Análise de Tópicos Relevantes em Programação Linear e Aplicações no Ensino de Engenharia

Pós-graduação em Engenharia Elétrica - FEIS

Non-centrosymmetric crystals of new N-benzylideneaniline derivatives as potential materials for non-linear optics

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Atributos do solo e componentes produtivos da soja: Uma abordagem linear, multivariada e geoestatística

Pós-graduação em Agronomia - FEIS

Caracterização experimental de sistemas mecânicos com comportamento não-linear

Pós-graduação em Engenharia Mecânica - FEIS

On the energy conversion efficiency in magnetic hyperthermia applications: A new perspective to analyze the departure from the linear regime

The success of magnetic hyperthermia cancer treatments rely strongly on the magnetic properties of the nanoparticles and their intricate dependence on the externally applied field. This is particularly more so as the response departs from the low field linear regime. In this paper we introduce a new parameter, referred to as the efficiency in converting electromagnetic energy into thermal energy, which is shown to be remarkably useful in the analysis of the system response, especially when the power loss is investigated as a function of the applied field amplitude. Using numerical simulations of dynamic hysteresis, through the stochastic Landau-Lifshitz model, we map in detail the efficiency as a function of all relevant parameters of the system and compare the results with simple-yet powerful-predictions based on heuristic arguments about the relaxation time. (C) 2012 American Institute of Physics. [http://dx.doi.org/10.1063/1.4705392]

Influence diagnostics in Gaussian spatial linear models

Spatial linear models have been applied in numerous fields such as agriculture, geoscience and environmental sciences, among many others. Spatial dependence structure modelling, using a geostatistical approach, is an indispensable tool to estimate the parameters that define this structure. However, this estimation may be greatly affected by the presence of atypical observations in the sampled data. The purpose of this paper is to use diagnostic techniques to assess the sensitivity of the maximum-likelihood estimators, covariance functions and linear predictor to small perturbations in the data and/or the spatial linear model assumptions. The methodology is illustrated with two real data sets. The results allowed us to conclude that the presence of atypical values in the sample data have a strong influence on thematic maps, changing the spatial dependence structure.

Matrix-vector multiplication and triangular linear solver using GPGPU for symmetric positive definite matrices derived from elliptic equations

The modern GPUs are well suited for intensive computational tasks and massive parallel computation. Sparse matrix multiplication and linear triangular solver are the most important and heavily used kernels in scientific computation, and several challenges in developing a high performance kernel with the two modules is investigated. The main interest it to solve linear systems derived from the elliptic equations with triangular elements. The resulting linear system has a symmetric positive definite matrix. The sparse matrix is stored in the compressed sparse row (CSR) format. It is proposed a CUDA algorithm to execute the matrix vector multiplication using directly the CSR format. A dependence tree algorithm is used to determine which variables the linear triangular solver can determine in parallel. To increase the number of the parallel threads, a coloring graph algorithm is implemented to reorder the mesh numbering in a pre-processing phase. The proposed method is compared with parallel and serial available libraries. The results show that the proposed method improves the computation cost of the matrix vector multiplication. The pre-processing associated with the triangular solver needs to be executed just once in the proposed method. The conjugate gradient method was implemented and showed similar convergence rate for all the compared methods. The proposed method showed significant smaller execution time.

Bayesian Analysis of Linear Inverse Problems with Applications in Economics and Finance

In my PhD thesis I propose a Bayesian nonparametric estimation method for structural econometric models where the functional parameter of interest describes the economic agent's behavior. The structural parameter is characterized as the solution of a functional equation, or by using more technical words, as the solution of an inverse problem that can be either ill-posed or well-posed. From a Bayesian point of view, the parameter of interest is a random function and the solution to the inference problem is the posterior distribution of this parameter. A regular version of the posterior distribution in functional spaces is characterized. However, the infinite dimension of the considered spaces causes a problem of non continuity of the solution and then a problem of inconsistency, from a frequentist point of view, of the posterior distribution (i.e. problem of ill-posedness). The contribution of this essay is to propose new methods to deal with this problem of ill-posedness. The first one consists in adopting a Tikhonov regularization scheme in the construction of the posterior distribution so that I end up with a new object that I call regularized posterior distribution and that I guess it is solution of the inverse problem. The second approach consists in specifying a prior distribution on the parameter of interest of the g-prior type. Then, I detect a class of models for which the prior distribution is able to correct for the ill-posedness also in infinite dimensional problems. I study asymptotic properties of these proposed solutions and I prove that, under some regularity condition satisfied by the true value of the parameter of interest, they are consistent in a "frequentist" sense. Once I have set the general theory, I apply my bayesian nonparametric methodology to different estimation problems. First, I apply this estimator to deconvolution and to hazard rate, density and regression estimation. Then, I consider the estimation of an Instrumental Regression that is useful in micro-econometrics when we have to deal with problems of endogeneity. Finally, I develop an application in finance: I get the bayesian estimator for the equilibrium asset pricing functional by using the Euler equation defined in the Lucas'(1978) tree-type models.

Laboratory verification of predicted permanent deformation in asphalt materials following climate change.

In the past a change in temperature of 5°C most often occurred over intervals of thousands of years. According to estimates by the IPCC, in the XXI century is expected an increase in average temperatures in Europe between 1.8 and 4.0°C in the best case caused by emissions of carbon dioxide and other GHG from human activities. As well as on the environment and economic context, global warming will have effects even on road safety. Several studies have already shown how increasing temperature may cause a worsening of some types of road surface damages, especially rutting, a permanent deformation of the road structures consisting in the formation of a longitudinal depression in the wheelpath, mostly due to the rheological behavior of bitumen. This deformation evolves during the hot season because of the heating capacity of the asphalt layers, in fact, the road surface temperature is up to 24°C higher than air. In this thesis, through the use of Wheeltrack test, it was studied the behavior of some types of asphalt concrete mixtures subjected to fatigue testing at different temperatures. The objectives of this study are: to determine the strain variation of different bituminous mixture subjected to fatigue testing at different temperature conditions; to investigate the effect of aggregates, bitumen and mixtures’ characteristics on rutting. Samples were made in the laboratory mostly using an already prepared mixtures, the others preparing the asphalt concrete from the grading curve and bitumen content. The same procedure was performed for each specimen: preparation, compaction using the roller compactor, cooling and heating before the test. The tests were carried out at 40 - 50 - 60°C in order to obtain the evolution of deformation with temperature variation, except some mixtures for which the tests were carried out only at 50°C. In the elaboration of the results were considered testing parameters, component properties and the characteristics of the mixture. Among the testing parameters, temperature was varied for each sample. The mixtures responded to this variation with a different behavior (linear logarithmic and exponential) not directly correlated with the asphalt characteristics; the others parameters as load, passage frequency and test condition were kept constant. According to the results obtained, the main contribution to deformation is due to the type of binder used, it was found that the modified bitumen have a better response than the same mixtures containing traditional bitumen; to the porosity which affects negatively the behavior of the samples and to the homogeneity ceteris paribus. The granulometric composition did not seem to have interfered with the results. Overall has emerged at working temperature, a decisive importance of bitumen composition, than the other characteristics of the mixture, that tends to disappear with heating in favor of increased dependence of rutting resistance from the granulometric composition of the sample considered. In particular it is essential, rather than the mechanical characteristics of the binder, its chemical properties given by the polymeric modification. To confirm some considered results, the maximum bulk density and the air voids content were determined. Tests have been conducted in the laboratories of the Civil Engineering Department at NTNU in Trondheim according to European Standards.

Modelli non lineari statici e dinamici su dati microeconomici: analisi delle condizioni finanziarie delle famiglie italiane

The thesis studies the economic and financial conditions of Italian households, by using microeconomic data of the Survey on Household Income and Wealth (SHIW) over the period 1998-2006. It develops along two lines of enquiry. First it studies the determinants of households holdings of assets and liabilities and estimates their correlation degree. After a review of the literature, it estimates two non-linear multivariate models on the interactions between assets and liabilities with repeated cross-sections. Second, it analyses households financial difficulties. It defines a quantitative measure of financial distress and tests, by means of non-linear dynamic probit models, whether the probability of experiencing financial difficulties is persistent over time. Chapter 1 provides a critical review of the theoretical and empirical literature on the estimation of assets and liabilities holdings, on their interactions and on households net wealth. The review stresses the fact that a large part of the literature explain households debt holdings as a function, among others, of net wealth, an assumption that runs into possible endogeneity problems. Chapter 2 defines two non-linear multivariate models to study the interactions between assets and liabilities held by Italian households. Estimation refers to a pooling of cross-sections of SHIW. The first model is a bivariate tobit that estimates factors affecting assets and liabilities and their degree of correlation with results coherent with theoretical expectations. To tackle the presence of non normality and heteroskedasticity in the error term, generating non consistent tobit estimators, semi-parametric estimates are provided that confirm the results of the tobit model. The second model is a quadrivariate probit on three different assets (safe, risky and real) and total liabilities; the results show the expected patterns of interdependence suggested by theoretical considerations. Chapter 3 reviews the methodologies for estimating non-linear dynamic panel data models, drawing attention to the problems to be dealt with to obtain consistent estimators. Specific attention is given to the initial condition problem raised by the inclusion of the lagged dependent variable in the set of explanatory variables. The advantage of using dynamic panel data models lies in the fact that they allow to simultaneously account for true state dependence, via the lagged variable, and unobserved heterogeneity via individual effects specification. Chapter 4 applies the models reviewed in Chapter 3 to analyse financial difficulties of Italian households, by using information on net wealth as provided in the panel component of the SHIW. The aim is to test whether households persistently experience financial difficulties over time. A thorough discussion is provided of the alternative approaches proposed by the literature (subjective/qualitative indicators versus quantitative indexes) to identify households in financial distress. Households in financial difficulties are identified as those holding amounts of net wealth lower than the value corresponding to the first quartile of net wealth distribution. Estimation is conducted via four different methods: the pooled probit model, the random effects probit model with exogenous initial conditions, the Heckman model and the recently developed Wooldridge model. Results obtained from all estimators accept the null hypothesis of true state dependence and show that, according with the literature, less sophisticated models, namely the pooled and exogenous models, over-estimate such persistence.

Indicatori di correlazione e di disordine basati sul concetto di entropia

The aim of this work is to carry out an applicative, comparative and exhaustive study between several entropy based indicators of independence and correlation. We considered some indicators characterized by a wide and consolidate literature, like mutual information, joint entropy, relative entropy or Kullback Leibler distance, and others, more recently introduced, like Granger, Maasoumi and racine entropy, also called Sρ, or utilized in more restricted domains, like Pincus approximate entropy or ApEn. We studied the behaviour of such indicators applying them to binary series. The series was designed to simulate a wide range of situations in order to characterize indicators limit and capability and to identify, case by case, the more useful and trustworthy ones. Our target was not only to study if such indicators were able to discriminate between dependence and independence because, especially for mutual information and Granger, Maasoumi and Racine, that was already demonstrated and reported in literature, but also to verify if and how they were able to provide information about structure, complexity and disorder of the series they were applied to. Special attention was paid on Pincus approximate entropy, that is said by the author to be able to provide information regarding the level of randomness, regularity and complexity of a series. By means of a focused and extensive research, we furthermore tried to clear the meaning of ApEn applied to a couple of different series. In such situation the indicator is named in literature as cross-ApEn. The cross-ApEn meaning and the interpretation of its results is often not simple nor univocal and the matter is scarcely delved into by literature, thereby users can easily leaded up to a misleading conclusion, especially if the indicator is employed, as often unfortunately it happens, in uncritical manner. In order to plug some cross-ApEn gaps and limits clearly brought out during the experimentation, we developed and applied to the already considered cases a further indicator we called “correspondence index”. The correspondence index is perfectly integrated into the cross-ApEn computational algorithm and it is able to provide, at least for binary data, accurate information about the intensity and the direction of an eventual correlation, even not linear, existing between two different series allowing, in the meanwhile, to detect an eventual condition of independence between the series themselves.

Kontrollierte Fällung von amorphem Calciumcarbonat durch homogene Carbonatfreisetzung

In der Vergangenheit haben Untersuchung an biologischen und Modell-Systemen gezeigt, dass amorphes Calciumcarbonat als instabiles Zwischenprodukt bei der Bildung kristalliner Strukturen aus CaCO3 auftritt. Über dessen Rolle im Fällungsprozess von CaCO3 ist nicht viel bekannt und es wird davon ausgegangen, dass es als CaCO3-Speicher für die nachfolgenden kristallinen Produkte dient. Der genaue Reaktionsablauf, der zur Bildung von amorphem Calciumcarbonat (ACC) führt, ist nicht bekannt. Ziel dieser Arbeit war die Entwicklung einer Fällungstechnik, die die Beobachtung der Bildungskinetik von ACC durch Lichtstreuung ermöglicht. In Fällungsexperimenten wird gezeigt, dass die Fällung unter nicht-turbulenten Bedingungen zur Bildung von amorphem Calciumcarbonat führt. Hinsichtlich der Basen- und Alkylcarbonatmenge, die äquivalent oder im Überschuss zur Calciumionenkonzentration eingesetzt wird, entstehen zwei verschiedene Fällungsprodukte. In Bezug auf ihre chemische Zusammensetzung, thermische und mechanische Eigenschaften werden diese charakterisiert. In beiden Fällen wird ein amorphes CaCO3 mit einem Wassergehalt von 0,5 mol/L pro Mol CaCO3 erhalten. Die in situ Generierung von Carbonat führt zur Bildung von sphärischem amorphem Calciumcarbonat, das eine gewisse Tendenz zur Koazervation zeigt. Die bei gleichem Reaktionsumsatz beobachtete Temperaturabhängigkeit des Partikelradius konnten wir unter Annahme einer Mischungslücke mit unterer kritischer Mischungstemperatur interpretieren. Für die Bildung von amorphem Calciumcarbonat schlagen wir daher einen Mechanismus via binodaler flüssig-flüssig Entmischung vor. Nach einer kurzen Keimbildungsperiode können flüssige Tröpfchen aus wasserhaltigem CaCO3 wachsen und dann infolge von stetigem Wasserverlust glasartig erstarren und so amorphes Calciumcarbonat bilden. Bekräftigt wird dieses Modell durch die Wachstumskinetik, die mittels Lichtstreuung und SAXS verfolgt worden ist. In den Fällungsversuchen sind je nach Reaktionsbedingungen, zwei verschiedene Zeitgesetze des Teilchenwachstums erkennbar: Bei schneller Freisetzung von Carbonat liegt ein parabolischer Verlauf des Radienwachstums vor; hingegen führt eine langsame Freisetzung von Carbonat zu einem linearen Wachstum der Radien. Diese Abhängigkeiten lassen sich im Rahmen der bekannten Kinetik einer flüssig-flüssig Entmischung deuten. Ferner wird der Einfluss von doppelthydrophilen Blockcopolymeren (PEO-PMAA) auf die Teilchengröße und die Kinetik der Bildung von amorphem Calciumcarbonat untersucht. Zum Einsatz kommen zwei verschiedene Blockcopolymere, die sich in der Länge des PEO-Blocks unterscheiden. Im Fällungsexperiment führt das in sehr kleinen Konzentrationen vorliegende Blockcopolymere zur Stabilisierung von kleineren Partikeln. Das Blockcopolymer mit der längeren PEO-Einheit weist eine größere Effizienz auf. Die Ergebnisse lassen sich durch Annahme von Adsorption des Polymers an der Oberfläche interpretieren. Der Einfluss der doppelthydrophilen Blockcopolymere auf die Bildung von ACC deutet darauf, dass amorphes Calciumcarbonat eine komplexere Rolle als lediglich die eines Calciumcarbonatspeichers für das spätere Wachstum kristalliner Produkte einnimmt. Für die Wirkung von Polymerzusätzen muss somit nicht nur die Wechselwirkung mit den gegen Ende gebildeten Kristalle betrachtet werden, sondern auch der Einfluss, den das Polymer auf die Bildung des amorphen Calciumcarbonats hat. Die hier neu entwickelte Methode bietet die Möglichkeit, auch für komplexere Polymere, wie z.B. extrahierte Proteine, den Einfluss auf die Bildung der amorphen Vorstufe zu untersuchen.

Synthesis and aplication of linear and macrocyclic nitrogen ligand

Linear and macrocyclic nitrogen ligands have been found wide application during the years. Nitrogen has a much strong association with transition-metal ions because the electron pair is partucularly available for complexing purposes. We started our investigation with the synthesis of new chiral perazamacrocycles containing four pyrrole rings. This ligand was synthesized by the [2+2]condensation of (R,R)-diaminocyclohexane and dipirranedialdehydes and was tested, after a complexation with Cu(OAc)2, in Henry reactions. The best yields (96%) and higher ee’s (96%) were obtained when the meso-substituent on the dipyrrandialdehyde was a methyl group. The positive influence of the pyrrole-containing macrocyclic structure on the efficiency/enantioselectivity of the catalytic system was demonstrated by comparison with the Henry reactions performed using analogous ligands. Henry product was obtain in good yield but only 73% of ee, when the dialdehyde unit was replaced by a triheteroaromatic dialdehye (furan-pyrrol-furan). Another well known macrocyclic ligand is calix[4]pyrrole. We decided to investigate, in collaboration with Neier’s group, the metal-coordinating properties of calix[2]pyrrole[2]pyrrolidine compounds obtained by the reduction of calix[4]pyrrole. We focused our attention on the reduction conditions, and tested different Pd supported (charcoal, grafite) catalysts at different condition. Concerning the synthesis of linear polyamine ligands. We focused our attention to the synthesis of 2-heteroaryl- and 2,5-diheteroarylpyrrolidines. The reductive amination reaction of diarylketones and aryl-substitutedketo-aldehydes with different chiral amines was exploited to prepare a small library of diastereo-enriched substituted pyrrolidines. We have also described a new synthetic route to 1,2-disubstituted 1,2,3,4-tetrahydropyrrole[1,2-a]pyrazines, which involves the diastereoselective addition of Grignard reagents to chiral oxazolidines. The best diastereoselectivity (98:2) was dependent on the nature of both the chiral auxiliary, (S)-1-phenylglycinol, and the nature of the organometallic reagent (MeMgBr).

Nonrandomness, nonlinear dependence, and nonstationarity of electroencephalographic recordings from epilepsy patients

To derive tests for randomness, nonlinear-independence, and stationarity, we combine surrogates with a nonlinear prediction error, a nonlinear interdependence measure, and linear variability measures, respectively. We apply these tests to intracranial electroencephalographic recordings (EEG) from patients suffering from pharmacoresistant focal-onset epilepsy. These recordings had been performed prior to and independent from our study as part of the epilepsy diagnostics. The clinical purpose of these recordings was to delineate the brain areas to be surgically removed in each individual patient in order to achieve seizure control. This allowed us to define two distinct sets of signals: One set of signals recorded from brain areas where the first ictal EEG signal changes were detected as judged by expert visual inspection ("focal signals") and one set of signals recorded from brain areas that were not involved at seizure onset ("nonfocal signals"). We find more rejections for both the randomness and the nonlinear-independence test for focal versus nonfocal signals. In contrast more rejections of the stationarity test are found for nonfocal signals. Furthermore, while for nonfocal signals the rejection of the stationarity test increases the rejection probability of the randomness and nonlinear-independence test substantially, we find a much weaker influence for the focal signals. In consequence, the contrast between the focal and nonfocal signals obtained from the randomness and nonlinear-independence test is further enhanced when we exclude signals for which the stationarity test is rejected. To study the dependence between the randomness and nonlinear-independence test we include only focal signals for which the stationarity test is not rejected. We show that the rejection of these two tests correlates across signals. The rejection of either test is, however, neither necessary nor sufficient for the rejection of the other test. Thus, our results suggest that EEG signals from epileptogenic brain areas are less random, more nonlinear-dependent, and more stationary compared to signals recorded from nonepileptogenic brain areas. We provide the data, source code, and detailed results in the public domain.

Materials properties from electron density distributions: Molecular magnetism and linear optical properties

The general goal of this thesis is correlating observable properties of organic and metal-organic materials with their ground-state electron density distribution. In a long-term view, we expect to develop empirical or semi-empirical approaches to predict materials properties from the electron density of their building blocks, thus allowing to rationally engineering molecular materials from their constituent subunits, such as their functional groups. In particular, we have focused on linear optical properties of naturally occurring amino acids and their organic and metal-organic derivatives, and on magnetic properties of metal-organic frameworks. For analysing the optical properties and the magnetic behaviour of the molecular or sub-molecular building blocks in materials, we mostly used the more traditional QTAIM partitioning scheme of the molecular or crystalline electron densities, however, we have also investigated a new approach, namely, X-ray Constrained Extremely Localized Molecular Orbitals (XC-ELMO), that can be used in future to extracted the electron densities of crystal subunits. With the purpose of rationally engineering linear optical materials, we have calculated atomic and functional group polarizabilities of amino acid molecules, their hydrogen-bonded aggregates and their metal-organic frameworks. This has enabled the identification of the most efficient functional groups, able to build-up larger electric susceptibilities in crystals, as well as the quantification of the role played by intermolecular interactions and coordinative bonds on modifying the polarizability of the isolated building blocks. Furthermore, we analysed the dependence of the polarizabilities on the one-electron basis set and the many-electron Hamiltonian. This is useful for selecting the most efficient level of theory to estimate susceptibilities of molecular-based materials. With the purpose of rationally design molecular magnetic materials, we have investigated the electron density distributions and the magnetism of two copper(II) pyrazine nitrate metal-organic polymers. High-resolution X-ray diffraction and DFT calculations were used to characterize the magnetic exchange pathways and to establish relationships between the electron densities and the exchange-coupling constants. Moreover, molecular orbital and spin-density analyses were employed to understand the role of different magnetic exchange mechanisms in determining the bulk magnetic behaviour of these materials. As anticipated, we have finally investigated a modified version of the X-ray constrained wavefunction technique, XC-ELMOs, that is not only a useful tool for determination and analysis of experimental electron densities, but also enables one to derive transferable molecular orbitals strictly localized on atoms, bonds or functional groups. In future, we expect to use XC-ELMOs to predict materials properties of large systems, currently challenging to calculate from first-principles, such as macromolecules or polymers. Here, we point out advantages, needs and pitfalls of the technique. This work fulfils, at least partially, the prerequisites to understand materials properties of organic and metal-organic materials from the perspective of the electron density distribution of their building blocks. Empirical or semi-empirical evaluation of optical or magnetic properties from a preconceived assembling of building blocks could be extremely important for rationally design new materials, a field where accurate but expensive first-principles calculations are generally not used. This research could impact the community in the fields of crystal engineering, supramolecular chemistry and, of course, electron density analysis.