A general method to determine sampling windows for nonlinear mixed effects models with an application to population pharmacokinetic studies

Optimal design methods have been proposed to determine the best sampling times when sparse blood sampling is required in clinical pharmacokinetic studies. However, the optimal blood sampling time points may not be feasible in clinical practice. Sampling windows, a time interval for blood sample collection, have been proposed to provide flexibility in blood sampling times while preserving efficient parameter estimation. Because of the complexity of the population pharmacokinetic models, which are generally nonlinear mixed effects models, there is no analytical solution available to determine sampling windows. We propose a method for determination of sampling windows based on MCMC sampling techniques. The proposed method attains a stationary distribution rapidly and provides time-sensitive windows around the optimal design points. The proposed method is applicable to determine sampling windows for any nonlinear mixed effects model although our work focuses on an application to population pharmacokinetic models.

Correlating flow induced shear stress and chondrocytes activity in micro-porous scaffold using computational fluid dynamics and rapid prototyping

Flow induced shear stress plays an important role in regulating cell growth and distribution in scaffolds. This study sought to correlate wall shear stress and chondrocytes activity for engineering design of micro-porous osteochondral grafts based on the hypothesis that it is possible to capture and discriminate between the transmitted force and cell response at the inner irregularities. Unlike common tissue engineering therapies with perfusion bioreactors in which flow-mediated stress is the controlling parameter, this work assigned the associated stress as a function of porosity to influence in vitro proliferation of chondrocytes. D-optimality criterion was used to accommodate three pore characteristics for appraisal in a mixed level fractional design of experiment (DOE); namely, pore size (4 levels), distribution pattern (2 levels) and density (3 levels). Micro-porous scaffolds (n=12) were fabricated according to the DOE using rapid prototyping of an acrylic-based bio-photopolymer. Computational fluid dynamics (CFD) models were created correspondingly and used on an idealized boundary condition with a Newtonian fluid domain to simulate the dynamic microenvironment inside the pores. In vitro condition was reproduced for the 3D printed constructs seeded by high pellet densities of human chondrocytes and cultured for 72 hours. The results showed that cell proliferation was significantly different in the constructs (p<0.05). Inlet fluid velocity of 3×10-2mms-1 and average shear stress of 5.65×10-2 Pa corresponded with increased cell proliferation for scaffolds with smaller pores in hexagonal pattern and lower densities. Although the analytical solution of a Poiseuille flow inside the pores was found insufficient for the description of the flow profile probably due to the outside flow induced turbulence, it showed that the shear stress would increase with cell growth and decrease with pore size. This correlation demonstrated the basis for determining the relation between the induced stress and chondrocyte activity to optimize microfabrication of engineered cartilaginous constructs.

An improved computational method in structural dynamics

Purpose – In structural, earthquake and aeronautical engineering and mechanical vibration, the solution of dynamic equations for a structure subjected to dynamic loading leads to a high order system of differential equations. The numerical methods are usually used for integration when either there is dealing with discrete data or there is no analytical solution for the equations. Since the numerical methods with more accuracy and stability give more accurate results in structural responses, there is a need to improve the existing methods or develop new ones. The paper aims to discuss these issues. Design/methodology/approach – In this paper, a new time integration method is proposed mathematically and numerically, which is accordingly applied to single-degree-of-freedom (SDOF) and multi-degree-of-freedom (MDOF) systems. Finally, the results are compared to the existing methods such as Newmark’s method and closed form solution. Findings – It is concluded that, in the proposed method, the data variance of each set of structural responses such as displacement, velocity, or acceleration in different time steps is less than those in Newmark’s method, and the proposed method is more accurate and stable than Newmark’s method and is capable of analyzing the structure at fewer numbers of iteration or computation cycles, hence less time-consuming. Originality/value – A new mathematical and numerical time integration method is proposed for the computation of structural responses with higher accuracy and stability, lower data variance, and fewer numbers of iterations for computational cycles.

On the efficacy of Fourier series approximations for pricing European options

This paper investigates several competing procedures for computing the prices of vanilla European options, such as puts, calls and binaries, in which the underlying model has a characteristic function that is known in semi-closed form. The algorithms investigated here are the half-range Fourier cosine series, the half-range Fourier sine series and the full-range Fourier series. Their performance is assessed in simulation experiments in which an analytical solution is available and also for a simple affine model of stochastic volatility in which there is no closed-form solution. The results suggest that the half-range sine series approximation is the least effective of the three proposed algorithms. It is rather more difficult to distinguish between the performance of the halfrange cosine series and the full-range Fourier series. However there are two clear differences. First, when the interval over which the density is approximated is relatively large, the full-range Fourier series is at least as good as the half-range Fourier cosine series, and outperforms the latter in pricing out-of-the-money call options, in particular with maturities of three months or less. Second, the computational time required by the half-range Fourier cosine series is uniformly longer than that required by the full-range Fourier series for an interval of fixed length. Taken together,these two conclusions make a case for pricing options using a full-range range Fourier series as opposed to a half-range Fourier cosine series if a large number of options are to be priced in as short a time as possible.

Static analysis of infinite laminated cylindrical shell panel

This paper presents an approximate three-dimensional elasticity solution for an infinitely long, cross-ply laminated circular cylindrical shell panel with simply supported boundary conditions, subjected to an arbitrary discontinuous transverse loading. The solution is based on the principal assumption that the ratio of the thickness of the lamina to its middle surface radius is negligible compared to unity. The validity of this assumption and the range of application of this approximate solution have been established through a comparison with an exact solution. Results of classical and first-order shear deformation shell theories have been compared with the results of the present solution to bring out the accuracy of these theories. It is also shown that for very shallow shell panels the definition of a thin shell should be based on the ratio of thickness to chord width rather than the ratio of thickness to mean radius.

Gel-coated ion-exchange resin: A new kinetic model

Regenerable 'gel-coated' cationic resins with fast sorption kinetics and high sorption capacity have application potential for removal of trace metal ions even in large-scale operations. Poly(acrylic acid) has been gel-coated on high-surface area silica (pre-coated with ethylene-vinyl acetate copolymer providing a thin barrier layer) and insolubilized by crosslinking with a low-molecular-weight diepoxide (epoxy equivalent 180 g) in the presence of benzyl dimethylamine catalyst at 70 degrees C, In experiments performed for Ca2+ sorption from dilute aqueous solutions of Ca(NO,),, the gel-coated acrylic resin is found to have nearly 40% higher sorption capacity than the bead-form commercial methacrylic resin Amberlite IRC-50 and also several limes higher rate of sorption. The sorption on the gel-coated sorbent under vigorous agitation has the characteristics of particle diffusion control with homogeneous (gel) diffusion in resin phase. A new mathematical model is proposed for such sorption on gel-coated ion-exchange resin in finite bath and solved by applying operator-theoretic methods. The analytical solution so obtained shows goad agreement with experimental sorption kinetics at relatively low levels (< 70%) of resin conversion.

Boundary-layer convective heat transfer in a convergent channel

In this paper the numerical solution of the heat transfer problem in a convergent channel with uniform and non-uniform wall temperatures under boundary-layer approximations has been presented. Also, a semi-analytical solution for uniform wall temperature has been obtained.

Pressure shocks in relativistic viscous heat-conducting fluids

In this paper we have studied the propagation of pressure shocks in viscous, heat-conducting, relativistic fluids. Velocities of wave fronts and growth equations for the strength of the waves are obtained in the case of low and high temperatures with variable transport coefficients. On the basis of numerical integrations the growth equation results have been discussed. In the case of constant transport coefficients and for all admissible values of ratio of specific heats of the fluid, an analytical solution for the velocity of the wave as a function of distance along the normal trajectory to the wave front, has been obtained.

Coalescence of rigid droplets in a stirred dispersion-II. Band-limited force fluctuations

The coalescence of nearly rigid liquid droplets in a turbulent flow field is viewed as the drainage of a thin film of liquid under the action of a stochastic force representing the effect of turbulence. The force squeezing the drop pair is modelled as a correlated random function of time. The drops are assumed to coalesce once the film thickness becomes smaller than a critical thickness while they are regarded as separated if their distance of separation is larger than a prescribed distance. A semi-analytical solution is derived to determine the coalescence efficiency. The veracity of the solution procedure is established via a Monte-Carlo solution scheme. The model predicts a reversing trend of the dependence of the coalescence efficiency on the drop radii, the film liquid viscosity and the turbulence energy dissipation per unit mass, as the relative fluctuation increases. However, the dependence on physical parameters is weak (especially at high relative fluctuation) so that for the smallest droplets (which are nearly rigid) the coalescence efficiency may be treated as an empirical constant. The predictions of this model are compared with those of a white-noise force model. The results of this paper and those in Muralidhar and Ramkrishna (1986, Ind. Engng Chem. Fundam. 25, 554-56) suggest that dynamic drop deformation is the key factor that influences the coalescence efficiency.

Axisymmetric melting of a long cylinder due to an infinite flux

By employing a new embedding technique, a short-time analytical solution for the axisymmetric melting of a long cylinder due to an infinite flux is presented in this paper. The sufficient condition for starting the instantaneous melting of the cylinder has been derived. The melt is removed as soon as it is formed. The method of solution is simple and straightforward and consists of assuming fictitious initial temperature for some fictitious extension of the actual region.

An Online Implementable Differential Evolution Tuned Optimal Guidance Law

This paper proposes a novel application of differential evolution to solve a difficult dynamic optimisation or optimal control problem. The miss distance in a missile-target engagement is minimised using differential evolution. The difficulty of solving it by existing conventional techniques in optimal control theory is caused by the nonlinearity of the dynamic constraint equation, inequality constraint on the control input and inequality constraint on another parameter that enters problem indirectly. The optimal control problem of finding the minimum miss distance has an analytical solution subject to several simplifying assumptions. In the approach proposed in this paper, the initial population is generated around the seed value given by this analytical solution. Thereafter, the algorithm progresses to an acceptable final solution within a few generations, satisfying the constraints at every iteration. Since this solution or the control input has to be obtained in real time to be of any use in practice, the feasibility of online implementation is also illustrated.

Computer model for vedavati ground water basin. Part 1. Well field model

It is shown that a leaky aquifer model can be used for well field analysis in hard rock areas, treating the upper weathered and clayey layers as a composite unconfined aquitard overlying a deeper fractured aquifer. Two long-duration pump test studies are reported in granitic and schist regions in the Vedavati river basin. The validity of simplifications in the analytical solution is verified by finite difference computations.

Boundary-layer flows with swirl and large suction

An analytical solution is presented for the laminar swirling flow in a tube. Attention is given to a particular type of swirling flow corresponding to a zero longitudinal acceleration parameter, with large suction at the surface. The investigation shows that in the case of very large rates of suction the velocity overshoot can be almost eliminated. This is even possible in flows with swirls which are characterized by a velocity overshoot in the longitudinal direction.

Depressed weir with two unequal sheetpiles in anisotropic soil

An analytical solution is presented, making use of the Schwartz-Christoffel transformation, for determining the seepage characteristics for the problem of flow under a weir having two unequal sheetpiles at the ends and embedded in an anisotropic porous medium of finite thickness. Results for several particular cases of simple hydraulic structures can be obtained from the general solution presented. Numerical results in nondimensional form have been given for quantity of seepage and exit gradient distribution for various conditions in the equivalent transformed isotropic section and, by making use of the physical parameters in the actual anisotropic plane and the set of transformation relations given, these quantities (seepage loss, exit gradient) can be interpreted in the actual anisotropic physical plane.

Heat transfer to power-law fluids in thermal entrance region with viscous dissipation for constant heat flux conditions

An analytical solution of the heat transfer problem with viscous dissipation for non-Newtonian fluids with power-law model in the thermal entrance region of a circular pipe and two parallel plates under constant heat flux conditions is obtained using eigenvalue approach by suitably replacing one of the boundary conditions by total energy balance equation. Analytical expressions for the wall and the bulk temperatures and the local Nusselt number are presented. The results are in close agreement with those obtained by implicit finite-difference scheme. It is found that the role of viscous dissipation on heat transfer is completely different for heating and cooling conditions at the wall. The results for the case of cooling at the wall are of interest in the design of the oil pipe line.