From weak Allee effect to no Allee effect in Richards’ growth models

Population dynamics have been attracting interest since many years. Among the considered models, the Richards’ equations remain one of the most popular to describe biological growth processes. On the other hand, Allee effect is currently a major focus of ecological research, which occurs when positive density dependence dominates at low densities. In this chapter, we propose the dynamical study of classes of functions based on Richards’ models describing the existence or not of Allee effect. We investigate bifurcation structures in generalized Richards’ functions and we look for the conditions in the (β, r) parameter plane for the existence of a weak Allee effect region. We show that the existence of this region is related with the existence of a dovetail structure. When the Allee limit varies, the weak Allee effect region disappears when the dovetail structure also disappears. Consequently, we deduce the transition from the weak Allee effect to no Allee effect to this family of functions. To support our analysis, we present fold and flip bifurcation curves and numerical simulations of several bifurcation diagrams.

Quantum-based Particle Swarm Optimization Application to Studies of Aggregated Consumption Shifting and Generation Scheduling in Smart Grids

Demand response programs and models have been developed and implemented for an improved performance of electricity markets, taking full advantage of smart grids. Studying and addressing the consumers’ flexibility and network operation scenarios makes possible to design improved demand response models and programs. The methodology proposed in the present paper aims to address the definition of demand response programs that consider the demand shifting between periods, regarding the occurrence of multi-period demand response events. The optimization model focuses on minimizing the network and resources operation costs for a Virtual Power Player. Quantum Particle Swarm Optimization has been used in order to obtain the solutions for the optimization model that is applied to a large set of operation scenarios. The implemented case study illustrates the use of the proposed methodology to support the decisions of the Virtual Power Player in what concerns the duration of each demand response event.

Estimation of infection rate in epidemic models with multiple populations

Dissertação para obtenção do Grau de Mestre em Matemática e Aplicações Especialização em Actuariado, Estatística e Investigação Operacional

Dynamic adaptation of interaction models for stateful web services

Dissertação para obtenção do Grau de Mestre em Engenharia Informática

Simplified wind turbine models for wind energy integration into power systems

This paper analyses the boundaries of simplified wind turbine models used to represent the behavior of wind turbines in order to conduct power system stability studies. Based on experimental measurements, the response of recent simplified (also known as generic) wind turbine models that are currently being developed by the International Standard IEC 61400-27 is compared to complex detailed models elaborated by wind turbine manufacturers. This International Standard, whose Technical Committee was convened in October 2009, is focused on defining generic simulation models for both wind turbines (Part 1) and wind farms (Part 2). The results of this work provide an improved understanding of the usability of generic models for conducting power system simulations.

Electrically tunable resonant scattering in fluorinated bilayer graphene

Adatom-decorated graphene offers a promising new path towards spintronics in the ultrathin limit. We combine experiment and theory to investigate the electronic properties of dilutely fluorinated bilayer graphene, where the fluorine adatoms covalently bond to the top graphene layer. We show that fluorine adatoms give rise to resonant impurity states near the charge neutrality point of the bilayer, leading to strong scattering of charge carriers and hopping conduction inside a field-induced band gap. Remarkably, the application of an electric field across the layers is shown to tune the resonant scattering amplitude from fluorine adatoms by nearly twofold. The experimental observations are well explained by a theoretical analysis combining Boltzmann transport equations and fully quantum-mechanical methods. This paradigm can be generalized to many bilayer graphene-adatom materials, and we envision that the realization of electrically tunable resonance may be a key advantage in graphene-based spintronic devices.

Models de simulació per coordinar serveis d'emergència

El projecte exposat té com a propòsit definir i implementar un model de simulació basat en la coordinació i assignació dels serveis d’emergència en accidents de trànsit. La definició del model s’ha realitzat amb l’ús de les Xarxes de Petri Acolorides i la implementació amb el software Rockwell Arena 7.0. El modelatge de la primera simulació ens mostra un model teòric basat en cues mentre que el segon, mostra un model més complet i real gràcies a la connexió mitjançant la plataforma Corba a una base de dades amb informació geogràfica de les flotes i de les rutes. Com a resultat de l’estudi i amb l’ajuda de GoogleEarth, podem realitzar simulacions gràfiques per veure els accidents generats, les flotes dels serveis i el moviment dels vehicles des de les bases fins als accidents.

Estimation of dynamic latent variable models using simulated nonparametric moments

Abstract. Given a model that can be simulated, conditional moments at a trial parameter value can be calculated with high accuracy by applying kernel smoothing methods to a long simulation. With such conditional moments in hand, standard method of moments techniques can be used to estimate the parameter. Because conditional moments are calculated using kernel smoothing rather than simple averaging, it is not necessary that the model be simulable subject to the conditioning information that is used to define the moment conditions. For this reason, the proposed estimator is applicable to general dynamic latent variable models. It is shown that as the number of simulations diverges, the estimator is consistent and a higher-order expansion reveals the stochastic difference between the infeasible GMM estimator based on the same moment conditions and the simulated version. In particular, we show how to adjust standard errors to account for the simulations. Monte Carlo results show how the estimator may be applied to a range of dynamic latent variable (DLV) models, and that it performs well in comparison to several other estimators that have been proposed for DLV models.

In silico prediction of human carboxylesterase-1 (hCES1) metabolism combining docking analyses and MD simulations.

Metabolic problems lead to numerous failures during clinical trials, and much effort is now devoted in developing in silico models predicting metabolic stability and metabolites. Such models are well known for cytochromes P450 and some transferases, whereas little has been done to predict the hydrolytic activity of human hydrolases. The present study was undertaken to develop a computational approach able to predict the hydrolysis of novel esters by human carboxylesterase hCES1. The study involves both docking analyses of known substrates to develop predictive models, and molecular dynamics (MD) simulations to reveal the in situ behavior of substrates and products, with particular attention being paid to the influence of their ionization state. The results emphasize some crucial properties of the hCES1 catalytic cavity, confirming that as a trend with several exceptions, hCES1 prefers substrates with relatively smaller and somewhat polar alkyl/aryl groups and larger hydrophobic acyl moieties. The docking results underline the usefulness of the hydrophobic interaction score proposed here, which allows a robust prediction of hCES1 catalysis, while the MD simulations show the different behavior of substrates and products in the enzyme cavity, suggesting in particular that basic substrates interact with the enzyme in their unprotonated form.

Evolutionary and convergence stability for continuous phenotypes in finite populations derived from two-allele models.

The evolution of a quantitative phenotype is often envisioned as a trait substitution sequence where mutant alleles repeatedly replace resident ones. In infinite populations, the invasion fitness of a mutant in this two-allele representation of the evolutionary process is used to characterize features about long-term phenotypic evolution, such as singular points, convergence stability (established from first-order effects of selection), branching points, and evolutionary stability (established from second-order effects of selection). Here, we try to characterize long-term phenotypic evolution in finite populations from this two-allele representation of the evolutionary process. We construct a stochastic model describing evolutionary dynamics at non-rare mutant allele frequency. We then derive stability conditions based on stationary average mutant frequencies in the presence of vanishing mutation rates. We find that the second-order stability condition obtained from second-order effects of selection is identical to convergence stability. Thus, in two-allele systems in finite populations, convergence stability is enough to characterize long-term evolution under the trait substitution sequence assumption. We perform individual-based simulations to confirm our analytic results.

THE USE OF SIMULATIONS IN EVOLUTIONARY POPULATION GENETICS: APPLICATIONS ON HUMANS, OWLS AND VIRTUAL ORGANISMS

Summary (in English) Computer simulations provide a practical way to address scientific questions that would be otherwise intractable. In evolutionary biology, and in population genetics in particular, the investigation of evolutionary processes frequently involves the implementation of complex models, making simulations a particularly valuable tool in the area. In this thesis work, I explored three questions involving the geographical range expansion of populations, taking advantage of spatially explicit simulations coupled with approximate Bayesian computation. First, the neutral evolutionary history of the human spread around the world was investigated, leading to a surprisingly simple model: A straightforward diffusion process of migrations from east Africa throughout a world map with homogeneous landmasses replicated to very large extent the complex patterns observed in real human populations, suggesting a more continuous (as opposed to structured) view of the distribution of modern human genetic diversity, which may play a better role as a base model for further studies. Second, the postglacial evolution of the European barn owl, with the formation of a remarkable coat-color cline, was inspected with two rounds of simulations: (i) determine the demographic background history and (ii) test the probability of a phenotypic cline, like the one observed in the natural populations, to appear without natural selection. We verified that the modern barn owl population originated from a single Iberian refugium and that they formed their color cline, not due to neutral evolution, but with the necessary participation of selection. The third and last part of this thesis refers to a simulation-only study inspired by the barn owl case above. In this chapter, we showed that selection is, indeed, effective during range expansions and that it leaves a distinguished signature, which can then be used to detect and measure natural selection in range-expanding populations. Résumé (en français) Les simulations fournissent un moyen pratique pour répondre à des questions scientifiques qui seraient inabordable autrement. En génétique des populations, l'étude des processus évolutifs implique souvent la mise en oeuvre de modèles complexes, et les simulations sont un outil particulièrement précieux dans ce domaine. Dans cette thèse, j'ai exploré trois questions en utilisant des simulations spatialement explicites dans un cadre de calculs Bayésiens approximés (approximate Bayesian computation : ABC). Tout d'abord, l'histoire de la colonisation humaine mondiale et de l'évolution de parties neutres du génome a été étudiée grâce à un modèle étonnement simple. Un processus de diffusion des migrants de l'Afrique orientale à travers un monde avec des masses terrestres homogènes a reproduit, dans une très large mesure, les signatures génétiques complexes observées dans les populations humaines réelles. Un tel modèle continu (opposé à un modèle structuré en populations) pourrait être très utile comme modèle de base dans l'étude de génétique humaine à l'avenir. Deuxièmement, l'évolution postglaciaire d'un gradient de couleur chez l'Effraie des clocher (Tyto alba) Européenne, a été examiné avec deux séries de simulations pour : (i) déterminer l'histoire démographique de base et (ii) tester la probabilité qu'un gradient phénotypique, tel qu'observé dans les populations naturelles puisse apparaître sans sélection naturelle. Nous avons montré que la population actuelle des chouettes est sortie d'un unique refuge ibérique et que le gradient de couleur ne peux pas s'être formé de manière neutre (sans l'action de la sélection naturelle). La troisième partie de cette thèse se réfère à une étude par simulations inspirée par l'étude de l'Effraie. Dans ce dernier chapitre, nous avons montré que la sélection est, en effet, aussi efficace dans les cas d'expansion d'aire de distribution et qu'elle laisse une signature unique, qui peut être utilisée pour la détecter et estimer sa force.

Application of a roughness-length representation to parameterize energy loss in 3-D numerical simulations of large rivers

Recent technological advances in remote sensing have enabled investigation of the morphodynamics and hydrodynamics of large rivers. However, measuring topography and flow in these very large rivers is time consuming and thus often constrains the spatial resolution and reach-length scales that can be monitored. Similar constraints exist for computational fluid dynamics (CFD) studies of large rivers, requiring maximization of mesh-or grid-cell dimensions and implying a reduction in the representation of bedform-roughness elements that are of the order of a model grid cell or less, even if they are represented in available topographic data. These ``subgrid'' elements must be parameterized, and this paper applies and considers the impact of roughness-length treatments that include the effect of bed roughness due to ``unmeasured'' topography. CFD predictions were found to be sensitive to the roughness-length specification. Model optimization was based on acoustic Doppler current profiler measurements and estimates of the water surface slope for a variety of roughness lengths. This proved difficult as the metrics used to assess optimal model performance diverged due to the effects of large bedforms that are not well parameterized in roughness-length treatments. However, the general spatial flow patterns are effectively predicted by the model. Changes in roughness length were shown to have a major impact upon flow routing at the channel scale. The results also indicate an absence of secondary flow circulation cells in the reached studied, and suggest simpler two-dimensional models may have great utility in the investigation of flow within large rivers. Citation: Sandbach, S. D. et al. (2012), Application of a roughness-length representation to parameterize energy loss in 3-D numerical simulations of large rivers, Water Resour. Res., 48, W12501, doi: 10.1029/2011WR011284.

Monte Carlo simulations of metasomatic enrichment in the lithosphere and implications for the source of alkaline basalts

One hypothesis for the origin of alkaline lavas erupted on oceanic islands and in intracontinental settings is that they represent the melts of amphibole-rich veins in the lithosphere (or melts of their dehydrated equivalents if metasomatized lithosphere is recycled into the convecting mantle). Amphibole-rich veins are interpreted as cumulates produced by crystallization of low-degree melts of the underlying asthenosphere as they ascend through the lithosphere. We present the results of trace-element modelling of the formation and melting of veins formed in this way with the goal of testing this hypothesis and for predicting how variability in the formation and subsequent melting of such cumulates (and adjacent cryptically and modally metasomatized lithospheric peridotite) would be manifested in magmas generated by such a process. Because the high-pressure phase equilibria of hydrous near-solidus melts of garnet lherzolite are poorly constrained and given the likely high variability of the hypothesized accumulation and remelting processes, we used Monte Carlo techniques to estimate how uncertainties in the model parameters (e.g. the compositions of the asthenospheric sources, their trace-element contents, and their degree of melting; the modal proportions of crystallizing phases, including accessory phases, as the asthenospheric partial melts ascend and crystallize in the lithosphere; the amount of metasomatism of the peridotitic country rock; the degree of melting of the cumulates and the amount of melt derived from the metasomatized country rock) propagate through the process and manifest themselves as variability in the trace-element contents and radiogenic isotopic ratios of model vein compositions and erupted alkaline magma compositions. We then compare the results of the models with amphibole observed in lithospheric veins and with oceanic and continental alkaline magmas. While the trace-element patterns of the near-solidus peridotite melts, the initial anhydrous cumulate assemblage (clinopyroxene +/- garnet +/- olivine +/- orthopyroxene), and the modelled coexisting liquids do not match the patterns observed in alkaline lavas, our calculations show that with further crystallization and the appearance of amphibole (and accessory minerals such as rutile, ilmenite, apatite, etc.) the calculated cumulate assemblages have trace-element patterns that closely match those observed in the veins and lavas. These calculated hydrous cumulate assemblages are highly enriched in incompatible trace elements and share many similarities with the trace-element patterns of alkaline basalts observed in oceanic or continental setting such as positive Nb/La, negative Ce/Pb, and similiar slopes of the rare earth elements. By varying the proportions of trapped liquid and thus simulating the cryptic and modal metasomatism observed in peridotite that surrounds these veins, we can model the variations in Ba/Nb, Ce/Pb, and Nb/U ratios that are observed in alkaline basalts. If the isotopic compositions of the initial low-degree peridotite melts are similar to the range observed in mid-ocean ridge basalt, our model calculations produce cumulates that would have isotopic compositions similar to those observed in most alkaline ocean island basalt (OIB) and continental magmas after similar to 0 center dot 15 Gyr. However, to produce alkaline basalts with HIMU isotopic compositions requires much longer residence times (i.e. 1-2 Gyr), consistent with subduction and recycling of metasomatized lithosphere through the mantle. such as a heterogeneous asthenosphere. These modelling results support the interpretation proposed by various researchers that amphibole-bearing veins represent cumulates formed during the differentiation of a volatile-bearing low-degree peridotite melt and that these cumulates are significant components of the sources of alkaline OIB and continental magmas. The results of the forward models provide the potential for detailed tests of this class of hypotheses for the origin of alkaline magmas worldwide and for interpreting major and minor aspects of the geochemical variability of these magmas.

Symmetry-breaking in cumulative measures of shapes of polymer models.

Using numerical simulations we investigate shapes of random equilateral open and closed chains, one of the simplest models of freely fluctuating polymers in a solution. We are interested in the 3D density distribution of the modeled polymers where the polymers have been aligned with respect to their three principal axes of inertia. This type of approach was pioneered by Theodorou and Suter in 1985. While individual configurations of the modeled polymers are almost always nonsymmetric, the approach of Theodorou and Suter results in cumulative shapes that are highly symmetric. By taking advantage of asymmetries within the individual configurations, we modify the procedure of aligning independent configurations in a way that shows their asymmetry. This approach reveals, for example, that the 3D density distribution for linear polymers has a bean shape predicted theoretically by Kuhn. The symmetry-breaking approach reveals complementary information to the traditional, symmetrical, 3D density distributions originally introduced by Theodorou and Suter.

Extremal properties of certain risk models

Cette thèse s'intéresse à étudier les propriétés extrémales de certains modèles de risque d'intérêt dans diverses applications de l'assurance, de la finance et des statistiques. Cette thèse se développe selon deux axes principaux, à savoir: Dans la première partie, nous nous concentrons sur deux modèles de risques univariés, c'est-à- dire, un modèle de risque de déflation et un modèle de risque de réassurance. Nous étudions le développement des queues de distribution sous certaines conditions des risques commun¬s. Les principaux résultats sont ainsi illustrés par des exemples typiques et des simulations numériques. Enfin, les résultats sont appliqués aux domaines des assurances, par exemple, les approximations de Value-at-Risk, d'espérance conditionnelle unilatérale etc. La deuxième partie de cette thèse est consacrée à trois modèles à deux variables: Le premier modèle concerne la censure à deux variables des événements extrême. Pour ce modèle, nous proposons tout d'abord une classe d'estimateurs pour les coefficients de dépendance et la probabilité des queues de distributions. Ces estimateurs sont flexibles en raison d'un paramètre de réglage. Leurs distributions asymptotiques sont obtenues sous certaines condi¬tions lentes bivariées de second ordre. Ensuite, nous donnons quelques exemples et présentons une petite étude de simulations de Monte Carlo, suivie par une application sur un ensemble de données réelles d'assurance. L'objectif de notre deuxième modèle de risque à deux variables est l'étude de coefficients de dépendance des queues de distributions obliques et asymétriques à deux variables. Ces distri¬butions obliques et asymétriques sont largement utiles dans les applications statistiques. Elles sont générées principalement par le mélange moyenne-variance de lois normales et le mélange de lois normales asymétriques d'échelles, qui distinguent la structure de dépendance de queue comme indiqué par nos principaux résultats. Le troisième modèle de risque à deux variables concerne le rapprochement des maxima de séries triangulaires elliptiques obliques. Les résultats théoriques sont fondés sur certaines hypothèses concernant le périmètre aléatoire sous-jacent des queues de distributions. -- This thesis aims to investigate the extremal properties of certain risk models of interest in vari¬ous applications from insurance, finance and statistics. This thesis develops along two principal lines, namely: In the first part, we focus on two univariate risk models, i.e., deflated risk and reinsurance risk models. Therein we investigate their tail expansions under certain tail conditions of the common risks. Our main results are illustrated by some typical examples and numerical simu¬lations as well. Finally, the findings are formulated into some applications in insurance fields, for instance, the approximations of Value-at-Risk, conditional tail expectations etc. The second part of this thesis is devoted to the following three bivariate models: The first model is concerned with bivariate censoring of extreme events. For this model, we first propose a class of estimators for both tail dependence coefficient and tail probability. These estimators are flexible due to a tuning parameter and their asymptotic distributions are obtained under some second order bivariate slowly varying conditions of the model. Then, we give some examples and present a small Monte Carlo simulation study followed by an application on a real-data set from insurance. The objective of our second bivariate risk model is the investigation of tail dependence coefficient of bivariate skew slash distributions. Such skew slash distributions are extensively useful in statistical applications and they are generated mainly by normal mean-variance mixture and scaled skew-normal mixture, which distinguish the tail dependence structure as shown by our principle results. The third bivariate risk model is concerned with the approximation of the component-wise maxima of skew elliptical triangular arrays. The theoretical results are based on certain tail assumptions on the underlying random radius.