Numerical analysis of a new space-time variable fractional order advection-dispersion equation

Many physical processes appear to exhibit fractional order behavior that may vary with time and/or space. The continuum of order in the fractional calculus allows the order of the fractional operator to be considered as a variable. In this paper, we consider a new space–time variable fractional order advection–dispersion equation on a finite domain. The equation is obtained from the standard advection–dispersion equation by replacing the first-order time derivative by Coimbra’s variable fractional derivative of order α(x)∈(0,1]α(x)∈(0,1], and the first-order and second-order space derivatives by the Riemann–Liouville derivatives of order γ(x,t)∈(0,1]γ(x,t)∈(0,1] and β(x,t)∈(1,2]β(x,t)∈(1,2], respectively. We propose an implicit Euler approximation for the equation and investigate the stability and convergence of the approximation. Finally, numerical examples are provided to show that the implicit Euler approximation is computationally efficient.

Post-transcriptional regulation in the nucleus and cytoplasm: study of mean time to threshold (MTT) and narrow escape problem

Messenger RNAs (mRNAs) can be repressed and degraded by small non-coding RNA molecules. In this paper, we formulate a coarsegrained Markov-chain description of the post-transcriptional regulation of mRNAs by either small interfering RNAs (siRNAs) or microRNAs (miRNAs). We calculate the probability of an mRNA escaping from its domain before it is repressed by siRNAs/miRNAs via cal- culation of the mean time to threshold: when the number of bound siRNAs/miRNAs exceeds a certain threshold value, the mRNA is irreversibly repressed. In some cases,the analysis can be reduced to counting certain paths in a reduced Markov model. We obtain explicit expressions when the small RNA bind irreversibly to the mRNA and we also discuss the reversible binding case. We apply our models to the study of RNA interference in the nucleus, examining the probability of mRNAs escaping via small nuclear pores before being degraded by siRNAs. Using the same modelling framework, we further investigate the effect of small, decoy RNAs (decoys) on the process of post-transcriptional regulation, by studying regulation of the tumor suppressor gene, PTEN : decoys are able to block binding sites on PTEN mRNAs, thereby educing the number of sites available to siRNAs/miRNAs and helping to protect it from repression. We calculate the probability of a cytoplasmic PTEN mRNA translocating to the endoplasmic reticulum before being repressed by miRNAs. We support our results with stochastic simulations

Estimation of the time of a linear trend in monitoring survival time

Change point estimation is recognized as an essential tool of root cause analyses within quality control programs as it enables clinical experts to search for potential causes of change in hospital outcomes more effectively. In this paper, we consider estimation of the time when a linear trend disturbance has occurred in survival time following an in-control clinical intervention in the presence of variable patient mix. To model the process and change point, a linear trend in the survival time of patients who underwent cardiac surgery is formulated using hierarchical models in a Bayesian framework. The data are right censored since the monitoring is conducted over a limited follow-up period. We capture the effect of risk factors prior to the surgery using a Weibull accelerated failure time regression model. We use Markov Chain Monte Carlo to obtain posterior distributions of the change point parameters including the location and the slope size of the trend and also corresponding probabilistic intervals and inferences. The performance of the Bayesian estimator is investigated through simulations and the result shows that precise estimates can be obtained when they are used in conjunction with the risk-adjusted survival time cumulative sum control chart (CUSUM) control charts for different trend scenarios. In comparison with the alternatives, step change point model and built-in CUSUM estimator, more accurate and precise estimates are obtained by the proposed Bayesian estimator over linear trends. These superiorities are enhanced when probability quantification, flexibility and generalizability of the Bayesian change point detection model are also considered.

Separable spatiotemporal priors for convex reconstruction of time-varying 3D point clouds

Reconstructing 3D motion data is highly under-constrained due to several common sources of data loss during measurement, such as projection, occlusion, or miscorrespondence. We present a statistical model of 3D motion data, based on the Kronecker structure of the spatiotemporal covariance of natural motion, as a prior on 3D motion. This prior is expressed as a matrix normal distribution, composed of separable and compact row and column covariances. We relate the marginals of the distribution to the shape, trajectory, and shape-trajectory models of prior art. When the marginal shape distribution is not available from training data, we show how placing a hierarchical prior over shapes results in a convex MAP solution in terms of the trace-norm. The matrix normal distribution, fit to a single sequence, outperforms state-of-the-art methods at reconstructing 3D motion data in the presence of significant data loss, while providing covariance estimates of the imputed points.

A directed continuous time random walk model with jump length depending on waiting time

In continuum one-dimensional space, a coupled directed continuous time random walk model is proposed, where the random walker jumps toward one direction and the waiting time between jumps affects the subsequent jump. In the proposed model, the Laplace-Laplace transform of the probability density function P(x,t) of finding the walker at position at time is completely determined by the Laplace transform of the probability density function φ(t) of the waiting time. In terms of the probability density function of the waiting time in the Laplace domain, the limit distribution of the random process and the corresponding evolving equations are derived.

Real-time wind speed estimation and compensation for improved flight

This paper presents the development and experimental validation of a prototype system for online estimation and compensation of wind disturbances onboard small Rotorcraft unmanned aerial systems (RUAS). The proposed approach consists of integrating a small pitot-static system onboard the vehicle and using simple but effective algorithms for estimating the wind speed in real time. The baseline flight controller has been augmented with a feed-forward term to compensate for these wind disturbances, thereby improving the flight performance of small RUAS in windy conditions. The paper also investigates the use of online airspeed measurements in a closed-loop for controlling the RUAS forward motion without the aid of a global positioning system (GPS). The results of more than 80 flights with a RUAS confirm the validity of our approach.