Predictor-corrector methods of Runge-Kutta type for stochastic differential equations

In this paper we construct predictor-corrector (PC) methods based on the trivial predictor and stochastic implicit Runge-Kutta (RK) correctors for solving stochastic differential equations. Using the colored rooted tree theory and stochastic B-series, the order condition theorem is derived for constructing stochastic RK methods based on PC implementations. We also present detailed order conditions of the PC methods using stochastic implicit RK correctors with strong global order 1.0 and 1.5. A two-stage implicit RK method with strong global order 1.0 and a four-stage implicit RK method with strong global order 1.5 used as the correctors are constructed in this paper. The mean-square stability properties and numerical results of the PC methods based on these two implicit RK correctors are reported.

An atomistic simulation of solid state sintering using Monte Carlo methods

This paper presents results on the simulation of the solid state sintering of copper wires using Monte Carlo techniques based on elements of lattice theory and cellular automata. The initial structure is superimposed onto a triangular, two-dimensional lattice, where each lattice site corresponds to either an atom or vacancy. The number of vacancies varies with the simulation temperature, while a cluster of vacancies is a pore. To simulate sintering, lattice sites are picked at random and reoriented in terms of an atomistic model governing mass transport. The probability that an atom has sufficient energy to jump to a vacant lattice site is related to the jump frequency, and hence the diffusion coefficient, while the probability that an atomic jump will be accepted is related to the change in energy of the system as a result of the jump, as determined by the change in the number of nearest neighbours. The jump frequency is also used to relate model time, measured in Monte Carlo Steps, to the actual sintering time. The model incorporates bulk, grain boundary and surface diffusion terms and includes vacancy annihilation on the grain boundaries. The predictions of the model were found to be consistent with experimental data, both in terms of the microstructural evolution and in terms of the sintering time. (C) 2002 Elsevier Science B.V. All rights reserved.

MR image-based measurement of rates of change in volumes of brain structures. Part 1: Method and validation

A detailed analysis procedure is described for evaluating rates of volumetric change in brain structures based on structural magnetic resonance (MR) images. In this procedure, a series of image processing tools have been employed to address the problems encountered in measuring rates of change based on structural MR images. These tools include an algorithm for intensity non-uniforniity correction, a robust algorithm for three-dimensional image registration with sub-voxel precision and an algorithm for brain tissue segmentation. However, a unique feature in the procedure is the use of a fractional volume model that has been developed to provide a quantitative measure for the partial volume effect. With this model, the fractional constituent tissue volumes are evaluated for voxels at the tissue boundary that manifest partial volume effect, thus allowing tissue boundaries be defined at a sub-voxel level and in an automated fashion. Validation studies are presented on key algorithms including segmentation and registration. An overall assessment of the method is provided through the evaluation of the rates of brain atrophy in a group of normal elderly subjects for which the rate of brain atrophy due to normal aging is predictably small. An application of the method is given in Part 11 where the rates of brain atrophy in various brain regions are studied in relation to normal aging and Alzheimer's disease. (C) 2002 Elsevier Science Inc. All rights reserved.

MR image-based measurement of rates of change in volumes of brain structures. Part II: Application to a study of Alzheimer's disease and normal aging

We present global and regional rates of brain atrophy measured on serially acquired T1-weighted brain MR images for a group of Alzheimer's disease (AD) patients and age-matched normal control (NC) subjects using the analysis procedure described in Part I. Three rates of brain atrophy: the rate of atrophy in the cerebrum, the rate of lateral ventricular enlargement and the rate of atrophy in the region of temporal lobes, were evaluated for 14 AD patients and 14 age-matched NC subjects. All three rates showed significant differences between the two groups, However, the greatest separation of the two groups was obtained when the regional rates were combined. This application has demonstrated that rates of brain atrophy, especially in specific regions of the brain, based on MR images can provide sensitive measures for evaluating the progression of AD. These measures will be useful for the evaluation of therapeutic effects of novel therapies for AD. (C) 2002 Elsevier Science Inc. All rights reserved.

A population-based study of the biochemical and clinical expression of the H63D hemochromatosis mutation

Background & Aims: Two major mutations are defined within the hemochromatosis gene, HFE. Although the effects of the C282Y mutation have been well characterized, the effects of the H63D mutation remain unclear. We accessed a well-defined population in Busselton, Australia, and determined the frequency of the H63D mutation and its influence on total body iron stores. Methods: Serum transferrin saturation and ferritin levels were correlated with the H63D mutation in 2531 unrelated white subjects who did not possess the C282Y mutation. Results: Sixty-two subjects (2.1%) were homozygous for the H63D mutation, 711 (23.6%) were heterozygous, and 1758 (58.4%) were wild-type for the H63D mutation. Serum transferrin saturation was significantly increased in male and female H63D homozygotes and heterozygotes compared with wild-types. Serum ferritin levels within each gender were not influenced by H63D genotypes. Elevated transferrin saturation greater than or equal to45% was observed in a greater proportion of male H63D carriers than male wild-types. Male H63D homozygotes (9%) and heterozygotes (3%) were more likely to have both elevated transferrin saturation and elevated ferritin greater than or equal to300 ng/mL than male wild-types (0.7%). Homozygosity for H63D was not associated with the development of clinically significant iron overload. Conclusions: Presence of the H63D mutation results in a significant increase in serum transferrin saturation but does hot result in significant iron overload. In the absence of the C282Y mutation, the H63D mutation is not clinically significant.

Prediction of Golgi Type II membrane proteins based on their transmembrane domains

Motivation: A major issue in cell biology today is how distinct intracellular regions of the cell, like the Golgi Apparatus, maintain their unique composition of proteins and lipids. The cell differentially separates Golgi resident proteins from proteins that move through the organelle to other subcellular destinations. We set out to determine if we could distinguish these two types of transmembrane proteins using computational approaches. Results: A new method has been developed to predict Golgi membrane proteins based on their transmembrane domains. To establish the prediction procedure, we took the hydrophobicity values and frequencies of different residues within the transmembrane domains into consideration. A simple linear discriminant function was developed with a small number of parameters derived from a dataset of Type II transmembrane proteins of known localization. This can discriminate between proteins destined for Golgi apparatus or other locations (post-Golgi) with a success rate of 89.3% or 85.2%, respectively on our redundancy-reduced data sets.

An EM-based Semi-Parametric Mixture Model Approach to the Regression Analysis of Competing-Risks Data

We consider a mixture model approach to the regression analysis of competing-risks data. Attention is focused on inference concerning the effects of factors on both the probability of occurrence and the hazard rate conditional on each of the failure types. These two quantities are specified in the mixture model using the logistic model and the proportional hazards model, respectively. We propose a semi-parametric mixture method to estimate the logistic and regression coefficients jointly, whereby the component-baseline hazard functions are completely unspecified. Estimation is based on maximum likelihood on the basis of the full likelihood, implemented via an expectation-conditional maximization (ECM) algorithm. Simulation studies are performed to compare the performance of the proposed semi-parametric method with a fully parametric mixture approach. The results show that when the component-baseline hazard is monotonic increasing, the semi-parametric and fully parametric mixture approaches are comparable for mildly and moderately censored samples. When the component-baseline hazard is not monotonic increasing, the semi-parametric method consistently provides less biased estimates than a fully parametric approach and is comparable in efficiency in the estimation of the parameters for all levels of censoring. The methods are illustrated using a real data set of prostate cancer patients treated with different dosages of the drug diethylstilbestrol. Copyright (C) 2003 John Wiley Sons, Ltd.

Model-based clustering in gene expression microarrays: An application to breast cancer data

In microarray studies, the application of clustering techniques is often used to derive meaningful insights into the data. In the past, hierarchical methods have been the primary clustering tool employed to perform this task. The hierarchical algorithms have been mainly applied heuristically to these cluster analysis problems. Further, a major limitation of these methods is their inability to determine the number of clusters. Thus there is a need for a model-based approach to these. clustering problems. To this end, McLachlan et al. [7] developed a mixture model-based algorithm (EMMIX-GENE) for the clustering of tissue samples. To further investigate the EMMIX-GENE procedure as a model-based -approach, we present a case study involving the application of EMMIX-GENE to the breast cancer data as studied recently in van 't Veer et al. [10]. Our analysis considers the problem of clustering the tissue samples on the basis of the genes which is a non-standard problem because the number of genes greatly exceed the number of tissue samples. We demonstrate how EMMIX-GENE can be useful in reducing the initial set of genes down to a more computationally manageable size. The results from this analysis also emphasise the difficulty associated with the task of separating two tissue groups on the basis of a particular subset of genes. These results also shed light on why supervised methods have such a high misallocation error rate for the breast cancer data.

The modeling of turbulent reactive flows based on multiple mapping conditioning

A new modeling approach-multiple mapping conditioning (MMC)-is introduced to treat mixing and reaction in turbulent flows. The model combines the advantages of the probability density function and the conditional moment closure methods and is based on a certain generalization of the mapping closure concept. An equivalent stochastic formulation of the MMC model is given. The validity of the closuring hypothesis of the model is demonstrated by a comparison with direct numerical simulation results for the three-stream mixing problem. (C) 2003 American Institute of Physics.

Sequencing batch reactor technology: the key to a BP refinery (Bulwer Island) upgraded environmental protection system - a low cost lagoon based retro-fit

BP Refinery (Bulwer Island) Ltd (BP) located on the eastern Australian coast is currently undergoing a major expansion as a part of the Queensland Clean Fuels Project. The associated wastewater treatment plant upgrade will provide a better quality of treated effluent than is currently possible with the existing infrastructure, and which will be of a sufficiently high standard to meet not only the requirements of imposed environmental legislation but also BP's environmental objectives. A number of challenges were faced when considering the upgrade, particularly; cost constraints and limited plot space, highly variable wastewater, toxicity issues, and limited available hydraulic head. Sequencing Batch Reactor (SBR) Technology was chosen for the lagoon upgrade based on the following; SBR technology allowed a retro-fit of the existing earthen lagoon without the need for any additional substantial concrete structures, a dual lagoon system allowed partial treatment of wastewaters during construction, SBRs give substantial process flexibility, SBRs have the ability to easily modify process parameters without any physical modifications, and significant cost benefits. This paper presents the background to this application, an outline of laboratory studies carried out on the wastewater and details the full scale design issues and methods for providing a cost effective, efficient treatment system using the existing lagoon system.

Does participation in a pain course based on the international association for the study of pain's curricula guidelines change student knowledge about pain?

The People in Pain course was set up as a joint initiative of the Departments of Occupational Therapy and Physiotherapy within the School of Health and Rehabilitation Sciences at The University of Queensland. It was instigated in response to the publication of Pain Curricula for Occupational Therapy and Physiotherapy by the International Association for the Study of Pain (IASP) in 1994 (1). The first year it was offered, the "People in Pain" course comprised 14 h of lecture content. It was then expanded to encompass 28 h of lectures and seminar involvement. OBJECTIVES: To evaluate the impact of participation in a university pain course that meets the IASP pain curricula guidelines to increase health professional students' knowledge about pain. METHODS: Students who participated in the People in Pain course over the first three years were invited to complete the Revised Pain Knowledge and Attitudes Questionnaire (R-PKAQ) pre- and postcourse. Data obtained from 22 students in the short course formed a pilot project, and data from 22 students in the longer version of the course were used in the present study. RESULTS: Examination of the correlation matrix indicated substantial correlations between all R-PKAQ subscales except physiological basis of pain and pharmacological management of pain. In both the pilot project during the first year of the course and the expanded course in the following two years, significant improvement was found in the students' knowledge on five of the six subscales of the R-PKAQ: physiological basis of pain, psychological factors of pain perception, assessment and measurement of pain, cognitive-behavioural methods of pain relief, and pharmacological management of pain. Improvements in the developmental aspects of pain perception subscale failed to reach significance. CONCLUSIONS: An integrated pain course developed according to the pain curriculum guidelines developed by the IASP resulted in increased student knowledge regardless of the length of the program attended.

An SNP-based PCR assay to differentiate between Listeria monocytogenes lineages derived from phylogenetic analysis of the sigB gene

The alternative sigma factor sigB gene is involved in the stress response regulation of Listeria monocytogenes, and contributes towards growth and survival in adverse conditions. This gene was examined to determine if it could be a useful indicator of lineage differentiation, similar to the established method based on ribotyping. The sigB sequence was resolved in four local L. monocytogenes strains and the phylogenetic relationship among these, and a further 21 sigB gene sequences from strains of different serotype and lineage including two Listeria innocua strains, obtained from the GenBank database were determined. The sigB nucleotide sequences of these 25 Listeria strains were then examined for single nucleotide polymorphic (SNP) sites that could differentiate between the three lineages. Based on nucleotide sequences L. monocytogenes lineage F serotype 1/2b and 4b clustered together, lineage II/serotype 1/2a and 1/2c strains clustered together, lineage III/serotypes 4a and 4c strains clustered together and L. innocua strains clustered together as an outgroup. SNPs differentiating the three lineages were identified. Individual allele-specific PCR reactions based on these polymorphisms were successful in grouping known and a further 37 local L. monocytogenes isolates into the three lineages. (C) 2003 Elsevier B.V. All fights reserved.

Multi-scale modeling of the mechanical behavior of polymer-based materials

Polymers have become the reference material for high reliability and performance applications. In this work, a multi-scale approach is proposed to investigate the mechanical properties of polymeric based material under strain. To achieve a better understanding of phenomena occurring at the smaller scales, a coupling of a Finite Element Method (FEM) and Molecular Dynamics (MD) modeling in an iterative procedure was employed, enabling the prediction of the macroscopic constitutive response. As the mechanical response can be related to the local microstructure, which in turn depends on the nano-scale structure, the previous described multi-scale method computes the stress-strain relationship at every analysis point of the macro-structure by detailed modeling of the underlying micro- and meso-scale deformation phenomena. The proposed multi-scale approach can enable prediction of properties at the macroscale while taking into consideration phenomena that occur at the mesoscale, thus offering an increased potential accuracy compared to traditional methods.

Pectus Excavatum postsurgical outcome based on preoperative soft body dynamics simulation

Pectus excavatum is the most common congenital deformity of the anterior chest wall, in which an abnormal formation of the rib cage gives the chest a caved-in or sunken appearance. Today, the surgical correction of this deformity is carried out in children and adults through Nuss technic, which consists in the placement of a prosthetic bar under the sternum and over the ribs. Although this technique has been shown to be safe and reliable, not all patients have achieved adequate cosmetic outcome. This often leads to psychological problems and social stress, before and after the surgical correction. This paper targets this particular problem by presenting a method to predict the patient surgical outcome based on pre-surgical imagiologic information and chest skin dynamic modulation. The proposed approach uses the patient pre-surgical thoracic CT scan and anatomical-surgical references to perform a 3D segmentation of the left ribs, right ribs, sternum and skin. The technique encompasses three steps: a) approximation of the cartilages, between the ribs and the sternum, trough b-spline interpolation; b) a volumetric mass spring model that connects two layers - inner skin layer based on the outer pleura contour and the outer surface skin; and c) displacement of the sternum according to the prosthetic bar position. A dynamic model of the skin around the chest wall region was generated, capable of simulating the effect of the movement of the prosthetic bar along the sternum. The results were compared and validated with patient postsurgical skin surface acquired with Polhemus FastSCAN system

Neural Electrode Array Based on Aluminum: Fabrication and Characterization

A unique neural electrode design is proposed with 3 mm long shafts made from an aluminum-based substrate. The electrode is composed by 100 individualized shafts in a 10 × 10 matrix, in which each aluminum shafts are precisely machined via dicing-saw cutting programs. The result is a bulk structure of aluminum with 65 ° angle sharp tips. Each electrode tip is covered by an iridium oxide thin film layer (ionic transducer) via pulsed sputtering, that provides a stable and a reversible behavior for recording/stimulation purposes, a 40 mC/cm2 charge capacity and a 145 Ω impedance in a wide frequency range of interest (10 Hz-100 kHz). Because of the non-biocompatibility issue that characterizes aluminum, an anodization process is performed that forms an aluminum oxide layer around the aluminum substrate. The result is a passivation layer fully biocompatible that furthermore, enhances the mechanical properties by increasing the robustness of the electrode. For a successful electrode insertion, a 1.1 N load is required. The resultant electrode is a feasible alternative to silicon-based electrode solutions, avoiding the complexity of its fabrication methods and limitations, and increasing the electrode performance.