The Monte Carlo forward Euler method with uniform time stepping is the standard technique to compute an approximation of the expected payoff of a solution of an Itô SDE. For a given accuracy requirement TOL, the complexity of this technique for well behaved problems, that is the amount of computational work to solve the problem, is O(TOL-3). A new hybrid adaptive Monte Carlo forward Euler algorithm for SDEs with non-smooth coefficients and low regular observables is developed in this thesis. This adaptive method is based on the derivation of a new error expansion with computable leading-order terms. The basic idea of the new expansion is the use of a mixture of prior information to determine the weight functions and posterior information to compute the local error. In a number of numerical examples the superior efficiency of the hybrid adaptive algorithm over the standard uniform time stepping technique is verified. When a non-smooth binary payoff with either GBM or drift singularity type of SDEs is considered, the new adaptive method achieves the same complexity as the uniform discretization with smooth problems. Moreover, the new developed algorithm is extended to the MLMC forward Euler setting which reduces the complexity from O(TOL-3) to O(TOL-2(log(TOL))2). For the binary option case with the same type of Itô SDEs, the hybrid adaptive MLMC forward Euler recovers the standard multilevel computational cost O(TOL-2(log(TOL))2). When considering a higher order Milstein scheme, a similar complexity result was obtained by Giles using the uniform time stepping for one dimensional SDEs. The difficulty to extend Giles' Milstein MLMC method to the multidimensional case is an argument for the flexibility of our new constructed adaptive MLMC forward Euler method which can be easily adapted to this setting. Similarly, the expected complexity O(TOL-2(log(TOL))2) is reached for the multidimensional case and verified numerically.

Turnover of focal adhesions (FAs) is known to be critical for cell migration and adhesion of proliferative vascular smooth muscle cells (VSMCs). However, it is often assumed that FAs in non-migratory, differentiated vascular smooth muscle cells (dVSMCs) embedded in the wall of healthy blood vessels are static structures. Recent work from our lab has demonstrated agonist-induced actin polymerization and Src-dependent focal adhesion phosphorylation in dVSMCs, suggesting that agonist-induced FA remodeling occurs. However, the mechanisms and extent of FA remodeling are largely unknown in dVSM. Here we show, for the first time, that a distinct subpopulation of dVSM FA proteins, but not the entire FA, remodels in response to the alpha-agonist phenylephrine. VASP and Zyxin displayed the largest redistributions while beta-integrin and FAK showed undetectable redistribution. Vinculin, metavinculin, Src, CAS, and paxillin displayed intermediate degrees of redistribution. Redistributions into membrane fractions were especially prominent, suggesting endosomal mechanisms. Deconvolution microscopy, quantitative colocalization analysis, and proximity ligation assays revealed that phenylephrine increases the association of FA proteins with early endosomal markers Rab5 and EEA1. Endosomal disruption with the small molecule inhibitor primaquine inhibits agonist-induced redistribution of FA proteins, confirming endosomal recycling. FA recycling was also inhibited by cytochalasin D, latrunculin B and colchicine, indicating that the redistribution is actin and microtubule-dependent. Furthermore, inhibition of endosomal recycling causes a significant inhibition of the rate of development of agonist-induced dVSM contractions. Thus, these studies are consistent with the concept that FAs in dVSMCs, embedded in the wall of the aorta, remodel during the action of a vasoconstrictor.

Due to constraints and changes in operating conditions, heat exchangers are often forced to operate under conditions of transitional flow. However, the heat transfer and flow behaviour in this regime is relatively unknown. By describing the transitional characteristics it would be possible to design heat exchangers to operate under these conditions and improve the efficiency of the system. The purpose of this study was to experimentally measure the heat transfer and pressure drop characteristics of smooth tubes at a constant heat flux in the transitional flow regime. The measurements were used to describe the flow behaviour of this regime and attempt to develop a correlation that can be used in the design of a heat exchanger. An experimental set-up was developed, consisting of an overall set-up, a removable test section as well as a controller, which ensured a uniform heat flux boundary. The test section allowed for the measurement of the temperature along the length of the test section, the pressure drop across the test section, the heat flux input and the flow rate. The measurements were used to determine the heat transfer coefficients and friction factor of the system. Three test sections were developed with outer diameters of 6, 8 and 10 mm in order to investigate the influence of heat exchanger size. Each test section was subject to four different heat flux cases of approximately 1 500, 3 000, 4 500 and 6 000 W/m2. The experiments covered a Reynolds number range of 450 to 10 300, a Prandtl number range of 4 to 7, a Nusselt number range of 2.3 to 67, and a Grashoff number range of 60 to 23 000. Good comparison was found between the measurements of this experiment and currently available literature. The experiments showed a smooth transition from laminar to turbulent flow with the onset of transition dependent on the heat flux of the system and with further data capturing, a correlation can be found to describe the Nusselt number in the transitional flow regime. / Dissertation (MEng)--University of Pretoria, 2011. / Mechanical and Aeronautical Engineering / unrestricted

Objective - The majority of apoptotic cells in atherosclerotic lesions are macrophages. However, the pathogenic role of macrophage apoptosis in the development of atherosclerosis remains unclear. Elevated expression of Bax, one of the pivotal proapoptotic proteins of the Bcl-2 family, has been found in human atherosclerotic plaques. Activation of Bax also occurs in free cholesterol-loaded and oxysterol-treated mouse macrophages. In this study, we examined the effect of Bax deficiency in bone marrow-derived leukocytes on the development of atherosclerosis in low-density lipoprotein receptor-null (LDLR-/-) mice. Methods and Results - Fourteen 8-week-old male LDLR-/- mice were lethally irradiated and reconstituted with either wild-type (WT) C57BL6 or Bax-null (Bax-/-) bone marrow. Three weeks later, the mice were challenged with a Western diet for 10 weeks. No differences were found in the plasma cholesterol level between the WT and Bax-/- group. However, quantitation of cross sections from proximal aorta revealed a 49.2% increase (P=0.0259) in the mean lesion area of the Bax-/- group compared with the WT group. A 53% decrease in apoptotic macrophages in the Bax-/- group was found by TUNEL staining (P<0.05). Conclusions - The reduction of apoptotic activity in macrophages stimulates atherosclerosis in LDLR-/- mice, which is consistent with the hypothesis that macrophage apoptosis suppresses the development of atherosclerosis.

The interaction between CD40 ligand (CD154) expressed on activated T cells and its receptor, CD40, has been shown to play a role in the onset and maintenance of autoimmune inflammation. Recent studies suggest that CD154+T cells also contribute to the regulation of atherogenesis due to their capacity to activate CD40+cells of the vasculature, including vascular smooth muscle cells (VSMC). The present study evaluated the signalling events initiated through CD40 ligation which culminate in VSMC chemokine production. CD40 ligation resulted in the phosphorylation/activation of mitogen-activated protein kinases (MAPKs), extracellular signal-regulated kinases 1 and 2 (ERK1/2), and p38, but not c-jun N-terminal kinase. Inhibition of both ERK1/2 and p38 activity abrogated CD40 stimulation of IL-8 and MCP-1 production. CD40-mediated induction of chemokines also showed dependence on the Src family kinase activity. The Src kinase inhibitor, PP2, was found to inhibit CD40-induced phosphorylation of ERK1/2 as well as activation of IκB kinase. An evaluation of Src kinases that may be important in CD40 signalling identified Lyn as a potential candidate. These data indicate that CD40 signalling in VSMC activates a Src family kinase-initiated pathway that results in the induction of MAPK activities required for successful induction of chemokine synthesis.

Smooth muscle contraction regulates the size of the blood vessel lumen which directly affects the mechanical response of the vessel. Folding in arteries has been observed in arteries during excessive contraction, known as a coronary artery spasm. The interplay of muscle contraction, geometry, and material responses and their effects on stability can be understood through mathematical models. Here, we consider a three-layer cross-sectional model of a coronary artery with anisotropic properties and intimal thickening, and perform a linear stability analysis to investigate the circumferential folding patterns that emerge due to muscle contraction. Our model shows that a critical level of contractile activity yields a uniform strain distribution across the arterial wall. When the muscle is contracted above this critical level, the tissue behaves isotropically and it is more prone to circumferential instability. This theoretical framework could serve as a valuable tool to understand the relationship between arterial lumen morphology and wall contraction in health and disease.

Indiana University-Purdue University Indianapolis (IUPUI) / In many longitudinal studies, the time scales upon which we assess the primary outcomes are anchored by pre-specified events. However, these anchoring events are often not observable and they are randomly distributed with unknown distribution. Without direct observations of the anchoring events, the time scale used for analysis are not available, and analysts will not be able to use the traditional longitudinal models to describe the temporal changes as desired. Existing methods often make either ad hoc or strong assumptions on the anchoring events, which are unveri able and prone to biased estimation and invalid inference. Although not able to directly observe, researchers can often ascertain an interval that includes the unobserved anchoring events, i.e., the anchoring events are interval censored. In this research, we proposed a two-stage method to fit commonly used longitudinal models with interval censored anchoring events. In the first stage, we obtain an estimate of the anchoring events distribution by nonparametric method using the interval censored data; in the second stage, we obtain the parameter estimates as stochastic functionals of the estimated distribution. The construction of the stochastic functional depends on model settings. In this research, we considered two types of models. The first model was a distribution-free model, in which no parametric assumption was made on the distribution of the error term. The second model was likelihood based, which extended the classic mixed-effects models to the situation that the origin of the time scale for analysis was interval censored. For the purpose of large-sample statistical inference in both models, we studied the asymptotic properties of the proposed functional estimator using empirical process theory. Theoretically, our method provided a general approach to study semiparametric maximum pseudo-likelihood estimators in similar data situations. Finite sample performance of the proposed method were examined through simulation study. Algorithmically eff- cient algorithms for computing the parameter estimates were provided. We applied the proposed method to a real data analysis and obtained new findings that were incapable using traditional mixed-effects models. / 2 years

京都大学 / 0048 / 新制・課程博士 / 博士(医学) / 甲第17946号 / 医博第3830号 / 新制||医||1000(附属図書館) / 30776 / 京都大学大学院医学研究科医学専攻 / (主査)教授 稲垣 暢也, 教授 小西 郁生, 教授 安達 泰治 / 学位規則第4条第1項該当 / Doctor of Medical Science / Kyoto University / DFAM

Arti cial neural networks (ANNs) are a powerful processing units inspired by the human brain. They can be used in many applications due to their pattern classi cation abilities, ability to model complex nonlinear input-output mappings, and their ability to adapt and learn. The relatively new Smooth Variable Structure Filter (SVSF) has recently been applied to the training of feedforward multilayered neural networks. It has shown to have good accuracy and a fast speed of convergence. In this thesis, an engine fault detection system using an ANN will be implemented. ANNs are used in engine fault detection due to the high-noise environment that engine operate in. Additionally the fault detection system must work while the engine is mounted in a vehicle, which provide additional sources of noise. The SVSF training method is evaluated and compared to other traditional training methods. Also di erent accelerometer types are compared to evaluate whether lower cost accelerometers can be used to keep the system cost down. The system is tested by inducing a missing spark fault, a fault that has a complex fault signature and is di cult to detect, especially in an engine with a high number of cylinders. / Thesis / Master of Applied Science (MASc)

1. We studied the effect of intracellular angiotensin II (Ang II) and related peptides on rat aortic contraction, whether this effect is pharmacologically distinguishable from that induced by extracellular stimulation, and determined the Ca2+ source involved. 2. Compounds were delivered into the cytoplasm of de-endothelized aorta rings using multilamellar liposomes. Contractions were normalized to the maximum obtained with phenylephrine (10-5 M). 3. Intracellular administration of Ang II (incorporation range: 0.01-300 nmol mg-1) resulted in a dose-dependent contraction, insensitive to extracellular administration (10-6 M) of the AT1 receptor antagonist CV11947, the AT2 receptor antagonist PD 123319, or the non-selective AT receptor antagonist and partial agonist saralasin ([Sar1,Val5,Ala8]-Ang II (P < 0.05). 4. Intracellular administration of CV11947 or PD 123319 right shifted the dose-response curve about 1000 fold or 20 fold, respectively. PD 123319 was only effective if less than 30 nmol mg-1 Ang II was incorporated. 5. Contraction was partially desensitized to a second intracellular Ang II addition after 45 min (P < 0.05). 6. Intracellular administration of Ang I and saralasin also induced contraction (P < 0.05). Both responses were sensitive to intracellular CV11947 (P < 0.05), but insensitive to PD 123319. The response to Ang I was independent of intracellular captopril. 7. Contraction induced by extracellular application of Ang II and of Ang I was abolished by extracellular pre-treatment with saralasin or CV11947 (P < 0.05), but not with PD 123319. Extracellular saralasin induced no contraction. 8. Intracellular Ang II induced contraction was not affected by pre-treatment with heparin filled liposomes, but completely abolished in Ca2+-free external medium. 9. These results support the existence of an intracellular binding site for Ang II in rat aorta. Intracellular stimulation induces contraction dependent on Ca2+-influx but not on Ins(1,4,5)P3 mediated release from intracellular Ca2+-stores. Intracellular Ang I and saralasin induce contraction, possibly via the same binding site. Pharmacological properties of this putative intracellular receptor are clearly different from extracellular stimulated AT1 receptors or intracellular angiotensin receptors postulated in other tissue.