Physical Sciences and Mathematics Commons^™

Computational Modelling Enables Robust Multidimensional Nanoscopy, Matthew D. Lew

Electrical & Systems Engineering Publications and Presentations

The following sections are included:

• Present State of Computational Modelling in Fluorescence Nanoscopy

• Recent Contributions to Computational Modelling in Fluorescence Nanoscopy

• Outlook on Computational Modelling in Fluorescence Nanoscopy

• Acknowledgments

• References

A Computationally-Efficient Bound For The Variance Of Measuring The Orientation Of Single Molecules, Tingting Wu, Tianben Ding, Hesam Mazidi, Oumeng Zhang, Matthew D. Lew

Electrical & Systems Engineering Publications and Presentations

Modulating the polarization of excitation light, resolving the polarization of emitted fluorescence, and point spread function (PSF) engineering have been widely leveraged for measuring the orientation of single molecules. Typically, the performance of these techniques is optimized and quantified using the Cramér-Rao bound (CRB), which describes the best possible measurement variance of an unbiased estimator. However, CRB is a local measure and requires exhaustive sampling across the measurement space to fully characterize measurement precision. We develop a global variance upper bound (VUB) for fast quantification and comparison of orientation measurement techniques. Our VUB tightly bounds the diagonal elements of the …

Short-Time Expansions For Call Options On Leveraged Etfs Under Exponential Lévy Models With Local Volatility, José E. Figueroa-López, Ruoting Gong, Matthew Lorig

Mathematics Faculty Publications

In this article, we consider the small-time asymptotics of options on a leveraged exchange-traded fund (LETF) when the underlying exchange-traded fund (ETF) exhibits both local volatility and jumps of either finite or infinite activity. We show that leverage modifies the drift, volatility, jump intensity, and jump distribution of a LETF in addition to inducing the possibility of default, even when the underlying ETF price remains strictly positive. Our main results are closed-form expressions for the leading-order terms of off-the-money European call and put LETF option prices near expiration, with explicit error bounds. These results show that the price of an …

Tau And Aβ Imaging, Csf Measures, And Cognition In Alzheimer's Disease, Matthew R. Brier, Brian Gordon, Karl Friedrichsen, John E. Mccarthy, Ari Stern, Jon Christensen, Christopher Owen, Patricia Aldea, Yi Su, Jason Hassenstab, Nigel J. Cairns, David M. Holtzman, Anne M. Fagan, John C. Morris, Tammie L.S. Benzinger, Beau M. Ances

Mathematics Faculty Publications

Alzheimer’s disease (AD) is characterized by two molecular pathologies: cerebral β-amyloidosis in the form of β-amyloid (Aβ) plaques and tauopathy in the form of neurofibrillary tangles, neuritic plaques, and neuropil threads. Until recently, only Aβ could be studied in humans using positron emission tomography (PET) imaging owing to a lack of tau PET imaging agents. Clinical pathological studies have linked tau pathology closely to the onset and progression of cognitive symptoms in patients with AD. We report PET imaging of tau and Aβ in a cohort of cognitively normal older adults and those with mild AD. Multivariate analyses identified unique …

Acoustic Firearm Discharge Detection And Classification In An Enclosed Environment, Lorenzo Luzi, Eric Gonzalez, Paul Bruillard, Matthew Prowant, James Skorpik, Michael Hughes, Scott Child, Duane Kist, John E. Mccarthy

Mathematics Faculty Publications

Two different signal processing algorithms are described for detection and classification of acoustic signals generated by firearm discharges in small enclosed spaces. The first is based on the logarithm of the signal energy. The second is a joint entropy. The current study indicates that a system using both signal energy and joint entropy would be able to both detect weapon discharges and classify weapon type, in small spaces, with high statistical certainty.

High Contrast Ultrasonic Imaging Of Resin-Rich Regions In Graphite/Epoxy Composites Using Entropy, Michael S. Hughes, John E. Mccarthy, Paul J. Bruillard, Jon N. Marsh, Samuel A. Wickline

Mathematics Faculty Publications

This study compares different approaches for imaging a near-surface resin-rich defect in a thin graphite/epoxy plate using backscattered ultrasound. The specimen was created by cutting a circular hole in the second ply; this region filled with excess resin from the graphite/epoxy sheets during the curing process. Backscat-tered waveforms were acquired using a 4 in. focal length, 5MHz center frequency broadband transducer, scanned on a 100 × 100 grid of points that were 0.03 × 0.03 in. apart. The specimen was scanned with the defect side closest to the transducer. Consequently, the reflection from the resin-rich region cannot be gated from …

Stochastic Models For Plant Microtubule Self-Organization And Structure, Ezgi Can Eren, Ram Dixit, Natarajan Gautam

Biology Faculty Publications & Presentations

One of the key enablers of shape and growth in plant cells is the cortical microtubule (CMT) system, which is a polymer array that forms an appropriately-structured scaffolding in each cell. Plant biologists have shown that stochastic dynamics and simple rules of interactions between CMTs can lead to a coaligned CMT array structure. However, the mechanisms and conditions that cause CMT arrays to become organized are not well understood. It is prohibitively time-consuming to use actual plants to study the effect of various genetic mutations and environmental conditions on CMT self-organization. In fact, even computer simulations with multiple replications are …

Partial Covariance Based Functional Connectivity Computation Using Ledoit-Wolf Covariance Regularization, Matthew R. Brier, Anish Mitra, John E. Mccarthy, Beau M. Ances, Abraham Z. Snyder

Mathematics Faculty Publications

Highlights •We use the well characterized matrix regularization technique described by Ledoit and Wolf to calculate high dimensional partial correlations in fMRI data. •Using this approach we demonstrate that partial correlations reveal RSN structure suggesting that RSNs are defined by widely and uniquely shared variance. •Partial correlation functional connectivity is sensitive to changes in brain state indicating that they contain functional information. Functional connectivity refers to shared signals among brain regions and is typically assessed in a task free state. Functional connectivity commonly is quantified between signal pairs using Pearson correlation. However, resting-state fMRI is a multivariate process exhibiting a …

Local And Distributed Pib Accumulation Associated With Development Of Preclinical Alzheimer's Disease, Matthew R. Brier, John E. Mccarthy, Tammie L.S. Benzinger, Ari Stern, Yi Su, Karl A. Friedrichsen, John C. Morris, Beau M. Ances, Andrei G. Vlassenko

Mathematics Faculty Publications

Amyloid-beta plaques are a hallmark of Alzheimer's disease (AD) that can be assessed by amyloid imaging (e.g., Pittsburgh B compound [PiB]) and summarized as a scalar value. Summary values may have clinical utility but are an average over many regions of interest, potentially obscuring important topography. This study investigates the longitudinal evolution of amyloid topographies in cognitively normal older adults who had normal (N = 131) or abnormal (N = 26) PiB scans at baseline. At 3 years follow-up, 16 participants with a previously normal PiB scan had conversion to PiB scans consistent with preclinical AD. We investigated the multivariate …

Entropy Vs. Energy Waveform Processing: A Comparison Based On The Heat Equation, Michael S. Hughes, John E. Mccarthy, Paul J. Bruillard, Jon N. Marsh, Samuel A. Wickline

Mathematics Faculty Publications

Virtually all modern imaging devices collect electromagnetic or acoustic waves and use the energy carried by these waves to determine pixel values to create what is basically an “energy” picture. However, waves also carry “information,” as quantified by some form of entropy, and this may also be used to produce an “information” image. Numerous published studies have demonstrated the advantages of entropy, or “information imaging”, over conventional methods. The most sensitive information measure appears to be the joint entropy of the collected wave and a reference signal. The sensitivity of repeated experimental observations of a slowly-changing quantity may be defined …

High-Order Short-Time Expansions For Atm Option Prices Of Exponential Lévy Models, José E. Figueroa-López, Ruoting Gong, Christian Houdré

Mathematics Faculty Publications

The short-time asymptotic behavior of option prices for a variety of models with jumps has received much attention in recent years. In this work, a novel second-order approximation for at-the-money (ATM) option prices is derived for a large class of exponential Lévy models with or without Brownian component. The results hereafter shed new light on the connection between both the volatility of the continuous component and the jump parameters and the behavior of ATM option prices near expiration. In the presence of a Brownian component, the second-order term, in time-t, is of the form , with d 2 only depending …

Mathematical Modelling Of Internal Heat Recovery In Flash Tank Heat Exchanger Cascades, Andrei Korobeinikov, John E. Mccarthy, Emma Mooney, Krum Semkov, James Varghese

Mathematics Faculty Publications

Flash tank evaporation combined with a condensing heat exchanger can be used when heat exchange is required between two streams and where at least one of these streams is difficult to handle (tends severely to scale, foul, causing blockages). To increase the efficiency of heat exchange, a cascade of these units in series can be used. Heat transfer relationships in such a cascade are very complex due to their interconnectivity, thus the impact of any changes proposed is difficult to predict. Moreover, the distribution of loads and driving forces in different stages and the number of designed stages faces tradeoffs …