Optimal Stopping for Processes with Independent Increments, and Applications

In this paper we present an explicit solution to the infinite-horizon optimal stopping problem for processes with stationary independent increments, where reward functions admit a certain representation in terms of the process at a random time. It is shown that it is optimal to stop at the first time the process crosses a level defined as the root of an equation obtained from the representation of the reward function. We obtain an explicit formula for the value function in terms of the infimum and supremum of the process, by making use of the Wiener–Hopf factorization. The main results are applied to several problems considered in the literature, to give a unified approach, and to new optimization problems from the finance industry.

On the induced distribution of the shape of the projection of a randomly rotated configuration

Using the geometry of the Kendall shape space, in this paper we study the shape, as well as the size-and-shape, of the projection of a configuration after it has been rotated and, when the given configuration lies in a Euclidean space of an arbitrary dimension, we obtain expressions for the induced distributions of such shapes when the rotation is uniformly distributed.

A cell transportation solution that preserves live circulating tumor cells in patient blood samples

Background

Circulating tumor cells (CTCs) are typically collected into CellSave fixative tubes, which kills the cells, but preserves their morphology. Currently, the clinical utility of CTCs is mostly limited to their enumeration. More detailed investigation of CTC biology can be performed on live cells, but obtaining live CTCs is technically challenging, requiring blood collection into biocompatible solutions and rapid isolation which limits transportation options. To overcome the instability of CTCs, we formulated a sugar based cell transportation solution (SBTS) that stabilizes cell viability at ambient temperature. In this study we examined the long term viability of human cancer cell lines, primary cells and CTCs in human blood samples in the SBTS for transportation purposes.

Methods

Four cell lines, 5 primary human cells and purified human PBMCs were tested to determine the viability of cells stored in the transportation solution at ambient temperature for up to 7 days. We then demonstrated viability of MCF-7 cells spiked into normal blood with SBTS and stored for up to 7 days. A pilot study was then run on blood samples from 3 patients with metastatic malignancies stored with or without SBTS for 6 days. CTCs were then purified by Ficoll separation/microfilter isolation and identified using CTC markers. Cell viability was assessed using trypan blue or CellTracker™ live cell stain.

Results

Our results suggest that primary/immortalized cell lines stored in SBTS remain ~90 % viable for > 72 h. Further, MCF-7 cells spiked into whole blood remain viable when stored with SBTS for up to 7 days. Finally, live CTCs were isolated from cancer patient blood samples kept in SBTS at ambient temperature for 6 days. No CTCs were isolated from blood samples stored without SBTS.

Conclusions

In this proof of principle pilot study we show that viability of cell lines is preserved for days using SBTS. Further, this solution can be used to store patient derived blood samples for eventual isolation of viable CTCs after days of storage. Therefore, we suggest an effective and economical transportation of cancer patient blood samples containing live CTCs can be achieved.

Physiologic Changes in the Heart Following Cessation of Mechanical Ventilation in a Porcine Model of Donation After Circulatory Death: Implications for Cardiac Transplantation

Hearts donated following circulatory death (DCD) may represent an additional source of organs for transplantation; however, the impact of donor extubation on the DCD heart has not been well characterized. We sought to describe the physiologic changes that occur following withdrawal of life-sustaining therapy (WLST) in a porcine model of DCD. Physiologic changes were monitored continuously for 20 min following WLST. Ventricular pressure, volume, and function were recorded using a conductance catheter placed into the right (N = 8) and left (N = 8) ventricles, and using magnetic resonance imaging (MRI, N = 3). Hypoxic pulmonary vasoconstriction occurred following WLST, and was associated with distension of the right ventricle (RV) and reduced cardiac output. A 120-fold increase in epinephrine was subsequently observed that produced a transient hyperdynamic phase; however, progressive RV distension developed during this time. Circulatory arrest occurred 7.6±0.3 min following WLST, at which time MRI demonstrated an 18±7% increase in RV volume and a 12±9% decrease in left ventricular volume compared to baseline. We conclude that hypoxic pulmonary vasoconstriction and a profound catecholamine surge occur following WLST that result in distension of the RV. These changes have important implications on the resuscitation, preservation, and evaluation of DCD hearts prior to transplantation.

Avoidance of Profound Hypothermia During Initial Reperfusion Improves the Functional Recovery of Hearts Donated After Circulatory Death

The resuscitation of hearts donated after circulatory death (DCD) is gaining widespread interest; however, the method of initial reperfusion (IR) that optimizes functional recovery has not been elucidated. We sought to determine the impact of IR temperature on the recovery of myocardial function during ex vivo heart perfusion (EVHP). Eighteen pigs were anesthetized, mechanical ventilation was discontinued, and cardiac arrest ensued. A 15-min standoff period was observed and then hearts were reperfused for 3 min at three different temperatures (5°C; N = 6, 25°C; N = 5, and 35°C; N = 7) with a normokalemic adenosine-lidocaine crystalloid cardioplegia. Hearts then underwent normothermic EVHP for 6 h during which time myocardial function was assessed in a working mode. We found that IR coronary blood flow differed among treatment groups (5°C = 483 ± 53, 25°C = 722 ± 60, 35°C = 906 ± 36 mL/min, p < 0.01). During subsequent EVHP, less myocardial injury (troponin I: 5°C = 91 ± 6, 25°C = 64 ± 16, 35°C = 57 ± 7 pg/mL/g, p = 0.04) and greater preservation of endothelial cell integrity (electron microscopy injury score: 5°C = 3.2 ± 0.5, 25°C = 1.8 ± 0.2, 35°C = 1.7 ± 0.3, p = 0.01) were evident in hearts initially reperfused at warmer temperatures. IR under profoundly hypothermic conditions impaired the recovery of myocardial function (cardiac index: 5°C = 3.9 ± 0.8, 25°C = 6.2 ± 0.4, 35°C = 6.5 ± 0.6 mL/minute/g, p = 0.03) during EVHP. We conclude that the avoidance of profound hypothermia during IR minimizes injury and improves the functional recovery of DCD hearts.

Stability of toroidal droplets inside yield stress materials

We study the stability of toroidal droplets inside a yield stress material. Similar to toroidal droplets in a viscous liquid, the slenderness of the torus controls whether it breaks into spherical droplets or grows thicker towards its center to coalesce onto itself and form a single spherical droplet. However, unlike tori generated in a viscous liquid, the elasticity of the outer medium can prevent either or both of these instabilities; this depends on the slenderness of the torus. Interestingly, we find that the value of the tube radius needed to prevent breakup is always larger than the value of the radius of the handle to prevent growth. This reflects the different deformations experienced by the yield stress material in either process. A simple model balancing the surface tension stress, which drives the evolution of the torus, and the yield stress, which favors its stability, accounts for all of our observations.

Red cell distribution width as predictor for mortality in critically ill patients

BACKGROUND

The objective of this study was to evaluate whether the red cell distribution width (RDW) is a significant risk factor for hospital mortality in critically ill patients and to investigate whether RDW is a parameter indicating inflammation, or a risk factor independent of inflammation.

METHODS

We studied all patients admitted to a ten-bed mixed intensive care unit in the Netherlands between May 2005 and December 2011 for whom RDW was available, and who had not received a blood transfusion in the preceding three months. Inflammation was measured by C-reactive protein and leucocyte count. Analyses included correlation, logistic regression analysis, and receiveroperating characteristic (ROC) curves.

RESULTS

We included 2915 patients, of whom 387 (13.3%) did not survive to hospital discharge. In univariate analysis higher RDW values were associated with increased hospital mortality. In multivariate analysis RDW remained an independent risk factor for mortality after correction for APACHE II score, age, admission type and mechanical ventilation (odds ratio 1.04, 95% confidence interval 1.02-1.06, for each femtolitre of RDW). Adding RDW to APACHE II, however, increased the area under the ROC curve marginally (from 0.845 to 0.849, p<0.001). RDW was not correlated with C-reactive protein and leucocyte count, refuting the hypothesis that the association between RDW and outcome is mediated through inflammation.

CONCLUSION

In critically ill patients, the RDW on ICU admission was an independent predictor of mortality. Since RDW was not correlated with inflammation, the underlying mechanism of this association warrants further investigation.

Clinical significance of disseminated tumour cells in non-small cell lung cancer

Background:

Early-stage non-small cell lung cancer (NSCLC) patients have a high risk of disease relapse despite curatively intended surgical resection, and the detection of tumour cells in the bone marrow could be one method of determining the presence of the disseminated disease in its early stages.

Methods:

Bone marrow aspirates were collected from 296 patients at the time of surgery, and the presence of disseminated tumour cells was determined with the help of immunomagnetic selection (IMS) using the MOC31-antibody recognising EpCAM and with the help of standard immunocytochemistry (ICC) using the anti-cytokeratin (CK) antibodies AE1/AE3.

Results:

Disseminated tumour cells were found in 152 of 252 (59%) bone marrow samples using IMS and in 25 of 234 (11%) samples using ICC. No association between the two detection methods was observed. The presence of EpCAM⁺ cells was not associated with any clinicopathological parameters, whereas a higher frequency of CK⁺ cells was found in patients with an advanced pT status. Disseminated tumour cells, as detected using IMS, had no prognostic impact. Patients with CK⁺ cells in the bone marrow had a reduced relapse-free survival, but the difference was not statistically significant.

Conclusion:

Our findings do not support the further development of DTC detection for clinical use in early-stage NSCLC. Future studies should include the molecular characterisation of DTCs, along with an attempt to identify subpopulations of cells with biological and clinical significance.

Association of CYP2C9*2 with bosentan-induced liver injury

Bosentan (Tracleer) is an endothelin receptor antagonist prescribed for the treatment of pulmonary arterial hypertension (PAH). Its use is limited by drug-induced liver injury (DILI). To identify genetic markers of DILI, association analyses were performed on 56 Caucasian PAH patients receiving bosentan. Twelve functional polymorphisms in five genes (ABCB11, ABCC2, CYP2C9, SLCO1B1, and SLCO1B3) implicated in bosentan pharmacokinetics were tested for associations with alanine aminotransferase (ALT), aspartate aminotransferase (AST), and DILI. After adjusting for body mass index, CYP2C9*2 was the only polymorphism associated with ALT, AST, and DILI (β = 2.16, P = 0.024; β = 1.92, P = 0.016; odds ratio 95% CI = 2.29-∞, P = 0.003, respectively). Bosentan metabolism by CYP2C9*2 in vitro was significantly reduced compared with CYP2C9*1 and was comparable to that by CYP2C9*3. These results suggest that CYP2C9*2 is a potential genetic marker for prediction of bosentan-induced liver injury and warrants investigation for the optimization of bosentan treatment.

Stability of volatile sulfur compounds (VSCs) in sampling bags - impact of temperature

Volatile sulfur compounds (VSCs) are a major component of odorous emissions that can cause annoyance to local populations surrounding wastewater, waste management and agricultural practices. Odour collection and storage using sample bags can result in VSC losses due to sorption and leakage. Stability within 72 hour storage of VSC samples in three sampling bag materials (Tedlar, Mylar, Nalophan) was studied at three temperatures: 5, 20, and 30 °C. The VSC samples consisted of hydrogen sulfide (H2S), methanethiol (MeSH), ethanethiol (EtSH), dimethyl sulfide (DMS), tert-butanethiol (t-BuSH), ethylmethyl sulfide (EMS), 1-butanethiol (1-BuSH), dimethyl disulfide (DMDS), diethyl disulfide (DEDS), and dimethyl trisulfide (DMTS). The results for H2S showed that higher loss trend was clearly observed (46-50% at 24 hours) at 30 °C compared to the loss at 5 °C or 20 °C (of up to 27% at 24 hours) in all three bag materials. The same phenomenon was obtained for other thiols with the relative recoveries after a 24 hour period of 76-78% at 30 °C and 80-93% at 5 and 20 °C for MeSH; 77-80% at 30 °C and 79-95% at 5 and 20 °C for EtSH; 87-89% at 30 °C and 82-98% at 5 and 20 °C for t-BuSH; 61-73% at 30 °C and 76-98% at 5 and 20 °C for 1-BuSH. Results for other sulfides and disulfides (DMS, EMS, DMDS, DEDS) indicated stable relative recoveries with little dependency on temperature (83-103% after 24 hours). DMTS had clear loss trends (with relative recoveries of 74-87% in the three bag types after 24 hours) but showed minor differences in relative recoveries at 5, 20, and 30 °C.

Dust trajectory sensor: accuracy and data analysis

The Dust Trajectory Sensor (DTS) instrument is developed for the measurement of the velocity vector of cosmic dust particles. The trajectory information is imperative in determining the particles' origin and distinguishing dust particles from different sources. The velocity vector also reveals information on the history of interaction between the charged dust particle and the magnetospheric or interplanetary space environment. The DTS operational principle is based on measuring the induced charge from the dust on an array of wire electrodes. In recent work, the DTS geometry has been optimized [S. Auer, E. Grün, S. Kempf, R. Srama, A. Srowig, Z. Sternovsky, and V Tschernjawski, Rev. Sci. Instrum. 79, 084501 (2008)] and a method of triggering was developed [S. Auer, G. Lawrence, E. Grün, H. Henkel, S. Kempf, R. Srama, and Z. Sternovsky, Nucl. Instrum. Methods Phys. Res. A 622, 74 (2010)]. This article presents the method of analyzing the DTS data and results from a parametric study on the accuracy of the measurements. A laboratory version of the DTS has been constructed and tested with particles in the velocity range of 2-5 km/s using the Heidelberg dust accelerator facility. Both the numerical study and the analyzed experimental data show that the accuracy of the DTS instrument is better than about 1% in velocity and 1° in direction.

Forced vital capacity paired with Framingham Risk Score for prediction of all-cause mortality

Forced vital capacity (FVC) measures lung function and predicts coronary heart disease (CHD); whether it provides additive prediction over CHD risk factors has not been established. We examined whether FVC adds to the prediction of all-cause mortality provided by Framingham Risk Score (FRS) alone. We examined 5,485 (61.1 million projected) nonsmoking adults from the USA who were aged 20-79 yrs. Subjects were from the Third National Health and Nutrition Examination Survey, were without obstructive lung disease, had FVC measurements and had ≤ 12 yrs (mean 8.8 yrs) mortality follow-up. We performed Cox regression analysis to examine whether FVC and forced expiratory volume in 1 s (FEV(1)) (categorised as low ≤ 85% predicted, borderline 86-94% predicted and normal ≥ 95% predicted) within FRS groups (10-yr risk of cardiovascular disease low <10%, intermediate 10-20%, high 20%) predict mortality. Receiver operator characteristic analysis examined whether FVC and FEV(1) added to the prediction provided by FRS. Low-, intermediate- and high-risk FRS groups had 79.5% (n = 4,361), 10.1% (n = 555) and 10.4% (n = 569) persons, respectively. Only the intermediate FRS group showed a graded increase in mortality (10.7, 18.2 and 42.8% per 1,000 person-yrs from highest to lowest FVC categories, respectively); those with low FVC had an almost three-fold greater risk of mortality (hazard ratio 2.64; p<0.01) than those with normal FVC. FVC provided incremental additive value for predicting mortality in addition to FRS for only this group (area under curve 0.65 versus 0.58; p<0.05). Similar results were obtained for FEV(1). Evaluation of lung function may be useful to improve risk stratification in persons with intermediate CHD risk where it adds to prediction of mortality over global risk assessment.