Weighted and two-stage least squares estimation of semiparametric truncated regression models

This paper provides a root-n consistent, asymptotically normal weighted least squares estimator of the coefficients in a truncated regression model. The distribution of the errors is unknown and permits general forms of unknown heteroskedasticity. Also provided is an instrumental variables based two-stage least squares estimator for this model, which can be used when some regressors are endogenous, mismeasured, or otherwise correlated with the errors. A simulation study indicates that the new estimators perform well in finite samples. Our limiting distribution theory includes a new asymptotic trimming result addressing the boundary bias in first-stage density estimation without knowledge of the support boundary. © 2007 Cambridge University Press.

Adaptive Mixture Modelling Metropolis Methods for Bayesian Analysis of Non-linear State-Space Models.

We describe a strategy for Markov chain Monte Carlo analysis of non-linear, non-Gaussian state-space models involving batch analysis for inference on dynamic, latent state variables and fixed model parameters. The key innovation is a Metropolis-Hastings method for the time series of state variables based on sequential approximation of filtering and smoothing densities using normal mixtures. These mixtures are propagated through the non-linearities using an accurate, local mixture approximation method, and we use a regenerating procedure to deal with potential degeneracy of mixture components. This provides accurate, direct approximations to sequential filtering and retrospective smoothing distributions, and hence a useful construction of global Metropolis proposal distributions for simulation of posteriors for the set of states. This analysis is embedded within a Gibbs sampler to include uncertain fixed parameters. We give an example motivated by an application in systems biology. Supplemental materials provide an example based on a stochastic volatility model as well as MATLAB code.

Effect of ritonavir-induced cytochrome P450 3A4 inhibition on plasma fentanyl concentrations during patient-controlled epidural labor analgesia: a pharmacokinetic simulation.

BACKGROUND: Ritonavir inhibition of cytochrome P450 3A4 decreases the elimination clearance of fentanyl by 67%. We used a pharmacokinetic model developed from published data to simulate the effect of sample patient-controlled epidural labor analgesic regimens on plasma fentanyl concentrations in the absence and presence of ritonavir-induced cytochrome P450 3A4 inhibition. METHODS: Fentanyl absorption from the epidural space was modeled using tanks-in-series delay elements. Systemic fentanyl disposition was described using a three-compartment pharmacokinetic model. Parameters for epidural drug absorption were estimated by fitting the model to reported plasma fentanyl concentrations measured after epidural administration. The validity of the model was assessed by comparing predicted plasma concentrations after epidural administration to published data. The effect of ritonavir was modeled as a 67% decrease in fentanyl elimination clearance. Plasma fentanyl concentrations were simulated for six sample patient-controlled epidural labor analgesic regimens over 24 h using ritonavir and control models. Simulated data were analyzed to determine if plasma fentanyl concentrations producing a 50% decrease in minute ventilation (6.1 ng/mL) were achieved. RESULTS: Simulated plasma fentanyl concentrations in the ritonavir group were higher than those in the control group for all sample labor analgesic regimens. Maximum plasma fentanyl concentrations were 1.8 ng/mL and 3.4 ng/mL for the normal and ritonavir simulations, respectively, and did not reach concentrations associated with 50% decrease in minute ventilation. CONCLUSION: Our model predicts that even with maximal clinical dosing regimens of epidural fentanyl over 24 h, ritonavir-induced cytochrome P450 3A4 inhibition is unlikely to produce plasma fentanyl concentrations associated with a decrease in minute ventilation.

An evaluation of remifentanil-sevoflurane response surface models in patients emerging from anesthesia: model improvement using effect-site sevoflurane concentrations.

INTRODUCTION: We previously reported models that characterized the synergistic interaction between remifentanil and sevoflurane in blunting responses to verbal and painful stimuli. This preliminary study evaluated the ability of these models to predict a return of responsiveness during emergence from anesthesia and a response to tibial pressure when patients required analgesics in the recovery room. We hypothesized that model predictions would be consistent with observed responses. We also hypothesized that under non-steady-state conditions, accounting for the lag time between sevoflurane effect-site concentration (Ce) and end-tidal (ET) concentration would improve predictions. METHODS: Twenty patients received a sevoflurane, remifentanil, and fentanyl anesthetic. Two model predictions of responsiveness were recorded at emergence: an ET-based and a Ce-based prediction. Similarly, 2 predictions of a response to noxious stimuli were recorded when patients first required analgesics in the recovery room. Model predictions were compared with observations with graphical and temporal analyses. RESULTS: While patients were anesthetized, model predictions indicated a high likelihood that patients would be unresponsive (> or = 99%). However, after termination of the anesthetic, models exhibited a wide range of predictions at emergence (1%-97%). Although wide, the Ce-based predictions of responsiveness were better distributed over a percentage ranking of observations than the ET-based predictions. For the ET-based model, 45% of the patients awoke within 2 min of the 50% model predicted probability of unresponsiveness and 65% awoke within 4 min. For the Ce-based model, 45% of the patients awoke within 1 min of the 50% model predicted probability of unresponsiveness and 85% awoke within 3.2 min. Predictions of a response to a painful stimulus in the recovery room were similar for the Ce- and ET-based models. DISCUSSION: Results confirmed, in part, our study hypothesis; accounting for the lag time between Ce and ET sevoflurane concentrations improved model predictions of responsiveness but had no effect on predicting a response to a noxious stimulus in the recovery room. These models may be useful in predicting events of clinical interest but large-scale evaluations with numerous patients are needed to better characterize model performance.

The numerical simulation of aircraft evacuation and its application to aircraft design and certification

Computer based mathematical models describing the aircraft evacuation process have a vital role to play in the design and development of safer aircraft, in the implementation of safer and more rigorous certification criteria and in cabin crew training and post mortuum accident investigation. As the risk of personal injury and costs involved in performing large-scale evacuation experiments for the next generation `Ultra High Capacity Aircraft' (UHCA) are expected to be high, the development and use of these evacuation modelling tools may become essential if these aircraft are to prove a viable reality. This paper describes the capabilities and limitations of the airEXODUS evacuation model and some attempts at validation, including its successful application to the prediction of a recent certification trial, prior to the actual trial taking place, is described. Also described is a newly defined parameter known as OPS which can be used as a measure of evacuation trial optimality. In addition, sample evacuation simulations in the presence of fire atmospheres are described.

The numerical simulation of aircraft evacuation and its application to aircraft design and certification

Computer based mathematical models describing the aircraft evacuation process have a vital role to play in the design and development of safer aircraft, the implementation of safer and more rigorous certification criteria, in cabin crew training and post-mortem accident investigation. As the risk of personal injury and the costs involved in performing large-scale evacuation experiments for the next generation ultra high capacity aircraft (UHCA) are expected to be high, the development and use of these evacuation modelling tools may become essential if these aircraft are to prove a viable reality. This paper describes the capabilities and limitations of the airEXODUS evacuation model and some attempts at validation, including its successful application to the prediction of a recent certification trial, prior to the actual trial taking place. Also described is a newly defined performance parameter known as OPS that can be used as a measure of evacuation trial optimality. In addition, sample evacuation simulations in the presence of fire atmospheres are described.

A review of the methodologies used in the computer simulation of evacuation from the built environment

Computer based analysis of evacuation can be performed using one of three different approaches, namely optimisation, simulation or risk assessment. Furthermore, within each approach different means of representing the enclosure, the population, and the behaviour of the population are possible. The myriad of approaches which are available has led to the development of some 22 different evacuation models. This article attempts to describe each of the modelling approaches adopted and critically review the inherent capabilities of each approach. The review is based on available published literature.

The numerical simulation of fire spread within a compartment using an integrated gas and solid phase combustion model

An integrated fire spread model is presented in this study including several sub-models representing different phenomena of gaseous and solid combustion. The integrated model comprises of the following sub-models: a gaseous combustion model, a thermal radiation model that includes the effects of soot, and a pyrolysis model for charring combustible solids. The interaction of the gaseous and solid phases are linked together through the boundary conditions of the governing equations for the flow domain and the solid region respectively. The integrated model is used to simulate a fire spread experiment conducted in a half-scale test compartment. Good qualitative and reasonable quantitative agreement is achieved between the experiment and numerical predictions.

Safer by design: using computer simulation to predict the evacuation performance of passenger ships

When designing a new passenger ship or modifiying an existing design, how do we ensure that the proposed design is safe from an evacuation point of view? In the building and aviation industries, computer based evacuation models are being used to tackle similar issues. In these industries, the traditonal restrictive prescriptive approach to design is making way for performance based design methodologies using risk assessment and computer simulation. In the maritime industry, ship evacuation models off the promise to quickly and efficiently bring these considerations into the design phase, while the ship is "on the drawing board". This paper describes the development of evacuation models with applications to passenger ships and further discusses issues concerning data requirements and validation.

Parallel performance in multi-physics simulation

A comprehensive simulation of solidification/melting processes requires the simultaneous representation of free surface fluid flow, heat transfer, phase change, non-linear solid mechanics and, possibly, electromagnetics together with their interactions in what is now referred to as "multi-physics" simulation. A 3D computational procedure and software tool, PHYSICA, embedding the above multi-physics models using finite volume methods on unstructured meshes (FV-UM) has been developed. Multi-physics simulations are extremely compute intensive and a strategy to parallelise such codes has, therefore, been developed. This strategy has been applied to PHYSICA and evaluated on a range of challenging multi-physics problems drawn from actual industrial cases.

The development of an advanced ship evacuation simulation software product and associated large scale testing facility for the collection of human shipboard behaviour data

When designing a new passenger ship or modifying an existing design, how do we ensure that the proposed design and crew emergency procedures are safe from an evacuation point of view? In the wake of major maritime disasters such as the Herald of Free Enterprise and the Estonia and in light of the growth in the numbers of high density, high-speed ferries and large capacity cruise ships, issues concerned with the evacuation of passengers and crew at sea are receiving renewed interest. In the maritime industry, ship evacuation models offer the promise to quickly and efficiently bring evacuation considerations into the design phase, while the ship is "on the drawing board". maritimeEXODUS-winner of the BCS, CITIS and RINA awards - is such a model. Features such as the ability to realistically simulate human response to fire, the capability to model human performance in heeled orientations, a virtual reality environment that produces realistic visualisations of the modelled scenarios and with an integrated abandonment model, make maritimeEXODUS a truly unique tool for assessing the evacuation capabilities of all types of vessels under a variety of conditions. This paper describes the maritimeEXODUS model, the SHEBA facility from which data concerning passenger/crew performance in conditions of heel is derived and an example application demonstrating the models use in performing an evacuation analysis for a large passenger ship partially based on the requirements of MSC circular 1033.

The application of fire and evacuation simulation in ship design

Fire and evacuation models with features such as the ability to realistically simulate the spread of heat and smoke and the human response to fire as well as the capability to model human performance in heeled orientations linked to a virtual reality environment that produces realistic visualisation of the modelled scenarios are now available and can be used to aid the engineer in assessing ship design and procedures. This paper describes the maritimeEXODUS ship evacuation and the SMARTFIRE fire simulation model and provides an example application demonstrating the use of the models used in pperforming fire and evacuation analysis for a large passenger ship partially based on the requirements of MSC circular 1033.

Fire safety engineering and ship design using advanced fire and evacuation simulation

When designing a new passenger ship or modifying an existing design, how do we ensure that the proposed design and crew emergency procedures are safe from an evacuation resulting from fire or other incident? In the wake of major maritime disasters such as the Scandinavian Star, Herald of Free Enterprise, Estonia and in light of the growth in the number of high density, high-speed ferries and large capacity cruise ships, issues concerning the evacuation of passengers and crew at sea are receiving renewed interest. Fire and evacuation models with features such as the ability to realistically simulate the spread of heat and smoke and the human response to fire as well as the capability to model human performance in heeled orientations linked to a virtual reality environment that produces realistic visualisations of the modelled scenarios are now available and can be used to aid the engineer in assessing ship design and procedures. This paper describes the maritimeEXODUS ship evacuation and the SMARTFIRE fire simulation model and provides an example application demonstrating the use of the models in performing fire and evacuation analysis for a large passenger ship partially based on the requirements of MSC circular 1033

Flight simulation

Dr Fuchen Jia, Dr Mayer Patel and Professor Edwin Galea explain how advanced fire models were used to unravel the secrets of Swissair Flight 111, which crashed off the coast of Canada in 1998.

The simulation of ship evacuation under fire conditions

When designing a new passenger ship or modifying an existing design, how do we ensure that the proposed design and crew emergency procedures are safe from an evacuation resulting from fire or other incident? In the wake of major maritime disasters such as the Scandinavian Star, Herald of Free Enterprise, Estonia and in light of the growth in the numbers of high density, high-speed ferries and large capacity cruise ships, issues concerning the evacuation of passengers and crew at sea are receiving renewed interest. Fire and evacuation models with features such as the ability to realistically simulate the spread of fire and fire suppression systems and the human response to fire as well as the capability to model human performance in heeled orientations linked to a virtual reality environment that produces realistic visualisations of the modelled scenarios are now available and can be used to aid the engineer in assessing ship design and procedures. This paper describes the maritimeEXODUS ship evacuation and the SMARTFIRE fire simulation model and provides an example application demonstrating the use of the models in performing fire and evacuation analysis for a large passenger ship partially based, but exceeding the requirements of MSC circular 1033.