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.

Sensing and control for a small-size helicopter

This paper details the progress to date, toward developing a small autonomous helicopter. We describe system architecture, avionics, visual state estimation, custom IMU design, aircraft modelling, as well as various linear and neuro/fuzzy control algorithms. Experimental results are presented for state estimation using fused stereo vision and IMU data, heading control, and attitude control. FAM attitude and velocity controllers have been shown to be effective in simulation.

Resting metabolic rate is associated with hunger, self-determined meal size, and daily energy intake and may represent a marker for appetite

Background: There are strong logical reasons why energy expended in metabolism should influence the energy acquired in food-intake behavior. However, the relation has never been established, and it is not known why certain people experience hunger in the presence of large amounts of body energy. Objective: We investigated the effect of the resting metabolic rate (RMR) on objective measures of whole-day food intake and hunger. Design: We carried out a 12-wk intervention that involved 41 overweight and obese men and women [mean ± SD age: 43.1 ± 7.5 y; BMI (in kg/m2): 30.7 ± 3.9] who were tested under conditions of physical activity (sedentary or active) and dietary energy density (17 or 10 kJ/g). RMR, daily energy intake, meal size, and hunger were assessed within the same day and across each condition. Results: We obtained evidence that RMR is correlated with meal size and daily energy intake in overweight and obese individuals. Participants with high RMRs showed increased levels of hunger across the day (P < 0.0001) and greater food intake (P < 0.00001) than did individuals with lower RMRs. These effects were independent of sex and food energy density. The change in RMR was also related to energy intake (P < 0.0001). Conclusions: We propose that RMR (largely determined by fat-free mass) may be a marker of energy intake and could represent a physiologic signal for hunger. These results may have implications for additional research possibilities in appetite, energy homeostasis, and obesity. This trial was registered under international standard identification for controlled trials as ISRCTN47291569.

Spatial and temporal foraging patterns of Queensland fruit fly, Bactrocera tryoni(Froggatt) (Diptera: Tephritidae), for protein and implications for management

Fruit flies require protein for reproductive development and actively feed upon protein sources in the field. Liquid protein baits mixed with insecticide are used routinely to manage pest fruit flies, such as Bactrocera tryoni (Froggatt). However, there are still some gaps in the underpinning science required to improve the efficacy of bait spray technology. The spatial and temporal foraging behaviour of B. tryoni in response to protein was investigated in the field. A series of linked trials using either wild flies in the open field or laboratory-reared flies in field cages and a netted orchard were undertaken using nectarines and guavas. Key questions investigated were the fly's response to protein relative to: height of protein within the canopy, fruiting status of the tree, time of day, season and size of the experimental arena. Canopy height had a significant response on B. tryoni foraging, with more flies foraging on protein in the mid to upper canopy. Fruiting status also had a significant effect on foraging, with most flies responding to protein when applied to fruiting hosts. B. tryoni demonstrated a repeatable diurnal response pattern to protein, with the peak response being between 12:00–16:00 h. Season showed significant but unpredictable effects on fruit fly response to protein in the subtropical environment where the work was undertaken. Relative humidity, but not temperature or rainfall, was positively correlated with protein response. The number of B. tryoni responding to protein decreased dramatically as the spatial scale increased from field cage through to the open field. Based on these results, it is recommend that, to be most effective, protein bait sprays should be applied to the mid to upper canopies of fruiting hosts. Overall, the results show that the protein used, an industry standard, has very low attractancy to B. tryoni and that further work is urgently needed to develop more volatile protein baits.

In situ SANS study of the surface and pore filling adsorption of subcritical and supercritical CO2 in porous silica as a function of pore size

We applied small-angle neutron scattering (SANS) and ultra small-angle neutron scattering (USANS) to monitor evolution of the CO2 adsorption in porous silica as a function of CO2 pressure and temperature in pores of different sizes. The range of pressures (0 < P < 345 bar) and temperatures (T=18 OC, 35 OC and 60 OC) corresponded to subcritical, near critical and supercritical conditions of bulk fluid. We observed that the adsorption behavior of CO2 is fundamentally different in large and small pores with the sizes D > 100 Å and D < 30 Å, respectively. Scattering data from large pores indicate formation of a dense adsorbed film of CO2 on pore walls with the liquid-like density (ρCO2)ads≈0.8 g/cm3. The adsorbed film coexists with unadsorbed fluid in the inner pore volume. The density of unadsorbed fluid in large pores is temperature and pressure dependent: it is initially lower than (ρCO2)ads and gradually approaches it with pressure. In small pores compressed CO2 gas completely fills the pore volume. At the lowest pressures of the order of 10 bar and T=18 OC, the fluid density in smallest pores available in the matrix with D ~ 10 Å exceeds bulk fluid density by a factor of ~ 8. As pressure increases, progressively larger pores become filled with the condensed CO2. Fluid densification is only observed in pores with sizes less than ~ 25 – 30 Å. As the density of the invading fluid reaches (ρCO2)bulk~ 0.8 g/cm3, pores of all sizes become uniformly filled with CO2 and the confinement effects disappear. At higher densities the fluid in small pores appears to follow the equation of state of bulk CO2 although there is an indication that the fluid density in the inner volume of large pores may exceed the density of the adsorbed layer. The equivalent internal pressure (Pint) in the smallest pores exceeds the external pressure (Pext) by a factor of ~ 5 for both sub- and supercritical CO2. Pint gradually approaches Pext as D → 25 – 30 Å and is independent of temperature in the studied range of 18 OC ≤ T ≤ 60 OC. The obtained results demonstrate certain similarity as well as differences between adsorption of subcritical and supercritical CO2 in disordered porous silica. High pressure small angle scattering experiments open new opportunities for in situ studies of the fluid adsorption in porous media of interest to CO2 sequestration, energy storage, and heterogeneous catalysis.

Governing the dangerous classes : welcome to E-Nose, CCTV and the Mosquito

In urban locations in Australia and elsewhere, public space may be said to be under attack from developers and also from attempts by civic authorities to oversee and control it (Davis 1995, Mitchell 2003, Watson 2006, Iveson 2006). The use of public space use by young people in particular, raises issues in Australia and elsewhere in the world. In a context of monitoring and control procedures, young people’s use of public space is often viewed as a threat to the prevailing social order (Loader 1996, White 1998, Crane and Dee 2001). This paper discusses recent technological developments in the surveillance, governance and control of public space used by young people, children and people of all ages.

Methods to estimate the size and shape of the unaccommodated crystalline lens in vivo

Purpose. The purpose of this article was to present methods capable of estimating the size and shape of the human eye lens without resorting to phakometry or magnetic resonance imaging (MRI). Methods. Previously published biometry and phakometry data of 66 emmetropic eyes of 66 subjects (age range [18, 63] years, spherical equivalent range [−0.75, +0.75] D) were used to define multiple linear regressions for the radii of curvature and thickness of the lens, from which the lens refractive index could be derived. MRI biometry was also available for a subset of 30 subjects, from which regressions could be determined for the vertex radii of curvature, conic constants, equatorial diameter, volume, and surface area. All regressions were compared with the phakometry and MRI data; the radii of curvature regressions were also compared with a method proposed by Bennett and Royston et al. Results. The regressions were in good agreement with the original measurements. This was especially the case for the regressions of lens thickness, volume, and surface area, which each had an R2 > 0.6. The regression for the posterior radius of curvature had an R2 < 0.2, making this regression unreliable. For all other regressions we found 0.25 < R2 < 0.6. The Bennett-Royston method also produced a good estimation of the radii of curvature, provided its parameters were adjusted appropriately. Conclusions. The regressions presented in this article offer a valuable alternative in case no measured lens biometry values are available; however care must be taken for possible outliers.

A variable step-size FxLMS algorithm for feedforward active noise control systems based on a new online secondary path modelling technique

Several approaches have been introduced in literature for active noise control (ANC) systems. Since FxLMS algorithm appears to be the best choice as a controller filter, researchers tend to improve performance of ANC systems by enhancing and modifying this algorithm. This paper proposes a new version of FxLMS algorithm. In many ANC applications an online secondary path modelling method using a white noise as a training signal is required to ensure convergence of the system. This paper also proposes a new approach for online secondary path modelling in feedfoward ANC systems. The proposed algorithm stops injection of the white noise at the optimum point and reactivate the injection during the operation, if needed, to maintain performance of the system. Benefiting new version of FxLMS algorithm and not continually injection of white noise makes the system more desirable and improves the noise attenuation performance. Comparative simulation results indicate effectiveness of the proposed approach.

Ureaplasma parvum multiple banded antigen (MBA) size variation - association with fetal inflammation in a sheep model (Published abstract)

Background: Ureaplasma species are the most prevalent isolates from women who deliver preterm. The MBA, a surface exposed lipoprotein, is a key virulence factor of ureaplasmas. We investigated MBA variation after chronic and acute intra-amniotic (IA) ureaplasma infections. Method: U. parvum serovar 3 (2x104 colony-forming-units) was injected IA into pregnant ewes at: 55 days gestation (d, term = 145d) (n=8); 117d (n=8) and 121d (n=8). Fetuses were delivered surgically (124d) and ureaplasmas cultured from amniotic fluid (AF), chorioamnion, fetal lung (FL) and umbilical cord were tested by western blot and PCR assays to demonstrate MBA and mba gene variation respectively. Tissue sections were sectioned and stained by haemotoxylin and eosin and inflammatory cell counts and pathology were reported (blinded to outcome). Results: Numerous MBA/mba variants were generated in vivo after chronic exposure to ureaplasma infection but after acute infection no variants (3d) or very few variants (7d) were generated. Identical MBA variants were detected within the AF and FL but different ureaplasma variants were detected within chorioamnion specimens. The severity of inflammation within chronically infected tissues varied between animals ranging from no inflammation to severe inflammation with/without fibrosis. Chorioamnion, FL and cord from the same animal demonstrated the same degree of inflammation. Conclusions: MBA/mba variation in vivo occurred after the initiation of the host immune response and we propose that ureaplasmas vary the MBA antigen to evade the host immune response. In some animals there was no inflammation despite colonisation with high numbers of ureaplasmas.

Ureaplasma parvum serovar 3 multiple banded antigen size variation after chronic intra-amniotic infection/colonization

Ureaplasma species are the microorganisms most frequently associated with adverse pregnancy outcomes. The multiple banded antigen (MBA), a surface-exposed lipoprotein, is a key virulence factor of ureaplasmas. The MBA demonstrates size variation, which we have shown previously to be correlated with the severity of chorioamnion inflammation. We aimed to investigate U. parvum serovar 3 pathogenesis in vivo, using a sheep model, by investigating: MBA variation after long term (chronic) and short term (acute) durations of in utero ureaplasma infections, and the severity of chorioamnionitis and inflammation in other fetal tissues. Inocula of 2x107 colony-forming-units (CFU) of U. parvum serovar 3 (Up) or media controls (C) were injected intra-amniotically into pregnant ewes at one of three time points: day 55 (69d Up, n=8; C69, n=4); day 117 (7d Up, n=8; C7, n=2); and day 121 (3d Up, n=8; C3, n=2) of gestation (term=145-150d). At day 124, preterm fetuses were delivered surgically. Samples of chorioamnion, fetal lung, and umbilical cord were: (i) snap frozen for subsequent ureaplasma culture, and (ii) fixed, embedded, sectioned and stained by haematoxylin and eosin stain for histological analysis. Selected fetal lung clinical ureaplasma isolates were cloned and filtered to obtain cultures from a single CFU. Passage 1 and clone 2 ureaplasma cultures were tested by western blot to demonstrate MBA variation. In acute durations of ureaplasma infection no MBA variants (3d Up) or very few MBA variants (7d Up) were present when compared to the original inoculum. However, numerous MBA size variants were generated in vivo (alike within contiguous tissues, amniotic fluid and fetal lung, but different variants were present within chorioamnion), during chronic, 69d exposure to ureaplasma infection. For the first time we have shown that the degree of ureaplasma MBA variation in vivo increased with the duration of gestation.

Breast cancer detection from thermal images using bispectral invariant features

Highly sensitive infrared (IR) cameras provide high-resolution diagnostic images of the temperature and vascular changes of breasts. These images can be processed to emphasize hot spots that exhibit early and subtle changes owing to pathology. The resulting images show clusters that appear random in shape and spatial distribution but carry class dependent information in shape and texture. Automated pattern recognition techniques are challenged because of changes in location, size and orientation of these clusters. Higher order spectral invariant features provide robustness to such transformations and are suited for texture and shape dependent information extraction from noisy images. In this work, the effectiveness of bispectral invariant features in diagnostic classification of breast thermal images into malignant, benign and normal classes is evaluated and a phase-only variant of these features is proposed. High resolution IR images of breasts, captured with measuring accuracy of ±0.4% (full scale) and temperature resolution of 0.1 °C black body, depicting malignant, benign and normal pathologies are used in this study. Breast images are registered using their lower boundaries, automatically extracted using landmark points whose locations are learned during training. Boundaries are extracted using Canny edge detection and elimination of inner edges. Breast images are then segmented using fuzzy c-means clustering and the hottest regions are selected for feature extraction. Bispectral invariant features are extracted from Radon projections of these images. An Adaboost classifier is used to select and fuse the best features during training and then classify unseen test images into malignant, benign and normal classes. A data set comprising 9 malignant, 12 benign and 11 normal cases is used for evaluation of performance. Malignant cases are detected with 95% accuracy. A variant of the features using the normalized bispectrum, which discards all magnitude information, is shown to perform better for classification between benign and normal cases, with 83% accuracy compared to 66% for the original.

Computer-based assessments of expected satiety predict behavioural measures of portion-size selection and food intake

Previously, expected satiety (ES) has been measured using software and two-dimensional pictures presented on a computer screen. In this context, ES is an excellent predictor of self-selected portions, when quantified using similar images and similar software. In the present study we sought to establish the veracity of ES as a predictor of behaviours associated with real foods. Participants (N = 30) used computer software to assess their ES and ideal portion of three familiar foods. A real bowl of one food (pasta and sauce) was then presented and participants self-selected an ideal portion size. They then consumed the portion ad libitum. Additional measures of appetite, expected and actual liking, novelty, and reward, were also taken. Importantly, our screen-based measures of expected satiety and ideal portion size were both significantly related to intake (p < .05). By contrast, measures of liking were relatively poor predictors (p > .05). In addition, consistent with previous studies, the majority (90%) of participants engaged in plate cleaning. Of these, 29.6% consumed more when prompted by the experimenter. Together, these findings further validate the use of screen-based measures to explore determinants of portion-size selection and energy intake in humans.

Performance of elite seated discus throwers in F30s classes : part I: does whole body positioning matter?

Background: Studies on the relationship between performance and design of the throwing frame have been limited and therefore require further investigation. Objectives: The specific objectives were to provide benchmark information about performance and whole body positioning of male athletes in F30s classes. Study Design: Descriptive analysis. Methods: A total of 48 attempts performed by 12 stationary discus throwers in F33 and F34 classes during seated discus throwing event of 2002 International Paralympic Committee Athletics World Championships were analysed in this study. The whole body positioning included overall throwing posture (i.e. number of points of contact between the thrower and the frame, body position, throwing orientation and throwing side) and lower limb placements (i.e. seating arrangements, points of contact on the both feet, type of attachment of both legs and feet). Results: Three (25%), five (42%), one (8%) and three (25%) athletes used from three to six points of contact, respectively. Seven (58%) and five (42%) athletes threw from a standing or a seated position, respectively. A straddle, a stool or a chair was used by six (50%), four (33%) or two (17%) throwers, respectively. Conclusions: This study provides key information for a better understanding of the interaction between throwing technique of elite seated throwers and their throwing frame.