Novel applications of BEM based Poisson level set approach

Accurate and efficient computation of the distance function d for a given domain is important for many areas of numerical modeling. Partial differential (e.g. HamiltonJacobi type) equation based distance function algorithms have desirable computational efficiency and accuracy. In this study, as an alternative, a Poisson equation based level set (distance function) is considered and solved using the meshless boundary element method (BEM). The application of this for shape topology analysis, including the medial axis for domain decomposition, geometric de-featuring and other aspects of numerical modeling is assessed. © 2011 Elsevier Ltd. All rights reserved.

Distribuição de Poisson e sistema de informações geográficas: analisando secas mensais.

O objetivo deste documento é mostrar o potencial da integração de um sistema de informações geográficas (SIG) com um modelo de probabilidade, usando a distribuição de Poisson, para espacializar variáveis discretas. Modelos estatísticos são ferramentas importantes no estudo de variáveis ambientais, principalmente com a crescente importância da valoração do capital ambiental. A distribuição do Poisson é um bom modelo estatístico para manejo de variáveis discretas, pois mostra seu comportamento. Um passo posterior seria saber como essas variáveis se comportam no espaço, mostrando sua distribuição espacial. Nesse caso, os sistemas de informações geográficas (SIG) são bastante eficientes (Miranda, 2005). Para testar o uso de ambas as ferramentas e mostrar sua eficiência, este trabalho traz uma implementação específica usando uma variável ambiental discreta, secas mensais.

Convergence of numerical time-averaging and stationary measures via Poisson equations

Numerical approximation of the long time behavior of a stochastic di.erential equation (SDE) is considered. Error estimates for time-averaging estimators are obtained and then used to show that the stationary behavior of the numerical method converges to that of the SDE. The error analysis is based on using an associated Poisson equation for the underlying SDE. The main advantages of this approach are its simplicity and universality. It works equally well for a range of explicit and implicit schemes, including those with simple simulation of random variables, and for hypoelliptic SDEs. To simplify the exposition, we consider only the case where the state space of the SDE is a torus, and we study only smooth test functions. However, we anticipate that the approach can be applied more widely. An analogy between our approach and Stein's method is indicated. Some practical implications of the results are discussed. Copyright © by SIAM. Unauthorized reproduction of this article is prohibited.

Allopregnanolone Levels Are Inversely Associated with Self-Reported Pain Symptoms in U.S. Iraq and Afghanistan-Era Veterans: Implications for Biomarkers and Therapeutics.

BACKGROUND AND OBJECTIVES: Pain symptoms are common among Iraq/Afghanistan-era veterans, many of whom continue to experience persistent pain symptoms despite multiple pharmacological interventions. Preclinical data suggest that neurosteroids such as allopregnanolone demonstrate pronounced analgesic properties, and thus represent logical biomarker candidates and therapeutic targets for pain. Allopregnanolone is also a positive GABAA receptor modulator with anxiolytic, anticonvulsant, and neuroprotective actions in rodent models. We previously reported inverse associations between serum allopregnanolone levels and self-reported pain symptom severity in a pilot study of 82 male veterans. METHODS: The current study investigates allopregnanolone levels in a larger cohort of 485 male Iraq/Afghanistan-era veterans to attempt to replicate these initial findings. Pain symptoms were assessed by items from the Symptom Checklist-90-R (SCL-90-R) querying headache, chest pain, muscle soreness, and low back pain over the past 7 days. Allopregnanolone levels were quantified by gas chromatography/mass spectrometry. RESULTS: Associations between pain ratings and allopregnanolone levels were examined with Poisson regression analyses, controlling for age and smoking. Bivariate nonparametric Mann–Whitney analyses examining allopregnanolone levels across high and low levels of pain were also conducted. Allopregnanolone levels were inversely associated with muscle soreness [P = 0.0028], chest pain [P = 0.032], and aggregate total pain (sum of all four pain items) [P = 0.0001]. In the bivariate analyses, allopregnanolone levels were lower in the group reporting high levels of muscle soreness [P = 0.001]. CONCLUSIONS: These findings are generally consistent with our prior pilot study and suggest that allopregnanolone may function as an endogenous analgesic. Thus, exogenous supplementation with allopregnanolone could have therapeutic potential. The characterization of neurosteroid profiles may also have biomarker utility.

A Markov modulated Poisson process model for rainfall increments

The problems encountered when using traditional rectangular pulse hierarchical point processmodels for fine temporal resolution and the growing number of available tip-time records suggest that rainfall increments from tipping-bucket gauges be modelled directly. Poisson processes are used with an arrival rate modulated by a Markov chain in Continuous time. The paper shows how, by using two or three states for this chain, much of the structure of the rainfall intensity distribution and the wet/dry sequences can be represented for time-scales as small as 5 minutes.

Bivariate distribution modeling with tree diameter and height data

The Logit-Logistic (LL), Johnson's SB, and the Beta (GBD) are flexible four-parameter probability distribution models in terms of the (skewness-kurtosis) region covered, and each has been used for modeling tree diameter distributions in forest stands. This article compares bivariate forms of these models in terms of their adequacy in representing empirical diameter-height distributions from 102 sample plots. Four bivariate models are compared: SBB, the natural, well-known, and much-used bivariate generalization of SB; the bivariate distributions with LL, SB, and Beta as marginals, constructed using Plackett's method (LL-2P, etc.). All models are fitted using maximum likelihood, and their goodness-of-fits are compared using minus log-likelihood (equivalent to Akaike's Information Criterion, the AIC). The performance ranking in this case study was SBB, LL-2P, GBD-2P, and SB-2P

On the Assumption of Bivariate Normality in Selection Models: A Copula Approach Applied to Estimating HIV Prevalence

Background: Heckman-type selection models have been used to control HIV prevalence estimates for selection bias when participation in HIV testing and HIV status are associated after controlling for observed variables. These models typically rely on the strong assumption that the error terms in the participation and the outcome equations that comprise the model are distributed as bivariate normal.
Methods: We introduce a novel approach for relaxing the bivariate normality assumption in selection models using copula functions. We apply this method to estimating HIV prevalence and new confidence intervals (CI) in the 2007 Zambia Demographic and Health Survey (DHS) by using interviewer identity as the selection variable that predicts participation (consent to test) but not the outcome (HIV status).
Results: We show in a simulation study that selection models can generate biased results when the bivariate normality assumption is violated. In the 2007 Zambia DHS, HIV prevalence estimates are similar irrespective of the structure of the association assumed between participation and outcome. For men, we estimate a population HIV prevalence of 21% (95% CI = 16%–25%) compared with 12% (11%–13%) among those who consented to be tested; for women, the corresponding figures are 19% (13%–24%) and 16% (15%–17%).
Conclusions: Copula approaches to Heckman-type selection models are a useful addition to the methodological toolkit of HIV epidemiology and of epidemiology in general. We develop the use of this approach to systematically evaluate the robustness of HIV prevalence estimates based on selection models, both empirically and in a simulation study.

Multiplicity results for some classes of Schrödinger-Poisson systems

In this thesis, we study the existence and multiplicity of solutions of the following class of Schr odinger-Poisson systems: u + u + l(x) u = (x; u) in R3; = l(x)u2 in R3; where l 2 L2(R3) or l 2 L1(R3). And we consider that the nonlinearity satis es the following three kinds of cases: (i) a subcritical exponent with (x; u) = k(x)jujp 2u + h(x)u (4 p < 2 ) under an inde nite case; (ii) a general inde nite nonlinearity with (x; u) = k(x)g(u) + h(x)u; (iii) a critical growth exponent with (x; u) = k(x)juj2 2u + h(x)jujq 2u (2 q < 2 ). It is worth mentioning that the thesis contains three main innovations except overcoming several di culties, which are generated by the systems themselves. First, as an unknown referee said in his report, we are the rst authors concerning the existence of multiple positive solutions for Schr odinger- Poisson systems with an inde nite nonlinearity. Second, we nd an interesting phenomenon in Chapter 2 and Chapter 3 that we do not need the condition R R3 k(x)ep 1dx < 0 with an inde nite noncoercive case, where e1 is the rst eigenfunction of +id in H1(R3) with weight function h. A similar condition has been shown to be a su cient and necessary condition to the existence of positive solutions for semilinear elliptic equations with inde nite nonlinearity for a bounded domain (see e.g. Alama-Tarantello, Calc. Var. PDE 1 (1993), 439{475), or to be a su cient condition to the existence of positive solutions for semilinear elliptic equations with inde nite nonlinearity in RN (see e.g. Costa-Tehrani, Calc. Var. PDE 13 (2001), 159{189). Moreover, the process used in this case can be applied to study other aspects of the Schr odinger-Poisson systems and it gives a way to study the Kirchho system and quasilinear Schr odinger system. Finally, to get sign changing solutions in Chapter 5, we follow the spirit of Hirano-Shioji, Proc. Roy. Soc. Edinburgh Sect. A 137 (2007), 333, but the procedure is simpler than that they have proposed in their paper.

On the pricing of bivariate options in the presence of a discrete dividend payment

A Work Project, presented as part of the requirements for the Award of a Master's Double Degree in Finance from the NOVA School of Business and Economics / Masters Degree in Economics from Insper