Exploratory semiparametric analysis of two-dimensional diffusions in finance

We examine bivariate extensions of Aït-Sahalia’s approach to the estimation of univariate diffusions. Our message is that extending his idea to a bivariate setting is not straightforward. In higher dimensions, as opposed to the univariate case, the elements of the Itô and Fokker-Planck representations do not coincide; and, even imposing sensible assumptions on the marginal drifts and volatilities is not sufficient to obtain direct generalisations. We develop exploratory estimation and testing procedures, by parametrizing the drifts of both component processes and setting restrictions on the terms of either the Itô or the Fokker-Planck covariance matrices. This may lead to highly nonlinear ordinary differential equations, where the definition of boundary conditions is crucial. For the methods developed, the Fokker-Planck representation seems more tractable than the Itô’s. Questions for further research include the design of regularity conditions on the time series dependence in the data, the kernels actually used and the bandwidths, to obtain asymptotic properties for the estimators proposed. A particular case seems promising: “causal bivariate models” in which only one of the diffusions contributes to the volatility of the other. Hedging strategies which estimate separately the univariate diffusions at stake may thus be improved.

Three-Dimensional Semiautomatic Road Extraction From a High-Resolution Aerial Image by Dynamic-Programming Optimization in the Object Space

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Stress Analysis in Simulation Models With or Without Implant Threads Representation

Purpose: This study aimed to evaluate the influence of implants with or without threads representation on the outcome of a two-dimensional finite element (FE) analysis. Materials and Methods: Two-dimensional FE models that reproduced a frontal section of edentulous mandibular posterior bone were constructed using a standard crown/implant/screw system representation. To evaluate the effect of implant threads, two models were created: a model in which the implant threads were accurately simulated (precise model) and a model in which implants with a smooth surface (press-fit implant) were used (simplified model). An evaluation was performed on ANSYS software, in which a load of 133 N was applied at a 30-degree angulation and 2 mm off-axis from the long axis of the implant on the models, The Von Mises stresses were measured. Results: The precise model (1.45 MPa) showed higher maximum stress values than the simplified model (1.2 MPa). Whereas in the cortical bone, the stress values differed by about 36% (292.95 MPa for the precise model and 401.14 MPa for the simplified model), in trabecular bone (19.35 MPa and 20.35 MPa, respectively), the stress distribution and stress values were similar. Stress concentrations occurred around the implant neck and the implant apex. Conclusions: Considering implant and cortical bone analysis, remarkable differences in stress values were found between the models. Although the models showed different absolute stress values, the stress distribution was similar. INT J ORAL MAXILLOFAC IMPLANTS 2009;24:1040-1044

Evaluation of collagen-based membranes for guided bone regeneration, by three-dimensional computerized microtomography

Objective. The aim of this study was to evaluate the use of a collagen-based membrane compared with no treatment on guided bone regeneration by 3-dimensional computerized microtomography (mu CT).Study Design. Defects were created between the mesial and distal premolar roots of the second and third premolars (beagle dogs; n = 8). A collagen-based membrane (Vitala; Osteogenics Biomedical Inc., TX, USA) was placed in one of the defects (membrane group; n = 16), and the other was left untreated (no-membrane group; n = 16). Left and right sides provided healing samples for 2 and 16 weeks. Three-dimensional bone architecture was acquired by mu CT and categorized as fully regenerated (F, bone height and width) or nonregenerated (N).Results. Chi-square tests (95% level of significance) showed that tooth did not have an effect on outcome (P = .5). Significantly higher F outcomes were observed at 16 weeks than 2 weeks (P = .008) and in membrane group than in no-membrane group (P = .008).Conclusions. The collagen-based membrane influenced bone regeneration at the furcation. (Oral Surg Oral Med Oral Pathol Oral Radiol 2012;114:437-443)

Three-dimensional structure of ribonuclease T-1 complexed with an isosteric phosphonate substrate analogue of GpU: Alternate substrate binding modes and catalysis

The X-ray crystal structure of a complex between ribonuclease T-1 and guanylyl(3'-6')-6'-deoxyhomouridine (GpcU) has been determined at 2.0 Angstrom resolution. This Ligand is an isosteric analogue of the minimal RNA substrate, guanylyl(3'-5')uridine (GpU), where a methylene is substituted for the uridine 5'-oxygen atom. Two protein molecules are part of the asymmetric unit and both have a GpcU bound at the active site in the same manner. The protein-protein interface reveals an extended aromatic stack involving both guanines and three enzyme phenolic groups. A third GpcU has its guanine moiety stacked on His92 at the active site on enzyme molecule A and interacts with GpcU on molecule B in a neighboring unit via hydrogen bonding between uridine ribose 2'- and 3'-OH groups. None of the uridine moieties of the three GpcU molecules in the asymmetric unit interacts directly with the protein. GpcU-active-site interactions involve extensive hydrogen bonding of the guanine moiety at the primary recognition site and of the guanosine 2'-hydroxyl group with His40 and Glu58. on the other hand, the phosphonate group is weakly bound only by a single hydrogen bond with Tyr38, unlike ligand phosphate groups of other substrate analogues and 3'-GMP, which hydrogen-bonded with three additional active-site residues. Hydrogen bonding of the guanylyl 2'-OH group and the phosphonate moiety is essentially the same as that recently observed for a novel structure of a RNase T-1-3'-GMP complex obtained immediately after in situ hydrolysis of exo-(S-p)-guanosine 2',3'-cyclophosphorothioate [Zegers et al. (1998) Nature Struct. Biol. 5, 280-283]. It is likely that GpcU at the active site represents a nonproductive binding mode for GpU [:Steyaert, J., and Engleborghs (1995) fur. J. Biochem. 233, 140-144]. The results suggest that the active site of ribonuclease T-1 is adapted for optimal tight binding of both the guanylyl 2'-OH and phosphate groups (of GpU) only in the transition state for catalytic transesterification, which is stabilized by adjacent binding of the leaving nucleoside (U) group.

Surgical Management of Impacted Teeth Using Three-Dimensional Computed Tomography

The surgical removal of impacted, supernumerary, or ectopic teeth is a routine procedure to the dental surgeon. Because any and all surgical interventions involve anatomic considerations that predispose the patient to a high risk of incidents or complications, it is absolutely necessary to precisely determine the location of the enclosed teeth, to better plan the procedure. Even though the conventional radiographic techniques are commonly used to detect the presence of such teeth, they can present deficiencies. In those situations, additional examinations can be requested. In this article, we are reporting the case of a 12-year-old patient, whose third superior molars appeared in a very atypical position. We chose to request a computed tomography and three-dimensional manipulation of the obtained images. This article, as its main goal, highlighted the importance of computed tomography and of three-dimensional reconstructions as a tool to precisely determine the location of enclosed teeth, thus allowing for a better planning of the surgery and a safer surgical intervention.

Two-matrix string model as constrained (2+1)-dimensional integrable system

We show that the 2-matrix string model corresponds to a coupled system of 2 + 1-dimensional KP and modified KP ((m)KP2+1) integrable equations subject to a specific symmetry constraint. The latter together with the Miura-Konopelchenko map for (m)KP2+1 are the continuum incarnation of the matrix string equation. The (m)KP2+1 Miura and Backhand transformations are natural consequences of the underlying lattice structure. The constrained (m)KP2+1 system is equivalent to a 1 + 1-dimensional generalized KP-KdV hierarchy related to graded SL(3,1). We provide an explicit representation of this hierarchy, including the associated W(2,1)-algebra of the second Hamiltonian structure, in terms of free currents.

Three-dimensional reconstruction of fracture surfaces: Area matching algorithms for automatic parallax measurements

This paper describes two solutions for systematic measurement of surface elevation that can be used for both profile and surface reconstructions for quantitative fractography case studies. The first one is developed under Khoros graphical interface environment. It consists of an adaption of the almost classical area matching algorithm, that is based on cross-correlation operations, to the well-known method of parallax measurements from stereo pairs. A normalization function was created to avoid false cross-correlation peaks, driving to the true window best matching solution at each region analyzed on both stereo projections. Some limitations to the use of scanning electron microscopy and the types of surface patterns are also discussed. The second algorithm is based on a spatial correlation function. This solution is implemented under the NIH Image macro programming, combining a good representation for low contrast regions and many improvements on overall user interface and performance. Its advantages and limitations are also presented.

Determination of disease biomarkers in Eucalyptus by comprehensive two-dimensional gas chromatography and multivariate data analysis

In this paper is reported the use of the chromatographic profiles of volatiles to determine disease markers in plants - in this case, leaves of Eucalyptus globulus contaminated by the necrotroph fungus Teratosphaeria nubilosa. The volatile fraction was isolated by headspace solid phase microextraction (HS-SPME) and analyzed by comprehensive two-dimensional gas chromatography-fast quadrupole mass spectrometry (GC. ×. GC-qMS). For the correlation between the metabolic profile described by the chromatograms and the presence of the infection, unfolded-partial least squares discriminant analysis (U-PLS-DA) with orthogonal signal correction (OSC) were employed. The proposed method was checked to be independent of factors such as the age of the harvested plants. The manipulation of the mathematical model obtained also resulted in graphic representations similar to real chromatograms, which allowed the tentative identification of more than 40 compounds potentially useful as disease biomarkers for this plant/pathogen pair. The proposed methodology can be considered as highly reliable, since the diagnosis is based on the whole chromatographic profile rather than in the detection of a single analyte. © 2013 Elsevier B.V..

Influence of the implant diameter with different sizes of hexagon: Analysis by 3-dimensional finite element method

The aim of this study was to evaluate the stress distribution in implants of regular platforms and of wide diameter with different sizes of hexagon by the 3-dimensional finite element method. We used simulated 3-dimensional models with the aid of Solidworks 2006 and Rhinoceros 4.0 software for the design of the implant and abutment and the InVesalius software for the design of the bone. Each model represented a block of bone from the mandibular molar region with an implant 10 mm in length and different diameters. Model A was an implant 3.75 mm/regular hexagon, model B was an implant 5.00 mm/regular hexagon, and model C was an implant 5.00 mm/ expanded hexagon. A load of 200 N was applied in the axial, lateral, and oblique directions. At implant, applying the load (axial, lateral, and oblique), the 3 models presented stress concentration at the threads in the cervical and middle regions, and the stress was higher for model A. At the abutment, models A and B showed a similar stress distribution, concentrated at the cervical and middle third; model C showed the highest stresses. On the cortical bone, the stress was concentrated at the cervical region for the 3 models and was higher for model A. In the trabecular bone, the stresses were less intense and concentrated around the implant body, and were more intense for model A. Among the models of wide diameter (models B and C), model B (implant 5.00 mm/regular hexagon) was more favorable with regard to distribution of stresses. Model A (implant 3.75 mm/regular hexagon) showed the largest areas and the most intense stress, and model B (implant 5.00 mm/regular hexagon) showed a more favorable stress distribution. The highest stresses were observed in the application of lateral load.

Rotações tridimensionais em biomecânica via quatérnions: aplicações na análise dos movimentos esportivos

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Kallen-Lehmann representation of noncommutative quantum electrodynamics

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Nonperturbative aspects of the two-dimensional massive gauged Thirring model

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Dimensional changes in soft tissues around dental implants following free gingival grafting: an experimental study in dogs

ObjectiveTo study the buccal dimensional tissue changes at oral implants following free gingival grafting, with or without including the keratin layer, performed at the time of implant installation into alveolar mucosa.Material and methodsThe mandibular premolars and first molars were extracted bilaterally in six Beagle dogs. In the right side of the mandible (Test), flaps were first elevated, and the buccal as well as part of the lingual masticatory mucosa was removed. An incision of the periosteum at the buccal aspect was performed to allow the flap to be coronally repositioned. Primary wound closure was obtained. In the left side, the masticatory (keratinized) mucosa was left in situ, and no sutures were applied (Control). After 3months of healing, absence of keratinized mucosa was confirmed at the test sites. Two recipient sites were prepared at each side of the mandible in the region of the third and fourth premolars. All implants were installed with the shoulder placed flush with the buccal alveolar bony crest, and abutments were connected to allow a non-submerged healing. Two free gingival mucosal grafts were harvested from the buccal region of the maxillary canines. One graft was left intact (gingival mucosal graft), while for the second, the epithelial layer was removed (gingival connective tissue graft). Subsequently, the grafts were fixed around the test implants in position of the third and fourth premolars, respectively. After 3months, the animals were euthanized and ground sections obtained.ResultsSimilar bony crest resorption and coronal extension of osseointegration were found at test and control sites. Moreover, similar dimensions of the peri-implant soft tissues were obtained at test and control sites.ConclusionsThe increase in the alveolar mucosal thickness by means of a gingival graft affected the peri-implant marginal bone resorption and soft tissue recession around implants. This resulted in outcomes that were similar to those at implants surrounded by masticatory mucosa, indicating that gingival grafting in the absence of keratinized mucosa around implants may reduce the resorption of the marginal crest and soft tissue recession.

Three-dimensional Doppler evaluation of single spherical samples from the placenta: intra- and interobserver reliability

Objective To evaluate the intra- and interobserver reliability of assessment of three-dimensional power Doppler (3D-PD) indices from single spherical samples of the placenta. Methods Women with singleton pregnancies at 2440 weeks' gestation were included. Three scans were independently performed by two observers; Observer 1 performed the first and third scan, intercalated by the scan of Observer 2. The observers independently analyzed the 3D-PD datasets that they had previously acquired using four different methods, each using a spherical sample: random sample extending from basal to chorionic plate; random sample with 2 cm3 of volume; directed sample to the region subjectively determined as containing more color Doppler signals extending from basal to chorionic plate; or directed sample with 2 cm3 of volume. The vascularization index (VI), flow index (FI) and vascularization flow index (VFI) were evaluated in each case. The observers were blinded to their own and each other's results. Additional evaluation was performed according to placental location: anterior, posterior and fundal or lateral. Intra- and interobserver reliability was assessed by intraclass correlation coefficients (ICC). Results Ninety-five pregnancies were included in the analysis. All three placental 3D-PD indices showed only weak to moderate reliability (ICC < 0.66 and ICC < 0.48, intra- and interobserver, respectively). The highest values of ICC were observed when using directed spherical samples from basal to chorionic plate. When analyzed by placental location, we found lower ICCs for lateral and fundal placentae compared to anterior and posterior ones. Conclusion Intra- and interobserver reliability of assessment of placental 3D-PD indices from single spherical samples in pregnant women greater than 24 weeks' gestation is poor to moderate, and clinical usefulness of these indices is likely to be limited. Copyright (c) 2012 ISUOG. Published by John Wiley & Sons, Ltd.