Modeling for the world crude oil and natural gas markets

Crude oil and natural gas have been essential energy sources and play a crucial role in the world economy. Changes in energy prices significantly impact economic growth. This study builds an econometric model to illustrate the substitute relation between crude oil and natural gas markets. Additionally, the determination of the oil and natural gas prices are endogenized, assuming imperfect competition to reflect a real market strategy. Our empirical results show that the overall performance of this system is acceptable, and the model can be applied to policy analysis for determining monetary or energy policy by introducing this model to the more comprehensive system.

A molecular dynamics study of swift heavy ion irradiation of amorphous silica: the role of thermal effects

Irradiation with swift heavy ions (SHI), roughly defined as those having atomic masses larger than 15 and energies exceeding 1 MeV/amu, may lead to significant modification of the irradiated material in a nanometric region around the (straight) ion trajectory (latent tracks). In the case of amorphous silica, SHI irradiation originates nano-tracks of higher density than the virgin material (densification). As a result, the refractive index is increased with respect to that of the surroundings. Moreover, track overlapping leads to continuous amorphous layers that present a significant contrast with respect to the pristine substrate. We have recently demonstrated that SHI irradiation produces a large number of point defects, easily detectable by a number of experimental techniques (work presented in the parallel conference ICDIM). The mechanisms of energy transfer from SHI to the target material have their origin in the high electronic excitation induced in the solid. A number of phenomenological approaches have been employed to describe these mechanisms: coulomb explosion, thermal spike, non-radiative exciton decay, bond weakening. However, a detailed microscopic description is missing due to the difficulty of modeling the time evolution of the electronic excitation. In this work we have employed molecular dynamics (MD) calculations to determine whether the irradiation effects are related to the thermal phenomena described by MD (in the ps domain) or to electronic phenomena (sub-ps domain), e.g., exciton localization. We have carried out simulations of up to 100 ps with large boxes (30x30x8 nm3) using a home-modified version of MDCASK that allows us to define a central hot cylinder (ion track) from which heat flows to the surrounding cold bath (unirradiated sample). We observed that once the cylinder has cooled down, the Si and O coordination numbers are 4 and 2, respectively, as in virgin silica. On the other hand, the density of the (cold) cylinder increases with respect to that of silica and, furthermore, the silica network ring size decreases. Both effects are in agreement with the observed densification. In conclusion, purely thermal effects do not explain the generation of point defects upon irradiation, but they do account for the silica densification.

Introducing usability in a conceptual modeling-based software development process.

Usability plays an important role to satisfy users? needs. There are many recommendations in the HCI literature on how to improve software usability. Our research focuses on such recommendations that affect the system architecture rather than just the interface. However, improving software usability in aspects that affect architecture increases the analyst?s workload and development complexity. This paper proposes a solution based on model-driven development. We propose representing functional usability mechanisms abstractly by means of conceptual primitives. The analyst will use these primitives to incorporate functional usability features at the early stages of the development process. Following the model-driven development paradigm, these features are then automatically transformed into subsequent steps of development, a practice that is hidden from the analyst.

Modeling, simulation and application of bacterial transduction in genetic algorithms

At present, all methods in Evolutionary Computation are bioinspired by the fundamental principles of neo-Darwinism, as well as by a vertical gene transfer. Virus transduction is one of the key mechanisms of horizontal gene propagation in microorganisms (e.g. bacteria). In the present paper, we model and simulate a transduction operator, exploring the possible role and usefulness of transduction in a genetic algorithm. The genetic algorithm including transduction has been named PETRI (abbreviation of Promoting Evolution Through Reiterated Infection). Our results showed how PETRI approaches higher fitness values as transduction probability comes close to 100%. The conclusion is that transduction improves the performance of a genetic algorithm, assuming a population divided among several sub-populations or ?bacterial colonies?.

Modeling the shape hierarchy for visually guided grasping

The monkey anterior intraparietal area (AIP) encodes visual information about three-dimensional object shape that is used to shape the hand for grasping. We modeled shape tuning in visual AIP neurons and its relationship with curvature and gradient information from the caudal intraparietal area (CIP). The main goal was to gain insight into the kinds of shape parameterizations that can account for AIP tuning and that are consistent with both the inputs to AIP and the role of AIP in grasping. We first experimented with superquadric shape parameters. We considered superquadrics because they occupy a role in robotics that is similar to AIP , in that superquadric fits are derived from visual input and used for grasp planning. We also experimented with an alternative shape parameterization that was based on an Isomap dimension reduction of spatial derivatives of depth (i.e., distance from the observer to the object surface). We considered an Isomap-based model because its parameters lacked discontinuities between similar shapes. When we matched the dimension of the Isomap to the number of superquadric parameters, the superquadric model fit the AIP data somewhat more closely. However, higher-dimensional Isomaps provided excellent fits. Also, we found that the Isomap parameters could be approximated much more accurately than superquadric parameters by feedforward neural networks with CIP-like inputs. We conclude that Isomaps, or perhaps alternative dimension reductions of visual inputs to AIP, provide a promising model of AIP electrophysiology data. Further work is needed to test whether such shape parameterizations actually provide an effective basis for grasp control.

Modelización de servicios ecosistémicos en una cuenca hidrológica del área mediterránea = Modeling ecosystem services in a mediterranean area river basin

La modelización es un proceso por el que se obtienen modelos de los procesos del ´mundo real´ mediante la utilización de simplificaciones. Sin embargo, las estimaciones obtenidas con el modelo llevan implícitas incertidumbre que se debe evaluar. Mediante un análisis de sensibilidad se puede mejorar la confianza en los resultados, sin embargo, este paso a veces no se realiza debido básicamente al trabajo que lleva consigo este tipo de análisis. Además, al crear un modelo, hay que mantener un equilibrio entre la obtención de resultados lo más exactos posible mediante un modelo lo más sencillo posible. Por ello, una vez creado un modelo, es imprescindible comprobar si es necesario o no incluir más procesos que en un principio no se habían incluido. Los servicios ecosistémicos son los procesos mediante los cuales los ecosistemas mantienen y satisfacen el bienestar humano. La importancia que los servicios ecosistémicos y sus beneficios asociados tienen, junto con la necesidad de realizar una buena gestión de los mismos, han estimulado la aparición de modelos y herramientas para cuantificarlos. InVEST (Integrated Valuation of Ecosystem Services and Tradoffs) es una de estas herramientas específicas para calcular servicios eco-sistémicos, desarrollada por Natural Capital Project (Universidad de Stanford, EEUU). Como resultado del creciente interés en calcular los servicios eco-sistémicos, se prevé un incremento en la aplicación del InVEST. La investigación desarrollada en esta Tesis pretende ayudar en esas otras importantes fases necesarias después de la creación de un modelo, abarcando los dos siguientes trabajos. El primero es la aplicación de un análisis de sensibilidad al modelo en una cuenca concreta mediante la metodología más adecuada. El segundo es relativo a los procesos dentro de la corriente fluvial que actualmente no se incluyen en el modelo mediante la creación y aplicación de una metodología que estudiara el papel que juegan estos procesos en el modelo InVEST de retención de nutrientes en el área de estudio. Los resultados de esta Tesis contribuirán a comprender la incertidumbre involucrada en el proceso de modelado. También pondrá de manifiesto la necesidad de comprobar el comportamiento de un modelo antes de utilizarlo y en el momento de interpretar los resultados obtenidos. El trabajo en esta Tesis contribuirá a mejorar la plataforma InVEST, que es una herramienta importante en el ámbito de los servicios de los ecosistemas. Dicho trabajo beneficiará a los futuros usuarios de la herramienta, ya sean investigadores (en investigaciones futuras), o técnicos (en futuros trabajos de toma de decisiones o gestión ecosistemas). ABSTRACT Modeling is the process to idealize real-world situations through simplifications in order to obtain a model. However, model estimations lead to uncertainties that have to be evaluated formally. The role of the sensitivity analysis (SA) is to assign model output uncertainty based on the inputs and can increase confidence in model, however, it is often omitted in modelling, usually as a result of the growing effort it involves. In addition, the balance between accuracy and simplicity is not easy to assess. For this reason, when a model is developed, it is necessary to test it in order to understand its behavior and to include, if necessary, more complexity to get a better response. Ecosystem services are the conditions and processes through which natural ecosystems, and their constituent species, sustain and fulfill human life. The relevance of ecosystem services and the need to better manage them and their associated benefits have stimulated the emergence of models and tools to measure them. InVEST, Integrated Valuation of Ecosystem Services and Tradoffs, is one of these ecosystem services-specific tools developed by the Natural Capital Project (Stanford University, USA). As a result of the growing interest in measuring ecosystem services, the use of InVEST is anticipated to grow exponentially in the coming years. However, apart from model development, making a model involves other crucial stages such as its evaluation and application in order to validate estimations. The work developed in this thesis tries to help in this relevant and imperative phase of the modeling process, and does so in two different ways. The first one is to conduct a sensitivity analysis of the model, which consists in choosing and applying a methodology in an area and analyzing the results obtained. The second is related to the in-stream processes that are not modeled in the current model, and consists in creating and applying a methodology for testing the streams role in the InVEST nutrient retention model in a case study, analyzing the results obtained. The results of this Thesis will contribute to the understanding of the uncertainties involved in the modeling process. It will also illustrate the need to check the behavior of every model developed before putting them in production and illustrate the importance of understanding their behavior in terms of correctly interpreting the results obtained in light of uncertainty. The work in this thesis will contribute to improve the InVEST platform, which is an important tool in the field of ecosystem services. Such work will benefit future users, whether they are researchers (in their future research), or technicians (in their future work in ecosystem conservation or management decisions).

Evolutionary computation of forests with Degree- and Role-Constrained Minimum Spanning Trees

Finding the degree-constrained minimum spanning tree (DCMST) of a graph is a widely studied NP-hard problem. One of its most important applications is network design. Here we deal with a new variant of the DCMST problem, which consists of finding not only the degree- but also the role-constrained minimum spanning tree (DRCMST), i.e., we add constraints to restrict the role of the nodes in the tree to root, intermediate or leaf node. Furthermore, we do not limit the number of root nodes to one, thereby, generally, building a forest of DRCMSTs. The modeling of network design problems can benefit from the possibility of generating more than one tree and determining the role of the nodes in the network. We propose a novel permutation-based representation to encode these forests. In this new representation, one permutation simultaneously encodes all the trees to be built. We simulate a wide variety of DRCMST problems which we optimize using eight different evolutionary computation algorithms encoding individuals of the population using the proposed representation. The algorithms we use are: estimation of distribution algorithm, generational genetic algorithm, steady-state genetic algorithm, covariance matrix adaptation evolution strategy, differential evolution, elitist evolution strategy, non-elitist evolution strategy and particle swarm optimization. The best results are for the estimation of distribution algorithms and both types of genetic algorithms, although the genetic algorithms are significantly faster.

Modelización de servicios ecosistémicos en una cuenca hidrológica del área mediterránea = Modeling ecosystem services in a mediterranean area river basin

La modelización es un proceso por el que se obtienen modelos de los procesos del ´mundo real´ mediante la utilización de simplificaciones. Sin embargo, las estimaciones obtenidas con el modelo llevan implícitas incertidumbre que se debe evaluar. Mediante un análisis de sensibilidad se puede mejorar la confianza en los resultados, sin embargo, este paso a veces no se realiza debido básicamente al trabajo que lleva consigo este tipo de análisis. Además, al crear un modelo, hay que mantener un equilibrio entre la obtención de resultados lo más exactos posible mediante un modelo lo más sencillo posible. Por ello, una vez creado un modelo, es imprescindible comprobar si es necesario o no incluir más procesos que en un principio no se habían incluido. Los servicios ecosistémicos son los procesos mediante los cuales los ecosistemas mantienen y satisfacen el bienestar humano. La importancia que los servicios ecosistémicos y sus beneficios asociados tienen, junto con la necesidad de realizar una buena gestión de los mismos, han estimulado la aparición de modelos y herramientas para cuantificarlos. InVEST (Integrated Valuation of Ecosystem Services and Tradoffs) es una de estas herramientas específicas para calcular servicios eco-sistémicos, desarrollada por Natural Capital Project (Universidad de Stanford, EEUU). Como resultado del creciente interés en calcular los servicios eco-sistémicos, se prevé un incremento en la aplicación del InVEST. La investigación desarrollada en esta Tesis pretende ayudar en esas otras importantes fases necesarias después de la creación de un modelo, abarcando los dos siguientes trabajos. El primero es la aplicación de un análisis de sensibilidad al modelo en una cuenca concreta mediante la metodología más adecuada. El segundo es relativo a los procesos dentro de la corriente fluvial que actualmente no se incluyen en el modelo mediante la creación y aplicación de una metodología que estudiara el papel que juegan estos procesos en el modelo InVEST de retención de nutrientes en el área de estudio. Los resultados de esta Tesis contribuirán a comprender la incertidumbre involucrada en el proceso de modelado. También pondrá de manifiesto la necesidad de comprobar el comportamiento de un modelo antes de utilizarlo y en el momento de interpretar los resultados obtenidos. El trabajo en esta Tesis contribuirá a mejorar la plataforma InVEST, que es una herramienta importante en el ámbito de los servicios de los ecosistemas. Dicho trabajo beneficiará a los futuros usuarios de la herramienta, ya sean investigadores (en investigaciones futuras), o técnicos (en futuros trabajos de toma de decisiones o gestión ecosistemas). ABSTRACT Modeling is the process to idealize real-world situations through simplifications in order to obtain a model. However, model estimations lead to uncertainties that have to be evaluated formally. The role of the sensitivity analysis (SA) is to assign model output uncertainty based on the inputs and can increase confidence in model, however, it is often omitted in modelling, usually as a result of the growing effort it involves. In addition, the balance between accuracy and simplicity is not easy to assess. For this reason, when a model is developed, it is necessary to test it in order to understand its behavior and to include, if necessary, more complexity to get a better response. Ecosystem services are the conditions and processes through which natural ecosystems, and their constituent species, sustain and fulfill human life. The relevance of ecosystem services and the need to better manage them and their associated benefits have stimulated the emergence of models and tools to measure them. InVEST, Integrated Valuation of Ecosystem Services and Tradoffs, is one of these ecosystem services-specific tools developed by the Natural Capital Project (Stanford University, USA). As a result of the growing interest in measuring ecosystem services, the use of InVEST is anticipated to grow exponentially in the coming years. However, apart from model development, making a model involves other crucial stages such as its evaluation and application in order to validate estimations. The work developed in this thesis tries to help in this relevant and imperative phase of the modeling process, and does so in two different ways. The first one is to conduct a sensitivity analysis of the model, which consists in choosing and applying a methodology in an area and analyzing the results obtained. The second is related to the in-stream processes that are not modeled in the current model, and consists in creating and applying a methodology for testing the streams role in the InVEST nutrient retention model in a case study, analyzing the results obtained. The results of this Thesis will contribute to the understanding of the uncertainties involved in the modeling process. It will also illustrate the need to check the behavior of every model developed before putting them in production and illustrate the importance of understanding their behavior in terms of correctly interpreting the results obtained in light of uncertainty. The work in this thesis will contribute to improve the InVEST platform, which is an important tool in the field of ecosystem services. Such work will benefit future users, whether they are researchers (in their future research), or technicians (in their future work in ecosystem conservation or management decisions).

Protein thermostability above 100°C: A key role for ionic interactions

The discovery of hyperthermophilic microorganisms and the analysis of hyperthermostable enzymes has established the fact that multisubunit enzymes can survive for prolonged periods at temperatures above 100°C. We have carried out homology-based modeling and direct structure comparison on the hexameric glutamate dehydrogenases from the hyperthermophiles Pyrococcus furiosus and Thermococcus litoralis whose optimal growth temperatures are 100°C and 88°C, respectively, to determine key stabilizing features. These enzymes, which are 87% homologous, differ 16-fold in thermal stability at 104°C. We observed that an intersubunit ion-pair network was substantially reduced in the less stable enzyme from T. litoralis, and two residues were then altered to restore these interactions. The single mutations both had adverse effects on the thermostability of the protein. However, with both mutations in place, we observed a fourfold improvement of stability at 104°C over the wild-type enzyme. The catalytic properties of the enzymes were unaffected by the mutations. These results suggest that extensive ion-pair networks may provide a general strategy for manipulating enzyme thermostability of multisubunit enzymes. However, this study emphasizes the importance of the exact local environment of a residue in determining its effects on stability.

Modeling back propagating action potential in weakly excitable dendrites of neocortical pyramidal cells.

Simultaneous recordings from the soma and apical dendrite of layer V neocortical pyramidal cells of young rats show that, for any location of current input, an evoked action potential (AP) always starts at the axon and then propagates actively, but decrementally, backward into the dendrites. This back-propagating AP is supported by a low density (-gNa = approximately 4 mS/cm2) of rapidly inactivating voltage-dependent Na+ channels in the soma and the apical dendrite. Investigation of detailed, biophysically constrained, models of reconstructed pyramidal cells shows the following. (i) The initiation of the AP first in the axon cannot be explained solely by morphological considerations; the axon must be more excitable than the soma and dendrites. (ii) The minimal Na+ channel density in the axon that fully accounts for the experimental results is about 20-times that of the soma. If -gNa in the axon hillock and initial segment is the same as in the soma [as recently suggested by Colbert and Johnston [Colbert, C. M. & Johnston, D. (1995) Soc. Neurosci. Abstr. 21, 684.2]], then -gNa in the more distal axonal regions is required to be about 40-times that of the soma. (iii) A backward propagating AP in weakly excitable dendrites can be modulated in a graded manner by background synaptic activity. The functional role of weakly excitable dendrites and a more excitable axon for forward synaptic integration and for backward, global, communication between the axon and the dendrites is discussed.

Role of potassium orbitals in the metallic behavior of K3picene

Detailed electronic structure calculations of picene clusters doped by potassium modeling the crystalline K3picene structure show that while two electrons are completely transferred from potassium atoms to the lowest-energy unoccupied molecular orbital of pristine picene, the third one remains closely attached to both material components. Multiconfigurational analysis is necessary to show that many structures of almost degenerate total energies compete to define the cluster ground state. Our results prove that the 4s orbital of potassium should be included in any interaction model describing the material. We propose a quarter-filled two-orbital model as the most simple model capable of describing the electronic structure of K-intercalated picene. Precise solutions obtained by a development of the Lanczos method show low-energy electronic excitations involving orbitals located at different positions. Consequently, metallic transport is possible in spite of the clear dominance of interaction over hopping.

Functionality, Robustness and Control of Nonlinear Network Dynamics: Modeling and Understanding the C. elegans Connectome

Thesis (Ph.D.)--University of Washington, 2016-06

Role of glutamic acid 216 in cytochrome P450 2D6 substrate binding and catalysis

Human cytochrome P450 (P450) 2D6 is an important enzyme involved in the metabolism of drugs, many of which are amines or contain other basic nitrogen atoms. Asp301 has generally been considered to be involved in electrostatic docking with the basic substrates, on the basis of previous modeling studies and site-directed mutagenesis. Substitution of Glu216 with a residue other than Asp strongly attenuated the binding of quinidine, bufuralol, and several other P450 2D6 ligands. Catalytic activity with the substrates bufuralol and 4-methoxyphenethylamine was strongly inhibited by neutral or basic mutations at Glu216 (>95%), to the same extent as the substitution of Asn at Asp301. Unlike the Asp301 mutants, the Gln216 mutant (E216Q) retained 40% enzyme efficiency with the substrate spirosulfonamide, devoid of basic nitrogen, suggesting that the substitutions at Glu216 affect binding of amine substrates more than other catalytic steps. Attempts to induce catalytic specificity toward new substrates by substitutions at Asp301 and Glu216 were unsuccessful. Collectively, the results provide evidence for electrostatic interaction of amine substrates with Glu216, and we propose that both of these acidic residues plus at least another residue(s) is (are) involved in binding the repertoire of P450 2D6 ligands.

Effector dynamics of rhythmic wrist activity and its implications for (modeling) bimanual coordination

To examine the role of the effector dynamics of the wrist in the production of rhythmic motor activity, we estimated the phase shifts between the EMG and the task-related output for a rhythmic isometric torque production task and an oscillatory movement, and found a substantial difference (45-52degrees) between the two. For both tasks, the relation between EMG and task-related output (torque or displacement) was adequately reproduced with a physiologically motivated musculoskeletal model. The model simulations demonstrated the importance of the contribution of passive structures to the overall dynamics and provided an account for the observed phase shifts in the dynamic task. Additional simulations of the musculoskeletal model with added load suggested that particular changes in the phase relation between EMG and movement may follow largely from the intrinsic muscle dynamics, rather than being the result of adaptations in the neural control of joint stiffness. The implications of these results are discussed in relation to (models of) interlimb coordination in rhythmic tasks. (C) 2004 Elsevier B.V. All rights reserved.

Modeling the development of acquired clinical immunity to Plasmodium falciparum malaria

Individuals living in regions where malaria is endemic develop an acquired immunity to malaria which enables them to remain asymptomatic while still carrying parasites. Field studies indicate that cumulative exposure to a variety of diverse Plasmodium parasites is required for the transition from symptomatic to asymptomatic malaria. This study used a simulation model of the within-host dynamics of P. falciparum to investigate the development of acquired clinical immunity under different transmission conditions and levels of parasite diversity. Antibodies developed to P. falciparum erythrocyte membrane protein 1 (PfEMP1), a clonally variant molecule, were assumed to be a key human immunological response to P. falciparum infection, along with responses to clonally conserved but polymorphic antigens. The time to the development of clinical immunity was found to be proportional to parasite diversity and inversely proportional to transmission intensity. The effect of early termination of symptomatic infections by chemotherapy was investigated and found not to inhibit the host's ability to develop acquired immunity. However, the time required to achieve this state was approximately double that compared to when no treatment was administered. This study demonstrates that an immune response primarily targeted against PfEMP1 has the ability to reduce clinical symptoms of infections irrespective of whether treatment is administered, supporting its role in the development of acquired clinical immunity. The results also illustrate a novel use for simulation models of P. falciparum infections, investigation of the influence of intervention strategies on the development of naturally acquired clinical immunity.