored in CE with conductivity detection.

Experimental determination of barium isotope fractionation during diffusion and adsorption processes at low temperatures

Variations in barium (Ba) stable isotope abundances measured in low and high temperature environments have recently received increasing attention. The actual processes controlling Ba isotope fractionation, however, remain mostly elusive. In this study, we present the first experimental approach to quantify the contribution of diffusion and adsorption on mass- dependent Ba isotope fractionation during transport of aqueous Ba2+ ions through a porous medium. Experiments have been carried out in which a BaCl2 solution of known isotopic composition diffused through u-shaped glass tubes filled with silica hydrogel at 10 C and 25 C for up to 201 days. The diffused Ba was highly fractionated by up to -2.15‰ in d137/134Ba, despite the low relative difference in atomic mass. The time-dependent isotope fractionation can be successfully reproduced by a diffusive transport model accounting for mass-dependent differences in the effective diffusivities of the Ba isotope species (D137Ba/D134Ba = (m134/m137)^b). Values of b extracted from the transport model were in the range of 0.010–0.011. Independently conducted batch experiments revealed that adsorption of Ba onto the surface of silica hydrogel favoured the heavier Ba isotopes (a = 1.00015 ± 0.00008). The contribution of adsorption on the overall isotope fractionation in the diffusion experiments, however, was found to be small. Our results contribute to the understanding of Ba isotope fractionation pro- cesses, which is crucial for interpreting natural isotope variations and the assessment of Ba isotope ratios as geochemical proxies.