Processos difusivos generalizados

We investigate several diffusion equations which extend the usual one by considering the presence of nonlinear terms or a memory effect on the diffusive term. We also considered a spatial time dependent diffusion coefficient. For these equations we have obtained a new classes of solutions and studied the connection of them with the anomalous diffusion process. We start by considering a nonlinear diffusion equation with a spatial time dependent diffusion coefficient. The solutions obtained for this case generalize the usual one and can be expressed in terms of the q-exponential and q-logarithm functions present in the generalized thermostatistics context (Tsallis formalism). After, a nonlinear external force is considered. For this case the solutions can be also expressed in terms of the q-exponential and q-logarithm functions. However, by a suitable choice of the nonlinear external force, we may have an exponential behavior, suggesting a connection with standard thermostatistics. This fact reveals that these solutions may present an anomalous relaxation process and then, reach an equilibrium state of the kind Boltzmann- Gibbs. Next, we investigate a nonmarkovian linear diffusion equation that presents a kernel leading to the anomalous diffusive process. Particularly, our first choice leads to both a the usual behavior and anomalous behavior obtained through a fractionalderivative equation. The results obtained, within this context, correspond to a change in the waiting-time distribution for jumps in the formalism of random walks. These modifications had direct influence in the solutions, that turned out to be expressed in terms of the Mittag-Leffler or H of Fox functions. In this way, the second moment associated to these distributions led to an anomalous spread of the distribution, in contrast to the usual situation where one finds a linear increase with time

GPU accelerated algorithms for computing matrix function vector products with applications to exponential integrators and fractional diffusion

The efficient computation of matrix function vector products has become an important area of research in recent times, driven in particular by two important applications: the numerical solution of fractional partial differential equations and the integration of large systems of ordinary differential equations. In this work we consider a problem that combines these two applications, in the form of a numerical solution algorithm for fractional reaction diffusion equations that after spatial discretisation, is advanced in time using the exponential Euler method. We focus on the efficient implementation of the algorithm on Graphics Processing Units (GPU), as we wish to make use of the increased computational power available with this hardware. We compute the matrix function vector products using the contour integration method in [N. Hale, N. Higham, and L. Trefethen. Computing Aα, log(A), and related matrix functions by contour integrals. SIAM J. Numer. Anal., 46(5):2505–2523, 2008]. Multiple levels of preconditioning are applied to reduce the GPU memory footprint and to further accelerate convergence. We also derive an error bound for the convergence of the contour integral method that allows us to pre-determine the appropriate number of quadrature points. Results are presented that demonstrate the effectiveness of the method for large two-dimensional problems, showing a speedup of more than an order of magnitude compared to a CPU-only implementation.

Calculations of longitudinal and transverse velocity structure functions using a vortex model of isotropic turbulence

The longitudinal structure function (LSF) and the transverse structure function (TSF) in isotropic turbulence are calculated using a vortex model. The vortex model is composed of the Rankine and Burgers vortices which have the exponential distributions in the vortex Reynolds number and vortex radii. This model exhibits a power law in the inertial range and satisfies the minimal condition of isotropy that the second-order exponent of the LSF in the inertial range is equal to that of the TSF. Also observed are differences between longitudinal and transverse structure functions caused by intermittency. These differences are related to their scaling differences which have been previously observed in experiments and numerical simulations.

The complementary exponential geometric distribution: Model, properties, and a comparison with its counterpart

In this paper, we proposed a new two-parameter lifetime distribution with increasing failure rate, the complementary exponential geometric distribution, which is complementary to the exponential geometric model proposed by Adamidis and Loukas (1998). The new distribution arises on a latent complementary risks scenario, in which the lifetime associated with a particular risk is not observable; rather, we observe only the maximum lifetime value among all risks. The properties of the proposed distribution are discussed, including a formal proof of its probability density function and explicit algebraic formulas for its reliability and failure rate functions, moments, including the mean and variance, variation coefficient, and modal value. The parameter estimation is based on the usual maximum likelihood approach. We report the results of a misspecification simulation study performed in order to assess the extent of misspecification errors when testing the exponential geometric distribution against our complementary one in the presence of different sample size and censoring percentage. The methodology is illustrated on four real datasets; we also make a comparison between both modeling approaches. (C) 2011 Elsevier B.V. All rights reserved.

Weibull and generalised exponential overdispersion models with an application to ozone air pollution

We consider the problem of estimating the mean and variance of the time between occurrences of an event of interest (inter-occurrences times) where some forms of dependence between two consecutive time intervals are allowed. Two basic density functions are taken into account. They are the Weibull and the generalised exponential density functions. In order to capture the dependence between two consecutive inter-occurrences times, we assume that either the shape and/or the scale parameters of the two density functions are given by auto-regressive models. The expressions for the mean and variance of the inter-occurrences times are presented. The models are applied to the ozone data from two regions of Mexico City. The estimation of the parameters is performed using a Bayesian point of view via Markov chain Monte Carlo (MCMC) methods.

Some Properties of Mittag-Leffler Functions and Matrix-Variate Analogues: A Statistical Perspective

Mathematical Subject Classification 2010:26A33, 33E99, 15A52, 62E15.

Fitting model-based psychometric functions to simultaneity and temporal-order judgment data: MATLAB and R routines

Research on temporal-order perception uses temporal-order judgment (TOJ) tasks or synchrony judgment (SJ) tasks in their binary SJ2 or ternary SJ3 variants. In all cases, two stimuli are presented with some temporal delay, and observers judge the order of presentation. Arbitrary psychometric functions are typically fitted to obtain performance measures such as sensitivity or the point of subjective simultaneity, but the parameters of these functions are uninterpretable. We describe routines in MATLAB and R that fit model-based functions whose parameters are interpretable in terms of the processes underlying temporal-order and simultaneity judgments and responses. These functions arise from an independent-channels model assuming arrival latencies with exponential distributions and a trichotomous decision space. Different routines fit data separately for SJ2, SJ3, and TOJ tasks, jointly for any two tasks, or also jointly for the three tasks (for common cases in which two or even the three tasks were used with the same stimuli and participants). Additional routines provide bootstrap p-values and confidence intervals for estimated parameters. A further routine is included that obtains performance measures from the fitted functions. An R package for Windows and source code of the MATLAB and R routines are available as Supplementary Files.

Brownian dynamics simulation of dense binary colloidal mixtures. II. Translational and bond-orientational order

We report the Brownian dynamics simulation results on the translational and bond-angle-orientational correlations for charged colloidal binary suspensions as the interparticle interactions are increased to form a crystalline (for a volume fraction phi = 0.2) or a glassy (phi = 0.3) state. The translational order is quantified in terms of the two- and four-point density autocorrelation functions whose comparisons show that there is no growing correlation length near the glass transition. The nearest-neighbor orientational order is determined in terms of the quadratic rotational invariant Q(l) and the bond-orientational correlation functions g(l)(t). The l dependence of Q(l) indicates that icosahedral (l = 6) order predominates at the cost of the cubic order (l = 4) near the glass as well as the crystal transition. The density and orientational correlation functions for a supercooled liquid freezing towards a glass fit well to the streched-exponential form exp[-(t/tau)(beta)]. The average relaxation times extracted from the fitted stretched-exponential functions as a function of effective temperatures T* obey the Arrhenius law for liquids freezing to a crystal whereas these obey the Vogel-Tamman-Fulcher law exp[AT(0)*/(T* - T-0*)] for supercooled Liquids tending towards a glassy state. The value of the parameter A suggests that the colloidal suspensions are ''fragile'' glass formers like the organic and molecular liquids.

Typical and atypical domain combinations in human protein kinases: functions, disease causing mutations and conservation in other primates

Ser/Thr and Tyr protein kinases orchestrate many signalling pathways and hence loss in this balance leads to many disease phenotypes. Due to their high abundance, diversity and importance, efforts have been made in the past to classify kinases and annotate their functions at both gross and fine levels. These kinases are conventionally classified into subfamilies based on the sequences of catalytic domains. Usually the domain architecture of a full-length kinase is consistent with the subfamily classification made based on the sequence of kinase domain. Important contributions of modular domains to the overall function of the kinase are well known. Recently occurrence of two kinds of outlier kinases-''Hybrid'' and ``Rogue'' has been reported. These show considerable deviations in their domain architectures from the typical domain architecture known for the classical kinase subfamilies. This article provides an overview of the different subfamilies of human kinases and the role of non-kinase domains in functions and diseases. Importantly this article provides analysis of hybrid and rogue kinases encoded in the human genome and highlights their conservation in closely related primate species. These kinases are examples of elegant rewiring to bring about subtle functional differences compared to canonical variants.

Fuzzy inferring mathematical morphology and optical implementation

Fuzzification is introduced into gray-scale mathematical morphology by using two-input one-output fuzzy rule-based inference systems. The fuzzy inferring dilation or erosion is defined from the approximate reasoning of the two consequences of a dilation or an erosion and an extended rank-order operation. The fuzzy inference systems with numbers of rules and fuzzy membership functions are further reduced to a simple fuzzy system formulated by only an exponential two-input one-output function. Such a one-function fuzzy inference system is able to approach complex fuzzy inference systems by using two specified parameters within it-a proportion to characterize the fuzzy degree and an exponent to depict the nonlinearity in the inferring. The proposed fuzzy inferring morphological operators tend to keep the object details comparable to the structuring element and to smooth the conventional morphological operations. Based on digital area coding of a gray-scale image, incoherently optical correlation for neighboring connection, and optical thresholding for rank-order operations, a fuzzy inference system can be realized optically in parallel. (C) 1996 Society of Photo-Optical Instrumentation Engineers.

Financial modelling with 2-EPT probability density functions

The class of all Exponential-Polynomial-Trigonometric (EPT) functions is classical and equal to the Euler-d’Alembert class of solutions of linear differential equations with constant coefficients. The class of non-negative EPT functions defined on [0;1) was discussed in Hanzon and Holland (2010) of which EPT probability density functions are an important subclass. EPT functions can be represented as ceAxb, where A is a square matrix, b a column vector and c a row vector where the triple (A; b; c) is the minimal realization of the EPT function. The minimal triple is only unique up to a basis transformation. Here the class of 2-EPT probability density functions on R is defined and shown to be closed under a variety of operations. The class is also generalised to include mixtures with the pointmass at zero. This class coincides with the class of probability density functions with rational characteristic functions. It is illustrated that the Variance Gamma density is a 2-EPT density under a parameter restriction. A discrete 2-EPT process is a process which has stochastically independent 2-EPT random variables as increments. It is shown that the distribution of the minimum and maximum of such a process is an EPT density mixed with a pointmass at zero. The Laplace Transform of these distributions correspond to the discrete time Wiener-Hopf factors of the discrete time 2-EPT process. A distribution of daily log-returns, observed over the period 1931-2011 from a prominent US index, is approximated with a 2-EPT density function. Without the non-negativity condition, it is illustrated how this problem is transformed into a discrete time rational approximation problem. The rational approximation software RARL2 is used to carry out this approximation. The non-negativity constraint is then imposed via a convex optimisation procedure after the unconstrained approximation. Sufficient and necessary conditions are derived to characterise infinitely divisible EPT and 2-EPT functions. Infinitely divisible 2-EPT density functions generate 2-EPT Lévy processes. An assets log returns can be modelled as a 2-EPT Lévy process. Closed form pricing formulae are then derived for European Options with specific times to maturity. Formulae for discretely monitored Lookback Options and 2-Period Bermudan Options are also provided. Certain Greeks, including Delta and Gamma, of these options are also computed analytically. MATLAB scripts are provided for calculations involving 2-EPT functions. Numerical option pricing examples illustrate the effectiveness of the 2-EPT approach to financial modelling.

STO and GTO field-induced polarization functions for H to Kr

Field-induced polarization (FIP) functions were proposed over two decades ago to improve the accuracy of calculated response properties, and the FIP functions in GTO form for H and C to F were tested on small molecules, with encouraging results. The concept of FIP,is now extended to all atoms up to Kr. New simplifying approximations for the description of asymptotic highest occupied atomic orbitals. (HOAOs) are introduced in this study. They provide the basis for STO and GTO exponents of a complete set of FIP functions from H to Kr, which are both listed for the convenience of the users. Tests on the polarizabilities of a series of atoms and molecules demonstrate that addition of the FIP basis functions to a series' of standard basis sets drastically improves the performance of all these basis sets compared to converged results. Moreover, the byproduct of this study (approximate asymptotic HOAOs) provides information for the construction of accurate basis sets for long-range ground state properties. (C) 2003 Wiley Periodicals, Inc.

Regulatory interactions between the metabolic sensors SIRT1 and AMPK in modulating PPARα linked functions, in obesity-dependent type 2 diabetes mellitus

Tese de doutoramento, Ciências Biomédicas (Ciências Funcionais), Universidade de Lisboa, Faculdade de Medicina, 2014

Image quality optimization, via application of contextual contrast sensitivity and discrimination functions

What is the best luminance contrast weighting-function for image quality optimization? Traditionally measured contrast sensitivity functions (CSFs), have been often used as weighting-functions in image quality and difference metrics. Such weightings have been shown to result in increased sharpness and perceived quality of test images. We suggest contextual CSFs (cCSFs) and contextual discrimination functions (cVPFs) should provide bases for further improvement, since these are directly measured from pictorial scenes, modeling threshold and suprathreshold sensitivities within the context of complex masking information. Image quality assessment is understood to require detection and discrimination of masked signals, making contextual sensitivity and discrimination functions directly relevant. In this investigation, test images are weighted with a traditional CSF, cCSF, cVPF and a constant function. Controlled mutations of these functions are also applied as weighting-functions, seeking the optimal spatial frequency band weighting for quality optimization. Image quality, sharpness and naturalness are then assessed in two-alternative forced-choice psychophysical tests. We show that maximal quality for our test images, results from cCSFs and cVPFs, mutated to boost contrast in the higher visible frequencies.

Neuroendocrine, metabolic, and immune functions during the acute phase response of inflammatory stress in monosodium L-glutamate-damaged, hyperadipose male rat.

In rats, neonatal treatment with monosodium L-glutamate (MSG) induces several metabolic and neuroendocrine abnormalities, which result in hyperadiposity. No data exist, however, regarding neuroendocrine, immune and metabolic responses to acute endotoxemia in the MSG-damaged rat. We studied the consequences of MSG treatment during the acute phase response of inflammatory stress. Neonatal male rats were treated with MSG or vehicle (controls, CTR) and studied at age 90 days. Pituitary, adrenal, adipo-insular axis, immune, metabolic and gonadal functions were explored before and up to 5 h after single sub-lethal i.p. injection of bacterial lipopolysaccharide (LPS; 150 microg/kg). Our results showed that, during the acute phase response of inflammatory stress in MSG rats: (1) the corticotrope-adrenal, leptin, insulin and triglyceride responses were higher than in CTR rats, (2) pro-inflammatory (TNFalpha) cytokine response was impaired and anti-inflammatory (IL-10) cytokine response was normal, and (3) changes in peripheral estradiol and testosterone levels after LPS varied as in CTR rats. These data indicate that metabolic and neroendocrine-immune functions are altered in MSG-damaged rats. Our study also suggests that the enhanced corticotrope-corticoadrenal activity in MSG animals could be responsible, at least in part, for the immune and metabolic derangements characterizing hypothalamic obesity.