Saddlepoint approximations to sensitivities of tail probabilities of random sums and comparisons with Monte Carlo estimators

This article proposes computing sensitivities of upper tail probabilities of random sums by the saddlepoint approximation. The considered sensitivity is the derivative of the upper tail probability with respect to the parameter of the summation index distribution. Random sums with Poisson or Geometric distributed summation indices and Gamma or Weibull distributed summands are considered. The score method with importance sampling is considered as an alternative approximation. Numerical studies show that the saddlepoint approximation and the method of score with importance sampling are very accurate. But the saddlepoint approximation is substantially faster than the score method with importance sampling. Thus, the suggested saddlepoint approximation can be conveniently used in various scientific problems.

Hormonal and Clinical Predictors for Post-egg Retrieval Pain in Women Undergoing Assisted Reproductive Technology Procedures

OBJECTIVES The intensity of post-egg retrieval pain is underestimated, with few studies examining post-procedural pain and predictors to identify women at risk for severe pain. We evaluated the influence of pre-procedural hormonal levels, ovarian factors, as well as mechanical temporal summation (mTS) as predictors for post-egg retrieval pain in women undergoing in vitro fertilization (IVF). METHODS Eighteen women scheduled for ultrasound-guided egg retrieval under standardized anesthesia and post-procedural analgesia were enrolled. Pre-procedural mTS, questionnaires, clinical data related to anesthesia and the procedure itself, post-procedural pain scores and pain medication for breakthrough pain were recorded. Statistical analysis included Pearson product moment correlations, Mann-Whitney U tests and multiple linear regressions. RESULTS Average peak post-egg retrieval pain during the first 24 hours was 5.0±1.6 on an NRS scale (0=no pain, 10=worst pain imaginable). Peak post-egg retrieval pain was correlated with basal antimullerian hormone (AMH) (r=0.549, P=0.018), pre-procedural peak estradiol (r=0.582, P=0.011), total number of follicles (r=0.517, P=0.028) and number of retrieved eggs (r=0.510, P=0.031). Ovarian hyperstimulation syndrome (OHSS) (n=4) was associated with higher basal AMH (P=0.004), higher peak pain scores (P=0.049), but not with peak estradiol (P=0.13). The mTS did not correlate with peak post-procedural pain (r=0.266, P=0.286), or peak estradiol level (r=0.090, P=0.899). DISCUSSION Peak post-egg retrieval pain intensity was higher than anticipated. Our results suggest that post-egg retrieval pain can be predicted by baseline AMH, high peak estradiol, and OHSS. Further studies to evaluate intra- and post-procedural pain in this population are needed, as well as clinical trials to assess post-procedural analgesia in women presenting with high hormonal levels.

Improving Cervical Cancer Nodal Boost Radiation Therapy by Quantifying Uncertainties and Exploring Advanced Radiation Therapy Modalities

Radiation therapy for patients with intact cervical cancer is frequently delivered using primary external beam radiation therapy (EBRT) followed by two fractions of intracavitary brachytherapy (ICBT). Although the tumor is the primary radiation target, controlling microscopic disease in the lymph nodes is just as critical to patient treatment outcome. In patients where gross lymphadenopathy is discovered, an extra EBRT boost course is delivered between the two ICBT fractions. Since the nodal boost is an addendum to primary EBRT and ICBT, the prescription and delivery must be performed considering previously delivered dose. This project aims to address the major issues of this complex process for the purpose of improving treatment accuracy while increasing dose sparing to the surrounding normal tissues. Because external beam boosts to involved lymph nodes are given prior to the completion of ICBT, assumptions must be made about dose to positive lymph nodes from future implants. The first aim of this project was to quantify differences in nodal dose contribution between independent ICBT fractions. We retrospectively evaluated differences in the ICBT dose contribution to positive pelvic nodes for ten patients who had previously received external beam nodal boost. Our results indicate that the mean dose to the pelvic nodes differed by up to 1.9 Gy between independent ICBT fractions. The second aim is to develop and validate a volumetric method for summing dose of the normal tissues during prescription of nodal boost. The traditional method of dose summation uses the maximum point dose from each modality, which often only represents the worst case scenario. However, the worst case is often an exaggeration when highly conformal therapy methods such as intensity modulated radiation therapy (IMRT) are used. We used deformable image registration algorithms to volumetrically sum dose for the bladder and rectum and created a voxel-by-voxel validation method. The mean error in deformable image registration results of all voxels within the bladder and rectum were 5 and 6 mm, respectively. Finally, the third aim explored the potential use of proton therapy to reduce normal tissue dose. A major physical advantage of protons over photons is that protons stop after delivering dose in the tumor. Although theoretically superior to photons, proton beams are more sensitive to uncertainties caused by interfractional anatomical variations, and must be accounted for during treatment planning to ensure complete target coverage. We have demonstrated a systematic approach to determine population-based anatomical margin requirements for proton therapy. The observed optimal treatment angles for common iliac nodes were 90° (left lateral) and 180° (posterior-anterior [PA]) with additional 0.8 cm and 0.9 cm margins, respectively. For external iliac nodes, lateral and PA beams required additional 0.4 cm and 0.9 cm margins, respectively. Through this project, we have provided radiation oncologists with additional information about potential differences in nodal dose between independent ICBT insertions and volumetric total dose distribution in the bladder and rectum. We have also determined the margins needed for safe delivery of proton therapy when delivering nodal boosts to patients with cervical cancer.

Various ratios of C1-C5 hydrocarbons, gas composition and computed temperature at DSDP Leg 64 Holes

I have evaluated shipboard data and preliminary interpretations related to organic geochemistry in light of additional shore-based analyses. Data on interstitial gas, the C/N ratio, and fluorescence indicate that organic matter was altered by sills and that these were all single intrusions except the upper sill complex at Site 481, which was a multiple emplacement. Site 477 had the highest in situ temperature, estimated from interstitial gas composition to be 225°C.

Sampling sites, sampled birds and plants of young larch plantations in Tokachi district, eastern Hokkaido, northern Japan, 2011

Models and data used to describe species-area relationships confound sampling with ecological process as they fail to acknowledge that estimates of species richness arise due to sampling. This compromises our ability to make ecological inferences from and about species-area relationships. We develop and illustrate hierarchical community models of abundance and frequency to estimate species richness. The models we propose separate sampling from ecological processes by explicitly accounting for the fact that sampled patches are seldom completely covered by sampling plots and that individuals present in the sampling plots are imperfectly detected. We propose a multispecies abundance model in which community assembly is treated as the summation of an ensemble of species-level Poisson processes and estimate patch-level species richness as a derived parameter. We use sampling process models appropriate for specific survey methods. We propose a multispecies frequency model that treats the number of plots in which a species occurs as a binomial process. We illustrate these models using data collected in surveys of early-successional bird species and plants in young forest plantation patches. Results indicate that only mature forest plant species deviated from the constant density hypothesis, but the null model suggested that the deviations were too small to alter the form of species-area relationships. Nevertheless, results from simulations clearly show that the aggregate pattern of individual species density-area relationships and occurrence probability-area relationships can alter the form of species-area relationships. The plant community model estimated that only half of the species present in the regional species pool were encountered during the survey. The modeling framework we propose explicitly accounts for sampling processes so that ecological processes can be examined free of sampling artefacts. Our modeling approach is extensible and could be applied to a variety of study designs and allows the inclusion of additional environmental covariates.

El Pisito 2011

Analyzing residential architecture in Spain today signifies tackling a complex, apparently fragmentary situation, one that makes comment or criticism quite difficult. In the last few years authority over housing and city planning has been transferred to the regions,1 and each has developed its own framework of laws, its own regulations and requirements, and has shaped urban and regional development on the basis of its own criteria. In parallel, schools of architecture have multiplied, reaching many of the zones previously regarded as ?peripheral.? It is easy to understand how the old administrative centrality has given way to a more pluralistic situation closer to the specific problems of each city and region. As a result cultural differences have been accentuated, even compromising the possibility of speaking of an ?architecture Spanish? or reducing it to a mere summation or mosaic of local circumstances. Part of the debate of recent years has been focused on underlining these differences. This essay takes the opposite approach. The premise from which it starts out is that analysis of the phenomenon of ?residential architecture in Spain? makes it possible to acknowledge the survival of a cultural unity that explains the present and the recent past and that does not conflict with the diversity of local experiences.

Structures subjected to Human Actions

In this paper we present the tests on a structure designed to be a gymnasium, which has natural frequencies within that range. In these tests the gym slab was instrumented with acceleration sensors and different people jumped on a force plate installed on the floor. The test results have been compared with predictions based on the two existing load modelling alternatives (Sim and SCI Guide) and two new methodologies for modelling jumping loads has been proposed. The results of the force plate trials were analysed in an attempt to better characterize the profile of the jump force and determine how best to approximate it. In the first proposed methodology the study is carried out in the frequency domain using an average power spectral density of the jumps. In the second proposed methodology, the jump force is decomposed into the summation of one peak with a large period and a number of peaks with smaller periods. Utilizing a similar model to that of the Sim model, the approximation will still be comprised of the summation of two quadratic cosine functions.

Time-multiscale methods for the simulation of slow transport problems in atomistic systems

En esta tesis presentamos una teoría adaptada a la simulación de fenómenos lentos de transporte en sistemas atomísticos. En primer lugar, desarrollamos el marco teórico para modelizar colectividades estadísticas de equilibrio. A continuación, lo adaptamos para construir modelos de colectividades estadísticas fuera de equilibrio. Esta teoría reposa sobre los principios de la mecánica estadística, en particular el principio de máxima entropía de Jaynes, utilizado tanto para sistemas en equilibrio como fuera de equilibrio, y la teoría de las aproximaciones del campo medio. Expresamos matemáticamente el problema como un principio variacional en el que maximizamos una entropía libre, en lugar de una energía libre. La formulación propuesta permite definir equivalentes atomísticos de variables macroscópicas como la temperatura y la fracción molar. De esta forma podemos considerar campos macroscópicos no uniformes. Completamos el marco teórico con reglas de cuadratura de Monte Carlo, gracias a las cuales obtenemos modelos computables. A continuación, desarrollamos el conjunto completo de ecuaciones que gobiernan procesos de transporte. Deducimos la desigualdad de disipación entrópica a partir de fuerzas y flujos termodinámicos discretos. Esta desigualdad nos permite identificar la estructura que deben cumplir los potenciales cinéticos discretos. Dichos potenciales acoplan las tasas de variación en el tiempo de las variables microscópicas con las fuerzas correspondientes. Estos potenciales cinéticos deben ser completados con una relación fenomenológica, del tipo definido por la teoría de Onsanger. Por último, aportamos validaciones numéricas. Con ellas ilustramos la capacidad de la teoría presentada para simular propiedades de equilibrio y segregación superficial en aleaciones metálicas. Primero, simulamos propiedades termodinámicas de equilibrio en el sistema atomístico. A continuación evaluamos la habilidad del modelo para reproducir procesos de transporte en sistemas complejos que duran tiempos largos con respecto a los tiempos característicos a escala atómica. ABSTRACT In this work, we formulate a theory to address simulations of slow time transport effects in atomic systems. We first develop this theoretical framework in the context of equilibrium of atomic ensembles, based on statistical mechanics. We then adapt it to model ensembles away from equilibrium. The theory stands on Jaynes' maximum entropy principle, valid for the treatment of both, systems in equilibrium and away from equilibrium and on meanfield approximation theory. It is expressed in the entropy formulation as a variational principle. We interpret atomistic equivalents of macroscopic variables such as the temperature and the molar fractions, wich are not required to be uniform, but can vary from particle to particle. We complement this theory with Monte Carlo summation rules for further approximation. In addition, we provide a framework for studying transport processes with the full set of equations driving the evolution of the system. We first derive a dissipation inequality for the entropic production involving discrete thermodynamic forces and fluxes. This discrete dissipation inequality identifies the adequate structure for discrete kinetic potentials which couple the microscopic field rates to the corresponding driving forces. Those kinetic potentials must finally be expressed as a phenomenological rule of the Onsanger Type. We present several validation cases, illustrating equilibrium properties and surface segregation of metallic alloys. We first assess the ability of a simple meanfield model to reproduce thermodynamic equilibrium properties in systems with atomic resolution. Then, we evaluate the ability of the model to reproduce a long-term transport process in complex systems.

Horizontal cells reveal cone type-specific adaptation in primate retina

The human cone visual system maintains contrast sensitivity over a wide range of ambient illumination, a property known as light adaptation. The first stage in light adaptation is believed to take place at the first neural step in vision, within the long, middle, and short wavelength sensitive cone photoreceptors. To determine the properties of adaptation in primate outer retina, we measured cone signals in second-order interneurons, the horizontal cells, of the macaque monkey. Horizontal cells provide a unique site for studying early adaptational mechanisms; they are but one synapse away from the photoreceptors, and each horizontal cell receives excitatory inputs from many cones. Light adaptation occurred over the entire range of light levels evaluated, a luminance range of 15–1,850 trolands. Adaptation was demonstrated to be independent in each cone type and to be spatially restricted. Thus, in primates, a major source of sensitivity regulation occurs before summation of cone signals in the horizontal cell.

New infinite families of exact sums of squares formulas, Jacobi elliptic functions, and Ramanujan’s tau function

In this paper, we give two infinite families of explicit exact formulas that generalize Jacobi’s (1829) 4 and 8 squares identities to 4n2 or 4n(n + 1) squares, respectively, without using cusp forms. Our 24 squares identity leads to a different formula for Ramanujan’s tau function τ(n), when n is odd. These results arise in the setting of Jacobi elliptic functions, Jacobi continued fractions, Hankel or Turánian determinants, Fourier series, Lambert series, inclusion/exclusion, Laplace expansion formula for determinants, and Schur functions. We have also obtained many additional infinite families of identities in this same setting that are analogous to the η-function identities in appendix I of Macdonald’s work [Macdonald, I. G. (1972) Invent. Math. 15, 91–143]. A special case of our methods yields a proof of the two conjectured [Kac, V. G. and Wakimoto, M. (1994) in Progress in Mathematics, eds. Brylinski, J.-L., Brylinski, R., Guillemin, V. & Kac, V. (Birkhäuser Boston, Boston, MA), Vol. 123, pp. 415–456] identities involving representing a positive integer by sums of 4n2 or 4n(n + 1) triangular numbers, respectively. Our 16 and 24 squares identities were originally obtained via multiple basic hypergeometric series, Gustafson’s Cℓ nonterminating 6φ5 summation theorem, and Andrews’ basic hypergeometric series proof of Jacobi’s 4 and 8 squares identities. We have (elsewhere) applied symmetry and Schur function techniques to this original approach to prove the existence of similar infinite families of sums of squares identities for n2 or n(n + 1) squares, respectively. Our sums of more than 8 squares identities are not the same as the formulas of Mathews (1895), Glaisher (1907), Ramanujan (1916), Mordell (1917, 1919), Hardy (1918, 1920), Kac and Wakimoto, and many others.

Detection of synchrony in the activity of auditory nerve fibers by octopus cells of the mammalian cochlear nucleus

The anatomical and biophysical specializations of octopus cells allow them to detect the coincident firing of groups of auditory nerve fibers and to convey the precise timing of that coincidence to their targets. Octopus cells occupy a sharply defined region of the most caudal and dorsal part of the mammalian ventral cochlear nucleus. The dendrites of octopus cells cross the bundle of auditory nerve fibers just proximal to where the fibers leave the ventral and enter the dorsal cochlear nucleus, each octopus cell spanning about one-third of the tonotopic array. Octopus cells are excited by auditory nerve fibers through the activation of rapid, calcium-permeable, α-amino-3-hydroxy-5-methyl-4-isoxazole-propionate receptors. Synaptic responses are shaped by the unusual biophysical characteristics of octopus cells. Octopus cells have very low input resistances (about 7 MΩ), and short time constants (about 200 μsec) as a consequence of the activation at rest of a hyperpolarization-activated mixed-cation conductance and a low-threshold, depolarization-activated potassium conductance. The low input resistance causes rapid synaptic currents to generate rapid and small synaptic potentials. Summation of small synaptic potentials from many fibers is required to bring an octopus cell to threshold. Not only does the low input resistance make individual excitatory postsynaptic potentials brief so that they must be generated within 1 msec to sum but also the voltage-sensitive conductances of octopus cells prevent firing if the activation of auditory nerve inputs is not sufficiently synchronous and depolarization is not sufficiently rapid. In vivo in cats, octopus cells can fire rapidly and respond with exceptionally well-timed action potentials to periodic, broadband sounds such as clicks. Thus both the anatomical specializations and the biophysical specializations make octopus cells detectors of the coincident firing of their auditory nerve fiber inputs.

RADIANCE-A planning software for intra-operative radiation therapy

In the last decades accumulated clinical evidence has proven that intra-operative radiation therapy (IORT) is a very valuable technique. In spite of that, planning technology has not evolved since its conception, being outdated in comparison to current state of the art in other radiotherapy techniques and therefore slowing down the adoption of IORT. RADIANCE is an IORT planning system, CE and FDA certified, developed by a consortium of companies, hospitals and universities to overcome such technological backwardness. RADIANCE provides all basic radiotherapy planning tools which are specifically adapted to IORT. These include, but are not limited to image visualization, contouring, dose calculation algorithms-Pencil Beam (PB) and Monte Carlo (MC), DVH calculation and reporting. Other new tools, such as surgical simulation tools have been developed to deal with specific conditions of the technique. Planning with preoperative images (preplanning) has been evaluated and the validity of the system being proven in terms of documentation, treatment preparation, learning as well as improvement of surgeons/radiation oncologists (ROs) communication process. Preliminary studies on Navigation systems envisage benefits on how the specialist to accurately/safely apply the pre-plan into the treatment, updating the plan as needed. Improvements on the usability of this kind of systems and workflow are needed to make them more practical. Preliminary studies on Intraoperative imaging could provide an improved anatomy for the dose computation, comparing it with the previous pre-plan, although not all devices in the market provide good characteristics to do so. DICOM.RT standard, for radiotherapy information exchange, has been updated to cover IORT particularities and enabling the possibility of dose summation with external radiotherapy. The effect of this planning technology on the global risk of the IORT technique has been assessed and documented as part of a failure mode and effect analysis (FMEA). Having these technological innovations and their clinical evaluation (including risk analysis) we consider that RADIANCE is a very valuable tool to the specialist covering the demands from professional societies (AAPM, ICRU, EURATOM) for current radiotherapy procedures.

Tenacidade ao impacto e resistência a fadiga de aço API 5L X70 modificado ao Nb

O transporte de gás e derivados de petróleo é realizado pelo uso de tubulações, denominadas de oleodutos ou gasodutos, que necessitam de elevados níveis de resistência mecânica e corrosão, aliadas a uma boa tenacidade à fratura e resistência à fadiga. A adição de elementos de liga nesses aços, Ti, V e Nb entre outros, é realizada para o atendimento destes níveis de resistência após o processamento termomecânico das chapas para fabricação destes dutos, utilizando-se a norma API 5L do American Petroleum Institute, API, para a classificação destes aços. A adição de elementos de liga em associação com o processamento termomecânico visa o refino de grão da microestrutura austenítica, o qual é transferido para a estrutura ferrítica resultante. O Brasil é o detentor das maiores reservas mundiais de nióbio, que tem sido apresentado como refinador da microestrutura mais eficiente que outros elementos, como o V e Ti. Neste trabalho dois aços, denominados Normal e Alto Nb foram estudados. A norma API propõe que a soma das concentrações de Nióbio, Vanádio e Titânio devem ser menores que 0,15% no aço. As concentrações no aço contendo mais alto Nb é de 0,107%, contra 0,082% do aço de composição normal, ou seja, ambos atendem o valor especificado pela norma API. Entretanto, os aços são destinados ao uso em dutovias pela PETROBRÁS que impõe limites nos elementos microligantes para os aços aplicados em dutovias. Deste modo estudos foram desenvolvidos para verificar se os parâmetros de resistência à tração, ductilidade, tenacidade ao impacto e resistência à propagação de trinca por fadiga, estariam em acordo com a norma API 5L grau X70 e com os resultados que outros pesquisadores têm encontrado para aços dessa classe. Ainda, como para a formação de uma dutovia os tubos são unidos uns aos outros por processo de soldagem (circunferencial), o estudo de fadiga foi estendido para as regiões da solda e zona termicamente afetada (ZTA). Como conclusão final observa-se que o aço API 5L X70 com Nb modificado, produzido conforme processo desenvolvido pela ArcelorMittal - Tubarão, apresenta os parâmetros de resistência e ductilidade em tração, resistência ao impacto e resistência a propagação de trinca em fadiga (PTF) similar aos aços API 5L X70 com teores de Nb = 0,06 % peso e aqueles da literatura com teores de Nb+Ti+V < 0,15% peso. O metal base, metal de solda e zona termicamente afetada apresentaram curvas da/dN x ΔK similares, com os parâmetros do material C e m, da equação de Paris, respectivamente na faixa de 3,3 - 4,2 e 1.3x10-10 - 5.0x10-10 [(mm/ciclo)/(MPa.m1/2)m].

Cálculo da força contra eletromotriz em máquinas síncronas com ímãs na superfície do rotor

O presente trabalho trata do cálculo da força contra eletromotriz em carga de uma máquina síncrona com ímãs na superfície do rotor (cuja forma de onda de força contra eletromotriz é não senoidal) sendo esta alimentada por correntes de fase cujas forma de onda são quadradas. Para conduzir esta investigação e calcular a força contra eletromotriz da máquina em estudo, faz-se uma revisão sobre o Método da Permeabilidade Fixa, método este que permite a linearização do ponto de operação da máquina. Dessa forma, as simulações são conduzidas por meio do método dos elementos finitos e do Método da Permeabilidade Fixa, levando-se em conta a forma de onda da corrente de alimentação. Atenção especial é dada ao modo que se analisa o fluxo concatenado e a forma de obtenção da força contra eletromotriz uma vez que as formas de onda do fluxo concatenado sofrem variações abruptas a cada 60º elétricos. Além destes parâmetros, analisa-se também cada uma das parcelas do torque eletromagnético, i.e., torque mútuo, torque de relutância e torque de borda, sendo realizado ao final do trabalho, uma comparação entre a soma da estimativa de cada parâmetro com o valor do torque eletromagnético obtido por meio de uma simulação não linear.

National defense into the 21st century : defining the issues /

"A special report from the Strategic Studies Institute."