Development of a dosage strategy in patients receiving enoxaparin by continuous intravenous infusion using modelling and simulation

Aim To develop an appropriate dosing strategy for continuous intravenous infusions (CII) of enoxaparin by minimizing the percentage of steady-state anti-Xa concentration (C-ss) outside the therapeutic range of 0.5-1.2 IU ml(-1). Methods A nonlinear mixed effects model was developed with NONMEM (R) for 48 adult patients who received CII of enoxaparin with infusion durations that ranged from 8 to 894 h at rates between 100 and 1600 IU h(-1). Three hundred and sixty-three anti-Xa concentration measurements were available from patients who received CII. These were combined with 309 anti-Xa concentrations from 35 patients who received subcutaneous enoxaparin. The effects of age, body size, height, sex, creatinine clearance (CrCL) and patient location [intensive care unit (ICU) or general medical unit] on pharmacokinetic (PK) parameters were evaluated. Monte Carlo simulations were used to (i) evaluate covariate effects on C-ss and (ii) compare the impact of different infusion rates on predicted C-ss. The best dose was selected based on the highest probability that the C-ss achieved would lie within the therapeutic range. Results A two-compartment linear model with additive and proportional residual error for general medical unit patients and only a proportional error for patients in ICU provided the best description of the data. Both CrCL and weight were found to affect significantly clearance and volume of distribution of the central compartment, respectively. Simulations suggested that the best doses for patients in the ICU setting were 50 IU kg(-1) per 12 h (4.2 IU kg(-1) h(-1)) if CrCL < 30 ml min(-1); 60 IU kg(-1) per 12 h (5.0 IU kg(-1) h(-1)) if CrCL was 30-50 ml min(-1); and 70 IU kg(-1) per 12 h (5.8 IU kg(-1) h(-1)) if CrCL > 50 ml min(-1). The best doses for patients in the general medical unit were 60 IU kg(-1) per 12 h (5.0 IU kg(-1) h(-1)) if CrCL < 30 ml min(-1); 70 IU kg(-1) per 12 h (5.8 IU kg(-1) h(-1)) if CrCL was 30-50 ml min(-1); and 100 IU kg(-1) per 12 h (8.3 IU kg(-1) h(-1)) if CrCL > 50 ml min(-1). These best doses were selected based on providing the lowest equal probability of either being above or below the therapeutic range and the highest probability that the C-ss achieved would lie within the therapeutic range. Conclusion The dose of enoxaparin should be individualized to the patients' renal function and weight. There is some evidence to support slightly lower doses of CII enoxaparin in patients in the ICU setting.

Enhancement of drug affinity for cell membranes by conjugation with lipoamino acids II. Experimental and computational evidence using biomembrane models

Lipoamino acids (LAAs) are promoieties able to enhance the amphiphilicity of drugs, facilitating their interaction with cell membranes. Experimental and computational studies were carried out on two series of lipophilic amide conjugates between a model drug (tranylcypromine, TCP) and LAA or alkanoic acids containing a short, medium or long alkyl side chain (C-4 to C-16). The effects of these compounds were evaluated by monolayer surface tension analysis and differential scanning calorimetry using dimyristoylphosphatidylcholine nnonolayers and liposomes as biomembrane models. The experimental results were related to independent calculations to determine partition coefficient and blood-brain partitioning. The comparison of TCP-LAA conjugates with the related series of TCP alkanoyl amides confirmed that the ability to interact with the biomembrane models is not due to the mere increase of lipophilicity, but mainly to the amphipatic nature and the kind of LAA residue. (C) 2005 Elsevier B.V. All rights reserved.

Regional-scale, fully coupled modelling of stream-aquifer interaction in a tropical catchment

The planning and management of water resources in the Pioneer Valley, north-eastern Australia requires a tool for assessing the impact of groundwater and stream abstractions on water supply reliabilities and environmental flows in Sandy Creek (the main surface water system studied). Consequently, a fully coupled stream-aquifer model has been constructed using the code MODHMS, calibrated to near-stream observations of watertable behaviour and multiple components of gauged stream flow. This model has been tested using other methods of estimation, including stream depletion analysis and radon isotope tracer sampling. The coarseness of spatial discretisation, which is required for practical reasons of computational efficiency, limits the model's capacity to simulate small-scale processes (e.g., near-stream groundwater pumping, bank storage effects), and alternative approaches are required to complement the model's range of applicability. Model predictions of groundwater influx to Sandy Creek are compared with baseflow estimates from three different hydrograph separation techniques, which were found to be unable to reflect the dynamics of Sandy Creek stream-aquifer interactions. The model was also used to infer changes in the water balance of the system caused by historical land use change. This led to constraints on the recharge distribution which can be implemented to improve model calibration performance. (c) 2006 Elsevier B.V. All rights reserved.

Numerical modelling of unsteady mixed flows

This thesis concerns mixed flows (which are characterized by the simultaneous occurrence of free-surface and pressurized flow in sewers, tunnels, culverts or under bridges), and contributes to the improvement of the existing numerical tools for modelling these phenomena. The classic Preissmann slot approach is selected due to its simplicity and capability of predicting results comparable to those of a more recent and complex two-equation model, as shown here with reference to a laboratory test case. In order to enhance the computational efficiency, a local time stepping strategy is implemented in a shock-capturing Godunov-type finite volume numerical scheme for the integration of the de Saint-Venant equations. The results of different numerical tests show that local time stepping reduces run time significantly (between −29% and −85% CPU time for the test cases considered) compared to the conventional global time stepping, especially when only a small region of the flow field is surcharged, while solution accuracy and mass conservation are not impaired. The second part of this thesis is devoted to the modelling of the hydraulic effects of potentially pressurized structures, such as bridges and culverts, inserted in open channel domains. To this aim, a two-dimensional mixed flow model is developed first. The classic conservative formulation of the 2D shallow water equations for free-surface flow is adapted by assuming that two fictitious vertical slots, normally intersecting, are added on the ceiling of each integration element. Numerical results show that this schematization is suitable for the prediction of 2D flooding phenomena in which the pressurization of crossing structures can be expected. Given that the Preissmann model does not allow for the possibility of bridge overtopping, a one-dimensional model is also presented in this thesis to handle this particular condition. The flows below and above the deck are considered as parallel, and linked to the upstream and downstream reaches of the channel by introducing suitable internal boundary conditions. The comparison with experimental data and with the results of HEC-RAS simulations shows that the proposed model can be a useful and effective tool for predicting overtopping and backwater effects induced by the presence of bridges and culverts.

Modelling of non-stationary processes using radial basis function networks

This paper reports preliminary progress on a principled approach to modelling nonstationary phenomena using neural networks. We are concerned with both parameter and model order complexity estimation. The basic methodology assumes a Bayesian foundation. However to allow the construction of pragmatic models, successive approximations have to be made to permit computational tractibility. The lowest order corresponds to the (Extended) Kalman filter approach to parameter estimation which has already been applied to neural networks. We illustrate some of the deficiencies of the existing approaches and discuss our preliminary generalisations, by considering the application to nonstationary time series.

Modelling financial time series with switching state space models

The deficiencies of stationary models applied to financial time series are well documented. A special form of non-stationarity, where the underlying generator switches between (approximately) stationary regimes, seems particularly appropriate for financial markets. We use a dynamic switching (modelled by a hidden Markov model) combined with a linear dynamical system in a hybrid switching state space model (SSSM) and discuss the practical details of training such models with a variational EM algorithm due to [Ghahramani and Hilton,1998]. The performance of the SSSM is evaluated on several financial data sets and it is shown to improve on a number of existing benchmark methods.

Robust control of nonlinear stochastic systems by modelling conditional distributions of control signals

We introduce a novel inversion-based neuro-controller for solving control problems involving uncertain nonlinear systems that could also compensate for multi-valued systems. The approach uses recent developments in neural networks, especially in the context of modelling statistical distributions, which are applied to forward and inverse plant models. Provided that certain conditions are met, an estimate of the intrinsic uncertainty for the outputs of neural networks can be obtained using the statistical properties of networks. More generally, multicomponent distributions can be modelled by the mixture density network. In this work a novel robust inverse control approach is obtained based on importance sampling from these distributions. This importance sampling provides a structured and principled approach to constrain the complexity of the search space for the ideal control law. The performance of the new algorithm is illustrated through simulations with example systems.

Computational mechanics of molecular systems:quantifying high-dimensional dynamics by distribution of Poincaré recurrence times

A framework that connects computational mechanics and molecular dynamics has been developed and described. As the key parts of the framework, the problem of symbolising molecular trajectory and the associated interrelation between microscopic phase space variables and macroscopic observables of the molecular system are considered. Following Shalizi and Moore, it is shown that causal states, the constituent parts of the main construct of computational mechanics, the e-machine, define areas of the phase space that are optimal in the sense of transferring information from the micro-variables to the macro-observables. We have demonstrated that, based on the decay of their Poincare´ return times, these areas can be divided into two classes that characterise the separation of the phase space into resonant and chaotic areas. The first class is characterised by predominantly short time returns, typical to quasi-periodic or periodic trajectories. This class includes a countable number of areas corresponding to resonances. The second class includes trajectories with chaotic behaviour characterised by the exponential decay of return times in accordance with the Poincare´ theorem.

Use of computational fluid dynamics in the design of bubble column reactors

Investigations into the modelling techniques that depict the transport of discrete phases (gas bubbles or solid particles) and model biochemical reactions in a bubble column reactor are discussed here. The mixture model was used to calculate gas-liquid, solid-liquid and gasliquid-solid interactions. Multiphase flow is a difficult phenomenon to capture, particularly in bubble columns where the major driving force is caused by the injection of gas bubbles. The gas bubbles cause a large density difference to occur that results in transient multi-dimensional fluid motion. Standard design procedures do not account for the transient motion, due to the simplifying assumptions of steady plug flow. Computational fluid dynamics (CFD) can assist in expanding the understanding of complex flows in bubble columns by characterising the flow phenomena for many geometrical configurations. Therefore, CFD has a role in the education of chemical and biochemical engineers, providing the examples of flow phenomena that many engineers may not experience, even through experimentation. The performance of the mixture model was investigated for three domains (plane, rectangular and cylindrical) and three flow models (laminar, k-e turbulence and the Reynolds stresses). mThis investigation raised many questions about how gas-liquid interactions are captured numerically. To answer some of these questions the analogy between thermal convection in a cavity and gas-liquid flow in bubble columns was invoked. This involved modelling the buoyant motion of air in a narrow cavity for a number of turbulence schemes. The difference in density was caused by a temperature gradient that acted across the width of the cavity. Multiple vortices were obtained when the Reynolds stresses were utilised with the addition of a basic flow profile after each time step. To implement the three-phase models an alternative mixture model was developed and compared against a commercially available mixture model for three turbulence schemes. The scheme where just the Reynolds stresses model was employed, predicted the transient motion of the fluids quite well for both mixture models. Solid-liquid and then alternative formulations of gas-liquid-solid model were compared against one another. The alternative form of the mixture model was found to perform particularly well for both gas and solid phase transport when calculating two and three-phase flow. The improvement in the solutions obtained was a result of the inclusion of the Reynolds stresses model and differences in the mixture models employed. The differences between the alternative mixture models were found in the volume fraction equation (flux and deviatoric stress tensor terms) and the viscosity formulation for the mixture phase.

Investigation of chaotic mixing in laminar fluid systems by the use of computational fluid dynamics

This work presents significant development into chaotic mixing induced through periodic boundaries and twisting flows. Three-dimensional closed and throughput domains are shown to exhibit chaotic motion under both time periodic and time independent boundary motions, A property is developed originating from a signature of chaos, sensitive dependence to initial conditions, which successfully quantifies the degree of disorder withjn the mixing systems presented and enables comparisons of the disorder throughout ranges of operating parameters, This work omits physical experimental results but presents significant computational investigation into chaotic systems using commercial computational fluid dynamics techniques. Physical experiments with chaotic mixing systems are, by their very nature, difficult to extract information beyond the recognition that disorder does, does not of partially occurs. The initial aim of this work is to observe whether it is possible to accurately simulate previously published physical experimental results through using commercial CFD techniques. This is shown to be possible for simple two-dimensional systems with time periodic wall movements. From this, and subsequent macro and microscopic observations of flow regimes, a simple explanation is developed for how boundary operating parameters affect the system disorder. Consider the classic two-dimensional rectangular cavity with time periodic velocity of the upper and lower walls, causing two opposing streamline motions. The degree of disorder within the system is related to the magnitude of displacement of individual particles within these opposing streamlines. The rationale is then employed in this work to develop and investigate more complex three-dimensional mixing systems that exhibit throughputs and time independence and are therefore more realistic and a significant advance towards designing chaotic mixers for process industries. Domains inducing chaotic motion through twisting flows are also briefly considered. This work concludes by offering possible advancements to the property developed to quantify disorder and suggestions of domains and associated boundary conditions that are expected to produce chaotic mixing.

A Bayesian state space modelling approach to probabilistic quantitative precipitation forecasting

The generation of very short range forecasts of precipitation in the 0-6 h time window is traditionally referred to as nowcasting. Most existing nowcasting systems essentially extrapolate radar observations in some manner, however, very few systems account for the uncertainties involved. Thus deterministic forecast are produced, which have a limited use when decisions must be made, since they have no measure of confidence or spread of the forecast. This paper develops a Bayesian state space modelling framework for quantitative precipitation nowcasting which is probabilistic from conception. The model treats the observations (radar) as noisy realisations of the underlying true precipitation process, recognising that this process can never be completely known, and thus must be represented probabilistically. In the model presented here the dynamics of the precipitation are dominated by advection, so this is a probabilistic extrapolation forecast. The model is designed in such a way as to minimise the computational burden, while maintaining a full, joint representation of the probability density function of the precipitation process. The update and evolution equations avoid the need to sample, thus only one model needs be run as opposed to the more traditional ensemble route. It is shown that the model works well on both simulated and real data, but that further work is required before the model can be used operationally. © 2004 Elsevier B.V. All rights reserved.