993 resultados para Jump-diffusion Equations
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The use of Magnetic Resonance Imaging (MRI) as a diagnostic tool is increasingly employing functional contrast agents to study or contrast entire mechanisms. Contrast agents in MRI can be classified in two categories. One type of contrast agents alters the NMR signal of the protons in its surrounding, e.g. lowers the T1 relaxation time. The other type enhances the Nuclear Magnetic Resonance (NMR) signal of specific nuclei. For hyperpolarized gases the NMR signal is improved up to several orders of magnitude. However, gases have a high diffusivity which strongly influences the NMR signal strength, hence the resolution and appearance of the images. The most interesting question in spatially resolved experiments is of course the achievable resolution and contrast by controlling the diffusivity of the gas. The influence of such diffusive processes scales with the diffusion coefficient, the strength of the magnetic field gradients and the timings used in the experiment. Diffusion may not only limit the MRI resolution, but also distort the line shape of MR images for samples, which contain boundaries or diffusion barriers within the sampled space. In addition, due to the large polarization in gaseous 3He and 129Xe, spin diffusion (different from particle diffusion) could play a role in MRI experiments. It is demonstrated that for low temperatures some corrections to the NMR measured diffusion coefficient have to be done, which depend on quantum exchange effects for indistinguishable particles. Physically, if these effects can not change the spin current, they can do it indirectly by modifying the velocity distribution of the different spin states separately, so that the subsequent collisions between atoms and therefore the diffusion coefficient can eventually be affected. A detailed study of the hyperpolarized gas diffusion coefficient is presented, demonstrating the absence of spin diffusion (different from particle diffusion) influence in MRI at clinical conditions. A novel procedure is proposed to control the diffusion coefficient of gases in MRI by admixture of inert buffer gases. The experimental measured diffusion agrees with theoretical simulations. Therefore, the molecular mass and concentration enter as additional parameters into the equations that describe structural contrast. This allows for setting a structural threshold up to which structures contribute to the image. For MRI of the lung this allows for images of very small structural elements (alveoli) only, or in the other extreme, all airways can be displayed with minimal signal loss due to diffusion.
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With the observation that stochasticity is important in biological systems, chemical kinetics have begun to receive wider interest. While the use of Monte Carlo discrete event simulations most accurately capture the variability of molecular species, they become computationally costly for complex reaction-diffusion systems with large populations of molecules. On the other hand, continuous time models are computationally efficient but they fail to capture any variability in the molecular species. In this study a hybrid stochastic approach is introduced for simulating reaction-diffusion systems. We developed an adaptive partitioning strategy in which processes with high frequency are simulated with deterministic rate-based equations, and those with low frequency using the exact stochastic algorithm of Gillespie. Therefore the stochastic behavior of cellular pathways is preserved while being able to apply it to large populations of molecules. We describe our method and demonstrate its accuracy and efficiency compared with the Gillespie algorithm for two different systems. First, a model of intracellular viral kinetics with two steady states and second, a compartmental model of the postsynaptic spine head for studying the dynamics of Ca+2 and NMDA receptors.
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Four periodically time-varying methane–air laminar coflow jet diffusion flames, each forced by pulsating the fuel jet's exit velocity Uj sinusoidally with a different modulation frequency wj and with a 50% amplitude variation, have been computed. Combustion of methane has been modeled by using a chemical mechanism with 15 species and 42 reactions, and the solution of the unsteady Navier–Stokes equations has been obtained numerically by using a modified vorticity-velocity formulation in the limit of low Mach number. The effect of wj on temperature and chemistry has been studied in detail. Three different regimes are found depending on the flame's Strouhal number S=awj/Uj, with a denoting the fuel jet radius. For small Strouhal number (S=0.1), the modulation introduces a perturbation that travels very far downstream, and certain variables oscillate at the frequency imposed by the fuel jet modulation. As the Strouhal number grows, the nondimensional frequency approaches the natural frequency of oscillation of the flickering flame (S≃0.2). A coupling with the pulsation frequency enhances the effect of the imposed modulation and a vigorous pinch-off is observed for S=0.25 and S=0.5. Larger values of S confine the oscillation to the jet's near-exit region, and the effects of the pulsation are reduced to small wiggles in the temperature and concentration values. Temperature and species mass fractions change appreciably near the jet centerline, where variations of over 2% for the temperature and 15% and 40% for the CO and OH mass fractions, respectively, are found. Transverse to the jet movement, however, the variations almost disappear at radial distances on the order of the fuel jet radius, indicating a fast damping of the oscillation in the spanwise direction.
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The group vaporization of a monodisperse fuel-spray jet discharging into a hot coflowing gaseous stream is investigated for steady flow by numerical and asymptotic methods with a two-continua formulation used for the description of the gas and liquid phases. The jet is assumed to be slender and laminar, as occurs when the Reynolds number is moderately large, so that the boundary-layer form of the conservation equations can be employed in the analysis. Two dimensionless parameters are found to control the flow structure, namely the spray dilution parameter 1, defined as the mass of liquid fuel per unit mass of gas in the spray stream, and the group vaporization parameter e, defined as the ratio of the characteristic time of spray evolution due to droplet vaporization to the characteristic diffusion time across the jet. It is observed that, for the small values of e often encountered in applications, vaporization occurs only in a thin layer separating the spray from the outer droplet-free stream. This regime of sheath vaporization, which is controlled by heat conduction, is amenable to a simplified asymptotic description, independent of ε,in which the location of the vaporization layer is determined numerically as a free boundary in a parabolic problem involving matching of the separate solutions in the external streams, with appropriate jump conditions obtained from analysis of the quasi-steady vaporization front. Separate consideration of dilute and dense sprays, corresponding, respectively, to the asymptotic limits λ<<1 and λ>>1, enables simplified descriptions to be obtained for the different flow variables, including explicit analytic expressions for the spray penetration distance.
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Evolutionary, pattern forming partial differential equations (PDEs) are often derived as limiting descriptions of microscopic, kinetic theory-based models of molecular processes (e.g., reaction and diffusion). The PDE dynamic behavior can be probed through direct simulation (time integration) or, more systematically, through stability/bifurcation calculations; time-stepper-based approaches, like the Recursive Projection Method [Shroff, G. M. & Keller, H. B. (1993) SIAM J. Numer. Anal. 30, 1099–1120] provide an attractive framework for the latter. We demonstrate an adaptation of this approach that allows for a direct, effective (“coarse”) bifurcation analysis of microscopic, kinetic-based models; this is illustrated through a comparative study of the FitzHugh-Nagumo PDE and of a corresponding Lattice–Boltzmann model.
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Elucidating the mechanism of folding of polynucleotides depends on accurate estimates of free energy surfaces and a quantitative description of the kinetics of structure formation. Here, the kinetics of hairpin formation in single-stranded DNA are measured after a laser temperature jump. The kinetics are modeled as configurational diffusion on a free energy surface obtained from a statistical mechanical description of equilibrium melting profiles. The effective diffusion coefficient is found to be strongly temperature-dependent in the nucleation step as a result of formation of misfolded loops that do not lead to subsequent zipping. This simple system exhibits many of the features predicted from theoretical studies of protein folding, including a funnel-like energy surface with many folding pathways, trapping in misfolded conformations, and non-Arrhenius folding rates.
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It is shown how the phase-space kinetic theory of polymeric liquid mixtures leads to a set of extended Maxwell-Stefan equations describing multicomponent diffusion. This expression reduces to standard results for dilute solutions and for undiluted polymers. The polymer molecules are modeled as flexible bead-spring structures. To obtain the Maxwell-Stefan equations, the usual expression for the hydrodynamic drag force on a bead, used in previous kinetic theories, must be replaced by a new expression that accounts explicitly for bead-bead interactions between different molecules.
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Partial differential equation (PDE) solvers are commonly employed to study and characterize the parameter space for reaction-diffusion (RD) systems while investigating biological pattern formation. Increasingly, biologists wish to perform such studies with arbitrary surfaces representing ‘real’ 3D geometries for better insights. In this paper, we present a highly optimized CUDA-based solver for RD equations on triangulated meshes in 3D. We demonstrate our solver using a chemotactic model that can be used to study snakeskin pigmentation, for example. We employ a finite element based approach to perform explicit Euler time integrations. We compare our approach to a naive GPU implementation and provide an in-depth performance analysis, demonstrating the significant speedup afforded by our optimizations. The optimization strategies that we exploit could be generalized to other mesh based processing applications with PDE simulations.
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First issued in 25 parts, July 15, 1836, to June 1, 1842.
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Mathematical pamphlets, v.6, no.3.
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The focus of the present work is the well-known feature of the probability density function (PDF) transport equations in turbulent flows-the inverse parabolicity of the equations. While it is quite common in fluid mechanics to interpret equations with direct (forward-time) parabolicity as diffusive (or as a combination of diffusion, convection and reaction), the possibility of a similar interpretation for equations with inverse parabolicity is not clear. According to Einstein's point of view, a diffusion process is associated with the random walk of some physical or imaginary particles, which can be modelled by a Markov diffusion process. In the present paper it is shown that the Markov diffusion process directly associated with the PDF equation represents a reasonable model for dealing with the PDFs of scalars but it significantly underestimates the diffusion rate required to simulate turbulent dispersion when the velocity components are considered.
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Optical Bloch equations are widely used for describing dynamics in a system consisting molecules, electromagnetic waves, and a thermal bath. We analyze applicability of these equations to a single molecule imbedded in a solid matrix. Classical Bloch equations and the limits of their applicability are derived from more general master equations. Simple and intuitively appealing picture based on stochastic Bloch equations shows that at low temperatures, contrary to common believes, a strong driving field can not only suppress but can also increase decay rates of Rabi oscillations. A physical system where predicted effects can be observed experimentally is suggested. (c) 2005 Elsevier B.V. All rights reserved.
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Time delay is an important aspect in the modelling of genetic regulation due to slow biochemical reactions such as gene transcription and translation, and protein diffusion between the cytosol and nucleus. In this paper we introduce a general mathematical formalism via stochastic delay differential equations for describing time delays in genetic regulatory networks. Based on recent developments with the delay stochastic simulation algorithm, the delay chemical masterequation and the delay reaction rate equation are developed for describing biological reactions with time delay, which leads to stochastic delay differential equations derived from the Langevin approach. Two simple genetic regulatory networks are used to study the impact of' intrinsic noise on the system dynamics where there are delays. (c) 2006 Elsevier B.V. All rights reserved.
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In this paper, we present a framework for Bayesian inference in continuous-time diffusion processes. The new method is directly related to the recently proposed variational Gaussian Process approximation (VGPA) approach to Bayesian smoothing of partially observed diffusions. By adopting a basis function expansion (BF-VGPA), both the time-dependent control parameters of the approximate GP process and its moment equations are projected onto a lower-dimensional subspace. This allows us both to reduce the computational complexity and to eliminate the time discretisation used in the previous algorithm. The new algorithm is tested on an Ornstein-Uhlenbeck process. Our preliminary results show that BF-VGPA algorithm provides a reasonably accurate state estimation using a small number of basis functions.
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Mathematics Subject Classification: 65C05, 60G50, 39A10, 92C37