Derivations of variational gaussian process approximation framework

Recently, within the VISDEM project (EPSRC funded EP/C005848/1), a novel variational approximation framework has been developed for inference in partially observed, continuous space-time, diffusion processes. In this technical report all the derivations of the variational framework, from the initial work, are provided in detail to help the reader better understand the framework and its assumptions.

A basis function approach to Bayesian inference in diffusion processes

In this paper, we present a framework for Bayesian inference in continuous-time diffusion processes. The new method is directly related to the recently proposed variational Gaussian Process approximation (VGPA) approach to Bayesian smoothing of partially observed diffusions. By adopting a basis function expansion (BF-VGPA), both the time-dependent control parameters of the approximate GP process and its moment equations are projected onto a lower-dimensional subspace. This allows us both to reduce the computational complexity and to eliminate the time discretisation used in the previous algorithm. The new algorithm is tested on an Ornstein-Uhlenbeck process. Our preliminary results show that BF-VGPA algorithm provides a reasonably accurate state estimation using a small number of basis functions.

A new variational radial basis function approximation for inference in multivariate diffusions

In this paper we present a radial basis function based extension to a recently proposed variational algorithm for approximate inference for diffusion processes. Inference, for state and in particular (hyper-) parameters, in diffusion processes is a challenging and crucial task. We show that the new radial basis function approximation based algorithm converges to the original algorithm and has beneficial characteristics when estimating (hyper-)parameters. We validate our new approach on a nonlinear double well potential dynamical system.

A staggered approach for the coupling of Cahn–Hilliard type diffusion and finite strain elasticity

We develop an algorithm and computational implementation for simulation of problems that combine Cahn–Hilliard type diffusion with finite strain elasticity. We have in mind applications such as the electro-chemo- mechanics of lithium ion (Li-ion) batteries. We concentrate on basic computational aspects. A staggered algorithm is pro- posed for the coupled multi-field model. For the diffusion problem, the fourth order differential equation is replaced by a system of second order equations to deal with the issue of the regularity required for the approximation spaces. Low order finite elements are used for discretization in space of the involved fields (displacement, concentration, nonlocal concentration). Three (both 2D and 3D) extensively worked numerical examples show the capabilities of our approach for the representation of (i) phase separation, (ii) the effect of concentration in deformation and stress, (iii) the effect of Electronic supplementary material The online version of this article (doi:10.1007/s00466-015-1235-1) contains supplementary material, which is available to authorized users. B P. Areias pmaa@uevora.pt 1 Department of Physics, University of Évora, Colégio Luís António Verney, Rua Romão Ramalho, 59, 7002-554 Évora, Portugal 2 ICIST, Lisbon, Portugal 3 School of Engineering, Universidad de Cuenca, Av. 12 de Abril s/n. 01-01-168, Cuenca, Ecuador 4 Institute of Structural Mechanics, Bauhaus-University Weimar, Marienstraße 15, 99423 Weimar, Germany strain in concentration, and (iv) lithiation. We analyze con- vergence with respect to spatial and time discretization and found that very good results are achievable using both a stag- gered scheme and approximated strain interpolation.

Feasibility And Reproducibility Of Diffusion-weighted Magnetic Resonance Imaging Of The Fetal Brain In Twin-twin Transfusion Syndrome.

The aim of this study is to test the feasibility and reproducibility of diffusion-weighted magnetic resonance imaging (DW-MRI) evaluations of the fetal brains in cases of twin-twin transfusion syndrome (TTTS). From May 2011 to June 2012, 24 patients with severe TTTS underwent MRI scans for evaluation of the fetal brains. Datasets were analyzed offline on axial DW images and apparent diffusion coefficient (ADC) maps by two radiologists. The subjective evaluation was described as the absence or presence of water diffusion restriction. The objective evaluation was performed by the placement of 20-mm(2) circular regions of interest on the DW image and ADC maps. Subjective interobserver agreement was assessed by the kappa correlation coefficient. Objective intraobserver and interobserver agreements were assessed by proportionate Bland-Altman tests. Seventy-four DW-MRI scans were performed. Sixty of them (81.1%) were considered to be of good quality. Agreement between the radiologists was 100% for the absence or presence of diffusion restriction of water. For both intraobserver and interobserver agreement of ADC measurements, proportionate Bland-Altman tests showed average percentage differences of less than 1.5% and 95% CI of less than 18% for all sites evaluated. Our data demonstrate that DW-MRI evaluation of the fetal brain in TTTS is feasible and reproducible.

Dependence of the crossover exponent with the diffusion rate in the generalized contact process model

We study how the crossover exponent, phi, between the directed percolation (DP) and compact directed percolation (CDP) behaves as a function of the diffusion rate in a model that generalizes the contact process. Our conclusions are based in results pointed by perturbative series expansions and numerical simulations, and are consistent with a value phi = 2 for finite diffusion rates and phi = 1 in the limit of infinite diffusion rate.

Reaction-diffusion stochastic lattice model for a predator-prey system

We have the purpose of analyzing the effect of explicit diffusion processes in a predator-prey stochastic lattice model. More precisely we wish to investigate the possible effects due to diffusion upon the thresholds of coexistence of species, i. e., the possible changes in the transition between the active state and the absorbing state devoid of predators. To accomplish this task we have performed time dependent simulations and dynamic mean-field approximations. Our results indicate that the diffusive process can enhance the species coexistence.

Evaluation of the diffusion capacity of calcium hydroxide pastes through the dentinal tubules

This study aimed to evaluate the diffusion capacity of calcium hydroxide pastes with different vehicles through dentinal tubules. The study was conducted on 60 extracted single-rooted human teeth whose crowns had been removed. The root canals were instrumented and divided into 4 groups according to the vehicle of the calcium hydroxide paste: Group I - distilled water; Group II - propylene glycol; Group III - 0.2% chlorhexidine; Group IV - 2% chlorhexidine. After placement of the root canal dressings, the teeth were sealed and placed in flasks containing deionized water. After 1, 2, 7, 15, 30, 45 and 60 days, the pH of the water was measured to determine the diffusion of calcium hydroxide through the dentinal tubules. The data were recorded and statistically compared by the Tukey test. The results showed that all pastes presented a similar diffusion capacity through dentin. Group IV did not present difference compared to group I. Group II presented difference compared to the other groups, as did Group III. In conclusion, groups I and IV presented a better diffusion capacity through dentin than groups II and III; 2% chlorhexidine can be used as a vehicle in calcium hydroxide pastes.

Anomalous diffusion in non-Markovian walks having amnestically induced persistence

We report numerically and analytically estimated values for the Hurst exponent for a recently proposed non-Markovian walk characterized by amnestically induced persistence. These results are consistent with earlier studies showing that log-periodic oscillations arise only for large memory losses of the recent past. We also report numerical estimates of the Hurst exponent for non-Markovian walks with diluted memory. Finally, we study walks with a fractal memory of the past for a Thue-Morse and Fibonacci memory patterns. These results are interpreted and discussed in the context of the necessary and sufficient conditions for the central limit theorem to hold.

Influence of memory in deterministic walks in random media: Analytical calculation within a mean-field approximation

Consider a random medium consisting of N points randomly distributed so that there is no correlation among the distances separating them. This is the random link model, which is the high dimensionality limit (mean-field approximation) for the Euclidean random point structure. In the random link model, at discrete time steps, a walker moves to the nearest point, which has not been visited in the last mu steps (memory), producing a deterministic partially self-avoiding walk (the tourist walk). We have analytically obtained the distribution of the number n of points explored by the walker with memory mu=2, as well as the transient and period joint distribution. This result enables us to explain the abrupt change in the exploratory behavior between the cases mu=1 (memoryless walker, driven by extreme value statistics) and mu=2 (walker with memory, driven by combinatorial statistics). In the mu=1 case, the mean newly visited points in the thermodynamic limit (N >> 1) is just < n >=e=2.72... while in the mu=2 case, the mean number < n > of visited points grows proportionally to N(1/2). Also, this result allows us to establish an equivalence between the random link model with mu=2 and random map (uncorrelated back and forth distances) with mu=0 and the abrupt change between the probabilities for null transient time and subsequent ones.

Artificial Lighting as a Vector Attractant and Cause of Disease Diffusion

BACKGROUND: Traditionally, epidemiologists have considered electrification to be a positive factor. In fact, electrification and plumbing are typical initiatives that represent the integration of an isolated population into modern society, ensuring the control of pathogens and promoting public health. Nonetheless, electrification is always accompanied by night lighting that attracts insect vectors and changes people's behavior. Although this may lead to new modes of infection and increased transmission of insect-borne diseases, epidemiologists rarely consider the role of night lighting in their surveys. OBJECTIVE: We reviewed the epidemiological evidence concerning the role of lighting in the spread of vector-borne diseases to encourage other researchers to consider it in future studies. DISCUSSION: We present three infectious vector-borne diseases-Chagas, leishmaniasis, and malaria-and discuss evidence that suggests that the use of artificial lighting results in behavioral changes among human populations and changes in the prevalence of vector species and in the modes of transmission. CONCLUSION: Despite a surprising lack of studies, existing evidence supports our hypothesis that artificial lighting leads to a higher risk of infection from vector-borne diseases. We believe that this is related not only to the simple attraction of traditional vectors to light sources but also to changes in the behavior of both humans and insects that result in new modes of disease transmission. Considering the ongoing expansion of night lighting in developing countries, additional research on this subject is urgently needed.

Diffusion anomaly and dynamic transitions in the Bell-Lavis water model

In this paper we investigate the dynamic properties of the minimal Bell-Lavis (BL) water model and their relation to the thermodynamic anomalies. The BL model is defined on a triangular lattice in which water molecules are represented by particles with three symmetric bonding arms interacting through van der Waals and hydrogen bonds. We have studied the model diffusivity in different regions of the phase diagram through Monte Carlo simulations. Our results show that the model displays a region of anomalous diffusion which lies inside the region of anomalous density, englobed by the line of temperatures of maximum density. Further, we have found that the diffusivity undergoes a dynamic transition which may be classified as fragile-to-strong transition at the critical line only at low pressures. At higher densities, no dynamic transition is seen on crossing the critical line. Thus evidence from this study is that relation of dynamic transitions to criticality may be discarded. (C) 2010 American Institute of Physics. [doi:10.1063/1.3479001]

Approximation to density functional theory for the calculation of band gaps of semiconductors

The local-density approximation (LDA) together with the half occupation (transitionstate) is notoriously successful in the calculation of atomic ionization potentials. When it comes to extended systems, such as a semiconductor infinite system, it has been very difficult to find a way to half ionize because the hole tends to be infinitely extended (a Bloch wave). The answer to this problem lies in the LDA formalism itself. One proves that the half occupation is equivalent to introducing the hole self-energy (electrostatic and exchange correlation) into the Schrodinger equation. The argument then becomes simple: The eigenvalue minus the self-energy has to be minimized because the atom has a minimal energy. Then one simply proves that the hole is localized, not infinitely extended, because it must have maximal self-energy. Then one also arrives at an equation similar to the self- interaction correction equation, but corrected for the removal of just 1/2 electron. Applied to the calculation of band gaps and effective masses, we use the self- energy calculated in atoms and attain a precision similar to that of GW, but with the great advantage that it requires no more computational effort than standard LDA.

Nonuniversal behavior for aperiodic interactions within a mean-field approximation

We study the spin-1/2 Ising model on a Bethe lattice in the mean-field limit, with the interaction constants following one of two deterministic aperiodic sequences, the Fibonacci or period-doubling one. New algorithms of sequence generation were implemented, which were fundamental in obtaining long sequences and, therefore, precise results. We calculate the exact critical temperature for both sequences, as well as the critical exponents beta, gamma, and delta. For the Fibonacci sequence, the exponents are classical, while for the period-doubling one they depend on the ratio between the two exchange constants. The usual relations between critical exponents are satisfied, within error bars, for the period-doubling sequence. Therefore, we show that mean-field-like procedures may lead to nonclassical critical exponents.

Mechanism of point-defect diffusion in a two-dimensional colloidal crystal

The dynamics and mechanism of migration of a vacancy point defect in a two-dimensional (2D) colloidal crystal are studied using numerical simulations. We find that the migration of a vacancy is always realized by topology switching between its different configurations. From the temperature dependence of the topology switch frequencies, we obtain the activation energies for possible topology transitions associated with the vacancy diffusion in the 2D crystal. (C) 2011 American Institute of Physics. [doi:10.1063/1.3615287]