Algebraic Structures and Stochastic Differential Equations driven by Levy processes

We construct an efficient integrator for stochastic differential systems driven by Levy processes. An efficient integrator is a strong approximation that is more accurate than the corresponding stochastic Taylor approximation, to all orders and independent of the governing vector fields. This holds provided the driving processes possess moments of all orders and the vector fields are sufficiently smooth. Moreover the efficient integrator in question is optimal within a broad class of perturbations for half-integer global root mean-square orders of convergence. We obtain these results using the quasi-shuffle algebra of multiple iterated integrals of independent Levy processes.Comment: 41 pages, 11 figure

Levy Processes and Quasi-Shuffle Algebras

We investigate the algebra of repeated integrals of semimartingales. We prove that a minimal family of semimartingales generates a quasi-shuffle algebra. In essence, to fulfill the minimality criterion, first, the family must be a minimal generator of the algebra of repeated integrals generated by its elements and by quadratic covariation processes recursively constructed from the elements of the family. Second, recursively constructed quadratic covariation processes may lie in the linear span of previously constructed ones and of the family, but may not lie in the linear span of repeated integrals of these. We prove that a finite family of independent Levy processes that have finite moments generates a minimal family. Key to the proof are the Teugels martingales and a strong orthogonalization of them. We conclude that a finite family of independent Levy processes form a quasi-shuffle algebra. We discuss important potential applications to constructing efficient numerical methods for the strong approximation of stochastic differential equations driven by Levy processes.Comment: 10 page

Determination and impact of surface radiative processes for TOGA COARE

Experiments using atmospheric general circulation models have shown that the atmospheric circulation is very sensitive to small changes in sea surface temperature in the tropical western Pacific Ocean warm pool region. The mutual sensitivity of the ocean and the atmosphere in the warm pool region places stringent requirements on models of the coupled ocean atmosphere system. At present, the situation is such that diagnostic studies using available data sets have been unable to balance the surface energy budget in the warm pool region to better than 50 to 80 W/sq m. The Tropical Ocean Global Atmosphere (TOGA) Coupled Ocean Atmosphere Response Experiment (COARE) is an observation and modelling program that aims specifically at the elucidation of the physical process which determine the mean and transient state of the warm pool region and the manner in which the warm pool interacts with the global ocean and atmosphere. This project focuses on one very important aspect of the ocean atmosphere interface component of TOGA COARE, namely the temporal and spatial variability of surface radiative fluxes in the warm pool region

Study of cost/benefit tradeoffs for reducing the energy consumption of the commercial air transportation system

Economic studies were conducted for three general fuel conserving options: (1) improving fuel consumption characteristics of existing aircraft via retrofit modifications; (2) introducing fuel efficient derivations of existing production aircraft and/or introducing fuel efficient, current state-of-the-art new aircraft; and (3) introducing an advanced state-of-the-art turboprop airplane. These studies were designed to produce an optimum airline fleet mix for the years 1980, 1985 and 1990. The fleet selected accommodated a normal growth market by introducing somewhat larger aircraft while solving for maximum departure frequencies and a minimum load factor corresponding to a 15% investment hurdle rate. Fuel burnt per available-seat-mile flown would drop 22% from 1980 to 1990 due to the use of more fuel efficient aircraft designs, larger average aircraft size, and increased seating density. An inflight survey was taken to determine air traveler attitudes towards a new generation of advanced turboprops

The room temperature phosphine-free synthesis of near-infrared emitting HgSe quantum dots

Luminescent mercury selenide (HgSe) quantum dots have been synthesised by a phosphine-free method using oleic acid as a capping agent. The modification of experimental conditions such as temperature resulted in particles of various sizes (15–100 nm) and morphologies not previously seen in HgSe, with emission tuneable between 1000 nm and 1350 nm

Patterns of unexpected in-hospital deaths: a root cause analysis

<p>Abstract</p> <p>Background</p> <p>Respiratory alarm monitoring and rapid response team alerts on hospital general floors are based on detection of simple numeric threshold breaches. Although some uncontrolled observation trials in select patient populations have been encouraging, randomized controlled trials suggest that this simplistic approach may not reduce the unexpected death rate in this complex environment. The purpose of this review is to examine the history and scientific basis for threshold alarms and to compare thresholds with the actual pathophysiologic patterns of evolving death which must be timely detected.</p> <p>Methods</p> <p>The Pubmed database was searched for articles relating to methods for triggering rapid response teams and respiratory alarms and these were contrasted with the fundamental timed pathophysiologic patterns of death which evolve due to sepsis, congestive heart failure, pulmonary embolism, hypoventilation, narcotic overdose, and sleep apnea.</p> <p>Results</p> <p>In contrast to the simplicity of the numeric threshold breach method of generating alerts, the actual patterns of evolving death are complex and do not share common features until near death. On hospital general floors, unexpected clinical instability leading to death often progresses along three distinct patterns which can be designated as Types I, II and III. Type I is a pattern comprised of hyperventilation compensated respiratory failure typical of congestive heart failure and sepsis. Here, early hyperventilation and respiratory alkalosis can conceal the onset of instability. Type II is the pattern of classic CO2 narcosis. Type III occurs only during sleep and is a pattern of ventilation and SPO2 cycling caused by instability of ventilation and/or upper airway control followed by precipitous and fatal oxygen desaturation if arousal failure is induced by narcotics and/or sedation.</p> <p>Conclusion</p> <p>The traditional threshold breach method of detecting instability on hospital wards was not scientifically derived; explaining the failure of threshold based monitoring and rapid response team activation in randomized trials. Furthermore, the thresholds themselves are arbitrary and capricious. There are three common fundamental pathophysiologic patterns of unexpected hospital death. These patterns are too complex for early detection by any unifying numeric threshold. New methods and technologies which detect and identify the actual patterns of evolving death should be investigated.</p

A land resource survey of the Fall Point coastline, Broome, W.A.

The purpose of this study was to find a suitable location for a bird observatory and provide adequate coastal land resource data for the area. The main selection criteria and conditions were: the location was closely adjacent to major wader roosting and feeding sites; all-seasons access was required; the location provided a site of around 2 1/2 hectares to provide space for one or more buildings, camp ground and associated facilities ; anticipated access tracks, site developments and levels of use

Inhibition of interleukin-1β-stimulated collagenase and stromelysin expression in human tendon fibroblasts by epigallocatechin gallate ester

The medicinal benefits of green tea (Camellia sinensis) consumption have been attributed to bioavailable polyphenols, notably epigallocatechin gallate (EGCG). We have assessed the effects of EGCG and its non-esterified counterpart EGC on the expression of the collagenases, matrix metalloproteinases (MMP)-1 and -13, and the stromelysin, MMP-3, in human tendon-derived fibroblasts. Interleukin (IL)-1ß increased MMP-1, -3 and -13 mRNA and output at least 30-fold. EGCG reduced this stimulation, by 20–30% at 2.5 µM and more than 80% at 25 µM, and had a smaller effect on MMP-2 mRNA expression, which was not stimulated by IL-1ß. In all experiments EGCG was at least 10-fold more potent than EGC. EGCG reduced the stimulation of p54 JNK/SAPK phosphorylation by IL-1ß but did not affect p38 MAPK phosphorylation, the degradation of I?B or the activating phosphorylation of NF?B. We conclude that EGCG reduces the IL-1-stimulated expression of both collagenase and stromelysin mRNA species, an effect which may be mediated by inhibition of the JNK/SAPK pathway. Taken together with previous reports of EGCG effects on the expression and/or activity of gelatinases and aggrecanases, our results underline the importance of extracellular matrix breakdown as a potential target for the actions of green tea polyphenols

Shapes of Molecular Cloud Cores and the Filamentary Mode of Star Formation

Using recent dust continuum data, we generate the intrinsic ellipticity distribution of dense, starless molecular cloud cores. Under the hypothesis that the cores are all either oblate or prolate randomly-oriented spheroids, we show that a satisfactory fit to observations can be obtained with a gaussian prolate distribution having a mean intrinsic axis ratio of 0.54. Further, we show that correlations exist between the apparent axis ratio and both the peak intensity and total flux density of emission from the cores, the sign of which again favours the prolate hypothesis. The latter result shows that the mass of a given core depends on its intrinsic ellipticity. Monte Carlo simulations are performed to find the best-fit power law of this dependence. Finally, we show how these results are consistent with an evolutionary scenario leading from filamentary parent clouds to increasingly massive, condensed, and roughly spherical embedded cores.Comment: 16 pages, incl. 11 Postscript figures. Accepted by Ap

Turbulence and angular momentum transport in a global accretion disk simulation

The global development of magnetohydrodynamic turbulence in an accretion disk is studied within a simplified disk model that omits vertical stratification. Starting with a weak vertical seed field, a saturated state is obtained after a few tens of orbits in which the energy in the predominantly toroidal magnetic field is still subthermal. The efficiency of angular momentum transport, parameterized by the Shakura-Sunyaev alpha parameter, is of the order of 0.1. The dominant contribution to alpha comes from magnetic stresses, which are enhanced by the presence of weak net vertical fields. The power spectra of the magnetic fields are flat or decline only slowly towards the largest scales accessible in the calculation, suggesting that the viscosity arising from MHD turbulence may not be a locally determined quantity. I discuss how these results compare with observationally inferred values of alpha, and possible implications for models of jet formation.Comment: ApJ Letters, in press. The paper and additional visualizations are available at http://www.cita.utoronto.ca/~armitage/global_abs.htm