Saddlepoint approximations to sensitivities of tail probabilities of random sums and comparisons with Monte Carlo estimators

This article proposes computing sensitivities of upper tail probabilities of random sums by the saddlepoint approximation. The considered sensitivity is the derivative of the upper tail probability with respect to the parameter of the summation index distribution. Random sums with Poisson or Geometric distributed summation indices and Gamma or Weibull distributed summands are considered. The score method with importance sampling is considered as an alternative approximation. Numerical studies show that the saddlepoint approximation and the method of score with importance sampling are very accurate. But the saddlepoint approximation is substantially faster than the score method with importance sampling. Thus, the suggested saddlepoint approximation can be conveniently used in various scientific problems.

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.

Numerical model of the human cornea based on stromal microstructure: identification of mechanical properties for two age groups

The optical quality of the human eye mainly depends on the refractive performance of the cornea. The shape of the cornea is a mechanical balance between intraocular pressure and tissue intrinsic stiffness. Several surgical procedures in ophthalmology alter the biomechanics of the cornea to provoke local or global curvature changes for vision correction. Legitimated by the large number of surgical interventions performed every day, the demand for a deeper understanding of corneal biomechanics is rising to improve the safety of procedures and medical devices. The aim of our work is to propose a numerical model of corneal biomechanics, based on the stromal microstructure. Our novel anisotropic constitutive material law features a probabilistic weighting approach to model collagen fiber distribution as observed on human cornea by Xray scattering analysis (Aghamohammadzadeh et. al., Structure, February 2004). Furthermore, collagen cross-linking was explicitly included in the strain energy function. Results showed that the proposed model is able to successfully reproduce both inflation and extensiometry experimental data (Elsheikh et. al., Curr Eye Res, 2007; Elsheikh et. al., Exp Eye Res, May 2008). In addition, the mechanical properties calculated for patients of different age groups (Group A: 65-79 years; Group B: 80-95 years) demonstrate an increased collagen cross-linking, and a decrease in collagen fiber elasticity from younger to older specimen. These findings correspond to what is known about maturing fibrous biological tissue. Since the presented model can handle different loading situations and includes the anisotropic distribution of collagen fibers, it has the potential to simulate clinical procedures involving nonsymmetrical tissue interventions. In the future, such mechanical model can be used to improve surgical planning and the design of next generation ophthalmic devices.

Numerical assessment on the effective mechanical stimuli for matrix-associated metabolism in chondrocyte-seeded constructs

The self-regeneration capacity of articular cartilage is limited, due to its avascular and aneural nature. Loaded explants and cell cultures demonstrated that chondrocyte metabolism can be regulated via physiologic loading. However, the explicit ranges of mechanical stimuli that correspond to favourable metabolic response associated with extracellular matrix (ECM) synthesis are elusive. Unsystematic protocols lacking this knowledge produce inconsistent results. This study aims to determine the intrinsic ranges of physical stimuli that increase ECM synthesis and simultaneously inhibit nitric oxide (NO) production in chondrocyte-agarose constructs, by numerically re-evaluating the experiments performed by Tsuang et al. (2008). Twelve loading patterns were simulated with poro-elastic finite element models in ABAQUS. Pressure on solid matrix, von Mises stress, maximum principle stress and pore pressure were selected as intrinsic mechanical stimuli. Their development rates and magnitudes at the steady state of cyclic loading were calculated with MATLAB at the construct level. Concurrent increase in glycosaminoglycan and collagen was observed at 2300 Pa pressure and 40 Pa/s pressure rate. Between 0-1500 Pa and 0-40 Pa/s, NO production was consistently positive with respect to controls, whereas ECM synthesis was negative in the same range. A linear correlation was found between pressure rate and NO production (R = 0.77). Stress states identified in this study are generic and could be used to develop predictive algorithms for matrix production in agarose-chondrocyte constructs of arbitrary shape, size and agarose concentration. They could also be helpful to increase the efficacy of loading protocols for avascular tissue engineering. Copyright (c) 2010 John Wiley \& Sons, Ltd.

Stress free configuration of the human eye

Numerical simulations of eye globes often rely on topographies that have been measured in vivo using devices such as the Pentacam or OCT. The topographies, which represent the form of the already stressed eye under the existing intraocular pressure, introduce approximations in the analysis. The accuracy of the simulations could be improved if either the stress state of the eye under the effect of intraocular pressure is determined, or the stress-free form of the eye estimated prior to conducting the analysis. This study reviews earlier attempts to address this problem and assesses the performance of an iterative technique proposed by Pandolfi and Holzapfel [1], which is both simple to implement and promises high accuracy in estimating the eye's stress-free form. A parametric study has been conducted and demonstrated reliance of the error level on the level of flexibility of the eye model, especially in the cornea region. However, in all cases considered 3-4 analysis iterations were sufficient to produce a stress-free form with average errors in node location <10(-6)mm and a maximal error <10(-4)mm. This error level, which is similar to what has been achieved with other methods and orders of magnitude lower than the accuracy of current clinical topography systems, justifies the use of the technique as a pre-processing step in ocular numerical simulations.

Moving along the mental number line: Interactions between whole-body motion and numerical cognition

Active head turns to the left and right have recently been shown to influence numerical cognition by shifting attention along the mental number line. In the present study, we found that passive whole-body motion influences numerical cognition. In a random-number generation task (Experiment 1), leftward and downward displacement of participants facilitated small number generation, whereas rightward and upward displacement facilitated the generation of large numbers. Influences of leftward and rightward motion were also found for the processing of auditorily presented numbers in a magnitude-judgment task (Experiment 2). Additionally, we investigated the reverse effect of the number-space association (Experiment 3). Participants were displaced leftward or rightward and asked to detect motion direction as fast as possible while small or large numbers were auditorily presented. When motion detection was difficult, leftward motion was detected faster when hearing small number and rightward motion when hearing large number. We provide new evidence that bottom-up vestibular activation is sufficient to interact with the higher-order spatial representation underlying numerical cognition. The results show that action planning or motor activity is not necessary to influence spatial attention. Moreover, our results suggest that self-motion perception and numerical cognition can mutually influence each other.