Inverse Problem for Fractional Brownian Motion with Discrete Data

The problem of recovering information from measurement data has already been studied for a long time. In the beginning, the methods were mostly empirical, but already towards the end of the sixties Backus and Gilbert started the development of mathematical methods for the interpretation of geophysical data. The problem of recovering information about a physical phenomenon from measurement data is an inverse problem. Throughout this work, the statistical inversion method is used to obtain a solution. Assuming that the measurement vector is a realization of fractional Brownian motion, the goal is to retrieve the amplitude and the Hurst parameter. We prove that under some conditions, the solution of the discretized problem coincides with the solution of the corresponding continuous problem as the number of observations tends to infinity. The measurement data is usually noisy, and we assume the data to be the sum of two vectors: the trend and the noise. Both vectors are supposed to be realizations of fractional Brownian motions, and the goal is to retrieve their parameters using the statistical inversion method. We prove a partial uniqueness of the solution. Moreover, with the support of numerical simulations, we show that in certain cases the solution is reliable and the reconstruction of the trend vector is quite accurate.

Characterization of anomalous relaxation using the time-fractional Bloch equation and multiple echo T2 *-weighted magnetic resonance imaging at 7T

PURPOSE To study the utility of fractional calculus in modeling gradient-recalled echo MRI signal decay in the normal human brain. METHODS We solved analytically the extended time-fractional Bloch equations resulting in five model parameters, namely, the amplitude, relaxation rate, order of the time-fractional derivative, frequency shift, and constant offset. Voxel-level temporal fitting of the MRI signal was performed using the classical monoexponential model, a previously developed anomalous relaxation model, and using our extended time-fractional relaxation model. Nine brain regions segmented from multiple echo gradient-recalled echo 7 Tesla MRI data acquired from five participants were then used to investigate the characteristics of the extended time-fractional model parameters. RESULTS We found that the extended time-fractional model is able to fit the experimental data with smaller mean squared error than the classical monoexponential relaxation model and the anomalous relaxation model, which do not account for frequency shift. CONCLUSIONS We were able to fit multiple echo time MRI data with high accuracy using the developed model. Parameters of the model likely capture information on microstructural and susceptibility-induced changes in the human brain.

Cardiac function before and after treatment for various types of loading conditions and in myocardial restriction : A prospective study on pediatric patients with two- and three-dimensional echocardiography and measurement of serum natriuretic peptides

Background: The incidence of all forms of congenital heart defects is 0.75%. For patients with congenital heart defects, life-expectancy has improved with new treatment modalities. Structural heart defects may require surgical or catheter treatment which may be corrective or palliative. Even those with corrective therapy need regular follow-up due to residual lesions, late sequelae, and possible complications after interventions. Aims: The aim of this thesis was to evaluate cardiac function before and after treatment for volume overload of the right ventricle (RV) caused by atrial septal defect (ASD), volume overload of the left ventricle (LV) caused by patent ductus arteriosus (PDA), and pressure overload of the LV caused by coarctation of the aorta (CoA), and to evaluate cardiac function in patients with Mulibrey nanism. Methods: In Study I, of the 24 children with ASD, 7 underwent surgical correction and 17 percutaneous occlusion of ASD. Study II had 33 patients with PDA undergoing percutaneous occlusion. In Study III, 28 patients with CoA underwent either surgical correction or percutaneous balloon dilatation of CoA. Study IV comprised 26 children with Mulibrey nanism. A total of 76 healthy voluntary children were examined as a control group. In each study, controls were matched to patients. All patients and controls underwent clinical cardiovascular examinations, two-dimensional (2D) and three-dimensional (3D) echocardiographic examinations, and blood sampling for measurement of natriuretic peptides prior to the intervention and twice or three times thereafter. Control children were examined once by 2D and 3D echocardiography. M-mode echocardiography was performed from the parasternal long axis view directed by 2D echocardiography. The left atrium-to-aorta (LA/Ao) ratio was calculated as an index of LA size. The end-diastolic and end-systolic dimensions of LV as well as the end-diastolic thicknesses of the interventricular septum and LV posterior wall were measured. LV volumes, and the fractional shortening (FS) and ejection fraction (EF) as indices of contractility were then calculated, and the z scores of LV dimensions determined. Diastolic function of LV was estimated from the mitral inflow signal obtained by Doppler echocardiography. In three-dimensional echocardiography, time-volume curves were used to determine end-diastolic and end-systolic volumes, stroke volume, and EF. Diastolic and systolic function of LV was estimated from the calculated first derivatives of these curves. Results: (I): In all children with ASD, during the one-year follow-up, the z score of the RV end-diastolic diameter decreased and that of LV increased. However, dilatation of RV did not resolve entirely during the follow-up in either treatment group. In addition, the size of LV increased more slowly in the surgical subgroup but reached control levels in both groups. Concentrations of natriuretic peptides in patients treated percutaneously increased during the first month after ASD closure and normalized thereafter, but in patients treated surgically, they remained higher than in controls. (II): In the PDA group, at baseline, the end-diastolic diameter of LV measured over 2SD in 5 of 33 patients. The median N-terminal pro-brain natriuretic peptide (proBNP) concentration before closure measured 72 ng/l in the control group and 141 ng/l in the PDA group (P = 0.001) and 6 months after closure measured 78.5 ng/l (P = NS). Patients differed from control subjects in indices of LV diastolic and systolic function at baseline, but by the end of follow-up, all these differences had disappeared. Even in the subgroup of patients with normal-sized LV at baseline, the LV end-diastolic volume decreased significantly during follow-up. (III): Before repair, the size and wall thickness of LV were higher in patients with CoA than in controls. Systolic blood pressure measured a median 123 mm Hg in patients before repair (P < 0.001) and 103 mm Hg one year thereafter, and 101 mm Hg in controls. The diameter of the coarctation segment measured a median 3.0 mm at baseline, and 7.9 at the 12-month (P = 0.006) follow-up. Thicknesses of the interventricular septum and posterior wall of the LV decreased after repair but increased to the initial level one year thereafter. The velocity time integrals of mitral inflow increased, but no changes were evident in LV dimensions or contractility. During follow-up, serum levels of natriuretic peptides decreased correlating with diastolic and systolic indices of LV function in 2D and 3D echocardiography. (IV): In 2D echocardiography, the interventricular septum and LV posterior wall were thicker, and velocity time integrals of mitral inflow shorter in patients with Mulibrey nanism than in controls. In 3D echocardiography, LV end-diastolic volume measured a median 51.9 (range 33.3 to 73.4) ml/m² in patients and 59.7 (range 37.6 to 87.6) ml/m² in controls (P = 0.040), and serum levels of ANPN and proBNP a median 0.54 (range 0.04 to 4.7) nmol/l and 289 (range 18 to 9170) ng/l, in patients and 0.28 (range 0.09 to 0.72) nmol/l (P < 0.001) and 54 (range 26 to 139) ng/l (P < 0.001) in controls. They correlated with several indices of diastolic LV function. Conclusions (I): During the one-year follow-up after the ASD closure, RV size decreased but did not normalize in all patients. The size of the LV normalized after ASD closure but the increase in LV size was slower in patients treated surgically than in those treated with the percutaneous technique. Serum levels of ANPN and proBNP were elevated prior to ASD closure but decreased thereafter to control levels in patients treated with the percutaneous technique but not in those treated surgically. (II): Changes in LV volume and function caused by PDA disappeared by 6 months after percutaneous closure. Even the children with normal-sized LV benefited from the procedure. (III): After repair of CoA, the RV size and the velocity time integrals of mitral inflow increased, and serum levels of natriuretic peptides decreased. Patients need close follow-up, despite cessation of LV pressure overload, since LV hypertrophy persisted even in normotensive patients with normal growth of the coarctation segment. (IV): In children with Mulibrey nanism, the LV wall was hypertrophied, with myocardial restriction and impairment of LV function. Significant correlations appeared between indices of LV function, size of the left atrium, and levels of natriuretic peptides, indicating that measurement of serum levels of natriuretic peptides can be used in the clinical follow-up of this patient group despite its dependence on loading conditions.

Dynamics of Barrierless and Activated Chemical Reactions in a Dispersive Medium within the Fractional Diffusion Equation Approach

Barrierless chemical reactions have often been modeled as a Brownian motion on a one-dimensional harmonic potential energy surface with a position-dependent reaction sink or window located near the minimum of the surface. This simple (but highly successful) description leads to a nonexponential survival probability only at small to intermediate times but exponential decay in the long-time limit. However, in several reactive events involving proteins and glasses, the reactions are found to exhibit a strongly nonexponential (power law) decay kinetics even in the long time. In order to address such reactions, here, we introduce a model of barrierless chemical reaction where the motion along the reaction coordinate sustains dispersive diffusion. A complete analytical solution of the model can be obtained only in the frequency domain, but an asymptotic solution is obtained in the limit of long time. In this case, the asymptotic long-time decay of the survival probability is a power law of the Mittag−Leffler functional form. When the barrier height is increased, the decay of the survival probability still remains nonexponential, in contrast to the ordinary Brownian motion case where the rate is given by the Smoluchowski limit of the well-known Kramers' expression. Interestingly, the reaction under dispersive diffusion is shown to exhibit strong dependence on the initial state of the system, thus predicting a strong dependence on the excitation wavelength for photoisomerization reactions in a dispersive medium. The theory also predicts a fractional viscosity dependence of the rate, which is often observed in the reactions occurring in complex environments.

Fractional damping: Stochastic origin and finite approximations

Fractional-order derivatives appear in various engineering applications including models for viscoelastic damping. Damping behavior of materials, if modeled using linear, constant coefficient differential equations, cannot include the long memory that fractional-order derivatives require. However, sufficiently great rnicrostructural disorder can lead, statistically, to macroscopic behavior well approximated by fractional order derivatives. The idea has appeared in the physics literature, but may interest an engineering audience. This idea in turn leads to an infinite-dimensional system without memory; a routine Galerkin projection on that infinite-dimensional system leads to a finite dimensional system of ordinary differential equations (ODEs) (integer order) that matches the fractional-order behavior over user-specifiable, but finite, frequency ranges. For extreme frequencies (small or large), the approximation is poor. This is unavoidable, and users interested in such extremes or in the fundamental aspects of true fractional derivatives must take note of it. However, mismatch in extreme frequencies outside the range of interest for a particular model of a real material may have little engineering impact.

Polymer melt dynamics: Microscopic roots of fractional viscoelasticity

The rheological properties of polymer melts and other complex macromolecular fluids are often successfully modeled by phenomenological constitutive equations containing fractional differential operators. We suggest a molecular basis for such fractional equations in terms of the generalized Langevin equation (GLE) that underlies the renormalized Rouse model developed by Schweizer [J. Chem. Phys. 91, 5802 (1989)]. The GLE describes the dynamics of the segments of a tagged chain under the action of random forces originating in the fast fluctuations of the surrounding polymer matrix. By representing these random forces as fractional Gaussian noise, and transforming the GLE into an equivalent diffusion equation for the density of the tagged chain segments, we obtain an analytical expression for the dynamic shear relaxation modulus G(t), which we then show decays as a power law in time. This power-law relaxation is the root of fractional viscoelastic behavior.

A novel fractional sampling offset estimation in an OFDM system

The Orthogonal Frequency Division Multiplexing (OFDM) is a form of Multi-Carrier Modulation where the data stream is transmitted over a number of carriers which are orthogonal to each other i.e. the carrier spacing is selected such that each carrier is located at the zeroes of all other carriers in the spectral domain. This paper proposes a new novel sampling offset estimation algorithm for an OFDM system in order to receive the OFDM data symbols error-free over the noisy channel at the receiver and to achieve fine timing synchronization between the transmitter and the receiver. The performance of this algorithm has been studied in AWGN, ADSL and SUI channels successfully.

Existence and approximations of solutions to some fractional order functional integral equations

In this paper we shall study a fractional order functional integral equation. In the first part of the paper, we proved the existence and uniqueness of mile and global solutions in a Banach space. In the second part of the paper, we used the analytic semigroups theory oflinear operators and the fixed point method to establish the existence, uniqueness and convergence of approximate solutions of the given problem in a separable Hilbert space. We also proved the existence and convergence of Faedo-Galerkin approximate solution to the given problem. Finally, we give an example.

Velocity-Space Contours of Collision Integrals

Based on the recently found closed-form expressions of the Boltzmann collision integrals in a rigid-sphere gas for multi-Maxwellian distributions, a few typical sets of contour surfaces of the integrals in the space of molecular velocities are presented. These show graphically the tendency toward equilibrium under the influence of collisions. A brief preliminary comparison with Monte Carlo results is also given.

A novel fractional sampling offset estimation in an OFDM system

The Orthogonal Frequency Division Multiplexing (OFDM) is a form of Multi-Carrier Modulation where the data stream is transmitted over a number of carriers which are orthogonal to each other i.e. the carrier spacing is selected such that each carrier is located at the zeroes of all other carriers in the spectral domain. This paper proposes a new novel sampling offset estimation algorithm for an OFDM system in order to receive the OFDM data symbols error-free over the noisy channel at the receiver and to achieve fine timing synchronization between the transmitter and the receiver. The performance of this algorithm has been studied in AWGN, ADSL and SUI channels successfully.

Approximation of solutions to fractional integral equation

In this paper we shall study a fractional integral equation in an arbitrary Banach space X. We used the analytic semigroups theory of linear operators and the fixed point method to establish the existence and uniqueness of solutions of the given problem. We also prove the existence of global solution. The existence and convergence of the Faedo–Galerkin solution to the given problem is also proved in a separable Hilbert space with some additional assumptions on the operator A. Finally we give an example to illustrate the applications of the abstract results.

Fractional quantum Hall edge: Effect of nonlinear dispersion and edge roton

According to Wen's theory, a universal behavior of the fractional quantum Hall edge is expected at sufficiently low energies, where the dispersion of the elementary edge excitation is linear. A microscopic calculation shows that the actual dispersion is indeed linear at low energies, but deviates from linearity beyond certain energy, and also exhibits an "edge roton minimum." We determine the edge exponent from a microscopic approach, and find that the nonlinearity of the dispersion makes a surprisingly small correction to the edge exponent even at energies higher than the roton energy. We explain this insensitivity as arising from the fact that the energy at maximum spectral weight continues to show an almost linear behavior up to fairly high energies. We also study, in an effective-field theory, how interactions modify the exponent for a reconstructed edge with multiple edge modes. Relevance to experiment is discussed.

Fractional-factorial design of a porous-carbon fuel-cell electrode

The use of fractional-factorial methods in the optimization of porous-carbon electrode structure is discussed with respect to weight-loss of carbon during gas treatment, weight and mixing time of binder, compaction temperature, time and pressure, and pressure of feed gas. The experimental optimization of an air electrode in alkaline solution is described.