The stochastic Gross-Pitaevskii equation: II

We provide a derivation of a more accurate version of the stochastic Gross-Pitaevskii equation, as introduced by Gardiner et al (2002 J. Phys. B: At. Mol. Opt. Phys. 35 1555). This derivation does not rely on the concept of local energy and momentum conservation and is based on a quasiclassical Wigner function representation of a 'high temperature' master equation for a Bose gas, which includes only modes below an energy cut-off ER that are sufficiently highly occupied (the condensate band). The modes above this cutoff (the non-condensate band) are treated as being essentially thermalized. The interaction between these two bands, known as growth and scattering processes, provides noise and damping terms in the equation of motion for the condensate band, which we call the stochastic Gross-Pitaevskii equation. This approach is distinguished by the control of the approximations made in its derivation and by the feasibility of its numerical implementation.

Quantum dynamics with stochastic gauge simulations

The general idea of a stochastic gauge representation is introduced and compared with more traditional phase-space expansions, like the Wigner expansion. Stochastic gauges can be used to obtain an infinite class of positive-definite stochastic time-evolution equations, equivalent to master equations, for many systems including quantum time evolution. The method is illustrated with a variety of simple examples ranging from astrophysical molecular hydrogen production, through to the topical problem of Bose-Einstein condensation in an optical trap and the resulting quantum dynamics.

A stochastic metapopulation model accounting for habitat dynamics

A stochastic metapopulation model accounting for habitat dynamics is presented. This is the stochastic SIS logistic model with the novel aspect that it incorporates varying carrying capacity. We present results of Kurtz and Barbour, that provide deterministic and diffusion approximations for a wide class of stochastic models, in a form that most easily allows their direct application to population models. These results are used to show that a suitably scaled version of the metapopulation model converges, uniformly in probability over finite time intervals, to a deterministic model previously studied in the ecological literature. Additionally, they allow us to establish a bivariate normal approximation to the quasi-stationary distribution of the process. This allows us to consider the effects of habitat dynamics on metapopulation modelling through a comparison with the stochastic SIS logistic model and provides an effective means for modelling metapopulations inhabiting dynamic landscapes.

First-principles quantum dynamics in interacting Bose gases II: stochastic gauges

First principles simulations of the quantum dynamics of interacting Bose gases using the stochastic gauge representation are analysed. In a companion paper, we showed how the positive-P representation can be applied to these problems using stochastic differential equations. That method, however, is limited by increased sampling error as time evolves. Here, we show how the sampling error can be greatly reduced and the simulation time significantly extended using stochastic gauges. In particular, local stochastic gauges (a subset) are investigated. Improvements are confirmed in numerical calculations of single-, double- and multi-mode systems in the weak-mode coupling regime. Convergence issues are investigated, including the recognition of two modes by which stochastic equations produced by phase-space methods in general can diverge: movable singularities and a noise-weight relationship. The example calculated here displays wave-like behaviour in spatial correlation functions propagating in a uniform 1D gas after a sudden change in the coupling constant. This could in principle be tested experimentally using Feshbach resonance methods.

Scaling and non-scaling of muscle activity, kinematics, and dynamics in sit-ups with different degrees of difficulty

The purpose of this study was to investigate how the CNS adjusts motor patterns for variants of a complex axial movement-the situp. Adjustments were induced by changing the support surface contact and mass distribution of the body. Healthy adults performed straight-legged sit-ups, 3 s in duration, with support added to or removed from the lumbar trunk, or with mass added to the head or to the legs. Each of these interventions either increased or decreased the difficulty of the task. The study addressed the extent to which changes in sit-up difficulty are compensated by scaling of muscle activity, kinematics, and dynamics versus the extent to which they are compensated by changing discretely the motor pattern. The analysis of muscle activity, kinematics, and dynamics focused on the first 30-40% of the sit-up-the trunk flexion phase-since this is the most critical part of the movement. Our results demonstrate that, in some respects, sit-up kinematics and dynamics scaled with difficulty, but in other respects, they did not. Muscle activity also scaled, in many respects, but in more difficult sit-ups, abdominal flexor activity decreased instead of increased. Non-scaling changes in these parameters suggest that complex movements, such as the sit-up, may require discrete changes in motor pattern in order to deal with large loads, which challenge the available leverage. (C) 2005 Elsevier Ltd. All rights reserved.

The spatial distribution and temporal dynamics of brain regions activated during the perception of object and non-object patterns

Both animal and human studies suggest that the efficiency with which we are able to grasp objects is attributable to a repertoire of motor signals derived directly from vision. This is in general agreement with the long-held belief that the automatic generation of motor signals by the perception of objects is based on the actions they afford. In this study, we used magnetoencephalography (MEG) to determine the spatial distribution and temporal dynamics of brain regions activated during passive viewing of object and non-object targets that varied in the extent to which they afforded a grasping action. Synthetic Aperture Magnetometry (SAM) was used to localize task-related oscillatory power changes within specific frequency bands, and the time course of activity within given regions-of-interest was determined by calculating time-frequency plots using a Morlet wavelet transform. Both single subject and group-averaged data on the spatial distribution of brain activity are presented. We show that: (i) significant reductions in 10-25 Hz activity within extrastriate cortex, occipito-temporal cortex, sensori-motor cortex and cerebellum were evident with passive viewing of both objects and non-objects; and (ii) reductions in oscillatory activity within the posterior part of the superior parietal cortex (area Ba7) were only evident with the perception of objects. Assuming that focal reductions in low-frequency oscillations (< 30 Hz) reflect areas of heightened neural activity, we conclude that: (i) activity within a network of brain areas, including the sensori-motor cortex, is not critically dependent on stimulus type and may reflect general changes in visual attention; and (ii) the posterior part of the superior parietal cortex, area Ba7, is activated preferentially by objects and may play a role in computations related to grasping. © 2006 Elsevier Inc. All rights reserved.

Identifying and correcting non-Markov states in peptide conformational dynamics

Conformational transitions in proteins define their biological activity and can be investigated in detail using the Markov state model. The fundamental assumption on the transitions between the states, their Markov property, is critical in this framework. We test this assumption by analyzing the transitions obtained directly from the dynamics of a molecular dynamics simulated peptide valine-proline-alanine-leucine and states defined phenomenologically using clustering in dihedral space. We find that the transitions are Markovian at the time scale of ˜ 50 ps and longer. However, at the time scale of 30–40 ps the dynamics loses its Markov property. Our methodology reveals the mechanism that leads to non-Markov behavior. It also provides a way of regrouping the conformations into new states that now possess the required Markov property of their dynamics.

Investigating the role of cholesterol in the formation of non-ionic surfactant based bilayer vesicles:thermal analysis and molecular dynamics

The aim of this research was to investigate the molecular interactions occurring in the formulation of non-ionic surfactant based vesicles composed monopalmitoyl glycerol (MPG), cholesterol (Chol) and dicetyl phosphate (DCP). In the formulation of these vesicles, the thermodynamic attributes and surfactant interactions based on molecular dynamics, Langmuir monolayer studies, differential scanning calorimetry (DSC), hot stage microscopy and thermogravimetric analysis (TGA) were investigated. Initially the melting points of the components individually, and combined at a 5:4:1 MPG:Chol:DCP weight ratio, were investigated; the results show that lower (90 C) than previously reported (120-140 C) temperatures could be adopted to produce molten surfactants for the production of niosomes. This was advantageous for surfactant stability; whilst TGA studies show that the individual components were stable to above 200 C, the 5:4:1 MPG:Chol:DCP mixture show ∼2% surfactant degradation at 140 C, compared to 0.01% was measured at 90 C. Niosomes formed at this lower temperature offered comparable characteristics to vesicles prepared using higher temperatures commonly reported in literature. In the formation of niosome vesicles, cholesterol also played a key role. Langmuir monolayer studies demonstrated that intercalation of cholesterol in the monolayer did not occur in the MPG:Chol:DCP (5:4:1 weight ratio) mixture. This suggests cholesterol may support bilayer assembly, with molecular simulation studies also demonstrating that vesicles cannot be built without the addition of cholesterol, with higher concentrations of cholesterol (5:4:1 vs 5:2:1, MPG:Chol:DCP) decreasing the time required for niosome assembly. © 2013 Elsevier B.V.

Non-Markov state model of peptide dynamics

A hidden Markov state model has been applied to classical molecular dynamics simulated small peptide in explicit water. The methodology allows increasing the time resolution of the model and describe the dynamics with the precision of 0.3 ps (comparing to 6 ps for the standard methodology). It also permits the investigation of the mechanisms of transitions between the conformational states of the peptide. The detailed description of one of such transitions for the studied molecule is presented. © 2012 Elsevier B.V. All rights reserved.

A non-linear discrete stochastic optimization model for Advanced Access patient appointment scheduling

Access to healthcare is a major problem in which patients are deprived of receiving timely admission to healthcare. Poor access has resulted in significant but avoidable healthcare cost, poor quality of healthcare, and deterioration in the general public health. Advanced Access is a simple and direct approach to appointment scheduling in which the majority of a clinic's appointments slots are kept open in order to provide access for immediate or same day healthcare needs and therefore, alleviate the problem of poor access the healthcare. This research formulates a non-linear discrete stochastic mathematical model of the Advanced Access appointment scheduling policy. The model objective is to maximize the expected profit of the clinic subject to constraints on minimum access to healthcare provided. Patient behavior is characterized with probabilities for no-show, balking, and related patient choices. Structural properties of the model are analyzed to determine whether Advanced Access patient scheduling is feasible. To solve the complex combinatorial optimization problem, a heuristic that combines greedy construction algorithm and neighborhood improvement search was developed. The model and the heuristic were used to evaluate the Advanced Access patient appointment policy compared to existing policies. Trade-off between profit and access to healthcare are established, and parameter analysis of input parameters was performed. The trade-off curve is a characteristic curve and was observed to be concave. This implies that there exists an access level at which at which the clinic can be operated at optimal profit that can be realized. The results also show that, in many scenarios by switching from existing scheduling policy to Advanced Access policy clinics can improve access without any decrease in profit. Further, the success of Advanced Access policy in providing improved access and/or profit depends on the expected value of demand, variation in demand, and the ratio of demand for same day and advanced appointments. The contributions of the dissertation are a model of Advanced Access patient scheduling, a heuristic to solve the model, and the use of the model to understand the scheduling policy trade-offs which healthcare clinic managers must make. ^

Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers

The paper develops a novel realized matrix-exponential stochastic volatility model of multivariate returns and realized covariances that incorporates asymmetry and long memory (hereafter the RMESV-ALM model). The matrix exponential transformation guarantees the positivedefiniteness of the dynamic covariance matrix. The contribution of the paper ties in with Robert Basmann’s seminal work in terms of the estimation of highly non-linear model specifications (“Causality tests and observationally equivalent representations of econometric models”, Journal of Econometrics, 1988, 39(1-2), 69–104), especially for developing tests for leverage and spillover effects in the covariance dynamics. Efficient importance sampling is used to maximize the likelihood function of RMESV-ALM, and the finite sample properties of the quasi-maximum likelihood estimator of the parameters are analysed. Using high frequency data for three US financial assets, the new model is estimated and evaluated. The forecasting performance of the new model is compared with a novel dynamic realized matrix-exponential conditional covariance model. The volatility and co-volatility spillovers are examined via the news impact curves and the impulse response functions from returns to volatility and co-volatility.

Non-acute Transient Reversible Adrenal Insufficiency in a Survivor of Critical Illness: A Lesser-known Cause of Primary Adrenal Insufficiency

Objectives: Primary adrenal insufficiency AI is regarded as a progressive disease needing lifelong replacement therapy, but this may not always be the case. Material and methods: A non-acute presentation of AI following a hypotensive episode caused by blood loss was investigated. Results: Adrenal function fully recovered without treatment. Conclusions: There should be a high index of suspicion and a low threshold for performing tests of adrenal function in survivors of critical illness and severe hypotensive episodes.