479 resultados para REGULARITY


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In dieser Arbeit geht es um die Schätzung von Parametern in zeitdiskreten ergodischen Markov-Prozessen im allgemeinen und im CIR-Modell im besonderen. Beim CIR-Modell handelt es sich um eine stochastische Differentialgleichung, die von Cox, Ingersoll und Ross (1985) zur Beschreibung der Dynamik von Zinsraten vorgeschlagen wurde. Problemstellung ist die Schätzung der Parameter des Drift- und des Diffusionskoeffizienten aufgrund von äquidistanten diskreten Beobachtungen des CIR-Prozesses. Nach einer kurzen Einführung in das CIR-Modell verwenden wir die insbesondere von Bibby und Sørensen untersuchte Methode der Martingal-Schätzfunktionen und -Schätzgleichungen, um das Problem der Parameterschätzung in ergodischen Markov-Prozessen zunächst ganz allgemein zu untersuchen. Im Anschluss an Untersuchungen von Sørensen (1999) werden hinreichende Bedingungen (im Sinne von Regularitätsvoraussetzungen an die Schätzfunktion) für die Existenz, starke Konsistenz und asymptotische Normalität von Lösungen einer Martingal-Schätzgleichung angegeben. Angewandt auf den Spezialfall der Likelihood-Schätzung stellen diese Bedingungen zugleich lokal-asymptotische Normalität des Modells sicher. Ferner wird ein einfaches Kriterium für Godambe-Heyde-Optimalität von Schätzfunktionen angegeben und skizziert, wie dies in wichtigen Spezialfällen zur expliziten Konstruktion optimaler Schätzfunktionen verwendet werden kann. Die allgemeinen Resultate werden anschließend auf das diskretisierte CIR-Modell angewendet. Wir analysieren einige von Overbeck und Rydén (1997) vorgeschlagene Schätzer für den Drift- und den Diffusionskoeffizienten, welche als Lösungen quadratischer Martingal-Schätzfunktionen definiert sind, und berechnen das optimale Element in dieser Klasse. Abschließend verallgemeinern wir Ergebnisse von Overbeck und Rydén (1997), indem wir die Existenz einer stark konsistenten und asymptotisch normalen Lösung der Likelihood-Gleichung zeigen und lokal-asymptotische Normalität für das CIR-Modell ohne Einschränkungen an den Parameterraum beweisen.

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My work concerns two different systems of equations used in the mathematical modeling of semiconductors and plasmas: the Euler-Poisson system and the quantum drift-diffusion system. The first is given by the Euler equations for the conservation of mass and momentum, with a Poisson equation for the electrostatic potential. The second one takes into account the physical effects due to the smallness of the devices (quantum effects). It is a simple extension of the classical drift-diffusion model which consists of two continuity equations for the charge densities, with a Poisson equation for the electrostatic potential. Using an asymptotic expansion method, we study (in the steady-state case for a potential flow) the limit to zero of the three physical parameters which arise in the Euler-Poisson system: the electron mass, the relaxation time and the Debye length. For each limit, we prove the existence and uniqueness of profiles to the asymptotic expansion and some error estimates. For a vanishing electron mass or a vanishing relaxation time, this method gives us a new approach in the convergence of the Euler-Poisson system to the incompressible Euler equations. For a vanishing Debye length (also called quasineutral limit), we obtain a new approach in the existence of solutions when boundary layers can appear (i.e. when no compatibility condition is assumed). Moreover, using an iterative method, and a finite volume scheme or a penalized mixed finite volume scheme, we numerically show the smallness condition on the electron mass needed in the existence of solutions to the system, condition which has already been shown in the literature. In the quantum drift-diffusion model for the transient bipolar case in one-space dimension, we show, by using a time discretization and energy estimates, the existence of solutions (for a general doping profile). We also prove rigorously the quasineutral limit (for a vanishing doping profile). Finally, using a new time discretization and an algorithmic construction of entropies, we prove some regularity properties for the solutions of the equation obtained in the quasineutral limit (for a vanishing pressure). This new regularity permits us to prove the positivity of solutions to this equation for at least times large enough.

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In electrical impedance tomography, one tries to recover the conductivity inside a physical body from boundary measurements of current and voltage. In many practically important situations, the investigated object has known background conductivity but it is contaminated by inhomogeneities. The factorization method of Andreas Kirsch provides a tool for locating such inclusions. Earlier, it has been shown that under suitable regularity conditions positive (or negative) inhomogeneities can be characterized by the factorization technique if the conductivity or one of its higher normal derivatives jumps on the boundaries of the inclusions. In this work, we use a monotonicity argument to generalize these results: We show that the factorization method provides a characterization of an open inclusion (modulo its boundary) if each point inside the inhomogeneity has an open neighbourhood where the perturbation of the conductivity is strictly positive (or negative) definite. In particular, we do not assume any regularity of the inclusion boundary or set any conditions on the behaviour of the perturbed conductivity at the inclusion boundary. Our theoretical findings are verified by two-dimensional numerical experiments.

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The present dissertation focuses on the dual number in Ancient Greek in a diachronical lapse stretching from the Mycenaean age to the Attic Drama and Comedy of the 5th century BC. In the first chapter morphological issues are addressed, chiefly in a comparative perspective. The Indo European evidence on the dual is hence gathered in order to sketch patterns of grammaticalisation and paradigmatisation of specific grams, growing increasingly functional within the Greek domain. In the second chapter syntactical problems are tackled. After a survey of scholarly literature on the Greek dual, we engage in a functional and typological approach, in order to disentangle some biased assessments on the dual, namely its alleged lack of regularity and intermittent agreement. Some recent frameworks in General Linguistics provide useful grounds for casting new light on the subject. Internal Reconstruction, for instance, supports the facultativity of the dual in each and every stage of its development; Typology and the Animacy Hierarcy add precious cross linguistical insight on the behaviour of the dual toward agreement. Glaring differences also arise as to the adoption — or avoidance — of the dual by different authors. Idiolectal varieties prove in fact conditioned by stylistical and register necessity. By means of a comparison among Epics, Tragedy and Comedy it is possible to enhance differences in the evaluation of the dual, which led sometimes to forms of ‘censure’ — thus triggering the onset of competing strategies to express duality. The last two chapters delve into the tantalising variety of the Homeric evidence, first of all in an account of the notorious issue of the Embassy of Iliad IX, and last in a commentary of all significant Homeric duals — mostly represented by archaisms, formulae, and ad hoc coinages.

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Compliance lebertransplantierter Patienten mit der immunsuppressiven Therapie ist unerlässlich für den lang-fristigen Erfolg der Lebertransplantation. Aus Non-Compliance mit der immunsuppressiven Therapie können Abstoßungsreaktionen, Organverlust oder sogar Tod resultieren. Hauptziel der vorliegenden Studie war die erstmalige Evaluation der Compliance bei Einnahme von Prograf® (zweimal tägliche Einnahme von Tacrolimus) im Vergleich zur Einnahme von Advagraf® (einmal tägliche Einnahme von Tacrolimus). Von Interesse war außerdem die Fragestellung, ob sich die Compliance bezüglich der immunsuppressiven Therapie mit dem Zeitabstand zur Transplantation verändert. rnDie Compliancemessung wurde offen mittels MEMS® (Aardex Ltd., Schweiz) durchgeführt, der Patient war also über die Compliancekontrolle informiert. Mittels MEMS® konnten Datum und Uhrzeit der Dosisentnahme dokumentiert und damit zuverlässig das gesamte Compliancemuster über im Durchschnitt 176 Tage mit der zweimal täglichen Einnahme und 188 Tage mit der einmal täglichen Einnahme pro Patient erfasst werden. 65 Patienten mit dem Basisimmunsuppressivum Prograf® wurden in die prospektive, nicht-interventionelle Studie eingeschlossen und nach Per Protokoll-Analyse konnten die Daten von 63 in Mainz lebertransplantierten Patienten ausgewertet werden (Prograf®: Gruppe 1: 15 Patienten (Pat.), Gruppe 2: 23 Pat., Gruppe 3: 22 Pat., Drop-outs: 3 Pat.; Advagraf®: Gruppe 1: 16 Pat., Gruppe 2: 23 Pat., Gruppe 3: 23 Pat., Drop-outs: 1 Pat.). Die Dosing Compliance (DC), definiert als Prozent der Tage, an denen der MEMS®-Behälter korrekt geöffnet und die Dosis höchstwahrscheinlich korrekt eingenommen wurde, war der primäre Zielparameter. Weitere Methoden der Compliancemessung, wie der Pill Count, mehrere Fragebögen (Selbsteinschätzung, Patientenwissen-, Morisky-, MESI-, HADS-, SF-36- und Patientenzufriedenheit-Fragebogen) sowie die Blutspiegelmessung wurden eingesetzt, um die Compliance der Patienten umfassend charakterisieren zu können. rnDer Median der DC mit der zweimal täglichen Einnahme betrug 97% bei Pat. > 6 m.p.t. < 2 y.p.t., 97% bei Pat. > 2 y.p.t. < 5 y.p.t. und 98% bei Pat. > 5 y.p.t. (p=0,931; Kruskal-Wallis-Test). Der Median der DC von Tacroli-mus bei einmal täglicher Einnahme (Advagraf®) betrug 99% bei Pat. > 6 m.p.t. < 2 y.p.t., 98% bei Pat. > 2 y.p.t. < 5 y.p.t. und 97% bei Pat. > 5 y.p.t. (p=0,158; Kruskal-Wallis-Test). Insgesamt zeigten die Patienten während des gesamten Beobachtungszeitraums von 12 Monaten eine gute Compliance für die Einnahme ihres Immun-suppressivums. Die Timing Compliance (TiC)-raten lagen auf einem niedrigeren Niveau als die Dosing- und Taking Compliance (TC)-raten. Die Complianceraten der drei Subgruppen unterschieden sich nicht signifikant. Die Patienten mit dem geringsten Abstand zur Transplantation zeigten bei beinahe allen Messmethoden die höchste Compliance im Gegensatz zur etwas geringeren Compliance der Patienten mit größerem Abstand zur Transplantation. Die während der Advagraf®-Phase mittels MEMS® gemessenen DC-, TC- und TiC-raten fielen höher aus als bei Einnahme von Prograf® (p(DC)=0,003; p(TC)=0,077; p(TiC)=0,003; Wilcoxon Vorzeichen-Rang-Test). Dieses Ergebnis untermauert die in anderen Indikationen gefundene Complianceverbesserung durch die einmal tägliche Arzneimittelgabe im Vergleich zur zweimal täglichen Gabe. Die Auswertung der Drug Holidays ergab für die Advagraf®-Phase hingegen niedrigere Complianceraten als für die Prograf®-Phase. Dieses Ergebnis ist auf die Definition des Drug Holidays (keine Arzneimitteleinnahme über 48 h) zurück zu führen. Die Chance Advagraf® einmal pro Tag zu vergessen ist doppelt so hoch, als Prograf® dreimal aufeinander fol-gend zu vergessen. Mit einer verhältnismäßigeren Definition von Drug Holidays (Einnahmepause von 72 Stun-den bei einmal täglicher Einnahme von Advagraf® entsprechend drei ausgelassenen Dosen von Prograf®) ist die Compliancerate 81%. Die Ergebnisse des Pill Counts waren sowohl bei Einnahme von Prograf® als auch von Advagraf® mit der jeweils gemessenen TC vergleichbar, was die Zuverlässigkeit der Messergebnisse bes-tätigt. rnDie zusätzlich eingesetzten Methoden verifizierten das Ergebnis der höheren Compliance mit der einmal tägli-chen Einnahme. Die während der Advagraf®-Phase beantworteten Fragebögen zeigten einen Trend zu besserer Compliance und Lebensqualität. Lediglich die Ergebnisse des MESI-Fragebogens und der Blutspiegelmessungen wichen sowohl während der Prograf®- als auch während der Advagraf®-Phase stark von den Ergebnis-sen der anderen Methoden ab. rnUnter Einbeziehung aller mittels MEMS® und Pill Count objektiv gemessenen Complianceparameter konnten während der Prograf®-Einnahme 54 von 60 Pat. (90%) und während der Advagraf®-Phase 59 von 62 Pat. (95%) als compliant eingestuft werden. Aufgrund subjektiver Compliancemessungen waren 49 von 58 Pat. (84%) während der Prograf®- und 54 von 59 Pat. (92%) während der Advagraf®-Phase als compliant einzustufen. Es wurde beobachtet, dass die zeitlich korrekte Einnahme der Morgendosis einfacher und bei Einmalgabe zu bevorzugen ist. Die wochentagsbezogene Auswertung ergab erwartungsgemäß, dass am Wochenende (Samstag und Sonntag) am häufigsten Dosen ausgelassen wurden. rnDie Umstellung von Prograf® auf Advagraf® stellte kein Problem dar. Beinahe alle Patienten waren dankbar und zufrieden mit der Reduzierung der Dosierungsfrequenz und der größeren Unabhängigkeit durch die entfallene abendliche Einnahme. Der positive Einfluss der geringeren Dosierungshäufigkeit auf die Langzeitcompliance der Patienten, ist ein hinreichender Grund die Entwicklung von Formulierungen zur einmal täglichen Ein-nahme für weitere Immunsuppressiva zu fordern. Insbesondere bei den häufig eingesetzten Kombinationstherapien von Immunsuppressiva würde der Effekt der Complianceverbesserung noch verstärkt werden, wenn alle eingesetzten Immunsuppressiva zur einmal täglichen Gabe geeignet wären.

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The purpose of this study is to analyse the regularity of a differential operator, the Kohn Laplacian, in two settings: the Heisenberg group and the strongly pseudoconvex CR manifolds. The Heisenberg group is defined as a space of dimension 2n+1 with a product. It can be seen in two different ways: as a Lie group and as the boundary of the Siegel UpperHalf Space. On the Heisenberg group there exists the tangential CR complex. From this we define its adjoint and the Kohn-Laplacian. Then we obtain estimates for the Kohn-Laplacian and find its solvability and hypoellipticity. For stating L^p and Holder estimates, we talk about homogeneous distributions. In the second part we start working with a manifold M of real dimension 2n+1. We say that M is a CR manifold if some properties are satisfied. More, we say that a CR manifold M is strongly pseudoconvex if the Levi form defined on M is positive defined. Since we will show that the Heisenberg group is a model for the strongly pseudo-convex CR manifolds, we look for an osculating Heisenberg structure in a neighborhood of a point in M, and we want this structure to change smoothly from a point to another. For that, we define Normal Coordinates and we study their properties. We also examinate different Normal Coordinates in the case of a real hypersurface with an induced CR structure. Finally, we define again the CR complex, its adjoint and the Laplacian operator on M. We study these new operators showing subelliptic estimates. For that, we don't need M to be pseudo-complex but we ask less, that is, the Z(q) and the Y(q) conditions. This provides local regularity theorems for Laplacian and show its hypoellipticity on M.

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Liquids and gasses form a vital part of nature. Many of these are complex fluids with non-Newtonian behaviour. We introduce a mathematical model describing the unsteady motion of an incompressible polymeric fluid. Each polymer molecule is treated as two beads connected by a spring. For the nonlinear spring force it is not possible to obtain a closed system of equations, unless we approximate the force law. The Peterlin approximation replaces the length of the spring by the length of the average spring. Consequently, the macroscopic dumbbell-based model for dilute polymer solutions is obtained. The model consists of the conservation of mass and momentum and time evolution of the symmetric positive definite conformation tensor, where the diffusive effects are taken into account. In two space dimensions we prove global in time existence of weak solutions. Assuming more regular data we show higher regularity and consequently uniqueness of the weak solution. For the Oseen-type Peterlin model we propose a linear pressure-stabilized characteristics finite element scheme. We derive the corresponding error estimates and we prove, for linear finite elements, the optimal first order accuracy. Theoretical error of the pressure-stabilized characteristic finite element scheme is confirmed by a series of numerical experiments.

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SETTING: Cordoba, Spain, 1135 CE, 29th year of the reign of ‘Ali “amir al-muslimin,” second king of the Berber Almoravid dynasty, rulers of Moorish Spain from 1071 to 1147. Cordoba, the capital of Andalus and the center of the Almoravid holdings in Spain, is a bustling cosmopolitan center, a crossroads for Europe and the Middle East, and the meeting-point of three religious traditions. Most significantly, Cordoba at this time is the hub of European intellectual activity. From the square—itself impressively large and surrounded by a massive collonade, the regularity and ordered beauty of which typifies the Moorish taste for symmetry (so beloved of M.C. Escher)—can be seen the huge Cordoban mosque, erected in the 8th-century by Khalif Abd-er-Rahman I to the glory of Allah, oft forgiving, most merciful. It is the second largest building in Islam, and the bastion of the still entrenched but soon to fade Muslim presence in western Europe. SCENE: Three figures sit upon stone benches beneath the westernmost colonnade of the Cordoban mosque, involved in an animated, though friendly discussion on matters of faith and reason, knowledge and God, language and logic. The host is none other than Jehudah Halevi, and his esteemed guests Master Peter Abelard and the venerable Råmånuja, whose obviously advanced age belies his youthful voice, gleaming eye, quick hands, and general exuberance. It is autumn, early evening…

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Recurrent event data are largely characterized by the rate function but smoothing techniques for estimating the rate function have never been rigorously developed or studied in statistical literature. This paper considers the moment and least squares methods for estimating the rate function from recurrent event data. With an independent censoring assumption on the recurrent event process, we study statistical properties of the proposed estimators and propose bootstrap procedures for the bandwidth selection and for the approximation of confidence intervals in the estimation of the occurrence rate function. It is identified that the moment method without resmoothing via a smaller bandwidth will produce curve with nicks occurring at the censoring times, whereas there is no such problem with the least squares method. Furthermore, the asymptotic variance of the least squares estimator is shown to be smaller under regularity conditions. However, in the implementation of the bootstrap procedures, the moment method is computationally more efficient than the least squares method because the former approach uses condensed bootstrap data. The performance of the proposed procedures is studied through Monte Carlo simulations and an epidemiological example on intravenous drug users.

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During the past decade microbeam radiation therapy has evolved from preclinical studies to a stage in which clinical trials can be planned, using spatially fractionated, highly collimated and high intensity beams like those generated at the x-ray ID17 beamline of the European Synchrotron Radiation Facility. The production of such microbeams typically between 25 and 100 microm full width at half maximum (FWHM) values and 100-400 microm center-to-center (c-t-c) spacings requires a multislit collimator either with fixed or adjustable microbeam width. The mechanical regularity of such devices is the most important property required to produce an array of identical microbeams. That ensures treatment reproducibility and reliable use of Monte Carlo-based treatment planning systems. New high precision wire cutting techniques allow the fabrication of these collimators made of tungsten carbide. We present a variable slit width collimator as well as a single slit device with a fixed setting of 50 microm FWHM and 400 microm c-t-c, both able to cover irradiation fields of 50 mm width, deemed to meet clinical requirements. Important improvements have reduced the standard deviation of 5.5 microm to less than 1 microm for a nominal FWHM value of 25 microm. The specifications of both devices, the methods used to measure these characteristics, and the results are presented.

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Fossil pollen data from stratigraphic cores are irregularly spaced in time due to non-linear age-depth relations. Moreover, their marginal distributions may vary over time. We address these features in a nonparametric regression model with errors that are monotone transformations of a latent continuous-time Gaussian process Z(T). Although Z(T) is unobserved, due to monotonicity, under suitable regularity conditions, it can be recovered facilitating further computations such as estimation of the long-memory parameter and the Hermite coefficients. The estimation of Z(T) itself involves estimation of the marginal distribution function of the regression errors. These issues are considered in proposing a plug-in algorithm for optimal bandwidth selection and construction of confidence bands for the trend function. Some high-resolution time series of pollen records from Lago di Origlio in Switzerland, which go back ca. 20,000 years are used to illustrate the methods.

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Static hedging of complicated payoff structures by standard instruments becomes increasingly popular in finance. The classical approach is developed for quite regular functions, while for less regular cases, generalized functions and approximation arguments are used. In this note, we discuss the regularity conditions in the classical decomposition formula due to P. Carr and D. Madan (in Jarrow ed, Volatility, pp. 417–427, Risk Publ., London, 1998) if the integrals in this formula are interpreted as Lebesgue integrals with respect to the Lebesgue measure. Furthermore, we show that if we replace these integrals by Lebesgue–Stieltjes integrals, the family of representable functions can be extended considerably with a direct approach.

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OBJECTIVES This study sought to evaluate the relationship between fibrosis imaged by delayed-enhancement (DE) magnetic resonance imaging (MRI) and atrial electrograms (Egms) in persistent atrial fibrillation (AF). BACKGROUND Atrial fractionated Egms are strongly related to slow anisotropic conduction. Their relationship to atrial fibrosis has not yet been investigated. METHODS Atrial high-resolution MRI of 18 patients with persistent AF (11 long-lasting persistent AF) was registered with mapping geometry (NavX electro-anatomical system (version 8.0, St. Jude Medical, St. Paul, Minnesota)). DE areas were categorized as dense or patchy, depending on their DE content. Left atrial Egms during AF were acquired using a high-density, 20-pole catheter (514 ± 77 sites/map). Fractionation, organization/regularity, local mean cycle length (CL), and voltage were analyzed with regard to DE. RESULTS Patients with long-lasting persistent versus persistent AF had larger left atrial (LA) surface area (134 ± 38 cm(2) vs. 98 ± 9 cm(2), p = 0.02), a higher amount of atrial DE (70 ± 16 cm(2) vs. 49 ± 10 cm(2), p = 0.01), more complex fractionated atrial Egm (CFAE) extent (54 ± 16 cm(2) vs. 28 ± 15 cm(2), p = 0.02), and a shorter baseline AF CL (147 ± 10 ms vs. 182 ± 14 ms, p = 0.01). Continuous CFAE (CFEmean [NavX algorithm that quantifies Egm fractionation] <80 ms) occupied 38 ± 19% of total LA surface area. Dense DE was detected at the left posterior left atrium. In contrast, the right posterior left atrium contained predominantly patchy DE. Most CFAE (48 ± 14%) occurred at non-DE LA sites, followed by 41 ± 12% CFAE at patchy DE and 11 ± 6% at dense DE regions (p = 0.005 and p = 0.008, respectively); 19 ± 6% CFAE sites occurred at border zones of dense DE. Egms were less fractionated, with longer CL and lower voltage at dense DE versus non-DE regions: CFEmean: 97 ms versus 76 ms, p < 0.0001; local CL: 153 ms versus 143 ms, p < 0.0001; mean voltage: 0.63 mV versus 0.86 mV, p < 0.0001. CONCLUSIONS Atrial fibrosis as defined by DE MRI is associated with slower and more organized electrical activity but with lower voltage than healthy atrial areas. Ninety percent of continuous CFAE sites occur at non-DE and patchy DE LA sites. These findings are important when choosing the ablation strategy in persistent AF.

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The regular arrangement of leaves around a plant's stem, called phyllotaxis, has for centuries attracted the attention of philosophers, mathematicians and natural scientists; however, to date, studies of phyllotaxis have been largely theoretical. Leaves and flowers are formed from the shoot apical meristem, triggered by the plant hormone auxin. Auxin is transported through plant tissues by specific cellular influx and efflux carrier proteins. Here we show that proteins involved in auxin transport regulate phyllotaxis. Our data indicate that auxin is transported upwards into the meristem through the epidermis and the outermost meristem cell layer. Existing leaf primordia act as sinks, redistributing auxin and creating its heterogeneous distribution in the meristem. Auxin accumulation occurs only at certain minimal distances from existing primordia, defining the position of future primordia. This model for phyllotaxis accounts for its reiterative nature, as well as its regularity and stability.

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On the Limits of Greenwich Mean Time, or The Failure of a Modernist Revolution From the introduction of World Standard Time in 1884 to Einstein’s theory of relativity, the nature and regulation of time was a highly contested issue in modernism, with profound political, social and epistemological consequences. Modernist aesthetic sensibilities widely revolted against the increasingly strict rule of the clock, which, as Georg Simmel observed in “The Metropolis and Mental Life,” was established as the necessary basis of a capitalist, urban life. This paper will focus on the contending conceptions of time arising in key modernist texts by authors like Joyce, Woolf and Conrad. I will argue that the uniformity and regularity of time necessary to a rising capitalist society came under attack in a similar way by both modernist literary aesthetics and new scientific discoveries. However, while Einstein’s theory of relativity may have led to a subsequent change of paradigm in scientific thought, it has failed to significantly alter social and popular conceptions of time. Although alternative ways of thinking and living with time are proposed by modernist authors, they remain isolated aesthetic experiments, ineffectual against the regulatory pressure of economic and social structures. In this struggle about the nature of time, so I suggest, science and literature join force against a society that is increasingly governed by economic reason. The fact that they lost this struggle can serve as a striking illustration of an increasing shift of social influence from science and art towards economy.