An Ensemble Kalman Smoother for Nonlinear Dynamics

It is for mally proved that the general smoother for nonlinear dynamics can be for mulated as a sequential method, that is, obser vations can be assimilated sequentially during a for ward integration. The general filter can be derived from the smoother and it is shown that the general smoother and filter solutions at the final time become identical, as is expected from linear theor y. Then, a new smoother algorithm based on ensemble statistics is presented and examined in an example with the Lorenz equations. The new smoother can be computed as a sequential algorithm using only for ward-in-time model integrations. It bears a strong resemblance with the ensemble Kalman filter . The difference is that ever y time a new dataset is available during the for ward integration, an analysis is computed for all previous times up to this time. Thus, the first guess for the smoother is the ensemble Kalman filter solution, and the smoother estimate provides an improvement of this, as one would expect a smoother to do. The method is demonstrated in this paper in an intercomparison with the ensemble Kalman filter and the ensemble smoother introduced by van Leeuwen and Evensen, and it is shown to be superior in an application with the Lorenz equations. Finally , a discussion is given regarding the properties of the analysis schemes when strongly non-Gaussian distributions are used. It is shown that in these cases more sophisticated analysis schemes based on Bayesian statistics must be used.

A joint state and parameter estimation scheme for nonlinear dynamical systems

We present a novel algorithm for concurrent model state and parameter estimation in nonlinear dynamical systems. The new scheme uses ideas from three dimensional variational data assimilation (3D-Var) and the extended Kalman filter (EKF) together with the technique of state augmentation to estimate uncertain model parameters alongside the model state variables in a sequential filtering system. The method is relatively simple to implement and computationally inexpensive to run for large systems with relatively few parameters. We demonstrate the efficacy of the method via a series of identical twin experiments with three simple dynamical system models. The scheme is able to recover the parameter values to a good level of accuracy, even when observational data are noisy. We expect this new technique to be easily transferable to much larger models.

Acute benefits of the microbial-derived isoflavone metabolite equol on arterial stiffness in men prospectively recruited according to equol producer phenotype: a double-blind randomized controlled trial

There is much speculation with regard to the potential cardioprotective benefits of equol, a microbial-derived metabolite of the isoflavone daidzein, which is produced in the large intestine after soy intake in 30% of Western populations. Although cross-sectional and retrospective data support favorable associations between the equol producer (EP) phenotype and cardiometabolic health, few studies have prospectively recruited EPs to confirm this association. The aim was to determine whether the acute vascular benefits of isoflavones differ according to EP phenotype and subsequently investigate the effect of providing commercially produced S-(–)equol to non-EPs. We prospectively recruited male EPs and non-EPs (n = 14/ group) at moderate cardiovascular risk into a double-blind, placebocontrolled crossover study to examine the acute effects of soy isoflavones (80-mg aglycone equivalents) on arterial stiffness [carotid-femoral pulse-wave velocity (cfPWV)], blood pressure, endothelial function (measured by using the EndoPAT 2000; Itamar Medical), and nitric oxide at baseline (0 h) and 6 and 24 h after intake. In a separate assessment, non-EPs consumed 40 mg S-(–)equol with identical vascular measurements performed 2 h after intake. After soy intake, cfPWV significantly improved in EPs at 24 h (cfPWV change from 0 h: isoflavone, 20.2 6 0.2 m/s; placebo, 0.6 6 0.2 m/s; P , 0.01), which was significantly associated with plasma equol concentrations (R = 20.36, P = 0.01). No vascular effects were observed in EPs at 6 h or in non-EPs at any time point. Similarly, no benefit of commercially produced S-(–)equol was observed in non-EPs despite mean plasma equol concentrations reaching 3.2 mmol/L. Acute soy intake improved cfPWV in EPs, equating to an 11–12% reduced risk of cardiovascular disease if sustained. However, a single dose of commercially produced equol had no cardiovascular benefits in non-EPs. These data suggest that the EP phenotype is critical in unlocking the vascular benefits of equol in men, and long-term trials should focus on confirming the implications of EP phenotype on cardiovascular health. This trial was registered at clinicaltrials.gov as NCT01530893. Am J Clin Nutr doi: 10.3945/ajcn.115.125690.

Peptide based hydrogels for cancer drug release: modulation of stiffness, drug release and proteolytic stability of hydrogels by incorporating D-amino acid residue(s)

Synthetic tripeptide based noncytotoxic hydrogelators have been discovered for releasing an anticancer drug at physiological pH and temparature. Interestingly, gel stiffness, drug release capacity and proteolytic stability of these hydrogels have been successfully modulated by incorporating D-amino acid residues, indicating their potential use for drug delivery in the future.

Medial contact and smaller plantar loads characterize individuals with Patellofemoral Pain Syndrome during stair descent

Objectives: To investigate plantar pressure distribution in individuals with and without Patellofemoral Pain Syndrome during the Support phase of stair descent. Design: Observational case-control study. Participants: 30 Young adults With Patellofemoral Pain Syndrome and 44 matched controls. Main outcome measures: Contact area, peak pressure and pressure-time integral (Novel Pedar-X system) were evaluated in six plantar areas (medial, central and lateral rearfoot: midfoot; medial and lateral forefoot) during stair descent. Results: Contact area was greater in the Patellofemoral Pain Syndrome Group at medial rearfoot (p = 0.019) and midfoot (p < 0.001). Subjects with Patellofemoral pain Syndrome presented smaller peak pressures (p < 0.001). Conclusion: The pattern of plantar pressure distribution during stair descent in Patellofemoral Pain Syndrome Subjects was different from controls. This seems to be related to greater medial rearfoot and midfoot Support. Smaller plantar loads found in Patellofemoral Pain Syndrome subjects during stair descent reveal a more Cautious motor pattern in a challenging task. (C) 2009 Elsevier Ltd. All rights reserved.

Sediment-contact fish embryo toxicity assay with Danio rerio to assess particle-bound pollutants in the Tiete River Basin (Sao Paulo, Brazil)

The Tiete River and its tributary Pinheiros River receive a highly complex organic and inorganic pollutants load from sanitary sewage and industrial sources, as well as agricultural and agroindustrial activities. The aim of the present study was to evaluate the embryotoxic and teratogenic effects of sediments from selected locations in the Tiete River Basin by means of the sediment contact embryo toxicity assay with Danio rerio, in order to provide a comprehensive and realistic insight into the bioavailable hazard potential of these sediment samples. Lethal and sub-lethal effects were recorded, and high embryo toxicity could be found in the samples not only in the vicinity of the megacity Sao Paulo (Billings reservoir and Pinheiros River samples), but also downstream (in the reservoirs Barra Bonita, Promissao and Tres Irmaos). Results confirm that most toxicity is due to the discharges of the metropolitan area of Sao Paulo. However, they also indicate additional sources of pollutants along the river course, probably from industrial, agricultural and agroindustrial residues, which contribute to the degradation of each area. The sediment contact fish embryo test showed to be powerful tool to detect embryo toxicity in sediments, not only by being a sensitive method, but also for taking into account bioavailability. This test provides an ecological highly realistic and relevant exposure scenario, and should therefore be added in ecotoxicological sediment quality assessments. (C) 2011 Elsevier Inc. All rights reserved.

Heteroscedastic Nonlinear Regression Models

In this article, we present a generalization of the Bayesian methodology introduced by Cepeda and Gamerman (2001) for modeling variance heterogeneity in normal regression models where we have orthogonality between mean and variance parameters to the general case considering both linear and highly nonlinear regression models. Under the Bayesian paradigm, we use MCMC methods to simulate samples for the joint posterior distribution. We illustrate this algorithm considering a simulated data set and also considering a real data set related to school attendance rate for children in Colombia. Finally, we present some extensions of the proposed MCMC algorithm.

Exact Search Directions for Optimization of Linear and Nonlinear Models Based on Generalized Orthonormal Functions

A novel technique for selecting the poles of orthonormal basis functions (OBF) in Volterra models of any order is presented. It is well-known that the usual large number of parameters required to describe the Volterra kernels can be significantly reduced by representing each kernel using an appropriate basis of orthonormal functions. Such a representation results in the so-called OBF Volterra model, which has a Wiener structure consisting of a linear dynamic generated by the orthonormal basis followed by a nonlinear static mapping given by the Volterra polynomial series. Aiming at optimizing the poles that fully parameterize the orthonormal bases, the exact gradients of the outputs of the orthonormal filters with respect to their poles are computed analytically by using a back-propagation-through-time technique. The expressions relative to the Kautz basis and to generalized orthonormal bases of functions (GOBF) are addressed; the ones related to the Laguerre basis follow straightforwardly as a particular case. The main innovation here is that the dynamic nature of the OBF filters is fully considered in the gradient computations. These gradients provide exact search directions for optimizing the poles of a given orthonormal basis. Such search directions can, in turn, be used as part of an optimization procedure to locate the minimum of a cost-function that takes into account the error of estimation of the system output. The Levenberg-Marquardt algorithm is adopted here as the optimization procedure. Unlike previous related work, the proposed approach relies solely on input-output data measured from the system to be modeled, i.e., no information about the Volterra kernels is required. Examples are presented to illustrate the application of this approach to the modeling of dynamic systems, including a real magnetic levitation system with nonlinear oscillatory behavior.

Prediction of dynamical, nonlinear, and unstable process behavior

Process scheduling techniques consider the current load situation to allocate computing resources. Those techniques make approximations such as the average of communication, processing, and memory access to improve the process scheduling, although processes may present different behaviors during their whole execution. They may start with high communication requirements and later just processing. By discovering how processes behave over time, we believe it is possible to improve the resource allocation. This has motivated this paper which adopts chaos theory concepts and nonlinear prediction techniques in order to model and predict process behavior. Results confirm the radial basis function technique which presents good predictions and also low processing demands show what is essential in a real distributed environment.

Global attractor for a model of extensible beam with nonlinear damping and source terms

This paper is concerned with the existence of a global attractor for the nonlinear beam equation, with nonlinear damping and source terms, u(tt) + Delta(2)u -M (integral(Omega)vertical bar del u vertical bar(2)dx) Delta u + f(u) + g(u(t)) = h in Omega x R(+), where Omega is a bounded domain of R(N), M is a nonnegative real function and h is an element of L(2)(Omega). The nonlinearities f(u) and g(u(t)) are essentially vertical bar u vertical bar(rho) u - vertical bar u vertical bar(sigma) u and vertical bar u(t)vertical bar(r) u(t) respectively, with rho, sigma, r > 0 and sigma < rho. This kind of problem models vibrations of extensible beams and plates. (C) 2010 Elsevier Ltd. All rights reserved.