Black-Scholes Pricing Model Assumptions to Determine Fair Value of Placement Agent Warrants (Detail1) (Placement Agent Warrants [Member])	0 Months Ended	1 Months Ended	6 Months Ended
Aug. 09, 2013	May 17, 2013	Jun. 30, 2013
Placement Agent Warrants [Member]
Stockholders Equity [Line Items]
Risk-free interest rate	2.53%	1.35%	1.58%
Expected life	4 years	4 years	4 years
Expected volatility	146.19%	144.63%	145.62%
Dividend Yield	0.00%	0.00%	0.00%

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Expected dividends to be paid to holders of the underlying shares or financial instruments (expressed as a percentage of the share or instrument's price).

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 820

-SubTopic 10

-Section 50

-Paragraph 2

-Subparagraph (e)

-URI http://asc.fasb.org/extlink&oid=25499696&loc=d3e19207-110258

+ Details

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- Definition

Period the instrument, asset or liability is expected to be outstanding, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

+ References

+ Details

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- Definition

Measure of dispersion, in percentage terms (for instance, the standard deviation or variance), for a given stock price.

+ References

+ Details

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- Definition

Risk-free interest rate assumption used in valuing an instrument.

+ References

+ Details

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