Stochastic switching in infinite dimensions with applications to random parabolic PDE

© 2015 Society for Industrial and Applied Mathematics.We consider parabolic PDEs with randomly switching boundary conditions. In order to analyze these random PDEs, we consider more general stochastic hybrid systems and prove convergence to, and properties of, a stationary distribution. Applying these general results to the heat equation with randomly switching boundary conditions, we find explicit formulae for various statistics of the solution and obtain almost sure results about its regularity and structure. These results are of particular interest for biological applications as well as for their significant departure from behavior seen in PDEs forced by disparate Gaussian noise. Our general results also have applications to other types of stochastic hybrid systems, such as ODEs with randomly switching right-hand sides.

A theory of hypoellipticity and unique ergodicity for semilinear stochastic PDEs

We present a theory of hypoellipticity and unique ergodicity for semilinear parabolic stochastic PDEs with "polynomial" nonlinearities and additive noise, considered as abstract evolution equations in some Hilbert space. It is shown that if Hörmander's bracket condition holds at every point of this Hilbert space, then a lower bound on the Malliavin covariance operatorμt can be obtained. Informally, this bound can be read as "Fix any finite-dimensional projection on a subspace of sufficiently regular functions. Then the eigenfunctions of μt with small eigenvalues have only a very small component in the image of Π." We also show how to use a priori bounds on the solutions to the equation to obtain good control on the dependency of the bounds on the Malliavin matrix on the initial condition. These bounds are sufficient in many cases to obtain the asymptotic strong Feller property introduced in [HM06]. One of the main novel technical tools is an almost sure bound from below on the size of "Wiener polynomials," where the coefficients are possibly non-adapted stochastic processes satisfying a Lips chitz condition. By exploiting the polynomial structure of the equations, this result can be used to replace Norris' lemma, which is unavailable in the present context. We conclude by showing that the two-dimensional stochastic Navier-Stokes equations and a large class of reaction-diffusion equations fit the framework of our theory.

Activation in mesolimbic and visuospatial neural circuits elicited by smoking cues: evidence from functional magnetic resonance imaging.

OBJECTIVE: The authors sought to increase understanding of the brain mechanisms involved in cigarette addiction by identifying neural substrates modulated by visual smoking cues in nicotine-deprived smokers. METHOD: Event-related functional magnetic resonance imaging (fMRI) was used to detect brain activation after exposure to smoking-related images in a group of nicotine-deprived smokers and a nonsmoking comparison group. Subjects viewed a pseudo-random sequence of smoking images, neutral nonsmoking images, and rare targets (photographs of animals). Subjects pressed a button whenever a rare target appeared. RESULTS: In smokers, the fMRI signal was greater after exposure to smoking-related images than after exposure to neutral images in mesolimbic dopamine reward circuits known to be activated by addictive drugs (right posterior amygdala, posterior hippocampus, ventral tegmental area, and medial thalamus) as well as in areas related to visuospatial attention (bilateral prefrontal and parietal cortex and right fusiform gyrus). In nonsmokers, no significant differences in fMRI signal following exposure to smoking-related and neutral images were detected. In most regions studied, both subject groups showed greater activation following presentation of rare target images than after exposure to neutral images. CONCLUSIONS: In nicotine-deprived smokers, both reward and attention circuits were activated by exposure to smoking-related images. Smoking cues are processed like rare targets in that they activate attentional regions. These cues are also processed like addictive drugs in that they activate mesolimbic reward regions.

Magnetic resonance imaging of graded skeletal muscle injury in live rats.

INTRODUCTION: Increasing number of stretch-shortening contractions (SSCs) results in increased muscle injury. METHODS: Fischer Hybrid rats were acutely exposed to an increasing number of SSCs in vivo using a custom-designed dynamometer. Magnetic resonance imaging (MRI) imaging was conducted 72 hours after exposure when rats were infused with Prohance and imaged using a 7T rodent MRI system (GE Epic 12.0). Images were acquired in the transverse plane with typically 60 total slices acquired covering the entire length of the hind legs. Rats were euthanized after MRI, the lower limbs removed, and tibialis anterior muscles were prepared for histology and quantified stereology. RESULTS: Stereological analyses showed myofiber degeneration, and cellular infiltrates significantly increased following 70 and 150 SSC exposure compared to controls. MRI images revealed that the percent affected area significantly increased with exposure in all SSC groups in a graded fashion. Signal intensity also significantly increased with increasing SSC repetitions. DISCUSSION: These results suggest that contrast-enhanced MRI has the sensitivity to differentiate specific degrees of skeletal muscle strain injury, and imaging data are specifically representative of cellular histopathology quantified via stereological analyses.

Localization of Metal Electrodes in the Intact Rat Brain Using Registration of 3D Microcomputed Tomography Images to a Magnetic Resonance Histology Atlas.

Simultaneous neural recordings taken from multiple areas of the rodent brain are garnering growing interest due to the insight they can provide about spatially distributed neural circuitry. The promise of such recordings has inspired great progress in methods for surgically implanting large numbers of metal electrodes into intact rodent brains. However, methods for localizing the precise location of these electrodes have remained severely lacking. Traditional histological techniques that require slicing and staining of physical brain tissue are cumbersome, and become increasingly impractical as the number of implanted electrodes increases. Here we solve these problems by describing a method that registers 3-D computerized tomography (CT) images of intact rat brains implanted with metal electrode bundles to a Magnetic Resonance Imaging Histology (MRH) Atlas. Our method allows accurate visualization of each electrode bundle's trajectory and location without removing the electrodes from the brain or surgically implanting external markers. In addition, unlike physical brain slices, once the 3D images of the electrode bundles and the MRH atlas are registered, it is possible to verify electrode placements from many angles by "re-slicing" the images along different planes of view. Further, our method can be fully automated and easily scaled to applications with large numbers of specimens. Our digital imaging approach to efficiently localizing metal electrodes offers a substantial addition to currently available methods, which, in turn, may help accelerate the rate at which insights are gleaned from rodent network neuroscience.

Quantitative mapping of trimethyltin injury in the rat brain using magnetic resonance histology.

The growing exposure to chemicals in our environment and the increasing concern over their impact on health have elevated the need for new methods for surveying the detrimental effects of these compounds. Today's gold standard for assessing the effects of toxicants on the brain is based on hematoxylin and eosin (H&E)-stained histology, sometimes accompanied by special stains or immunohistochemistry for neural processes and myelin. This approach is time-consuming and is usually limited to a fraction of the total brain volume. We demonstrate that magnetic resonance histology (MRH) can be used for quantitatively assessing the effects of central nervous system toxicants in rat models. We show that subtle and sparse changes to brain structure can be detected using magnetic resonance histology, and correspond to some of the locations in which lesions are found by traditional pathological examination. We report for the first time diffusion tensor image-based detection of changes in white matter regions, including fimbria and corpus callosum, in the brains of rats exposed to 8 mg/kg and 12 mg/kg trimethyltin. Besides detecting brain-wide changes, magnetic resonance histology provides a quantitative assessment of dose-dependent effects. These effects can be found in different magnetic resonance contrast mechanisms, providing multivariate biomarkers for the same spatial location. In this study, deformation-based morphometry detected areas where previous studies have detected cell loss, while voxel-wise analyses of diffusion tensor parameters revealed microstructural changes due to such things as cellular swelling, apoptosis, and inflammation. Magnetic resonance histology brings a valuable addition to pathology with the ability to generate brain-wide quantitative parametric maps for markers of toxic insults in the rodent brain.

Signal Improvement and Contrast Enhancement in Magnetic Resonance Imaging

This thesis reports advances in magnetic resonance imaging (MRI), with the ultimate goal of improving signal and contrast in biomedical applications. More specifically, novel MRI pulse sequences have been designed to characterize microstructure, enhance signal and contrast in tissue, and image functional processes. In this thesis, rat brain and red bone marrow images are acquired using iMQCs (intermolecular multiple quantum coherences) between spins that are 10 μm to 500 μm apart. As an important application, iMQCs images in different directions can be used for anisotropy mapping. We investigate tissue microstructure by analyzing anisotropy mapping. At the same time, we simulated images expected from rat brain without microstructure. We compare those with experimental results to prove that the dipolar field from the overall shape only has small contributions to the experimental iMQC signal. Besides magnitude of iMQCs, phase of iMQCs should be studied as well. The phase anisotropy maps built by our method can clearly show susceptibility information in kidneys. It may provide meaningful diagnostic information. To deeply study susceptibility, the modified-crazed sequence is developed. Combining phase data of modified-crazed images and phase data of iMQCs images is very promising to construct microstructure maps. Obviously, the phase image in all above techniques needs to be highly-contrasted and clear. To achieve the goal, algorithm tools from Susceptibility-Weighted Imaging (SWI) and Susceptibility Tensor Imaging (STI) stands out superb useful and creative in our system.

Electrostatic Energetics of Bacillus subtilis Ribonuclease P Protein Determined by Nuclear Magnetic Resonance-Based Histidine pKa Measurements.

The pKa values of ionizable groups in proteins report the free energy of site-specific proton binding and provide a direct means of studying pH-dependent stability. We measured histidine pKa values (H3, H22, and H105) in the unfolded (U), intermediate (I), and sulfate-bound folded (F) states of RNase P protein, using an efficient and accurate nuclear magnetic resonance-monitored titration approach that utilizes internal reference compounds and a parametric fitting method. The three histidines in the sulfate-bound folded protein have pKa values depressed by 0.21 ± 0.01, 0.49 ± 0.01, and 1.00 ± 0.01 units, respectively, relative to that of the model compound N-acetyl-l-histidine methylamide. In the unliganded and unfolded protein, the pKa values are depressed relative to that of the model compound by 0.73 ± 0.02, 0.45 ± 0.02, and 0.68 ± 0.02 units, respectively. Above pH 5.5, H22 displays a separate resonance, which we have assigned to I, whose apparent pKa value is depressed by 1.03 ± 0.25 units, which is ∼0.5 units more than in either U or F. The depressed pKa values we observe are consistent with repulsive interactions between protonated histidine side chains and the net positive charge of the protein. However, the pKa differences between F and U are small for all three histidines, and they have little ionic strength dependence in F. Taken together, these observations suggest that unfavorable electrostatics alone do not account for the fact that RNase P protein is intrinsically unfolded in the absence of ligand. Multiple factors encoded in the P protein sequence account for its IUP property, which may play an important role in its function.

Modelling meso-scale diffusion processes in stochastic fluid bio-membranes

The space–time dynamics of rigid inhomogeneities (inclusions) free to move in a randomly fluctuating fluid bio-membrane is derived and numerically simulated as a function of the membrane shape changes. Both vertically placed (embedded) inclusions and horizontally placed (surface) inclusions are considered. The energetics of the membrane, as a two-dimensional (2D) meso-scale continuum sheet, is described by the Canham–Helfrich Hamiltonian, with the membrane height function treated as a stochastic process. The diffusion parameter of this process acts as the link coupling the membrane shape fluctuations to the kinematics of the inclusions. The latter is described via Ito stochastic differential equation. In addition to stochastic forces, the inclusions also experience membrane-induced deterministic forces. Our aim is to simulate the diffusion-driven aggregation of inclusions and show how the external inclusions arrive at the sites of the embedded inclusions. The model has potential use in such emerging fields as designing a targeted drug delivery system.

Multigrid for American option pricing with stochastic volatility

The paper describes an implicit finite difference approach to the pricing of American options on assets with a stochastic volatility. A multigrid procedure is described for the fast iterative solution of the discrete linear complementarity problems that result. The accuracy and performance of this approach is improved considerably by a strike-price related analytic transformation of asset prices and adaptive time-stepping.

Stochastic monotonicity and duality for continuous time Markov chains with general q-Matrix

The key problems in discussing stochastic monotonicity and duality for continuous time Markov chains are to give the criteria for existence and uniqueness and to construct the associated monotone processes in terms of their infinitesimal q -matrices. In their recent paper, Chen and Zhang [6] discussed these problems under the condition that the given q-matrix Q is conservative. The aim of this paper is to generalize their results to a more general case, i.e., the given q-matrix Q is not necessarily conservative. New problems arise 'in removing the conservative assumption. The existence and uniqueness criteria for this general case are given in this paper. Another important problem, the construction of all stochastically monotone Q-processes, is also considered.

Stochastic comparability and dual q-functions

In this paper we discuss the relationship and characterization of stochastic comparability, duality, and Feller–Reuter–Riley transition functions which are closely linked with each other for continuous time Markov chains. A necessary and sufficient condition for two Feller minimal transition functions to be stochastically comparable is given in terms of their density q-matrices only. Moreover, a necessary and sufficient condition under which a transition function is a dual for some stochastically monotone q-function is given in terms of, again, its density q-matrix. Finally, for a class of q-matrices, the necessary and sufficient condition for a transition function to be a Feller–Reuter–Riley transition function is also given.

An improved result of exponential stability of stochastic semilinear evolution equations

Sufficient conditions for the exponential stability of a class ofnonlinear, non-autonomous stochastic differential equations in infinitedimensions are studied. The analysis consists of introducing a suitableapproximating solution systems and using a limiting argument to pass onstability of strong solutions to mild ones. As a consequence, the classicalcriteriaof stability in A. Ichikawa [8] are improved and extended to cover a class ofnon-autonomous stochastic evolution equations.Two examples are investigated to illustrate our theory.