Stochastic processes induced by dichotomous markov noise: Some exact dynamical results

Stochastic processes defined by a general Langevin equation of motion where the noise is the non-Gaussian dichotomous Markov noise are studied. A non-FokkerPlanck master differential equation is deduced for the probability density of these processes. Two different models are exactly solved. In the second one, a nonequilibrium bimodal distribution induced by the noise is observed for a critical value of its correlation time. Critical slowing down does not appear in this point but in another one.

Topologies for poin distributions

The concepts of void and cluster for an arbitrary point distribution in a domain D are defined and characterized by some parameters such as volume, density, number of points belonging to them, shape, etc. After assigning a weight to each void and clusterwhich is a function of its characteristicsthe concept of distance between two point configurations S1 and S2 in D is introduced, both with and without the help of a lattice in the domain D. This defines a topology for the point distributions in D, which is different for the different characterizations of the voids and clusters.

Noether's theorem and gauge transformations. Application to the bosonic string and CP(2,n-1) model

New results on the theory of constrained systems are applied to characterize the generators of Noethers symmetry transformations. As a byproduct, an algorithm to construct gauge transformations in Hamiltonian formalism is derived. This is illustrated with two relevant examples.

Revisiting the S-index for soil physical quality and its use in Brazil

The S-index was introduced in 2004 in a publication by A.R. Dexter. S was proposed as an indicator of soil physical quality. A critical value delimiting soils with rich and poor physical quality was proposed. At present, Brazil is world leader in citations of Dexter's publication. In this publication the S-theory is mathematically revisited and extended. It is shown that S is mathematically correlated to bulk density and total porosity. As an absolute indicator, the value of S alone has proven to be incapable of predicting soil physical quality. The critical value does not always hold under boundary conditions described in the literature. This is to be expected because S is a static parameter, therefore implicitly unable to describe dynamic processes. As a relative indicator of soil physical quality, the S-index has no additional value over bulk density or total porosity. Therefore, in the opinion of the author, the fact that bulk density or total porosity are much more easily determined than the water retention curve for obtaining S disqualifies S as an advantageous indicator of relative soil physical quality. Among the several equations available for the fitting of water retention curves, the Groenevelt-Grant equation is preferable for use with S since one of its parameters and S are linearly correlated. Since efforts in soil physics research have the purpose of describing dynamic processes, it is the author's opinion that these efforts should shift towards mechanistic soil physics as opposed to the search for empirical correlations like S which, at present, represents far more than its reasonable share of soil physics in Brazil.

Retrospective feasibility study of simultaneous integrated boost in cervical cancer using Tomotherapy: the impact of organ motion and tumor regression.

BACKGROUND: Whole pelvis intensity modulated radiotherapy (IMRT) is increasingly being used to treat cervical cancer aiming to reduce side effects. Encouraged by this, some groups have proposed the use of simultaneous integrated boost (SIB) to target the tumor, either to get a higher tumoricidal effect or to replace brachytherapy. Nevertheless, physiological organ movement and rapid tumor regression throughout treatment might substantially reduce any benefit of this approach. PURPOSE: To evaluate the clinical target volume - simultaneous integrated boost (CTV-SIB) regression and motion during chemo-radiotherapy (CRT) for cervical cancer, and to monitor treatment progress dosimetrically and volumetrically to ensure treatment goals are met. METHODS AND MATERIALS: Ten patients treated with standard doses of CRT and brachytherapy were retrospectively re-planned using a helical Tomotherapy - SIB technique for the hypothetical scenario of this feasibility study. Target and organs at risk (OAR) were contoured on deformable fused planning-computed tomography and megavoltage computed tomography images. The CTV-SIB volume regression was determined. The center of mass (CM) was used to evaluate the degree of motion. The Dice's similarity coefficient (DSC) was used to assess the spatial overlap of CTV-SIBs between scans. A cumulative dose-volume histogram modeled estimated delivered doses. RESULTS: The CTV-SIB relative reduction was between 31 and 70%. The mean maximum CM change was 12.5, 9, and 3 mm in the superior-inferior, antero-posterior, and right-left dimensions, respectively. The CTV-SIB-DSC approached 1 in the first week of treatment, indicating almost perfect overlap. CTV-SIB-DSC regressed linearly during therapy, and by the end of treatment was 0.5, indicating 50% discordance. Two patients received less than 95% of the prescribed dose. Much higher doses to the OAR were observed. A multiple regression analysis showed a significant interaction between CTV-SIB reduction and OAR dose increase. CONCLUSIONS: The CTV-SIB had important regression and motion during CRT, receiving lower therapeutic doses than expected. The OAR had unpredictable shifts and received higher doses. The use of SIB without frequent adaptation of the treatment plan exposes cervical cancer patients to an unpredictable risk of under-dosing the target and/or overdosing adjacent critical structures. In that scenario, brachytherapy continues to be the gold standard approach.

Adding functionalities to precomputed holograms with random mask multiplexing in holographic optical tweezers

In this study, we present a method designed to generate dynamic holograms in holographic optical tweezers. The approach combines our random mask encoding method with iterative high-efficiency algorithms. This hybrid method can be used to dynamically modify precalculated holograms, giving them new functionalities¿temporarily or permanently¿with a low computational cost. This allows the easy addition or removal of a single trap or the independent control of groups of traps for manipulating a variety of rigid structures in real time.

Human Prominin-1 (CD133) Is Detected in Both Neoplastic and Non-Neoplastic Salivary Gland Diseases and Released into Saliva in a Ubiquitinated Form.

Prominin-1 (CD133) is physiologically expressed at the apical membranes of secretory (serous and mucous) and duct cells of major salivary glands. We investigated its expression in various human salivary gland lesions using two distinct anti-prominin-1 monoclonal antibodies (80B258 and AC133) applied on paraffin-embedded sections and characterized its occurrence in saliva. The 80B258 epitope was extensively expressed in adenoid cystic carcinoma, in lesser extent in acinic cell carcinoma and pleomorphic adenoma, and rarely in mucoepidermoid carcinoma. The 80B258 immunoreactivity was predominately detected at the apical membrane of tumor cells showing acinar or intercalated duct cell differentiation, which lined duct- or cyst-like structures, and in luminal secretions. It was observed on the whole cell membrane in non-luminal structures present in the vicinity of thin-walled blood vessels and hemorrhagic areas in adenoid cystic carcinoma. Of note, AC133 labeled only a subset of 80B258-positive structures. In peritumoral salivary gland tissues as well as in obstructive sialadenitis, an up-regulation of prominin-1 (both 80B258 and AC133 immunoreactivities) was observed in intercalated duct cells. In most tissues, prominin-1 was partially co-expressed with two cancer markers: carcinoembryonic antigen (CEA) and mucin-1 (MUC1). Differential centrifugation of saliva followed by immunoblotting indicated that all three markers were released in association with small membrane vesicles. Immuno-isolated prominin-1-positive vesicles contained CEA and MUC1, but also exosome-related proteins CD63, flotillin-1, flotillin-2 and the adaptor protein syntenin-1. The latter protein was shown to interact with prominin-1 as demonstrated by its co-immunoisolation. A fraction of saliva-associated prominin-1 appeared to be ubiquitinated. Collectively, our findings bring new insights into the biochemistry and trafficking of prominin-1 as well as its immunohistochemical profile in certain types of salivary gland tumors and inflammatory diseases.

Exact solution to the mean exit time problem for free inertial processes driven by Gaussian white noise

We obtain the exact analytical expression, up to a quadrature, for the mean exit time, T(x,v), of a free inertial process driven by Gaussian white noise from a region (0,L) in space. We obtain a completely explicit expression for T(x,0) and discuss the dependence of T(x,v) as a function of the size L of the region. We develop a new method that may be used to solve other exit time problems.

Budgeting rockfall and modeling sedimentary delivery in torrent systems

This thesis is a compilation of projects to study sediment processes recharging debris flow channels. These works, conducted during my stay at the University of Lausanne, focus in the geological and morphological implications of torrent catchments to characterize debris supply, a fundamental element to predict debris flows. Other aspects of sediment dynamics are considered, e.g. the coupling headwaters - torrent, as well as the development of a modeling software that simulates sediment transfer in torrent systems. The sediment activity at Manival, an active torrent system of the northern French Alps, was investigated using terrestrial laser scanning and supplemented with geostructural investigations and a survey of sediment transferred in the main torrent. A full year of sediment flux could be observed, which coincided with two debris flows and several bedload transport events. This study revealed that both debris flows generated in the torrent and were preceded in time by recharge of material from the headwaters. Debris production occurred mostly during winter - early spring time and was caused by large slope failures. Sediment transfers were more puzzling, occurring almost exclusively in early spring subordinated to runoffconditions and in autumn during long rainfall. Intense rainstorms in summer did not affect debris storage that seems to rely on the stability of debris deposits. The morpho-geological implication in debris supply was evaluated using DEM and field surveys. A slope angle-based classification of topography could characterize the mode of debris production and transfer. A slope stability analysis derived from the structures in rock mass could assess susceptibility to failure. The modeled rockfall source areas included more than 97% of the recorded events and the sediment budgets appeared to be correlated to the density of potential slope failure. This work showed that the analysis of process-related terrain morphology and of susceptibility to slope failure document the sediment dynamics to quantitatively assess erosion zones leading to debris flow activity. The development of erosional landforms was evaluated by analyzing their geometry with the orientations of potential rock slope failure and with the direction of the maximum joint frequency. Structure in rock mass, but in particular wedge failure and the dominant discontinuities, appear as a first-order control of erosional mechanisms affecting bedrock- dominated catchment. They represent some weaknesses that are exploited primarily by mass wasting processes and erosion, promoting not only the initiation of rock couloirs and gullies, but also their propagation. Incorporating the geological control in geomorphic processes contributes to better understand the landscape evolution of active catchments. A sediment flux algorithm was implemented in a sediment cascade model that discretizes the torrent catchment in channel reaches and individual process-response systems. Each conceptual element includes in simple manner geomorphological and sediment flux information derived from GIS complemented with field mapping. This tool enables to simulate sediment transfers in channels considering evolving debris supply and conveyance, and helps reducing the uncertainty inherent to sediment budget prediction in torrent systems. Cette thèse est un recueil de projets d'études des processus de recharges sédimentaires des chenaux torrentiels. Ces travaux, réalisés lorsque j'étais employé à l'Université de Lausanne, se concentrent sur les implications géologiques et morphologiques des bassins dans l'apport de sédiments, élément fondamental dans la prédiction de laves torrentielles. D'autres aspects de dynamique sédimentaire ont été abordés, p. ex. le couplage torrent - bassin, ainsi qu'un modèle de simulation du transfert sédimentaire en milieu torrentiel. L'activité sédimentaire du Manival, un système torrentiel actif des Alpes françaises, a été étudiée par relevés au laser scanner terrestre et complétée par une étude géostructurale ainsi qu'un suivi du transfert en sédiments du torrent. Une année de flux sédimentaire a pu être observée, coïncidant avec deux laves torrentielles et plusieurs phénomènes de charriages. Cette étude a révélé que les laves s'étaient générées dans le torrent et étaient précédées par une recharge de débris depuis les versants. La production de débris s'est passée principalement en l'hiver - début du printemps, causée par de grandes ruptures de pentes. Le transfert était plus étrange, se produisant presque exclusivement au début du printemps subordonné aux conditions d'écoulement et en automne lors de longues pluies. Les orages d'été n'affectèrent guère les dépôts, qui semblent dépendre de leur stabilité. Les implications morpho-géologiques dans l'apport sédimentaire ont été évaluées à l'aide de MNT et études de terrain. Une classification de la topographie basée sur la pente a permis de charactériser le mode de production et transfert. Une analyse de stabilité de pente à partir des structures de roches a permis d'estimer la susceptibilité à la rupture. Les zones sources modélisées comprennent plus de 97% des chutes de blocs observées et les bilans sédimentaires sont corrélés à la densité de ruptures potentielles. Ce travail d'analyses des morphologies du terrain et de susceptibilité à la rupture documente la dynamique sédimentaire pour l'estimation quantitative des zones érosives induisant l'activité torrentielle. Le développement des formes d'érosion a été évalué par l'analyse de leur géométrie avec celle des ruptures potentielles et avec la direction de la fréquence maximale des joints. Les structures de roches, mais en particulier les dièdres et les discontinuités dominantes, semblent être très influents dans les mécanismes d'érosion affectant les bassins rocheux. Ils représentent des zones de faiblesse exploitées en priorité par les processus de démantèlement et d'érosion, encourageant l'initiation de ravines et couloirs, mais aussi leur propagation. L'incorporation du control géologique dans les processus de surface contribue à une meilleure compréhension de l'évolution topographique de bassins actifs. Un algorithme de flux sédimentaire a été implémenté dans un modèle en cascade, lequel divise le bassin en biefs et en systèmes individuels répondant aux processus. Chaque unité inclut de façon simple les informations géomorpologiques et celles du flux sédimentaire dérivées à partir de SIG et de cartographie de terrain. Cet outil permet la simulation des transferts de masse dans les chenaux, considérants la variabilité de l'apport et son transport, et aide à réduire l'incertitude liée à la prédiction de bilans sédimentaires torrentiels. Ce travail vise très humblement d'éclairer quelques aspects de la dynamique sédimentaire en milieu torrentiel.

Scaling and data collapse for the mean exit time of asset prices

We study theoretical and empirical aspects of the mean exit time (MET) of financial time series. The theoretical modeling is done within the framework of continuous time random walk. We empirically verify that the mean exit time follows a quadratic scaling law and it has associated a prefactor which is specific to the analyzed stock. We perform a series of statistical tests to determine which kind of correlation are responsible for this specificity. The main contribution is associated with the autocorrelation property of stock returns. We introduce and solve analytically both two-state and three-state Markov chain models. The analytical results obtained with the two-state Markov chain model allows us to obtain a data collapse of the 20 measured MET profiles in a single master curve.

Discretized integral hydrodynamics

Using an interpolant form for the gradient of a function of position, we write an integral version of the conservation equations for a fluid. In the appropriate limit, these become the usual conservation laws of mass, momentum, and energy. We also discuss the special cases of the Navier-Stokes equations for viscous flow and the Fourier law for thermal conduction in the presence of hydrodynamic fluctuations. By means of a discretization procedure, we show how the integral equations can give rise to the so-called particle dynamics of smoothed particle hydrodynamics and dissipative particle dynamics.

Absorbing boundary conditions for inertial processos

A recent paper by J. Heinrichs [Phys. Rev. E 48, 2397 (1993)] presents analytic expressions for the first-passage times and the survival probability for a particle moving in a field of random correlated forces. We believe that the analysis there is flawed due to an improper use of boundary conditions. We compare that result, in the white noise limit, with the known exact expression of the mean exit time.

Properties of resonant activation phenomena

The phenomenon of resonant activation of a Brownian particle over a fluctuating barrier is revisited. We discuss the important distinctions between barriers that can fluctuate among up and down configurations, and barriers that are always up but that can fluctuate among different heights. A resonance as a function of the barrier fluctuation rate is found in both cases, but the nature and physical description of these resonances is quite distinct. The nature of the resonances, the physical basis for the resonant behavior, and the importance of boundary conditions are discussed in some detail. We obtain analytic expressions for the escape time over the barrier that explicitly capture the minima as a function of the barrier fluctuation rate, and show that our analytic results are in excellent agreement with numerical results.

Occupancy of a single site by many random walkers

We consider an infinite number of noninteracting lattice random walkers with the goal of determining statistical properties of the time, out of a total time T, that a single site has been occupied by n random walkers. Initially the random walkers are assumed uniformly distributed on the lattice except for the target site at the origin, which is unoccupied. The random-walk model is taken to be a continuous-time random walk and the pausing-time density at the target site is allowed to differ from the pausing-time density at other sites. We calculate the dependence of the mean time of occupancy by n random walkers as a function of n and the observation time T. We also find the variance for the cumulative time during which the site is unoccupied. The large-T behavior of the variance differs according as the random walk is transient or recurrent. It is shown that the variance is proportional to T at large T in three or more dimensions, it is proportional to T3/2 in one dimension and to TlnT in two dimensions.

Free inertial processes driven by Gaussian noise: Probability distributions, anomalous diffusion and fractal behavior

We study the motion of an unbound particle under the influence of a random force modeled as Gaussian colored noise with an arbitrary correlation function. We derive exact equations for the joint and marginal probability density functions and find the associated solutions. We analyze in detail anomalous diffusion behaviors along with the fractal structure of the trajectories of the particle and explore possible connections between dynamical exponents of the variance and the fractal dimension of the trajectories.