The method of curve evolution is a popular method for recovering shape boundaries. However isotropic metrics have always been used to induce the flow of the curve and potential steady states tend to be difficult to determine numerically, especially in noisy or low-contrast situations. Initial curves shrink past the steady state and soon vanish. In this paper, anisotropic metrics are considered ...

A new therapy planning strategy We are investigating a new therapy planning strategy: interactive dose shaping (IDS). This planning paradigm aims to perform interactive local dose adaptations of a plan without compromising already established valuable dose features in real time. The key operation that facilitates dose shaping in real time by a direct interaction with a 3D dose distribution thro...

OBJECTIVE To describe our current procedure of robot-assisted laparoscopic radical prostatectomy (RALP), and to assess the effect of the learning curve on perioperative data, early oncological outcomes and functional results, as RALP has increasingly become a treatment option for men with localized prostate cancer. PATIENTS AND METHODS In all, 206 consecutive men had a RALP between July 2001 ...

Nuclear emulsions of the Ilford K series, exposed to X-rays from 15 to 150 kVp and systematically underdeveloped, exhibit supralinear blackness--exposure curves ranging from 1- to 4-hit in character, and whose shape is the same at all excitation voltages. Processing can be so adjusted that the curve shape is well represented by the alpha--beta model, and matches an experimental dose--response c...

The dynamic and static yield stress of fresh cement mortar were measured in a rotational rheometer with a vane geometry using shear rate and shear stress-controlled protocols, respectively. Through a shear rate-controlled steady-state protocol, the equilibrium flow curve is measured and fitted with the Bingham model to obtain dynamic yield stress. A negative slope in the equilibrium flow curve,...

In this paper we compare market prices of credit default swaps with model prices. We show that a simple reduced form model outperforms directly comparing bonds’ credit spreads to default swap premiums. We find that the model yields unbiased premium estimates for default swaps on investment grade issuers, but only if we use swap or repo rates as proxy for default-free interest rates. This indica...