Effect of internal viscosity on Brownian dynamics of DNA molecules in shear flow

Yang, Xiao‐Dong; Melnik, Roderick V. N.

doi:10.1016/j.compbiolchem.2007.02.010

Cited by 15 publications

(5 citation statements)

References 12 publications

Supporting

Mentioning

Contrasting

Order By: Relevance

“…Monte Carlo procedures and Markov chain-based approximations have become some of the major tools in addressing complex problems involving uncertainties in a number of application areas [22][23][24][25][26]. Many such problems are multiscale in nature [27][28][29][30][31][32][33][34][35]. In a number of practically important cases, such multiscale problems require the development of mathematical models that go beyond the description of MULTIVARIATE JUMP-DIFFUSION PROCESSES the same parameters and the discretization size of time period = 0.0002.…”

mentioning

confidence: 99%

First passage time for multivariate jump‐diffusion processes in finance and other areas of applications

Zhang

Melnik

2008

Appl Stoch Models Bus & Ind

View full text Add to dashboard Cite

The first passage time (FPT) problem is an important problem with a wide range of applications in science, engineering, economics, and industry. Mathematically, such a problem can be reduced to estimating the probability of a stochastic process first to reach a boundary level. In most important applications in the financial industry, the FPT problem does not have an analytical solution and the development of efficient numerical methods becomes the only practical avenue for its solution. Most of our examples in this contribution are centered around the evaluation of default correlations in credit risk analysis, where we are concerned with the joint defaults of several correlated firms, the task that is reducible to a FPT problem. This task represents a great challenge for jump-diffusion processes (JDP). In this contribution, we develop further our previous fast Monte Carlo method in the case of multivariate (and correlated) JDP. This generalization allows us, among other things, to evaluate the default events of several correlated assets based on a set of empirical data. The developed technique is an efficient tool for a number of financial, economic, and business applications, such as credit analysis, barrier option pricing, macroeconomic dynamics, and the evaluation of risk, as well as for a number of other areas of applications in science and engineering, where the FPT problem arises.Many applications in science, engineering, finance, economics, and industry require the solution of the first passage problem. Examples range from population genetics and other applications in biology, to neurobiology and neurophysiology, to molecule kinetics and problems in chemistry and physics, to rare events modelling and quantum information, and to aerospace engineering applications (e.g. [1][2][3][4]). This problem also arises in financial applications. Although methodologies developed in this paper are applicable to a number of other areas, we exemplify our discussion here with problems from finance.In the financial world, individual companies are usually linked together via economic conditions, so default correlation, defined as the risk of multiple companies' default together, has been an important area of research in credit analysis with applications to joint defaults, credit derivatives, asset pricing, and risk management.Currently, there are two dominant groups of theoretical models used in default correlation. One is a reduced form model, such as in [5] that uses a Copula function to parameterize the default correlation. In this context, it is worthwhile noting that Chen and Sopranzetti [6] have translated the joint default probability into a bivariate normal probability function, making the analysis and applications of such models potentially more convenient.The second group of models for default correlation is a structural form model. Zhou [7] and Hull and White [8] were the first to incorporate default correlation into the Black-Cox first passage structural model. They obtained similar closed-form solutions for two ...

show abstract

mentioning

confidence: 99%

First passage time for multivariate jump‐diffusion processes in finance and other areas of applications

Zhang

Melnik

2008

Appl Stoch Models Bus & Ind

View full text Add to dashboard Cite

show abstract

“…The mesh quality was kept greater than 0.10 to ensure quality for model simulations. The boundary conditions were adapted from Yang et al, wherein the Falkenhagen theory was used to evaluate the viscosity of the PCR mixture (see Supplementary) [31].…”

Section: Methodsmentioning

confidence: 99%

Designing Microfluidic PCR Chip Device Using CFD Software for the Detection of Malaria

Austria,

Garcia,

Caparanga

et al. 2023

Computation

View full text Add to dashboard Cite

Polymerase chain reaction (PCR) technique is one of the molecular methods in amplifying DNA for the detection of malaria. However, the collection and transportation of samples and the processing and dissemination of results via conventional PCR, especially when used for routine clinical practice, can hamper the technique’s sensitivity and specificity. The rampancy of such disease in the Philippines is aggravated by the limited supply of medical machinery and the poor economic state of the country; thus, the need to innovate a device for the early detection of malaria is necessary. With that, this study focuses on designing a microfluidic device that will mimic the function of a conventional genus-specific PCR based on the 18S rRNA gene to detect malaria parasites (Plasmodium falciparum) at low-grade parasitemia. The design was intended to be portable, accessible, and economical, which none from past literature has dealt with specifically for malaria detection. This in silico design is a first in the country specially crafted for such reasons. The proposed device was developed and simulated using ANSYS software for Computational Fluid Dynamics (CFD) analyses. The simulation shows that adding loops to the design increases its relative deviation but minimally compared to having only a straight path design. This indicates that looping is acceptable in designing a microfluidic device to minimize chip length. It was also found that increasing the cross-sectional area of the fluid path decreases the efficiency of the design. Lastly, among the three materials utilized, the chip made of polypropylene is the most efficient, with a relative deviation of 0.94 compared to polycarbonate and polydimethylsiloxane, which have relative deviations of 2.78 and 1.92, respectively. Future researchers may mesh the 44-cycle microfluidic chip due to the limitations of the software used in this study, and other materials, such as biocomposites, may be assessed to broaden the application of the design.

show abstract

“…Notably, micro-vascular perfusion refers to the perfusion at a capillary (or small-scale) level while macro-vascular perfusion is associated with the heat-sink effect caused by large blood vessels [ 120 ]. The blood flow at a micro-vascular level within the biological tissue is typically modeled by utilizing the porous media theory, whereby the tissue is assumed to be comprised of two phases: the solid phase comprising of cells and the extracellular space, and the fluid phase comprising of capillary size blood vessels [ 94 , 95 , 118 , 119 , 121 , 122 , 123 ]. The blood flow within the large blood vessels ( 2 mm in diameter) is modeled by additional coupling of the fluid flow model with the proposed thermo-electric model presented in this study, whereby the geometry of the blood vessel within the computational domain can be incorporated either by including a cylinder or a vascular tree [ 113 , 114 , 115 , 116 , 117 , 124 , 125 ].…”

Section: Clinical Applications Future Outlook and Model Developmementioning

confidence: 99%

Domain Heterogeneity in Radiofrequency Therapies for Pain Relief: A Computational Study with Coupled Models

Singh

Melnik

2020

Bioengineering

View full text Add to dashboard Cite

The objective of the current research work is to study the differences between the predicted ablation volume in homogeneous and heterogeneous models of typical radiofrequency (RF) procedures for pain relief. A three-dimensional computational domain comprising of the realistic anatomy of the target tissue was considered in the present study. A comparative analysis was conducted for three different scenarios: (a) a completely homogeneous domain comprising of only muscle tissue, (b) a heterogeneous domain comprising of nerve and muscle tissues, and (c) a heterogeneous domain comprising of bone, nerve and muscle tissues. Finite-element-based simulations were performed to compute the temperature and electrical field distribution during conventional RF procedures for treating pain, and exemplified here for the continuous case. The predicted results reveal that the consideration of heterogeneity within the computational domain results in distorted electric field distribution and leads to a significant reduction in the attained ablation volume during the continuous RF application for pain relief. The findings of this study could provide first-hand quantitative information to clinical practitioners about the impact of such heterogeneities on the efficacy of RF procedures, thereby assisting them in developing standardized optimal protocols for different cases of interest.

show abstract

Effect of internal viscosity on Brownian dynamics of DNA molecules in shear flow

Cited by 15 publications

References 12 publications

First passage time for multivariate jump‐diffusion processes in finance and other areas of applications

First passage time for multivariate jump‐diffusion processes in finance and other areas of applications

Designing Microfluidic PCR Chip Device Using CFD Software for the Detection of Malaria

Domain Heterogeneity in Radiofrequency Therapies for Pain Relief: A Computational Study with Coupled Models

Contact Info

Product

Resources

About