Stochastic dynamics of interacting haematopoietic stem cell niche lineages

Since we still know very little about stem cells in their natural environment, it is useful to explore their dynamics through modelling and simulation, as well as experimentally. Most models of stem cell systems are based on deterministic differential equations that ignore the natural heterogeneity of stem cell populations. This is not appropriate at the level of individual cells and niches, when randomness is more likely to affect dynamics. In this paper, we introduce a fast stochastic method for simulating a metapopulation of stem cell niche lineages, that is, many sub-populations that together form a heterogeneous metapopulation, over time. By selecting the common limiting timestep, our method ensures that the entire metapopulation is simulated synchronously. This is important, as it allows us to introduce interactions between separate niche lineages, which would otherwise be impossible. We expand our method to enable the coupling of many lineages into niche groups, where differentiated cells are pooled within each niche group. Using this method, we explore the dynamics of the haematopoietic system from a demand control system perspective. We find that coupling together niche lineages allows the organism to regulate blood cell numbers as closely as possible to the homeostatic optimum. Furthermore, coupled lineages respond better than uncoupled ones to random perturbations, here the loss of some myeloid cells. This could imply that it is advantageous for an organism to connect together its niche lineages into groups. Our results suggest that a potential fruitful empirical direction will be to understand how stem cell descendants communicate with the niche and how cancer may arise as a result of a failure of such communication.

A stochastic exponential Euler scheme for simulation of stiff biochemical reaction systems

In order to simulate stiff biochemical reaction systems, an explicit exponential Euler scheme is derived for multidimensional, non-commutative stochastic differential equations with a semilinear drift term. The scheme is of strong order one half and A-stable in mean square. The combination with this and the projection method shows good performance in numerical experiments dealing with an alternative formulation of the chemical Langevin equation for a human ether a-go-go related gene ion channel mode

One practical algorithm for both stochastic and adversarial bandits

We present an algorithm for multiarmed bandits that achieves almost optimal performance in both stochastic and adversarial regimes without prior knowledge about the nature of the environment. Our algorithm is based on augmentation of the EXP3 algorithm with a new control lever in the form of exploration parameters that are tailored individually for each arm. The algorithm simultaneously applies the “old” control lever, the learning rate, to control the regret in the adversarial regime and the new control lever to detect and exploit gaps between the arm losses. This secures problem-dependent “logarithmic” regret when gaps are present without compromising on the worst-case performance guarantee in the adversarial regime. We show that the algorithm can exploit both the usual expected gaps between the arm losses in the stochastic regime and deterministic gaps between the arm losses in the adversarial regime. The algorithm retains “logarithmic” regret guarantee in the stochastic regime even when some observations are contaminated by an adversary, as long as on average the contamination does not reduce the gap by more than a half. Our results for the stochastic regime are supported by experimental validation.

Estimating the parameters of stochastic volatility models using option price data

This article describes a maximum likelihood method for estimating the parameters of the standard square-root stochastic volatility model and a variant of the model that includes jumps in equity prices. The model is fitted to data on the S&P 500 Index and the prices of vanilla options written on the index, for the period 1990 to 2011. The method is able to estimate both the parameters of the physical measure (associated with the index) and the parameters of the risk-neutral measure (associated with the options), including the volatility and jump risk premia. The estimation is implemented using a particle filter whose efficacy is demonstrated under simulation. The computational load of this estimation method, which previously has been prohibitive, is managed by the effective use of parallel computing using graphics processing units (GPUs). The empirical results indicate that the parameters of the models are reliably estimated and consistent with values reported in previous work. In particular, both the volatility risk premium and the jump risk premium are found to be significant.

Scattering of electromagnetic waves from chirally coated cylinders

The problem of electromagnetic scattering from an isotropic homogeneous chirally coated conducting cylinder is analysed. The cylinder is assumed to be illuminated by either a transverse magnetic or a transverse electric wave. Mie's analysis is used to evaluate the scattering characteristics. The computed results include the evaluation of the normalized scattering width and the absorption efficiency. The results show that there is a significant reduction in the normalized scattering width as compared to a RAM coated cylinder. This reduction has been attributed to increased absorption.

Analysis and design of beam-shaped rectangular polyrod antennas

Theoretical and experimental investigations on the near field and radiation characteristics show a fairly good agreement which justifies the TE(11)(x) mode of excitation. Eight polyrod antennas of different configurations were built and tested as functions of taper angles, straight and curved axial lengths, and frequency of excitation. It is found that the radiation patterns. cross-polarization level, beamwidth and gain could be controlled not only by the axial length and taper angles but also by shaping the axis of the polyrods in order to realize an optimum design

Stochastic differential games with multiple modes

We have studied two person stochastic differential games with multiple modes. For the zero-sum game we have established the existence of optimal strategies for both players. For the nonzero-sum case we have proved the existence of a Nash equilibrium.

Twist phase in Gaussian-beam optics

The recently discovered twist phase is studied in the context of the full ten-parameter family of partially coherent general anisotropic Gaussian Schell-model beams. It is shown that the nonnegativity requirement on the cross-spectral density of the beam demands that the strength of the twist phase be bounded from above by the inverse of the transverse coherence area of the beam. The twist phase as a two-point function is shown to have the structure of the generalized Huygens kernel or Green's function of a first-order system. The ray-transfer matrix of this system is exhibited. Wolf-type coherent-mode decomposition of the twist phase is carried out. Imposition of the twist phase on an otherwise untwisted beam is shown to result in a linear transformation in the ray phase space of the Wigner distribution. Though this transformation preserves the four-dimensional phase-space volume, it is not symplectic and hence it can, when impressed on a Wigner distribution, push it out of the convex set of all bona fide Wigner distributions unless the original Wigner distribution was sufficiently deep into the interior of the set.

Fluctuations in protein synthesis from a single RNA template: Stochastic kinetics of ribosomes

Proteins are polymerized by cyclic machines called ribosomes, which use their messenger RNA (mRNA) track also as the corresponding template, and the process is called translation. We explore, in depth and detail, the stochastic nature of the translation. We compute various distributions associated with the translation process; one of them-namely, the dwell time distribution-has been measured in recent single-ribosome experiments. The form of the distribution, which fits best with our simulation data, is consistent with that extracted from the experimental data. For our computations, we use a model that captures both the mechanochemistry of each individual ribosome and their steric interactions. We also demonstrate the effects of the sequence inhomogeneities of real genes on the fluctuations and noise in translation. Finally, inspired by recent advances in the experimental techniques of manipulating single ribosomes, we make theoretical predictions on the force-velocity relation for individual ribosomes. In principle, all our predictions can be tested by carrying out in vitro experiments.

Intermittent Dynamics, Stochastic Resonance and Dynamical Heterogeneity in Supercooled Liquid Water

Here we find through computer simulations and theoretical analysis that the low temperature thermodynamic anomalies of liquid water arises from the intermittent fluctuation between its high density and low density forms, consisting largely of 5-coordinated and 4-coordinated water molecules, respectively. The fluctuations exhibit strong dynamic heterogeneity (defined by the four point time correlation function), accompanied by a divergence like growth of the dynamic correlation length, of the type encountered in fragile supercooled liquids. The intermittency has been explained by invoking a two state model often employed to understand stochastic resonance, with the relevant periodic perturbation provided here by the fluctuation of the total volume of the system.

Integral Formulation of the Problem of Current Distribution in Compulsator Wires of Electromagnetic Launchers and Railguns

Compulsators are power sources of choice for use in electromagnetic launchers and railguns. These devices hold the promise of reducing unit costs of payload to orbit. In an earlier work, the author had calculated the current distribution in compulsator wires by considering the wire to be split into a finite number of separate wires. The present work develops an integral formulation of the problem of current distribution in compulsator wires which leads to an integrodifferential equation. Analytical solutions, including those for the integration constants, are obtained in closed form. The analytical solutions present a much clearer picture of the effect of various input parameters on the cross-sectional current distribution and point to ways in which the desired current density distribution can be achieved. Results are graphically presented and discussed, with particular reference to a 50-kJ compulsator in Bangalore. Finite-element analysis supports the results.

Reconstruction from incomplete data in cone-beam tomography

A method for reconstruction of an object f(x) x=(x,y,z) from a limited set of cone-beam projection data has been developed. This method uses a modified form of convolution back-projection and projection onto convex sets (POCS) for handling the limited (or incomplete) data problem. In cone-beam tomography, one needs to have a complete geometry to completely reconstruct the original three-dimensional object. While complete geometries do exist, they are of little use in practical implementations. The most common trajectory used in practical scanners is circular, which is incomplete. It is, however, possible to recover some of the information of the original signal f(x) based on a priori knowledge of the nature of f(x). If this knowledge can be posed in a convex set framework, then POCS can be utilized. In this report, we utilize this a priori knowledge as convex set constraints to reconstruct f(x) using POCS. While we demonstrate the effectiveness of our algorithm for circular trajectories, it is essentially geometry independent and will be useful in any limited-view cone-beam reconstruction.

Constraining the low-energy pion electromagnetic form factor with space-like and phase of time-like data

The Taylor coefficients c and d of the EM form factor of the pion are constrained using analyticity, knowledge of the phase of the form factor in the time-like region, 4m(pi)(2) <= t <= t(in) and its value at one space-like point, using as input the (g - 2) of the muon. This is achieved using the technique of Lagrange multipliers, which gives a transparent expression for the corresponding bounds. We present a detailed study of the sensitivity of the bounds to the choice of time-like phase and errors present in the space-like data, taken from recent experiments. We find that our results constrain c stringently. We compare our results with those in the literature and find agreement with the chiral perturbation-theory results for c. We obtain d similar to O(10) GeV-6 when c is set to the chiral perturbation-theory values.

Equivalent Circuit Analysis of Serpentine Folded-waveguide Slow-wave Structures for Millimeter-wave Traveling-wave Tubes

A simple equivalent circuit model for the analysis of dispersion and interaction impedance characteristics of serpentine folded-waveguide slow-wave structure was developed by considering the straight and curved portions of structure supporting the dominant TE10-mode of the rectangular waveguide. Expressions for the lumped capacitance and inductance per period of the slow-wave structure were derived in terms of the physical dimensions of the structure, incorporating the effects of the beam-hole in the lumped parameters. The lumped parameters were subsequently interpreted for obtaining the dispersion and interaction impedance characteristics of the structure. The analysis was simple yet accurate in predicting the dispersion and interaction impedance behaviour at millimeter-wave frequencies. The analysis was benchmarked against measurement as well as with 3D electromagnetic modeling using MAFIA for two typical slow-wave structures (one at the Ka-band and the other at the W-band) and close agreement observed.

Analysis of Rectangular Folded-Waveguide Millimeter-Wave Slow-wave Structures using Conformal Transformations

An analysis of rectangular folded-waveguide slow-wave structure was developed using conformal mapping technique through Schwarz's polygon transformation and closed form expressions for the lumped capacitance and inductance per period of the slow-wave structure were derived in terms of the physical dimensions of the structure, incorporating the effects of the beam hole in the lumped parameters. The lumped parameters were subsequently interpreted for obtaining the dispersion and interaction impedance characteristics of the structure. The analysis was benchmarked for two typical millimeter-wave structures, one operating in Ka-band and the other operating in Q-band, against measurement and 3D electromagnetic modeling using MAFIA.