Computational tools for comparing asymmetric GARCH models via Bayes factors

In this paper we use Markov chain Monte Carlo (MCMC) methods in order to estimate and compare GARCH models from a Bayesian perspective. We allow for possibly heavy tailed and asymmetric distributions in the error term. We use a general method proposed in the literature to introduce skewness into a continuous unimodal and symmetric distribution. For each model we compute an approximation to the marginal likelihood, based on the MCMC output. From these approximations we compute Bayes factors and posterior model probabilities. (C) 2012 IMACS. Published by Elsevier B.V. All rights reserved.

Comparison of turbulence models for the computational fluid dynamics simulation of wind turbine wakes in the atmospheric boundary layer

An elliptic computational fluid dynamics wake model based on the actuator disk concept is used to simulate a wind turbine, approximated by a disk upon which a distribution of forces, defined as axial momentum sources, is applied on an incoming non-uniform shear flow. The rotor is supposed to be uniformly loaded with the exerted forces estimated as a function of the incident wind speed, thrust coefficient and rotor diameter. The model is assessed in terms of wind speed deficit and added turbulence intensity for different turbulence models and is validated from experimental measurements of the Sexbierum wind turbine experiment.

Enhancement of drug affinity for cell membranes by conjugation with lipoamino acids II. Experimental and computational evidence using biomembrane models

Lipoamino acids (LAAs) are promoieties able to enhance the amphiphilicity of drugs, facilitating their interaction with cell membranes. Experimental and computational studies were carried out on two series of lipophilic amide conjugates between a model drug (tranylcypromine, TCP) and LAA or alkanoic acids containing a short, medium or long alkyl side chain (C-4 to C-16). The effects of these compounds were evaluated by monolayer surface tension analysis and differential scanning calorimetry using dimyristoylphosphatidylcholine nnonolayers and liposomes as biomembrane models. The experimental results were related to independent calculations to determine partition coefficient and blood-brain partitioning. The comparison of TCP-LAA conjugates with the related series of TCP alkanoyl amides confirmed that the ability to interact with the biomembrane models is not due to the mere increase of lipophilicity, but mainly to the amphipatic nature and the kind of LAA residue. (C) 2005 Elsevier B.V. All rights reserved.

Effect of blood flow patterns on localized platelet adhesion under physiologic flow conditions using two-dimensional and three-dimensional stent models: An experimental and computational approach

This dissertation presents dynamic flow experiments with fluorescently labeled platelets to allow for spatial observation of wall attachment in inter-strut spacings, to investigate their relationship to flow patterns. Human blood with fluorescently labeled platelets was circulated through an in vitro system that produced physiologic pulsatile flow in (1) a parallel plate blow chamber that contained two-dimensional (2D) stents that feature completely recirculating flow, partially recirculating flow, and completely reattached flow, and (2) a three-dimensional (3D) cylindrical tube that contained stents of various geometric designs. ^ Flow detachment and reattachment points exhibited very low platelet deposition. Platelet deposition was very low in the recirculation regions in the 3D stents unlike the 2D stents. Deposition distal to a strut was always high in 2D and 3D stents. Spirally recirculating regions were found in 3D unlike in 2D stents, where the deposition was higher than at well-separated regions of recirculation. ^

Towards a better understanding of granular material processes: The coupling of a computational fluid dynamics framework with micro-mechanical models

Abstract not available

Efficient and low-computational predictive models for spectral sensors

Spectral sensors are a wide class of devices that are extremely useful for detecting essential information of the environment and materials with high degree of selectivity. Recently, they have achieved high degrees of integration and low implementation cost to be suited for fast, small, and non-invasive monitoring systems. However, the useful information is hidden in spectra and it is difficult to decode. So, mathematical algorithms are needed to infer the value of the variables of interest from the acquired data. Between the different families of predictive modeling, Principal Component Analysis and the techniques stemmed from it can provide very good performances, as well as small computational and memory requirements. For these reasons, they allow the implementation of the prediction even in embedded and autonomous devices. In this thesis, I will present 4 practical applications of these algorithms to the prediction of different variables: moisture of soil, moisture of concrete, freshness of anchovies/sardines, and concentration of gasses. In all of these cases, the workflow will be the same. Initially, an acquisition campaign was performed to acquire both spectra and the variables of interest from samples. Then these data are used as input for the creation of the prediction models, to solve both classification and regression problems. From these models, an array of calibration coefficients is derived and used for the implementation of the prediction in an embedded system. The presented results will show that this workflow was successfully applied to very different scientific fields, obtaining autonomous and non-invasive devices able to predict the value of physical parameters of choice from new spectral acquisitions.

Computational Analysis Based on Parametric Models of Historic Masonry Vaulted Structures Strengthened by Fiber-Reinforced Composite Materials

Historic vaulted masonry structures often need strengthening interventions that can effectively improve their structural performance, especially during seismic events, and at the same time respect the existing setting and the modern conservation requirements. In this context, the use of innovative materials such as fiber-reinforced composite materials has been shown as an effective solution that can satisfy both aspects. This work aims to provide insight into the computational modeling of a full-scale masonry vault strengthened by fiber-reinforced composite materials and analyze the influence of the arrangement of the reinforcement on the efficiency of the intervention. At first, a parametric model of a cross vault focusing on a realistic representation of its micro-geometry is proposed. Then numerical modeling, simulating the pushover analyses, of several barrel vaults reinforced with different reinforcement configurations is performed. Finally, the results are collected and discussed in terms of force-displacement curves obtained for each proposed configuration.

Additive genetic relationship of longevity with fertility and production traits in Nellore cattle based on bivariate models

Survival or longevity is an economically important trait in beef cattle. The main inconvenience for its inclusion in selection criteria is delayed recording of phenotypic data and the high computational demand for including survival in proportional hazard models. Thus, identification of a longevity-correlated trait that could be recorded early in life would be very useful for selection purposes. We estimated the genetic relationship of survival with productive and reproductive traits in Nellore cattle, including weaning weight (WW), post-weaning growth (PWG), muscularity (MUSC), scrotal circumference at 18 months (SC18), and heifer pregnancy (HP). Survival was measured in discrete time intervals and modeled through a sequential threshold model. Five independent bivariate Bayesian analyses were performed, accounting for cow survival and the five productive and reproductive traits. Posterior mean estimates for heritability (standard deviation in parentheses) were 0.55 (0.01) for WW, 0.25 (0.01) for PWG, 0.23 (0.01) for MUSC, and 0.48 (0.01) for SC18. The posterior mean estimates (95% confidence interval in parentheses) for the genetic correlation with survival were 0.16 (0.13-0.19), 0.30 (0.25-0.34), 0.31 (0.25-0.36), 0.07 (0.02-0.12), and 0.82 (0.78-0.86) for WW, PWG, MUSC, SC18, and HP, respectively. Based on the high genetic correlation and heritability (0.54) posterior mean estimates for HP, the expected progeny difference for HP can be used to select bulls for longevity, as well as for post-weaning gain and muscle score.

Wavelet-Galerkin method for one-dimensional elastoplasticity and damage problems: Constitutive modeling and computational aspects

This work presents an analysis of the wavelet-Galerkin method for one-dimensional elastoplastic-damage problems. Time-stepping algorithm for non-linear dynamics is presented. Numerical treatment of the constitutive models is developed by the use of return-mapping algorithm. For spacial discretization we can use wavelet-Galerkin method instead of standard finite element method. This approach allows to locate singularities. The discrete formulation developed can be applied to the simulation of one-dimensional problems for elastic-plastic-damage models. (C) 2007 Elsevier Inc. All rights reserved.

Finite element computational modeling of externally bonded CFRP composites flexural behavior in RC beams

This paper focuses on the flexural behavior of RC beams externally strengthened with Carbon Fiber Reinforced Polymers (CFRP) fabric. A non-linear finite element (FE) analysis strategy is proposed to support the beam flexural behavior experimental analysis. A development system (QUEBRA2D/FEMOOP programs) has been used to accomplish the numerical simulation. Appropriate constitutive models for concrete, rebars, CFRP and bond-slip interfaces have been implemented and adjusted to represent the composite system behavior. Interface and truss finite elements have been implemented (discrete and embedded approaches) for the numerical representation of rebars, interfaces and composites.

2D evaluation of crack openings using smeared and embedded crack models

This work deals with the determination of crack openings in 2D reinforced concrete structures using the Finite Element Method with a smeared rotating crack model or an embedded crack model In the smeared crack model, the strong discontinuity associated with the crack is spread throughout the finite element As is well known, the continuity of the displacement field assumed for these models is incompatible with the actual discontinuity However, this type of model has been used extensively due to the relative computational simplicity it provides by treating cracks in a continuum framework, as well as the reportedly good predictions of reinforced concrete members` structural behavior On the other hand, by enriching the displacement field within each finite element crossed by the crack path, the embedded crack model is able to describe the effects of actual discontinuities (cracks) This paper presents a comparative study of the abilities of these 2D models in predicting the mechanical behavior of reinforced concrete structures Structural responses are compared with experimental results from the literature, including crack patterns, crack openings and rebar stresses predicted by both models

Flow Visualization in Arteriovenous Fistula and Aneurysm Using Computational Fluid Dynamics

The arteriovenous fistula (AVF) is characterized by enhanced blood flow and is the most widely used vascular access for chronic haemodialysis (Sivanesan et al., 1998). A large proportion of the AVF late failures are related to local haemodynamics (Sivanesan et al., 1999a). As in AVF, blood flow dynamics plays an important role in growth, rupture, and surgical treatment of aneurysm. Several techniques have been used to study the flow patterns in simplified models of vascular anastomose and aneurysm. In the present investigation, Computational Fluid Dynamics (CFD) is used to analyze the flow patterns in AVF and aneurysm through the velocity waveform obtained from experimental surgeries in dogs (Galego et al., 2000), as well as intra-operative blood flow recordings of patients with radiocephalic AVF ( Sivanesan et al., 1999b) and physiological pulses (Aires, 1991), respectively. The flow patterns in AVF for dog and patient surgeries data are qualitatively similar. Perturbation, recirculation and separation zones appeared during cardiac cycle, and these were intensified in the diastole phase for the AVF and aneurysm models. The values of wall shear stress presented in this investigation of AVF and aneurysm models oscillated in the range that can both cause damage to endothelial cells and develop atherosclerosis.

Adequacy of Cold Rolling Models to Upgrade Set-up Generation Systems

This paper presents two strategies for the upgrade of set-up generation systems for tandem cold mills. Even though these mills have been modernized mainly due to quality requests, their upgrades may be made intending to replace pre-calculated reference tables. In this case, Bryant and Osborn mill model without adaptive technique is proposed. As a more demanding modernization, Bland and Ford model including adaptation is recommended, although it requires a more complex computational hardware. Advantages and disadvantages of these two systems are compared and discussed and experimental results obtained from an industrial cold mill are shown.

Dynamic models for computer viruses

Computer viruses are an important risk to computational systems endangering either corporations of all sizes or personal computers used for domestic applications. Here, classical epidemiological models for disease propagation are adapted to computer networks and, by using simple systems identification techniques a model called SAIC (Susceptible, Antidotal, Infectious, Contaminated) is developed. Real data about computer viruses are used to validate the model. (c) 2008 Elsevier Ltd. All rights reserved.