Genetics of common polygenic ischaemic stroke: current understanding and future challenges.

Stroke is the third commonest cause of death and the major cause of adult neurological disability worldwide. While much is known about conventional risk factors such as hypertension, diabetes and incidence of smoking, these environmental factors only account for a proportion of stroke risk. Up to 50% of stroke risk can be attributed to genetic risk factors, although to date no single risk allele has been convincingly identified as contributing to this risk. Advances in the field of genetics, most notably genome wide association studies (GWAS), have revealed genetic risks in other cardiovascular disease and these techniques are now being applied to ischaemic stroke. This paper covers previous genetic studies in stroke including candidate gene studies, discusses the genome wide association approach, and future techniques such as next generation sequencing and the post-GWAS era. The review also considers the overlap from other cardiovascular diseases and whether findings from these may also be informative in ischaemic stroke

Three-phase contact line and line tension of electrolyte solutions in contact with charged substrates

The three-phase contact line formed by the intersection of a liquid-vapor interface of an electrolyte solution with a charged planar substrate is studied in terms of classical density functional theory applied to a lattice model. The influence of the substrate charge density and of the ionic strength of the solution on the intrinsic structure of the three-phase contact line and on the corresponding line tension is analyzed. We find a negative line tension for all values of the surface charge density and of the ionic strength considered. The strength of the line tension decreases upon decreasing the contact angle via varying either the temperature or the substrate charge density

Electrostatic interaction between colloidal particles trapped at an electrolyte interface

The electrostatic interaction between colloidal particles trapped at the interface between two immiscible electrolyte solutions is studied in the limit of small inter-particle distances. Within an appropriate model exact analytic expressions for the electrostatic potential as well as for the surface and line interaction energies are obtained. They demonstrate that the widely used superposition approximation, which is commonly applied to large distances between the colloidal particles, fails qualitatively at small distances and is quantitatively unreliable even at large distances. Our results contribute to an improved description of the interaction between colloidal particles trapped at fluid interfaces.Comment: Submitte

Surface properties of fluids of charged platelike colloids

Surface properties of mixtures of charged platelike colloids and salt in contact with a charged planar wall are studied within density functional theory. The particles are modeled by hard cuboids with their edges constrained to be parallel to the Cartesian axes corresponding to the Zwanzig model and the charges of the particles are concentrated in their centers. The density functional applied is an extension of a recently introduced functional for charged platelike colloids. Analytically and numerically calculated bulk and surface phase diagrams exhibit first-order wetting for sufficiently small macroion charges and isotropic bulk order as well as first-order drying for sufficiently large macroion charges and nematic bulk order. The asymptotic wetting and drying behavior is investigated by means of effective interface potentials which turn out to be asymptotically the same as for a suitable neutral system governed by isotropic nonretarded dispersion forces. Wetting and drying points as well as predrying lines and the corresponding critical points have been located numerically. A crossover from monotonic to non-monotonic electrostatic potential profiles upon varying the surface charge density has been observed. Due to the presence of both the Coulomb interactions and the hard-core repulsions, the surface potential and the surface charge do not vanish simultaneously, i.e., the point of zero charge and the isoelectric point of the surface do not coincide.Comment: 14 pages, submitte

Stability of thin liquid films and sessile droplets under confinement

The stability of nonvolatile thin liquid films and of sessile droplets is strongly affected by finite size effects. We analyze their stability within the framework of density functional theory using the sharp kink approximation, i.e., on the basis of an effective interface Hamiltonian. We show that finite size effects suppress spinodal dewetting of films because it is driven by a long-wavelength instability. Therefore nonvolatile films are stable if the substrate area is too small. Similarly, nonvolatile droplets connected to a wetting film become unstable if the substrate area is too large. This instability of a nonvolatile sessile droplet turns out to be equivalent to the instability of a volatile drop which can attain chemical equilibrium with its vapor.Comment: 14 pages, 13 figure

Dynamics of the critical Casimir force for a conserved order parameter after a critical quench

Fluctuation-induced forces occur generically when long-ranged correlations (e.g., in fluids) are confined by external bodies. In classical systems, such correlations require specific conditions, e.g., a medium close to a critical point. On the other hand, long-ranged correlations appear more commonly in certain non-equilibrium systems with conservation laws. Consequently, a variety of non-equilibrium fluctuation phenomena, including fluctuation-induced forces, have been discovered and explored recently. Here, we address a long-standing problem of non-equilibrium critical Casimir forces emerging after a quench to the critical point in a confined fluid with order-parameter-conserving dynamics and non-symmetry-breaking boundary conditions. The interplay of inherent (critical) fluctuations and dynamical non-local effects (due to density conservation) gives rise to striking features, including correlation functions and forces exhibiting oscillatory time-dependences. Complex transient regimes arise, depending on initial conditions and the geometry of the confinement. Our findings pave the way for exploring a wealth of non-equilibrium processes in critical fluids (e.g., fluctuation-mediated self-assembly or aggregation). In certain regimes, our results are applicable to active matter.Comment: 38 pages, 11 figure

Asymmetric multivariate normal mixture GARCH

An asymmetric multivariate generalization of the recently proposed class of normal mixture GARCH models is developed. Issues of parametrization and estimation are discussed. Conditions for covariance stationarity and the existence of the fourth moment are derived, and expressions for the dynamic correlation structure of the process are provided. In an application to stock market returns, it is shown that the disaggregation of the conditional (co)variance process generated by the model provides substantial intuition. Moreover, the model exhibits a strong performance in calculating out–of–sample Value–at–Risk measures

Multivariate normal mixture GARCH

We present a multivariate generalization of the mixed normal GARCH model proposed in Haas, Mittnik, and Paolella (2004a). Issues of parametrization and estimation are discussed. We derive conditions for covariance stationarity and the existence of the fourth moment, and provide expressions for the dynamic correlation structure of the process. These results are also applicable to the single-component multivariate GARCH(p, q) model and simplify the results existing in the literature. In an application to stock returns, we show that the disaggregation of the conditional (co)variance process generated by our model provides substantial intuition, and we highlight a number of findings with potential significance for portfolio selection and further financial applications, such as regime-dependent correlation structures and leverage effects. Klassifikation: C32, C51, G10, G11Die vorliegende Arbeit ist einer multivariaten Verallgemeinerung des sog. Normal Mixture GARCH Modells gewidmet, dessen univariate Variante von Haas, Mittnik und Paolella (2004a, siehe auch CFS Working Paper 2002/10) vorgeschlagen wurde. Dieses Modell unterscheidet sich von traditionellen GARCH-Ansätzen insbesondere dadurch, dass es eine Abhängigkeit der Risikoentwicklung von - typischerweise unbeobachtbaren - Marktzuständen explizit in Rechnung stellt. Dies wird durch die Beobachtung motiviert, dass das weit verbreitete GARCH Modell in seiner Standardvariante auch dann keine adäquate Beschreibung der Risikodynamik leistet, wenn die Normalverteilung durch flexiblere bedingte Verteilungen ersetzt wird. Zustandsabhängige Volatilitätsprozesse können etwa durch die variierende Dominanz heterogener Marktteilnehmer oder durch wechselnde Marktstimmungen ökonomisch zu erklären sein. Anwendungen des Normal Mixture GARCH Modells auf zahlreiche Aktien- und Wechselkurszeitreihen (siehe z.B. Alexander und Lazar, 2004, 2005; und Haas, Mittnik und Paolella, 2004a,b) haben gezeigt, dass es sich zur Modellierung und Prognose des Volatilitätsprozesses der Renditen solcher Aktiva hervorragend eignet. Indes beschränken sich diese Analysen bisher auf die Untersuchung univariater Zeitreihen. Zahlreiche Probleme der Finanzwirtschaft erfordern jedoch zwingend eine multivariate Modellierung, mithin also eine Beschreibung der Abhängigkeitsstruktur zwischen den Renditen verschiedener Wertpapiere. Insbesondere für solche Analysen erweist sich der Mischungsansatz aber als besonders vielversprechend. So spielen etwa im Portfoliomanagement die Korrelationen zwischen einzelnen Wertpapierrenditen eine herausragende Rolle. Die Stärke der Korrelationen ist von entscheidender Bedeutung dafür, in welchem Ausmaß das Risiko eines effizienten Portfolios durch Diversifikation reduziert werden kann. Nun gibt es empirische Hinweise darauf, dass die Korrelationen etwa zwischen Aktien in Perioden, die durch starke Marktschwankungen und tendenziell fallende Kurse charakterisiert sind, stärker sind als in ruhigeren Perioden. Das bedeutet, dass die Vorteile der Diversifikation in genau jenen Perioden geringer sind, in denen ihr Nutzen am größten wäre. Modelle, die die Existenz unterschiedlicher Marktregime nicht berücksichtigen, werden daher dazu tendieren, die Korrelationen in den adversen Marktzuständen zu unterschätzen. Dies kann zu erheblichen Fehleinschätzungen des tatsächlichen Risikos während solcher Perioden führen. Diese und weitere Implikationen des Mischungsansatzes im Kontext multivariater GARCH Modelle werden in der vorliegenden Arbeit diskutiert, und ihre Relevanz wird anhand einer empirischen Anwendung dokumentiert. Erörtert werden ferner Fragen der Parametrisierung und Schätzung des Modells, und einige relevante theoretische Eigenschaften werden hergeleitet