Coronary optical frequency domain imaging (OFDI) for in vivo evaluation of stent healing: comparison with light and electron microscopy

Coronary late stent thrombosis, a rare but devastating complication, remains an important concern in particular with the increasing use of drug-eluting stents. Notably, pathological studies have indicated that the proportion of uncovered coronary stent struts represents the best morphometric predictor of late stent thrombosis. Intracoronary optical frequency domain imaging (OFDI), a novel second-generation optical coherence tomography (OCT)-derived imaging method, may allow rapid imaging for the detection of coronary stent strut coverage with a markedly higher precision when compared with intravascular ultrasound, due to a microscopic resolution (axial approximately 10-20 microm), and at a substantially increased speed of image acquisition when compared with first-generation time-domain OCT. However, a histological validation of coronary OFDI for the evaluation of stent strut coverage in vivo is urgently needed. Hence, the present study was designed to evaluate the capacity of coronary OFDI by electron (SEM) and light microscopy (LM) analysis to detect and evaluate stent strut coverage in a porcine model.

Native EEG and treatment effects in neuroleptic-naïve schizophrenic patients: time and frequency domain approaches

Time domain analysis of electroencephalography (EEG) can identify subsecond periods of quasi-stable brain states. These so-called microstates assumingly correspond to basic units of cognition and emotion. On the other hand, Global Field Synchronization (GFS) is a frequency domain measure to estimate functional synchronization of brain processes on a global level for each EEG frequency band [Koenig, T., Lehmann, D., Saito, N., Kuginuki, T., Kinoshita, T., Koukkou, M., 2001. Decreased functional connectivity of EEG theta-frequency activity in first-episode, neuroleptic-naive patients with schizophrenia: preliminary results. Schizophr Res. 50, 55-60.]. Using these time and frequency domain analyzes, several previous studies reported shortened microstate duration in specific microstate classes and decreased GFS in theta band in drug naïve schizophrenia compared to controls. The purpose of this study was to investigate changes of these EEG parameters after drug treatment in drug naïve schizophrenia. EEG analysis was performed in 21 drug-naive patients and 21 healthy controls. 14 patients were reevaluated 2-8 weeks (mean 4.3) after the initiation of drug administration. The results extended findings of treatment effect on brain functions in schizophrenia, and imply that shortened duration of specific microstate classes seems a state marker especially in patients with later neuroleptic responsive, while lower theta GFS seems a state-related phenomenon and that higher gamma GFS is a trait like phenomenon.

Influence of Mechanical and Thermal Boundary Conditions on Stabilizing/Destabilizing Mechanisms in Evaporating Liquid Films

Liquid films, evaporating or non-evaporating, are ubiquitous in nature and technology. The dynamics of evaporating liquid films is a study applicable in several industries such as water recovery, heat exchangers, crystal growth, drug design etc. The theory describing the dynamics of liquid films crosses several fields such as engineering, mathematics, material science, biophysics and volcanology to name a few. Interfacial instabilities typically manifest by the undulation of an interface from a presumed flat state or by the onset of a secondary flow state from a primary quiescent state or both. To study the instabilities affecting liquid films, an evaporating/non-evaporating Newtonian liquid film is subject to a perturbation. Numerical analysis is conducted on configurations of such liquid films being heated on solid surfaces in order to examine the various stabilizing and destabilizing mechanisms that can cause the formation of different convective structures. These convective structures have implications towards heat transfer that occurs via this process. Certain aspects of this research topic have not received attention, as will be obvious from the literature review. Static, horizontal liquid films on solid surfaces are examined for their resistance to long wave type instabilities via linear stability analysis, method of normal modes and finite difference methods. The spatiotemporal evolution equation, available in literature, describing the time evolution of a liquid film heated on a solid surface, is utilized to analyze various stabilizing/destabilizing mechanisms affecting evaporating and non-evaporating liquid films. The impact of these mechanisms on the film stability and structure for both buoyant and non-buoyant films will be examined by the variation of mechanical and thermal boundary conditions. Films evaporating in zero gravity are studied using the evolution equation. It is found that films that are stable to long wave type instabilities in terrestrial gravity are prone to destabilization via long wave instabilities in zero gravity.

Method of Detecting System Function by Measuring Frequency Response

Real-time battery impedance spectrum is acquired using a one-time record. Fast Summation Transformation (FST) is a parallel method of acquiring a real-time battery impedance spectrum using a one-time record that enables battery diagnostics. An excitation current to a battery is a sum of equal amplitude sine waves of frequencies that are octave harmonics spread over a range of interest. A sample frequency is also octave and harmonically related to all frequencies in the sum. The time profile of this signal has a duration that is a few periods of the lowest frequency. The voltage response of the battery, average deleted, is the impedance of the battery in the time domain. Since the excitation frequencies are known and octave and harmonically related, a simple algorithm, FST, processes the time record by rectifying relative to the sine and cosine of each frequency. Another algorithm yields real and imaginary components for each frequency.

Method of Detecting System Function by Measuring Frequency Response

Real time battery impedance spectrum is acquired using one time record, Compensated Synchronous Detection (CSD). This parallel method enables battery diagnostics. The excitation current to a test battery is a sum of equal amplitude sin waves of a few frequencies spread over range of interest. The time profile of this signal has duration that is a few periods of the lowest frequency. The voltage response of the battery, average deleted, is the impedance of the battery in the time domain. Since the excitation frequencies are known, synchronous detection processes the time record and each component, both magnitude and phase, is obtained. For compensation, the components, except the one of interest, are reassembled in the time domain. The resulting signal is subtracted from the original signal and the component of interest is synchronously detected. This process is repeated for each component.

Application of Time-Delay Estimation to Mixed Reality Multisensor Tracking

Spatial tracking is one of the most challenging and important parts of Mixed Reality environments. Many applications, especially in the domain of Augmented Reality, rely on the fusion of several tracking systems in order to optimize the overall performance. While the topic of spatial tracking sensor fusion has already seen considerable interest, most results only deal with the integration of carefully arranged setups as opposed to dynamic sensor fusion setups. A crucial prerequisite for correct sensor fusion is the temporal alignment of the tracking data from several sensors. Tracking sensors are typically encountered in Mixed Reality applications, are generally not synchronized. We present a general method to calibrate the temporal offset between different sensors by the Time Delay Estimation method which can be used to perform on-line temporal calibration. By applying Time Delay Estimation on the tracking data, we show that the temporal offset between generic Mixed Reality spatial tracking sensors can be calibrated. To show the correctness and the feasibility of this approach, we have examined different variations of our method and evaluated various combinations of tracking sensors. We furthermore integrated this time synchronization method into our UBITRACK Mixed Reality tracking framework to provide facilities for calibration and real-time data alignment.

Topographic time-frequency decomposition of the EEG

Frequency-transformed EEG resting data has been widely used to describe normal and abnormal brain functional states as function of the spectral power in different frequency bands. This has yielded a series of clinically relevant findings. However, by transforming the EEG into the frequency domain, the initially excellent time resolution of time-domain EEG is lost. The topographic time-frequency decomposition is a novel computerized EEG analysis method that combines previously available techniques from time-domain spatial EEG analysis and time-frequency decomposition of single-channel time series. It yields a new, physiologically and statistically plausible topographic time-frequency representation of human multichannel EEG. The original EEG is accounted by the coefficients of a large set of user defined EEG like time-series, which are optimized for maximal spatial smoothness and minimal norm. These coefficients are then reduced to a small number of model scalp field configurations, which vary in intensity as a function of time and frequency. The result is thus a small number of EEG field configurations, each with a corresponding time-frequency (Wigner) plot. The method has several advantages: It does not assume that the data is composed of orthogonal elements, it does not assume stationarity, it produces topographical maps and it allows to include user-defined, specific EEG elements, such as spike and wave patterns. After a formal introduction of the method, several examples are given, which include artificial data and multichannel EEG during different physiological and pathological conditions.

Simulation Model for Sea Clutter in Airborne Radars

This paper presents the architecture and the methods used to dynamically simulate the sea backscatter of an airborne radar operating in a medium repetition frequency mode (MPRF). It offers a method of generating a sea backscatter signal which fulfills the intensity statistics of real clutter in time domain, spatial correlation and local Doppler spectrum of real data. Three antenna channels (sum, guard and difference) and their cross-correlation properties are simulated. The objective of this clutter generator is to serve as the signal source for the simulation of complex airborne pulsed radar signal processors

Global Linear Instability at the Dawn of its 4th Decade: A List of Challenges (A Practical Guide on how to Contain the Euphoria and Avoid the Oversell)

Global linear instability theory is concerned with the temporal or spatial development of small-amplitude perturbations superposed upon laminar steady or time-periodic threedimensional flows, which are inhomogeneous in two (and periodic in one) or all three spatial directions.1 The theory addresses flows developing in complex geometries, in which the parallel or weakly nonparallel basic flow approximation invoked by classic linear stability theory does not hold. As such, global linear theory is called to fill the gap in research into stability and transition in flows over or through complex geometries. Historically, global linear instability has been (and still is) concerned with solution of multi-dimensional eigenvalue problems; the maturing of non-modal linear instability ideas in simple parallel flows during the last decade of last century2–4 has given rise to investigation of transient growth scenarios in an ever increasing variety of complex flows. After a brief exposition of the theory, connections are sought with established approaches for structure identification in flows, such as the proper orthogonal decomposition and topology theory in the laminar regime and the open areas for future research, mainly concerning turbulent and three-dimensional flows, are highlighted. Recent results obtained in our group are reported in both the time-stepping and the matrix-forming approaches to global linear theory. In the first context, progress has been made in implementing a Jacobian-Free Newton Krylov method into a standard finite-volume aerodynamic code, such that global linear instability results may now be obtained in compressible flows of aeronautical interest. In the second context a new stable very high-order finite difference method is implemented for the spatial discretization of the operators describing the spatial BiGlobal EVP, PSE-3D and the TriGlobal EVP; combined with sparse matrix treatment, all these problems may now be solved on standard desktop computers.

Comparison of dynamic effects of high-speed traffic load on ballasted track using a simplified two-dimensional and full three-dimensional model.

The vertical dynamic actions transmitted by railway vehicles to the ballasted track infrastructure is evaluated taking into account models with different degree of detail. In particular, we have studied this matter from a two-dimensional (2D) finite element model to a fully coupled three-dimensional (3D) multi-body finite element model. The vehicle and track are coupled via a non-linear Hertz contact mechanism. The method of Lagrange multipliers is used for the contact constraint enforcement between wheel and rail. Distributed elevation irregularities are generated based on power spectral density (PSD) distributions which are taken into account for the interaction. The numerical simulations are performed in the time domain, using a direct integration method for solving the transient problem due to the contact nonlinearities. The results obtained include contact forces, forces transmitted to the infrastructure (sleeper) by railpads and envelopes of relevant results for several track irregularities and speed ranges. The main contribution of this work is to identify and discuss coincidences and differences between discrete 2D models and continuum 3D models, as wheel as assessing the validity of evaluating the dynamic loading on the track with simplified 2D models

Four Decades of Studying Global Linear Instability: Progress and Challenges

Global linear instability theory is concerned with the temporal or spatial development of small-amplitude perturbations superposed upon laminar steady or time-periodic three-dimensional flows, which are inhomogeneous in two(and periodic in one)or all three spatial directions.After a brief exposition of the theory,some recent advances are reported. First, results are presented on the implementation of a Jacobian-free Newton–Krylov time-stepping method into a standard finite-volume aerodynamic code to obtain global linear instability results in flows of industrial interest. Second, connections are sought between established and more-modern approaches for structure identification in flows, such as proper orthogonal decomposition and Koopman modes analysis (dynamic mode decomposition), and the possibility to connect solutions of the eigenvalue problem obtained by matrix formation or time-stepping with those delivered by dynamic mode decomposition, residual algorithm, and proper orthogonal decomposition analysis is highlighted in the laminar regime; turbulent and three-dimensional flows are identified as open areas for future research. Finally, a new stable very-high-order finite-difference method is implemented for the spatial discretization of the operators describing the spatial biglobal eigenvalue problem, parabolized stability equation three-dimensional analysis, and the triglobal eigenvalue problem; it is shown that, combined with sparse matrix treatment, all these problems may now be solved on standard desktop computers

Maximum Likelihood Estimation of Modal Parameters in Structures Using the Expectation Maximization Algorithm

This paper presents a time-domain stochastic system identification method based on maximum likelihood estimation (MLE) with the expectation maximization (EM) algorithm. The effectiveness of this structural identification method is evaluated through numerical simulation in the context of the ASCE benchmark problem on structural health monitoring. The benchmark structure is a four-story, two-bay by two-bay steel-frame scale model structure built in the Earthquake Engineering Research Laboratory at the University of British Columbia, Canada. This paper focuses on Phase I of the analytical benchmark studies. A MATLAB-based finite element analysis code obtained from the IASC-ASCE SHM Task Group web site is used to calculate the dynamic response of the prototype structure. A number of 100 simulations have been made using this MATLAB-based finite element analysis code in order to evaluate the proposed identification method. There are several techniques to realize system identification. In this work, stochastic subspace identification (SSI)method has been used for comparison. SSI identification method is a well known method and computes accurate estimates of the modal parameters. The principles of the SSI identification method has been introduced in the paper and next the proposed MLE with EM algorithm has been explained in detail. The advantages of the proposed structural identification method can be summarized as follows: (i) the method is based on maximum likelihood, that implies minimum variance estimates; (ii) EM is a computational simpler estimation procedure than other optimization algorithms; (iii) estimate more parameters than SSI, and these estimates are accurate. On the contrary, the main disadvantages of the method are: (i) EM algorithm is an iterative procedure and it consumes time until convergence is reached; and (ii) this method needs starting values for the parameters. Modal parameters (eigenfrequencies, damping ratios and mode shapes) of the benchmark structure have been estimated using both the SSI method and the proposed MLE + EM method. The numerical results show that the proposed method identifies eigenfrequencies, damping ratios and mode shapes reasonably well even in the presence of 10% measurement noises. These modal parameters are more accurate than the SSI estimated modal parameters.

Order 10 4 speedup in global linear instability analysis using matrix formation

A unified solution framework is presented for one-, two- or three-dimensional complex non-symmetric eigenvalue problems, respectively governing linear modal instability of incompressible fluid flows in rectangular domains having two, one or no homogeneous spatial directions. The solution algorithm is based on subspace iteration in which the spatial discretization matrix is formed, stored and inverted serially. Results delivered by spectral collocation based on the Chebyshev-Gauss-Lobatto (CGL) points and a suite of high-order finite-difference methods comprising the previously employed for this type of work Dispersion-Relation-Preserving (DRP) and Padé finite-difference schemes, as well as the Summationby- parts (SBP) and the new high-order finite-difference scheme of order q (FD-q) have been compared from the point of view of accuracy and efficiency in standard validation cases of temporal local and BiGlobal linear instability. The FD-q method has been found to significantly outperform all other finite difference schemes in solving classic linear local, BiGlobal, and TriGlobal eigenvalue problems, as regards both memory and CPU time requirements. Results shown in the present study disprove the paradigm that spectral methods are superior to finite difference methods in terms of computational cost, at equal accuracy, FD-q spatial discretization delivering a speedup of ð (10 4). Consequently, accurate solutions of the three-dimensional (TriGlobal) eigenvalue problems may be solved on typical desktop computers with modest computational effort.

Computational Methods for Identification of Vibrating Structures

System identification deals with the problem of building mathematical models of dynamical systems based on observed data from the system" [1]. In the context of civil engineering, the system refers to a large scale structure such as a building, bridge, or an offshore structure, and identification mostly involves the determination of modal parameters (the natural frequencies, damping ratios, and mode shapes). This paper presents some modal identification results obtained using a state-of-the-art time domain system identification method (data-driven stochastic subspace algorithms [2]) applied to the output-only data measured in a steel arch bridge. First, a three dimensional finite element model was developed for the numerical analysis of the structure using ANSYS. Modal analysis was carried out and modal parameters were extracted in the frequency range of interest, 0-10 Hz. The results obtained from the finite element modal analysis were used to determine the location of the sensors. After that, ambient vibration tests were conducted during April 23-24, 2009. The response of the structure was measured using eight accelerometers. Two stations of three sensors were formed (triaxial stations). These sensors were held stationary for reference during the test. The two remaining sensors were placed at the different measurement points along the bridge deck, in which only vertical and transversal measurements were conducted (biaxial stations). Point estimate and interval estimate have been carried out in the state space model using these ambient vibration measurements. In the case of parametric models (like state space), the dynamic behaviour of a system is described using mathematical models. Then, mathematical relationships can be established between modal parameters and estimated point parameters (thus, it is common to use experimental modal analysis as a synonym for system identification). Stable modal parameters are found using a stabilization diagram. Furthermore, this paper proposes a method for assessing the precision of estimates of the parameters of state-space models (confidence interval). This approach employs the nonparametric bootstrap procedure [3] and is applied to subspace parameter estimation algorithm. Using bootstrap results, a plot similar to a stabilization diagram is developed. These graphics differentiate system modes from spurious noise modes for a given order system. Additionally, using the modal assurance criterion, the experimental modes obtained have been compared with those evaluated from a finite element analysis. A quite good agreement between numerical and experimental results is observed.

Numerical methods for option pricing.

This thesis aims to introduce some fundamental concepts underlying option valuation theory including implementation of computational tools. In many cases analytical solution for option pricing does not exist, thus the following numerical methods are used: binomial trees, Monte Carlo simulations and finite difference methods. First, an algorithm based on Hull and Wilmott is written for every method. Then these algorithms are improved in different ways. For the binomial tree both speed and memory usage is significantly improved by using only one vector instead of a whole price storing matrix. Computational time in Monte Carlo simulations is reduced by implementing a parallel algorithm (in C) which is capable of improving speed by a factor which equals the number of processors used. Furthermore, MatLab code for Monte Carlo was made faster by vectorizing simulation process. Finally, obtained option values are compared to those obtained with popular finite difference methods, and it is discussed which of the algorithms is more appropriate for which purpose.