21 resultados para Stochastic processes -- Mathematical models

em Universidad Politécnica de Madrid


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Introduction and motivation: A wide variety of organisms have developed in-ternal biomolecular clocks in order to adapt to cyclic changes of the environment. Clock operation involves genetic networks. These genetic networks have to be mod¬eled in order to understand the underlying mechanism of oscillations and to design new synthetic cellular clocks. This doctoral thesis has resulted in two contributions to the fields of genetic clocks and systems and synthetic biology, generally. The first contribution is a new genetic circuit model that exhibits an oscillatory behav¬ior through catalytic RNA molecules. The second and major contribution is a new genetic circuit model demonstrating that a repressor molecule acting on the positive feedback of a self-activating gene produces reliable oscillations. First contribution: A new model of a synthetic genetic oscillator based on a typical two-gene motif with one positive and one negative feedback loop is pre¬sented. The originality is that the repressor is a catalytic RNA molecule rather than a protein or a non-catalytic RNA molecule. This catalytic RNA is a ribozyme that acts post-transcriptionally by binding to and cleaving target mRNA molecules. This genetic clock involves just two genes, a mRNA and an activator protein, apart from the ribozyme. Parameter values that produce a circadian period in both determin¬istic and stochastic simulations have been chosen as an example of clock operation. The effects of the stochastic fluctuations are quantified by a period histogram and autocorrelation function. The conclusion is that catalytic RNA molecules can act as repressor proteins and simplify the design of genetic oscillators. Second and major contribution: It is demonstrated that a self-activating gene in conjunction with a simple negative interaction can easily produce robust matically validated. This model is comprised of two clearly distinct parts. The first is a positive feedback created by a protein that binds to the promoter of its own gene and activates the transcription. The second is a negative interaction in which a repressor molecule prevents this protein from binding to its promoter. A stochastic study shows that the system is robust to noise. A deterministic study identifies that the oscillator dynamics are mainly driven by two types of biomolecules: the protein, and the complex formed by the repressor and this protein. The main conclusion of this study is that a simple and usual negative interaction, such as degradation, se¬questration or inhibition, acting on the positive transcriptional feedback of a single gene is a sufficient condition to produce reliable oscillations. One gene is enough and the positive transcriptional feedback signal does not need to activate a second repressor gene. At the genetic level, this means that an explicit negative feedback loop is not necessary. Unlike many genetic oscillators, this model needs neither cooperative binding reactions nor the formation of protein multimers. Applications and future research directions: Recently, RNA molecules have been found to play many new catalytic roles. The first oscillatory genetic model proposed in this thesis uses ribozymes as repressor molecules. This could provide new synthetic biology design principles and a better understanding of cel¬lular clocks regulated by RNA molecules. The second genetic model proposed here involves only a repression acting on a self-activating gene and produces robust oscil¬lations. Unlike current two-gene oscillators, this model surprisingly does not require a second repressor gene. This result could help to clarify the design principles of cellular clocks and constitute a new efficient tool for engineering synthetic genetic oscillators. Possible follow-on research directions are: validate models in vivo and in vitro, research the potential of second model as a genetic memory, investigate new genetic oscillators regulated by non-coding RNAs and design a biosensor of positive feedbacks in genetic networks based on the operation of the second model Resumen Introduccion y motivacion: Una amplia variedad de organismos han desarro-llado relojes biomoleculares internos con el fin de adaptarse a los cambios ciclicos del entorno. El funcionamiento de estos relojes involucra redes geneticas. El mo delado de estas redes geneticas es esencial tanto para entender los mecanismos que producen las oscilaciones como para diseiiar nuevos circuitos sinteticos en celulas. Esta tesis doctoral ha dado lugar a dos contribuciones dentro de los campos de los circuitos geneticos en particular, y biologia de sistemas y sintetica en general. La primera contribucion es un nuevo modelo de circuito genetico que muestra un comportamiento oscilatorio usando moleculas de ARN cataliticas. La segunda y principal contribucion es un nuevo modelo de circuito genetico que demuestra que una molecula represora actuando sobre el lazo de un gen auto-activado produce oscilaciones robustas. Primera contribucion: Es un nuevo modelo de oscilador genetico sintetico basado en una tipica red genetica compuesta por dos genes con dos lazos de retroa-limentacion, uno positivo y otro negativo. La novedad de este modelo es que el represor es una molecula de ARN catalftica, en lugar de una protefna o una molecula de ARN no-catalitica. Este ARN catalitico es una ribozima que actua despues de la transcription genetica uniendose y cortando moleculas de ARN mensajero (ARNm). Este reloj genetico involucra solo dos genes, un ARNm y una proteina activadora, aparte de la ribozima. Como ejemplo de funcionamiento, se han escogido valores de los parametros que producen oscilaciones con periodo circadiano (24 horas) tanto en simulaciones deterministas como estocasticas. El efecto de las fluctuaciones es-tocasticas ha sido cuantificado mediante un histograma del periodo y la función de auto-correlacion. La conclusion es que las moleculas de ARN con propiedades cataliticas pueden jugar el misnio papel que las protemas represoras, y por lo tanto, simplificar el diseno de los osciladores geneticos. Segunda y principal contribucion: Es un nuevo modelo de oscilador genetico que demuestra que un gen auto-activado junto con una simple interaction negativa puede producir oscilaciones robustas. Este modelo ha sido estudiado y validado matematicamente. El modelo esta compuesto de dos partes bien diferenciadas. La primera parte es un lazo de retroalimentacion positiva creado por una proteina que se une al promotor de su propio gen activando la transcription. La segunda parte es una interaction negativa en la que una molecula represora evita la union de la proteina con el promotor. Un estudio estocastico muestra que el sistema es robusto al ruido. Un estudio determinista muestra que la dinamica del sistema es debida principalmente a dos tipos de biomoleculas: la proteina, y el complejo formado por el represor y esta proteina. La conclusion principal de este estudio es que una simple y usual interaction negativa, tal como una degradation, un secuestro o una inhibition, actuando sobre el lazo de retroalimentacion positiva de un solo gen es una condition suficiente para producir oscilaciones robustas. Un gen es suficiente y el lazo de retroalimentacion positiva no necesita activar a un segundo gen represor, tal y como ocurre en los relojes actuales con dos genes. Esto significa que a nivel genetico un lazo de retroalimentacion negativa no es necesario de forma explicita. Ademas, este modelo no necesita reacciones cooperativas ni la formation de multimeros proteicos, al contrario que en muchos osciladores geneticos. Aplicaciones y futuras lineas de investigacion: En los liltimos anos, se han descubierto muchas moleculas de ARN con capacidad catalitica. El primer modelo de oscilador genetico propuesto en esta tesis usa ribozimas como moleculas repre¬soras. Esto podria proporcionar nuevos principios de diseno en biologia sintetica y una mejor comprension de los relojes celulares regulados por moleculas de ARN. El segundo modelo de oscilador genetico propuesto aqui involucra solo una represion actuando sobre un gen auto-activado y produce oscilaciones robustas. Sorprendente-mente, un segundo gen represor no es necesario al contrario que en los bien conocidos osciladores con dos genes. Este resultado podria ayudar a clarificar los principios de diseno de los relojes celulares naturales y constituir una nueva y eficiente he-rramienta para crear osciladores geneticos sinteticos. Algunas de las futuras lineas de investigation abiertas tras esta tesis son: (1) la validation in vivo e in vitro de ambos modelos, (2) el estudio del potential del segundo modelo como circuito base para la construction de una memoria genetica, (3) el estudio de nuevos osciladores geneticos regulados por ARN no codificante y, por ultimo, (4) el rediseno del se¬gundo modelo de oscilador genetico para su uso como biosensor capaz de detectar genes auto-activados en redes geneticas.

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El principio de Teoría de Juegos permite desarrollar modelos estocásticos de patrullaje multi-robot para proteger infraestructuras criticas. La protección de infraestructuras criticas representa un gran reto para los países al rededor del mundo, principalmente después de los ataques terroristas llevados a cabo la década pasada. En este documento el termino infraestructura hace referencia a aeropuertos, plantas nucleares u otros instalaciones. El problema de patrullaje se define como la actividad de patrullar un entorno determinado para monitorear cualquier actividad o sensar algunas variables ambientales. En esta actividad, un grupo de robots debe visitar un conjunto de puntos de interés definidos en un entorno en intervalos de tiempo irregulares con propósitos de seguridad. Los modelos de partullaje multi-robot son utilizados para resolver este problema. Hasta el momento existen trabajos que resuelven este problema utilizando diversos principios matemáticos. Los modelos de patrullaje multi-robot desarrollados en esos trabajos representan un gran avance en este campo de investigación. Sin embargo, los modelos con los mejores resultados no son viables para aplicaciones de seguridad debido a su naturaleza centralizada y determinista. Esta tesis presenta cinco modelos de patrullaje multi-robot distribuidos e impredecibles basados en modelos matemáticos de aprendizaje de Teoría de Juegos. El objetivo del desarrollo de estos modelos está en resolver los inconvenientes presentes en trabajos preliminares. Con esta finalidad, el problema de patrullaje multi-robot se formuló utilizando conceptos de Teoría de Grafos, en la cual se definieron varios juegos en cada vértice de un grafo. Los modelos de patrullaje multi-robot desarrollados en este trabajo de investigación se han validado y comparado con los mejores modelos disponibles en la literatura. Para llevar a cabo tanto la validación como la comparación se ha utilizado un simulador de patrullaje y un grupo de robots reales. Los resultados experimentales muestran que los modelos de patrullaje desarrollados en este trabajo de investigación trabajan mejor que modelos de trabajos previos en el 80% de 150 casos de estudio. Además de esto, estos modelos cuentan con varias características importantes tales como distribución, robustez, escalabilidad y dinamismo. Los avances logrados con este trabajo de investigación dan evidencia del potencial de Teoría de Juegos para desarrollar modelos de patrullaje útiles para proteger infraestructuras. ABSTRACT Game theory principle allows to developing stochastic multi-robot patrolling models to protect critical infrastructures. Critical infrastructures protection is a great concern for countries around the world, mainly due to terrorist attacks in the last decade. In this document, the term infrastructures includes airports, nuclear power plants, and many other facilities. The patrolling problem is defined as the activity of traversing a given environment to monitoring any activity or sensing some environmental variables If this activity were performed by a fleet of robots, they would have to visit some places of interest of an environment at irregular intervals of time for security purposes. This problem is solved using multi-robot patrolling models. To date, literature works have been solved this problem applying various mathematical principles.The multi-robot patrolling models developed in those works represent great advances in this field. However, the models that obtain the best results are unfeasible for security applications due to their centralized and predictable nature. This thesis presents five distributed and unpredictable multi-robot patrolling models based on mathematical learning models derived from Game Theory. These multi-robot patrolling models aim at overcoming the disadvantages of previous work. To this end, the multi-robot patrolling problem was formulated using concepts of Graph Theory to represent the environment. Several normal-form games were defined at each vertex of a graph in this formulation. The multi-robot patrolling models developed in this research work have been validated and compared with best ranked multi-robot patrolling models in the literature. Both validation and comparison were preformed by using both a patrolling simulator and real robots. Experimental results show that the multirobot patrolling models developed in this research work improve previous ones in as many as 80% of 150 cases of study. Moreover, these multi-robot patrolling models rely on several features to highlight in security applications such as distribution, robustness, scalability, and dynamism. The achievements obtained in this research work validate the potential of Game Theory to develop patrolling models to protect infrastructures.

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Esta tesis investiga cuales son los parámetros más críticos que condicionan los resultados que obtienen en los ensayos de protección de peatones la flota Europea de vehículos, según la reglamentación europea de protección de peatones de 2003 (Directiva CE 2003/102) y el posterior Reglamento de 2009 (Reglamento CE 2009/78). En primer lugar se ha analizado el contexto de la protección de peatones en Europa, viendo la historia de las diferentes propuestas de procedimientos de ensayo así como los cambios (y las razones de los mismos) que han sufrido a lo largo del proceso de definición de la normativa Europea. Con la información disponible de más de 400 de estos ensayos se han desarrollado corredores de rigidez para los frontales de los diferentes segmentos de la flota de vehículos europea, siendo este uno de los resultados más relevantes de esta tesis. Posteriormente, esta tesis ha realizado un estudio accidentológico en detalle de los escenarios de atropello de peatones, identificando sus características más relevantes, los grupos de población con mayor riesgo y los tipos de lesiones más importantes que aparecen (en frecuencia y severidad), que han sentado las bases para analizar con modelos matemáticos hasta qué punto los métodos de ensayo propuestos realmente tienen estos factores en cuenta. Estos análisis no habrían sido posibles sin el desarrollo de las nuevas herramientas que se presentan en esta tesis, que permiten construir instantáneamente el modelo matemático de cualquier vehículo y cualquier peatón adulto para analizar su iteración. Así, esta tesis ha desarrollado una metodología rápida para desarrollar modelos matemáticos de vehículos a demanda, de cualquier marca y modelo y con las características geométricas y de rigidez deseados que permitan representarlo matemáticamente y del mismo modo, ha investigado cómo evoluciona el comportamiento del cuerpo humano durante el envejecimiento y ha implementado una funcionalidad de escalado en edad al modelo de peatón en multicuerpo de MADYMO (ya escalable en tamaño) para permitir modelar ad hoc cualquier peatón adulto (en género y edad). Finalmente, esta tesis también ha realizado, utilizando modelos de elementos finitos del cuerpo humano, diferentes estudios sobre la biomecánica de las lesiones más frecuentes de este tipo de accidentes, (en piernas y cabeza) con el objetivo de mejorar los procedimientos de ensayo para que predigan mejor el tipo de lesiones que se quieren evitar. Con el marco temporal y las condiciones de contorno de esta tesis se han centrado los esfuerzos en reforzar algunos aspectos críticos pero puntuales sobre cómo mejorar el ensayo de cabeza y, sobretodo, en proponer soluciones viables y con un valor añadido real al ensayo de pierna contra parachoques, sin cambiar la esencia del mismo pero proponiendo un nuevo impactador mejorado que incorpore una masa extra que representa a la parte superior del cuerpo y sea válido para toda la flota europea de vehículos independiente de la geometría de su frontal.

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The province of Salta is located the Northwest of Argentina in the border with Bolivia, Chile and Paraguay. Its Capital is the city of Salta that concentrates half of the inhabitants of the province and has grown to 600000 hab., from a small active Spanish town well founded in 1583. The city is crossed by the Arenales River descending from close mountains at North, source of water and end of sewers. But with actual growing it has become a focus of infection and of remarkable unhealthiness. It is necessary to undertake a plan for the recovery of the river, directed to the attainment of the well-being and to improve the life?s quality of the Community. The fundamental idea of the plan is to obtain an ordering of the river basin and an integral management of the channel and its surroundings, including the cleaning out. The improvement of the water?s quality, the healthiness of the surroundings and the improvement of the environment, must go hand by hand with the development of sport activities, of relaxation, tourism, establishment of breeding grounds, kitchen gardens, micro enterprises with clean production and other actions that contribute to their benefit by the society, that being a basic factor for their care and sustainable use. The present pollution is organic, chemical, industrial, domestic, due to the disposition of sweepings and sewer effluents that affects not only the flora and small fauna, destroying the biodiversity, but also to the health of people living in their margins. Within the plan it will be necessary to consider, besides hydric and environmental cleaning and the prevention of floods, the planning of the extraction of aggregates, the infrastructure and consolidation of margins works and the arrangement of all the river basin. It will be necessary to consider the public intervention at state, provincial and local level, and the private intervention. In the model it has been necessary to include the sub-model corresponding to the election of the entity to be the optimal instrument to reach the proposed objectives, giving an answer to the social, environmental and economic requirements. For that the authors have used multi-criteria decision methods to qualify and select alternatives, and for the programming of their implementation. In the model the authors have contemplated the short, average and long term actions. They conform a Paretooptimal alternative which secures the ordering, integral and suitable management of the basin of the Arenales River, focusing on its passage by the city of Salta.

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At present, in the University curricula in most countries, the decision theory and the mathematical models to aid decision making is not included, as in the graduate program like in Doctored and Master´s programs. In the Technical School of High Level Agronomic Engineers of the Technical University of Madrid (ETSIA-UPM), the need to offer to the future engineers training in a subject that could help them to take decisions in their profession was felt. Along the life, they will have to take a lot of decisions. Ones, will be important and others no. In the personal level, they will have to take several very important decisions, like the election of a career, professional work, or a couple, but in the professional field, the decision making is the main role of the Managers, Politicians and Leaders. They should be decision makers and will be paid for it. Therefore, nobody can understand that such a professional that is called to practice management responsibilities in the companies, does not take training in such an important matter. For it, in the year 2000, it was requested to the University Board to introduce in the curricula an optional qualified subject of the second cycle with 4,5 credits titled " Mathematical Methods for Making Decisions ". A program was elaborated, the didactic material prepared and programs as Maple, Lingo, Math Cad, etc. installed in several IT classrooms, where the course will be taught. In the course 2000-2001 this subject was offered with a great acceptance that exceeded the forecasts of capacity and had to be prepared more classrooms. This course in graduate program took place in the Department of Applied Mathematics to the Agronomic Engineering, as an extension of the credits dedicated to Mathematics in the career of Engineering.

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There is evidence that the climate changes and that now, the change is influenced and accelerated by the CO2 augmentation in atmosphere due to combustion by humans. Such ?Climate change? is on the policy agenda at the global level, with the aim of understanding and reducing its causes and to mitigate its consequences. In most countries and international organisms UNO (e.g. Rio de Janeiro 1992), OECD, EC, etc . . . the efforts and debates have been directed to know the possible causes, to predict the future evolution of some variable conditioners, and trying to make studies to fight against the effects or to delay the negative evolution of such. The Protocol of Kyoto 1997 set international efforts about CO2 emissions, but it was partial and not followed e.g. by USA and China . . . , and in Durban 2011 the ineffectiveness of humanity on such global real challenges was set as evident. Among all that, the elaboration of a global model was not boarded that can help to choose the best alternative between the feasible ones, to elaborate the strategies and to evaluate the costs, and the authors propose to enter in that frame for study. As in all natural, technological and social changes, the best-prepared countries will have the best bear and the more rapid recover. In all the geographic areas the alternative will not be the same one, but the model must help us to make the appropriated decision. It is essential to know those areas that are more sensitive to the negative effects of climate change, the parameters to take into account for its evaluation, and comprehensive plans to deal with it. The objective of this paper is to elaborate a mathematical model support of decisions, which will allow to develop and to evaluate alternatives of adaptation to the climatic change of different communities in Europe and Latin-America, mainly in especially vulnerable areas to the climatic change, considering in them all the intervening factors. The models will consider criteria of physical type (meteorological, edaphic, water resources), of use of the ground (agriculturist, forest, mining, industrial, urban, tourist, cattle dealer), economic (income, costs, benefits, infrastructures), social (population), politician (implementation, legislation), educative (Educational programs, diffusion) and environmental, at the present moment and the future. The intention is to obtain tools for aiding to get a realistic position for these challenges, which are an important part of the future problems of humanity in next decades.

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Climate change is on the policy agenda at the global level, with the aim of understanding and reducing its causes and to mitigate its consequences. In most of the countries and international organisms UNO, OECD, EC, etc … the efforts and debates have been directed to know the possible causes, to predict the future evolution of some variable conditioners, and trying to make studies to fight against the effects or to delay the negative evolution of such. Nevertheless, the elaboration of a global model was not boarded that can help to choose the best alternative between the feasible ones, to elaborate the strategies and to evaluate the costs. As in all natural, technological and social changes, the best-prepared countries will have the best bear and the more rapid recover. In all the geographic areas the alternative will not be the same one, but the model should help us to make the appropriated decision. It is essential to know those areas that are more sensitive to the negative effects of climate change, the parameters to take into account for its evaluation, and comprehensive plans to deal with it. The objective of this paper is to elaborate a mathematical model support of decisions, that will allow to develop and to evaluate alternatives of adaptation to the climatic change of different communities in Europe and Latin-America, mainly, in vulnerable areas to the climatic change, considering in them all the intervening factors. The models will take into consideration criteria of physical type (meteorological, edaphic, water resources), of use of the ground (agriculturist, forest, mining, industrial, urban, tourist, cattle dealer), economic (income, costs, benefits, infrastructures), social (population), politician (implementation, legislation), educative (Educational programs, diffusion), sanitary and environmental, at the present moment and the future.

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Identified neurons that control eye movements offer an excellent experimental target for the study of Information coding and neuronal interaction processes wíthin the central nervous system. Here are presented some prelimínary results of the motoneuron behaviour during steady eye fíxation, obtained by regressíon and analysis of variance techniques. A flexible information system intended for the systematic acquisitíon and analysis of simultaneous records of neuronal activity and both eyes angular position in a great amount of cells, oriented to the defínition of mathematical models, is also briefly outlíned.

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We establish a refined version of the Second Law of Thermodynamics for Langevin stochastic processes describing mesoscopic systems driven by conservative or non-conservative forces and interacting with thermal noise. The refinement is based on the Monge-Kantorovich optimal mass transport and becomes relevant for processes far from quasi-stationary regime. General discussion is illustrated by numerical analysis of the optimal memory erasure protocol for a model for micron-size particle manipulated by optical tweezers.

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System identification deals with the problem of building mathematical models of dynamical systems based on observed data from the system" [1]. In the context of civil engineering, the system refers to a large scale structure such as a building, bridge, or an offshore structure, and identification mostly involves the determination of modal parameters (the natural frequencies, damping ratios, and mode shapes). This paper presents some modal identification results obtained using a state-of-the-art time domain system identification method (data-driven stochastic subspace algorithms [2]) applied to the output-only data measured in a steel arch bridge. First, a three dimensional finite element model was developed for the numerical analysis of the structure using ANSYS. Modal analysis was carried out and modal parameters were extracted in the frequency range of interest, 0-10 Hz. The results obtained from the finite element modal analysis were used to determine the location of the sensors. After that, ambient vibration tests were conducted during April 23-24, 2009. The response of the structure was measured using eight accelerometers. Two stations of three sensors were formed (triaxial stations). These sensors were held stationary for reference during the test. The two remaining sensors were placed at the different measurement points along the bridge deck, in which only vertical and transversal measurements were conducted (biaxial stations). Point estimate and interval estimate have been carried out in the state space model using these ambient vibration measurements. In the case of parametric models (like state space), the dynamic behaviour of a system is described using mathematical models. Then, mathematical relationships can be established between modal parameters and estimated point parameters (thus, it is common to use experimental modal analysis as a synonym for system identification). Stable modal parameters are found using a stabilization diagram. Furthermore, this paper proposes a method for assessing the precision of estimates of the parameters of state-space models (confidence interval). This approach employs the nonparametric bootstrap procedure [3] and is applied to subspace parameter estimation algorithm. Using bootstrap results, a plot similar to a stabilization diagram is developed. These graphics differentiate system modes from spurious noise modes for a given order system. Additionally, using the modal assurance criterion, the experimental modes obtained have been compared with those evaluated from a finite element analysis. A quite good agreement between numerical and experimental results is observed.

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AUTOFLY-Aid Project aims to develop and demonstrate novel automation support algorithms and tools to the flight crew for flight critical collision avoidance using “dynamic 4D trajectory management”. The automation support system is envisioned to improve the primary shortcomings of TCAS, and to aid the pilot through add-on avionics/head-up displays and reality augmentation devices in dynamically evolving collision avoidance scenarios. The main theoretical innovative and novel concepts to be developed by AUTOFLY-Aid project are a) design and development of the mathematical models of the full composite airspace picture from the flight deck’s perspective, as seen/measured/informed by the aircraft flying in SESAR 2020, b) design and development of a dynamic trajectory planning algorithm that can generate at real-time (on the order of seconds) flyable (i.e. dynamically and performance-wise feasible) alternative trajectories across the evolving stochastic composite airspace picture (which includes new conflicts, blunder risks, terrain and weather limitations) and c) development and testing of the Collision Avoidance Automation Support System on a Boeing 737 NG FNPT II Flight Simulator with synthetic vision and reality augmentation while providing the flight crew with quantified and visual understanding of collision risks in terms of time and directions and countermeasures.

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Abstract Transport is the foundation of any economy: it boosts economic growth, creates wealth, enhances trade, geographical accessibility and the mobility of people. Transport is also a key ingredient for a high quality of life, making places accessible and bringing people together. The future prosperity of our world will depend on the ability of all of its regions to remain fully and competitively integrated in the world economy. Efficient transport is vital in making this happen. Operations research can help in efficiently planning the design and operating transport systems. Planning and operational processes are fields that are rich in combinatorial optimization problems. These problems can be analyzed and solved through the application of mathematical models and optimization techniques, which may lead to an improvement in the performance of the transport system, as well as to a reduction in the time required for solving these problems. The latter aspect is important, because it increases the flexibility of the system: the system can adapt in a faster way to changes in the environment (i.e.: weather conditions, crew illness, failures, etc.). These disturbing changes (called disruptions) often enforce the schedule to be adapted. The direct consequences are delays and cancellations, implying many schedule adjustments and huge costs. Consequently, robust schedules and recovery plans must be developed in order to fight against disruptions. This dissertation makes contributions to two different fields: rail and air applications. Robust planning and recovery methods are presented. In the field of railway transport we develop several mathematical models which answer to RENFE’s (the major railway operator in Spain) needs: 1. We study the rolling stock assignment problem: here, we introduce some robust aspects in order to ameliorate some operations which are likely to fail. Once the rolling stock assignment is known, we propose a robust routing model which aims at identifying the train units’ sequences while minimizing the expected delays and human resources needed to perform the sequences. 2. It is widely accepted that the sequential solving approach produces solutions that are not global optima. Therefore, we develop an integrated and robust model to determine the train schedule and rolling stock assignment. We also propose an integrated model to study the rolling stock circulations. Circulations are determined by the rolling stock assignment and routing of the train units. 3. Although our aim is to develop robust plans, disruptions will be likely to occur and recovery methods will be needed. Therefore, we propose a recovery method which aims to recover the train schedule and rolling stock assignment in an integrated fashion all while considering the passenger demand. In the field of air transport we develop several mathematical models which answer to IBERIA’s (the major airline in Spain) needs: 1. We look at the airline-scheduling problem and develop an integrated approach that optimizes schedule design, fleet assignment and passenger use so as to reduce costs and create fewer incompatibilities between decisions. Robust itineraries are created to ameliorate misconnected passengers. 2. Air transport operators are continuously facing competition from other air operators and different modes of transport (e.g., High Speed Rail). Consequently, airline profitability is critically influenced by the airline’s ability to estimate passenger demands and construct profitable flight schedules. We consider multi-modal competition including airline and rail, and develop a new approach that estimates the demand associated with a given schedule; and generates airline schedules and fleet assignments using an integrated schedule design and fleet assignment optimization model that captures the impacts of schedule decisions on passenger demand.

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Es conocido que la variación del comportamiento dinámico de las estructuras puede ser empleado dentro de un sistema de monitorización de su integridad estructural. Así, este estudio tiene como objetivo comprender el comportamiento dinámico de edificios esbeltos, frente a diferentes agentes ambientales como la temperatura y/o dirección y velocidad del viento. En el marco de esta investigación, se estudian dos edificios: la Torre de la ETSI (Escuela Técnica Superior de Ingenieros) de Caminos, Canales y Puertos de la UPM (Universidad Politécnica de Madrid) y un edificio de viviendas situado en la calle de Arturo Soria de Madrid. Los datos medioambientales antes mencionados, se registraron con sendas estacionales meteorológicas situadas en las azoteas de ambos edificios. Se realiza el análisis modal operacional de ambas estructuras. Este análisis se realiza a partir de las mediciones de las aceleraciones ante excitaciones ambientales, es un análisis basado sólo en la respuesta de la estructura. Por tanto, no es necesario interrumpir el funcionamiento en servicio de la instalación, obteniendo su comportamientos en este estado. A partir de este análisis, se obtienen las frecuencias naturales, los amortiguamientos modales y las formas modales. Así, en este trabajo se ha estudiado la relación existente entre la variación en la estimación de las frecuencias naturales y la variación de los agentes ambientales (fundamentalmente la temperatura). Los ensayos dinámicos en los dos edificios mencionados anteriormente, se han realizado utilizando acelerómetros de alta sensibilidad sincronizados inalámbricamente, lo cual ha simplificado el trabajo experimental si lo comparamos con los sistemas tradicionales. Como resultado del trabajo realizado se pueden destacar los siguientes puntos: (i) se ha visto que con el equipamiento disponible se pueden realizar análisis dinámicos de edificios, (ii) se ha mejorado el conocimiento dinámico de estas estructuras, y (iii) se ha visto la importancia que pueden tener los agentes ambientales dependiendo por un lado del tipo estructura del edificio. A partir del trabajo, se podrían actualizar modelos matemáticos que sirvan para la predicción de daños en las estructuras, y por otro, se podrán eliminar los efectos de los agentes ambientales, lo cual es un punto vital si se quiere emplear los parámetros modales para el cálculo de indices de daño. La aplicación de este tipo de investigación ayudará a tener una información mayor sobre el comportamiento de las estructuras y así, en el futuro, poder realizar distintos tipos de procesos, como la formulación de modelos matemáticos que reflejen con mayor fidelidad el comportamiento real. De esta forma, la monitorización de los agentes medioambientales permitirán valorar la influencia de estas variaciones sobre la estructura pudiéndose eliminar estos efectos. Con ello, se mejora la incertidumbre en la variación de frecuencias que puede ser utilizada como un sistema de activación de alarmas frente a la detección de daños estructurales. It is known that the variation of the dynamic behavior of structures can be used within a system to monitor structural integrity. So, this study aims to understand the dynamic behavior of slender buildings, against different environmental agents such as temperature and / or wind direction and velocity. As part of this investigation, two buildings are studied: the ETSI's (Escuela Técnica Superior de Ingenieros) main tower of Escuela de Caminos, Canales y Puertos of UPM (Universidad Politécnica de Madrid) and a residential building located in the streets Arturo Soria Madrid. The environmental data were recorded with weather stations located on the roof of both buildings. In both structures a modal operational analysis has been carried out. This analysis is performed from the measurements of the acceleration to the environmental excitation, this analysis is based only on the response of the structure. Therefore, it is not necessary to interrupt the operation of the structure, getting its behavior in this state. From this analysis, the natural frequencies, modal damping and mode shapes are obtained. So, in this work we have studied the existing relationship between the variation in the estimate of the natural frequencies and the variation of environmental agents (mainly temperature). The dynamic tests in the two buildings mentioned above, have been made using high-sensitivity accelerometers wirelessly synchronized, which has simplified the experimental work when compared to traditional systems. As a result of work performed can highlight the following points: (i) it has been found that with the available equipment can perform dynamic analysis of buildings, (ii) has improved dynamic knowledge of these structures, and, (iii) can be seen the potential importance of environmental agents depending on the type of building structure. From the work, mathematical models can be updated that serve to prediction of damage to structures, and on the other side, may eliminate the effects of environmental agents, which is a vital point if you want to use the modal parameters for calculating damage ratings. The application of this type of research will help to have more information about the behavior of structures and so, in the future, conduct various processes, as the formulation of mathematical models that reflect more accurately an actual behavior. In this way the monitoring of environmental agents will allow evaluate the influence of these variations on the structure being possible eliminate these effects. Thereby, improvement the uncertainty in the frequencies variation that can be used as an alarm activation system from detection of structural damage.

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En este trabajo, se han llevado a cabo distintos experimentos en laboratorio, con el objetivo de estudiar el efecto de la aplicación de residuos orgánicos como fuentes de P en las pérdidas de este elemento, que se producen en suelo, tanto por escorrentía superficial como por lixiviación. El interés por evaluar las pérdidas de P se debe a la necesidad de conocer mejor los factores que influyen en los procesos de pérdidas de este elemento y así, poder reducir los problemas de eutrofización de aguas, tanto superficiales como subterráneas, provocadas por un exceso de este nutriente, junto con otros como el nitrógeno. Los trabajos experimentales que se han llevado a cabo se detallan a continuación: Se ha realizado el estudio de las formas de P contenidas en una serie de 14 residuos orgánicos, de distinto origen y tratamiento (compost, lodos, purines y digestato), comparando la información aportada por tres protocolos de fraccionamientos de P diferentes, seleccionados entre los principales métodos utilizados: protocolo de fraccionamiento de Ruttemberg (1992), protocolo de Normas, medidas y ensayos (Ruban et al., 2001a) y protocolo de Huang et al. (2008). Todos los métodos de fraccionamiento empleados aportaron información útil para conocer las formas de P de los residuos, a pesar de que alguno de ellos fue descrito para sedimentos o suelos. Sin embargo, resulta difícil comparar los resultados entre unos y otros, ya que cada uno emplea extractantes y tiempos de ensayos diferentes. Las cantidades de P total determinadas por cada método mantienen una relación lineal, aunque el método SMT, por ser más directo, obtiene las cantidades más elevadas para todos los residuos. Los métodos secuenciales (métodos de Huang y Ruttemberg), a pesar de ser más largos y tediosos, aportan información más detallada de la disponibilidad de las formas de P, y con ello, permiten obtener una mejor estimación de las pérdidas potenciales de este elemento tras su aplicación en suelo. Se han encontrado relaciones positivas entre las fracciones determinadas por estos dos métodos. Así mismo, se encuentra una correlación entre las formas solubles de P y la concentración de los iones [Ca + Fe + Al] de los residuos, útiles como indicadores de la disponibilidad de este elemento. Sin embargo, el protocolo SMT, no obtiene información de la solubilidad o disponibilidad de las formas de P contenidas, ni las formas determinadas mantienen relaciones directas con las de los otros métodos, con excepción del P total. Para el estudio del comportamiento de los residuos aplicados en suelos, se pusieron a punto sistemas de lluvia simulada, con el objetivo de caracterizar las pérdidas de P en la escorrentía superficial generada. Por otra parte, se emplearon columnas de suelos enmendados con residuos orgánicos, para el estudio de las pérdidas de P por lixiviación. Los ensayos de simulación de lluvia se llevaron a cabo de acuerdo al “National Phosphorus Research proyect“ (2001), que consigue simular eventos sucesivos de lluvia en unas condiciones semejantes a la realidad, empleando cajas llenas de suelo del horizonte superficial, con residuos aplicados tanto superficialmente como mediante mezcla con el propio suelo. Los ensayos se realizaron con seis residuos de diferente naturaleza y sometidos a distintos tratamientos. Se encontraron diferencias significativas en las pérdidas de las formas de P analizadas, tanto disueltas como particuladas, en las aguas de escorrentía generadas. En general, las pérdidas en el primer evento de lluvia tras la aplicación de los residuos fueron mayores a las generadas en el segundo evento, predominando las formas de P particuladas respecto a las disueltas en ambos. Se encontró una relación positiva entre las pérdidas de P en las aguas de escorrentía generadas en cada ensayo, con los contenidos de P soluble en agua y fácilmente disponible de los residuos empleados, determinados por los protocolos de fraccionamientos secuenciales. Además, se emplearon los modelos matemáticos desarrollados por Vadas et al. (2005, 2007), de evaluación de las pérdidas de P por escorrentía para fertilizantes y estiércoles. La predicción de estos modelos no se cumple en el caso de todos los residuos. Las distintas propiedades físicas de los residuos pueden afectar a las diferencias entre las pérdidas experimentales y las esperadas. Los ensayos de simulación del proceso de lixiviación se llevaron a cabo en columnas de percolación, con suelos enmendados con residuos orgánicos, de acuerdo a la norma “CEN/TS 14405–2004: Caracterización de los residuos – Test de comportamiento de lixiviación – Test de flujo ascendente”. Las pérdidas de P por procesos de lixiviación de agua, han sido despreciadas durante mucho tiempo respecto a las pérdidas por escorrentía. Sin embargo, se ha demostrado que deben tenerse en consideración, principalmente en algunos tipos de suelos o zonas cercanas a acuíferos. Se utilizaron tres suelos de distinta procedencia para los ensayos, de manera que se pudo estudiar la influencia del tipo de suelo en las pérdidas de P para cada tipo de residuo (purín, compost, digestato y lodo de EDAR). Los índices de adsorción de P determinados para cada suelo permiten evaluar aquellos que presentarán más riesgo de producir pérdidas de este elemento al aplicarse fuentes externas de P, encontrando una relación positiva entre ambos. Las pérdidas de P en los lixiviados varían en función tanto del residuo como del suelo empleado. Para el compost, el purín y el lodo, se encontró una relación entre las pérdidas generadas en el agua lixiviada de las columnas y las formas de P soluble contenidas en los residuos. Sin embargo, en el caso del digestato, no existía esta correlación. Las pérdidas para este residuo fueron en todos los casos menores a las estimadas, considerando las formas de P contenido. El estudio de la mojabilidad, propiedad física del residuo que evalúa la capacidad de interacción residuo-agua, permitió explicar el comportamiento anómalo de este residuo, con una mayor resistencia a que el agua entrara en su estructura y por tanto, una mayor dificultad de solubilizar el P contenido en el propio residuo, que en el caso de otros residuos. En general, podemos considerar que el estudio de las formas de P más disponibles o solubles en agua, aporta información útil de las pérdidas potenciales de P. Sin embargo, es necesario estudiar las propiedades físicas de los residuos orgánicos aplicados y la capacidad de adsorción de P de los suelos, para estimar las pérdidas de P y con ello, colaborar a controlar los procesos de eutrofización en aguas. ABSTRACT This dissertation explores the effect of organic wastes application as sources of P in losses of this element that occur by both surface runoff and leaching in soil. To do so, diverse laboratory experiments are conducted and presented here. Evaluating P losses is necessary to better understand the factors that influence the processes behind the loss of this element. Reducing P losses reduces eutrophication problems of both surface water and groundwater caused by an excess of this nutrient, along with other as nitrogen. Details of the experiments are presented below: The first experiment studies the forms of P contained in a series of 14 organic wastes of different origin and treatment (compost, sludge, slurry and digestate), comparing the information provided by three methods of P fractionation. The methods selected were: Ruttemberg protocol (1992); Standards, Measurements and Testing protocol (Ruban et al., 2001a); and Huang protocol (Huang et al., 2008). All fractionation methods employed successfully contribute to our knowledge of P forms in wastes, even though one of them was originally described for sediments or soils information. However, it is difficult to compare results among each other, as each protocol employs different extractants and time in the trials. Total amounts of P obtained by each method show a linear relationship, although the SMT method, which is more direct, obtains the highest amounts for all residues. Sequential methods (Huang and Ruttemberg’s protocols), despite being longer and more tedious, provide more detailed information on the availability of the forms of P. Therefore, allow the estimation of the potential losses of P after application in soil. Furthermore, positive relationships have been found among fractions obtained by these methods. Positive relationship has been found also among soluble forms of P and the concentration of ions Fe + Ca + Al, which is useful as an indicator of the availability of this element. However, the SMT protocol does not collect information about solubility or availability of forms of P contained; neither do certain forms maintain direct relations with the forms from other methods, with the exception of total P methods. To study the behavior of wastes applied to soils two experiments were conducted. Simulated rain systems were prepared to characterize P losses in the surface runoff generated. In addition, columns of soils amended with organic waste were developed for the study of P leaching losses. Simulated rain systems were carried out according to the ’National Phosphorus Research Project’ (2001), which manages to simulate successive rainfall events in conditions resembling reality. The experiment uses boxes filled with soil from the surface horizon amended with residues, both superficially and by mixing with the soil. Tests were conducted with six residues of different type and subjected to diverse treatments. Findings show significant differences in losses of the P forms analyzed in the generated runoff water, in both solution and particulate forms. In general, losses in the first rainfall event after application of waste were higher than the losses generated in the second event, predominating particulate forms of P over dissolved forms in both events. In all trials, a positive relationship was found between various P forms determined by sequential fractionation protocols (water soluble P and readily available P forms) and P losses in runoff. Furthermore, results from Vadas´s mathematical models (Vadas et al., 2005; 2007) to assess P losses by runoff fertilizers and manures indicate that the prediction of this model is not fulfilled in the case of all residues. The diverse physical properties of wastes may affect the differences between experimental and expected losses. Finally, leaching simulation processes were carried out in percolation columns, filled with soils amended with organic wastes, following the ‘CEN/TS 14405-2004 standard: Characterization of waste - Leaching behavior test - Test Flow ascending ’. P losses by leaching have been neglected for a long time with respect to runoff losses. However, findings corroborate previous studies showing that these P losses have to be taken into account, especially in certain types of soils and in zones near aquifers. To study the influence of soil type on P losses, experiments were carried out with three different soils and for each type of waste (manure, compost, digestate and sludge WWTP). Each soil’s P adsorption rates allow assessing which soils imply a higher risk of P losses when external sources of P are applied. P losses in leachate vary according to the type of soil employed and according to the specific residue. In the case of compost, manure and sludge, there is a relationship between leaching losses and residues’ soluble forms of P. The exception being the digestate, where there was no such correlation. Digestate P losses by leaching were lower than expected in all cases considering the forms of P contained. Moreover, examining digestate wettability -- that is, the physical property of the residue that assesses the capacity of waste-water interaction -- allowed explaining the anomalous behavior of this residue. Digestate has a high resistance to water entering its structure and thus higher difficulty to solubilize the P contained. Overall, studying the more available or soluble P forms provides useful information about the potential loss of P. However, this dissertation shows that it is necessary to examine the physical properties of organic residues applied as well as the P adsorption capacity of soils to estimate P losses, and thus to control eutrophication in water.

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To date, only few initiatives have been carried out in Spain in order to use mathematical models (e.g. DNDC, DayCent, FASSET y SIMSNIC) to estimate nitrogen (N) and carbon (C) dynamics as well as greenhouse gases (GHG) in Spanish agrosystems. Modeling at this level may allow to gain insight on both the complex relationships between biological and physicochemical processes, controlling the processes leading to GHG production and consumption in soils (e.g. nitrification, denitrification, decomposing, etc.), and the interactions between C and N cycles within the different components of the continuum plant-soil-environment. Additionally, these models can simulate the processes behind production, consumition and transport of GHG (e.g. nitrous oxide, N2O, and carbon dioxide, CO2) in the short and medium term and at different scales. Other sources of potential pollution from soils can be identified and quantified using these process-based models (e.g. NO3 y NH3).