Modelling the growth of prion protein aggregates in the brain in variant Creutzfeldt-Jakob disease

Deposition of insoluble prion protein (PrP) in the brain in the form of protein aggregates or deposits is characteristic of the ‘transmissible spongiform encephalopathies’ (TSEs). Understanding the growth and development of these PrP aggregates is important both in attempting to the elucidate of the pathogenesis of prion disease and in the development of treatments designed to prevent or inhibit the spread of prion pathology within the brain. Aggregation and disaggregation of proteins and the diffusion of substances into the developing aggregates (surface diffusion) are important factors in the development of protein aggregates. Mathematical models suggest that if aggregation/disaggregation or surface diffusion is the predominant factor, the size frequency distribution of the resulting protein aggregates in the brain should be described by either a power-law or a log-normal model respectively. This study tested this hypothesis for two different types of PrP deposit, viz., the diffuse and florid-type PrP deposits in patients with variant Creutzfeldt-Jakob disease (vCJD). The size distributions of the florid and diffuse plaques were fitted by a power-law function in 100% and 42% of brain areas studied respectively. By contrast, the size distributions of both types of plaque deviated significantly from a log-normal model in all brain areas. Hence, protein aggregation and disaggregation may be the predominant factor in the development of the florid plaques. A more complex combination of factors appears to be involved in the pathogenesis of the diffuse plaques. These results may be useful in the design of treatments to inhibit the development of protein aggregates in vCJD.

Modelling growth of prion protein aggregates in the brain in variant Creutzfeldt-Jakob disease

Deposition of insoluble prion protein (PrP) in the brain in the form of protein aggregates or deposits is characteristic of the ‘transmissible spongiform encephalopathies’ (TSEs). Understanding the growth and development of PrP aggregates is important both in attempting to elucidate the pathogenesis of prion disease and in the development of treatments designed to inhibit the spread of prion pathology within the brain. Aggregation and disaggregation of proteins and the diffusion of substances into the developing aggregates (surface diffusion) are important factors in the development of protein deposits. Mathematical models suggest that if either aggregation/disaggregation or surface diffusion is the predominant factor, then the size frequency distribution of the resulting protein aggregates will be described by either a power-law or a log-normal model respectively. This study tested this hypothesis for two different populations of PrP deposit, viz., the diffuse and florid-type PrP deposits characteristic of patients with variant Creutzfeldt-Jakob disease (vCJD). The size distributions of the florid and diffuse deposits were fitted by a power-law function in 100% and 42% of brain areas studied respectively. By contrast, the size distributions of both types of aggregate deviated significantly from a log-normal model in all areas. Hence, protein aggregation and disaggregation may be the predominant factor in the development of the florid deposits. A more complex combination of factors appears to be involved in the pathogenesis of the diffuse deposits. These results may be useful in the design of treatments to inhibit the development of PrP aggregates in vCJD.

Damage analysis of bridge structures using vibrational techniques

Much research is currently centred on the detection of damage in structures using vibrational data. The work presented here examined several areas of interest in support of a practical technique for identifying and locating damage within bridge structures using apparent changes in their vibrational response to known excitation. The proposed goals of such a technique included the need for the measurement system to be operated on site by a minimum number of staff and that the procedure should be as non-invasive to the bridge traffic-flow as possible. Initially the research investigated changes in the vibrational bending characteristics of two series of large-scale model bridge-beams in the laboratory and these included ordinary-reinforced and post-tensioned, prestressed designs. Each beam was progressively damaged at predetermined positions and its vibrational response to impact excitation was analysed. For the load-regime utilised the results suggested that the infuced damage manifested itself as a function of the span of a beam rather than a localised area. A power-law relating apparent damage with the applied loading and prestress levels was then proposed, together with a qualitative vibrational measure of structural damage. In parallel with the laboratory experiments a series of tests were undertaken at the sites of a number of highway bridges. The bridges selected had differing types of construction and geometric design including composite-concrete, concrete slab-and-beam, concrete-slab with supporting steel-troughing constructions together with regular-rectangular, skewed and heavily-skewed geometries. Initial investigations were made of the feasibility and reliability of various methods of structure excitation including traffic and impulse methods. It was found that localised impact using a sledge-hammer was ideal for the purposes of this work and that a cartridge `bolt-gun' could be used in some specific cases.

Temporal correlations of local network losses

We introduce a continuum model describing data losses in a single node of a packet-switched network (like the Internet) which preserves the discrete nature of the data loss process. By construction, the model has critical behavior with a sharp transition from exponentially small to finite losses with increasing data arrival rate. We show that such a model exhibits strong fluctuations in the loss rate at the critical point and non-Markovian power-law correlations in time, in spite of the Markovian character of the data arrival process. The continuum model allows for rather general incoming data packet distributions and can be naturally generalized to consider the buffer server idleness statistics.

Income and poverty in a developing economy

We present a stochastic agent-based model for the distribution of personal incomes in a developing economy. We start with the assumption that incomes are determined both by individual labour and by stochastic effects of trading and investment. The income from personal effort alone is distributed about a mean, while the income from trade, which may be positive or negative, is proportional to the trader's income. These assumptions lead to a Langevin model with multiplicative noise, from which we derive a Fokker-Planck (FP) equation for the income probability density function (IPDF) and its variation in time. We find that high earners have a power law income distribution while the low-income groups have a Levy IPDF. Comparing our analysis with the Indian survey data (obtained from the world bank website: http://go.worldbank.org/SWGZB45DN0) taken over many years we obtain a near-perfect data collapse onto our model's equilibrium IPDF. Using survey data to relate the IPDF to actual food consumption we define a poverty index (Sen A. K., Econometrica., 44 (1976) 219; Kakwani N. C., Econometrica, 48 (1980) 437), which is consistent with traditional indices, but independent of an arbitrarily chosen "poverty line" and therefore less susceptible to manipulation. Copyright © EPLA, 2010.

Random walks in local dynamics of network losses

We suggest a model for data losses in a single node (memory buffer) of a packet-switched network (like the Internet) which reduces to one-dimensional discrete random walks with unusual boundary conditions. By construction, the model has critical behavior with a sharp transition from exponentially small to finite losses with increasing data arrival rate. We show that for a finite-capacity buffer at the critical point the loss rate exhibits strong fluctuations and non-Markovian power-law correlations in time, in spite of the Markovian character of the data arrival process.

Contact time periods in immunological synapse

This paper resolves the long standing debate as to the proper time scale τ of the onset of the immunological synapse bond, the noncovalent chemical bond defining the immune pathways involving T cells and antigen presenting cells. Results from our model calculations show τ to be of the order of seconds instead of minutes. Close to the linearly stable regime, we show that in between the two critical spatial thresholds defined by the integrin:ligand pair (Δ2∼ 40-45 nm) and the T-cell receptor TCR:peptide-major-histocompatibility-complex pMHC bond (Δ1∼ 14-15 nm), τ grows monotonically with increasing coreceptor bond length separation δ (= Δ2-Δ1∼ 26-30 nm) while τ decays with Δ1 for fixed Δ2. The nonuniversal δ-dependent power-law structure of the probability density function further explains why only the TCR:pMHC bond is a likely candidate to form a stable synapse.

Modeling of the spectrum in a random distributed feedback fiber laser within the power balance modes

The simplest model for a description of the random distributed feedback (RDFB) Raman fiber laser is a power balance model describing the evolution of the intensities of the waves over the fiber length. The model predicts well the power performances of the RDFB fiber laser including the generation threshold, the output power and pump and generation wave intensity distributions along the fiber. In the present work, we extend the power balance model and modify equations in such a way that they describe now frequency dependent spectral power density instead of integral over the spectrum intensities. We calculate the generation spectrum by using the depleted pump wave longitudinal distribution derived from the conventional power balance model. We found the spectral balance model to be sufficient to account for the spectral narrowing in the RDFB laser above the threshold of the generation. © 2014 SPIE.

Grid-texture mechanisms in human vision:contrast detection of regular sparse micro-patterns requires specialist templates

Previous work has shown that human vision performs spatial integration of luminance contrast energy, where signals are squared and summed (with internal noise) over area at detection threshold. We tested that model here in an experiment using arrays of micro-pattern textures that varied in overall stimulus area and sparseness of their target elements, where the contrast of each element was normalised for sensitivity across the visual field. We found a power-law improvement in performance with stimulus area, and a decrease in sensitivity with sparseness. While the contrast integrator model performed well when target elements constituted 50–100% of the target area (replicating previous results), observers outperformed the model when texture elements were sparser than this. This result required the inclusion of further templates in our model, selective for grids of various regular texture densities. By assuming a MAX operation across these noisy mechanisms the model also accounted for the increase in the slope of the psychometric function that occurred as texture density decreased. Thus, for the first time, mechanisms that are selective for texture density have been revealed at contrast detection threshold. We suggest that these mechanisms have a role to play in the perception of visual textures.

Three essays on asset pricing

In this dissertation, I investigate three related topics on asset pricing: the consumption-based asset pricing under long-run risks and fat tails, the pricing of VIX (CBOE Volatility Index) options and the market price of risk embedded in stock returns and stock options. These three topics are fully explored in Chapter II through IV. Chapter V summarizes the main conclusions. In Chapter II, I explore the effects of fat tails on the equilibrium implications of the long run risks model of asset pricing by introducing innovations with dampened power law to consumption and dividends growth processes. I estimate the structural parameters of the proposed model by maximum likelihood. I find that the stochastic volatility model with fat tails can, without resorting to high risk aversion, generate implied risk premium, expected risk free rate and their volatilities comparable to the magnitudes observed in data. In Chapter III, I examine the pricing performance of VIX option models. The contention that simpler-is-better is supported by the empirical evidence using actual VIX option market data. I find that no model has small pricing errors over the entire range of strike prices and times to expiration. In general, Whaley’s Black-like option model produces the best overall results, supporting the simpler-is-better contention. However, the Whaley model does under/overprice out-of-the-money call/put VIX options, which is contrary to the behavior of stock index option pricing models. In Chapter IV, I explore risk pricing through a model of time-changed Lvy processes based on the joint evidence from individual stock options and underlying stocks. I specify a pricing kernel that prices idiosyncratic and systematic risks. This approach to examining risk premia on stocks deviates from existing studies. The empirical results show that the market pays positive premia for idiosyncratic and market jump-diffusion risk, and idiosyncratic volatility risk. However, there is no consensus on the premium for market volatility risk. It can be positive or negative. The positive premium on idiosyncratic risk runs contrary to the implications of traditional capital asset pricing theory.

Three Essays on Asset Pricing

In this dissertation, I investigate three related topics on asset pricing: the consumption-based asset pricing under long-run risks and fat tails, the pricing of VIX (CBOE Volatility Index) options and the market price of risk embedded in stock returns and stock options. These three topics are fully explored in Chapter II through IV. Chapter V summarizes the main conclusions. In Chapter II, I explore the effects of fat tails on the equilibrium implications of the long run risks model of asset pricing by introducing innovations with dampened power law to consumption and dividends growth processes. I estimate the structural parameters of the proposed model by maximum likelihood. I find that the stochastic volatility model with fat tails can, without resorting to high risk aversion, generate implied risk premium, expected risk free rate and their volatilities comparable to the magnitudes observed in data. In Chapter III, I examine the pricing performance of VIX option models. The contention that simpler-is-better is supported by the empirical evidence using actual VIX option market data. I find that no model has small pricing errors over the entire range of strike prices and times to expiration. In general, Whaley’s Black-like option model produces the best overall results, supporting the simpler-is-better contention. However, the Whaley model does under/overprice out-of-the-money call/put VIX options, which is contrary to the behavior of stock index option pricing models. In Chapter IV, I explore risk pricing through a model of time-changed Lévy processes based on the joint evidence from individual stock options and underlying stocks. I specify a pricing kernel that prices idiosyncratic and systematic risks. This approach to examining risk premia on stocks deviates from existing studies. The empirical results show that the market pays positive premia for idiosyncratic and market jump-diffusion risk, and idiosyncratic volatility risk. However, there is no consensus on the premium for market volatility risk. It can be positive or negative. The positive premium on idiosyncratic risk runs contrary to the implications of traditional capital asset pricing theory.

Fluxo de fluído através de um meio poroso fractal desordenado. Análise das tensões de cisalhamento e efeito de escala na estimativa das forças viscosas

In this work we have investigated some aspects of the two-dimensional flow of a viscous Newtonian fluid through a disordered porous medium modeled by a random fractal system similar to the Sierpinski carpet. This fractal is formed by obstacles of various sizes, whose distribution function follows a power law. They are randomly disposed in a rectangular channel. The velocity field and other details of fluid dynamics are obtained by solving numerically of the Navier-Stokes and continuity equations at the pore level, where occurs actually the flow of fluids in porous media. The results of numerical simulations allowed us to analyze the distribution of shear stresses developed in the solid-fluid interfaces, and find algebraic relations between the viscous forces or of friction with the geometric parameters of the model, including its fractal dimension. Based on the numerical results, we proposed scaling relations involving the relevant parameters of the phenomenon, allowing quantifying the fractions of these forces with respect to size classes of obstacles. Finally, it was also possible to make inferences about the fluctuations in the form of the distribution of viscous stresses developed on the surface of obstacles.

Does the Pareto Distribution of Hurricane Damage Inherit its Fat Tail from a Zipf Distribution of Assets at Hazard?

Tropical Cyclones are a continuing threat to life and property. Willoughby (2012) found that a Pareto (power-law) cumulative distribution fitted to the most damaging 10% of US hurricane seasons fit their impacts well. Here, we find that damage follows a Pareto distribution because the assets at hazard follow a Zipf distribution, which can be thought of as a Pareto distribution with exponent 1. The Z-CAT model is an idealized hurricane catastrophe model that represents a coastline where populated places with Zipf- distributed assets are randomly scattered and damaged by virtual hurricanes with sizes and intensities generated through a Monte-Carlo process. Results produce realistic Pareto exponents. The ability of the Z-CAT model to simulate different climate scenarios allowed testing of sensitivities to Maximum Potential Intensity, landfall rates and building structure vulnerability. The Z-CAT model results demonstrate that a statistical significant difference in damage is found when only changes in the parameters create a doubling of damage.

Rationalizing spatial exploration patterns of wild animals and humans through a temporal discounting framework

Understanding the exploration patterns of foragers in the wild provides fundamental insight into animal behavior. Recent experimental evidence has demonstrated that path lengths (distances between consecutive turns) taken by foragers are well fitted by a power law distribution. Numerous theoretical contributions have posited that “Lévy random walks”—which can produce power law path length distributions—are optimal for memoryless agents searching a sparse reward landscape. It is unclear, however, whether such a strategy is efficient for cognitively complex agents, from wild animals to humans. Here, we developed a model to explain the emergence of apparent power law path length distributions in animals that can learn about their environments. In our model, the agent’s goal during search is to build an internal model of the distribution of rewards in space that takes into account the cost of time to reach distant locations (i.e., temporally discounting rewards). For an agent with such a goal, we find that an optimal model of exploration in fact produces hyperbolic path lengths, which are well approximated by power laws. We then provide support for our model by showing that humans in a laboratory spatial exploration task search space systematically and modify their search patterns under a cost of time. In addition, we find that path length distributions in a large dataset obtained from free-ranging marine vertebrates are well described by our hyperbolic model. Thus, we provide a general theoretical framework for understanding spatial exploration patterns of cognitively complex foragers.

Rationalizing spatial exploration patterns of wild animals and humans through a temporal discounting framework

Understanding the exploration patterns of foragers in the wild provides fundamental insight into animal behavior. Recent experimental evidence has demonstrated that path lengths (distances between consecutive turns) taken by foragers are well fitted by a power law distribution. Numerous theoretical contributions have posited that “Lévy random walks”—which can produce power law path length distributions—are optimal for memoryless agents searching a sparse reward landscape. It is unclear, however, whether such a strategy is efficient for cognitively complex agents, from wild animals to humans. Here, we developed a model to explain the emergence of apparent power law path length distributions in animals that can learn about their environments. In our model, the agent’s goal during search is to build an internal model of the distribution of rewards in space that takes into account the cost of time to reach distant locations (i.e., temporally discounting rewards). For an agent with such a goal, we find that an optimal model of exploration in fact produces hyperbolic path lengths, which are well approximated by power laws. We then provide support for our model by showing that humans in a laboratory spatial exploration task search space systematically and modify their search patterns under a cost of time. In addition, we find that path length distributions in a large dataset obtained from free-ranging marine vertebrates are well described by our hyperbolic model. Thus, we provide a general theoretical framework for understanding spatial exploration patterns of cognitively complex foragers.