Mixture modeling for joint analysis of survival, discrete, and continuous data

Mixture modeling is commonly used to model categorical latent variables that represent subpopulations in which population membership is unknown but can be inferred from the data. In relatively recent years, the potential of finite mixture models has been applied in time-to-event data. However, the commonly used survival mixture model assumes that the effects of the covariates involved in failure times differ across latent classes, but the covariate distribution is homogeneous. The aim of this dissertation is to develop a method to examine time-to-event data in the presence of unobserved heterogeneity under a framework of mixture modeling. A joint model is developed to incorporate the latent survival trajectory along with the observed information for the joint analysis of a time-to-event variable, its discrete and continuous covariates, and a latent class variable. It is assumed that the effects of covariates on survival times and the distribution of covariates vary across different latent classes. The unobservable survival trajectories are identified through estimating the probability that a subject belongs to a particular class based on observed information. We applied this method to a Hodgkin lymphoma study with long-term follow-up and observed four distinct latent classes in terms of long-term survival and distributions of prognostic factors. Our results from simulation studies and from the Hodgkin lymphoma study demonstrated the superiority of our joint model compared with the conventional survival model. This flexible inference method provides more accurate estimation and accommodates unobservable heterogeneity among individuals while taking involved interactions between covariates into consideration.^

Analysis of interval -censored events in hypertension studies: Evaluation of treatment of coronary heart disease

Many statistical studies feature data with both exact-time and interval-censored events. While a number of methods currently exist to handle interval-censored events and multivariate exact-time events separately, few techniques exist to deal with their combination. This thesis develops a theoretical framework for analyzing a multivariate endpoint comprised of a single interval-censored event plus an arbitrary number of exact-time events. The approach fuses the exact-time events, modeled using the marginal method of Wei, Lin, and Weissfeld, with a piecewise-exponential interval-censored component. The resulting model incorporates more of the information in the data and also removes some of the biases associated with the exclusion of interval-censored events. A simulation study demonstrates that our approach produces reliable estimates for the model parameters and their variance-covariance matrix. As a real-world data example, we apply this technique to the Systolic Hypertension in the Elderly Program (SHEP) clinical trial, which features three correlated events: clinical non-fatal myocardial infarction, fatal myocardial infarction (two exact-time events), and silent myocardial infarction (one interval-censored event). ^

Interactive Graphic Simulation: An Advanced Methodology to Improve the Teaching-Learning Process in Nuclear Engineering Education and Training

Nowadays, computer simulators are becoming basic tools for education and training in many engineering fields. In the nuclear industry, the role of simulation for training of operators of nuclear power plants is also recognized of the utmost relevance. As an example, the International Atomic Energy Agency sponsors the development of nuclear reactor simulators for education, and arranges the supply of such simulation programs. Aware of this, in 2008 Gas Natural Fenosa, a Spanish gas and electric utility that owns and operate nuclear power plants and promotes university education in the nuclear technology field, provided the Department of Nuclear Engineering of Universidad Politécnica de Madrid with the Interactive Graphic Simulator (IGS) of “José Cabrera” (Zorita) nuclear power plant, an industrial facility whose commercial operation ceased definitively in April 2006. It is a state-of-the-art full-scope real-time simulator that was used for training and qualification of the operators of the plant control room, as well as to understand and analyses the plant dynamics, and to develop, qualify and validate its emergency operating procedures.

Monte Carlo simulation of recrystallization

A Monte Carlo computer simulation technique, in which a continuum system is modeled employing a discrete lattice, has been applied to the problem of recrystallization. Primary recrystallization is modeled under conditions where the degree of stored energy is varied and nucleation occurs homogeneously (without regard for position in the microstructure). The nucleation rate is chosen as site saturated. Temporal evolution of the simulated microstructures is analyzed to provide the time dependence of the recrystallized volume fraction and grain sizes. The recrystallized volume fraction shows sigmoidal variations with time. The data are approximately fit by the Johnson-Mehl-Avrami equation with the expected exponents, however significant deviations are observed for both small and large recrystallized volume fractions. Under constant rate nucleation conditions, the propensity for irregular grain shapes is decreased and the density of two sided grains increases.

CSM-IXIM: A New Maize Simulation Model for DSSAT Version 4.5

Th e CERES-Maize model is the most widely used maize (Zea mays L.) model and is a recognized reference for comparing new developments in maize growth, development, and yield simulation. Th e objective of this study was to present and evaluate CSMIXIM, a new maize simulation model for DSSAT version 4.5. Code from CSM-CERES-Maize, the modular version of the model, was modifi ed to include a number of model improvements. Model enhancements included the simulation of leaf area, C assimilation and partitioning, ear growth, kernel number, grain yield, and plant N acquisition and distribution. Th e addition of two genetic coeffi cients to simulate per-leaf foliar surface produced 32% smaller root mean square error (RMSE) values estimating leaf area index than did CSM-CERES. Grain yield and total shoot biomass were correctly simulated by both models. Carbon partitioning, however, showed diff erences. Th e CSM-IXIM model simulated leaf mass more accurately, reducing the CSM-CERES error by 44%, but overestimated stem mass, especially aft er stress, resulting in similar average RMSE values as CSM-CERES. Excessive N uptake aft er fertilization events as simulated by CSM-CERES was also corrected, reducing the error by 16%. Th e accuracy of N distribution to stems was improved by 68%. Th ese improvements in CSM-IXIM provided a stable basis for more precise simulation of maize canopy growth and yield and a framework for continuing future model developments

Design and analysis of ripple-based controls based on the discrete modeling and Floquet theory

Ripple-based controls can strongly reduce the required output capacitance in PowerSoC converter thanks to a very fast dynamic response. Unfortunately, these controls are prone to sub-harmonic oscillations and several parameters affect the stability of these systems. This paper derives and validates a simulation-based modeling and stability analysis of a closed-loop V 2Ic control applied to a 5 MHz Buck converter using discrete modeling and Floquet theory to predict stability. This allows the derivation of sensitivity analysis to design robust systems. The work is extended to different V 2 architectures using the same methodology.

A discrete spectral model for intermediate crack debonding in FRP-strengthened RC beams

One of the common failure modes of reinforced concrete (RC) beams strengthened in flexure with a bonded fibre-reinforced polymer (FRP) is intermediate crack (IC) debonding, which is originated at a critical section in the vicinity of flexural cracks and propagates to a plate end. Despite considerable research over the last years, few reliable and simplified IC debonding strength models have been developed. This paper firstly presents a one-dimensional model based on the discrete crack approach for concrete and the spectral element method for the numerical simulation of the IC debonding process. The progressive formation of flexural cracks and subsequent concrete-FRP interfacial debonding is formulated by the introduction of a new element able to represent both phenomena simultaneously without perturbing the numerical procedure. Furthermore, with the proposed model, high frequency dynamic response for these kinds of structures can also be obtained in a very simple and non-expensive way, which makes this procedure very useful as a tool for diagnoses and detection of debonding in its initial stage by monitoring the change in local dynamic characteristics.

Time-multiscale methods for the simulation of slow transport problems in atomistic systems

En esta tesis presentamos una teoría adaptada a la simulación de fenómenos lentos de transporte en sistemas atomísticos. En primer lugar, desarrollamos el marco teórico para modelizar colectividades estadísticas de equilibrio. A continuación, lo adaptamos para construir modelos de colectividades estadísticas fuera de equilibrio. Esta teoría reposa sobre los principios de la mecánica estadística, en particular el principio de máxima entropía de Jaynes, utilizado tanto para sistemas en equilibrio como fuera de equilibrio, y la teoría de las aproximaciones del campo medio. Expresamos matemáticamente el problema como un principio variacional en el que maximizamos una entropía libre, en lugar de una energía libre. La formulación propuesta permite definir equivalentes atomísticos de variables macroscópicas como la temperatura y la fracción molar. De esta forma podemos considerar campos macroscópicos no uniformes. Completamos el marco teórico con reglas de cuadratura de Monte Carlo, gracias a las cuales obtenemos modelos computables. A continuación, desarrollamos el conjunto completo de ecuaciones que gobiernan procesos de transporte. Deducimos la desigualdad de disipación entrópica a partir de fuerzas y flujos termodinámicos discretos. Esta desigualdad nos permite identificar la estructura que deben cumplir los potenciales cinéticos discretos. Dichos potenciales acoplan las tasas de variación en el tiempo de las variables microscópicas con las fuerzas correspondientes. Estos potenciales cinéticos deben ser completados con una relación fenomenológica, del tipo definido por la teoría de Onsanger. Por último, aportamos validaciones numéricas. Con ellas ilustramos la capacidad de la teoría presentada para simular propiedades de equilibrio y segregación superficial en aleaciones metálicas. Primero, simulamos propiedades termodinámicas de equilibrio en el sistema atomístico. A continuación evaluamos la habilidad del modelo para reproducir procesos de transporte en sistemas complejos que duran tiempos largos con respecto a los tiempos característicos a escala atómica. ABSTRACT In this work, we formulate a theory to address simulations of slow time transport effects in atomic systems. We first develop this theoretical framework in the context of equilibrium of atomic ensembles, based on statistical mechanics. We then adapt it to model ensembles away from equilibrium. The theory stands on Jaynes' maximum entropy principle, valid for the treatment of both, systems in equilibrium and away from equilibrium and on meanfield approximation theory. It is expressed in the entropy formulation as a variational principle. We interpret atomistic equivalents of macroscopic variables such as the temperature and the molar fractions, wich are not required to be uniform, but can vary from particle to particle. We complement this theory with Monte Carlo summation rules for further approximation. In addition, we provide a framework for studying transport processes with the full set of equations driving the evolution of the system. We first derive a dissipation inequality for the entropic production involving discrete thermodynamic forces and fluxes. This discrete dissipation inequality identifies the adequate structure for discrete kinetic potentials which couple the microscopic field rates to the corresponding driving forces. Those kinetic potentials must finally be expressed as a phenomenological rule of the Onsanger Type. We present several validation cases, illustrating equilibrium properties and surface segregation of metallic alloys. We first assess the ability of a simple meanfield model to reproduce thermodynamic equilibrium properties in systems with atomic resolution. Then, we evaluate the ability of the model to reproduce a long-term transport process in complex systems.

System failure prediction through rare-events elastic-net logistic regression

Predicting failures in a distributed system based on previous events through logistic regression is a standard approach in literature. This technique is not reliable, though, in two situations: in the prediction of rare events, which do not appear in enough proportion for the algorithm to capture, and in environments where there are too many variables, as logistic regression tends to overfit on this situations; while manually selecting a subset of variables to create the model is error- prone. On this paper, we solve an industrial research case that presented this situation with a combination of elastic net logistic regression, a method that allows us to automatically select useful variables, a process of cross-validation on top of it and the application of a rare events prediction technique to reduce computation time. This process provides two layers of cross- validation that automatically obtain the optimal model complexity and the optimal mode l parameters values, while ensuring even rare events will be correctly predicted with a low amount of training instances. We tested this method against real industrial data, obtaining a total of 60 out of 80 possible models with a 90% average model accuracy.

A tool for the automatic analysis of single events effects on electronic circuits

Nowadays integrated circuit reliability is challenged by both variability and working conditions. Environmental radiation has become a major issue when ensuring the circuit correct behavior. The required radiation and later analysis performed to the circuit boards is both fund and time expensive. The lack of tools which support pre-manufacturing radiation hardness analysis hinders circuit designers tasks. This paper describes an extensively customizable simulation tool for the characterization of radiation effects on electronic systems. The proposed tool can produce an in depth analysis of a complete circuit in almost any kind of radiation environment in affordable computation times.

Two-dimensional direct rainfall hydraulic models applied to direct calculation of hydrologic events in dams to prevent overtopping

One of the main concerns when conducting a dam test is the acute determination of the hydrograph for a specific flood event. The use of 2D direct rainfall hydraulic mathematical models on a finite elements mesh, combined with the efficiency of vector calculus that provides CUDA (Compute Unified Device Architecture) technology, enables nowadays the simulation of complex hydrological models without the need for terrain subbasin and transit splitting (as in HEC-HMS). Both the Spanish PNOA (National Plan of Aereal Orthophotography) Digital Terrain Model GRID with a 5 x 5 m accuracy and the CORINE GIS Land Cover (Coordination of INformation of the Environment) that allows assessment of the ground roughness, provide enough data to easily build these kind of models

A temperature-based thermodynamically consistent integration scheme for discrete thermo-elastodynamics

The formulation of thermodynamically consistent (TC) time integration methods was introduced by a general procedure based on the GENERIC form of the evolution equations for thermo-mechanical problems. The use of the entropy was reported to be the best choice for the thermodynamical variable to easily provide TC integrators. Also the employment of the internal energy was proved to not involve excessive complications. However, attempts towards the use of the temperature in the design of GENERIC-based TC schemes have so far been unfruitful. This paper complements the said procedure to attain TC integrators by presenting a TC scheme based on the temperature as thermodynamical state variable. As a result, the problems which arise due to the use of the entropy are overcome, mainly the definition of boundary conditions. What is more, the newly proposed method exhibits the general enhanced numerical stability and robustness properties of the entropy formulation.

Aplicación de la metodología ISA al análisis de la secuencia de pérdida del sistema de agua de refrigeración de componentes en una central nuclear con reactor de agua a presión

La metodología Integrated Safety Analysis (ISA), desarrollada en el área de Modelación y Simulación (MOSI) del Consejo de Seguridad Nuclear (CSN), es un método de Análisis Integrado de Seguridad que está siendo evaluado y analizado mediante diversas aplicaciones impulsadas por el CSN; el análisis integrado de seguridad, combina las técnicas evolucionadas de los análisis de seguridad al uso: deterministas y probabilistas. Se considera adecuado para sustentar la Regulación Informada por el Riesgo (RIR), actual enfoque dado a la seguridad nuclear y que está siendo desarrollado y aplicado en todo el mundo. En este contexto se enmarcan, los proyectos Safety Margin Action Plan (SMAP) y Safety Margin Assessment Application (SM2A), impulsados por el Comité para la Seguridad de las Instalaciones Nucleares (CSNI) de la Agencia de la Energía Nuclear (NEA) de la Organización para la Cooperación y el Desarrollo Económicos (OCDE) en el desarrollo del enfoque adecuado para el uso de las metodologías integradas en la evaluación del cambio en los márgenes de seguridad debidos a cambios en las condiciones de las centrales nucleares. El comité constituye un foro para el intercambio de información técnica y de colaboración entre las organizaciones miembro, que aportan sus propias ideas en investigación, desarrollo e ingeniería. La propuesta del CSN es la aplicación de la metodología ISA, especialmente adecuada para el análisis según el enfoque desarrollado en el proyecto SMAP que pretende obtener los valores best-estimate con incertidumbre de las variables de seguridad que son comparadas con los límites de seguridad, para obtener la frecuencia con la que éstos límites son superados. La ventaja que ofrece la ISA es que permite el análisis selectivo y discreto de los rangos de los parámetros inciertos que tienen mayor influencia en la superación de los límites de seguridad, o frecuencia de excedencia del límite, permitiendo así evaluar los cambios producidos por variaciones en el diseño u operación de la central que serían imperceptibles o complicados de cuantificar con otro tipo de metodologías. La ISA se engloba dentro de las metodologías de APS dinámico discreto que utilizan la generación de árboles de sucesos dinámicos (DET) y se basa en la Theory of Stimulated Dynamics (TSD), teoría de fiabilidad dinámica simplificada que permite la cuantificación del riesgo de cada una de las secuencias. Con la ISA se modelan y simulan todas las interacciones relevantes en una central: diseño, condiciones de operación, mantenimiento, actuaciones de los operadores, eventos estocásticos, etc. Por ello requiere la integración de códigos de: simulación termohidráulica y procedimientos de operación; delineación de árboles de sucesos; cuantificación de árboles de fallos y sucesos; tratamiento de incertidumbres e integración del riesgo. La tesis contiene la aplicación de la metodología ISA al análisis integrado del suceso iniciador de la pérdida del sistema de refrigeración de componentes (CCWS) que genera secuencias de pérdida de refrigerante del reactor a través de los sellos de las bombas principales del circuito de refrigerante del reactor (SLOCA). Se utiliza para probar el cambio en los márgenes, con respecto al límite de la máxima temperatura de pico de vaina (1477 K), que sería posible en virtud de un potencial aumento de potencia del 10 % en el reactor de agua a presión de la C.N. Zion. El trabajo realizado para la consecución de la tesis, fruto de la colaboración de la Escuela Técnica Superior de Ingenieros de Minas y Energía y la empresa de soluciones tecnológicas Ekergy Software S.L. (NFQ Solutions) con el área MOSI del CSN, ha sido la base para la contribución del CSN en el ejercicio SM2A. Este ejercicio ha sido utilizado como evaluación del desarrollo de algunas de las ideas, sugerencias, y los algoritmos detrás de la metodología ISA. Como resultado se ha obtenido un ligero aumento de la frecuencia de excedencia del daño (DEF) provocado por el aumento de potencia. Este resultado demuestra la viabilidad de la metodología ISA para obtener medidas de las variaciones en los márgenes de seguridad que han sido provocadas por modificaciones en la planta. También se ha mostrado que es especialmente adecuada en escenarios donde los eventos estocásticos o las actuaciones de recuperación o mitigación de los operadores pueden tener un papel relevante en el riesgo. Los resultados obtenidos no tienen validez más allá de la de mostrar la viabilidad de la metodología ISA. La central nuclear en la que se aplica el estudio está clausurada y la información relativa a sus análisis de seguridad es deficiente, por lo que han sido necesarias asunciones sin comprobación o aproximaciones basadas en estudios genéricos o de otras plantas. Se han establecido tres fases en el proceso de análisis: primero, obtención del árbol de sucesos dinámico de referencia; segundo, análisis de incertidumbres y obtención de los dominios de daño; y tercero, cuantificación del riesgo. Se han mostrado diversas aplicaciones de la metodología y ventajas que presenta frente al APS clásico. También se ha contribuido al desarrollo del prototipo de herramienta para la aplicación de la metodología ISA (SCAIS). ABSTRACT The Integrated Safety Analysis methodology (ISA), developed by the Consejo de Seguridad Nuclear (CSN), is being assessed in various applications encouraged by CSN. An Integrated Safety Analysis merges the evolved techniques of the usually applied safety analysis methodologies; deterministic and probabilistic. It is considered as a suitable tool for assessing risk in a Risk Informed Regulation framework, the approach under development that is being adopted on Nuclear Safety around the world. In this policy framework, the projects Safety Margin Action Plan (SMAP) and Safety Margin Assessment Application (SM2A), set up by the Committee on the Safety of Nuclear Installations (CSNI) of the Nuclear Energy Agency within the Organization for Economic Co-operation and Development (OECD), were aimed to obtain a methodology and its application for the integration of risk and safety margins in the assessment of the changes to the overall safety as a result of changes in the nuclear plant condition. The committee provides a forum for the exchange of technical information and cooperation among member organizations which contribute their respective approaches in research, development and engineering. The ISA methodology, proposed by CSN, specially fits with the SMAP approach that aims at obtaining Best Estimate Plus Uncertainty values of the safety variables to be compared with the safety limits. This makes it possible to obtain the exceedance frequencies of the safety limit. The ISA has the advantage over other methods of allowing the specific and discrete evaluation of the most influential uncertain parameters in the limit exceedance frequency. In this way the changes due to design or operation variation, imperceptibles or complicated to by quantified by other methods, are correctly evaluated. The ISA methodology is one of the discrete methodologies of the Dynamic PSA framework that uses the generation of dynamic event trees (DET). It is based on the Theory of Stimulated Dynamics (TSD), a simplified version of the theory of Probabilistic Dynamics that allows the risk quantification. The ISA models and simulates all the important interactions in a Nuclear Power Plant; design, operating conditions, maintenance, human actuations, stochastic events, etc. In order to that, it requires the integration of codes to obtain: Thermohydraulic and human actuations; Even trees delineation; Fault Trees and Event Trees quantification; Uncertainty analysis and risk assessment. This written dissertation narrates the application of the ISA methodology to the initiating event of the Loss of the Component Cooling System (CCWS) generating sequences of loss of reactor coolant through the seals of the reactor coolant pump (SLOCA). It is used to test the change in margins with respect to the maximum clad temperature limit (1477 K) that would be possible under a potential 10 % power up-rate effected in the pressurized water reactor of Zion NPP. The work done to achieve the thesis, fruit of the collaborative agreement of the School of Mining and Energy Engineering and the company of technological solutions Ekergy Software S.L. (NFQ Solutions) with de specialized modeling and simulation branch of the CSN, has been the basis for the contribution of the CSN in the exercise SM2A. This exercise has been used as an assessment of the development of some of the ideas, suggestions, and algorithms behind the ISA methodology. It has been obtained a slight increase in the Damage Exceedance Frequency (DEF) caused by the power up-rate. This result shows that ISA methodology allows quantifying the safety margin change when design modifications are performed in a NPP and is specially suitable for scenarios where stochastic events or human responses have an important role to prevent or mitigate the accidental consequences and the total risk. The results do not have any validity out of showing the viability of the methodology ISA. Zion NPP was retired and information of its safety analysis is scarce, so assumptions without verification or approximations based on generic studies have been required. Three phases are established in the analysis process: first, obtaining the reference dynamic event tree; second, uncertainty analysis and obtaining the damage domains; third, risk quantification. There have been shown various applications of the methodology and advantages over the classical PSA. It has also contributed to the development of the prototype tool for the implementation of the ISA methodology (SCAIS).

Two-dimensional IR correlation spectroscopy: Sequential events in the unfolding process of the λ Cro-V55C repressor protein

A question often posed in protein folding/unfolding studies is whether the process is fully cooperative or whether it contains sequential elements. To address this question, one needs tools capable of resolving different events. It seems that, at least in certain cases, two-dimensional (2D) IR correlation spectroscopy can provide answers to this question. To illustrate this point, we have turned to the Cro-V55C dimer of the λ Cro repressor, a protein known to undergo thermal unfolding in two discrete steps through a stable equilibrium intermediate. The secondary structure of this intermediate is compatible with that of a partially unfolded protein and involves a reorganization of the N terminus, whereas the antiparallel β-ribbon formed by the C-terminal part of each subunit remains largely intact. To establish whether the unfolding process involves sequential events, we have performed a 2D correlation analysis of IR spectra recorded over the temperature range of 20–95°C. The 2D IR correlation analysis indeed provides evidence for a sequential formation of the stable intermediate, which is created in three (closely related) steps. A first step entails the unfolding of the short N-terminal β-strand, followed by the unfolding of the α-helices in a second step, and the third step comprises the reorganization of the remaining β-sheet and of some unordered segments in the protein. The complete unfolding of the stable intermediate at higher temperatures also undergoes sequential events that ultimately end with the breaking of the H bonds between the two β-strands at the dimer interface.

Characterization of residual structure in the thermally denatured state of barnase by simulation and experiment: Description of the folding pathway

Residual structure in the denatured state of a protein may contain clues about the early events in folding. We have simulated by molecular dynamics the denatured state of barnase, which has been studied by NMR spectroscopy. An ensemble of 104 structures was generated after 2 ns of unfolding and following for a further 2 ns. The ensemble was heterogeneous, but there was nonrandom, residual structure with persistent interactions. Helical structure in the C-terminal portion of helix α1 (residues 13–17) and in helix α2 as well as a turn and nonnative hydrophobic clustering between β3 and β4 were observed, consistent with NMR data. In addition, there were tertiary contacts between residues in α1 and the C-terminal portion of the β-sheet. The simulated structures allow the rudimentary NMR data to be fleshed out. The consistency between simulation and experiment inspires confidence in the methods. A description of the folding pathway of barnase from the denatured to the native state can be constructed by combining the simulation with experimental data from φ value analysis and NMR.