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Retinal vessels are similar to cerebral vessels in their structure and function. Moderately low oscillation frequencies of around 0.1 Hz have been reported as the driving force for paravascular drainage in gray matter in mice and are known as the frequencies of lymphatic vessels in humans. We aimed to elucidate whether retinal vessel oscillations are altered in Alzheimer's disease (AD) at the stage of dementia or mild cognitive impairment (MCI). Seventeen patients with mild-to-moderate dementia due to AD (ADD); 23 patients with MCI due to AD, and 18 cognitively healthy controls (HC) were examined using Dynamic Retinal Vessel Analyzer. Oscillatory temporal changes of retinal vessel diameters were evaluated using mathematical signal analysis. Especially at moderately low frequencies around 0.1 Hz, arterial oscillations in ADD and MCI significantly prevailed over HC oscillations and correlated with disease severity. The pronounced retinal arterial vasomotion at moderately low frequencies in the ADD and MCI groups would be compatible with the view of a compensatory upregulation of paravascular drainage in AD and strengthen the amyloid clearance hypothesis.
An alternative method is presented to numerically compute interior elastic transmission eigenvalues for various domains in two dimensions. This is achieved by discretizing the resulting system of boundary integral equations in combination with a nonlinear eigenvalue solver. Numerical results are given to show that this new approach can provide better results than the finite element method when dealing with general domains.
Exposure to prolonged periods in microgravity is associated with deconditioning of the musculoskeletal system due to chronic changes in mechanical stimulation. Given astronauts will operate on the Lunar surface for extended periods of time, it is critical to quantify both external (e.g., ground reaction forces) and internal (e.g., joint reaction forces) loads of relevant movements performed during Lunar missions. Such knowledge is key to predict musculoskeletal deconditioning and determine appropriate exercise countermeasures associated with extended exposure to hypogravity.
Analysis and computation of the transmission eigenvalues with a conductive boundary condition
(2022)
We provide a new analytical and computational study of the transmission eigenvalues with a conductive boundary condition. These eigenvalues are derived from the scalar inverse scattering problem for an inhomogeneous material with a conductive boundary condition. The goal is to study how these eigenvalues depend on the material parameters in order to estimate the refractive index. The analytical questions we study are: deriving Faber–Krahn type lower bounds, the discreteness and limiting behavior of the transmission eigenvalues as the conductivity tends to infinity for a sign changing contrast. We also provide a numerical study of a new boundary integral equation for computing the eigenvalues. Lastly, using the limiting behavior we will numerically estimate the refractive index from the eigenvalues provided the conductivity is sufficiently large but unknown.
On the basis of independent and identically distributed bivariate random vectors, where the components are categorial and continuous variables, respectively, the related concomitants, also called induced order statistic, are considered. The main theoretical result is a functional central limit theorem for the empirical process of the concomitants in a triangular array setting. A natural application is hypothesis testing. An independence test and a two-sample test are investigated in detail. The fairly general setting enables limit results under local alternatives and bootstrap samples. For the comparison with existing tests from the literature simulation studies are conducted. The empirical results obtained confirm the theoretical findings.
Inference on the basis of high-dimensional and functional data are two topics which are discussed frequently in the current statistical literature. A possibility to include both topics in a single approach is working on a very general space for the underlying observations, such as a separable Hilbert space. We propose a general method for consistently hypothesis testing on the basis of random variables with values in separable Hilbert spaces. We avoid concerns with the curse of dimensionality due to a projection idea. We apply well-known test statistics from nonparametric inference to the projected data and integrate over all projections from a specific set and with respect to suitable probability measures. In contrast to classical methods, which are applicable for real-valued random variables or random vectors of dimensions lower than the sample size, the tests can be applied to random vectors of dimensions larger than the sample size or even to functional and high-dimensional data. In general, resampling procedures such as bootstrap or permutation are suitable to determine critical values. The idea can be extended to the case of incomplete observations. Moreover, we develop an efficient algorithm for implementing the method. Examples are given for testing goodness-of-fit in a one-sample situation in [1] or for testing marginal homogeneity on the basis of a paired sample in [2]. Here, the test statistics in use can be seen as generalizations of the well-known Cramérvon-Mises test statistics in the one-sample and two-samples case. The treatment of other testing problems is possible as well. By using the theory of U-statistics, for instance, asymptotic null distributions of the test statistics are obtained as the sample size tends to infinity. Standard continuity assumptions ensure the asymptotic exactness of the tests under the null hypothesis and that the tests detect any alternative in the limit. Simulation studies demonstrate size and power of the tests in the finite sample case, confirm the theoretical findings, and are used for the comparison with concurring procedures. A possible application of the general approach is inference for stock market returns, also in high data frequencies. In the field of empirical finance, statistical inference of stock market prices usually takes place on the basis of related log-returns as data. In the classical models for stock prices, i.e., the exponential Lévy model, Black-Scholes model, and Merton model, properties such as independence and stationarity of the increments ensure an independent and identically structure of the data. Specific trends during certain periods of the stock price processes can cause complications in this regard. In fact, our approach can compensate those effects by the treatment of the log-returns as random vectors or even as functional data.
Biomedical applications of magnetic nanoparticles (MNP) fundamentally rely on the particles’ magnetic relaxation as a response to an alternating magnetic field. The magnetic relaxation complexly depends on the interplay of MNP magnetic and physical properties with the applied field parameters. It is commonly accepted that particle core size is a major contributor to signal generation in all the above applications, however, most MNP samples comprise broad distribution spanning nm and more. Therefore, precise knowledge of the exact contribution of individual core sizes to signal generation is desired for optimal MNP design generally for each application. Specifically, we present a magnetic relaxation simulation-driven analysis of experimental frequency mixing magnetic detection (FMMD) for biosensing to quantify the contributions of individual core size fractions towards signal generation. Applying our method to two different experimental MNP systems, we found the most dominant contributions from approx. 20 nm sized particles in the two independent MNP systems. Additional comparison between freely suspended and immobilized MNP also reveals insight in the MNP microstructure, allowing to use FMMD for MNP characterization, as well as to further fine-tune its applicability in biosensing.
This paper considers a paired data framework and discusses the question of marginal homogeneity of bivariate high-dimensional or functional data. The related testing problem can be endowed into a more general setting for paired random variables taking values in a general Hilbert space. To address this problem, a Cramér–von-Mises type test statistic is applied and a bootstrap procedure is suggested to obtain critical values and finally a consistent test. The desired properties of a bootstrap test can be derived that are asymptotic exactness under the null hypothesis and consistency under alternatives. Simulations show the quality of the test in the finite sample case. A possible application is the comparison of two possibly dependent stock market returns based on functional data. The approach is demonstrated based on historical data for different stock market indices.
Edge-based and face-based smoothed finite element methods (ES-FEM and FS-FEM, respectively) are modified versions of the finite element method allowing to achieve more accurate results and to reduce sensitivity to mesh distortion, at least for linear elements. These properties make the two methods very attractive. However, their implementation in a standard finite element code is nontrivial because it requires heavy and extensive modifications to the code architecture. In this article, we present an element-based formulation of ES-FEM and FS-FEM methods allowing to implement the two methods in a standard finite element code with no modifications to its architecture. Moreover, the element-based formulation permits to easily manage any type of element, especially in 3D models where, to the best of the authors' knowledge, only tetrahedral elements are used in FS-FEM applications found in the literature. Shape functions for non-simplex 3D elements are proposed in order to apply FS-FEM to any standard finite element.