Mean first-passage time of continuous non-Markovian processes driven by colored noise

An equation for mean first-passage times of non-Markovian processes driven by colored noise is derived through an appropriate backward integro-differential equation. The equation is solved in a Bourret-like approximation. In a weak-noise bistable situation, non-Markovian effects are taken into account by an effective diffusion coefficient. In this situation, our results compare satisfactorily with other approaches and experimental data.

Hepatic hemangiomas: Factors associated with T2 shine-through effect on diffusion-weighted MR sequences.

PURPOSE: To determine the frequency and factors associated with the presence of T2 shine-through effect in hepatic hemangiomas on diffusion-weighted (DW) magnetic resonance (MR) sequences. MATERIALS AND METHODS: This retrospective study was approved by institutional review board with waiver of informed consent. One hundred forty-nine consecutive patients with 388 hepatic hemangiomas who underwent a liver MR between January 2010 and November 2011 were included. MR analysis evaluated the lesion characteristics (signal intensities and enhancement patterns (classical, rapidly filling, delayed filling)), the presence of T2 shine-through effect on DW sequences (b values of 0, 150, and 600s/mm(2)), and apparent diffusion coefficient (ADC) values. Multivariate analysis was performed to study the factors associated with the T2 shine-through effect. RESULTS: T2 shine-through effect was observed in 204/388 (52.6%) of hepatic hemangiomas and in 100 (67.1%) patients. Mean ADC value of hemangiomas with T2 shine-through effect was significantly lower than hemangiomas without (2.0±0.48 vs 2.38±0.45, P<.0001). On multivariate analysis, high signal intensity on fat-suppressed T2-weighted fast spin-echo images, hemangiomas with classical or delayed enhancement, and the ADC of the liver were the only significant factors associated with T2 shine-through effect. CONCLUSION: T2 shine-through effect is commonly observed in hepatic hemangiomas and is related to hemangiomas characteristics. Radiologists should be aware of this phenomenon which could lead to misdiagnosis. Its presence should not question the diagnosis of hemangiomas when typical MR findings are found.

Individual prediction of cognitive decline in mild cognitive impairment using support vector machine-based analysis of diffusion tensor imaging data.

Although cross-sectional diffusion tensor imaging (DTI) studies revealed significant white matter changes in mild cognitive impairment (MCI), the utility of this technique in predicting further cognitive decline is debated. Thirty-five healthy controls (HC) and 67 MCI subjects with DTI baseline data were neuropsychologically assessed at one year. Among them, there were 40 stable (sMCI; 9 single domain amnestic, 7 single domain frontal, 24 multiple domain) and 27 were progressive (pMCI; 7 single domain amnestic, 4 single domain frontal, 16 multiple domain). Fractional anisotropy (FA) and longitudinal, radial, and mean diffusivity were measured using Tract-Based Spatial Statistics. Statistics included group comparisons and individual classification of MCI cases using support vector machines (SVM). FA was significantly higher in HC compared to MCI in a distributed network including the ventral part of the corpus callosum, right temporal and frontal pathways. There were no significant group-level differences between sMCI versus pMCI or between MCI subtypes after correction for multiple comparisons. However, SVM analysis allowed for an individual classification with accuracies up to 91.4% (HC versus MCI) and 98.4% (sMCI versus pMCI). When considering the MCI subgroups separately, the minimum SVM classification accuracy for stable versus progressive cognitive decline was 97.5% in the multiple domain MCI group. SVM analysis of DTI data provided highly accurate individual classification of stable versus progressive MCI regardless of MCI subtype, indicating that this method may become an easily applicable tool for early individual detection of MCI subjects evolving to dementia.

High b-value Diffusion-weighted Imaging: A Sensitive Method to Reveal White Matter Changes in Schizophrenia

Background: b-value is the parameter characterizing the intensity of the diffusion weighting during image acquisition. Data acquisition is usually performed with low b value (b~1000 s/mm2). Evidence shows that high b-values (b>2000 s/mm2) are more sensitive to the slow diffusion compartment (SDC) and maybe more sensitive in detecting white matter (WM) anomalies in schizophrenia.Methods: 12 male patients with schizophrenia (mean age 35 +/-3 years) and 16 healthy male controls matched for age were scanned with a low b-value (1000 s/mm2) and a high b-value (4000 s/mm2) protocol. Apparent diffusion coefficient (ADC) is a measure of the average diffusion distance of water molecules per time unit (mm2/s). ADC maps were generated for all individuals. 8 region of interests (frontal and parietal region bilaterally, centrum semi-ovale bilaterally and anterior and posterior corpus callosum) were manually traced blind to diagnosis.Results: ADC measures acquired with high b-value imaging were more sensitive in detecting differences between schizophrenia patients and healthy controls than low b-value imaging with a gain in significance by a factor of 20- 100 times despite the lower image Signal-to-noise ratio (SNR). Increased ADC was identified in patient's WM (p=0.00015) with major contributions from left and right centrum semi-ovale and to a lesser extent right parietal region.Conclusions: Our results may be related to the sensitivity of high b-value imaging to the SDC believed to reflect mainly the intra-axonal and myelin bound water pool. High b-value imaging might be more sensitive and specific to WM anomalies in schizophrenia than low b-value imaging

Microstructural evolution of primary crystallization in diffusion-controlled grain growth

A model has been developed for evaluating grain size distributions in primary crystallizations where the grain growth is diffusion controlled. The body of the model is grounded in a recently presented mean-field integration of the nucleation and growth kinetic equations, modified conveniently in order to take into account a radius-dependent growth rate, as occurs in diffusion-controlled growth. The classical diffusion theory is considered, and a modification of this is proposed to take into account interference of the diffusion profiles between neighbor grains. The potentiality of the mean-field model to give detailed information on the grain size distribution and transformed volume fraction for transformations driven by nucleation and either interface- or diffusion-controlled growth processes is demonstrated. The model is evaluated for the primary crystallization of an amorphous alloy, giving an excellent agreement with experimental data. Grain size distributions are computed, and their properties are discussed.

Monte Carlo study of a kinetic lattice model with random diffusion of disorder

We report Monte Carlo results for a nonequilibrium Ising-like model in two and three dimensions. Nearest-neighbor interactions J change sign randomly with time due to competing kinetics. There follows a fast and random, i.e., spin-configuration-independent diffusion of Js, of the kind that takes place in dilute metallic alloys when magnetic ions diffuse. The system exhibits steady states of the ferromagnetic (antiferromagnetic) type when the probability p that J>0 is large (small) enough. No counterpart to the freezing phenomena found in quenched spin glasses occurs. We compare our results with existing mean-field and exact ones, and obtain information about critical behavior.

Reaction-diffusion lattice gas: Theory and computer results

We report on the study of nonequilibrium ordering in the reaction-diffusion lattice gas. It is a kinetic model that relaxes towards steady states under the simultaneous competition of a thermally activated creation-annihilation $(reaction$) process at temperature T, and a diffusion process driven by a heat bath at temperature T?T. The phase diagram as one varies T and T, the system dimension d, the relative priori probabilities for the two processes, and their dynamical rates is investigated. We compare mean-field theory, new Monte Carlo data, and known exact results for some limiting cases. In particular, no evidence of Landau critical behavior is found numerically when d=2 for Metropolis rates but Onsager critical points and a variety of first-order phase transitions.

Atomic diffusion induced by stress relaxation in InGaAs/GaAs epitaxial layers

The origin of the microscopic inhomogeneities in InxGa1-xAs layers grown on GaAs by molecular beam epitaxy is analyzed through the optical absorption spectra near the band gap. It is seen that, for relaxed thick layers of about 2.8μm, composition inhomogeneities are responsible for the band edge smoothing into the whole compositional range (0.05

Diffusion Tensor Imaging as a Diagnostic and Research Tool: A Study on Preterm Infants

Diffusion tensor imaging (DTI) is an advanced magnetic resonance imaging (MRI) technique. DTI is based on free thermal motion (diffusion) of water molecules. The properties of diffusion can be represented using parameters such as fractional anisotropy, mean diffusivity, axial diffusivity, and radial diffusivity, which are calculated from DTI data. These parameters can be used to study the microstructure in fibrous structure such as brain white matter. The aim of this study was to investigate the reproducibility of region-of-interest (ROI) analysis and determine associations between white matter integrity and antenatal and early postnatal growth at term age using DTI. Antenatal growth was studied using both the ROI and tract-based spatial statistics (TBSS) method and postnatal growth using only the TBSS method. The infants included to this study were born below 32 gestational weeks or birth weight less than 1,501 g and imaged with a 1.5 T MRI system at term age. Total number of 132 infants met the inclusion criteria between June 2004 and December 2006. Due to exclusion criteria, a total of 76 preterm infants (ROI) and 36 preterm infants (TBSS) were accepted to this study. The ROI analysis was quite reproducible at term age. Reproducibility varied between white matter structures and diffusion parameters. Normal antenatal growth was positively associated with white matter maturation at term age. The ROI analysis showed associations only in the corpus callosum. Whereas, TBSS revealed associations in several brain white matter areas. Infants with normal antenatal growth showed more mature white matter compared to small for gestational age infants. The gestational age at birth had no significant association with white matter maturation at term age. It was observed that good early postnatal growth associated negatively with white matter maturation at term age. Growth-restricted infants seemed to have delayed brain maturation that was not fully compensated at term, despite catchup growth.

Assessment of the diagnostic value of diffusion tensor imaging in patients with spinal cord compression: a meta-analysis

We investigated the diagnostic value of the apparent diffusion coefficient (ADC) and fractional anisotropy (FA) of magnetic resonance diffusion tensor imaging (DTI) in patients with spinal cord compression (SCC) using a meta-analysis framework. Multiple scientific literature databases were exhaustively searched to identify articles relevant to this study. Mean values and standardized mean differences (SMDs) were calculated for the ADC and FA in normal and diseased tissues. The STATA version 12.0 software was used for statistical analysis. Of the 41 articles initially retrieved through database searches, 11 case-control studies were eligible for the meta-analysis and contained a combined total of 645 human subjects (394 patients with SCC and 251 healthy controls). All 11 studies reported data on FA, and 9 contained data related to the ADC. The combined SMDs of the ADC and FA showed that the ADC was significantly higher and the FA was lower in patients with SCC than in healthy controls. Subgroup analysis based on the b value showed higher ADCs in patients with SCC than in healthy controls at b values of both ≤500 and >500 s/mm2. In summary, the main findings of this meta-analysis revealed an increased ADC and decreased FA in patients with SCC, indicating that DTI is an important diagnostic imaging tool to assess patients suspected to have SCC.

Microstructural evolution of primary crystallization in diffusion-controlled grain growth

A model has been developed for evaluating grain size distributions in primary crystallizations where the grain growth is diffusion controlled. The body of the model is grounded in a recently presented mean-field integration of the nucleation and growth kinetic equations, modified conveniently in order to take into account a radius-dependent growth rate, as occurs in diffusion-controlled growth. The classical diffusion theory is considered, and a modification of this is proposed to take into account interference of the diffusion profiles between neighbor grains. The potentiality of the mean-field model to give detailed information on the grain size distribution and transformed volume fraction for transformations driven by nucleation and either interface- or diffusion-controlled growth processes is demonstrated. The model is evaluated for the primary crystallization of an amorphous alloy, giving an excellent agreement with experimental data. Grain size distributions are computed, and their properties are discussed.

Option pricing in market models driven by telegraph processes with jumps

Esta tesis está dividida en dos partes: en la primera parte se presentan y estudian los procesos telegráficos, los procesos de Poisson con compensador telegráfico y los procesos telegráficos con saltos. El estudio presentado en esta primera parte incluye el cálculo de las distribuciones de cada proceso, las medias y varianzas, así como las funciones generadoras de momentos entre otras propiedades. Utilizando estas propiedades en la segunda parte se estudian los modelos de valoración de opciones basados en procesos telegráficos con saltos. En esta parte se da una descripción de cómo calcular las medidas neutrales al riesgo, se encuentra la condición de no arbitraje en este tipo de modelos y por último se calcula el precio de las opciones Europeas de compra y venta.

Atomic diffusion induced by stress relaxation in InGaAs/GaAs epitaxial layers

The origin of the microscopic inhomogeneities in InxGa1-xAs layers grown on GaAs by molecular beam epitaxy is analyzed through the optical absorption spectra near the band gap. It is seen that, for relaxed thick layers of about 2.8μm, composition inhomogeneities are responsible for the band edge smoothing into the whole compositional range (0.05

Constraint release in entangled binary blends of linear polymers: a molecular dynamics study

We present extensive molecular dynamics simulations of the dynamics of diluted long probe chains entangled with a matrix of shorter chains. The chain lengths of both components are above the entanglement strand length, and the ratio of their lengths is varied over a wide range to cover the crossover from the chain reptation regime to tube Rouse motion regime of the long probe chains. Reducing the matrix chain length results in a faster decay of the dynamic structure factor of the probe chains, in good agreement with recent neutron spin echo experiments. The diffusion of the long chains, measured by the mean square displacements of the monomers and the centers of mass of the chains, demonstrates a systematic speed-up relative to the pure reptation behavior expected for monodisperse melts of sufficiently long polymers. On the other hand, the diffusion of the matrix chains is only weakly perturbed by the diluted long probe chains. The simulation results are qualitatively consistent with the theoretical predictions based on constraint release Rouse model, but a detailed comparison reveals the existence of a broad distribution of the disentanglement rates, which is partly confirmed by an analysis of the packing and diffusion of the matrix chains in the tube region of the probe chains. A coarse-grained simulation model based on the tube Rouse motion model with incorporation of the probability distribution of the tube segment jump rates is developed and shows results qualitatively consistent with the fine scale molecular dynamics simulations. However, we observe a breakdown in the tube Rouse model when the short chain length is decreased to around N-S = 80, which is roughly 3.5 times the entanglement spacing N-e(P) = 23. The location of this transition may be sensitive to the chain bending potential used in our simulations.

Decay to equilibrium for jump processes with heavy tails

The case is made for a more careful analysis of the large time asymptotic of infinite particle systems in the thermodynamic limit beyond zero density. The insufficiency of current analysis even in the model case of free particles is demonstrated. Recent advances based on more sophisticated analytical tools like functions of mean variation and Hardy spaces are sketched.