Numerical methods for strong solutions of stochastic differential equations: an overview

This paper gives a review of recent progress in the design of numerical methods for computing the trajectories (sample paths) of solutions to stochastic differential equations. We give a brief survey of the area focusing on a number of application areas where approximations to strong solutions are important, with a particular focus on computational biology applications, and give the necessary analytical tools for understanding some of the important concepts associated with stochastic processes. We present the stochastic Taylor series expansion as the fundamental mechanism for constructing effective numerical methods, give general results that relate local and global order of convergence and mention the Magnus expansion as a mechanism for designing methods that preserve the underlying structure of the problem. We also present various classes of explicit and implicit methods for strong solutions, based on the underlying structure of the problem. Finally, we discuss implementation issues relating to maintaining the Brownian path, efficient simulation of stochastic integrals and variable-step-size implementations based on various types of control.

Growing semiconductor nanocrystals directly in a conducting polymer

We describe a single step method to synthesise lead sulphide (PbS) nanocrystals directly in the conjugated polymer poly (2-methoxy-5-(2'-ethyl-hexyloxy)-p-phenylene vinylene) (MEH-PPV). This method allows size control of the nanocrystal via co-solvent ratios. We find good agreement between nanocrystal sizes determined by transmission electron microscopy and sizes theoretically determined from the absorption edge of the nanocrystals. Finally we show that this synthesis technique is not restricted to MEH-PPV and demonstrate that nanocrystals can be grown in Poly(3-hexylthiophene-2,5-diyl) (P3HT). (C) 2005 Elsevier B.V. All rights reserved.

The food choice at work study: effectiveness of complex workplace dietary interventions on dietary behaviours and diet-related disease risk - study protocol for a clustered controlled trial

Background: Dietary behaviour interventions have the potential to reduce diet-related disease. Ample opportunity exists to implement these interventions in the workplace. The overall aim is to assess the effectiveness and cost-effectiveness of complex dietary interventions focused on environmental dietary modification alone or in combination with nutrition education in large manufacturing workplace settings. Methods/design: A clustered controlled trial involving four large multinational manufacturing workplaces in Cork will be conducted. The complex intervention design has been developed using the Medical Research Council's framework and the National Institute for Health and Clinical Excellence (NICE) guidelines and will be reported using the TREND statement for the transparent reporting of evaluations with non-randomized designs. It will draw on a soft paternalistic 'nudge' theoretical perspective. It will draw on a soft paternalistic "nudge" theoretical perspective. Nutrition education will include three elements: group presentations, individual nutrition consultations and detailed nutrition information. Environmental dietary modification will consist of five elements: (a) restriction of fat, saturated fat, sugar and salt, (b) increase in fibre, fruit and vegetables, (c) price discounts for whole fresh fruit, (d) strategic positioning of healthier alternatives and (e) portion size control. No intervention will be offered in workplace A (control). Workplace B will receive nutrition education. Workplace C will receive nutrition education and environmental dietary modification. Workplace D will receive environmental dietary modification alone. A total of 448 participants aged 18 to 64 years will be selected randomly. All permanent, full-time employees, purchasing at least one main meal in the workplace daily, will be eligible. Changes in dietary behaviours, nutrition knowledge, health status with measurements obtained at baseline and at intervals of 3 to 4 months, 7 to 9 months and 13 to 16 months will be recorded. A process evaluation and cost-effectiveness economic evaluation will be undertaken. Discussion: A 'Food Choice at Work' toolbox (concise teaching kit to replicate the intervention) will be developed to inform and guide future researchers, workplace stakeholders, policy makers and the food industry. Trial registration: Current Controlled Trials, ISRCTN35108237.

Essays on Microeconometrics

My dissertation has three chapters which develop and apply microeconometric tech- niques to empirically relevant problems. All the chapters examines the robustness issues (e.g., measurement error and model misspecification) in the econometric anal- ysis. The first chapter studies the identifying power of an instrumental variable in the nonparametric heterogeneous treatment effect framework when a binary treat- ment variable is mismeasured and endogenous. I characterize the sharp identified set for the local average treatment effect under the following two assumptions: (1) the exclusion restriction of an instrument and (2) deterministic monotonicity of the true treatment variable in the instrument. The identification strategy allows for general measurement error. Notably, (i) the measurement error is nonclassical, (ii) it can be endogenous, and (iii) no assumptions are imposed on the marginal distribution of the measurement error, so that I do not need to assume the accuracy of the measure- ment. Based on the partial identification result, I provide a consistent confidence interval for the local average treatment effect with uniformly valid size control. I also show that the identification strategy can incorporate repeated measurements to narrow the identified set, even if the repeated measurements themselves are endoge- nous. Using the the National Longitudinal Study of the High School Class of 1972, I demonstrate that my new methodology can produce nontrivial bounds for the return to college attendance when attendance is mismeasured and endogenous.

The second chapter, which is a part of a coauthored project with Federico Bugni, considers the problem of inference in dynamic discrete choice problems when the structural model is locally misspecified. We consider two popular classes of estimators for dynamic discrete choice models: K-step maximum likelihood estimators (K-ML) and K-step minimum distance estimators (K-MD), where K denotes the number of policy iterations employed in the estimation problem. These estimator classes include popular estimators such as Rust (1987)’s nested fixed point estimator, Hotz and Miller (1993)’s conditional choice probability estimator, Aguirregabiria and Mira (2002)’s nested algorithm estimator, and Pesendorfer and Schmidt-Dengler (2008)’s least squares estimator. We derive and compare the asymptotic distributions of K- ML and K-MD estimators when the model is arbitrarily locally misspecified and we obtain three main results. In the absence of misspecification, Aguirregabiria and Mira (2002) show that all K-ML estimators are asymptotically equivalent regardless of the choice of K. Our first result shows that this finding extends to a locally misspecified model, regardless of the degree of local misspecification. As a second result, we show that an analogous result holds for all K-MD estimators, i.e., all K- MD estimator are asymptotically equivalent regardless of the choice of K. Our third and final result is to compare K-MD and K-ML estimators in terms of asymptotic mean squared error. Under local misspecification, the optimally weighted K-MD estimator depends on the unknown asymptotic bias and is no longer feasible. In turn, feasible K-MD estimators could have an asymptotic mean squared error that is higher or lower than that of the K-ML estimators. To demonstrate the relevance of our asymptotic analysis, we illustrate our findings using in a simulation exercise based on a misspecified version of Rust (1987) bus engine problem.

The last chapter investigates the causal effect of the Omnibus Budget Reconcil- iation Act of 1993, which caused the biggest change to the EITC in its history, on unemployment and labor force participation among single mothers. Unemployment and labor force participation are difficult to define for a few reasons, for example, be- cause of marginally attached workers. Instead of searching for the unique definition for each of these two concepts, this chapter bounds unemployment and labor force participation by observable variables and, as a result, considers various competing definitions of these two concepts simultaneously. This bounding strategy leads to partial identification of the treatment effect. The inference results depend on the construction of the bounds, but they imply positive effect on labor force participa- tion and negligible effect on unemployment. The results imply that the difference- in-difference result based on the BLS definition of unemployment can be misleading

due to misclassification of unemployment.

Síntese, caracterização e aplicação de nanoadsorventes magnéticos visando à remoção de Cr(VI) de águas residuais

Dissertação (mestrado)—Universidade de Brasília, Faculdade UnB Planaltina, Mestrado em Ciências de Materias, 2016.

Visual Feedforward Control in Human Locomotion During Avoidance of Obstacles that Change Size

The purpose of the current study was to understand how visual information about an ongoing change in obstacle size is used during obstacle avoidance for both lead and trail limbs. Participants were required to walk in a dark room and to step over an obstacle edged with a special tape visible in the dark. The obstacle's dimensions were manipulated one step before obstacle clearance by increasing or decreasing its size. Two increasing and two decreasing obstacle conditions were combined with seven control static conditions. Results showed that information about the obstacle's size was acquired and used to modulate trail limb trajectory, but had no effect on lead limb trajectory. The adaptive step was influenced by the time available to acquire and process visual information. In conclusion, visual information about obstacle size acquired during lead limb crossing was used in a feedforward manner to modulate trail limb trajectory.

Body size and ovarian cancer: case-control study and systematic review (Australia)

Objective: Although increased body mass is an established risk factor for a variety of cancers, its relation with cancer of the ovary is unclear. We therefore investigated the association between measures of body mass index (BMI) and ovarian cancer risk. Methods: Data from an Australian case-control study of 775 ovarian cancer cases and 846 controls were used to examine the association with BMI. We have also summarized the results from a number of other studies that have examined this association. Results: There was a significant increased risk of ovarian cancer with increasing BMI, with women in the top 15% of the BMI range having an odds ratio (OR) of 1.9 (95% confidence interval (CI), 1.3-2.6) compared with those in the middle 30%. Stratifying by physical activity showed a stronger effect among inactive women (OR = 3.0, 95% CI 1.3-6.9). The overall effect was consistent with the findings of most prior population-based case-control studies, while cohort studies reported positive effects closer to the null. Hospital-based studies gave variable results. Conclusions: Taken together, the evidence is in favor of a small to moderate positive relation between high BMI and occurrence of ovarian cancer.

Distributed active traction control system applied to the RoboCup middle size league

This work addresses the problem of traction control in mobile wheeled robots in the particular case of the RoboCup Middle Size League (MSL). The slip control problem is formulated using simple friction models for ISePorto Team robots with a differential wheel configuration. Traction was also characterized experimentally in the MSL scenario for relevant game events. This work proposes a hierarchical traction control architecture which relies in local slip detection and control at each wheel, with relevant information being relayed to a higher level responsible for global robot motion control. A dedicated one axis control embedded hardware subsystem allowing complex local control, high frequency current sensing and odometric information procession was developed. This local axis control board is integrated in a distributed system using CAN bus communications. The slipping observer was implemented in the axis control hardware nodes integrated in the ISePorto robots and was used to control and detect loss of for traction. %and to detect the ball in the kicking device. An external vision system was used to perform a qualitative analysis of the slip detection and observer performance results are presented.

Design of the ISePorto robocup Middle-Size League Robotic Soccer Team: Control, Localisation and Coordination

Proceedings of the 10th Mediterranean Conference on Control and Automation - MED2002 Lisbon, Portugal, July 9-12, 2002

A Nested Case-Control Study of Metabolically Defined Body Size Phenotypes and Risk of Colorectal Cancer in the European Prospective Investigation into Cancer and Nutrition (EPIC).

BACKGROUND Obesity is positively associated with colorectal cancer. Recently, body size subtypes categorised by the prevalence of hyperinsulinaemia have been defined, and metabolically healthy overweight/obese individuals (without hyperinsulinaemia) have been suggested to be at lower risk of cardiovascular disease than their metabolically unhealthy (hyperinsulinaemic) overweight/obese counterparts. Whether similarly variable relationships exist for metabolically defined body size phenotypes and colorectal cancer risk is unknown. METHODS AND FINDINGS The association of metabolically defined body size phenotypes with colorectal cancer was investigated in a case-control study nested within the European Prospective Investigation into Cancer and Nutrition (EPIC) study. Metabolic health/body size phenotypes were defined according to hyperinsulinaemia status using serum concentrations of C-peptide, a marker of insulin secretion. A total of 737 incident colorectal cancer cases and 737 matched controls were divided into tertiles based on the distribution of C-peptide concentration amongst the control population, and participants were classified as metabolically healthy if below the first tertile of C-peptide and metabolically unhealthy if above the first tertile. These metabolic health definitions were then combined with body mass index (BMI) measurements to create four metabolic health/body size phenotype categories: (1) metabolically healthy/normal weight (BMI < 25 kg/m2), (2) metabolically healthy/overweight (BMI ≥ 25 kg/m2), (3) metabolically unhealthy/normal weight (BMI < 25 kg/m2), and (4) metabolically unhealthy/overweight (BMI ≥ 25 kg/m2). Additionally, in separate models, waist circumference measurements (using the International Diabetes Federation cut-points [≥80 cm for women and ≥94 cm for men]) were used (instead of BMI) to create the four metabolic health/body size phenotype categories. Statistical tests used in the analysis were all two-sided, and a p-value of <0.05 was considered statistically significant. In multivariable-adjusted conditional logistic regression models with BMI used to define adiposity, compared with metabolically healthy/normal weight individuals, we observed a higher colorectal cancer risk among metabolically unhealthy/normal weight (odds ratio [OR] = 1.59, 95% CI 1.10-2.28) and metabolically unhealthy/overweight (OR = 1.40, 95% CI 1.01-1.94) participants, but not among metabolically healthy/overweight individuals (OR = 0.96, 95% CI 0.65-1.42). Among the overweight individuals, lower colorectal cancer risk was observed for metabolically healthy/overweight individuals compared with metabolically unhealthy/overweight individuals (OR = 0.69, 95% CI 0.49-0.96). These associations were generally consistent when waist circumference was used as the measure of adiposity. To our knowledge, there is no universally accepted clinical definition for using C-peptide level as an indication of hyperinsulinaemia. Therefore, a possible limitation of our analysis was that the classification of individuals as being hyperinsulinaemic-based on their C-peptide level-was arbitrary. However, when we used quartiles or the median of C-peptide, instead of tertiles, as the cut-point of hyperinsulinaemia, a similar pattern of associations was observed. CONCLUSIONS These results support the idea that individuals with the metabolically healthy/overweight phenotype (with normal insulin levels) are at lower colorectal cancer risk than those with hyperinsulinaemia. The combination of anthropometric measures with metabolic parameters, such as C-peptide, may be useful for defining strata of the population at greater risk of colorectal cancer.

Environmental control of the Pom1-dependent cell-size regulation pathway in fission yeast

Cells couple their growth and division rate in response to nutrient availability to maintain a constant size. This co-ordination happens either at the G1-S or the G2-M transition of the cell cycle. In the rod-shaped fission yeast, size regulation happens at the G2-M transition prior to mitotic commitment. Recent studies have focused on the role of the DYRK-family protein kinase Pom1, which forms gradients emanating from cell poles and inhibits the mitotic activator kinase Cdr2, present at the cell middle. Pom1 was proposed to inhibit Cdr2 until cells reached a critical size before division. However when and where Pom1 inhibits Cdr2 is not clear as medial Pom1 levels do not change during cell elongation. Here I show that Pom1 gradients are susceptible to environmental changes in glucose. Specifically, upon glucose limitation, Pom1 re-localizes from the poles to the cell sides where it delays mitosis through regulating Cdr2. This re-localization occurs due to microtubule de- stabilization and lateral catastrophes leading to transient deposition of the Pom1 gradient nucleator Tea4 along the cell cortex. As Tea4 localization to cell sides is sufficient to recruit Pom1, this explains the mechanism of Pom1 re-localization. Microtubule destabilization and consequently Tea4 and Pom1 spread depends on the activity of the cAMP-dependent Protein Kinase A (PKA/Pka1), as pka1 mutant cells have stable microtubules and retain polar Tea4 and Pom1 under limited glucose. PKA signaling negatively regulates the microtubule rescue factor CLASP/Cls1, thus reducing its ability to stabilize microtubules. Thus PKA signaling tunes CLASP activity to promote microtubule de-stabilization and Pom1 re-localization upon glucose limitation. I show that the side-localized Pom1 delays mitosis and balances the role of the mitosis promoting, mitogen-associated protein kinase (MAPK) protein Sty1. Thus Pom1 re-localization may serve to buffer cell size upon glucose limitation. -- Afin de maintenir une taille constante, les cellules régulent leur croissance ainsi que leur taux de division selon les nutriments disponibles dans le milieu. Dans la levure fissipare, cette régulation de la taille précède l'engagement mitotique et se fait à la transition entre les phases G2 à M du cycle cellulaire. Des études récentes se sont focalisées sur le rôle de la protéine Pom1, membre de la famille des DYRK kinase. Celle-ci forme un gradient provenant des pôles de la cellule et inhibe l'activateur mitotique Cdr2 présent au centre de la cellule. Le model propose que Pom1 inhibe Cdr2 jusqu'à atteindre une taille critique avant la division. Cependant quand et à quel endroit dans la cellulle Pom1 inhibe Cdr2 n'était pas clair car les niveaux médians de Pom1 ne changent pas au cours de la l'élongation des cellules. Dans cette étude, je montre que les gradients de Pom1 sont sensibles aux changements environnementaux du taux de glucose. Plus spécifiquement, en conditions limitantes de glucose, Pom1 se relocalise des pôles de la cellule pour se distribuer sur les côtés de celle-ci. Par conséquent, un délai d'entrée en mitose est observé dû à l'inhibition Cdr2 par Pom1. Cette délocalisation est due à la déstabilisation des microtubules qui va conduire à une déposition transitoire de Tea4, le nucléateur du gradient de Pom1, tout au long du cortex de la cellule. Comme la localisation de Tea4 sur les côtés de la cellule est suffisante pour recruter la protéine Pom1, ceci explique le mécanisme de relocalisation de celle-ci. La déstabilisation des microtubules et par conséquent la diffusion de Tea4 et Pom1 dépendent de l'activité de la protéine kinase A dépendante de l'AMP cyclique (PKA/Pka1). En absence de pka1, la stabilité des microtubules n'est pas affectée ce qui permet la rétention de Tea4 et Pom1 aux pôles de la cellule même en conditions limitantes de glucose. La signalisation via PKA régule négativement le facteur de sauvetage des microtubules CLASP/Cls1 et permet donc de réduire sa fonction de déstabilisation des microtubules. Ainsi la signalisation via PKA affine l'activité des CLASP pour promouvoir la déstabilisation des microtubules et la relocalisation de Pom1 en conditions limitantes de glucose. Je montre que la localisation sur les côtés retarde l'entrée en mitose et compense l'action de la protéine Sty1, connue pour être une MAPK qui induit l'entrée en mitose. Ainsi, la relocalisation de Pom1 pourrait servir à tamponner la taille de la cellule en condition limitantes de glucose. -- Various cell types in the environment such as bacterial, plant or animal cells have a distinct cellular size. Maintaining a constant cell size is important for fitness in unicellular organisms and for diverse functions in multicellular organisms. Cells regulate their size by coordinating their growth rate to their division rate. This coupling is important otherwise cells would get progressively smaller or larger after each successive cell cycle. In their natural environment cells may face fluctuations in the available nutrient supply. Thus cells have to coordinate their division rate to the variable growth rates shown under different nutrient conditions. During my PhD, I worked with a single-celled rod shaped yeast called the fission yeast. These cells are longer when the nutrient supply is abundant and shorter when the nutrient supply is scarce. A protein that senses changes in the external carbon source (glucose) is called Protein Kinase A (PKA). The rod shape of fission yeast cells is maintained thanks to a structural backbone called the cytoskeleton. One of the components of this backbone is called microtubules, which are small tube like structures spanning the length of the cell. They transport a protein called Tea4, which in turn is important for the proper localization of another protein Pom1 to the cell ends. Pom1 helps to maintain proper shape and size of these rod shaped yeast cells. My thesis work showed that upon reduction in the external nutrient (glucose) levels, microtubules become less stable and show an alteration in their organization. A significant percentage of the microtubules contact the side of the cell instead of touching only the cell tip. This leads to the spreading of the protein Pom1 away from the tips all around the cell periphery. This helps fission yeast cells to maintain the proper size required under these conditions of limited glucose supply. I further showed that the protein PKA regulates microtubule stability and organization and thus Pom1 spreading and maintenance of proper cell size. Thus my work led to the discovery of a novel pathway by which fission yeast cells maintain their size under limited supply of glucose. -- Divers types cellulaires dans l'environnement tels que les bactéries, les plantes ou les cellules animales ont une taille précise. Le maintien d'une taille cellulaire constante est importante pour le fitness des organismes unicellulaire ainsi que pour multiples fonctions dans les organismes multicellulaires. Les cellules régulent leur taille en coordonnant le taux de croissance avec le taux de division. Ce couplage est essentiel sinon les cellules deviendraient progressivement plus petites ou plus grandes après chaque cycle cellulaire. Dans leur habitat naturels les cellules peuvent faire face a des fluctuations dans le taux de nutriment disponible. Les cellules doivent donc coordonner leur taux de division aux taux variables de croissances perçus dans les différentes conditions nutritionnels. Pendant ma thèse, j'ai travaillée sur une levure unicellulaire, en forme de bâtonnet, nommé levure fissipare ou levure de fission. La taille de ces cellules est plus grande quand le taux de nutriments est grand et plus courte quand celui-ci est plus faible. Une protéine qui perçoit les changements dans le taux externe de la source de carbone (glucose) est nommée PKA pour protéine kinase A. La forme en bâtonnet de la cellule est due aux caractères structuraux du cytosquelette. Une composante importante de ce cytosquelette sont les microtubules, dont la structures ressemble à des petit tubes qui vont d'un bout à l'autre de la cellule. Ces microtubules transportent une protéine importante nommée Tea4 qui à leur tour importante pour la bonne localisation d'une autre protéine Pom1 aux extrémités de la cellule. La protéine Pom1 aide à maintenir la taille appropriée des levures fissipares. Mon travail de thèse a montré qu'en présence de taux faible de nutriments (glucose) les microtubules deviennent de moins en moins stables et montrent une désorganisation globale. Un pourcentage significatif des microtubules touche les côtés de la cellule aux lieu d'atteindre uniquement les extrémités. Ceci a pour conséquence une diffusion de Pom1 tout au long du cortex de la cellule. Ceci aide les levures fissipares à maintenir la taille appropriée pendant ce stress nutritionnel. De plus, je montre que PKA régule la stabilité et l'organisation des microtubules et par conséquent la diffusion de Pom1 et le maintien d'une taille constante. En conclusion, mon travail a conduit à la découverte d'un nouveau mécanisme par lequel la levure fissipare maintient sa taille dans des conditions limitantes en glucose.

Weed control in corn and weed sample size for growth evaluations

The objectives of this study were to evaluate baby corn yield, green corn yield, and grain yield in corn cultivar BM 3061, with weed control achieved via a combination of hoeing and intercropping with gliricidia, and determine how sample size influences weed growth evaluation accuracy. A randomized block design with ten replicates was used. The cultivar was submitted to the following treatments: A = hoeings at 20 and 40 days after corn sowing (DACS), B = hoeing at 20 DACS + gliricidia sowing after hoeing, C = gliricidia sowing together with corn sowing + hoeing at 40 DACS, D = gliricidia sowing together with corn sowing, and E = no hoeing. Gliricidia was sown at a density of 30 viable seeds m-2. After harvesting the mature ears, the area of each plot was divided into eight sampling units measuring 1.2 m² each to evaluate weed growth (above-ground dry biomass). Treatment A provided the highest baby corn, green corn, and grain yields. Treatment B did not differ from treatment A with respect to the yield values for the three products, and was equivalent to treatment C for green corn yield, but was superior to C with regard to baby corn weight and grain yield. Treatments D and E provided similar yields and were inferior to the other treatments. Therefore, treatment B is a promising one. The relation between coefficient of experimental variation (CV) and sample size (S) to evaluate growth of the above-ground part of the weeds was given by the equation CV = 37.57 S-0.15, i.e., CV decreased as S increased. The optimal sample size indicated by this equation was 4.3 m².

Sample size considerations in active-control non-inferiority trials with binary data based on the odds ratio

This paper presents an approximate closed form sample size formula for determining non-inferiority in active-control trials with binary data. We use the odds-ratio as the measure of the relative treatment effect, derive the sample size formula based on the score test and compare it with a second, well-known formula based on the Wald test. Both closed form formulae are compared with simulations based on the likelihood ratio test. Within the range of parameter values investigated, the score test closed form formula is reasonably accurate when non-inferiority margins are based on odds-ratios of about 0.5 or above and when the magnitude of the odds ratio under the alternative hypothesis lies between about 1 and 2.5. The accuracy generally decreases as the odds ratio under the alternative hypothesis moves upwards from 1. As the non-inferiority margin odds ratio decreases from 0.5, the score test closed form formula increasingly overestimates the sample size irrespective of the magnitude of the odds ratio under the alternative hypothesis. The Wald test closed form formula is also reasonably accurate in the cases where the score test closed form formula works well. Outside these scenarios, the Wald test closed form formula can either underestimate or overestimate the sample size, depending on the magnitude of the non-inferiority margin odds ratio and the odds ratio under the alternative hypothesis. Although neither approximation is accurate for all cases, both approaches lead to satisfactory sample size calculation for non-inferiority trials with binary data where the odds ratio is the parameter of interest.

A new method to control particle size and particle size distribution of SnO2 nanoparticles for gas sensor applications

The controlled growth of SnO2 nanoparticles for gas sensor applications is reported by these authors. Nb2O5 additive is used to control nucleation and growth of the SnO2 (see Figure), which is synthesized by the polymeric precursor method. Preliminary gas sensing measurements are performed and it is demonstrated that the response time of the Nb2O5-doped SnO2 is faster than that of the undoped material.