Can dynamically downscaled windstorm footprints be improved by observations through a probabilistic approach?

Windstorms are a main feature of the European climate and exert strong socioeconomic impacts. Large effort has been made in developing and enhancing models to simulate the intensification of windstorms, resulting footprints, and associated impacts. Simulated wind or gust speeds usually differ from observations, as regional climate models have biases and cannot capture all local effects. An approach to adjust regional climate model (RCM) simulations of wind and wind gust toward observations is introduced. For this purpose, 100 windstorms are selected and observations of 173 (111) test sites of the German Weather Service are considered for wind (gust) speed. Theoretical Weibull distributions are fitted to observed and simulated wind and gust speeds, and the distribution parameters of the observations are interpolated onto the RCM computational grid. A probability mapping approach is applied to relate the distributions and to correct the modeled footprints. The results are not only achieved for single test sites but for an area-wide regular grid. The approach is validated using root-mean-square errors on event and site basis, documenting that the method is generally able to adjust the RCM output toward observations. For gust speeds, an improvement on 88 of 100 events and at about 64% of the test sites is reached. For wind, 99 of 100 improved events and ~84% improved sites can be obtained. This gives confidence on the potential of the introduced approach for many applications, in particular those considering wind data.

Sunlit fractions on urban facets: impact of spatial resolution and approach

The extent of the surface area sunlit is critical for radiative energy exchanges and therefore for a wide range of applications that require urban land surface models (ULSM), ranging from human comfort to weather forecasting. Here a computational demanding shadow casting algorithm is used to assess the capability of a simple single-layer urban canopy model, which assumes an infinitely long rotating canyon (ILC), to reproduce sunlit areas on roof and roads over central London. Results indicate that the sunlit roads areas are well-represented but somewhat smaller using an ILC, while sunlit roofs areas are consistently larger, especially for dense urban areas. The largest deviations from real world sunlit areas are found for roofs during mornings and evenings. Indications that sunlit fractions on walls are overestimated using an ILC during mornings and evenings are found. The implications of these errors are dependent on the application targeted. For example, (independent of albedo) ULSMs used in numerical weather prediction applying ILC representation of the urban form will overestimate outgoing shortwave radiation from roofs due to the overestimation of sunlit fraction of the roofs. Complications of deriving height to width ratios from real world data are also discussed.

Regulation of early steps of GPVI signal transduction by phosphatases: a systems biology approach

We present a data-driven mathematical model of a key initiating step in platelet activation, a central process in the prevention of bleeding following Injury. In vascular disease, this process is activated inappropriately and causes thrombosis, heart attacks and stroke. The collagen receptor GPVI is the primary trigger for platelet activation at sites of injury. Understanding the complex molecular mechanisms initiated by this receptor is important for development of more effective antithrombotic medicines. In this work we developed a series of nonlinear ordinary differential equation models that are direct representations of biological hypotheses surrounding the initial steps in GPVI-stimulated signal transduction. At each stage model simulations were compared to our own quantitative, high-temporal experimental data that guides further experimental design, data collection and model refinement. Much is known about the linear forward reactions within platelet signalling pathways but knowledge of the roles of putative reverse reactions are poorly understood. An initial model, that includes a simple constitutively active phosphatase, was unable to explain experimental data. Model revisions, incorporating a complex pathway of interactions (and specifically the phosphatase TULA-2), provided a good description of the experimental data both based on observations of phosphorylation in samples from one donor and in those of a wider population. Our model was used to investigate the levels of proteins involved in regulating the pathway and the effect of low GPVI levels that have been associated with disease. Results indicate a clear separation in healthy and GPVI deficient states in respect of the signalling cascade dynamics associated with Syk tyrosine phosphorylation and activation. Our approach reveals the central importance of this negative feedback pathway that results in the temporal regulation of a specific class of protein tyrosine phosphatases in controlling the rate, and therefore extent, of GPVI-stimulated platelet activation.

A new adaptive multiple modelling approach for non-linear and non-stationary systems

This paper proposes a novel adaptive multiple modelling algorithm for non-linear and non-stationary systems. This simple modelling paradigm comprises K candidate sub-models which are all linear. With data available in an online fashion, the performance of all candidate sub-models are monitored based on the most recent data window, and M best sub-models are selected from the K candidates. The weight coefficients of the selected sub-model are adapted via the recursive least square (RLS) algorithm, while the coefficients of the remaining sub-models are unchanged. These M model predictions are then optimally combined to produce the multi-model output. We propose to minimise the mean square error based on a recent data window, and apply the sum to one constraint to the combination parameters, leading to a closed-form solution, so that maximal computational efficiency can be achieved. In addition, at each time step, the model prediction is chosen from either the resultant multiple model or the best sub-model, whichever is the best. Simulation results are given in comparison with some typical alternatives, including the linear RLS algorithm and a number of online non-linear approaches, in terms of modelling performance and time consumption.

A novel approach for distributed application scheduling based on prediction of communication events

The evolution of commodity computing lead to the possibility of efficient usage of interconnected machines to solve computationally-intensive tasks, which were previously solvable only by using expensive supercomputers. This, however, required new methods for process scheduling and distribution, considering the network latency, communication cost, heterogeneous environments and distributed computing constraints. An efficient distribution of processes over such environments requires an adequate scheduling strategy, as the cost of inefficient process allocation is unacceptably high. Therefore, a knowledge and prediction of application behavior is essential to perform effective scheduling. In this paper, we overview the evolution of scheduling approaches, focusing on distributed environments. We also evaluate the current approaches for process behavior extraction and prediction, aiming at selecting an adequate technique for online prediction of application execution. Based on this evaluation, we propose a novel model for application behavior prediction, considering chaotic properties of such behavior and the automatic detection of critical execution points. The proposed model is applied and evaluated for process scheduling in cluster and grid computing environments. The obtained results demonstrate that prediction of the process behavior is essential for efficient scheduling in large-scale and heterogeneous distributed environments, outperforming conventional scheduling policies by a factor of 10, and even more in some cases. Furthermore, the proposed approach proves to be efficient for online predictions due to its low computational cost and good precision. (C) 2009 Elsevier B.V. All rights reserved.

An approach for solving the lot-sizing problem of a market-driven foundry

Foundries can be found all over Brazil and they are very important to its economy. In 2008, a mixed integer-programming model for small market-driven foundries was published, attempting to minimize delivery delays. We undertook a study of that model. Here, we present a new approach based on the decomposition of the problem into two sub-problems: production planning of alloys and production planning of items. Both sub-problems are solved using a Lagrangian heuristic based on transferences. An important aspect of the proposed heuristic is its ability to take into account a secondary practice objective solution: the furnace waste. Computational tests show that the approach proposed here is able to generate good quality solutions that outperform prior results. Journal of the Operational Research Society (2010) 61, 108-114. doi:10.1057/jors.2008.151

A linear optimization approach to the combined production planning model

Two fundamental processes usually arise in the production planning of many industries. The first one consists of deciding how many final products of each type have to be produced in each period of a planning horizon, the well-known lot sizing problem. The other process consists of cutting raw materials in stock in order to produce smaller parts used in the assembly of final products, the well-studied cutting stock problem. In this paper the decision variables of these two problems are dependent of each other in order to obtain a global optimum solution. Setups that are typically present in lot sizing problems are relaxed together with integer frequencies of cutting patterns in the cutting problem. Therefore, a large scale linear optimizations problem arises, which is exactly solved by a column generated technique. It is worth noting that this new combined problem still takes the trade-off between storage costs (for final products and the parts) and trim losses (in the cutting process). We present some sets of computational tests, analyzed over three different scenarios. These results show that, by combining the problems and using an exact method, it is possible to obtain significant gains when compared to the usual industrial practice, which solve them in sequence. (C) 2010 The Franklin Institute. Published by Elsevier Ltd. All rights reserved.

A Lagrangian relaxation approach to a coupled lot-sizing and cutting stock problem

Industrial production processes involving both lot-sizing and cutting stock problems are common in many industrial settings. However, they are usually treated in a separate way, which could lead to costly production plans. In this paper, a coupled mathematical model is formulated and a heuristic method based on Lagrangian relaxation is proposed. Computational results prove its effectiveness. (C) 2009 Elsevier B.V. All rights reserved.

Only subtle protein conformational adaptations are required for ligand binding to thyroid hormone receptors: Simulations using a novel multipoint steered molecular dynamics approach

Thyroid hormone receptors (TR) are hormone-dependent transcription regulators that play a major role in human health, development, and metabolic functions. The thyroid hormone resistance syndrome, diabetes, obesity, and some types of cancer are just a few examples of important diseases that are related to TR malfunctioning, particularly impaired hormone binding. Ligand binding to and dissociation from the receptor ultimately control gene transcription and, thus, detailed knowledge of binding and release mechanisms are fundamental for the comprehension of the receptor`s biological function and development of pharmaceuticals. In this work, we present the first computational study of ligand entry into the ligand binding domain (LBD) of a nuclear receptor. We report molecular dynamics simulations of ligand binding to TRs using a generalization of the steered molecular dynamics technique designed to perform single-molecule pulling simulations along arbitrarily nonlinear driving pathways. We show that only gentle protein movements and conformational adaptations are required for ligand entry into the LBDs and that the magnitude of the forces applied to assist ligand binding are of the order of the forces involved in ligand dissociation. Our simulations suggest an alternative view for the mechanisms ligand binding and dissociation of ligands from nuclear receptors in which ligands can simply diffuse through the protein surface to reach proper positioning within the binding pocket. The proposed picture indicates that the large-amplitude protein motions suggested by the apo- and holo-RXR alpha crystallographic structures are not required, reconciling conformational changes of LBDs required for ligand entry with other nuclear receptors apo-structures that resemble the ligand-bound LBDs.

A novel MAP-MRF approach for multispectral image contextual classification using combination of suboptimal iterative algorithms

In this paper we present a novel approach for multispectral image contextual classification by combining iterative combinatorial optimization algorithms. The pixel-wise decision rule is defined using a Bayesian approach to combine two MRF models: a Gaussian Markov Random Field (GMRF) for the observations (likelihood) and a Potts model for the a priori knowledge, to regularize the solution in the presence of noisy data. Hence, the classification problem is stated according to a Maximum a Posteriori (MAP) framework. In order to approximate the MAP solution we apply several combinatorial optimization methods using multiple simultaneous initializations, making the solution less sensitive to the initial conditions and reducing both computational cost and time in comparison to Simulated Annealing, often unfeasible in many real image processing applications. Markov Random Field model parameters are estimated by Maximum Pseudo-Likelihood (MPL) approach, avoiding manual adjustments in the choice of the regularization parameters. Asymptotic evaluations assess the accuracy of the proposed parameter estimation procedure. To test and evaluate the proposed classification method, we adopt metrics for quantitative performance assessment (Cohen`s Kappa coefficient), allowing a robust and accurate statistical analysis. The obtained results clearly show that combining sub-optimal contextual algorithms significantly improves the classification performance, indicating the effectiveness of the proposed methodology. (C) 2010 Elsevier B.V. All rights reserved.

A robust Bayesian approach to null intercept measurement error model with application to dental data

Measurement error models often arise in epidemiological and clinical research. Usually, in this set up it is assumed that the latent variable has a normal distribution. However, the normality assumption may not be always correct. Skew-normal/independent distribution is a class of asymmetric thick-tailed distributions which includes the Skew-normal distribution as a special case. In this paper, we explore the use of skew-normal/independent distribution as a robust alternative to null intercept measurement error model under a Bayesian paradigm. We assume that the random errors and the unobserved value of the covariate (latent variable) follows jointly a skew-normal/independent distribution, providing an appealing robust alternative to the routine use of symmetric normal distribution in this type of model. Specific distributions examined include univariate and multivariate versions of the skew-normal distribution, the skew-t distributions, the skew-slash distributions and the skew contaminated normal distributions. The methods developed is illustrated using a real data set from a dental clinical trial. (C) 2008 Elsevier B.V. All rights reserved.

A New Approach to the Prediction of Partition Coefficients in Water/Organic Interfaces

In the present work, a new approach for the determination of the partition coefficient in different interfaces based on the density function theory is proposed. Our results for log P(ow) considering a n-octanol/water interface for a large super cell for acetone -0.30 (-0.24) and methane 0.95 (0.78) are comparable with the experimental data given in parenthesis. We believe that these differences are mainly related to the absence of van der Walls interactions and the limited number of molecules considered in the super cell. The numerical deviations are smaller than that observed for interpolation based tools. As the proposed model is parameter free, it is not limited to the n-octanol/water interface.

Designing Novel Antitrypanosomal Agents from a Mixed Graph-Theoretical Substructural Approach

Chagas disease is nowadays the most serious parasitic health problem. This disease is caused by Trypanosoma cruzi. The great number of deaths and the insufficient effectiveness of drugs against this parasite have alarmed the scientific community worldwide. In an attempt to overcome this problem, a model for the design and prediction of new antitrypanosomal agents was obtained. This used a mixed approach, containing simple descriptors based on fragments and topological substructural molecular design descriptors. A data set was made up of 188 compounds, 99 of them characterized an antitrypanosomal activity and 88 compounds that belong to other pharmaceutical categories. The model showed sensitivity, specificity and accuracy values above 85%. Quantitative fragmental contributions were also calculated. Then, and to confirm the quality of the model, 15 structures of molecules tested as antitrypanosomal compounds (that we did not include in this study) were predicted, taking into account the information on the abovementioned calculated fragmental contributions. The model showed an accuracy of 100% which means that the ""in silico"" methodology developed by our team is promising for the rational design of new antitrypanosomal drugs. (C) 2009 Wiley Periodicals, Inc. J Comput Chem 31: 882-894. 2010

Experimental and computational investigation of the roll forming process

One of the first questions to consider when designing a new roll forming line is the number of forming steps required to produce a profile. The number depends on material properties, the cross-section geometry and tolerance requirements, but the tool designer also wants to minimize the number of forming steps in order to reduce the investment costs for the customer. There are several computer aided engineering systems on the market that can assist the tool designing process. These include more or less simple formulas to predict deformation during forming as well as the number of forming steps. In recent years it has also become possible to use finite element analysis for the design of roll forming processes. The objective of the work presented in this thesis was to answer the following question: How should the roll forming process be designed for complex geometries and/or high strength steels? The work approach included both literature studies as well as experimental and modelling work. The experimental part gave direct insight into the process and was also used to develop and validate models of the process. Starting with simple geometries and standard steels the work progressed to more complex profiles of variable depth and width, made of high strength steels. The results obtained are published in seven papers appended to this thesis. In the first study (see paper 1) a finite element model for investigating the roll forming of a U-profile was built. It was used to investigate the effect on longitudinal peak membrane strain and deformation length when yield strength increases, see paper 2 and 3. The simulations showed that the peak strain decreases whereas the deformation length increases when the yield strength increases. The studies described in paper 4 and 5 measured roll load, roll torque, springback and strain history during the U-profile forming process. The measurement results were used to validate the finite element model in paper 1. The results presented in paper 6 shows that the formability of stainless steel (e.g. AISI 301), that in the cold rolled condition has a large martensite fraction, can be substantially increased by heating the bending zone. The heated area will then become austenitic and ductile before the roll forming. Thanks to the phenomenon of strain induced martensite formation, the steel will regain the martensite content and its strength during the subsequent plastic straining. Finally, a new tooling concept for profiles with variable cross-sections is presented in paper 7. The overall conclusions of the present work are that today, it is possible to successfully develop profiles of complex geometries (3D roll forming) in high strength steels and that finite element simulation can be a useful tool in the design of the roll forming process.

Fred: An approach to generating real, correct, reusable programs from proofs

In this paper we describe our system for automatically extracting "correct" programs from proofs using a development of the Curry-Howard process. Although program extraction has been developed by many authors, our system has a number of novel features designed to make it very easy to use and as close as possible to ordinary mathematical terminology and practice. These features include 1. the use of Henkin's technique to reduce higher-order logic to many-sorted (first-order) logic; 2. the free use of new rules for induction subject to certain conditions; 3. the extensive use of previously programmed (total, recursive) functions; 4. the use of templates to make the reasoning much closer to normal mathematical proofs and 5. a conceptual distinction between the computational type theory (for representing programs)and the logical type theory (for reasoning about programs). As an example of our system we give a constructive proof of the well known theorem that every graph of even parity, which is non-trivial in the sense that it does not consist of isolated vertices, has a cycle. Given such a graph as input, the extracted program produces a cycle as promised.