Modelos de mapas simpléticos para o movimento de deriva elétrica com efeitos de raio de Larmor finito

Mapas simpléticos têm sido amplamente utilizados para modelar o transporte caótico em plasmas e fluidos. Neste trabalho, propomos três tipos de mapas simpléticos que descrevem o movimento de deriva elétrica em plasmas magnetizados. Efeitos de raio de Larmor finito são incluídos em cada um dos mapas. No limite do raio de Larmor tendendo a zero, o mapa com frequência monotônica se reduz ao mapa de Chirikov-Taylor, e, nos casos com frequência não-monotônica, os mapas se reduzem ao mapa padrão não-twist. Mostramos como o raio de Larmor finito pode levar à supressão de caos, modificar a topologia do espaço de fases e a robustez de barreiras de transporte. Um método baseado na contagem dos tempos de recorrência é proposto para analisar a influência do raio de Larmor sobre os parâmetros críticos que definem a quebra de barreiras de transporte. Também estudamos um modelo para um sistema de partículas onde a deriva elétrica é descrita pelo mapa de frequência monotônica, e o raio de Larmor é uma variável aleatória que assume valores específicos para cada partícula do sistema. A função densidade de probabilidade para o raio de Larmor é obtida a partir da distribuição de Maxwell-Boltzmann, que caracteriza plasmas na condição de equilíbrio térmico. Um importante parâmetro neste modelo é a variável aleatória gama, definida pelo valor da função de Bessel de ordem zero avaliada no raio de Larmor da partícula. Resultados analíticos e numéricos descrevendo as principais propriedades estatísticas do parâmetro gama são apresentados. Tais resultados são então aplicados no estudo de duas medidas de transporte: a taxa de escape e a taxa de aprisionamento por ilhas de período um.

A novel information theory method for filter feature selection

In this paper, we propose a novel filter for feature selection. Such filter relies on the estimation of the mutual information between features and classes. We bypass the estimation of the probability density function with the aid of the entropic-graphs approximation of Rényi entropy, and the subsequent approximation of the Shannon one. The complexity of such bypassing process does not depend on the number of dimensions but on the number of patterns/samples, and thus the curse of dimensionality is circumvented. We show that it is then possible to outperform a greedy algorithm based on the maximal relevance and minimal redundancy criterion. We successfully test our method both in the contexts of image classification and microarray data classification.

On the inverse parabolicity of pdf equations in turbulent flows

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.

Statistical tests of load-unload response ratio signals by lattice solid model: Implication to tidal triggering and earthquake prediction

Statistical tests of Load-Unload Response Ratio (LURR) signals are carried in order to verify statistical robustness of the previous studies using the Lattice Solid Model (MORA et al., 2002b). In each case 24 groups of samples with the same macroscopic parameters (tidal perturbation amplitude A, period T and tectonic loading rate k) but different particle arrangements are employed. Results of uni-axial compression experiments show that before the normalized time of catastrophic failure, the ensemble average LURR value rises significantly, in agreement with the observations of high LURR prior to the large earthquakes. In shearing tests, two parameters are found to control the correlation between earthquake occurrence and tidal stress. One is, A/(kT) controlling the phase shift between the peak seismicity rate and the peak amplitude of the perturbation stress. With an increase of this parameter, the phase shift is found to decrease. Another parameter, AT/k, controls the height of the probability density function (Pdf) of modeled seismicity. As this parameter increases, the Pdf becomes sharper and narrower, indicating a strong triggering. Statistical studies of LURR signals in shearing tests also suggest that except in strong triggering cases, where LURR cannot be calculated due to poor data in unloading cycles, the larger events are more likely to occur in higher LURR periods than the smaller ones, supporting the LURR hypothesis.

Mutational analysis of the large periplasmic loop 7-8 of the putrescine transporter PotE in Escherichia coli

The PotE protein is a putrescine-ornithine antiporter found in many gram-negative bacteria. It is a member of the APA family of transporters and has 12 predicted alpha-helical transmembrane spanning segments (TMS). While the substrate binding site has previously been mapped to a region near the surface of the cytoplasmic lipid layer, no structural feature within the periplasmic domains of PotE have been shown to be important for function. We examined the role of the only large outer loop, situated between transmembrane spanning segment 7 and 8, in putrescine uptake. Deletion of the highly conserved amino acids in the region closest to transmembrane spanning segment 7 produced a protein with little activity. Glycine-scanning mutagenesis of this region showed that Val(249) and Leu(254) were required for optimal transporter function. The V249G mutant transported putrescine at a lower maximal rate compared to wild-type (WT) but with the same substrate binding affinity. In contrast, the L254G mutant had a higher substrate affinity. A series of Val(249) mutants indicated that the hydrophobicity of this residue, which is located at or near the membrane surface, is important for PotE function. Secondary structure predictions of the large outer loop indicated the presence of a hydrophobic alpha-helix in the centre with a hydrophobic region at each end suggesting that the loop was not entirely exposed to the aqueous periplasmic space. The study shows that loop 7-8 is important for PotE function, possibly by forming a re-entrant loop in the channel of the transporter. (C) 2003 Elsevier Ltd. All rights reserved.

Exercise and the endothelial cell

Regular exercise is known to be effective in the prevention and treatment of cardiovascular disease. Among the cardioprotectant mechanisms influenced by exercise, the endothelium is becoming recognised as a major target. Preservation of endothelial cell structure is vital for frictionless blood flow, prevention of macrophage and lipid infiltration and, ultimately, optimal vascular function. Exercise causes various kinds of mechanical, chemical and thermal stresses, and repeated exposure to these stresses may precondition the endothelial cell to future stresses through a number of different mechanisms. This review discusses stress-induced changes in endothelial cell morphology, biochemistry and components of platelet activation and cell adhesion that impact on endothelial cell structure. An enhanced understanding of the effects of exercise on the endothelial cell will assist in directing future research into the prevention of cardiovascular disease. (c) 2004 Elsevier Ireland Ltd. All rights reserved.

Matching conditional moments in PDF modelling of nonpremixed combustion

The rate of generation of fluctuations with respect to the scalar values conditioned on the mixture fraction, which significantly affects turbulent nonpremixed combustion processes, is examined. Simulation of the rate in a major mixing model is investigated and the derived equations can assist in selecting the model parameters so that the level of conditional fluctuations is better reproduced by the models. A more general formulation of the multiple mapping conditioning (MMC) model that distinguishes the reference and conditioning variables is suggested. This formulation can be viewed as a methodology of enforcing certain desired conditional properties onto conventional mixing models. Examples of constructing consistent MMC models with dissipation and velocity conditioning as well as of combining MMC with large eddy simulations (LES) are also provided. (c) 2005 The Combustion Institute. Published by Elsevier Inc. All rights reserved.

Structure and dynamics of ASC2, a pyrin domain-only protein that regulates inflammatory signaling

Pyrin domain (PYD)-containing proteins are key components of pathways that regulate inflammation, apoptosis, and cytokine processing. Their importance is further evidenced by the consequences of mutations in these proteins that give rise to autoimmune and hyperinflammatory syndromes. PYDs, like other members of the death domain ( DD) superfamily, are postulated to mediate homotypic interactions that assemble and regulate the activity of signaling complexes. However, PYDs are presently the least well characterized of all four DD subfamilies. Here we report the three-dimensional structure and dynamic properties of ASC2, a PYD-only protein that functions as a modulator of multidomain PYD-containing proteins involved in NF-KB and caspase-1 activation. ASC2 adopts a six-helix bundle structure with a prominent loop, comprising 13 amino acid residues, between helices two and three. This loop represents a divergent feature of PYDs from other domains with the DD fold. Detailed analysis of backbone N-15 NMR relaxation data using both the Lipari-Szabo model-free and reduced spectral density function formalisms revealed no evidence of contiguous stretches of polypeptide chain with dramatically increased internal motion, except at the extreme N and C termini. Some mobility in the fast, picosecond to nanosecond timescale, was seen in helix 3 and the preceding alpha 2-alpha 3 loop, in stark contrast to the complete disorder seen in the corresponding region of the NALP1 PYD. Our results suggest that extensive conformational flexibility in helix 3 and the alpha 2-alpha 3 loop is not a general feature of pyrin domains. Further, a transition from complete disorder to order of the alpha 2-alpha 3 loop upon binding, as suggested for NALP1, is unlikely to be a common attribute of pyrin domain interactions.

Probabilistic principal component analysis

Principal component analysis (PCA) is a ubiquitous technique for data analysis and processing, but one which is not based upon a probability model. In this paper we demonstrate how the principal axes of a set of observed data vectors may be determined through maximum-likelihood estimation of parameters in a latent variable model closely related to factor analysis. We consider the properties of the associated likelihood function, giving an EM algorithm for estimating the principal subspace iteratively, and discuss the advantages conveyed by the definition of a probability density function for PCA.

Probabilistic principal component analysis

Principal component analysis (PCA) is a ubiquitous technique for data analysis and processing, but one which is not based upon a probability model. In this paper we demonstrate how the principal axes of a set of observed data vectors may be determined through maximum-likelihood estimation of parameters in a latent variable model closely related to factor analysis. We consider the properties of the associated likelihood function, giving an EM algorithm for estimating the principal subspace iteratively, and discuss the advantages conveyed by the definition of a probability density function for PCA.

Outlier detection with partial information:Application to emergency mapping

This paper, addresses the problem of novelty detection in the case that the observed data is a mixture of a known 'background' process contaminated with an unknown other process, which generates the outliers, or novel observations. The framework we describe here is quite general, employing univariate classification with incomplete information, based on knowledge of the distribution (the 'probability density function', 'pdf') of the data generated by the 'background' process. The relative proportion of this 'background' component (the 'prior' 'background' 'probability), the 'pdf' and the 'prior' probabilities of all other components are all assumed unknown. The main contribution is a new classification scheme that identifies the maximum proportion of observed data following the known 'background' distribution. The method exploits the Kolmogorov-Smirnov test to estimate the proportions, and afterwards data are Bayes optimally separated. Results, demonstrated with synthetic data, show that this approach can produce more reliable results than a standard novelty detection scheme. The classification algorithm is then applied to the problem of identifying outliers in the SIC2004 data set, in order to detect the radioactive release simulated in the 'oker' data set. We propose this method as a reliable means of novelty detection in the emergency situation which can also be used to identify outliers prior to the application of a more general automatic mapping algorithm. © Springer-Verlag 2007.

Stochastic volatility and the goodness-of-fit of the Heston model

Recently, Drǎgulescu and Yakovenko proposed an analytical formula for computing the probability density function of stock log returns, based on the Heston model, which they tested empirically. Their research design inadvertently favourably biased the fit of the data to the Heston model, thus overstating their empirical results. Furthermore, Drǎgulescu and Yakovenko did not perform any goodness-of-fit statistical tests. This study employs a research design that facilitates statistical tests of the goodness-of-fit of the Heston model to empirical returns. Robustness checks are also performed. In brief, the Heston model outperformed the Gaussian model only at high frequencies and even so does not provide a statistically acceptable fit to the data. The Gaussian model performed (marginally) better at medium and low frequencies, at which points the extra parameters of the Heston model have adverse impacts on the test statistics. © 2005 Taylor & Francis Group Ltd.

Simulation of optical fibre communication systems influenced by stimulated brillouin scattering

Boyd's SBS model which includes distributed thermal acoustic noise (DTAN) has been enhanced to enable the Stokes-spontaneous density depletion noise (SSDDN) component of the transmitted optical field to be simulated, probably for the first time, as well as the full transmitted field. SSDDN would not be generated from previous SBS models in which a Stokes seed replaces DTAN. SSDDN becomes the dominant form of transmitted SBS noise as model fibre length (MFL) is increased but its optical power spectrum remains independent of MFL. Simulations of the full transmitted field and SSDDN for different MFLs allow prediction of the optical power spectrum, or system performance parameters which depend on this, for typical communication link lengths which are too long for direct simulation. The SBS model has also been innovatively improved by allowing the Brillouin Shift Frequency (BS) to vary over the model fibre length, for the nonuniform fibre model (NFM) mode, or to remain constant, for the uniform fibre model (UFM) mode. The assumption of a Gaussian probability density function (pdf) for the BSF in the NFM has been confirmed by means of an analysis of reported Brillouin amplified power spectral measurements for the simple case of a nominally step-index single-mode pure silica core fibre. The BSF pdf could be modified to match the Brillouin gain spectra of other fibre types if required. For both models, simulated backscattered and output powers as functions of input power agree well with those from a reported experiment for fitting Brillouin gain coefficients close to theoretical. The NFM and UFM Brillouin gain spectra are then very similar from half to full maximum but diverge at lower values. Consequently, NFM and UFM transmitted SBS noise powers inferred for long MFLs differ by 1-2 dB over the input power range of 0.15 dBm. This difference could be significant for AM-VSB CATV links at some channel frequencies. The modelled characteristic of Carrier-to-Noise Ratio (CNR) as a function of input power for a single intensity modulated subcarrier is in good agreement with the characteristic reported for an experiment when either the UFM or NFM is used. The difference between the two modelled characteristics would have been more noticeable for a higher fibre length or a lower subcarrier frequency.

Soliton propagation through a disordered system:statistics of the transmission delay

We have studied the soliton propagation through a segment containing random pointlike scatterers. In the limit of small concentration of scatterers when the mean distance between the scatterers is larger than the soliton width, a method has been developed for obtaining the statistical characteristics of the soliton transmission through the segment. The method is applicable for any classical particle traversing through a disordered segment with the given velocity transformation after each act of scattering. In the case of weak scattering and relatively short disordered segment the transmission time delay of a fast soliton is mostly determined by the shifts of the soliton center after each act of scattering. For sufficiently long segments the main contribution to the delay is due to the shifts of the amplitude and velocity of a fast soliton after each scatterer. Corresponding crossover lengths for both cases of light and heavy solitons have been obtained. We have also calculated the exact probability density function of the soliton transmission time delay for a sufficiently long segment. In the case of weak identical scatterers the latter is a universal function which depends on a sole parameter—the mean number of scatterers in a segment.