Non-parametric estimation of the diffusion coefficient of a branching diffusion with immigration

Wir betrachten Systeme von endlich vielen Partikeln, wobei die Partikel sich unabhängig voneinander gemäß eindimensionaler Diffusionen [dX_t = b(X_t),dt + sigma(X_t),dW_t] bewegen. Die Partikel sterben mit positionsabhängigen Raten und hinterlassen eine zufällige Anzahl an Nachkommen, die sich gemäß eines Übergangskerns im Raum verteilen. Zudem immigrieren neue Partikel mit einer konstanten Rate. Ein Prozess mit diesen Eigenschaften wird Verzweigungsprozess mit Immigration genannt. Beobachten wir einen solchen Prozess zu diskreten Zeitpunkten, so ist zunächst nicht offensichtlich, welche diskret beobachteten Punkte zu welchem Pfad gehören. Daher entwickeln wir einen Algorithmus, um den zugrundeliegenden Pfad zu rekonstruieren. Mit Hilfe dieses Algorithmus konstruieren wir einen nichtparametrischen Schätzer für den quadrierten Diffusionskoeffizienten $sigma^2(cdot),$ wobei die Konstruktion im Wesentlichen auf dem Auffüllen eines klassischen Regressionsschemas beruht. Wir beweisen Konsistenz und einen zentralen Grenzwertsatz.

Early non-invasive cardiac output monitoring in hemodynamically unstable intensive care patients: A multi-center randomized controlled trial

Introduction Acute hemodynamic instability increases morbidity and mortality. We investigated whether early non-invasive cardiac output monitoring enhances hemodynamic stabilization and improves outcome. Methods A multicenter, randomized controlled trial was conducted in three European university hospital intensive care units in 2006 and 2007. A total of 388 hemodynamically unstable patients identified during their first six hours in the intensive care unit (ICU) were randomized to receive either non-invasive cardiac output monitoring for 24 hrs (minimally invasive cardiac output/MICO group; n = 201) or usual care (control group; n = 187). The main outcome measure was the proportion of patients achieving hemodynamic stability within six hours of starting the study. Results The number of hemodynamic instability criteria at baseline (MICO group mean 2.0 (SD 1.0), control group 1.8 (1.0); P = .06) and severity of illness (SAPS II score; MICO group 48 (18), control group 48 (15); P = .86)) were similar. At 6 hrs, 45 patients (22%) in the MICO group and 52 patients (28%) in the control group were hemodynamically stable (mean difference 5%; 95% confidence interval of the difference -3 to 14%; P = .24). Hemodynamic support with fluids and vasoactive drugs, and pulmonary artery catheter use (MICO group: 19%, control group: 26%; P = .11) were similar in the two groups. The median length of ICU stay was 2.0 (interquartile range 1.2 to 4.6) days in the MICO group and 2.5 (1.1 to 5.0) days in the control group (P = .38). The hospital mortality was 26% in the MICO group and 21% in the control group (P = .34). Conclusions Minimally-invasive cardiac output monitoring added to usual care does not facilitate early hemodynamic stabilization in the ICU, nor does it alter the hemodynamic support or outcome. Our results emphasize the need to evaluate technologies used to measure stroke volume and cardiac output--especially their impact on the process of care--before any large-scale outcome studies are attempted.

Benchmark Structures and Binding Energies of Small Water Clusters with Anharmonicity Corrections

For (H2O)n where n = 1–10, we used a scheme combining molecular dynamics sampling with high level ab initio calculations to locate the global and many low lying local minima for each cluster. For each isomer, we extrapolated the RI-MP2 energies to their complete basis set limit, included a CCSD(T) correction using a smaller basis set and added finite temperature corrections within the rigid-rotor-harmonic-oscillator (RRHO) model using scaled and unscaled harmonic vibrational frequencies. The vibrational scaling factors were determined specifically for water clusters by comparing harmonic frequencies with VPT2 fundamental frequencies. We find the CCSD(T) correction to the RI-MP2 binding energy to be small (<1%) but still important in determining accurate conformational energies. Anharmonic corrections are found to be non-negligble; they do not alter the energetic ordering of isomers, but they do lower the free energies of formation of the water clusters by as much as 4 kcal/mol at 298.15 K.

The long-term mechanical integrity of non-reinforced PEEK-OPTIMA polymer for demanding spinal applications: experimental and finite-element analysis

Polyetheretherketone (PEEK) is a novel polymer with potential advantages for its use in demanding orthopaedic applications (e.g. intervertebral cages). However, the influence of a physiological environment on the mechanical stability of PEEK has not been reported. Furthermore, the suitability of the polymer for use in highly stressed spinal implants such as intervertebral cages has not been investigated. Therefore, a combined experimental and analytical study was performed to address these open questions. A quasi-static mechanical compression test was performed to compare the initial mechanical properties of PEEK-OPTIMA polymer in a dry, room-temperature and in an aqueous, 37 degrees C environment (n=10 per group). The creep behaviour of cylindrical PEEK polymer specimens (n=6) was measured in a simulated physiological environment at an applied stress level of 10 MPa for a loading duration of 2000 hours (12 weeks). To compare the biomechanical performance of different intervertebral cage types made from PEEK and titanium under complex loading conditions, a three-dimensional finite element model of a functional spinal unit was created. The elastic modulus of PEEK polymer specimens in a physiological environment was 1.8% lower than that of specimens tested at dry, room temperature conditions (P<0.001). The results from the creep test showed an average creep strain of less than 0.1% after 2000 hours of loading. The finite element analysis demonstrated high strain and stress concentrations at the bone/implant interface, emphasizing the importance of cage geometry for load distribution. The stress and strain maxima in the implants were well below the material strength limits of PEEK. In summary, the experimental results verified the mechanical stability of the PEEK-OPTIMA polymer in a simulated physiological environment, and over extended loading periods. Finite element analysis supported the use of PEEK-OPTIMA for load-bearing intervertebral implants.

Quantification of relativistic perturbation forces on spacecraft trajectories

The intent of the work presented in this thesis is to show that relativistic perturbations should be considered in the same manner as well known perturbations currently taken into account in planet-satellite systems. It is also the aim of this research to show that relativistic perturbations are comparable to standard perturbations in speciffc force magnitude and effects. This work would have been regarded as little more then a curiosity to most engineers until recent advancements in space propulsion methods { e.g. the creation of a artiffcial neutron stars, light sails, and continuous propulsion techniques. These cutting-edge technologies have the potential to thrust the human race into interstellar, and hopefully intergalactic, travel in the not so distant future. The relativistic perturbations were simulated on two orbit cases: (1) a general orbit and (2) a Molniya type orbit. The simulations were completed using Matlab's ODE45 integration scheme. The methods used to organize, execute, and analyze these simulations are explained in detail. The results of the simulations are presented in graphical and statistical form. The simulation data reveals that the speciffc forces that arise from the relativistic perturbations do manifest as variations in the classical orbital elements. It is also apparent from the simulated data that the speciffc forces do exhibit similar magnitudes and effects that materialize from commonly considered perturbations that are used in trajectory design, optimization, and maintenance. Due to the similarities in behavior of relativistic versus non-relativistic perturbations, a case is made for the development of a fully relativistic formulation for the trajectory design and trajectory optimization problems. This new framework would afford the possibility of illuminating new more optimal solutions to the aforementioned problems that do not arise in current formulations. This type of reformulation has already showed promise when the previously unknown Space Superhighways arose as a optimal solution when classical astrodynamics was reformulated using geometric mechanics.

MODEL UPDATING AND STRUCTURAL HEALTH MONITORING OF HORIZONTAL AXIS WIND TURBINES VIA ADVANCED SPINNING FINITE ELEMENTS AND STOCHASTIC SUBSPACE IDENTIFICATION METHODS

Wind energy has been one of the most growing sectors of the nation’s renewable energy portfolio for the past decade, and the same tendency is being projected for the upcoming years given the aggressive governmental policies for the reduction of fossil fuel dependency. Great technological expectation and outstanding commercial penetration has shown the so called Horizontal Axis Wind Turbines (HAWT) technologies. Given its great acceptance, size evolution of wind turbines over time has increased exponentially. However, safety and economical concerns have emerged as a result of the newly design tendencies for massive scale wind turbine structures presenting high slenderness ratios and complex shapes, typically located in remote areas (e.g. offshore wind farms). In this regard, safety operation requires not only having first-hand information regarding actual structural dynamic conditions under aerodynamic action, but also a deep understanding of the environmental factors in which these multibody rotating structures operate. Given the cyclo-stochastic patterns of the wind loading exerting pressure on a HAWT, a probabilistic framework is appropriate to characterize the risk of failure in terms of resistance and serviceability conditions, at any given time. Furthermore, sources of uncertainty such as material imperfections, buffeting and flutter, aeroelastic damping, gyroscopic effects, turbulence, among others, have pleaded for the use of a more sophisticated mathematical framework that could properly handle all these sources of indetermination. The attainable modeling complexity that arises as a result of these characterizations demands a data-driven experimental validation methodology to calibrate and corroborate the model. For this aim, System Identification (SI) techniques offer a spectrum of well-established numerical methods appropriated for stationary, deterministic, and data-driven numerical schemes, capable of predicting actual dynamic states (eigenrealizations) of traditional time-invariant dynamic systems. As a consequence, it is proposed a modified data-driven SI metric based on the so called Subspace Realization Theory, now adapted for stochastic non-stationary and timevarying systems, as is the case of HAWT’s complex aerodynamics. Simultaneously, this investigation explores the characterization of the turbine loading and response envelopes for critical failure modes of the structural components the wind turbine is made of. In the long run, both aerodynamic framework (theoretical model) and system identification (experimental model) will be merged in a numerical engine formulated as a search algorithm for model updating, also known as Adaptive Simulated Annealing (ASA) process. This iterative engine is based on a set of function minimizations computed by a metric called Modal Assurance Criterion (MAC). In summary, the Thesis is composed of four major parts: (1) development of an analytical aerodynamic framework that predicts interacted wind-structure stochastic loads on wind turbine components; (2) development of a novel tapered-swept-corved Spinning Finite Element (SFE) that includes dampedgyroscopic effects and axial-flexural-torsional coupling; (3) a novel data-driven structural health monitoring (SHM) algorithm via stochastic subspace identification methods; and (4) a numerical search (optimization) engine based on ASA and MAC capable of updating the SFE aerodynamic model.

A hybrid method for large-scale short-term scheduling of make-and-pack production processes

Due to the ongoing trend towards increased product variety, fast-moving consumer goods such as food and beverages, pharmaceuticals, and chemicals are typically manufactured through so-called make-and-pack processes. These processes consist of a make stage, a pack stage, and intermediate storage facilities that decouple these two stages. In operations scheduling, complex technological constraints must be considered, e.g., non-identical parallel processing units, sequence-dependent changeovers, batch splitting, no-wait restrictions, material transfer times, minimum storage times, and finite storage capacity. The short-term scheduling problem is to compute a production schedule such that a given demand for products is fulfilled, all technological constraints are met, and the production makespan is minimised. A production schedule typically comprises 500–1500 operations. Due to the problem size and complexity of the technological constraints, the performance of known mixed-integer linear programming (MILP) formulations and heuristic approaches is often insufficient. We present a hybrid method consisting of three phases. First, the set of operations is divided into several subsets. Second, these subsets are iteratively scheduled using a generic and flexible MILP formulation. Third, a novel critical path-based improvement procedure is applied to the resulting schedule. We develop several strategies for the integration of the MILP model into this heuristic framework. Using these strategies, high-quality feasible solutions to large-scale instances can be obtained within reasonable CPU times using standard optimisation software. We have applied the proposed hybrid method to a set of industrial problem instances and found that the method outperforms state-of-the-art methods.

Sleepiness and performance is disproportionate in patients with non-organic hypersomnia in comparison to patients with narcolepsy and mild to moderate obstructive sleep apnoea.

BACKGROUND/AIMS Clinical differentiation between organic hypersomnia and non-organic hypersomnia (NOH) is challenging. We aimed to determine the diagnostic value of sleepiness and performance tests in patients with excessive daytime sleepiness (EDS) of organic and non-organic origin. METHODS We conducted a retrospective comparison of the multiple sleep latency test (MSLT), pupillography, and the Steer Clear performance test in three patient groups complaining of EDS: 19 patients with NOH, 23 patients with narcolepsy (NAR), and 46 patients with mild to moderate obstructive sleep apnoea syndrome (OSAS). RESULTS As required by the inclusion criteria, all patients had Epworth Sleepiness Scale (ESS) scores >10. The mean sleep latency in the MSLT indicated mild objective sleepiness in NOH (8.1 ± 4.0 min) and OSAS (7.2 ± 4.1 min), but more severe sleepiness in NAR (2.5 ± 2.0 min). The difference between NAR and the other two groups was significant; the difference between NOH and OSAS was not. In the Steer Clear performance test, NOH patients performed worst (error rate = 10.4%) followed by NAR (8.0%) and OSAS patients (5.9%; p = 0.008). The difference between OSAS and the other two groups was significant, but not between NOH and NAR. The pupillary unrest index was found to be highest in NAR (11.5) followed by NOH (9.2) and OSAS (7.4; n.s.). CONCLUSION A high error rate in the Steer Clear performance test along with mild sleepiness in an objective sleepiness test (MSLT) in a patient with subjective sleepiness (ESS) is suggestive of NOH. This disproportionately high error rate in NOH may be caused by factors unrelated to sleep pressure, such as anergia, reduced attention and motivation affecting performance, but not conventional sleepiness measurements.

Finite volume effects in chiral perturbation theory with twisted boundary conditions

We study the effects of a finite cubic volume with twisted boundary conditions on pseudoscalar mesons. We apply Chiral Perturbation Theory in the p-regime and introduce the twist by means of a constant vector field. The corrections of masses, decay constants, pseudoscalar coupling constants and form factors are calculated at next-to-leading order. We detail the derivations and compare with results available in the literature. In some case there is disagreement due to a different treatment of new extra terms generated from the breaking of the cubic invariance. We advocate to treat such terms as renormalization terms of the twisting angles and reabsorb them in the on-shell conditions. We confirm that the corrections of masses, decay constants, pseudoscalar coupling constants are related by means of chiral Ward identities. Furthermore, we show that the matrix elements of the scalar (resp. vector) form factor satisfies the Feynman–Hellman Theorem (resp. the Ward–Takahashi identity). To show the Ward–Takahashi identity we construct an effective field theory for charged pions which is invariant under electromagnetic gauge transformations and which reproduces the results obtained with Chiral Perturbation Theory at a vanishing momentum transfer. This generalizes considerations previously published for periodic boundary conditions to twisted boundary conditions. Another method to estimate the corrections in finite volume are asymptotic formulae. Asymptotic formulae were introduced by Lüscher and relate the corrections of a given physical quantity to an integral of a specific amplitude, evaluated in infinite volume. Here, we revise the original derivation of Lüscher and generalize it to finite volume with twisted boundary conditions. In some cases, the derivation involves complications due to extra terms generated from the breaking of the cubic invariance. We isolate such terms and treat them as renormalization terms just as done before. In that way, we derive asymptotic formulae for masses, decay constants, pseudoscalar coupling constants and scalar form factors. At the same time, we derive also asymptotic formulae for renormalization terms. We apply all these formulae in combination with Chiral Perturbation Theory and estimate the corrections beyond next-to-leading order. We show that asymptotic formulae for masses, decay constants, pseudoscalar coupling constants are related by means of chiral Ward identities. A similar relation connects in an independent way asymptotic formulae for renormalization terms. We check these relations for charged pions through a direct calculation. To conclude, a numerical analysis quantifies the importance of finite volume corrections at next-to-leading order and beyond. We perform a generic Analysis and illustrate two possible applications to real simulations.

Two intertidal, non-calcifying macroalgae (Palmaria palmata and Saccharina latissima) show complex and variable responses to short-term CO2 acidification

Ocean acidification, the result of increased dissolution of carbon dioxide (CO2) in seawater, is a leading subject of current research. The effects of acidification on non-calcifying macroalgae are, however, still unclear. The current study reports two 1-month studies using two different macroalgae, the red alga Palmaria palmata (Rhodophyta) and the kelp Saccharina latissima (Phaeophyta), exposed to control (pHNBS = 8.04) and increased (pHNBS = 7.82) levels of CO2-induced seawater acidification. The impacts of both increased acidification and time of exposure on net primary production (NPP), respiration (R), dimethylsulphoniopropionate (DMSP) concentrations, and algal growth have been assessed. In P. palmata, although NPP significantly increased during the testing period, it significantly decreased with acidification, whereas R showed a significant decrease with acidification only. S. latissima significantly increased NPP with acidification but not with time, and significantly increased R with both acidification and time, suggesting a concomitant increase in gross primary production. The DMSP concentrations of both species remained unchanged by either acidification or through time during the experimental period. In contrast, algal growth differed markedly between the two experiments, in that P. palmata showed very little growth throughout the experiment, while S. latissima showed substantial growth during the course of the study, with the latter showing a significant difference between the acidified and control treatments. These two experiments suggest that the study species used here were resistant to a short-term exposure to ocean acidification, with some of the differences seen between species possibly linked to different nutrient concentrations between the experiments.

Villefranche MedSeA mesocosm experiment 2013: perturbation studies and field studies

A joint mesocosm experiment took place in February/March 2013 in the bay of Villefranche in France as part of the european MedSeA project. Nine mesocosms (52 m**3) were deployed over a 2 weeks period and 6 different levels of pCO2 and 3 control mesocosms (about 450 µatm), were used, in order to cover the range of pCO2 anticipated for the end of the present century. During this experiment, the potential effects of these perturbations on chemistry, planktonic community composition and dynamics including: eucaryotic and prokaryotic species composition, primary production, nutrient and carbon utilization, calcification, diazotrophic nitrogen fixation, organic matter exudation and composition, micro-layer composition and biogas production were studied by a group of about 25 scientists from 8 institutes and 6 countries. This is one of the first mesocosm experiments conducted in oligotrophic waters. A blog dedicated to this experiment can be viewed at: http://medseavillefranche2013.obs-vlfr.fr.

Stareso MedSeA mesocosm experiment: field and perturbation studies 2012

A joint mesocosm experiment took place in June/July 2012 in Corsica (bay of Calvi, Stareso station;http://www.stareso.com/) as part of the european MedSeA project. Nine mesocosms (52 m**3) were deployed over a 20 days period and 6 different levels of pCO2 and 3 control mesocosms (about 450 µatm), were used, in order to cover the range of pCO2 anticipated for the end of the present century. During this experiment, the potential effects of these perturbations on chemistry, planktonic community composition and dynamics including: eucaryotic and prokaryotic species composition, primary production, nutrient and carbon utilization, calcification, diazotrophic nitrogen fixation, organic matter exudation and composition, micro-layer composition and biogas production were studied by a group of about 25 scientists from 8 institutes and 6 countries. This is one of the first mesocosm experiments conducted in oligotrophic waters. A blog dedicated to this experiment can be viewed at: http://medseastareso2012.wordpress.com/.

A proposal for a flexible scheduling and memory management scheme for non-deterministic, andparallel execution of logic programs

In this paper, we examine the issue of memory management in the parallel execution of logic programs. We concentrate on non-deterministic and-parallel schemes which we believe present a relatively general set of problems to be solved, including most of those encountered in the memory management of or-parallel systems. We present a distributed stack memory management model which allows flexible scheduling of goals. Previously proposed models (based on the "Marker model") are lacking in that they impose restrictions on the selection of goals to be executed or they may require consume a large amount of virtual memory. This paper first presents results which imply that the above mentioned shortcomings can have significant performance impacts. An extension of the Marker Model is then proposed which allows flexible scheduling of goals while keeping (virtual) memory consumption down. Measurements are presented which show the advantage of this solution. Methods for handling forward and backward execution, cut and roll back are discussed in the context of the proposed scheme. In addition, the paper shows how the same mechanism for flexible scheduling can be applied to allow the efficient handling of the very general form of suspension that can occur in systems which combine several types of and-parallelism and more sophisticated methods of executing logic programs. We believe that the results are applicable to many and- and or-parallel systems.

Modelling of chloride transport in non-saturated concrete : from microscale to macroscale

Corrosion of steel bars embedded in concrete has a great influence on structural performance and durability of reinforced concrete. Chloride penetration is considered to be a primary cause of concrete deterioration in a vast majority of structures. Therefore, modelling of chloride penetration into concrete has become an area of great interest. The present work focuses on modelling of chloride transport in concrete. The differential macroscopic equations which govern the problem were derived from the equations at the microscopic scale by comparing the porous network with a single equivalent pore whose properties are the same as the average properties of the real porous network. The resulting transport model, which accounts for diffusion, migration, advection, chloride binding and chloride precipitation, consists of three coupled differential equations. The first equation models the transport of chloride ions, while the other two model the flow of the pore water and the heat transfer. In order to calibrate the model, the material parameters to determine experimentally were identified. The differential equations were solved by means of the finite element method. The classical Galerkin method was employed for the pore solution flow and the heat transfer equations, while the streamline upwind Petrov Galerkin method was adopted for the transport equation in order to avoid spatial instabilities for advection dominated problems. The finite element codes are implemented in Matlab® . To retrieve a good understanding of the influence of each variable and parameter, a detailed sensitivity analysis of the model was carried out. In order to determine the diffusive and hygroscopic properties of the studied concretes, as well as their chloride binding capacity, an experimental analysis was performed. The model was successfully compared with experimental data obtained from an offshore oil platform located in Brazil. Moreover, apart from the main objectives, numerous results were obtained throughout this work. For instance, several diffusion coefficients and the relation between them are discussed. It is shown how the electric field set up between the ionic species depends on the gradient of the species’ concentrations. Furthermore, the capillary hysteresis effects are illustrated by a proposed model, which leads to the determination of several microstructure properties, such as the pore size distribution and the tortuosity-connectivity of the porous network. El fenómeno de corrosión del acero de refuerzo embebido en el hormigón ha tenido gran influencia en estructuras de hormigón armado, tanto en su funcionalidad estructural como en aspectos de durabilidad. La penetración de cloruros en el interior del hormigón esta considerada como el factor principal en el deterioro de la gran mayoría de estructuras. Por lo tanto, la modelización numérica de dicho fenómeno ha generado gran interés. El presente trabajo de investigación se centra en la modelización del transporte de cloruros en el interior del hormigón. Las ecuaciones diferenciales que gobiernan los fenómenos a nivel macroscópico se deducen de ecuaciones planteadas a nivel microscópico. Esto se obtiene comparando la red porosa con un poro equivalente, el cual mantiene las mismas propiedades de la red porosa real. El modelo está constituido por tres ecuaciones diferenciales acopladas que consideran el transporte de cloruros, el flujo de la solución de poro y la transferencia de calor. Con estas ecuaciones se tienen en cuenta los fenómenos de difusión, migración, advección, combinación y precipitación de cloruros. El análisis llevado a cabo en este trabajo ha definido los parámetros necesarios para calibrar el modelo. De acuerdo con ellas, se seleccionaron los ensayos experimentales a realizar. Las ecuaciones diferenciales se resolvieron mediante el método de elementos finitos. El método clásico de Galerkin se empleó para solucionar las ecuaciones de flujo de la solución de poro y de la transferencia de calor, mientras que el método streamline upwind Petrov-Galerkin se utilizó para resolver la ecuación de transporte de cloruros con la finalidad de evitar inestabilidades espaciales en problemas con advección dominante. El código de elementos finitos está implementado en Matlab® . Con el objetivo de facilitar la comprensión del grado de influencia de cada variable y parámetro, se realizó un análisis de sensibilidad detallado del modelo. Se llevó a cabo una campaña experimental sobre los hormigones estudiados, con el objeto de obtener sus propiedades difusivas, químicas e higroscópicas. El modelo se contrastó con datos experimentales obtenidos en una plataforma petrolera localizada en Brasil. Las simulaciones numéricas corroboraron los datos experimentales. Además, durante el desarrollo de la investigación se obtuvieron resultados paralelos a los planteados inicialmente. Por ejemplo, el análisis de diferentes coeficientes de difusión y la relación entre ellos. Así como también se observó que el campo eléctrico establecido entre las especies iónicas disueltas en la solución de poro depende del gradiente de concentración de las mismas. Los efectos de histéresis capilar son expresados por el modelo propuesto, el cual conduce a la determinación de una serie de propiedades microscópicas, tales como la distribución del tamaño de poro, además de la tortuosidad y conectividad de la red porosa.