Robust Bayesian analysis of heavy-tailed stochastic volatility models using scale mixtures of normal distributions

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Robust control to parametric uncertainties in smart structures using linear matrix inequalities

The study of algorithms for active vibrations control in flexible structures became an area of enormous interest, mainly due to the countless demands of an optimal performance of mechanical systems as aircraft and aerospace structures. Smart structures, formed by a structure base, coupled with piezoelectric actuators and sensor are capable to guarantee the conditions demanded through the application of several types of controllers. This article shows some steps that should be followed in the design of a smart structure. It is discussed: the optimal placement of actuators, the model reduction and the controller design through techniques involving linear matrix inequalities (LMI). It is considered as constraints in LMI: the decay rate, voltage input limitation in the actuators and bounded output peak (output energy). Two controllers robust to parametric variation are designed: the first one considers the actuator in non-optimal location and the second one the actuator is put in an optimal placement. The performance are compared and discussed. The simulations to illustrate the methodology are made with a cantilever beam with bonded piezoelectric actuators.

Double Higgs production at the LHC as a robust test of little Higgs models

We analyze double Higgs boson production at the LHC in the context of Little Higgs models. In double Higgs production, the diagrams involved are directly related to those that cause the cancellation of the quadratic divergence of the Higgs self-energy, so this mode provides a robust prediction for this class of models. We find that in extensions of this model with the inclusion of a so-called T-parity, there is a significant enhancement in the cross sections as compared to the Standard Model. © 2006 American Institute of Physics.

A genetic neuro-model reference adaptive controller for petroleum wells drilling operations

Motivated by rising drilling operation costs, the oil industry has shown a trend towards real-time measurements and control. In this scenario, drilling control becomes a challenging problem for the industry, especially due to the difficulty associated to parameters modeling. One of the drill-bit performance evaluators, the Rate of Penetration (ROP), has been used in the literature as a drilling control parameter. However, the relationships between the operational variables affecting the ROP are complex and not easily modeled. This work presents a neuro-genetic adaptive controller to treat this problem. It is based on the Auto-Regressive with Extra Input Signals model, or ARX model, to accomplish the system identification and on a Genetic Algorithm (GA) to provide a robust control for the ROP. Results of simulations run over a real offshore oil field data, consisted of seven wells drilled with equal diameter bits, are provided. © 2006 IEEE.

A mixed-integer LP model for the reconfiguration of radial electric distribution systems considering distributed generation

The problem of reconfiguration of distribution systems considering the presence of distributed generation is modeled as a mixed-integer linear programming (MILP) problem in this paper. The demands of the electric distribution system are modeled through linear approximations in terms of real and imaginary parts of the voltage, taking into account typical operating conditions of the electric distribution system. The use of an MILP formulation has the following benefits: (a) a robust mathematical model that is equivalent to the mixed-integer non-linear programming model; (b) an efficient computational behavior with exiting MILP solvers; and (c) guarantees convergence to optimality using classical optimization techniques. Results from one test system and two real systems show the excellent performance of the proposed methodology compared with conventional methods. © 2012 Published by Elsevier B.V. All rights reserved.

Phenotypic plasticity of composite beef cattle performance using reaction norms model with unknown covariate

The objective of the present study was to determine the presence of genotype by environment interaction (G × E) and to characterize the phenotypic plasticity of birth weight (BW), weaning weight (WW), postweaning weight gain (PWG) and yearling scrotal circumference (SC) in composite beef cattle using the reaction norms model with unknown covariate. The animals were born between 1995 and 2008 on 33 farms located throughout all Brazilian biomes between latitude -7 and -31, longitude -40 and -63. The contemporary group was chosen as the environmental descriptor, that is, the environmental covariate of the reaction norms. In general, higher estimates of direct heritability were observed in extreme favorable environments. The mean of direct heritability across the environmental gradient ranged from 0.05 to 0.51, 0.09 to 0.43, 0.01 to 0.43 and from 0.12 to 0.26 for BW, WW, PWG and SC, respectively. The variation in direct heritability observed indicates a different response to selection according to the environment in which the animals of the population are evaluated. The correlation between the level and slope of the reaction norm for BW and PWG was high, indicating that animals with higher average breeding values responded better to improvement in environmental conditions, a fact characterizing a scale of G × E. Low correlation between the intercept and slope was obtained for WW and SC, implying re-ranking of animals in different environments. Genetic variation exists in the sensitivity of animals to the environment, a fact that permits the selection of more plastic or robust genotypes in the population studied. Thus, the G × E is an important factor that should be considered in the genetic evaluation of the present population of composite beef cattle. © The Animal Consortium 2012.

Bayesian age and growth analysis of the shortfin mako shark Isurus oxyrinchus in the Western South Atlantic Ocean using a flexible model

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Robust controller design of a wheelchair mobile via LMI approach to SPR systems with feedback output

This article discusses the design of robust controller applied to Wheelchair Furniture via Linear Matrix Inequalities (LMI), to obtain Strictly Positive Real (SPR) systems. The contributions of this work were the choice of a mathematical model for wheelchair: mobile with uncertainty about the position of the center of gravity (CG), the decoupling of the kinematic and dynamical systems, linearization of the models, the headquarters building of parametric uncertainties, the proposal of the control loop and control law with a specified decay rate.

Robust tori-like Lagrangian coherent structures

In general the term "Lagrangian coherent structure" (LCS) is used to make reference about structures whose properties are similar to a time-dependent analog of stable and unstable manifolds from a hyperbolic fixed point in Hamiltonian systems. Recently, the term LCS was used to describe a different type of structure, whose properties are similar to those of invariant tori in certain classes of two-dimensional incompressible flows. A new kind of LCS was obtained. It consists of barriers, called robust tori that block the trajectories in certain regions of the phase space. We used the Double-Gyre Flow system as the model. In this system, the robust tori play the role of a skeleton for the dynamics and block, horizontally, vortices that come from different parts of the phase space. (C) 2012 Elsevier B.V. All rights reserved.

Protective Effects of Human Amniotic Fluid Stem Cells in a Model of Aorta Allograft Vasculopathy in Rats

Background. Chronic allograft vasculopathy (CAV) is an important cause of graft loss. Considering the immune inflammatory events involved in the development of CAV, therapeutic approaches to target this process are of relevance. Human amniotic fluid derived stem cells (hAFSCs), a class of fetal, pluripotent stem cells with intermediate characteristics between embryonic and adult stem cells, display immunomodulatory properties. hAFSCs express mesenchymal and embryonic markers, show high proliferation rates; however, they do not induce tumor formation, and their use does not raise ethical issues. Thus, we sought to investigate the effect of hAFSC on CAV in a model of aorta transplantation. Methods. Orthotopic aorta transplantation was performed using Fisher (F344) rats as donors and Lewis rats as recipients. Rats were divided into three groups: syngeneic (SYNG), untreated F344 receiving aorta from F344 (n = 8); allogeneic (ALLO), Lewis rats receiving allogeneic aorta from F344 (n = 8); and ALLO + hAFSC, ALLO rats treated with hAFSC (10(6) cells; n = 8). Histological analysis and immunohistochemistry were performed 30 days posttransplantation. Results. The ALLO group developed a robust aortic neointimal formation (208.7 +/- 25.4 gm) accompanied by a significant high number of ED1(+) (4845 +/- 841 cells/mm(2)) and CD43(+) cells (4064 +/- 563 cells/mm(2)), and enhanced expression of a-smooth muscle actin in the neointima (25 +/- 6%). Treatment with hAFSC diminished neointimal thickness (180.7 +/- 23.7 mu m) and induced a significant decrease of ED1(+) (1100 +/- 276 cells/mm(2)), CD43(+) cells (1080 +/- 309 cells/mu m(2)), and alpha-smooth muscle actin expression 8 +/- 3% in the neointima. Conclusions. These preliminary results showed that hAFSC suppressed inflammation and myofibroblast migration to the intima, which may contribute to ameliorate vascular changes in CAV.

Robust statistical modeling using the Birnbaum-Saunders-t distribution applied to insurance

In this paper, we carry out robust modeling and influence diagnostics in Birnbaum-Saunders (BS) regression models. Specifically, we present some aspects related to BS and log-BS distributions and their generalizations from the Student-t distribution, and develop BS-t regression models, including maximum likelihood estimation based on the EM algorithm and diagnostic tools. In addition, we apply the obtained results to real data from insurance, which shows the uses of the proposed model. Copyright (c) 2011 John Wiley & Sons, Ltd.

Calculation of parameter ranges for robust gain tuning of power system controllers

This work proposes a computational tool to assist power system engineers in the field tuning of power system stabilizers (PSSs) and Automatic Voltage Regulators (AVRs). The outcome of this tool is a range of gain values for theses controllers within which there is a theoretical guarantee of stability for the closed-loop system. This range is given as a set of limit values for the static gains of the controllers of interest, in such a way that the engineer responsible for the field tuning of PSSs and/or AVRs can be confident with respect to system stability when adjusting the corresponding static gains within this range. This feature of the proposed tool is highly desirable from a practical viewpoint, since the PSS and AVR commissioning stage always involve some readjustment of the controller gains to account for the differences between the nominal model and the actual behavior of the system. By capturing these differences as uncertainties in the model, this computational tool is able to guarantee stability for the whole uncertain model using an approach based on linear matrix inequalities. It is also important to remark that the tool proposed in this paper can also be applied to other types of parameters of either PSSs or Power Oscillation Dampers, as well as other types of controllers (such as speed governors, for example). To show its effectiveness, applications of the proposed tool to two benchmarks for small signal stability studies are presented at the end of this paper.

Numerical simulation of an ethanol turbulent spray flame with RANS and diffusion combustion model

A detailed numerical simulation of ethanol turbulent spray combustion on a rounded jet flame is pre- sented in this article. The focus is to propose a robust mathematical model with relatively low complexity sub- models to reproduce the main characteristics of the cou- pling between both phases, such as the turbulence modulation, turbulent droplets dissipation, and evaporative cooling effect. A RANS turbulent model is implemented. Special features of the model include an Eulerian– Lagrangian procedure under a fully two-way coupling and a modified flame sheet model with a joint mixture fraction– enthalpy b -PDF. Reasonable agreement between measured and computed mean profiles of temperature of the gas phase and droplet size distributions is achieved. Deviations found between measured and predicted mean velocity profiles are attributed to the turbulent combustion modeling adopted

Parallel implementation of a robust optical flow technique

[EN] The accuracy and performance of current variational optical ow methods have considerably increased during the last years. The complexity of these techniques is high and enough care has to be taken for the implementation. The aim of this work is to present a comprehensible implementation of recent variational optical flow methods. We start with an energy model that relies on brightness and gradient constancy terms and a ow-based smoothness term. We minimize this energy model and derive an e cient implicit numerical scheme. In the experimental results, we evaluate the accuracy and performance of this implementation with the Middlebury benchmark database. We show that it is a competitive solution with respect to current methods in the literature. In order to increase the performance, we use a simple strategy to parallelize the execution on multi-core processors.

Methodological improvement of 3D fluoroscopic analysis for the robust quantification of 3D kinematics of human joints

3D video-fluoroscopy is an accurate but cumbersome technique to estimate natural or prosthetic human joint kinematics. This dissertation proposes innovative methodologies to improve the 3D fluoroscopic analysis reliability and usability. Being based on direct radiographic imaging of the joint, and avoiding soft tissue artefact that limits the accuracy of skin marker based techniques, the fluoroscopic analysis has a potential accuracy of the order of mm/deg or better. It can provide fundamental informations for clinical and methodological applications, but, notwithstanding the number of methodological protocols proposed in the literature, time consuming user interaction is exploited to obtain consistent results. The user-dependency prevented a reliable quantification of the actual accuracy and precision of the methods, and, consequently, slowed down the translation to the clinical practice. The objective of the present work was to speed up this process introducing methodological improvements in the analysis. In the thesis, the fluoroscopic analysis was characterized in depth, in order to evaluate its pros and cons, and to provide reliable solutions to overcome its limitations. To this aim, an analytical approach was followed. The major sources of error were isolated with in-silico preliminary studies as: (a) geometric distortion and calibration errors, (b) 2D images and 3D models resolutions, (c) incorrect contour extraction, (d) bone model symmetries, (e) optimization algorithm limitations, (f) user errors. The effect of each criticality was quantified, and verified with an in-vivo preliminary study on the elbow joint. The dominant source of error was identified in the limited extent of the convergence domain for the local optimization algorithms, which forced the user to manually specify the starting pose for the estimating process. To solve this problem, two different approaches were followed: to increase the optimal pose convergence basin, the local approach used sequential alignments of the 6 degrees of freedom in order of sensitivity, or a geometrical feature-based estimation of the initial conditions for the optimization; the global approach used an unsupervised memetic algorithm to optimally explore the search domain. The performances of the technique were evaluated with a series of in-silico studies and validated in-vitro with a phantom based comparison with a radiostereometric gold-standard. The accuracy of the method is joint-dependent, and for the intact knee joint, the new unsupervised algorithm guaranteed a maximum error lower than 0.5 mm for in-plane translations, 10 mm for out-of-plane translation, and of 3 deg for rotations in a mono-planar setup; and lower than 0.5 mm for translations and 1 deg for rotations in a bi-planar setups. The bi-planar setup is best suited when accurate results are needed, such as for methodological research studies. The mono-planar analysis may be enough for clinical application when the analysis time and cost may be an issue. A further reduction of the user interaction was obtained for prosthetic joints kinematics. A mixed region-growing and level-set segmentation method was proposed and halved the analysis time, delegating the computational burden to the machine. In-silico and in-vivo studies demonstrated that the reliability of the new semiautomatic method was comparable to a user defined manual gold-standard. The improved fluoroscopic analysis was finally applied to a first in-vivo methodological study on the foot kinematics. Preliminary evaluations showed that the presented methodology represents a feasible gold-standard for the validation of skin marker based foot kinematics protocols.