Phenomenological approach to nonlinear Langevin equations

In this paper we address the problem of consistently constructing Langevin equations to describe fluctuations in nonlinear systems. Detailed balance severely restricts the choice of the random force, but we prove that this property, together with the macroscopic knowledge of the system, is not enough to determine all the properties of the random force. If the cause of the fluctuations is weakly coupled to the fluctuating variable, then the statistical properties of the random force can be completely specified. For variables odd under time reversal, microscopic reversibility and weak coupling impose symmetry relations on the variable-dependent Onsager coefficients. We then analyze the fluctuations in two cases: Brownian motion in position space and an asymmetric diode, for which the analysis based in the master equation approach is known. We find that, to the order of validity of the Langevin equation proposed here, the phenomenological theory is in agreement with the results predicted by more microscopic models

Étude exploratoire de la stabilité à long terme des indices standard du WISC-IV

Par le biais d'une procédure Test-Retest, la stabilité à long terme des indices standard du WISC-IV français a été évaluée. L'intervalle moyen entre les deux passations est de 2,33 ans. L'échantillon comprend 96 enfants « tout venant » âgés de huit à 12 ans. Les comparaisons entre les moyennes des deux passations ne montrent pas de différence significative pour indice de compréhension verbale (ICV), indice de raisonnement perceptif (IRP), indice de mémoire de travail (IMT), indice d'aptitude générale (IAG) et QIT. Au niveau interindividuel, les coefficients de corrélations témoignent d'une bonne stabilité à long terme pour ICV, IAG et QIT (allant de 0,81 à 0,82). Une analyse des différences de performances entre les deux passations indique une stabilité intra-individuelle satisfaisante pour IMT et IAG. Seul IAG présente donc une stabilité à long terme satisfaisante au niveau inter- et intra-individuel. By a Test-Retest procedure, this study explores the long-term stability of the French WISC-IV index scores. The average Test-Retest interval was 2.33 years. The sample consisted of 96 non-clinical children aged between 8 and 12 years. Mean difference between the two testings was not statistically significant for VCI, PRI, WMI, GAI and FSIQ. Test-Retest reliability correlations between the two assessments are high for VCI, GAI and FSIQ (ranging from .81 to .82). An analysis of the performance differences between two assessments indicates intra-individual stability for WMI and GAI. In sum, only GAI demonstrates reliable long-term stability at an inter-and intra-individual level.

Static and dynamic structure of liquid metals: Role of the different parts of the interaction potential

The influence of different parts of the interaction potential on the microscopic behavior of simple liquid metals is investigated by molecular dynamics simulation. The role of the soft-core repulsive, short-range attractive, and long-range oscillatory forces on the properties of liquid lithium close to the triple point is analyzed by comparing the results from simulations of identical systems but truncating the potential at different distances. Special attention is paid to dynamic collective properties such as the dynamic structure factors, transverse current correlation functions, and transport coefficients. It is observed that, in general, the effects of the short-range attractive forces are important. On the contrary, the influence of the oscillatory long-range interactions is considerably less, being the most pronounced for the dynamic structure factor at long wavelengths. The results of this work suggest that the influence of the attractive forces becomes less significant when temperature and density increase.

Dynamic properties of Lennard Jones fluids and liquid metals

The dependence of the dynamic properties of liquid metals and Lennard-Jones fluids on the characteristics of the interaction potentials is analyzed. Molecular-dynamics simulations of liquids in analogous conditions but assuming that their particles interact either through a Lennard-Jones or a liquid-metal potential were carried out. The Lennard-Jones potentials were chosen so that both the effective size of the particles and the depth of the potential well were very close to those of the liquid-metal potentials. In order to investigate the extent to which the dynamic properties of liquids depend on the short-range attractive interactions as well as on the softness of the potential cores, molecular-dynamics simulations of the same systems but assuming purely repulsive interactions with the same potential cores were also performed. The study includes both singleparticle dynamic properties, such as the velocity autocorrelation functions, and collective dynamic properties, such as the intermediate scattering funcfunctions, and collective dynamic properties, such as the intermediate scattering functions, the dynamic structure factors, the longitudinal and transverse current correlations, and the transport coefficients.

Random diffusion and leverage effect in financial markets

We prove that Brownian market models with random diffusion coefficients provide an exact measure of the leverage effect [J-P. Bouchaud et al., Phys. Rev. Lett. 87, 228701 (2001)]. This empirical fact asserts that past returns are anticorrelated with future diffusion coefficient. Several models with random diffusion have been suggested but without a quantitative study of the leverage effect. Our analysis lets us to fully estimate all parameters involved and allows a deeper study of correlated random diffusion models that may have practical implications for many aspects of financial markets.

Diffusive transport properties in monovalent and divalent metal-ion halide melts: A computer simulation study

Self- and cross-velocity correlation functions and related transport coefficients of molten salts are studied by molecular-dynamics simulation. Six representative systems are considered, i.e., NaCl and KCl alkali halides, CuCl and CuBr noble-metal halides, and SrCl2 and ZnCl2 divalent metal-ion halides. Computer simulation results are compared with experimental self-diffusion coefficients and electrical conductivities. Special attention is paid to dynamic cross correlations and their dependence on the Coulomb interactions as well as on the size and mass differences between anions and cations.

Impact of different adiposity measures on the relation between serum uric acid and blood pressure in young adults.

Serum uric acid (SUA) concentration is independently associated with blood pressure (BP) in adults. We examined this association in young adults at an age where anti-hypertension treatment, other potential confounding factors and co-morbidity are unlikely to occur. We assessed BP, anthropometric variables including weight, height, waist circumference (WC), body fat percent (using bioimpedance), lifestyle behaviors, SUA and blood lipids in 549 participants aged 19-20 years from a population-based cohort study (Seychelles Child Development Study). Mean (s.d.) SUA was higher in males than females, 0.33 (0.08) and 0.24 (0.07) mmol l(-1), respectively. Body mass index (BMI) was higher in females than males but BP was markedly higher in males than in females. SUA was associated with both systolic and diastolic BP. However, the magnitude of the linear regression coefficients relating BP and SUA decreased by up to 50% upon adjustment for BMI, WC or body fat percent. The association between SUA and BP was not altered upon further adjustment for alcohol intake, smoking, triglycerides or renal function. In fully adjusted models, SUA remained associated with BP (P<0.05) in females. In conclusion, adiposity substantially decreased the association between SUA and BP in young adults, and BP was independently associated with SUA in females. These findings suggest a role of adiposity in the link between hyperuricemia and hypertension.

Plasma lipoprotein-associated phospholipase A2 activity in Alzheimer's disease, amnestic mild cognitive impairment, and cognitively healthy elderly subjects: a cross-sectional study.

ABSTRACT: INTRODUCTION: Lipoprotein-associated phospholipase A2 (Lp-PLA2) is a circulating enzyme with pro-inflammatory and oxidative activities associated with cardiovascular disease and ischemic stroke. While high plasma Lp-PLA2 activity was reported as a risk factor for dementia in the Rotterdam study, no association between Lp-PLA2 mass and dementia or Alzheimer's disease (AD) was detected in the Framingham study. The objectives of the current study were to explore the relationship of plasma Lp-PLA2 activity with cognitive diagnoses (AD, amnestic mild cognitive impairment (aMCI), and cognitively healthy subjects), cardiovascular markers, cerebrospinal fluid (CSF) markers of AD, and apolipoprotein E (APOE) genotype. METHODS: Subjects with mild AD (n = 78) and aMCI (n = 59) were recruited from the Memory Clinic, University Hospital, Basel, Switzerland; cognitively healthy subjects (n = 66) were recruited from the community. Subjects underwent standardised medical, neurological, neuropsychological, imaging, genetic, blood and CSF evaluation. Differences in Lp-PLA2 activity between the cognitive diagnosis groups were tested with ANOVA and in multiple linear regression models with adjustment for covariates. Associations between Lp-PLA2 and markers of cardiovascular disease and AD were explored with Spearman's correlation coefficients. RESULTS: There was no significant difference in plasma Lp-PLA2 activity between AD (197.1 (standard deviation, SD 38.4) nmol/min/ml) and controls (195.4 (SD 41.9)). Gender, statin use and low-density lipoprotein cholesterol (LDL) were independently associated with Lp-PLA2 activity in multiple regression models. Lp-PLA2 activity was correlated with LDL and inversely correlated with high-density lipoprotein (HDL). AD subjects with APOE-ε4 had higher Lp-PLA2 activity (207.9 (SD 41.2)) than AD subjects lacking APOE-ε4 (181.6 (SD 26.0), P = 0.003) although this was attenuated by adjustment for LDL (P = 0.09). No strong correlations were detected for Lp-PLA2 activity and CSF markers of AD. CONCLUSION: Plasma Lp-PLA2 was not associated with a diagnosis of AD or aMCI in this cross-sectional study. The main clinical correlates of Lp-PLA2 activity in AD, aMCI and cognitively healthy subjects were variables associated with lipid metabolism.

The geographical concentration of industry across Spanish Regions, 1856-1995

New economic geography models show that there may be a strong relationship between economic integration and the geographical concentration of industries. Nevertheless, this relationship is neither unique nor stable, and may follow a ?-shaped pattern in the long term. The aim of the present paper is to analyze the evolution of the geographical concentration of manufacturing across Spanish regions during the period 1856-1995. We construct several geographical concentration indices for different points in time over these 140 years. The analysis is carried out at two levels of aggregation, in regions corresponding to the NUTS-II and NUTS-III classifications. We confirm that the process of economic integration stimulated the geographical concentration of industrial activity. Nevertheless, the localization coefficients only started to fall after the beginning of the integration of the Spanish Economy into the international markets in the mid-70s, and this new path was not interrupted by Spain¿s entry in the European Union some years later

The relationship of capitalization period length with market portfolio composition and betas

Beta coefficients are not stable if we modify the observation periods of the returns. The market portfolio composition also varies, whereas changes in the betas are the same, whether they are calculated as regression coefficients or as a ratio of the risk premiums. The instantaneous beta, obtained when the capitalization frequency approaches infinity, may be a useful tool in portfolio selection.

Integrated methodologies to study human transcriptional regulation from functional genomics data

Abstract : The human body is composed of a huge number of cells acting together in a concerted manner. The current understanding is that proteins perform most of the necessary activities in keeping a cell alive. The DNA, on the other hand, stores the information on how to produce the different proteins in the genome. Regulating gene transcription is the first important step that can thus affect the life of a cell, modify its functions and its responses to the environment. Regulation is a complex operation that involves specialized proteins, the transcription factors. Transcription factors (TFs) can bind to DNA and activate the processes leading to the expression of genes into new proteins. Errors in this process may lead to diseases. In particular, some transcription factors have been associated with a lethal pathological state, commonly known as cancer, associated with uncontrolled cellular proliferation, invasiveness of healthy tissues and abnormal responses to stimuli. Understanding cancer-related regulatory programs is a difficult task, often involving several TFs interacting together and influencing each other's activity. This Thesis presents new computational methodologies to study gene regulation. In addition we present applications of our methods to the understanding of cancer-related regulatory programs. The understanding of transcriptional regulation is a major challenge. We address this difficult question combining computational approaches with large collections of heterogeneous experimental data. In detail, we design signal processing tools to recover transcription factors binding sites on the DNA from genome-wide surveys like chromatin immunoprecipitation assays on tiling arrays (ChIP-chip). We then use the localization about the binding of TFs to explain expression levels of regulated genes. In this way we identify a regulatory synergy between two TFs, the oncogene C-MYC and SP1. C-MYC and SP1 bind preferentially at promoters and when SP1 binds next to C-NIYC on the DNA, the nearby gene is strongly expressed. The association between the two TFs at promoters is reflected by the binding sites conservation across mammals, by the permissive underlying chromatin states 'it represents an important control mechanism involved in cellular proliferation, thereby involved in cancer. Secondly, we identify the characteristics of TF estrogen receptor alpha (hERa) target genes and we study the influence of hERa in regulating transcription. hERa, upon hormone estrogen signaling, binds to DNA to regulate transcription of its targets in concert with its co-factors. To overcome the scarce experimental data about the binding sites of other TFs that may interact with hERa, we conduct in silico analysis of the sequences underlying the ChIP sites using the collection of position weight matrices (PWMs) of hERa partners, TFs FOXA1 and SP1. We combine ChIP-chip and ChIP-paired-end-diTags (ChIP-pet) data about hERa binding on DNA with the sequence information to explain gene expression levels in a large collection of cancer tissue samples and also on studies about the response of cells to estrogen. We confirm that hERa binding sites are distributed anywhere on the genome. However, we distinguish between binding sites near promoters and binding sites along the transcripts. The first group shows weak binding of hERa and high occurrence of SP1 motifs, in particular near estrogen responsive genes. The second group shows strong binding of hERa and significant correlation between the number of binding sites along a gene and the strength of gene induction in presence of estrogen. Some binding sites of the second group also show presence of FOXA1, but the role of this TF still needs to be investigated. Different mechanisms have been proposed to explain hERa-mediated induction of gene expression. Our work supports the model of hERa activating gene expression from distal binding sites by interacting with promoter bound TFs, like SP1. hERa has been associated with survival rates of breast cancer patients, though explanatory models are still incomplete: this result is important to better understand how hERa can control gene expression. Thirdly, we address the difficult question of regulatory network inference. We tackle this problem analyzing time-series of biological measurements such as quantification of mRNA levels or protein concentrations. Our approach uses the well-established penalized linear regression models where we impose sparseness on the connectivity of the regulatory network. We extend this method enforcing the coherence of the regulatory dependencies: a TF must coherently behave as an activator, or a repressor on all its targets. This requirement is implemented as constraints on the signs of the regressed coefficients in the penalized linear regression model. Our approach is better at reconstructing meaningful biological networks than previous methods based on penalized regression. The method is tested on the DREAM2 challenge of reconstructing a five-genes/TFs regulatory network obtaining the best performance in the "undirected signed excitatory" category. Thus, these bioinformatics methods, which are reliable, interpretable and fast enough to cover large biological dataset, have enabled us to better understand gene regulation in humans.

Diffusion in spatially and temporarily inhomogeneous media: Effects of turbulent mixing

We consider diffusion of a passive substance C in a phase-separating nonmiscible binary alloy under turbulent mixing. The substance is assumed to have different diffusion coefficients in the pure phases A and B, leading to a spatially and temporarily dependent diffusion ¿coefficient¿ in the diffusion equation plus convective term. In this paper we consider especially the effects of a turbulent flow field coupled to both the Cahn-Hilliard type evolution equation of the medium and the diffusion equation (both, therefore, supplemented by a convective term). It is shown that the formerly observed prolonged anomalous diffusion [H. Lehr, F. Sagués, and J.M. Sancho, Phys. Rev. E 54, 5028 (1996)] is no longer seen if a flow of sufficient intensity is supplied.

Diffusion in spatially and temporarily inhomogeneous media

In this paper we consider diffusion of a passive substance C in a temporarily and spatially inhomogeneous two-dimensional medium. As a realization for the latter we choose a phase-separating medium consisting of two substances A and B, whose dynamics is determined by the Cahn-Hilliard equation. Assuming different diffusion coefficients of C in A and B, we find that the variance of the distribution function of the said substance grows less than linearly in time. We derive a simple identity for the variance using a probabilistic ansatz and are then able to identify the interface between A and B as the main cause for this nonlinear dependence. We argue that, finally, for very large times the here temporarily dependent diffusion "constant" goes like t-1/3 to a constant asymptotic value D¿. The latter is calculated approximately by employing the effective-medium approximation and by fitting the simulation data to the said time dependence.

Spatial correlations and cross sections of clusters in the A + B -> 0 reaction

We consider the distribution of cross sections of clusters and the density-density correlation functions for the A+B¿0 reaction. We solve the reaction-diffusion equations numerically for random initial distributions of reactants. When both reactant species have the same diffusion coefficients the distribution of cross sections and the correlation functions scale with the diffusion length and obey superuniversal laws (independent of dimension). For different diffusion coefficients the correlation functions still scale, but the scaling functions depend on the dimension and on the diffusion coefficients. Furthermore, we display explicitly the peculiarities of the cluster-size distribution in one dimension.

Variability between laboratories performing coagulation tests with identical platforms: a nationwide evaluation study.

BACKGROUND: While the assessment of analytical precision within medical laboratories has received much attention in scientific enquiry, the degree of as well as the sources causing variation between them remains incompletely understood. In this study, we quantified the variance components when performing coagulation tests with identical analytical platforms in different laboratories and computed intraclass correlations coefficients (ICC) for each coagulation test. METHODS: Data from eight laboratories measuring fibrinogen twice in twenty healthy subjects with one out of 3 different platforms and single measurements of prothrombin time (PT), and coagulation factors II, V, VII, VIII, IX, X, XI and XIII were analysed. By platform, the variance components of (i) the subjects, (ii) the laboratory and the technician and (iii) the total variance were obtained for fibrinogen as well as (i) and (iii) for the remaining factors using ANOVA. RESULTS: The variability for fibrinogen measurements within a laboratory ranged from 0.02 to 0.04, the variability between laboratories ranged from 0.006 to 0.097. The ICC for fibrinogen ranged from 0.37 to 0.66 and from 0.19 to 0.80 for PT between the platforms. For the remaining factors the ICC's ranged from 0.04 (FII) to 0.93 (FVIII). CONCLUSIONS: Variance components that could be attributed to technicians or laboratory procedures were substantial, led to disappointingly low intraclass correlation coefficients for several factors and were pronounced for some of the platforms. Our findings call for sustained efforts to raise the level of standardization of structures and procedures involved in the quantification of coagulation factors.