Computing probable maximum loss in catastrophe reinsurance portfolios on multi-core and many-core architectures

In the reinsurance market, the risks natural catastrophes pose to portfolios of properties must be quantified, so that they can be priced, and insurance offered. The analysis of such risks at a portfolio level requires a simulation of up to 800 000 trials with an average of 1000 catastrophic events per trial. This is sufficient to capture risk for a global multi-peril reinsurance portfolio covering a range of perils including earthquake, hurricane, tornado, hail, severe thunderstorm, wind storm, storm surge and riverine flooding, and wildfire. Such simulations are both computation and data intensive, making the application of high-performance computing techniques desirable.

In this paper, we explore the design and implementation of portfolio risk analysis on both multi-core and many-core computing platforms. Given a portfolio of property catastrophe insurance treaties, key risk measures, such as probable maximum loss, are computed by taking both primary and secondary uncertainties into account. Primary uncertainty is associated with whether or not an event occurs in a simulated year, while secondary uncertainty captures the uncertainty in the level of loss due to the use of simplified physical models and limitations in the available data. A combination of fast lookup structures, multi-threading and careful hand tuning of numerical operations is required to achieve good performance. Experimental results are reported for multi-core processors and systems using NVIDIA graphics processing unit and Intel Phi many-core accelerators.

Persistent luminescence of SrAl2O4:Ce(III), Dy, Eu nanotubes, nanowires and core-shells for people with disabilities: nano-emergency

Este estudo transversal está focado na propriedade de luminescência persistente do aluminato de estrôncio co-dopado com cério (III), disprósio (III) e európio (II), SrAl2O4:Ce3+, Dy3+, Eu2+, em sistemas de sinalização de áreas de risco e emergências para pessoas com deficiências. Na área da ciência e engenharia dos materiais, foram desenvolvidos novos materiais com características nanométricas, nanotubos, nanoarames e nanobastões luminescentes de SrAl2O4:Ce3+, Dy3+, Eu2+ para aplicações na área da reabilitação e acessibilidade de pessoas com deficiências. Os nanotubos foram obtidos a partir de micro- e nano-partículas precursoras sintetizadas por reacção do estado-sólido e tratamento térmico de recozedura (1273-1473 K). Os nanoarames e nanobastões foram preparados por moagem, sonificação e recozedura (373 K). Novas nanocápsulas de aluminatos luminescentes dopados com cério (III) e encapsulados com TiO2 foram criadas de modo a obter-se materiais multifuncionais, designadamente com acção fotocatalítica antimicrobiana, antibacteriana e resistência à água. Tais aluminatos podem ser amplamente aplicados como superfícies higiénicas, auto-limpantes, em biomateriais, no domínio de medicamentos antibióticos, na formulação de vacinas, e com ênfase à aplicação em cerâmicas fotoluminescentes. As metodologias de obtenção de tais nanoestruturas de aluminato de estrôncio dopado com cério (III) e do seu encapsulamento, desenvolvidas no âmbito desta tese, são aplicáveis a diversos aluminatos dopados com outros iões lantanídeos (Ln consiste em La, Ce, Pr, Nd, Pm, Sm, Eu, Gd, Tb, Dy, Ho, Er, Yb, Tm ou Lu) com a fórmula M(1-x-y)N2O4:Cex, Lny, onde M é Be, Mg, Ca, Sr ou Ba. Na área da oftalmologia, foi desenvolvido um equipamento médico para o diagnóstico de biofuncionalidade das células retinais fotoreceptoras, e como suporte à telemedicina oftalmológica. Este equipamento foi utilizado para realizar testes de visão cromática FM100HUE em fundo branco/preto para a personalização de materiais luminescentes. Os resultados demonstraram uma biofuncionalidade celular à visibilidade fotópica das cores em fundo preto superior no grupo de tratamento, composto por pessoas com retinopatia diabética (n=38), em comparação ao grupo de referência (n=38). Estes resultados sugerem a recomendação de materiais com fotoluminescência persistente (λem=485-555 nm), incluindo SrAl2O4:Ce3+, Dy3+, Eu2+, para o referido grupo de tratamento, em sinalização de emergência e em ambientes de baixa iluminação. Na área da arquitectura, foi proposta uma nova aplicação dos referidos nanomateriais luminescentes à base de SrAl2O4:Ce3+, Dy3+, Eu2+ em cerâmica de revestimento, tendo em vista a sua boa visibilidade e uso por pessoas com deficiências. Novos pavimentos, cerâmicos, fotoluminescentes, foram desenhados com propriedades multisensoriais (contraste táctil, sonoro e visual) e antimicrobianas, para pessoas portadoras de deficiências utilizarem, no escuro, com a prioridade de salvar vidas em emergências. Tais pisos, com relevos, podem ser combinados de modo a compor um sistema exclusivo de sinalização fotoluminescente multisensorial que possibilita a rápida evacuação mediante o uso de auxílios de mobilidade (e.g. bengala, cadeira de rodas, andadores, muletas). A solução integrada de tais inovações que potencializa a propriedade de luminescência persistente de SrAl2O4:Ce3+, Dy3+, Eu2+ de modo acessível para as pessoas com deficiências, pode contribuir para salvar vidas, no escuro, em emergências.

Metal speciation dynamics in colloidal ligand dispersions. Part 3: Lability features of steady-state systems

A lability criterion is developed for dynamic metal binding by colloidal ligands with convective diffusion as the dominant mode of mass transport. Scanned stripping chronopotentiometric measurements of Pb(II) and Cd(II) binding by carboxylated latex core-shell particles were in good agreement with the predicted values. The dynamic features of metal ion binding by these particles illustrate that the conventional approach of assuming a smeared-out homogeneous ligand distribution overestimates the lability of a colloidal ligand system. Due to the nature of the spatial distribution of the binding sites, the change in lability of a metal species with changing ligand concentration depends on whether the ligand concentration is varied via manipulation of the pH (degree of protonation) or via the particle concentration. In the former case the local ligand density varies, whereas in the latter case it is constant. This feature provides a useful diagnostic tool for the presence of geometrically constrained binding sites.

Optimization of molecular dynamics simulation code and applications to biomolecular systems

Tese de doutoramento, Bioquimica, Faculdade de Ciências e Tecnologia, Universidade do Algarve, 2015

Elements of a methodology to assess the alignment of core-values in collaborative networks

Collaborative networks are typically formed by heterogeneous and autonomous entities, and thus it is natural that each member has its own set of core-values. Since these values somehow drive the behaviour of the involved entities, the ability to quickly identify partners with compatible or common core-values represents an important element for the success of collaborative networks. However, tools to assess or measure the level of alignment of core-values are lacking. Since the concept of 'alignment' in this context is still ill-defined and shows a multifaceted nature, three perspectives are discussed. The first one uses a causal maps approach in order to capture, structure, and represent the influence relationships among core-values. This representation provides the basis to measure the alignment in terms of the structural similarity and influence among value systems. The second perspective considers the compatibility and incompatibility among core-values in order to define the alignment level. Under this perspective we propose a fuzzy inference system to estimate the alignment level, since this approach allows dealing with variables that are vaguely defined, and whose inter-relationships are difficult to define. Another advantage provided by this method is the possibility to incorporate expert human judgment in the definition of the alignment level. The last perspective uses a belief Bayesian network method, and was selected in order to assess the alignment level based on members' past behaviour. An example of application is presented where the details of each method are discussed.

Many-core approach to 2D-DCT calculation using an FPGA

Trabalho Final de Mestrado para obtenção do grau de Mestre em Engenharia de Electrónica e Telecomunicações

Linux based mobile: operating systems

Trabalho de Projeto para obtenção do grau de Mestre em Engenharia Informática e de Computadores

A many-core co-processor for embedded parallel computing on FPGA

Single processor architectures are unable to provide the required performance of high performance embedded systems. Parallel processing based on general-purpose processors can achieve these performances with a considerable increase of required resources. However, in many cases, simplified optimized parallel cores can be used instead of general-purpose processors achieving better performance at lower resource utilization. In this paper, we propose a configurable many-core architecture to serve as a co-processor for high-performance embedded computing on Field-Programmable Gate Arrays. The architecture consists of an array of configurable simple cores with support for floating-point operations interconnected with a configurable interconnection network. For each core it is possible to configure the size of the internal memory, the supported operations and number of interfacing ports. The architecture was tested in a ZYNQ-7020 FPGA in the execution of several parallel algorithms. The results show that the proposed many-core architecture achieves better performance than that achieved with a parallel generalpurpose processor and that up to 32 floating-point cores can be implemented in a ZYNQ-7020 SoC FPGA.

Models and tools for value systems analysis in collaborative environments

Dissertation to obtain the degree of Doctor in Electrical and Computer Engineering, specialization of Collaborative Networks

A framework for memory contention analysis in multi-core platforms

The last decade has witnessed a major shift towards the deployment of embedded applications on multi-core platforms. However, real-time applications have not been able to fully benefit from this transition, as the computational gains offered by multi-cores are often offset by performance degradation due to shared resources, such as main memory. To efficiently use multi-core platforms for real-time systems, it is hence essential to tightly bound the interference when accessing shared resources. Although there has been much recent work in this area, a remaining key problem is to address the diversity of memory arbiters in the analysis to make it applicable to a wide range of systems. This work handles diverse arbiters by proposing a general framework to compute the maximum interference caused by the shared memory bus and its impact on the execution time of the tasks running on the cores, considering different bus arbiters. Our novel approach clearly demarcates the arbiter-dependent and independent stages in the analysis of these upper bounds. The arbiter-dependent phase takes the arbiter and the task memory-traffic pattern as inputs and produces a model of the availability of the bus to a given task. Then, based on the availability of the bus, the arbiter-independent phase determines the worst-case request-release scenario that maximizes the interference experienced by the tasks due to the contention for the bus. We show that the framework addresses the diversity problem by applying it to a memory bus shared by a fixed-priority arbiter, a time-division multiplexing (TDM) arbiter, and an unspecified work-conserving arbiter using applications from the MediaBench test suite. We also experimentally evaluate the quality of the analysis by comparison with a state-of-the-art TDM analysis approach and consistently showing a considerable reduction in maximum interference.

Hard real-time multiprocessor scheduling resilient to core failures

Presented at 21st IEEE International Conference on Embedded and Real-Time Computing Systems and Applications (RTCSA 2015). 19 to 21, Aug, 2015, pp 122-131. Hong Kong, China.

Implementation of Multi-Core Processor Based on PLASMA (Most MIPS I) IP Core

Multi-core processors is a design philosophy that has become mainstream in scientific and engineering applications. Increasing performance and gate capacity of recent FPGA devices has permitted complex logic systems to be implemented on a single programmable device. By using VHDL here we present an implementation of one multi-core processor by using the PLASMA IP core based on the (most) MIPS I ISA and give an overview of the processor architecture and share theexecution results.

Polysaccharide-based Polyion Complex Micelles as New Delivery Systems for Hydrophilic Cationic Drugs

Les micelles polyioniques ont émergé comme des systèmes prometteurs de relargage de médicaments hydrophiles ioniques. Le but de cette étude était le développement des micelles polyioniques à base de dextrane pour la relargage de médicaments hydrophiles cationiques utilisant une nouvelle famille de copolymères bloc carboxymethyldextran-poly(éthylène glycol) (CMD-PEG). Quatre copolymères CMD-PEG ont été préparés dont deux copolymères identiques en termes de longueurs des blocs de CMD et de PEG mais différent en termes de densité de charges du bloc CMD; et deux autres copolymères dans lesquels les blocs chargés sont les mêmes mais dont les blocs de PEG sont différents. Les propriétés d’encapsulation des micelles CMD-PEG ont été évaluées avec différentes molécules cationiques: le diminazène (DIM), un médicament cationique modèle, le chlorhydrate de minocycline (MH), un analogue semi-synthétique de la tétracycline avec des propriétés neuro-protectives prometteuses et différents antibiotiques aminoglycosidiques. La cytotoxicité des copolymères CMD-PEG a été évaluée sur différentes lignées cellulaires en utilisant le test MTT et le test du Bleu Alamar. La formation de micelles des copolymères de CMD-PEG a été caractérisée par différentes techniques telles que la spectroscopie RMN 1H, la diffusion de la lumière dynamique (DLS) et la titration calorimétrique isotherme (ITC). Le taux de relargage des médicaments et l’activité pharmacologique des micelles contenant des médicaments ont aussi été évalués. Les copolymères CMD-PEG n'ont induit aucune cytotoxicité dans les hépatocytes humains et dans les cellules microgliales murines (N9) après 24 h incubation pour des concentrations allant jusqu’à 15 mg/mL. Les interactions électrostatiques entre les copolymères de CMD-PEG et les différentes drogues cationiques ont amorcé la formation de micelles polyioniques avec un coeur composé du complexe CMD-médicaments cationiques et une couronne composée de PEG. Les propriétés des micelles DIM/CMDPEG ont été fortement dépendantes du degré de carboxyméthylation du bloc CMD. Les micelles de CMD-PEG de degré de carboxyméthylation du bloc CMD ≥ 60 %, ont incorporé jusqu'à 64 % en poids de DIM et ont résisté à la désintégration induite par les sels et ceci jusqu'à 400 mM NaCl. Par contre, les micelles de CMD-PEG de degré de carboxyméthylation ~ 30% avaient une plus faible teneur en médicament (~ 40 % en poids de DIM) et se désagrégeaient à des concentrations en sel inférieures (∼ 100 mM NaCl). Le copolymère de CMD-PEG qui a montré les propriétés micellaires les plus satisfaisantes a été sélectionné comme système de livraison potentiel de chlorhydrate de minocycline (MH) et d’antibiotiques aminoglycosidiques. Les micelles CMD-PEG encapsulantes de MH ou d’aminoglycosides ont une petite taille (< 200 nm de diamètre), une forte capacité de chargement (≥ 50% en poids de médicaments) et une plus longue période de relargage de médicament. Ces micelles furent stables en solution aqueuse pendant un mois; après lyophilisation et en présence d'albumine sérique bovine. De plus, les micelles ont protégé MH contre sa dégradation en solutions aqueuses. Les micelles encapsulant les drogues ont maintenu les activités pharmacologiques de ces dernières. En outre, les micelles MH réduisent l’inflammation induite par les lipopolysaccharides dans les cellules microgliales murines (N9). Les micelles aminoglycosides ont été quant à elles capable de tuer une culture bactérienne test. Toutefois les micelles aminoglycosides/CMDPEG furent instables dans les conditions physiologiques. Les propriétés des micelles ont été considérablement améliorées par des modifications hydrophobiques de CMD-PEG. Ainsi, les micelles aminoglycosides/dodecyl-CMD-PEG ont montré une taille plus petite et une meilleure stabilité aux conditions physiologiques. Les résultats obtenus dans le cadre de cette étude montrent que CMD-PEG copolymères sont des systèmes prometteurs de relargage de médicaments cationiques.

Visible-light-mediated synthesis of helicenes in batch and continuous flow systems

Le présent mémoire décrit le développement d’une méthode de synthèse des hélicènes catalysée par la lumière visible. Les conditions pour la formation de [5]hélicène ont été établies par une optimisation du photocatalyseur, du solvant, du système d’oxydation et du temps réactionnel. Suite aux études mécanistiques préliminaires, un mécanisme oxydatif est proposé. Les conditions optimisées ont été appliquées à la synthèse de [6]hélicènes pour laquelle la régiosélectivité a été améliorée en ajoutant des substituants sur la colonne hélicale. La synthèse de thiohélicènes a aussi été testée en utilisant les mêmes conditions sous irradiation par la lumière visible. La méthode a été inefficace pour la formation de benzodithiophènes et de naphtothiophènes, par contre elle permet la formation du phenanthro[3,4-b]thiophène avec un rendement acceptable. En prolongeant la surface-π de la colonne hélicale, le pyrène a été fusionné aux motifs de [4]- et [5]hélicène. Trois dérivés de pyrène-hélicène ont été synthétisés en utilisant les conditions optimisées pour la photocyclisation et leurs caractéristiques physiques ont été étudiées. La méthode de cyclisation sous l’action de la lumière visible a aussi été étudiée en flux continu. Une optimisation du montage expérimental ainsi que de la source lumineuse a été effectuée et les meilleures conditions ont été appliquées à la formation de [5]hélicène et des trois dérivés du pyrène-hélicène. Une amélioration ou conservation des rendements a été observée pour la plupart des produits formés en flux continu comparativement à la synthèse en batch. La concentration de la réaction a aussi été conservée et le temps réactionnel a été réduit par un facteur de dix toujours en comparaison avec la synthèse en batch.

Cadmium Selenide Based Core-Shell Quantum Dots for Biosensing and Imaging Applications

The overall focus of the thesis involves the synthesis and characterization of CdSe QDs overcoated with shell materials for various biological and chemical sensing applications. Second chapter deals with the synthesis and characterization of CdSe and CdSe/ZnS core shell QDs. The primary attention of this work is to develop a simple method based on photoinduced charge transfer to optimize the shell thickness. Synthesis of water soluble CdSe QDs, their cytotoxicity analysis and investigation of nonlinear optical properties form the subject of third chapter. Final chapter deals with development of QD based sensor systems for the selective detection of biologically and environmentally important analytes from aqueous media.