Microsatellite variability and genetic distances.

We analyze the within- and between-population dynamics of the distribution of the number of repeats at multiple microsatellite DNA loci subject to stepwise mutation. Analytical expressions for moments up to the fourth order within a locus and the variance of between-locus variance at mutation-drift equilibrium have been obtained. These statistics may be used to test the appropriateness of the one-step mutation model and to detect between-locus variation in the mutation rate. Published data are compatible with the one-step mutation model, although they do not reject the two-step model. Using both multinomial sampling and diffusion approximations for the analysis of the genetic distance introduced by Goldstein et al. [Goldstein, D. B., Linares, A. R., Cavalli-Sforza, L. L. & Feldman, M. W. (1995) Proc. Natl. Acad. Sci. USA 92, 6723-6727], we show that this distance follows a chi 2 distribution with degrees of freedom equal to the number of loci when there is no variation in mutation rates among the loci. In the presence of such variation, the variance of the distance is obtained. We conclude that the number of microsatellite loci required for the construction of phylogenetic trees with reliable branch lengths may be several hundred. Also, mutations that change repeat scores by several units, even though extremely rare, may dramatically influence estimates of population parameters.

A stochastic metapopulation model accounting for habitat dynamics

A stochastic metapopulation model accounting for habitat dynamics is presented. This is the stochastic SIS logistic model with the novel aspect that it incorporates varying carrying capacity. We present results of Kurtz and Barbour, that provide deterministic and diffusion approximations for a wide class of stochastic models, in a form that most easily allows their direct application to population models. These results are used to show that a suitably scaled version of the metapopulation model converges, uniformly in probability over finite time intervals, to a deterministic model previously studied in the ecological literature. Additionally, they allow us to establish a bivariate normal approximation to the quasi-stationary distribution of the process. This allows us to consider the effects of habitat dynamics on metapopulation modelling through a comparison with the stochastic SIS logistic model and provides an effective means for modelling metapopulations inhabiting dynamic landscapes.

Saddlepoint Approximations to the Probability of Ruin in Finite Time for the Compound Poisson Risk Process Perturbed by Diffusion

A large deviations type approximation to the probability of ruin within a finite time for the compound Poisson risk process perturbed by diffusion is derived. This approximation is based on the saddlepoint method and generalizes the approximation for the non-perturbed risk process by Barndorff-Nielsen and Schmidli (Scand Actuar J 1995(2):169–186, 1995). An importance sampling approximation to this probability of ruin is also provided. Numerical illustrations assess the accuracy of the saddlepoint approximation using importance sampling as a benchmark. The relative deviations between saddlepoint approximation and importance sampling are very small, even for extremely small probabilities of ruin. The saddlepoint approximation is however substantially faster to compute.

A Pre-processing Moving Mesh Method for Discontinuous Galerkin Approximations of Advection-Diffusion-Reaction Problems

We propose a pre-processing mesh re-distribution algorithm based upon harmonic maps employed in conjunction with discontinuous Galerkin approximations of advection-diffusion-reaction problems. Extensive two-dimensional numerical experiments with different choices of monitor functions, including monitor functions derived from goal-oriented a posteriori error indicators are presented. The examples presented clearly demonstrate the capabilities and the benefits of combining our pre-processing mesh movement algorithm with both uniform, as well as, adaptive isotropic and anisotropic mesh refinement.

Reaction-diffusion stochastic lattice model for a predator-prey system

We have the purpose of analyzing the effect of explicit diffusion processes in a predator-prey stochastic lattice model. More precisely we wish to investigate the possible effects due to diffusion upon the thresholds of coexistence of species, i. e., the possible changes in the transition between the active state and the absorbing state devoid of predators. To accomplish this task we have performed time dependent simulations and dynamic mean-field approximations. Our results indicate that the diffusive process can enhance the species coexistence.

Stability analysis of Crank-Nicolson and Euler schemes for time-dependent diffusion equations

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

Importance sampling approximations to various probabilities of ruin of spectrally negative Lévy risk processes

This article provides importance sampling algorithms for computing the probabilities of various types ruin of spectrally negative Lévy risk processes, which are ruin over the infinite time horizon, ruin within a finite time horizon and ruin past a finite time horizon. For the special case of the compound Poisson process perturbed by diffusion, algorithms for computing probabilities of ruins by creeping (i.e. induced by the diffusion term) and by jumping (i.e. by a claim amount) are provided. It is shown that these algorithms have either bounded relative error or logarithmic efficiency, as t,x→∞t,x→∞, where t>0t>0 is the time horizon and x>0x>0 is the starting point of the risk process, with y=t/xy=t/x held constant and assumed either below or above a certain constant.

Discrete Models of Time-Fractional Diffusion in a Potential Well

Mathematics Subject Classification: 26A33, 45K05, 60J60, 60G50, 65N06, 80-99.

Quasi-Likelihood Estimation for Ornstein-Uhlenbeck Diffusion Observed at Random Time Points

2000 Mathematics Subject Classification: 60J60, 62M99.

Convection-diffusion in MHD: Comparison of primitive variable and vector potential solutions of the magnetic induction equation

Abstract not available

An hr-adaptive discontinuous Galerkin method for advection-diffusion problems

We propose an adaptive mesh refinement strategy based on exploiting a combination of a pre-processing mesh re-distribution algorithm employing a harmonic mapping technique, and standard (isotropic) mesh subdivision for discontinuous Galerkin approximations of advection-diffusion problems. Numerical experiments indicate that the resulting adaptive strategy can efficiently reduce the computed discretization error by clustering the nodes in the computational mesh where the analytical solution undergoes rapid variation.

Feasibility And Reproducibility Of Diffusion-weighted Magnetic Resonance Imaging Of The Fetal Brain In Twin-twin Transfusion Syndrome.

The aim of this study is to test the feasibility and reproducibility of diffusion-weighted magnetic resonance imaging (DW-MRI) evaluations of the fetal brains in cases of twin-twin transfusion syndrome (TTTS). From May 2011 to June 2012, 24 patients with severe TTTS underwent MRI scans for evaluation of the fetal brains. Datasets were analyzed offline on axial DW images and apparent diffusion coefficient (ADC) maps by two radiologists. The subjective evaluation was described as the absence or presence of water diffusion restriction. The objective evaluation was performed by the placement of 20-mm(2) circular regions of interest on the DW image and ADC maps. Subjective interobserver agreement was assessed by the kappa correlation coefficient. Objective intraobserver and interobserver agreements were assessed by proportionate Bland-Altman tests. Seventy-four DW-MRI scans were performed. Sixty of them (81.1%) were considered to be of good quality. Agreement between the radiologists was 100% for the absence or presence of diffusion restriction of water. For both intraobserver and interobserver agreement of ADC measurements, proportionate Bland-Altman tests showed average percentage differences of less than 1.5% and 95% CI of less than 18% for all sites evaluated. Our data demonstrate that DW-MRI evaluation of the fetal brain in TTTS is feasible and reproducible.

Dependence of the crossover exponent with the diffusion rate in the generalized contact process model

We study how the crossover exponent, phi, between the directed percolation (DP) and compact directed percolation (CDP) behaves as a function of the diffusion rate in a model that generalizes the contact process. Our conclusions are based in results pointed by perturbative series expansions and numerical simulations, and are consistent with a value phi = 2 for finite diffusion rates and phi = 1 in the limit of infinite diffusion rate.

Evaluation of the diffusion capacity of calcium hydroxide pastes through the dentinal tubules

This study aimed to evaluate the diffusion capacity of calcium hydroxide pastes with different vehicles through dentinal tubules. The study was conducted on 60 extracted single-rooted human teeth whose crowns had been removed. The root canals were instrumented and divided into 4 groups according to the vehicle of the calcium hydroxide paste: Group I - distilled water; Group II - propylene glycol; Group III - 0.2% chlorhexidine; Group IV - 2% chlorhexidine. After placement of the root canal dressings, the teeth were sealed and placed in flasks containing deionized water. After 1, 2, 7, 15, 30, 45 and 60 days, the pH of the water was measured to determine the diffusion of calcium hydroxide through the dentinal tubules. The data were recorded and statistically compared by the Tukey test. The results showed that all pastes presented a similar diffusion capacity through dentin. Group IV did not present difference compared to group I. Group II presented difference compared to the other groups, as did Group III. In conclusion, groups I and IV presented a better diffusion capacity through dentin than groups II and III; 2% chlorhexidine can be used as a vehicle in calcium hydroxide pastes.