Numerical Simulation of Stochastic Di erential Equations

Stochastic differential equation (SDE) is a differential equation in which some of the terms and its solution are stochastic processes. SDEs play a central role in modeling physical systems like finance, Biology, Engineering, to mention some. In modeling process, the computation of the trajectories (sample paths) of solutions to SDEs is very important. However, the exact solution to a SDE is generally difficult to obtain due to non-differentiability character of realizations of the Brownian motion. There exist approximation methods of solutions of SDE. The solutions will be continuous stochastic processes that represent diffusive dynamics, a common modeling assumption for financial, Biology, physical, environmental systems. This Masters' thesis is an introduction and survey of numerical solution methods for stochastic differential equations. Standard numerical methods, local linearization methods and filtering methods are well described. We compute the root mean square errors for each method from which we propose a better numerical scheme. Stochastic differential equations can be formulated from a given ordinary differential equations. In this thesis, we describe two kind of formulations: parametric and non-parametric techniques. The formulation is based on epidemiological SEIR model. This methods have a tendency of increasing parameters in the constructed SDEs, hence, it requires more data. We compare the two techniques numerically.

Osuman havaitsevan maalilaitteen anturointi

Työssä tutkittiin anturointimahdollisuuksia havaita ammutun luodin osuminen maalitauluun ja mitata helposti saatavilla olevia passiivisia antureita. Luodin osuminen maalitauluun luo muutoksia maalilaitteessa ja maalitaulussa. Nämä voidaan havaita kiihtyvyytenä, äänenä tai muutoksena maalitaulussa.

Stored blood - an effective immunosuppressive method for transplantation of kidneys from unrelated donors: An 11-year follow-up

Thirty-seven patients were submitted to kidney transplantation after transfusion at 2-week intervals with 4-week stored blood from their potential donors. All patients and donors were typed for HLA-A-B and DR antigens. The patients were also tested for cytotoxic antibodies against donor antigens before each transfusion. The percentage of panel reactive antibodies (PRA) was determined against a selected panel of 30 cell donors before and after the transfusions. The patients were immunosuppressed with azathioprine and prednisone. Rejection crises were treated with methylprednisolone. The control group consisted of 23 patients who received grafts from an unrelated donor but who did not receive donor-specific pretransplant blood transfusion. The incidence and reversibility of rejection episodes, allograft loss caused by rejection, and patient and graft survival rates were determined for both groups. Non-parametric methods (chi-square and Fisher tests) were used for statistical analysis, with the level of significance set at P<0.05. The incidence and reversibility of rejection crises during the first 60 post-transplant days did not differ significantly between groups. The actuarial graft and patient survival rates at five years were 56% and 77%, respectively, for the treated group and 39.8% and 57.5% for the control group. Graft loss due to rejection was significantly higher in the untreated group (P = 0.0026) which also required more intense immunosuppression (P = 0.0001). We conclude that tranfusions using stored blood have the immunosuppressive effect of fresh blood transfusions without the risk of provoking a widespread formation of antibodies. In addition, this method permits a reduction of the immunosuppressive drugs during the process without impairing the adequate functioning of the renal graft

High dietary calcium decreases blood pressure in normotensive rats

This study evaluates the influence of different concentrations of calcium on blood pressure of normotensive rats. Four groups of Wistar rats (A, B, C and D) had free access to modified isocaloric and isoproteic diets containing 0.2, 0.5, 2 and 4 g% calcium as calcium carbonate for a period of 30 days. Systolic and diastolic arterial blood pressures were monitored in awake rats by the indirect tail cuff method using a Physiograph equipped with transducers and preamplifiers. Body weight and length and food intake were monitored. Under the conditions of the present experiment, the systolic and diastolic arterial blood pressures of group D rats fed a diet containing 4 g% calcium were significantly (P<0.05) lower compared to rats of the other groups.

Hisseissä käytettävän kulmakorin tuotekehitys ja tuotteistaminen

Diplomityö käsittelee hisseissä erikoistapauksessa käytettävän kulmakorin suunnittelua ja tuotteistamista. Työ suoritetaan KONE Oyj:lle. Diplomityössä luotiin kulmakorille modulaarinen tuotearkkitehtuuri ja määritettiin korin toimitusprosessi. Työn tavoitteena oli saavuttaa 48,12% asiakkaiden mahdollisista vaatimuksista ja vähentää suunnitteluun kuluvaa aikaa aikaisemmasta 24 tunnista neljään tuntiin. Työn tavoite saavutettiin kokeneen tapauskohtaisten kulmakorien suunnittelijan kommenttien perusteella. 48,12% asiakasvaatimuksista sisällytettiin tuotemalliin konfigurointimahdollisuuksina. Työn alussa on esitelty tuotesuunnittelua, laadun hallintaa, parametrista mallinnusta, massakustomointia ja tuotetiedon hallintaa. Sen jälkeen on käsitelty kulmakorin tuotteistamisen kannalta kaikki tärkeimmät muuttujat. Tämän jälkeen kulmakorin tuotemalli suunnitellaan ja mallinnetaan systemaattisesti ylhäältä-alas –mallinnustapaa käyttäen ja luodaan osille ja kokoonpanoille valmistuskuvat. Päätyökaluna työssä käytettiin Pro/ENGINEER-ohjelmistoa. Tällä mallinnettiin parametrinen tuotemalli ja rakenteiden lujuustarkastelussa käytettiin ohjelmistoa Ansys. Työn tavoite saavutettiin analysoimalla massakustomoinnin perusteiden olennaisimmat osat ja seuraamalla analyyttistä ja systemaattista tuotekehitysprosessia. Laatua painottaen tuotearkkitehtuuri validoitiin suorittamalla rajoitettu tuotanto, joka sisälsi kolme tuotemallilla konfiguroitua kulmakoria. Yksi koreista testikasattiin Hyvinkään tehtaalla.

Prosessiautomaatio pinnankorkeusmittauksen koelaitteistoissa

Pinnankorkeuden tunteminen kiehutusvesireaktorin painesäiliössä on erittäin tärkeää sen turvallisuusvaikutusten takia. Pinnankorkeutta mitataan vesipatsaiden korkeutta havaitsevien paine-eromittausten avulla. Säteilyturvakeskuksen YVL-ohjeiden mukaan turvallisuuteen vaikuttavien mittausten täytyy noudattaa moninkertaistus- ja erilaisuusperiaatteita. Yleensä erilaisuusperiaatetta on toteutettu käyttämällä erityyppisiä paine-eromittareita, mutta erilaisella fysikaalisella toimintaperiaatteella oleva mittaus olisi parempi ja toteuttaisi paremmin erilaisuusperiaatetta. Uimurikytkin olisi tällainen fysikaalisesti eri periaatteeseen perustuva pinnankorkeuden mittauslaite. Ydinvoimalaan tarkoitettu teknologia tulee kelpoistaa riippumattoman tahon toimesta ennen käyttöönottoa. Kelpoistamiskokeita varten Lappeenrannan teknillisen yliopiston Ydinturvallisuuden tutkimusyksikköön rakennettiin vuosina 2011–2013 kaksi koelaitteistoa. Näillä koelaitteistoilla tutkittiin uimurikytkimien toimintaa ja ominaisuuksia erilaisissa kiehutusvesireaktorin käyttötilanteissa. Koelaitteistot tarvitsivat toimiakseen automaatiojärjestelmät, jotka suunniteltiin pääosin noudattamalla suunnittelun elinkaarimallia sekä automaatiosuunnittelun sisältökokonaisuuksia. Automaatiojärjestelmien suunnittelu aloitettiin määrittelemällä koejärjestelyjen asettamat vaatimukset, jonka jälkeen tehtiin teknologiavalinnat. Seuraavaksi suunniteltiin automaatiojärjestelmien logiikkaohjelmistot, joiden kuvaukseen tämä työ pääasiassa keskittyy. Logiikkaohjelmistot toteutettiin graafisella National Instruments LabView -ohjelmointikielellä. Logiikkaohjelmistojen tuli hoitaa tiedonkeruuta, käyttöautomaatiota, turvallisuustehtäviä sekä kokeisiin liittyviä erikoistehtäviä. Ohjelmistot saatiin esikokeiden aikana toimimaan halutusti, ja varsinaiset kokeet voitiin suorittaa ilman merkittäviä ongelmia.

A pulsatile flow model for in vitro quantitative evaluation of prosthetic valve regurgitation

A pulsatile pressure-flow model was developed for in vitro quantitative color Doppler flow mapping studies of valvular regurgitation. The flow through the system was generated by a piston which was driven by stepper motors controlled by a computer. The piston was connected to acrylic chambers designed to simulate "ventricular" and "atrial" heart chambers. Inside the "ventricular" chamber, a prosthetic heart valve was placed at the inflow connection with the "atrial" chamber while another prosthetic valve was positioned at the outflow connection with flexible tubes, elastic balloons and a reservoir arranged to mimic the peripheral circulation. The flow model was filled with a 0.25% corn starch/water suspension to improve Doppler imaging. A continuous flow pump transferred the liquid from the peripheral reservoir to another one connected to the "atrial" chamber. The dimensions of the flow model were designed to permit adequate imaging by Doppler echocardiography. Acoustic windows allowed placement of transducers distal and perpendicular to the valves, so that the ultrasound beam could be positioned parallel to the valvular flow. Strain-gauge and electromagnetic transducers were used for measurements of pressure and flow in different segments of the system. The flow model was also designed to fit different sizes and types of prosthetic valves. This pulsatile flow model was able to generate pressure and flow in the physiological human range, with independent adjustment of pulse duration and rate as well as of stroke volume. This model mimics flow profiles observed in patients with regurgitant prosthetic valves.

Comparison of AutoSetä and polysomnography for the detection of apnea-hypopnea events

The use of the flow vs time relationship obtained with the nasal prongs of the AutoSetä (AS) system (diagnosis mode) has been proposed to detect apneas and hypopneas in patients with reasonable nasal patency. Our aim was to compare the accuracy of AS to that of a computerized polysomnographic (PSG) system. The study was conducted on 56 individuals (45 men) with clinical characteristics of obstructive sleep apnea (OSA). Their mean (± SD) age was 44.6 ± 12 years and their body mass index was 31.3 ± 7 kg/m2. Data were submitted to parametric analysis to determine the agreement between methods and the intraclass correlation coefficient was calculated. The Student t-test and Bland and Altman plots were also used. Twelve patients had an apnea-hypopnea index (AHI) <10 in bed and 20 had values >40. The mean (± SD) AHI PSG index of 37.6 (28.8) was significantly lower (P = 0.0003) than AHI AS (41.8 (25.3)), but there was a high intraclass correlation coefficient (0.93), with 0.016 variance. For a threshold of AHI of 20, AS showed 73.0% accuracy, 97% sensitivity and 60% specificity, with positive and negative predictive values of 78% and 93%, respectively. Sensitivity, specificity and negative predictive values increased in parallel to the increase in AHI threshold for detecting OSA. However, when the differences of AHI PSG-AS were plotted against their means, the limits of agreement between the methods (95% of the differences) were +13 and -22, showing the discrepancy between the AHI values obtained with PSG and AS. Finally, cubic regression analysis was used to better predict the result of AHI PSG as a function of the method proposed, i.e., AHI AS. We conclude that, despite these differences, AHI measured by AutoSetä can be useful for the assessment of patients with high pre-test clinical probability of OSA, for whom standard PSG is not possible as an initial step in diagnosis.

Catecholamine response to exercise in individuals with different levels of paraplegia

The purpose of this study was to investigate the effect of the level of injury on the serum level of norepinephrine (Nor) and epinephrine (Epi) at rest and after maximal exercise in individuals with paraplegia. Twenty-six male spinal cord-injured subjects with complete paraplegia for at least 9 months were divided into two groups of 13 subjects each according to the level of injury, i.e., T1-T6 and T7-T12. Serum Nor and Epi concentrations were measured by HPLC-ECD, at rest (PRE) and immediately after a maximal ergospirometric test (POST). Statistical analysis was performed using parametric and non-parametric tests. Maximal heart rate, peak oxygen uptake, and PRE and POST Nor were lower in the T1-T6 than in the T7-T12 group (166 ± 28 vs 188 ± 10 bpm; 18.0 ± 6.0 vs 25.8 ± 4.1 ml kg-1 min-1; 0.54 ± 0.26 vs 0.99 ± 0.47 nM; 1.48 ± 1.65 vs 3.07 ± 1.44 nM). Both groups presented a significant increase in Nor level after exercise, while only the T7-T12 group showed a significant increase in Epi after exercise (T1-T6: 0.98 ± 0.72 vs 1.11 ± 1.19 nM; T7-T12: 1.24 ± 1.02 vs 1.89 ± 1.57 nM). These data show that individuals with paraplegia above T6 have an attentuated catecholamine release at rest and response to exercise as compared to subjects with injuries below T6, which might prevent a better exercise performance in the former group.

Local Binary Patterns in Focal-Plane Processing. Analysis and Applications

Feature extraction is the part of pattern recognition, where the sensor data is transformed into a more suitable form for the machine to interpret. The purpose of this step is also to reduce the amount of information passed to the next stages of the system, and to preserve the essential information in the view of discriminating the data into different classes. For instance, in the case of image analysis the actual image intensities are vulnerable to various environmental effects, such as lighting changes and the feature extraction can be used as means for detecting features, which are invariant to certain types of illumination changes. Finally, classification tries to make decisions based on the previously transformed data. The main focus of this thesis is on developing new methods for the embedded feature extraction based on local non-parametric image descriptors. Also, feature analysis is carried out for the selected image features. Low-level Local Binary Pattern (LBP) based features are in a main role in the analysis. In the embedded domain, the pattern recognition system must usually meet strict performance constraints, such as high speed, compact size and low power consumption. The characteristics of the final system can be seen as a trade-off between these metrics, which is largely affected by the decisions made during the implementation phase. The implementation alternatives of the LBP based feature extraction are explored in the embedded domain in the context of focal-plane vision processors. In particular, the thesis demonstrates the LBP extraction with MIPA4k massively parallel focal-plane processor IC. Also higher level processing is incorporated to this framework, by means of a framework for implementing a single chip face recognition system. Furthermore, a new method for determining optical flow based on LBPs, designed in particular to the embedded domain is presented. Inspired by some of the principles observed through the feature analysis of the Local Binary Patterns, an extension to the well known non-parametric rank transform is proposed, and its performance is evaluated in face recognition experiments with a standard dataset. Finally, an a priori model where the LBPs are seen as combinations of n-tuples is also presented

Association between the -174 G/C promoter polymorphism of the interleukin-6 gene and cardiovascular disease risk factors in Brazilian older women

In worldwide studies, interleukin-6 (IL-6) is implicated in age-related disturbances. The aim of the present report was to determine the possible association of IL-6 -174 C/G promoter polymorphism with the cytokine profile as well as with the presence of selected cardiovascular risk features. This was a cross-sectional study on Brazilian women aged 60 years or older. A sample of 193 subjects was investigated for impaired glucose regulation, diabetes, hypertension, and dyslipidemia. Genotyping was done by direct sequencing of PCR products. IL-6 and C-reactive protein were quantified by high-sensitivity assays. General linear regression models or the Student t-test were used to compare continuous variables among genotypes, followed by adjustments for confounding variables. The chi-square test was used to compare categorical variables. The genotypes were consistent with Hardy-Weinberg equilibrium proportions. In a recessive model, mean waist-to-hip ratio, serum glycated hemoglobin and serum glucose were markedly lower in C homozygotes (P = 0.001, 0.028, and 0.047, respectively). In a dominant hypothesis, G homozygotes displayed a trend towards higher levels of circulating IL-6 (P = 0.092). Non-parametric analysis revealed that impaired fasting glucose and hypertension were findings approximately 2-fold more frequent among G homozygous subjects (P = 0.042 and 0.043, respectively). Taken together, our results show that the IL-6 -174 G-allele is implicated in a greater cardiovascular risk. To our knowledge, this is the first investigation of IL-6 promoter variants and age-related disturbances in the Brazilian elderly population.

The use of light-emitting diodes to stimulate mitochondrial function and liver regeneration of partially hepatectomized rats

The biostimulating effect of laser radiation has been observed in many areas of Medicine. However, there are still several questions to be answered, among them the importance of light coherence in the stimulatory process. In the present study, we used light-emitting diodes (LED) to promote the stimulation of liver regeneration after partial hepatectomy in rats. Fourteen male Wistar rats weighing 200-250 g were submitted to partial hepatectomy (70%) followed by LED light irradiation (630 nm) of the remaining part of the liver at two doses, i.e., 10 (N = 7) and 140 (N = 7) J/cm². A group irradiated with laser, 590 nm (N = 7, 15 J/cm²) was performed for the study of proliferating cell nuclear antigen-labeling index. Data are reported as mean ± SEM. Statistical comparisons of the groups were performed by analysis of variance for parametric measurements followed by the Bonferroni post-test, with the level of significance set at P < 0.05. Respiratory mitochondrial activity was increased in the irradiated groups (states 3 and 4; P < 0.05), with better results for the group exposed to the lower LED dose (10 J/cm²). The proliferating cell nuclear antigen-labeling index, by immunohistochemical staining, was similar for both LED-exposed groups (P > 0.05) and higher than for the control group (P < 0.05). The cell proliferation index obtained with LED and laser were similar (P > 0.05). In conclusion, the present results suggest that LED irradiation promotes biological stimulatory effects during the early stage of liver regeneration and that LED is as effective as laser light, independent of the coherence, divergence and cromaticity.

Thigmotactic responses in an open-field

The goal of the present study was to investigate the role of thigmotaxis (the tendency to remain close to vertical surfaces) in rat exploratory behavior in an open-field. Thigmotaxis was investigated in a parametric way, using 24 experimentally adult naive male Wistar rats (210-230 g). Exploratory behavior was studied in an open-field (N = 12) in 5-min sessions and behavior was analyzed in terms of where it occurred: in areas surrounded by two, one, or no walls. Another group of rats (N = 12) was studied in an open-field with blocks placed near two of the corners so as to make these corner areas surrounded by three walls. The floor of the open-fields was divided into 20-cm squares in order to locate the exact place of occurrence of each behavior. The following behaviors were recorded: entries into the squares, rearings, and groomings. In both types of open-field the rats chose to remain longer in the squares surrounded by the largest possible number of walls. In one of the open-fields, the mean time (seconds) spent in squares surrounded by two walls was longer than the time spent in squares surrounded by one or no walls (37.2, 7.7, and 1.8 s, respectively). In the other open-field, the mean time spent in squares surrounded by three walls was longer than the time spent in squares surrounded by two, one or no walls (41.7, 20.4, 7.0, and 2.6 s, respectively). Other measures presented a similar profile. These results indicate that rats are sensitive to the number of walls in an environment and prefer to remain close to them.

Effect of air pollution on diabetes and cardiovascular diseases in São Paulo, Brazil

Type 2 diabetes increases the risk of cardiovascular mortality and these patients, even without previous myocardial infarction, run the risk of fatal coronary heart disease similar to non-diabetic patients surviving myocardial infarction. There is evidence showing that particulate matter air pollution is associated with increases in cardiopulmonary morbidity and mortality. The present study was carried out to evaluate the effect of diabetes mellitus on the association of air pollution with cardiovascular emergency room visits in a tertiary referral hospital in the city of São Paulo. Using a time-series approach, and adopting generalized linear Poisson regression models, we assessed the effect of daily variations in PM10, CO, NO2, SO2, and O3 on the daily number of emergency room visits for cardiovascular diseases in diabetic and non-diabetic patients from 2001 to 2003. A semi-parametric smoother (natural spline) was adopted to control long-term trends, linear term seasonal usage and weather variables. In this period, 45,000 cardiovascular emergency room visits were registered. The observed increase in interquartile range within the 2-day moving average of 8.0 µg/m³ SO2 was associated with 7.0% (95%CI: 4.0-11.0) and 20.0% (95%CI: 5.0-44.0) increases in cardiovascular disease emergency room visits by non-diabetic and diabetic groups, respectively. These data indicate that air pollution causes an increase of cardiovascular emergency room visits, and that diabetic patients are extremely susceptible to the adverse effects of air pollution on their health conditions.

Critical analysis of autoregressive and fast Fourier transform markers of cardiovascular variability in rats and humans

The autonomic nervous system plays an important role in physiological and pathological conditions, and has been extensively evaluated by parametric and non-parametric spectral analysis. To compare the results obtained with fast Fourier transform (FFT) and the autoregressive (AR) method, we performed a comprehensive comparative study using data from humans and rats during pharmacological blockade (in rats), a postural test (in humans), and in the hypertensive state (in both humans and rats). Although postural hypotension in humans induced an increase in normalized low-frequency (LFnu) of systolic blood pressure, the increase in the ratio was detected only by AR. In rats, AR and FFT analysis did not agree for LFnu and high frequency (HFnu) under basal conditions and after vagal blockade. The increase in the LF/HF ratio of the pulse interval, induced by methylatropine, was detected only by FFT. In hypertensive patients, changes in LF and HF for systolic blood pressure were observed only by AR; FFT was able to detect the reduction in both blood pressure variance and total power. In hypertensive rats, AR presented different values of variance and total power for systolic blood pressure. Moreover, AR and FFT presented discordant results for LF, LFnu, HF, LF/HF ratio, and total power for pulse interval. We provide evidence for disagreement in 23% of the indices of blood pressure and heart rate variability in humans and 67% discordance in rats when these variables are evaluated by AR and FFT under physiological and pathological conditions. The overall disagreement between AR and FFT in this study was 43%.