Risk of severe asthma episodes predicted from fluctuation analysis of airway function

Asthma is an increasing health problem worldwide, but the long-term temporal pattern of clinical symptoms is not understood and predicting asthma episodes is not generally possible. We analyse the time series of peak expiratory flows, a standard measurement of airway function that has been assessed twice daily in a large asthmatic population during a long-term crossover clinical trial. Here we introduce an approach to predict the risk of worsening airflow obstruction by calculating the conditional probability that, given the current airway condition, a severe obstruction will occur within 30 days. We find that, compared with a placebo, a regular long-acting bronchodilator (salmeterol) that is widely used to improve asthma control decreases the risk of airway obstruction. Unexpectedly, however, a regular short-acting beta2-agonist bronchodilator (albuterol) increases this risk. Furthermore, we find that the time series of peak expiratory flows show long-range correlations that change significantly with disease severity, approaching a random process with increased variability in the most severe cases. Using a nonlinear stochastic model, we show that both the increased variability and the loss of correlations augment the risk of unstable airway function. The characterization of fluctuations in airway function provides a quantitative basis for objective risk prediction of asthma episodes and for evaluating the effectiveness of therapy.

Loop formulation of the supersymmetric nonlinear O(N) sigma model

We derive the fermion loop formulation for the supersymmetric nonlinear O(N) sigma model by performing a hopping expansion using Wilson fermions. In this formulation the fermionic contribution to the partition function becomes a sum over all possible closed non-oriented fermion loop configurations. The interaction between the bosonic and fermionic degrees of freedom is encoded in the constraints arising from the supersymmetry and induces flavour changing fermion loops. For N ≥ 3 this leads to fermion loops which are no longer self-avoiding and hence to a potential sign problem. Since we use Wilson fermions the bare mass needs to be tuned to the chiral point. For N = 2 we determine the critical point and present boson and fermion masses in the critical regime.

SOMS: SurrOgate MultiStart algorithm for use with nonlinear programming for global optimization

SOMS is a general surrogate-based multistart algorithm, which is used in combination with any local optimizer to find global optima for computationally expensive functions with multiple local minima. SOMS differs from previous multistart methods in that a surrogate approximation is used by the multistart algorithm to help reduce the number of function evaluations necessary to identify the most promising points from which to start each nonlinear programming local search. SOMS’s numerical results are compared with four well-known methods, namely, Multi-Level Single Linkage (MLSL), MATLAB’s MultiStart, MATLAB’s GlobalSearch, and GLOBAL. In addition, we propose a class of wavy test functions that mimic the wavy nature of objective functions arising in many black-box simulations. Extensive comparisons of algorithms on the wavy testfunctions and on earlier standard global-optimization test functions are done for a total of 19 different test problems. The numerical results indicate that SOMS performs favorably in comparison to alternative methods and does especially well on wavy functions when the number of function evaluations allowed is limited.