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A system of ODEs for representing trends of CGM signals 用于表示 CGM 信号趋势的 ODEs 系统
IF 2.6 Q3 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS Pub Date : 2024-09-17 DOI: 10.1186/s13362-024-00161-w
Giulia Elena Aliffi, Giovanni Nastasi, Vittorio Romano, Dario Pitocco, Alessandro Rizzi, Elvin J. Moore, Andrea De Gaetano
Diabetes Mellitus is a metabolic disorder which may result in severe and potentially fatal complications if not well-treated and monitored. In this study, a quantitative analysis of the data collected using CGM (Continuous Glucose Monitoring) devices from eight subjects with type 2 diabetes in good metabolic control at the University Polyclinic Agostino Gemelli, Catholic University of the Sacred Heart, was carried out. In particular, a system of ordinary differential equations whose state variables are affected by a sequence of stochastic perturbations was proposed and used to extract more informative inferences from the patients’ data. For this work, Matlab and R programs were used to find the most appropriate values of the parameters (according to the Akaike Information Criterion (AIC) and the Bayesian Information Criterion (BIC)) for each patient. Fitting was carried out by Particle Swarm Optimization to minimize the ordinary least squares error between the observed CGM data and the data from the ODE model. Goodness of fit tests were made in order to assess which probability distribution was best suitable for representing the waiting times computed from the model parameters. Finally, both parametric and non-parametric density estimation of the frequency histograms associated with the variability of the glucose elimination rate from blood were conducted and their representative parameters assessed from the data. The results show that the chosen models succeed in capturing most of the glucose fluctuations for almost every patient.
糖尿病是一种代谢性疾病,如果治疗和监测不力,可能会导致严重的并发症,甚至可能致命。在这项研究中,对天主教圣心大学阿戈斯蒂诺-杰梅里综合诊所使用 CGM(连续血糖监测)设备收集到的八名代谢控制良好的 2 型糖尿病患者的数据进行了定量分析。特别是提出了一个状态变量受一系列随机扰动影响的常微分方程系统,并将其用于从患者数据中提取更多信息推断。在这项工作中,我们使用 Matlab 和 R 程序为每位患者找到最合适的参数值(根据 Akaike 信息准则(AIC)和贝叶斯信息准则(BIC))。拟合采用粒子群优化法,以最小化 CGM 观察数据与 ODE 模型数据之间的普通最小二乘误差。为了评估哪种概率分布最适合代表根据模型参数计算出的等待时间,还进行了拟合优度测试。最后,对与血液中葡萄糖消除率变化相关的频率直方图进行了参数和非参数密度估计,并根据数据评估了其代表参数。结果表明,所选模型成功地捕捉到了几乎所有患者的大部分血糖波动。
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引用次数: 0
Fast 3D solvers for interactive computational mechanics 用于交互式计算力学的快速三维求解器
IF 2.6 Q3 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS Pub Date : 2024-09-16 DOI: 10.1186/s13362-024-00160-x
Stefan Gavranovic, Zain Hassan, Lukas Failer, Dirk Hartmann
While interactive simulations have been mostly limited to Computer Graphics applications, new generations of Graphics Processing Units (GPUs) allow the realization of industrial-grade interactive 3D physics simulations. By combining an immersed boundary method with efficient GPU-based MINRES and CG solvers using a GPU-based geometric multigrid preconditioner, we demonstrate a fast industrial 3D computational mechanics solver. The various implementation aspects - specifically how they differ from similar concepts used in the Computer Graphics community - are discussed in detail. The proposed concept opens up new classes of industrial simulation applications allowing a democratization beyond today’s expert users, from designer centric simulation to operational and service decisions based on 3D simulations. To support this, we provide various benchmark cases including a real-world study of a simulation-based service decision for a damaged gear-box mount.
虽然交互式仿真大多局限于计算机图形应用,但新一代图形处理器(GPU)允许实现工业级交互式三维物理仿真。通过将沉浸边界法与基于 GPU 的 MINRES 和 CG 求解器(使用基于 GPU 的几何多格预处理器)高效结合,我们展示了一种快速的工业级三维计算力学求解器。我们详细讨论了各种实现方面,特别是它们与计算机图形学界使用的类似概念有何不同。所提出的概念开辟了新的工业仿真应用领域,使其超越了当今的专家用户,从以设计师为中心的仿真到基于三维仿真的运营和服务决策,实现了民主化。为了证明这一点,我们提供了各种基准案例,包括对损坏的变速箱支架进行基于仿真的服务决策的实际研究。
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引用次数: 0
Ensemble Kalman inversion for image guided guide wire navigation in vascular systems 用于血管系统图像引导导丝导航的集合卡尔曼反演
IF 2.6 Q3 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS Pub Date : 2024-09-10 DOI: 10.1186/s13362-024-00159-4
Matei Hanu, Jürgen Hesser, Guido Kanschat, Javier Moviglia, Claudia Schillings, Jan Stallkamp
This paper addresses the challenging task of guide wire navigation in cardiovascular interventions, focusing on the parameter estimation of a guide wire system using Ensemble Kalman Inversion (EKI) with a subsampling technique. The EKI uses an ensemble of particles to estimate the unknown quantities. However, since the data misfit has to be computed for each particle in each iteration, the EKI may become computationally infeasible in the case of high-dimensional data, e.g. high-resolution images. This issue can been addressed by randomised algorithms that utilize only a random subset of the data in each iteration. We introduce and analyse a subsampling technique for the EKI, which is based on a continuous-time representation of stochastic gradient methods and apply it to on the parameter estimation of our guide wire system. Numerical experiments with real data from a simplified test setting demonstrate the potential of the method.
本文探讨了心血管介入治疗中导引线导航这一具有挑战性的任务,重点是利用集合卡尔曼反演(EKI)和子采样技术对导引线系统进行参数估计。EKI 使用粒子集合来估计未知量。然而,由于在每次迭代中都要计算每个粒子的数据错配,因此在高维数据(如高分辨率图像)的情况下,EKI 在计算上可能会变得不可行。这个问题可以通过随机算法来解决,即在每次迭代中只使用数据的随机子集。我们介绍并分析了一种基于随机梯度法连续时间表示的 EKI 子采样技术,并将其应用于导丝系统的参数估计。利用简化测试环境中的真实数据进行的数值实验证明了该方法的潜力。
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引用次数: 0
Testing for finite variance with applications to vibration signals from rotating machines 应用于旋转机械振动信号的有限方差测试
IF 2.6 Q3 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS Pub Date : 2024-08-27 DOI: 10.1186/s13362-024-00157-6
Katarzyna Skowronek, Radosław Zimroz, Agnieszka Wyłomańska
In this paper we propose an algorithm for testing whether the independent observations come from finite-variance distribution. The preliminary knowledge about the data properties may be crucial for its further analysis and selection of the appropriate model. The idea of the testing procedure is based on the simple observation that the empirical cumulative even moment (ECEM) for data from finite-moments distribution tends to some constant whereas for data coming from heavy-tailed distribution, the ECEM exhibits irregular chaotic behavior. Based on this fact, in this paper we parameterize the regular/irregular behavior of the ECEM and construct a new test statistic. The efficiency of the testing procedure is verified for simulated data from three heavy-tailed distributions with possible finite and infinite variances. The effectiveness is analyzed for data represented in time domain. The simulation study is supported by analysis of real vibration signals from rotating machines. Here, the analyses are provided for data in both the time and time-frequency domains.
在本文中,我们提出了一种测试独立观测值是否来自有限方差分布的算法。有关数据属性的初步知识可能对进一步分析和选择合适的模型至关重要。测试程序的想法基于一个简单的观察,即对于来自有限方差分布的数据,其经验累积偶矩(ECEM)趋向于某个常数,而对于来自重尾分布的数据,ECEM 则表现出不规则的混沌行为。基于这一事实,本文对 ECEM 的规则/不规则行为进行了参数化,并构建了一个新的检验统计量。测试程序的效率在三种重尾分布的模拟数据中得到了验证,这三种分布的方差可能是有限的,也可能是无限的。对时域数据的有效性进行了分析。通过分析旋转机械的真实振动信号,为模拟研究提供了支持。在此,对时域和时频域的数据都进行了分析。
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引用次数: 0
A quadratic optimization program for the inverse elastography problem 反弹性成像问题的二次优化程序
IF 2.6 Q3 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS Pub Date : 2024-08-19 DOI: 10.1186/s13362-024-00156-7
Sílvia Barbeiro, Rafael Henriques, José Luis Santos
In this work we focus on the development of a numerical algorithm for the inverse elastography problem. The goal is to perform an efficient material parameter identification knowing the elastic displacement field induced by a mechanical load. We propose to define the inverse problem through a quadratic optimization program which uses the direct problem formulation to define the objective function. In this way, we end up with a convex minimization problem which attains its minimum at the solution of a linear system. The effectiveness of our method is illustrated through numeral examples.
在这项工作中,我们重点开发了一种用于反弹性成像问题的数值算法。我们的目标是在了解机械载荷引起的弹性位移场的情况下,进行有效的材料参数识别。我们建议通过二次优化程序来定义逆问题,该程序使用直接问题公式来定义目标函数。这样,我们就得到了一个凸最小化问题,该问题在线性系统的解中达到最小值。我们将通过数字示例来说明我们方法的有效性。
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引用次数: 0
Stochastic geometry models for texture synthesis of machined metallic surfaces: sandblasting and milling 机加工金属表面纹理合成的随机几何模型:喷砂和铣削
IF 2.6 Q3 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS Pub Date : 2024-08-16 DOI: 10.1186/s13362-024-00155-8
Natascha Jeziorski, Claudia Redenbach
Training defect detection algorithms for visual surface inspection systems requires a large and representative set of training data. Often there is not enough real data available which additionally cannot cover the variety of possible defects. Synthetic data generated by a synthetic visual surface inspection environment can overcome this problem. Therefore, a digital twin of the object is needed, whose micro-scale surface topography is modeled by texture synthesis models. We develop stochastic texture models for sandblasted and milled surfaces based on topography measurements of such surfaces. As the surface patterns differ significantly, we use separate modeling approaches for the two cases. Sandblasted surfaces are modeled by a combination of data-based texture synthesis methods that rely entirely on the measurements. In contrast, the model for milled surfaces is procedural and includes all process-related parameters known from the machine settings.
训练视觉表面检测系统的缺陷检测算法需要大量具有代表性的训练数据集。通常情况下,没有足够的真实数据,也就无法涵盖各种可能的缺陷。由合成视觉表面检测环境生成的合成数据可以解决这个问题。因此,我们需要一个物体的数字孪生模型,通过纹理合成模型对其微观表面形貌进行建模。我们根据对喷砂和铣削表面的地形测量结果,开发了喷砂和铣削表面的随机纹理模型。由于表面形态差异很大,我们对这两种情况分别采用了不同的建模方法。喷砂表面的建模方法结合了基于数据的纹理合成方法,完全依赖于测量结果。与此相反,铣削表面的模型是程序化的,包括机器设置中已知的所有与加工相关的参数。
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引用次数: 0
Transient motion classification and segment analysis of diffusive trajectories of G proteins and coupled-receptors in a living cell 活细胞中 G 蛋白和耦合受体扩散轨迹的瞬态运动分类和分段分析
IF 2.6 Q3 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS Pub Date : 2024-08-14 DOI: 10.1186/s13362-024-00151-y
Aleksander A. Stanislavsky, Aleksander Weron
The molecular movement in single particle tracking (SPT) experiments shows a crucial role of diffusion in many biological processes such as signaling, cellular organization, transport mechanisms, and more. The SPT analysis detects not only classical Brownian motion but diffusion with other features. These include directed diffusion and confined motion. The behavior remains a challenging problem for several reasons. Due to the action of many physical processes, random trajectories of cellular molecules are segmented in different diffusive modes. Often their study requires sophisticated algorithms for the analysis of statistical properties. In this paper we consider the segment analysis for trajectories of G proteins and coupled-receptors in living cells. Their movement is often transient and switches among free diffusion, confined diffusion, directed diffusion, and immobility. Moreover, the confined segments can have both Gaussian and non-Gaussian statistics. The types of alternation of diffusive modes along the trajectories of G proteins and coupled-receptors are analyzed.
单粒子追踪(SPT)实验中的分子运动表明,扩散在信号传递、细胞组织、运输机制等许多生物过程中都起着至关重要的作用。SPT 分析不仅能检测到经典的布朗运动,还能检测到具有其他特征的扩散。这些特征包括定向扩散和封闭运动。由于多种原因,这种行为仍然是一个具有挑战性的问题。由于许多物理过程的作用,细胞分子的随机轨迹被分割成不同的扩散模式。对它们的研究通常需要复杂的统计特性分析算法。在本文中,我们考虑对活细胞中的 G 蛋白和耦合受体的轨迹进行分段分析。它们的运动通常是瞬时的,并在自由扩散、封闭扩散、定向扩散和不动之间切换。此外,受限段可能具有高斯和非高斯统计量。本文分析了 G 蛋白和耦合受体轨迹上的扩散模式交替类型。
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引用次数: 0
Fast computation of function composition derivatives for flatness-based control of diffusion problems 快速计算基于平面控制的扩散问题的函数组成导数
IF 2.6 Q3 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS Pub Date : 2024-08-02 DOI: 10.1186/s13362-024-00143-y
Stephan Scholz, Lothar Berger
The chain rule is a standard tool in differential calculus to find derivatives of composite functions. Faà di Bruno’s formula is a generalization of the chain rule and states a method to find high-order derivatives. In this contribution, we propose an algorithm based on Faà di Bruno’s formula and Bell polynomials (Bell in Ann Math 29:38–46, 1927; Parks and Krantz in A primer of real analytic functions, 2012) to compute the structure of derivatives of function compositions. The application of our method is showcased using trajectory planning for the heat equation (Laroche et al. in Int J Robust Nonlinear Control 10(8):629–643, 2000).
链式法则是微分学中求复合函数导数的标准工具。Faà di Bruno 公式是对链式法则的概括,提出了一种求高阶导数的方法。在这篇论文中,我们提出了一种基于 Faà di Bruno 公式和贝尔多项式(Bell,发表于 Ann Math 29:38-46, 1927 年;Parks 和 Krantz,发表于 A primer of real analytic functions, 2012 年)的算法,用于计算函数合成导数的结构。我们的方法在热方程的轨迹规划中得到了应用(Laroche 等人,载于 Int J Robust Nonlinear Control 10(8):629-643, 2000)。
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引用次数: 0
Pricing of insurance-linked securities: a multi-peril approach 保险挂钩证券的定价:多风险方法
IF 2.6 Q3 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS Pub Date : 2024-07-31 DOI: 10.1186/s13362-024-00154-9
Krzysztof Burnecki, Marek A. Teuerle, Martyna Zdeb
In this paper we build a methodology for pricing of insurance-linked securities which are tied to multiple natural catastrophe perils. As a representative example, we construct a multi-peril catastrophe (CAT) bond which can be linked to the industry loss indices or actual losses incurred by an insurer. We provide pricing formulas for such CAT bonds. We illustrate the introduced methodology on the US natural catastrophe data obtained from Property Claim Services (PCS). Within this dataset, we specifically examine two types of risks: losses associated with wind and thunderstorm events, and those linked to winter storm events. Then, we fit and validate the underlying compound non-homogeneous Poisson processes taking into account the fact that the data are left-truncated. The best fitted loss distributions appear to be Burr and Generalised Extreme Value and for the first peril and log-normal for the second. Finally, we visualise the zero-coupon CAT bond prices for the selected best-fitted models.
在本文中,我们建立了一种与多种自然灾害挂钩的保险挂钩证券的定价方法。作为一个代表性的例子,我们构建了一种多灾害(CAT)债券,它可以与行业损失指数或保险公司的实际损失挂钩。我们提供了此类 CAT 债券的定价公式。我们利用从财产索赔服务公司(PCS)获得的美国自然灾害数据来说明所介绍的方法。在该数据集中,我们特别研究了两类风险:与风和雷暴事件相关的损失,以及与冬季风暴事件相关的损失。然后,考虑到数据是左截断的,我们拟合并验证了潜在的复合非均质泊松过程。对于第一种危险,最佳拟合损失分布似乎是伯尔分布和广义极值分布,对于第二种危险,最佳拟合损失分布似乎是对数正态分布。最后,我们展示了所选最佳拟合模型的零息 CAT 债券价格。
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引用次数: 0
Spline-based methods for functional data on multivariate domains 基于样条的多元域函数数据方法
IF 2.6 Q3 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS Pub Date : 2024-07-30 DOI: 10.1186/s13362-024-00153-w
Rani Basna, Hiba Nassar, Krzysztof Podgórski
Functional data analysis is typically performed in two steps: first, functionally representing discrete observations, and then applying functional methods to the so-represented data. The initial choice of a functional representation may have a significant impact on the second phase of the analysis, as shown in recent research, where data-driven spline bases outperformed the predefined rigid choice of functional representation. The method chooses an initial functional basis by an efficient placement of the knots using a simple machine-learning algorithm. The knot selection approach does not apply directly when the data are defined on domains of a higher dimension than one such as, for example, images. The reason is that in higher dimensions the convenient and numerically efficient spline spaces use tensor bases that require knots located on a lattice. This fundamentally limits flexible knot placement which is fundamental for the approach. The goal of this research is two-fold: first, to propose modified approaches that circumvent the issue by coding the irregular knot selection into the topology of the spaces of tensor-based splines; second, to apply the approach to a classification problem workflow for functional data that utilizes knot selection. The performance is preliminarily accessed on a benchmark dataset and shown to be comparable to or better than the previous methods.
函数数据分析通常分两步进行:首先,对离散观测数据进行函数表示,然后将函数方法应用于如此表示的数据。函数表示法的初始选择可能会对第二阶段的分析产生重大影响,最近的研究表明,数据驱动的样条曲线基础优于预定义的函数表示法刚性选择。该方法通过使用简单的机器学习算法有效地放置节点来选择初始函数基础。当数据定义在比一维更高的域上时(例如图像),节点选择方法并不能直接应用。原因在于,在更高维度中,方便且数值效率高的样条线空间使用张量基,而张量基要求节点位于网格上。这从根本上限制了灵活的节点位置,而节点位置是该方法的基础。本研究的目标有两个方面:首先,通过将不规则节点选择编码到基于张量的花键空间拓扑中,提出规避这一问题的改进方法;其次,将该方法应用于利用节点选择的函数数据分类问题工作流程。在一个基准数据集上初步检验了该方法的性能,结果表明其性能与之前的方法相当,甚至更好。
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引用次数: 0
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Journal of Mathematics in Industry
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