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.

Effect of decellularization on the load-bearing characteristics of articular cartilage matrix

The application of decellularized extracellular matrices to aid tissue regeneration in reconstructive surgery and regenerative medicine has been promising. Several decellularization protocols for removing cellular materials from natural tissues such as heart valves are currently in use. This paper evaluates the feasibility of potential extension of this methodology relative to the desirable properties of load bearing joint tissues such as stiffness, porosity and ability to recover adequately after deformation to facilitate physiological function. Two decellularization protocols, namely: Trypsin and Triton X-100 were evaluated against their effects on bovine articular cartilage, using biomechanical, biochemical and microstructural techniques. These analyses revealed that decellularization with trypsin resulted in severe loss of mechanical stiffness including deleterious collapse of the collagen architecture which in turn significantly compromised the porosity of the construct. In contrast, triton X-100 detergent treatment yielded samples that retain mechanical stiffness relative to that of the normal intact cartilage sample, but the resulting construct contained ruminant cellular constituents. We conclude that both of these common decellularization protocols are inadequate for producing constructs that can serve as effective replacement and scaffolds to regenerate articular joint tissue.

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.

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.

Nano-indentation studies on polymer matrix composites reinforced by few-layer graphene

The mechanical properties of polyvinyl alcohol (PVA) and poly(methyl methacrylate) (PMMA)-matrix composites reinforced by functionalized few-layer graphene (FG) have been evaluated using the nano-indentation technique. A significant increase in both the elastic modulus and hardness is observed with the addition of 0.6 wt% of graphene. The crystallinity of PVA also increases with the addition of FG. This and the good mechanical interaction between the polymer and the FG, which provides better load transfer between the matrix and the fiber, are suggested to be responsible for the observed improvement in mechanical properties of the polymers.

Inverse Sensitivity Analysis of Singular Solutions of FRF matrix in Structural System Identification

The problem of structural damage detection based on measured frequency response functions of the structure in its damaged and undamaged states is considered. A novel procedure that is based on inverse sensitivity of the singular solutions of the system FRF matrix is proposed. The treatment of possibly ill-conditioned set of equations via regularization scheme and questions on spatial incompleteness of measurements are considered. The application of the method in dealing with systems with repeated natural frequencies and (or) packets of closely spaced modes is demonstrated. The relationship between the proposed method and the methods based on inverse sensitivity of eigensolutions and frequency response functions is noted. The numerical examples on a 5-degree of freedom system, a one span free-free beam and a spatially periodic multi-span beam demonstrate the efficacy of the proposed method and its superior performance vis-a-vis methods based on inverse eigensensitivity.

Response And Stability Of A Stochastic Beam-Column Using Stochastic Fem

A beam-column resting on continuous Winkler foundation and discrete elastic supports is considered. The beam-column is of variable cross-section and the variation of sectional properties along the axis of the beam-column is deterministic. Young's modulus, mass per unit length and distributed axial loadings of the beam-column have a stochastic distribution. The foundation stiffness coefficient of the Winkler model, the stiffnesses of discrete elastic supports, stiffnesses of end springs and the end thrust, are all considered as random parameters. The material property fluctuations and distributed axial loadings are considered to constitute independent, one-dimension uni-variate homogeneous real stochastic fields in space. The foundation stiffness coefficient, stiffnesses of the discrete elastic supports, stiffnesses of end springs and the end thrust are considered to constitute independent random variables. Static response, free vibration and stability behaviour of the beam-column are studied. Hamilton's principle is used to formulate the problem using stochastic FEM. Sensitivity vectors of the response and stability parameters are evaluated. Using these statistics of free vibration frequencies, mode shapes, buckling parameters, etc., are evaluated. A numerical example is given.

Feasibility of autologous bone marrow mesenchymal stem cell-derived extracellular matrix scaffold for cartilage tissue engineering

Extracellular matrix (ECM) materials are widely used in cartilage tissue engineering. However, the current ECM materials are unsatisfactory for clinical practice as most of them are derived from allogenous or xenogenous tissue. This study was designed to develop a novel autologous ECM scaffold for cartilage tissue engineering. The autologous bone marrow mesenchymal stem cell-derived ECM (aBMSC-dECM) membrane was collected and fabricated into a three-dimensional porous scaffold via cross-linking and freeze-drying techniques. Articular chondrocytes were seeded into the aBMSC-dECM scaffold and atelocollagen scaffold, respectively. An in vitro culture and an in vivo implantation in nude mice model were performed to evaluate the influence on engineered cartilage. The current results showed that the aBMSC-dECM scaffold had a good microstructure and biocompatibility. After 4 weeks in vitro culture, the engineered cartilage in the aBMSC-dECM scaffold group formed thicker cartilage tissue with more homogeneous structure and higher expressions of cartilaginous gene and protein compared with the atelocollagen scaffold group. Furthermore, the engineered cartilage based on the aBMSC-dECM scaffold showed better cartilage formation in terms of volume and homogeneity, cartilage matrix content, and compressive modulus after 3 weeks in vivo implantation. These results indicated that the aBMSC-dECM scaffold could be a successful novel candidate scaffold for cartilage tissue engineering.

Performance modelling of a fault-tolerant real-time multiprocessor using stochastic Petri nets

The fault-tolerant multiprocessor (ftmp) is a bus-based multiprocessor architecture with real-time and fault- tolerance features and is used in critical aerospace applications. A preliminary performance evaluation is of crucial importance in the design of such systems. In this paper, we review stochastic Petri nets (spn) and developspn-based performance models forftmp. These performance models enable efficient computation of important performance measures such as processing power, bus contention, bus utilization, and waiting times.

Stochastic growth models for analyzing crustacean data

The contemporary methodology for growth models of organisms is based on continuous trajectories and thus it hinders us from modelling stepwise growth in crustacean populations. Growth models for fish are normally assumed to follow a continuous function, but a different type of model is needed for crustacean growth. Crustaceans must moult in order for them to grow. The growth of crustaceans is a discontinuous process due to the periodical shedding of the exoskeleton in moulting. The stepwise growth of crustaceans through the moulting process makes the growth estimation more complex. Stochastic approaches can be used to model discontinuous growth or what are commonly known as "jumps" (Figure 1). However, in stochastic growth model we need to ensure that the stochastic growth model results in only positive jumps. In view of this, we will introduce a subordinator that is a special case of a Levy process. A subordinator is a non-decreasing Levy process, that will assist in modelling crustacean growth for better understanding of the individual variability and stochasticity in moulting periods and increments. We develop the estimation methods for parameter estimation and illustrate them with the help of a dataset from laboratory experiments. The motivational dataset is from the ornate rock lobster, Panulirus ornatus, which can be found between Australia and Papua New Guinea. Due to the presence of sex effects on the growth (Munday et al., 2004), we estimate the growth parameters separately for each sex. Since all hard parts are shed too often, the exact age determination of a lobster can be challenging. However, the growth parameters for the aforementioned moult processes from tank data being able to estimate through: (i) inter-moult periods, and (ii) moult increment. We will attempt to derive a joint density, which is made up of two functions: one for moult increments and the other for time intervals between moults. We claim these functions are conditionally independent given pre-moult length and the inter-moult periods. The variables moult increments and inter-moult periods are said to be independent because of the Markov property or conditional probability. Hence, the parameters in each function can be estimated separately. Subsequently, we integrate both of the functions through a Monte Carlo method. We can therefore obtain a population mean for crustacean growth (e. g. red curve in Figure 1). [GRAPHICS]

Discussion of “Generalized estimating equations: Notes on the choice of the working correlation matrix”

Objective To discuss generalized estimating equations as an extension of generalized linear models by commenting on the paper of Ziegler and Vens "Generalized Estimating Equations. Notes on the Choice of the Working Correlation Matrix". Methods Inviting an international group of experts to comment on this paper. Results Several perspectives have been taken by the discussants. Econometricians have established parallels to the generalized method of moments (GMM). Statisticians discussed model assumptions and the aspect of missing data Applied statisticians; commented on practical aspects in data analysis. Conclusions In general, careful modeling correlation is encouraged when considering estimation efficiency and other implications, and a comparison of choosing instruments in GMM and generalized estimating equations, (GEE) would be worthwhile. Some theoretical drawbacks of GEE need to be further addressed and require careful analysis of data This particularly applies to the situation when data are missing at random.

On the probability that the determinant of an nxn matrix over a finite field vanishe

An expression is derived for the probability that the determinant of an n x n matrix over a finite field vanishes; from this it is deduced that for a fixed field this probability tends to 1 as n tends to.