969 resultados para mean-variance portfolio optimization
Resumo:
We study whether the neutron skin thickness Δrnp of 208Pb originates from the bulk or from the surface of the nucleon density distributions, according to the mean-field models of nuclear structure, and find that it depends on the stiffness of the nuclear symmetry energy. The bulk contribution to Δrnp arises from an extended sharp radius of neutrons, whereas the surface contribution arises from different widths of the neutron and proton surfaces. Nuclear models where the symmetry energy is stiff, as typical of relativistic models, predict a bulk contribution in Δrnp of 208Pb about twice as large as the surface contribution. In contrast, models with a soft symmetry energy like common nonrelativistic models predict that Δrnp of 208Pb is divided similarly into bulk and surface parts. Indeed, if the symmetry energy is supersoft, the surface contribution becomes dominant. We note that the linear correlation of Δrnp of 208Pb with the density derivative of the nuclear symmetry energy arises from the bulk part of Δrnp. We also note that most models predict a mixed-type (between halo and skin) neutron distribution for 208Pb. Although the halo-type limit is actually found in the models with a supersoft symmetry energy, the skin-type limit is not supported by any mean-field model. Finally, we compute parity-violating electron scattering in the conditions of the 208Pb parity radius experiment (PREX) and obtain a pocket formula for the parity-violating asymmetry in terms of the parameters that characterize the shape of the 208Pb nucleon densities.
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The dynamical process through a marginal state (saddle point) driven by colored noise is studied. For small correlation time of the noise, the mean first-passage time and its variance are calculated using standard methods. When the correlation time of the noise is finite or large, an alternative approach, based on simple physical arguments, is proposed. It will allow us to study also the passage times of an unstable state. The theoretical predictions are tested satisfactorily by the use of computer simulations.
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We consider a lattice-gas model of particles with internal orientational degrees of freedom. In addition to antiferromagnetic nearest-neighbor (NN) and next-nearest-neighbor (NNN) positional interactions we also consider NN and NNN interactions arising from the internal state of the particles. The system then shows positional and orientational ordering modes with associated phase transitions at Tp and To temperatures at which long-range positional and orientational ordering are, respectively, lost. We use mean-field techniques to obtain a general approach to the study of these systems. By considering particular forms of the orientational interaction function we study coupling effects between both phase transitions arising from the interplay between orientational and positional degrees of freedom. In mean-field approximation coupling effects appear only for the phase transition taking place at lower temperatures. The strength of the coupling depends on the value of the long-range order parameter that remains finite at that temperature.
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Knowledge of the quantitative genetics of resistance to parasitism is key to appraise host evolutionary responses to parasite selection. Here, we studied effects of common origin (i.e. genetic and pre-hatching parental effects) and common rearing environment (i.e. post-hatching parental effects and other environment effects) on variance in ectoparasite load in nestling Alpine swifts (Apus melba). This colonial bird is intensely parasitized by blood sucking louse-flies that impair nestling development and survival. By cross-fostering half of the hatchlings between pairs of nests, we show strong significant effect of common rearing environment on variance (90.7% in 2002 and 90.9% in 2003) in the number of louse-flies per nestling and no significant effect of common origin on variance in the number of louse-flies per nestling. In contrast, significant effects of common origin were found for all the nestling morphological traits (i.e. body mass, wing length, tail length, fork length and sternum length) under investigation. Hence, our study suggests that genetic and pre-hatching parental effects play little role in the distribution of parasites among nestling Alpine swifts, and thus that nestlings have only limited scope for evolutionary responses against parasites. Our results highlight the need to take into consideration environmental factors, including the evolution of post-hatching parental effects such as nest sanitation, in our understanding of host-parasite relationships.
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Microstructure imaging from diffusion magnetic resonance (MR) data represents an invaluable tool to study non-invasively the morphology of tissues and to provide a biological insight into their microstructural organization. In recent years, a variety of biophysical models have been proposed to associate particular patterns observed in the measured signal with specific microstructural properties of the neuronal tissue, such as axon diameter and fiber density. Despite very appealing results showing that the estimated microstructure indices agree very well with histological examinations, existing techniques require computationally very expensive non-linear procedures to fit the models to the data which, in practice, demand the use of powerful computer clusters for large-scale applications. In this work, we present a general framework for Accelerated Microstructure Imaging via Convex Optimization (AMICO) and show how to re-formulate this class of techniques as convenient linear systems which, then, can be efficiently solved using very fast algorithms. We demonstrate this linearization of the fitting problem for two specific models, i.e. ActiveAx and NODDI, providing a very attractive alternative for parameter estimation in those techniques; however, the AMICO framework is general and flexible enough to work also for the wider space of microstructure imaging methods. Results demonstrate that AMICO represents an effective means to accelerate the fit of existing techniques drastically (up to four orders of magnitude faster) while preserving accuracy and precision in the estimated model parameters (correlation above 0.9). We believe that the availability of such ultrafast algorithms will help to accelerate the spread of microstructure imaging to larger cohorts of patients and to study a wider spectrum of neurological disorders.
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The use of specific terms under different meanings and varying definitions has always been a source of confusion in science. When we point our efforts towards an evidence based medicine for inflammatory bowel diseases (IBD) the same is true: Terms such as "mucosal healing" or "deep remission" as endpoints in clinical trials or treatment goals in daily patient care may contribute to misconceptions if meanings change over time or definitions are altered. It appears to be useful to first have a look at the development of terms and their definitions, to assess their intrinsic and context-independent problems and then to analyze the different relevance in present-day clinical studies and trials. The purpose of such an attempt would be to gain clearer insights into the true impact of the clinical findings behind the terms. It may also lead to a better defined use of those terms for future studies. The terms "mucosal healing" and "deep remission" have been introduced in recent years as new therapeutic targets in the treatment of IBD patients. Several clinical trials, cohort studies or inception cohorts provided data that the long term disease course is better, when mucosal healing is achieved. However, it is still unclear whether continued or increased therapeutic measures will aid or improve mucosal healing for patients in clinical remission. Clinical trials are under way to answer this question. Attention should be paid to clearly address what levels of IBD activity are looked at. In the present review article authors aim to summarize the current evidence available on mucosal healing and deep remission and try to highlight their value and position in the everyday decision making for gastroenterologists.
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Surface topography and light scattering were measured on 15 samples ranging from those having smooth surfaces to others with ground surfaces. The measurement techniques included an atomic force microscope, mechanical and optical profilers, confocal laser scanning microscope, angle-resolved scattering, and total scattering. The samples included polished and ground fused silica, silicon carbide, sapphire, electroplated gold, and diamond-turned brass. The measurement instruments and techniques had different surface spatial wavelength band limits, so the measured roughnesses were not directly comparable. Two-dimensional power spectral density (PSD) functions were calculated from the digitized measurement data, and we obtained rms roughnesses by integrating areas under the PSD curves between fixed upper and lower band limits. In this way, roughnesses measured with different instruments and techniques could be directly compared. Although smaller differences between measurement techniques remained in the calculated roughnesses, these could be explained mostly by surface topographical features such as isolated particles that affected the instruments in different ways.
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We present a procedure for the optical characterization of thin-film stacks from spectrophotometric data. The procedure overcomes the intrinsic limitations arising in the numerical determination of manyparameters from reflectance or transmittance spectra measurements. The key point is to use all theinformation available from the manufacturing process in a single global optimization process. The method is illustrated by a case study of solgel applications.
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BACKGROUND Few population studies have described the heritability and intrafamilial concordance of the retinal microvessels, or the genetic or environmental correlations of the phenotypes of these vessels. METHODS We randomly selected 413 participants from 70 families (mean age, 51.5 years; 50.1% women) from a Flemish population. We postprocessed retinal images using IVAN software to generate the central retinal arteriole equivalent (CRAE), central retinal venule equivalent (CRVE), and arteriole-to-venule-ratio (AVR) from these images. We used SAGE version 6.2 and SAS version 9.2 to compute multivariate-adjusted estimates of heritability and intrafamilial correlations of the CRAE, CRVE, and AVR of the retinal microvessels in the images. RESULTS Sex, age, mean arterial pressure, and smoking explained up to 12.7% of the variance of the phenotypes of the retinal microvessels of the study participants. With adjustments applied for these covariates, the heritability estimates of CRAE, CRVE, and AVR were 0.213 (P = 0.044), 0.339 (P = 0.010), and 0.272 (P = 0.004), respectively. The parent-offspring correlations for CRAE, CRVE, and AVR were 0.118 (NS), 0.225 (P < 0.01), and 0.215 (P < 0.05), respectively. The corresponding values were 0.222 (P < 0.05), 0.213 (P < 0.05), and 0.390 (P < 0.001) for sib-sib correlations, respectively. The genetic and environmental correlations between CRAE and CRVE were 0.360 and 0.545 (P < 0.001 for both). CONCLUSION Our study showed moderate heritability for CRAE, CRVE, and AVR, and a significant genetic correlation of CRAE with CRVE in the Flemish population of our study. These findings suggest that genetic factors influence the diameter of the retinal microvessels, and that CRAE and CRVE share some genetic determinants.
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Abstract Electrical stimulation is a new way to treat digestive disorders such as constipation. Colonic propulsive activity can be triggered by battery operated devices. This study aimed to demonstrate the effect of direct electrical colonic stimulation on mean transit time in a chronic porcine model. The impact of stimulation and implanted material on the colonic wall was also assessed. Three pairs of electrodes were implanted into the caecal wall of 12 anaesthetized pigs. Reference colonic transit time was determined by radiopaque markers for each pig before implantation. It was repeated 4 weeks after implantation with sham stimulation and 5 weeks after implantation with electrical stimulation. Aboral sequential trains of 1-ms pulse width (10 V; 120 Hz) were applied twice daily for 6 days, using an external battery operated stimulator. For each course of markers, a mean value was computed from transit times obtained from individual pig. Microscopic examination of the caecum was routinely performed after animal sacrifice. A reduction of mean transit time was observed after electrical stimulation (19 +/- 13 h; mean +/- SD) when compared to reference (34 +/- 7 h; P = 0.045) and mean transit time after sham stimulation (36 +/- 9 h; P = 0.035). Histological examination revealed minimal chronic inflammation around the electrodes. Colonic transit time measured in a chronic porcine model is reduced by direct sequential electrical stimulation. Minimal tissue lesion is elicited by stimulation or implanted material. Electrical colonic stimulation could be a promising approach to treat specific disorders of the large bowel.
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A computer-aided method to improve the thickness uniformity attainable when coating multiple substrates inside a thermal evaporation physical vapor deposition unit is presented. The study is developed for the classical spherical (dome-shaped) calotte and also for a plane sector reversible holder setup. This second arrangement is very useful for coating both sides of the substrate, such as antireflection multilayers on lenses. The design of static correcting shutters for both kinds of configurations is also discussed. Some results of using the method are presented as an illustration.
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The practice of land leveling alters the soil surface to create a uniform slope to improve land conditions for the application of all agricultural practices. The aims of this study were to evaluate the impacts of land leveling through the magnitudes, variances and spatial distributions of selected soil physical properties of a lowland area in the State of Rio Grande do Sul, Brazil; the relationships between the magnitude of cuts and/or fills and soil physical properties after the leveling process; and evaluation of the effect of leveling on the spatial distribution of the top of the B horizon in relation to the soil surface. In the 0-0.20 m layer, a 100-point geo-referenced grid covering two taxonomic soil classes was used in assessment of the following soil properties: soil particle density (Pd) and bulk density (Bd); total porosity (Tp), macroporosity (Macro) and microporosity (Micro); available water capacity (AWC); sand, silt, clay, and dispersed clay in water (Disp clay) contents; electrical conductivity (EC); and weighted average diameter of aggregates (WAD). Soil depth to the top of the B horizon was also measured before leveling. The overall effect of leveling on selected soil physical properties was evaluated by paired "t" tests. The effect on the variability of each property was evaluated through the homogeneity of variance test. The thematic maps constructed by kriging or by the inverse of the square of the distances were visually analyzed to evaluate the effect of leveling on the spatial distribution of the properties and of the top of the B horizon in relation to the soil surface. Linear regression models were fitted with the aim of evaluating the relationship between soil properties and the magnitude of cuts and fills. Leveling altered the mean value of several soil properties and the agronomic effect was negative. The mean values of Bd and Disp clay increased and Tp, Macro and Micro, WAD, AWC and EC decreased. Spatial distributions of all soil physical properties changed as a result of leveling and its effect on all soil physical properties occurred in the whole area and not specifically in the cutting or filling areas. In future designs of leveling, we recommend overlaying a cut/fill map on the map of soil depth to the top of the B horizon in order to minimize areas with shallow surface soil after leveling.
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Long-term preservation of bioreporter bacteria is essential for the functioning of cell-based detection devices, particularly when field application, e.g., in developing countries, is intended. We varied the culture conditions (i.e., the NaCl content of the medium), storage protection media, and preservation methods (vacuum drying vs. encapsulation gels remaining hydrated) in order to achieve optimal preservation of the activity of As (III) bioreporter bacteria during up to 12 weeks of storage at 4 degrees C. The presence of 2% sodium chloride during the cultivation improved the response intensity of some bioreporters upon reconstitution, particularly of those that had been dried and stored in the presence of sucrose or trehalose and 10% gelatin. The most satisfying, stable response to arsenite after 12 weeks storage was obtained with cells that had been dried in the presence of 34% trehalose and 1.5% polyvinylpyrrolidone. Amendments of peptone, meat extract, sodium ascorbate, and sodium glutamate preserved the bioreporter activity only for the first 2 weeks, but not during long-term storage. Only short-term stability was also achieved when bioreporter bacteria were encapsulated in gels remaining hydrated during storage.
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Coalescing compact binary systems are important sources of gravitational waves. Here we investigate the detectability of this gravitational radiation by the recently proposed laser interferometers. The spectral density of noise for various practicable configurations of the detector is also reviewed. This includes laser interferometers with delay lines and Fabry-Prot cavities in the arms, both in standard and dual recycling arrangements. The sensitivity of the detector in all those configurations is presented graphically and the signal-to-noise ratio is calculated numerically. For all configurations we find values of the detector's parameters which maximize the detectability of coalescing binaries, the discussion comprising Newtonian- as well as post-Newtonian-order effects. Contour plots of the signal-to-noise ratio are also presented in certain parameter domains which illustrate the interferometer's response to coalescing binary signals.
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We obtain the exact analytical expression, up to a quadrature, for the mean exit time, T(x,v), of a free inertial process driven by Gaussian white noise from a region (0,L) in space. We obtain a completely explicit expression for T(x,0) and discuss the dependence of T(x,v) as a function of the size L of the region. We develop a new method that may be used to solve other exit time problems.