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Loan Payable (Tables)
 6 Months Ended
Jun. 30, 2013
Warrant Agreement 2008 [Member]
  
Assumptions Used for Black-Scholes Option Pricing Model

The assumptions used for the Black-Scholes option pricing model are as follows:

 

     To Calculate
Fair Value of Warrant
Liability at		  
     June 30, 2013     December 31, 2012  

Expected life (years)

      1.0        1.4   

Risk-free interest rate

      0.1 %      0.2 % 

Expected volatility

      58.1 %      108.2 % 

Expected dividend yield

      0 %      0 % 

 

     At June  30,
2013		      At December 31,
2012		      Change in Fair Value
of Warrant Liability		  

Fair value of liability for warrants issued in 2008

    $ 0       $ 44,628       $ (44,628 ) 
Warrant Agreement 2009 [Member]
  
Assumptions Used for Black-Scholes Option Pricing Model

The assumptions used for the Black-Scholes option pricing model are as follows:

 

     To Calculate
Fair Value of Warrant Liability at		  
     June 30,
2013		     December 31,
2012		  

Expected life (years)

      1.8        2.3   

Risk-free interest rate

      0.3 %      0.3 % 

Expected volatility

      96.7 %      94.5 % 

Expected dividend yield

      0 %      0 % 

 

      At June  30,
2013		      At December  31,
2012		      Change in Fair Value
of Warrant Liability		  

Fair value of liability for warrants issued in 2009

    $ 42,192       $ 63,340       $ (21,148 ) 
Silicon Valley Bank Loan Agreement Warrant [Member]
  
Assumptions Used for Black-Scholes Option Pricing Model

We estimated the fair value of the warrant using the Black-Scholes option pricing model with the following assumptions:

 

Expected life (years)

      10   

Risk-free interest rate

      1.9 % 

Expected volatility

      88.1 % 

Expected dividend yield

      0 %