MCMC Analysis for Optimization of Stochastic Models

In any decision making under uncertainties, the goal is mostly to minimize the expected cost. The minimization of cost under uncertainties is usually done by optimization. For simple models, the optimization can easily be done using deterministic methods.However, many models practically contain some complex and varying parameters that can not easily be taken into account using usual deterministic methods of optimization. Thus, it is very important to look for other methods that can be used to get insight into such models. MCMC method is one of the practical methods that can be used for optimization of stochastic models under uncertainty. This method is based on simulation that provides a general methodology which can be applied in nonlinear and non-Gaussian state models. MCMC method is very important for practical applications because it is a uni ed estimation procedure which simultaneously estimates both parameters and state variables. MCMC computes the distribution of the state variables and parameters of the given data measurements. MCMC method is faster in terms of computing time when compared to other optimization methods. This thesis discusses the use of Markov chain Monte Carlo (MCMC) methods for optimization of Stochastic models under uncertainties .The thesis begins with a short discussion about Bayesian Inference, MCMC and Stochastic optimization methods. Then an example is given of how MCMC can be applied for maximizing production at a minimum cost in a chemical reaction process. It is observed that this method performs better in optimizing the given cost function with a very high certainty.

Management strategies of saline water on morphometric characteristics of melon cultivars

It was to aimed it to investigate effects of various saline water use strategies on melon production and quality of two cultivars (Cucumis melo L., Sancho - C1 and Medellín - C2. The plants were irrigated with water of low (S1 = 0.61 dS m-1) and high (S2 = 4.78 dS m-1) salinity levels, during each crop stage: S1S1S2S2 - T1; S2S1S2S2 - T2; S2S2S1S2 - T3. The 1st, 2nd, 3rd and 4th terms of these sequences correspond to initial growth, flowering, fruit ripening and harvest phenological stages, respectively. Additionally, there was irrigation rotation during all cycle, with water S1 during two days followed by S2 for one day (S1 2 dias + S2 1 dia - T4) and irrigation with non-salt water S2 during all cycle - T5. Moreover, we used as control, the irrigation water at 3.2 dS m-1 resulting from water mixture of S1 and S2 - T6 (farm used irrigation management). The experiment was carried out in Pedra Preta Farm, in Mossoró, RN, using an entire randomized block statistical design in a 6x2 subdivided plot scheme with four replications. Saline water irrigation at initial growth stage reduces leaf area and shoot dry phytomass of Sancho and Medellín melon cultivars. The irrigation by T4 provided the highest phytomass production of fruits at 48 DAS, reducing in 33% of good quality water in irrigation.

A study on the performance of flexible pavements on mature soil subgrades

The country has witnessed tremendous increase in the vehicle population and increased axle loading pattern during the last decade, leaving its road network overstressed and leading to premature failure. The type of deterioration present in the pavement should be considered for determining whether it has a functional or structural deficiency, so that appropriate overlay type and design can be developed. Structural failure arises from the conditions that adversely affect the load carrying capability of the pavement structure. Inadequate thickness, cracking, distortion and disintegration cause structural deficiency. Functional deficiency arises when the pavement does not provide a smooth riding surface and comfort to the user. This can be due to poor surface friction and texture, hydro planning and splash from wheel path, rutting and excess surface distortion such as potholes, corrugation, faulting, blow up, settlement, heaves etc. Functional condition determines the level of service provided by the facility to its users at a particular time and also the Vehicle Operating Costs (VOC), thus influencing the national economy. Prediction of the pavement deterioration is helpful to assess the remaining effective service life (RSL) of the pavement structure on the basis of reduction in performance levels, and apply various alternative designs and rehabilitation strategies with a long range funding requirement for pavement preservation. In addition, they can predict the impact of treatment on the condition of the sections. The infrastructure prediction models can thus be classified into four groups, namely primary response models, structural performance models, functional performance models and damage models. The factors affecting the deterioration of the roads are very complex in nature and vary from place to place. Hence there is need to have a thorough study of the deterioration mechanism under varied climatic zones and soil conditions before arriving at a definite strategy of road improvement. Realizing the need for a detailed study involving all types of roads in the state with varying traffic and soil conditions, the present study has been attempted. This study attempts to identify the parameters that affect the performance of roads and to develop performance models suitable to Kerala conditions. A critical review of the various factors that contribute to the pavement performance has been presented based on the data collected from selected road stretches and also from five corporations of Kerala. These roads represent the urban conditions as well as National Highways, State Highways and Major District Roads in the sub urban and rural conditions. This research work is a pursuit towards a study of the road condition of Kerala with respect to varying soil, traffic and climatic conditions, periodic performance evaluation of selected roads of representative types and development of distress prediction models for roads of Kerala. In order to achieve this aim, the study is focused into 2 parts. The first part deals with the study of the pavement condition and subgrade soil properties of urban roads distributed in 5 Corporations of Kerala; namely Thiruvananthapuram, Kollam, Kochi, Thrissur and Kozhikode. From selected 44 roads, 68 homogeneous sections were studied. The data collected on the functional and structural condition of the surface include pavement distress in terms of cracks, potholes, rutting, raveling and pothole patching. The structural strength of the pavement was measured as rebound deflection using Benkelman Beam deflection studies. In order to collect the details of the pavement layers and find out the subgrade soil properties, trial pits were dug and the in-situ field density was found using the Sand Replacement Method. Laboratory investigations were carried out to find out the subgrade soil properties, soil classification, Atterberg limits, Optimum Moisture Content, Field Moisture Content and 4 days soaked CBR. The relative compaction in the field was also determined. The traffic details were also collected by conducting traffic volume count survey and axle load survey. From the data thus collected, the strength of the pavement was calculated which is a function of the layer coefficient and thickness and is represented as Structural Number (SN). This was further related to the CBR value of the soil and the Modified Structural Number (MSN) was found out. The condition of the pavement was represented in terms of the Pavement Condition Index (PCI) which is a function of the distress of the surface at the time of the investigation and calculated in the present study using deduct value method developed by U S Army Corps of Engineers. The influence of subgrade soil type and pavement condition on the relationship between MSN and rebound deflection was studied using appropriate plots for predominant types of soil and for classified value of Pavement Condition Index. The relationship will be helpful for practicing engineers to design the overlay thickness required for the pavement, without conducting the BBD test. Regression analysis using SPSS was done with various trials to find out the best fit relationship between the rebound deflection and CBR, and other soil properties for Gravel, Sand, Silt & Clay fractions. The second part of the study deals with periodic performance evaluation of selected road stretches representing National Highway (NH), State Highway (SH) and Major District Road (MDR), located in different geographical conditions and with varying traffic. 8 road sections divided into 15 homogeneous sections were selected for the study and 6 sets of continuous periodic data were collected. The periodic data collected include the functional and structural condition in terms of distress (pothole, pothole patch, cracks, rutting and raveling), skid resistance using a portable skid resistance pendulum, surface unevenness using Bump Integrator, texture depth using sand patch method and rebound deflection using Benkelman Beam. Baseline data of the study stretches were collected as one time data. Pavement history was obtained as secondary data. Pavement drainage characteristics were collected in terms of camber or cross slope using camber board (slope meter) for the carriage way and shoulders, availability of longitudinal side drain, presence of valley, terrain condition, soil moisture content, water table data, High Flood Level, rainfall data, land use and cross slope of the adjoining land. These data were used for finding out the drainage condition of the study stretches. Traffic studies were conducted, including classified volume count and axle load studies. From the field data thus collected, the progression of each parameter was plotted for all the study roads; and validated for their accuracy. Structural Number (SN) and Modified Structural Number (MSN) were calculated for the study stretches. Progression of the deflection, distress, unevenness, skid resistance and macro texture of the study roads were evaluated. Since the deterioration of the pavement is a complex phenomena contributed by all the above factors, pavement deterioration models were developed as non linear regression models, using SPSS with the periodic data collected for all the above road stretches. General models were developed for cracking progression, raveling progression, pothole progression and roughness progression using SPSS. A model for construction quality was also developed. Calibration of HDM–4 pavement deterioration models for local conditions was done using the data for Cracking, Raveling, Pothole and Roughness. Validation was done using the data collected in 2013. The application of HDM-4 to compare different maintenance and rehabilitation options were studied considering the deterioration parameters like cracking, pothole and raveling. The alternatives considered for analysis were base alternative with crack sealing and patching, overlay with 40 mm BC using ordinary bitumen, overlay with 40 mm BC using Natural Rubber Modified Bitumen and an overlay of Ultra Thin White Topping. Economic analysis of these options was done considering the Life Cycle Cost (LCC). The average speed that can be obtained by applying these options were also compared. The results were in favour of Ultra Thin White Topping over flexible pavements. Hence, Design Charts were also plotted for estimation of maximum wheel load stresses for different slab thickness under different soil conditions. The design charts showed the maximum stress for a particular slab thickness and different soil conditions incorporating different k values. These charts can be handy for a design engineer. Fuzzy rule based models developed for site specific conditions were compared with regression models developed using SPSS. The Riding Comfort Index (RCI) was calculated and correlated with unevenness to develop a relationship. Relationships were developed between Skid Number and Macro Texture of the pavement. The effort made through this research work will be helpful to highway engineers in understanding the behaviour of flexible pavements in Kerala conditions and for arriving at suitable maintenance and rehabilitation strategies. Key Words: Flexible Pavements – Performance Evaluation – Urban Roads – NH – SH and other roads – Performance Models – Deflection – Riding Comfort Index – Skid Resistance – Texture Depth – Unevenness – Ultra Thin White Topping

Molecular dynamics simulations of proteins: can the explicit water model be varied?

In molecular mechanics simulations of biological systems, the solvation water is typically represented by a default water model which is an integral part of the force field. Indeed, protein nonbonding parameters are chosen in order to obtain a balance between water-water and protein-water interactions and hence a reliable description of protein solvation. However, less attention has been paid to the question of whether the water model provides a reliable description of the water properties under the chosen simulation conditions, for which more accurate water models often exist. Here we consider the case of the CHARMM protein force field, which was parametrized for use with a modified TIP3P model. Using quantum mechanical and molecular mechanical calculations, we investigate whether the CHARMM force field can be used with other water models: TIP4P and TIP5P. Solvation properties of N-methylacetamide (NMA), other small solute molecules, and a small protein are examined. The results indicate differences in binding energies and minimum energy geometries, especially for TIP5P, but the overall description of solvation is found to be similar for all models tested. The results provide an indication that molecular mechanics simulations with the CHARMM force field can be performed with water models other than TIP3P, thus enabling an improved description of the solvent water properties.

Measures of observation impact in non-Gaussian data assimilation

ABSTRACT Non-Gaussian/non-linear data assimilation is becoming an increasingly important area of research in the Geosciences as the resolution and non-linearity of models are increased and more and more non-linear observation operators are being used. In this study, we look at the effect of relaxing the assumption of a Gaussian prior on the impact of observations within the data assimilation system. Three different measures of observation impact are studied: the sensitivity of the posterior mean to the observations, mutual information and relative entropy. The sensitivity of the posterior mean is derived analytically when the prior is modelled by a simplified Gaussian mixture and the observation errors are Gaussian. It is found that the sensitivity is a strong function of the value of the observation and proportional to the posterior variance. Similarly, relative entropy is found to be a strong function of the value of the observation. However, the errors in estimating these two measures using a Gaussian approximation to the prior can differ significantly. This hampers conclusions about the effect of the non-Gaussian prior on observation impact. Mutual information does not depend on the value of the observation and is seen to be close to its Gaussian approximation. These findings are illustrated with the particle filter applied to the Lorenz ’63 system. This article is concluded with a discussion of the appropriateness of these measures of observation impact for different situations.

A very rare self-assembled ribbon of fused cyclic water pentamers encapsulated in a Cu-II based metal-organic framework

A metal organic framework of Cu-II, tartarate (tar) and 2,2'-bipyridyl (2,2'-bipy)], {[Cu(tar)(2,2'-bipy)]center dot 5H(2)O}(n)} (1) has been synthesized at the mild ambient condition and characterized by single crystal X-ray crystallography. In the compound, the Cu(2,2'-bipy) entities are bridged by tartarate ions which are coordinated to Cu-II by both hydroxyl and monodentate carboxylate oxygen to form a one-dimensional chain. The non-coordinated water molecules form ID water chains by edge-sharing cyclic water pentamers along with dangling water dimers. It shows reversible water expulsion upon heating. The water chains join the ID coordination polymeric chains to a 31) network through hydrogen-bond interactions.

The role of information on farmers' willingness to use recycled water for irrigation

In this paper are identified several factors which affect a potential user's willingness to use recycled water for agricultural irrigation. This study is based on the results of a survey carried out among farmers in the island of Crete, Greece. It was found that a higher level of income and education are positively correlated with a respondent's willingness to use recycled water. Income and education are also positively correlated with a potential user's sensitivity to information on the advantages of using non-conventional water resources. Overall, extra information on the advantages of recycled water has a statistically significant impact on reported degrees of willingness to use recycled water.

Evaluation of water properties in HEA–HEMA hydrogels swollen in aqueous-PEG solutions using thermoanalytical techniques

Hydrogels are polymeric materials used in many pharmaceutical and biomedical applications due to their ability to form 3D hydrophilic polymeric networks, which can absorb large amounts of water. In the present work, polyethylene glycols (PEG) were introduced into the hydrogel liquid phase in order to improve the mechanical properties of hydrogels composed of 2-hydroxyethylacrylate and 2-hydroxyethylmethacrylate (HEA–HEMA) synthesized with different co-monomer compositions and equilibrated in water or in 20 % water–PEG 400 and 600 solutions. The thermoanalytical techniques [differential scanning calorimetry (DSC) and thermogravimetry (TG)] were used to evaluate the amount and properties of free and bound water in HEA–HEMA hydrogels. The internal structure and the mechanical properties of hydrogels were studied using scanning electron microscopy and friability assay. TG “loss-on-drying” experiments were applied to study the water-retention properties of hydrogels, whereas the combination of TG and DSC allowed estimating the total amount of freezable and non-freezing water in hydrogels. The results show that the addition of viscous co-solvent (PEG) to the liquid medium results in significant improvement of the mechanical properties of HEA–HEMA hydrogels and also slightly retards the water loss from the hydrogels. A redistribution of free and bound water in the hydrogels equilibrated in mixed solutions containing 20 vol% of PEGs takes place.

Simulation-based smoothing and filtering in factor stochastic volatility models : two econometric applications

In this article we use factor models to describe a certain class of covariance structure for financiaI time series models. More specifical1y, we concentrate on situations where the factor variances are modeled by a multivariate stochastic volatility structure. We build on previous work by allowing the factor loadings, in the factor mo deI structure, to have a time-varying structure and to capture changes in asset weights over time motivated by applications with multi pIe time series of daily exchange rates. We explore and discuss potential extensions to the models exposed here in the prediction area. This discussion leads to open issues on real time implementation and natural model comparisons.

Simulation -based smoothing and filtering in factor stochastic volatility models : two econometric applications (July-2001)

The past decade has wítenessed a series of (well accepted and defined) financial crises periods in the world economy. Most of these events aI,"e country specific and eventually spreaded out across neighbor countries, with the concept of vicinity extrapolating the geographic maps and entering the contagion maps. Unfortunately, what contagion represents and how to measure it are still unanswered questions. In this article we measure the transmission of shocks by cross-market correlation\ coefficients following Forbes and Rigobon's (2000) notion of shift-contagion,. Our main contribution relies upon the use of traditional factor model techniques combined with stochastic volatility mo deIs to study the dependence among Latin American stock price indexes and the North American indexo More specifically, we concentrate on situations where the factor variances are modeled by a multivariate stochastic volatility structure. From a theoretical perspective, we improve currently available methodology by allowing the factor loadings, in the factor model structure, to have a time-varying structure and to capture changes in the series' weights over time. By doing this, we believe that changes and interventions experienced by those five countries are well accommodated by our models which learns and adapts reasonably fast to those economic and idiosyncratic shocks. We empirically show that the time varying covariance structure can be modeled by one or two common factors and that some sort of contagion is present in most of the series' covariances during periods of economical instability, or crisis. Open issues on real time implementation and natural model comparisons are thoroughly discussed.

Increase of gastric area and weight gain in rats submitted to the ingestion of gasified water

OBJETIVO: em virtude do aumento progressivo da utilização de bebidas gaseificadas e do ganho de peso na população brasileira, e sabendo-se que os refrigerantes têm no gás carbônico um fator em comum, planejou-se um estudo experimental em ratos para investigar os efeitos da água gaseificada na ingestão hídrica e alimentar, ganho de peso, área gástrica, glicemia, hematócrito e hemoglobina. MÉTODOS: Foram constituídos 4 grupos de 12 ratos acompanhados por 36 dias. Ao Grupo-1 foi oferecido 35 g/dia de ração ad libitum e 20 ml de água não gaseificada em 4 períodos diários, ao Grupo-2 foi oferecido 35 g/dia de ração ad libitum e 20 ml de água gaseificada em 4 períodos diários, ao Grupo-3 foi oferecido 10 g/dia de ração ad libitum e 20 ml de água não gaseificada em 4 períodos diários e ao Grupo-4 foi oferecido 10 g/dia de ração ad libitum e 20 ml de água gaseificada em 4 períodos diários. RESULTADOS: Os resultados identificaram que os animais que foram submetidos ao tratamento com água gaseificada (Grupo-2 e Grupo-4), apresentaram um maior volume de ingestão hídrica e aumento significativo da área gástrica (p<0,001), no Grupo-2 a ingestão alimentar assim como o ganho de peso foi significativo (p<0,01), os dados de glicemia, hematócrito e hemoglobina não tiveram alterações significativas entre os grupos estudados. CONCLUSÃO: Nas condições em que foi realizado este experimento, concluímos que a água gaseificada favoreceu a ingestão hídrica e alimentar, o ganho de peso e o aumento da área gástrica.

Effect of water renewal on dominance hierarchy of juvenile Nile tilapia

RECAW - CNPq

The effect of gastric dilatation in rats submitted to gasified water ingestion under the hepatic metabolic function

INTRODUÇÃO: O excesso de peso na população aumentou de forma significante nas últimas décadas e as bebidas gasosas tornaram-se um fator ambiental importante no comportamento alimentar das pessoas, sendo os EUA, México e Brasil, nesta ordem, os três maiores paises produtores e consumidores de refrigerantes. OBJETIVO: Investigar os efeitos da dilatação gástrica em ratos submetidos a ingestão de água gaseificada, veículo uniforme para todos os refrigerantes, sobre parâmetros metabólicos da função hepática. MÉTODOS: Foram constituídos dois grupos de 15 ratos acompanhados por 15 semanas. Ao Grupo-I, foram oferecidos 200 g/dia de ração ad libitum e 100 ml de água não gaseificada em 3 períodos diários, ao Grupo-II, foram oferecidos 200 g/dia de ração ad libitum e 100 ml de água gaseificada em 3 períodos diários; em cada grupo,foram calculados a média (x) e o desvio padrão (s); para todos os atributos estudados foi utilizado o método estatístico de teste t pareado, comparando-se GI com GII, testando-se o efeito dos tipos de água. RESULTADOS: Os resultados identificaram que os animais que foram submetidos ao tratamento com água gaseificada (Grupo-II), apresentaram um aumento de transaminase glutâmica pirúvica (TGP) e fosfatase alcalina p<0,01), tendência de aumento da transaminase glutâmica oxalacética (TGO) (0,10>p>0,05) e aumento da área gástrica com alterações morfológicas macroscópicas como o desaparecimento do pregueamento mucoso característico. CONCLUSÃO: A água gaseificada favoreceu o aumento da área gástrica com conseqüente desaparecimento macroscópico do pregueamento mucoso do órgão, que ocasionou alterações metabólicas da função hepática.

Gravitational interactions of integrable models

We couple non-linear sigma-models to Liouville gravity, showing that integrability properties of symmetric space models still hold for the matter sector. Using similar arguments for the fermionic counterpart, namely Gross-Neveu-type models, we verify that such conclusions must also hold for them, as recently suggested.