Stochastic delay equations with non-negativity constraints driven by fractional Brownian motion

In this note we prove an existence and uniqueness result for the solution of multidimensional stochastic delay differential equations with normal reflection. The equations are driven by a fractional Brownian motion with Hurst parameter H > 1/2. The stochastic integral with respect to the fractional Brownian motion is a pathwise Riemann¿Stieltjes integral.

Criteria for hitting probabilities with applications to systems of stochastic wave equations

We develop several results on hitting probabilities of random fields which highlight the role of the dimension of the parameter space. This yields upper and lower bounds in terms of Hausdorff measure and Bessel-Riesz capacity, respectively. We apply these results to a system of stochastic wave equations in spatial dimension k >- 1 driven by a d-dimensional spatially homogeneous additive Gaussian noise that is white in time and colored in space.

Stochastic differential equations with random coefficients

In this paper we establish the existence and uniqueness of a solution for different types of stochastic differential equation with random initial conditions and random coefficients. The stochastic integral is interpreted as a generalized Stratonovich integral, and the techniques used to derive these results are mainly based on the path properties of the Brownian motion, and the definition of the Stratonovich integral.

Large deviations for stochastic Volterra equations

This paper is devoted to prove a large-deviation principle for solutions to multidimensional stochastic Volterra equations.

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.

Assessment of skinfold thickness equations in estimating body composition in children with inflammatory bowel

Introduction: Growth is a central process in paediatrics. Weight and height evaluation are therefore routine exams for every child but in some situation, particularly inflammatory bowel disease (IBD), a wider evaluation of nutritional status needs to be performed. The assessment of body composition is essential in order to maintain acceptable growth using the following techniques: Dual-energy X-ray absorptiometry (DEXA), bio-impedance-analysis (BIA) and anthropometric measurements (skinfold thickness skin), the latter being most easily available and most cost effective. Objectives: To assess the accuracy of skinfold equations in estimating percentage body fat (%BF) in children with inflammatory bowel disease (IBD), compared with assessment of body fat dual energy X-ray absorptiometry (DEXA). Methods: Twenty-one patients (11 females, 10 males; mean age: 14.3 years, range 12 - 16 years) with IBD (Crohn's disease n = 15, ulcerative colitis n = 6)). Estimated%BF was computed using 6 established equations based on the triceps, biceps, subscapular and suprailiac skinfolds (Deurenberg, Weststrate, Slaughter, Durnin & Rahaman, Johnston, Brook) and compared to DEXA. Concordance analysis was performed using Lin's concordance correlation and the Bland-Altman limits of agreement method. Results: Durnin & Rahaman's equation shows a higher Lin's concordance coefficient with a small difference amongst raw values for skinfolds and DEXA compared to the other equations. Correlation coefficient between mean and difference is close to zero with a non-significant Bradley-Blackwood test. Conclusion: Body composition in paediatric IBD patients using the Durnin & Rahaman skinfold-equation adequately reflects values obtained by DEXA.

Pavement Management Performance Modeling: Evaluating the Existing PCI Equations, RB14-013 2014

The work described in this report documents the activities performed for the evaluation, development, and enhancement of the Iowa Department of Transportation (DOT) pavement condition information as part of their pavement management system operation. The study covers all of the Iowa DOT’s interstate and primary National Highway System (NHS) and non-NHS system. A new pavement condition rating system that provides a consistent, unified approach in rating pavements in Iowa is being proposed. The proposed 100-scale system is based on five individual indices derived from specific distress data and pavement properties, and an overall pavement condition index, PCI-2, that combines individual indices using weighting factors. The different indices cover cracking, ride, rutting, faulting, and friction. The Cracking Index is formed by combining cracking data (transverse, longitudinal, wheel-path, and alligator cracking indices). Ride, rutting, and faulting indices utilize the International Roughness Index (IRI), rut depth, and fault height, respectively.

EEG signal analysis via a cleaning procedure based on multivariate empirical mode decomposition

Artifacts are present in most of the electroencephalography (EEG) recordings, making it difficult to interpret or analyze the data. In this paper a cleaning procedure based on a multivariate extension of empirical mode decomposition is used to improve the quality of the data. This is achieved by applying the cleaning method to raw EEG data. Then, a synchrony measure is applied on the raw and the clean data in order to compare the improvement of the classification rate. Two classifiers are used, linear discriminant analysis and neural networks. For both cases, the classification rate is improved about 20%.

On the approximation of the subgrid scale for systems of equations

Postprint (published version)

On periodic solutions of 2-periodic Lyness difference equations

We study the existence of periodic solutions of the non--autonomous periodic Lyness' recurrence u_{n+2}=(a_n+u_{n+1})/u_n, where {a_n} is a cycle with positive values a,b and with positive initial conditions. It is known that for a=b=1 all the sequences generated by this recurrence are 5-periodic. We prove that for each pair (a,b) different from (1,1) there are infinitely many initial conditions giving rise to periodic sequences, and that the family of recurrences have almost all the even periods. If a is not equal to b, then any odd period, except 1, appears.

Kinetic equations for difussion in the presence of entropic barriers

We use the mesoscopic nonequilibrium thermodynamics theory to derive the general kinetic equation of a system in the presence of potential barriers. The result is applied to a description of the evolution of systems whose dynamics is influenced by entropic barriers. We analyze in detail the case of diffusion in a domain of irregular geometry in which the presence of the boundaries induces an entropy barrier when approaching the exact dynamics by a coarsening of the description. The corresponding kinetic equation, named the Fick-Jacobs equation, is obtained, and its validity is generalized through the formulation of a scaling law for the diffusion coefficient which depends on the shape of the boundaries. The method we propose can be useful to analyze the dynamics of systems at the nanoscale where the presence of entropy barriers is a common feature.

Multivariate analyses of genotype x environment interaction of popcorn

The objectives of this work were to evaluate the genotype x environment (GxE) interaction for popcorn and to compare two multivariate analyses methods. Nine popcorn cultivars were sown on four dates one month apart during each of the agricultural years 1998/1999 and 1999/2000. The experiments were carried out using randomized block designs, with four replicates. The cv. Zélia contributed the least to the GxE interaction. The cv. Viçosa performed similarly to cv. Rosa-claro. Optimization of GxE was obtained for cv. CMS 42 for a favorable mega-environment, and for cv. CMS 43 for an unfavorable environment. Multivariate analysis supported the results from the method of Eberhart & Russell. The graphic analysis of the Additive Main effects and Multiplicative Interaction (AMMI) model was simple, allowing conclusions to be made about stability, genotypic performance, genetic divergence between cultivars, and the environments that optimize cultivar performance. The graphic analysis of the Genotype main effects and Genotype x Environment interaction (GGE) method added to AMMI information on environmental stratification, defining mega-environments and the cultivars that optimized performance in those mega-environments. Both methods are adequate to explain the genotype x environment interactions.