Transient dynamics and structure of optimal excitations in thermocapillary spreading: Precursor film model

Linearized modal stability theory has shown that the thermocapillary spreading of a liquid film on a homogeneous, completely wetting surface can produce a rivulet instability at the advancing front due to formation of a capillary ridge. Mechanisms that drain fluid from the ridge can stabilize the flow against rivulet formation. Numerical predictions from this analysis for the film speed, shape, and most unstable wavelength agree remarkably well with experimental measurements even though the linearized disturbance operator is non-normal, which allows transient growth of perturbations. Our previous studies using a more generalized nonmodal stability analysis for contact lines models describing partially wetting liquids (i.e., either boundary slip or van der Waals interactions) have shown that the transient amplification is not sufficient to affect the predictions of eigenvalue analysis. In this work we complete examination of the various contact line models by studying the influence of an infinite and flat precursor film, which is the most commonly employed contact line model for completely wetting films. The maximum amplification of arbitrary disturbances and the optimal initial excitations that elicit the maximum growth over a specified time, which quantify the sensitivity of the film to perturbations of different structure, are presented. While the modal results for the three different contact line models are essentially indistinguishable, the transient dynamics and maximum possible amplification differ, which suggests different transient dynamics for completely and partially wetting films. These differences are explained by the structure of the computed optimal excitations, which provides further basis for understanding the agreement between experiment and predictions of conventional modal analysis

From rough path estimates to multilevel Monte Carlo

Discrete approximations to solutions of stochastic differential equations are well-known to converge with strong rate 1/2. Such rates have played a key-role in Giles' multilevel Monte Carlo method [Giles, Oper. Res. 2008] which gives a substantial reduction of the computational effort necessary for the evaluation of diffusion functionals. In the present article similar results are established for large classes of rough differential equations driven by Gaussian processes (including fractional Brownian motion with H>1/4 as special case)

Flows driven by Banach space-valued rough paths

We show in this note how the machinery of C^1-approximate flows devised in the work "Flows driven by rough paths", and applied there to reprove and extend most of the results on Banach space-valued rough differential equations driven by a finite dimensional rough path, can be used to deal with rough differential equations driven by an infinite dimensional Banach space-valued weak geometric Holder p-rough paths, for any p>2, giving back Lyons' theory in its full force in a simple way.Comment: 8 page

Investigation on Dabigatran Etexilate and Worsening of Renal Function in Patients with Atrial fibrillation : the IDEA Study

BACKGROUND AND OBJECTIVES: Warfarin-related nephropathy is an unexplained acute kidney injury, and may occur in patients with supratherapeutic INR, in the absence of overt bleeding. Similar findings have been observed in rats treated with dabigatran etexilate. We conducted a prospective study in dabigatran etexilate-treated patients to assess the incidence of dabigatran-related nephropathy and to investigate the possible correlation between dabigatran plasma concentration (DPC) and worsening renal function. METHOD: One hundred and seven patients treated long term with dabigatran etexilate for non-valvular atrial fibrillation (NVAF) were followed up for 90 days. DPC, serum creatinine (SCr) and serum cystatin C were prospectively measured. Ninety five patients had complete follow-up data and were evaluable for primary endpoint. RESULTS: Eleven patients had supratherapeutic DPC, defined as DPC higher than 200 ng/ml at study enrolment, but at the end of follow-up no patient showed a persistent increase in SCr. No patients experienced acute kidney injury. CONCLUSIONS: Our study shows that no persistent renal detrimental effect is associated with dabigatran treatment. An increase in SCr during dabigatran treatment is reversible and it seems to be unrelated to dabigatran itself

G-Brownian Motion as Rough Paths and Differential Equations Driven by G-Brownian Motion

The present paper is devoted to the study of sample paths of G-Brownian motion and stochastic differential equations (SDEs) driven by G-Brownian motion from the view of rough path theory. As the starting point, we show that quasi-surely, sample paths of G-Brownian motion can be enhanced to the second level in a canonical way so that they become geometric rough paths of roughness 2 < p < 3. This result enables us to introduce the notion of rough differential equations (RDEs) driven by G-Brownian motion in the pathwise sense under the general framework of rough paths. Next we establish the fundamental relation between SDEs and RDEs driven by G-Brownian motion. As an application, we introduce the notion of SDEs on a differentiable manifold driven by GBrownian motion and construct solutions from the RDE point of view by using pathwise localization technique. This is the starting point of introducing G-Brownian motion on a Riemannian manifold, based on the idea of Eells-Elworthy-Malliavin. The last part of this paper is devoted to such construction for a wide and interesting class of G-functions whose invariant group is the orthogonal group. We also develop the Euler-Maruyama approximation for SDEs driven by G-Brownian motion of independent interest