Saddlepoint Approximations to the Probability of Ruin in Finite Time for the Compound Poisson Risk Process Perturbed by Diffusion

A large deviations type approximation to the probability of ruin within a finite time for the compound Poisson risk process perturbed by diffusion is derived. This approximation is based on the saddlepoint method and generalizes the approximation for the non-perturbed risk process by Barndorff-Nielsen and Schmidli (Scand Actuar J 1995(2):169–186, 1995). An importance sampling approximation to this probability of ruin is also provided. Numerical illustrations assess the accuracy of the saddlepoint approximation using importance sampling as a benchmark. The relative deviations between saddlepoint approximation and importance sampling are very small, even for extremely small probabilities of ruin. The saddlepoint approximation is however substantially faster to compute.

Diffusion-weighted imaging in musculoskeletal radiology-clinical applications and future directions

Diffusion-weighted imaging (DWI) is an established diagnostic tool with regards to the central nervous system (CNS) and research into its application in the musculoskeletal system has been growing. It has been shown that DWI has utility in differentiating vertebral compression fractures from malignant ones, assessing partial and complete tears of the anterior cruciate ligament (ACL), monitoring tumor response to therapy, and characterization of soft-tissue and bone tumors. DWI is however less useful in differentiating malignant vs. infectious processes. As of yet, no definitive qualitative or quantitative properties have been established due to reasons ranging from variability in acquisition protocols to overlapping imaging characteristics. Even with these limitations, DWI can still provide clinically useful information, increasing diagnostic accuracy and improving patient management when magnetic resonance imaging (MRI) findings are inconclusive. The purpose of this article is to summarize recent research into DWI applications in the musculoskeletal system.

The Demand for Power Diffusion: A Case Study of the 2005 Constitutional Referendum Voting in Kenya

Recent studies on the history of economic development demonstrate that concentration of power on a monarch or a ruling coalition impedes economic growth and that institutional changes that diffuse power, though beneficial to the society in general, are opposed by some social groups. In November 2005, Kenyans rejected a proposed constitution primarily because it did not reduce the powers of the executive to any significant degree. Using data of voting patterns in the constitutional referendum and following the rational choice framework, I estimate a model of the demand for power diffusion and demonstrate that groups voting decisions depend on expected gains and likelihood of monopolizing power. The results also reveal the importance of ethnic divisions in hindering the power diffusion process, and therefore the study establishes a channel through which ethnic fragmentation impacts on economic development.

In-vivo diffusion tensor imaging of rat spinal cord with a phased array coil at 7T

Magnetic resonance imaging (MRI) is a non-invasive technique that offers excellent soft tissue contrast for characterizing soft tissue pathologies. Diffusion tensor imaging (DTI) is an MRI technique that has shown to have the sensitivity to detect subtle pathology that is not evident on conventional MRI. ^ Rats are commonly used as animal models in characterizing the spinal cord pathologies including spinal cord injury (SCI), cancer, multiple sclerosis, etc. These pathologies could affect both thoracic and cervical regions and complete characterization of these pathologies using MRI requires DTI characterization in both the thoracic and cervical regions. Prior to the application of DTI for investigating the pathologic changes in the spinal cord, it is essential to establish DTI metrics in normal animals. ^ To date, in-vivo DTI studies of rat spinal cord have used implantable coils for high signal-to-noise ratio (SNR) and spin-echo pulse sequences for reduced geometric distortions. Implantable coils have several disadvantages including: (1) the invasive nature of implantation, (2) loss of SNR due to frequency shift with time in the longitudinal studies, and (3) difficulty in imaging the cervical region. While echo planar imaging (EPI) offers much shorter acquisition times compared to spin-echo imaging, EPI is very sensitive to static magnetic field inhomogeneities and the existing shimming techniques implemented on the MRI scanner do not perform well on spinal cord because of its geometry. ^ In this work, an integrated approach has been implemented for in-vivo DTI characterization of rat spinal cord in the thoracic and cervical regions. A three element phased array coil was developed for improved SNR and extended spatial coverage. A field-map shimming technique was developed for minimizing the geometric distortions in EPI images. Using these techniques, EPI based DWI images were acquired with optimized diffusion encoding scheme from 6 normal rats and the DTI-derived metrics were quantified. ^ The phantom studies indicated higher SNR and smaller bias in the estimated DTI metrics than the previous studies in the cervical region. In-vivo results indicated no statistical difference in the DTI characteristics of either gray matter or white matter between the thoracic and cervical regions. ^

Diffusion transport of water in basalts

Studying diffusive transport in porous rocks is of fundamental importance in understanding a variety of geochemical processes including: element transfer, primary mineral dissolution kinetics and precipitation of secondary phases. Here we report new findings on the relationship between diffusive transport and textural characteristics of the pore systems on the example of mid-oceanic ridge basalts having different degree of alteration but very similar bulk pore volume. Diffusion processes in porous basalts were studied in situ using H2O -> D2O exchange experiments. The effective diffusion coefficients of water molecules increase systematically from 5.05*10**-11 to 1.19*10**-10 m**2/s for fresh and moderately altered basalts and from 2.40*10**-11 to 6.72*10**-11 m**2/s for completely altered basalt as temperature increases from 5 to 50 °C. The activation energy of the diffusion process increases from 12.29 ± 0.71 kJ/mol for fresh and moderately altered basalts to 14.3 ± 1.33 kJ/mol for completely altered basalt. The results indicate that neither the bulk porosity nor the degree of alteration can be used as proxies for the efficiency of element transport during MORB-water interaction. The formation of secondary phases that replace primary minerals and fill the pore space in the rock leads to the formation of tiny pores and phases with large specific surface area. These factors might have a dominant control on the transport properties of altered basaltic rocks.

Strontium-90 concentration in waters of the eastern Carribbean Sea

Vertical structure of the strontium-90 concentration field and its relation to hydrology of waters are described on the basis of investigations in the Caribbean Sea during Cruises 6 and 7 of R/V Akademik Vernadsky (1972-1973). Vertical velocity and the coefficient of vertical turbulent diffusion are calculated for the eastern Caribbean Sea from strontium-90 concentration and salinity data.

WCSPH viscosity diffusion processes in vortex flows

The aim of this paper is to clarify the role played by the most commonly used viscous terms in simulating viscous laminar flows using the weakly compressible approach in the context of smooth particle hydrodynamics (WCSPH). To achieve this, Takeda et al. (Prog. Theor. Phys. 1994; 92(5):939–960), Morris et al. (J. Comput. Phys. 1997; 136:214–226) and Monaghan–Cleary–Gingold's (Appl. Math. Model. 1998; 22(12):981–993; Monthly Notices of the Royal Astronomical Society 2005; 365:199–213) viscous terms will be analysed, discussing their origins, structures and conservation properties. Their performance will be monitored with canonical flows of which related viscosity phenomena are well understood, and in which boundary effects are not relevant. Following the validation process of three previously published examples, two vortex flows of engineering importance have been studied. First, an isolated Lamb–Oseen vortex evolution where viscous effects are dominant and second, a pair of co-rotating vortices in which viscous effects are combined with transport phenomena. The corresponding SPH solutions have been compared to finite-element numerical solutions. The SPH viscosity model's behaviour in modelling the viscosity related effects for these canonical flows is adequate

Interface discontinuity factors in the modal eigenspace of the multigroup diffusion matrix

Interface discontinuity factors based on the Generalized Equivalence Theory are commonly used in nodal homogenized diffusion calculations so that diffusion average values approximate heterogeneous higher order solutions. In this paper, an additional form of interface correction factors is presented in the frame of the Analytic Coarse Mesh Finite Difference Method (ACMFD), based on a correction of the modal fluxes instead of the physical fluxes. In the ACMFD formulation, implemented in COBAYA3 code, the coupled multigroup diffusion equations inside a homogenized region are reduced to a set of uncoupled modal equations through diagonalization of the multigroup diffusion matrix. Then, physical fluxes are transformed into modal fluxes in the eigenspace of the diffusion matrix. It is possible to introduce interface flux discontinuity jumps as the difference of heterogeneous and homogeneous modal fluxes instead of introducing interface discontinuity factors as the ratio of heterogeneous and homogeneous physical fluxes. The formulation in the modal space has been implemented in COBAYA3 code and assessed by comparison with solutions using classical interface discontinuity factors in the physical space