912 resultados para Exact sampling formula for the Wright-Fisher model


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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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In this paper, generalizing results in Alòs, León and Vives (2007b), we see that the dependence of jumps in the volatility under a jump-diffusion stochastic volatility model, has no effect on the short-time behaviour of the at-the-money implied volatility skew, although the corresponding Hull and White formula depends on the jumps. Towards this end, we use Malliavin calculus techniques for Lévy processes based on Løkka (2004), Petrou (2006), and Solé, Utzet and Vives (2007).

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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We investigate the interface dynamics of the two-dimensional stochastic Ising model in an external field under helicoidal boundary conditions. At sufficiently low temperatures and fields, the dynamics of the interface is described by an exactly solvable high-spin asymmetric quantum Hamiltonian that is the infinitesimal generator of the zero range process. Generally, the critical dynamics of the interface fluctuations is in the Kardar-Parisi-Zhang universality class of critical behavior. We remark that a whole family of RSOS interface models similar to the Ising interface model investigated here can be described by exactly solvable restricted high-spin quantum XXZ-type Hamiltonians. (C) 2012 Elsevier B.V. All rights reserved.

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Purpose: To investigate the role of corneal endothelial surface enlargement in the chicken myopia model in inducing corneal endothelial changes. Methods: Lid suture was performed on one eye of 1-day-old cockerels. Five chickens were killed at 1 week, and four chickens killed at each of 3 weeks, 6 weeks, and 10 weeks postnatal. The endothelial morphology was obtained by flat mounting the endothelial surface and the subsequent digitisation. Comparisons were undertaken between the control unsutured eye and the lid-sutured eye endothelium, and between the central endothelial areas compared to the peripheral endothelial areas in both the myopic and the normal corneas. Calculation of the contribution to the endothelial change by hypertrophy and mitosis were calculated using Bahn's formula. Results: Total endothelial surface area increased significantly over time in the myopic model compared to control eyes but the mean cell area of endothelial cells remained the same for both the enlarged myopic endothelial surface area and in the normal controls. Sampling from the central and the peripheral corneal endothelial surface also disclosed no difference. The mean cell area did increase steadily with age but was the same for both normal and myopic corneas. Conclusions: It would appear that there are equal contributions from hypertrophy and mitosis in the myopic group and the normal corneal group with a slightly increasing trend towards mitotic activity in the myopic corneal endothelial layer.

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Starting from the two-mode Bose-Hubbard model, we derive an exact version of the standard Mathieu equation governing the wave function of a Josephson junction. For a finite number of particles N, we find an additional cos 2 phi term in the potential. We also find that the inner product in this representation is nonlocal in phi. Our model exhibits phenomena, such as pi oscillations, which are not found in the standard phase model, but have been predicted from Gross-Pitaevskii mean-field theory.

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Large (>1600 mum), ingestively masticated particles of bermuda grass (Cynodon dactylon L. Pers.) leaf and stem labelled with Yb-169 and Ce-144 respectively were inserted into the rumen digesta raft of heifers grazing bermuda grass. The concentration of markers in digesta sampled from the raft and ventral rumen were monitored at regular intervals over approximately 144 h. The data from the two sampling sites were simultaneously fitted to two pool (raft and ventral rumen-reticulum) models with either reversible or sequential flow between the two pools. The sequential flow model fitted the data equally as well as the reversible flow model but the reversible flow model was used because of its greater application. The reversible flow model, hereafter called the raft model, had the following features: a relatively slow age-dependent transfer rate from the raft (means for a gamma 2 distributed rate parameter for leaf 0.0740 v. stem 0.0478 h(-1)), a very slow first order reversible flow from the ventral rumen to the raft (mean for leaf and stem 0.010 h(-1)) and a very rapid first order exit from the ventral rumen (mean of leaf and stem 0.44 h(-1)). The raft was calculated to occupy approximately 0.82 total rumen DM of the raft and ventral rumen pools. Fitting a sequential two pool model or a single exponential model individually to values from each of the two sampling sites yielded similar parameter values for both sites and faster rate parameters for leaf as compared with stem, in agreement with the raft model. These results were interpreted as indicating that the raft forms a large relatively inert pool within the rumen. Particles generated within the raft have difficulty escaping but once into the ventral rumen pool they escape quickly with a low probability of return to the raft. It was concluded that the raft model gave a good interpretation of the data and emphasized escape from and movement within the raft as important components of the residence time of leaf and stem particles within the rumen digesta of cattle.

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Diabetes mellitus is an epidemic multisystemic chronic disease that frequently is complicated by complex wound infections. Innovative topical antimicrobial therapy agents are potentially useful for multimodal treatment of these infections. However, an appropriately standardized in vivo model is currently not available to facilitate the screening of these emerging products and their effect on wound healing. To develop such a model, we analyzed, tested, and modified published models of wound healing. We optimized various aspects of the model, including animal species, diabetes induction method, hair removal technique, splint and dressing methods, the control of unintentional bacterial infection, sampling methods for the evaluation of bacterial burden, and aspects of the microscopic and macroscopic assessment of wound healing, all while taking into consideration animal welfare and the '3Rs' principle. We thus developed a new wound infection model in rats that is optimized for testing topical antimicrobial therapy agents. This model accurately reproduces the pathophysiology of infected diabetic wound healing and includes the current standard treatment (that is, debridement). The numerous benefits of this model include the ready availability of necessary materials, simple techniques, high reproducibility, and practicality for experiments with large sample sizes. Furthermore, given its similarities to infected-wound healing and treatment in humans, our new model can serve as a valid alternative for applied research.

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Introduction Few Latin American studies have assessed the prevalence of hepatitis C virus (HCV) infection in elderly individuals, in whom the highest rates are expected. We aimed to investigate the prevalence of and factors associated with HCV infection in elderly residents in the municipality of Tubarão, Santa Catarina. Methods This cross-sectional study included 820 individuals (aged ≥ 60 years) who were selected by simple random sampling. The presence of anti-HCV antibodies was tested by chemiluminescence, and HCV RNA detection was performed for the anti-HCV-reactive subjects. Those individuals who were anti-HCV reactive but had undetectable HCV RNA levels were tested using a third-generation recombinant immunoblot assay. The variables were compared using the chi-squared test or Fisher's exact test, and those variables with p < 0.05 were included in the logistic regression model. Results The mean patient age was 68.6 years (SD 7.0 years); 39% were men, and 92% were Caucasian. Eighteen subjects were anti-HCV positive. Among these individuals, 4 were characterized as false-positives, leaving 14 (1.7%) individuals with confirmed infections for analysis. HCV infection was associated with an age older than 65 years, households with 3 or more residents and the previous transfusion of blood products. In the logistic regression analysis, the following variables were independently associated with HCV infection: households with 3 or more residents (OR 7.9, 95% CI 1.7–35.9, p = 0.008) and previous blood transfusion (OR 6.2, 95% CI 2.1–18.6, p = 0.001). Conclusions The HCV prevalence in the elderly population in the municipality of Tubarão was higher than that found in previous studies of blood donors in the same region. Although exposure to contaminated blood products remained important, other transmission routes, such as household transmission, could play a role in HCV infection.

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The most widely used formula for estimating glomerular filtration rate (eGFR) in children is the Schwartz formula. It was revised in 2009 using iohexol clearances with measured GFR (mGFR) ranging between 15 and 75 ml/min × 1.73 m(2). Here we assessed the accuracy of the Schwartz formula using the inulin clearance (iGFR) method to evaluate its accuracy for children with less renal impairment comparing 551 iGFRs of 392 children with their Schwartz eGFRs. Serum creatinine was measured using the compensated Jaffe method. In order to find the best relationship between iGFR and eGFR, a linear quadratic regression model was fitted and a more accurate formula was derived. This quadratic formula was: 0.68 × (Height (cm)/serum creatinine (mg/dl))-0.0008 × (height (cm)/serum creatinine (mg/dl))(2)+0.48 × age (years)-(21.53 in males or 25.68 in females). This formula was validated using a split-half cross-validation technique and also externally validated with a new cohort of 127 children. Results show that the Schwartz formula is accurate until a height (Ht)/serum creatinine value of 251, corresponding to an iGFR of 103 ml/min × 1.73 m(2), but significantly unreliable for higher values. For an accuracy of 20 percent, the quadratic formula was significantly better than the Schwartz formula for all patients and for patients with a Ht/serum creatinine of 251 or greater. Thus, the new quadratic formula could replace the revised Schwartz formula, which is accurate for children with moderate renal failure but not for those with less renal impairment or hyperfiltration.

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Intensive numerical studies of exact ground states of the two-dimensional ferromagnetic random field Ising model at T=0, with a Gaussian distribution of fields, are presented. Standard finite size scaling analysis of the data suggests the existence of a transition at ¿c=0.64±0.08. Results are compared with existing theories and with the study of metastable avalanches in the same model.

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We study the exact ground state of the two-dimensional random-field Ising model as a function of both the external applied field B and the standard deviation ¿ of the Gaussian random-field distribution. The equilibrium evolution of the magnetization consists in a sequence of discrete jumps. These are very similar to the avalanche behavior found in the out-of-equilibrium version of the same model with local relaxation dynamics. We compare the statistical distributions of magnetization jumps and find that both exhibit power-law behavior for the same value of ¿. The corresponding exponents are compared.

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This thesis concentrates on developing a practical local approach methodology based on micro mechanical models for the analysis of ductile fracture of welded joints. Two major problems involved in the local approach, namely the dilational constitutive relation reflecting the softening behaviour of material, and the failure criterion associated with the constitutive equation, have been studied in detail. Firstly, considerable efforts were made on the numerical integration and computer implementation for the non trivial dilational Gurson Tvergaard model. Considering the weaknesses of the widely used Euler forward integration algorithms, a family of generalized mid point algorithms is proposed for the Gurson Tvergaard model. Correspondingly, based on the decomposition of stresses into hydrostatic and deviatoric parts, an explicit seven parameter expression for the consistent tangent moduli of the algorithms is presented. This explicit formula avoids any matrix inversion during numerical iteration and thus greatly facilitates the computer implementation of the algorithms and increase the efficiency of the code. The accuracy of the proposed algorithms and other conventional algorithms has been assessed in a systematic manner in order to highlight the best algorithm for this study. The accurate and efficient performance of present finite element implementation of the proposed algorithms has been demonstrated by various numerical examples. It has been found that the true mid point algorithm (a = 0.5) is the most accurate one when the deviatoric strain increment is radial to the yield surface and it is very important to use the consistent tangent moduli in the Newton iteration procedure. Secondly, an assessment of the consistency of current local failure criteria for ductile fracture, the critical void growth criterion, the constant critical void volume fraction criterion and Thomason's plastic limit load failure criterion, has been made. Significant differences in the predictions of ductility by the three criteria were found. By assuming the void grows spherically and using the void volume fraction from the Gurson Tvergaard model to calculate the current void matrix geometry, Thomason's failure criterion has been modified and a new failure criterion for the Gurson Tvergaard model is presented. Comparison with Koplik and Needleman's finite element results shows that the new failure criterion is fairly accurate indeed. A novel feature of the new failure criterion is that a mechanism for void coalescence is incorporated into the constitutive model. Hence the material failure is a natural result of the development of macroscopic plastic flow and the microscopic internal necking mechanism. By the new failure criterion, the critical void volume fraction is not a material constant and the initial void volume fraction and/or void nucleation parameters essentially control the material failure. This feature is very desirable and makes the numerical calibration of void nucleation parameters(s) possible and physically sound. Thirdly, a local approach methodology based on the above two major contributions has been built up in ABAQUS via the user material subroutine UMAT and applied to welded T joints. By using the void nucleation parameters calibrated from simple smooth and notched specimens, it was found that the fracture behaviour of the welded T joints can be well predicted using present methodology. This application has shown how the damage parameters of both base material and heat affected zone (HAZ) material can be obtained in a step by step manner and how useful and capable the local approach methodology is in the analysis of fracture behaviour and crack development as well as structural integrity assessment of practical problems where non homogeneous materials are involved. Finally, a procedure for the possible engineering application of the present methodology is suggested and discussed.