Information and asymptotic efficiency of the case-cohort sampling design in Cox's regression model

Efficiencies of the maximum pseudolikelihood estimator and a number of related estimators for the case-cohort sampling design in the proportional hazards regression model are studied. The asymptotic information and lower bound for estimating the parametric regression parameter are calculated based on the effective score, which is obtained by determining the component of the parametric score orthogonal to the space generated by the infinite-dimensional nuisance parameter. The asymptotic distributions of the maximum pseudolikelihood and related estimators in an i.i.d. setting show that these estimators do not achieve the computed asymptotic lower bound. Simple guidelines are provided to determine in which instances such estimators are close enough to efficient for practical purposes.     

A nonequilibrium entropy for dynamical systems

It is proposed to define entropy for nonequilibrium ensembles using a method of coarse graining which partitions phase space into sets which typically have zero measure. These are chosen by considering the totality of future possibilities for observation on the system. It is shown that this entropy is necessarily a nondecreasing function of the timet. There is no contradiction with the reversibility of the laws of motion because this method of coarse graining is asymmetric under time reversal. Under suitable conditions (which are stated explicitly) this entropy approaches the equilibrium entropy ast+ and the fine-grained entropy ast–. In particular, the conditions can always be satisfied if the system is aK-system, as in the Sinai billiard models. Some theorems are given which give information about whether it is possible to generate the partition used here for coarse graining from time translates of a finite partition, and at the same time elucidate the connection between our concept of entropy and the entropy invariant of Kolmogorov and Sinai.Research supported in part by NSF grants PHY78-03816 and PHY78-15920.     

Self-diffusion in a non-uniform one dimensional system of point particles with collisions

Summary We generalize the results of Spitzer, Jepsen and others [1–4] on the motion of a tagged particle in a uniform one dimensional system of point particles undergoing elastic collisions to the case where there is also an external potential U(x). When U(x) is periodic or random (bounded and statistically translation invariant) then the scaled trajectory of a tagged particle converges, as A , to a Brownian motion W _D (t) with diffusion constant , where is the average density, is the mean absolute velocity and ^–1 the temperature of the system. When U(x) is itself changing on a macroscopic scale, i.e. , then the limiting process is a spatially dependent diffusion. The stochastic differential equation describing this process is now non-linear, and is particularly simple in Stratonovich form. This lends weight to the belief that heuristics are best done in that form.Dedicated to Frank Spitzer on the occasion of his 60th birthdayWork supported in part by NSF Grants No. PHY 8201708 and No. DMR 81-14726Heisenberg-fellowAlso Department of Physics     

Chiral self-propulsion of growing bacterial macrofibers on a solid surface

Supercoiling motions that accompany the growth of bacterial macrofibers (multicellular filamentous structures formed in B. subtilis by cell division without separation) are responsible for rolling, pivoting, and walking of fibers on a surface. Fibers possess a fulcrum about which they pivot and step in a chiral manner; forces and torques associated with cell growth, when blocked by friction, result in self-propulsion. The elastic engine that drives macrofiber motions generates torques estimated as microdyn cm and femtowatts of power; optical trapping studies yield a first direct measurement of the Young's modulus of the bacterial cell wall, the engine's "working fluid," of ca. 0.05 GPa.     

Li-defect interactions in electron-irradiated n-type silicon by EPR measurements

Single crystal silicon, both with and without oxygen, has been diffused with lithium to concentrations ～10¹⁷/cm², irradiated with 1 to 1.5 MeV electrons, and the ensuing defects studies by EPR measurements. The presence of oxygen strongly affects the properties of these defects. Measurements have indicated the presence of two new defects which involve Li-one in O-containing material and one in O-free material. The defects are observed in their electron-filled state, and indicate a net electron spinof ½. The defect spectra disappear (with time) at room temperature, and can be explained by the formation of other Li-involved defects which lie deeper in the energy bandgap and are not visible by EPR. Electron irradiation at 40 °K followed by annealing at higher temperatures show that both EPR defects described above begin to form at about 200 °K and begin to decrease at about 275 °K-just as does the 250 °K reverse annealing observed generally for n-type Si. Based on these data, and the work of others, it is suggested that both defects form as a result of the motion of Si interstitials which produce a (Li-O-interstitial) complex in O-containing Si, and a (Li-interstitial) complex in O-free Si.     

Dynamic supercoiling bifurcations of growing elastic filaments

Certain bacteria form filamentous colonies when the cells fail to separate after dividing. In Bacillus subtilis, Bacillus thermus, and Cyanobacteria, the filaments can wrap into complex supercoiled structures as the cells grow. The structures may be solenoids or plectonemes, with or without branches in the latter case. Any microscopic theory of these morphological instabilities must address the nature of pattern selection in the presence of growth, for growth renders the problem nonautonomous and the bifurcations dynamic. To gain insight into these phenomena, we formulate a general theory for growing elastic filaments with bending and twisting resistance in a viscous medium, and study an illustrative model problem: a growing filament with preferred twist, closed into a loop. Growth depletes the twist, inducing a twist strain. The closure of the loop prevents the filament from unwinding back to the preferred twist; instead, twist relaxation is accomplished by the formation of supercoils. Growth also produces viscous stresses on the filament which even in the absence of twist produce buckling instabilities. Our linear stability analysis and numerical studies reveal two dynamic regimes. For small intrinsic twist the instability is akin to Euler buckling, leading to solenoidal structures, while for large twist it is like the classic writhing of a twisted filament, producing plectonemic windings. This model may apply to situations in which supercoils form only, or more readily, when axial rotation of filaments is blocked. Applications to specific biological systems are proposed.     

A Cahn-Hilliard model in a domain with non-permeable walls

We consider in this article a Cahn-Hilliard model in a bounded domain with non-permeable walls, characterized by dynamic-type boundary conditions. Dynamic boundary conditions for the Cahn-Hilliard system have recently been proposed by physicists in order to account for the interactions with the walls in confined systems and are obtained by writing that the total bulk mass is conserved and that there is a relaxation dynamics on the boundary. However, in the case of non-permeable walls, one should also expect some mass on the boundary. It thus seems more realistic to assume that the total mass, in the bulk and on the boundary, is conserved, which leads to boundary conditions of a different type. For the resulting mathematical model, we prove the existence and uniqueness of weak solutions and study their asymptotic behavior as time goes to infinity.