Stochastic delay differential equations driven by fractional Brownian motion with Hurst parameter H 1/2

We consider the Cauchy problem for a stochastic delay differential equation driven by a fractional Brownian motion with Hurst parameter H>¿. We prove an existence and uniqueness result for this problem, when the coefficients are sufficiently regular. Furthermore, if the diffusion coefficient is bounded away from zero and the coefficients are smooth functions with bounded derivatives of all orders, we prove that the law of the solution admits a smooth density with respect to Lebesgue measure on R.

Predicting soil erosion using Rusle and NDVI time series from TM Landsat 5

The objective of this work was to evaluate the seasonal variation of soil cover and rainfall erosivity, and their influences on the revised universal soil loss equation (Rusle), in order to estimate watershed soil losses in a temporal scale. Twenty-two TM Landsat 5 images from 1986 to 2009 were used to estimate soil use and management factor (C factor). A corresponding rainfall erosivity factor (R factor) was considered for each image, and the other factors were obtained using the standard Rusle method. Estimated soil losses were grouped into classes and ranged from 0.13 Mg ha-1 on May 24, 2009 (dry season) to 62.0 Mg ha-1 on March 11, 2007 (rainy season). In these dates, maximum losses in the watershed were 2.2 and 781.5 Mg ha-1 , respectively. Mean annual soil loss in the watershed was 109.5 Mg ha-1 , but the central area, with a loss of nearly 300.0 Mg ha-1 , was characterized as a site of high water-erosion risk. The use of C factor obtained from remote sensing data, associated to corresponding R factor, was fundamental to evaluate the soil erosion estimated by the Rusle in different seasons, unlike of other studies which keep these factors constant throughout time.

Positive time-frequency distributions based on joint marginal constraints

This correspondence studies the formulation of members ofthe Cohen-Posch class of positive time-frequency energy distributions.Minimization of cross-entropy measures with respect to different priorsand the case of no prior or maximum entropy were considered. It isconcluded that, in general, the information provided by the classicalmarginal constraints is very limited, and thus, the final distributionheavily depends on the prior distribution. To overcome this limitation,joint time and frequency marginals are derived based on a "directioninvariance" criterion on the time-frequency plane that are directly relatedto the fractional Fourier transform.

Comparison of central macular thickness (CMT) measurement between time domain and spectral domain (SD) optical coherence tomography (OCT) and reproducibility of SD OCT in active neovascular AMD

Purpose: To evaluate the reproducibility of Cirrus-SD OCT measurements and to compare central macular thickness (CMT) measurements between TD-Stratus and SD-Cirrus OCT in patients with active exudative AMD. Methods: Consecutive case series of patients with active exudative AMD seen in the Medical Retina Department. Patients underwent 1 scan with Stratus (macular thickness map protocol) and 5 scans with Cirrus (Macular Cube protocol) at the same visit by the same experienced examiner. To be included, patients best-corrected visual acuity (BCVA) had to be >20/200 while all scans had to be of sufficient quality, well-centered and at least one Cirrus scan with CMT >300 microns. The repeatability of the SD Cirrus was estimated by using all 5 CMT measurements and the mean of the Cirrus measurements was compared with the CMT obtained by TD Stratus. Results: Cirrus OCT demonstrated high intraobserver repeatability at the central foveal region (ICC 96%). The mean of the CMT measurements was 321microns for Stratus and 387 microns for Cirrus. The average difference was 65m (SD=30). The coefficient of concordance between Stratus and Cirrus CMT measurements was rho=0,749 with a high precision and a moderate accuracy. The equation of the line of regression between Stratus and meanCirrus is given by the following: M_stratus = 0,848 x m_cirrus - 4,496 (1).Conclusions: The Cirrus macular cube protocol allows reproducible CMT measurements in patients with active exudative AMD. In cases of upgrading from TD to SD use and vice versa, there is the possibility to predict the measurements by using the equation (1). These real life data and conclusions can help in improving our clinical management of patients with neovascular AMD.

Unifying Time to Contact Estimation and Collision Avoidance across Species

The -function and the -function are phenomenological models that are widely used in the context of timing interceptive actions and collision avoidance, respectively. Both models were previously considered to be unrelated to each other: is a decreasing function that provides an estimation of time-to-contact (ttc) in the early phase of an object approach; in contrast, has a maximum before ttc. Furthermore, it is not clear how both functions could be implemented at the neuronal level in a biophysically plausible fashion. Here we propose a new framework the corrected modified Tau function capable of predicting both -type ("") and -type ("") responses. The outstanding property of our new framework is its resilience to noise. We show that can be derived from a firing rate equation, and, as , serves to describe the response curves of collision sensitive neurons. Furthermore, we show that predicts the psychophysical performance of subjects determining ttc. Our new framework is thus validated successfully against published and novel experimental data. Within the framework, links between -type and -type neurons are established. Therefore, it could possibly serve as a model for explaining the co-occurrence of such neurons in the brain.

Unifying Time to Contact Estimation and Collision Avoidance across Species

The -function and the -function are phenomenological models that are widely used in the context of timing interceptive actions and collision avoidance, respectively. Both models were previously considered to be unrelated to each other: is a decreasing function that provides an estimation of time-to-contact (ttc) in the early phase of an object approach; in contrast, has a maximum before ttc. Furthermore, it is not clear how both functions could be implemented at the neuronal level in a biophysically plausible fashion. Here we propose a new framework- the corrected modified Tau function- capable of predicting both -type ("") and -type ("") responses. The outstanding property of our new framework is its resilience to noise. We show that can be derived from a firing rate equation, and, as , serves to describe the response curves of collision sensitive neurons. Furthermore, we show that predicts the psychophysical performance of subjects determining ttc. Our new framework is thus validated successfully against published and novel experimental data. Within the framework, links between -type and -type neurons are established. Therefore, it could possibly serve as a model for explaining the co-occurrence of such neurons in the brain.

Transient shear banding in time-dependent fluids

We study the dynamics of shear-band formation and evolution using a simple rheological model. The description couples the local structure and viscosity to the applied shear stress. We consider in detail the Couette geometry, where the model is solved iteratively with the Navier-Stokes equation to obtain the time evolution of the local velocity and viscosity fields. It is found that the underlying reason for dynamic effects is the nonhomogeneous shear distribution, which is amplified due to a positive feedback between the flow field and the viscosity response of the shear thinning fluid. This offers a simple explanation for the recent observations of transient shear banding in time-dependent fluids. Extensions to more complicated rheological systems are considered.

Evolution of T1 Relaxation, ADC, and Fractional Anisotropy during Early Brain Maturation: A Serial Imaging Study on Preterm Infants.

BACKGROUND AND PURPOSE: The alteration of brain maturation in preterm infants contributes to neurodevelopmental disabilities during childhood. Serial imaging allows understanding of the mechanisms leading to dysmaturation in the preterm brain. The purpose of the present study was to provide reference quantitative MR imaging measures across time in preterm infants, by using ADC, fractional anisotropy, and T1 maps obtained by using the magnetization-prepared dual rapid acquisition of gradient echo technique. MATERIALS AND METHODS: We included preterm neonates born at <30 weeks of gestational age without major brain lesions on early cranial sonography and performed 3 MRIs (3T) from birth to term-equivalent age. Multiple measurements (ADC, fractional anisotropy, and T1 relaxation) were performed on each examination in 12 defined white and gray matter ROIs. RESULTS: We acquired 107 MRIs (35 early, 33 intermediary, and 39 at term-equivalent age) in 39 cerebral low-risk preterm infants. Measures of T1 relaxation time showed a gradual and significant decrease with time in a region- and hemispheric-specific manner. ADC values showed a similar decline with time, but with more variability than T1 relaxation. An increase of fractional anisotropy values was observed in WM regions and inversely a decrease in the cortex. CONCLUSIONS: The gradual change with time reflects the progressive maturation of the cerebral microstructure in white and gray matter. Our study provides reference trajectories from 25 to 40 weeks of gestation of T1 relaxation, ADC, and fractional anisotropy values in low-risk preterm infants. We speculate that deviation thereof might reflect disturbed cerebral maturation; the correlation of this disturbed maturation with neurodevelopmental outcome remains to be addressed.

Finite-temperature T matrix in a real-time formalism

A generalized off-shell unitarity relation for the two-body scattering T matrix in a many-body medium at finite temperature is derived, through a consistent real-time perturbation expansion by means of Feynman diagrams. We comment on perturbation schemes at finite temperature in connection with an erroneous formulation of the Dyson equation in a paper recently published.

Estimation of evaporation in the Banabuiú dam, in the state of Ceará, Brazil, by different combined methods, derived from the Penman equation

The state of Ceará, Brazil, has 75% of its area covered by Brazilian semiarid, with its peculiar features. In this state, the dams are constituted in water structure of strategic importance, ensuring, both in time and space, the development and supply of water to population. However, construction of reservoirs results in various impacts that should be carefully observed when deciding on their implementation. One of the impacts identified as negative is the increased evaporation, which constitutes a major component of water balance in reservoirs, especially in arid regions. Several methods for estimating evaporation have been proposed over time, many of them deriving from the Penman equation. This study evaluated six different methods for estimating evaporation in order to determine the most suitable for use in hydrological models for water balance in reservoirs in the state of Ceará. The tested methods were proposed by Penman, Kohler-Nordenson-Fox, Priestley-Taylor, deBruim-Keijman, Brutsaert-Stricker and deBruim. The methods presented good performance when tested for water balance during the dry season, and the Priestley-Taylor was the most appropriate, since the data from de simulated water balance with evaporation estimated by this method were the closest of the water balance data observed from measures of reservoir level and the elevation-volume curve provided by the Company of Management of Water Resources of the state of Ceará - COGERH.

Chaotic Behaviour of Active Magnetic Bearing System by Time Series Analysis

Chaotic behaviour is one of the hardest problems that can happen in nonlinear dynamical systems with severe nonlinearities. It makes the system's responses unpredictable. It makes the system's responses to behave similar to noise. In some applications it should be avoided. One of the approaches to detect the chaotic behaviour is nding the Lyapunov exponent through examining the dynamical equation of the system. It needs a model of the system. The goal of this study is the diagnosis of chaotic behaviour by just exploring the data (signal) without using any dynamical model of the system. In this work two methods are tested on the time series data collected from AMB (Active Magnetic Bearing) system sensors. The rst method is used to nd the largest Lyapunov exponent by Rosenstein method. The second method is a 0-1 test for identifying chaotic behaviour. These two methods are used to detect if the data is chaotic. By using Rosenstein method it is needed to nd the minimum embedding dimension. To nd the minimum embedding dimension Cao method is used. Cao method does not give just the minimum embedding dimension, it also gives the order of the nonlinear dynamical equation of the system and also it shows how the system's signals are corrupted with noise. At the end of this research a test called runs test is introduced to show that the data is not excessively noisy.

Time Reversibility of Stationary Regular Finite State Markov Chains

We propose an alternate parameterization of stationary regular finite-state Markov chains, and a decomposition of the parameter into time reversible and time irreversible parts. We demonstrate some useful properties of the decomposition, and propose an index for a certain type of time irreversibility. Two empirical examples illustrate the use of the proposed parameter, decomposition and index. One involves observed states; the other, latent states.

Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series

We consider the problem of testing whether the observations X1, ..., Xn of a time series are independent with unspecified (possibly nonidentical) distributions symmetric about a common known median. Various bounds on the distributions of serial correlation coefficients are proposed: exponential bounds, Eaton-type bounds, Chebyshev bounds and Berry-Esséen-Zolotarev bounds. The bounds are exact in finite samples, distribution-free and easy to compute. The performance of the bounds is evaluated and compared with traditional serial dependence tests in a simulation experiment. The procedures proposed are applied to U.S. data on interest rates (commercial paper rate).

Development of Time - Frequency Techniques for Sonar Applications

Sonar signal processing comprises of a large number of signal processing algorithms for implementing functions such as Target Detection, Localisation, Classification, Tracking and Parameter estimation. Current implementations of these functions rely on conventional techniques largely based on Fourier Techniques, primarily meant for stationary signals. Interestingly enough, the signals received by the sonar sensors are often non-stationary and hence processing methods capable of handling the non-stationarity will definitely fare better than Fourier transform based methods.Time-frequency methods(TFMs) are known as one of the best DSP tools for nonstationary signal processing, with which one can analyze signals in time and frequency domains simultaneously. But, other than STFT, TFMs have been largely limited to academic research because of the complexity of the algorithms and the limitations of computing power. With the availability of fast processors, many applications of TFMs have been reported in the fields of speech and image processing and biomedical applications, but not many in sonar processing. A structured effort, to fill these lacunae by exploring the potential of TFMs in sonar applications, is the net outcome of this thesis. To this end, four TFMs have been explored in detail viz. Wavelet Transform, Fractional Fourier Transfonn, Wigner Ville Distribution and Ambiguity Function and their potential in implementing five major sonar functions has been demonstrated with very promising results. What has been conclusively brought out in this thesis, is that there is no "one best TFM" for all applications, but there is "one best TFM" for each application. Accordingly, the TFM has to be adapted and tailored in many ways in order to develop specific algorithms for each of the applications.

Closure of the Monte Carlo dynamical equation in the spherical Sherrington-Kirkpatrick model

We study the analytical solution of the Monte Carlo dynamics in the spherical Sherrington-Kirkpatrick model using the technique of the generating function. Explicit solutions for one-time observables (like the energy) and two-time observables (like the correlation and response function) are obtained. We show that the crucial quantity which governs the dynamics is the acceptance rate. At zero temperature, an adiabatic approximation reveals that the relaxational behavior of the model corresponds to that of a single harmonic oscillator with an effective renormalized mass.