Estimating parameters in stochastic systems:a variational Bayesian approach

This work is concerned with approximate inference in dynamical systems, from a variational Bayesian perspective. When modelling real world dynamical systems, stochastic differential equations appear as a natural choice, mainly because of their ability to model the noise of the system by adding a variation of some stochastic process to the deterministic dynamics. Hence, inference in such processes has drawn much attention. Here a new extended framework is derived that is based on a local polynomial approximation of a recently proposed variational Bayesian algorithm. The paper begins by showing that the new extension of this variational algorithm can be used for state estimation (smoothing) and converges to the original algorithm. However, the main focus is on estimating the (hyper-) parameters of these systems (i.e. drift parameters and diffusion coefficients). The new approach is validated on a range of different systems which vary in dimensionality and non-linearity. These are the Ornstein–Uhlenbeck process, the exact likelihood of which can be computed analytically, the univariate and highly non-linear, stochastic double well and the multivariate chaotic stochastic Lorenz ’63 (3D model). As a special case the algorithm is also applied to the 40 dimensional stochastic Lorenz ’96 system. In our investigation we compare this new approach with a variety of other well known methods, such as the hybrid Monte Carlo, dual unscented Kalman filter, full weak-constraint 4D-Var algorithm and analyse empirically their asymptotic behaviour as a function of observation density or length of time window increases. In particular we show that we are able to estimate parameters in both the drift (deterministic) and the diffusion (stochastic) part of the model evolution equations using our new methods.

La generazione di modelli tridimensionali densi in ambito architettonico mediante la fotogrammetria digitale

The Italian territory offers a wide range of treasures in the field of Cultural Assets. This is a highly relevant property, which needs an accurate management and preservation performed by appropriate tools, also giving attention to the maintenance and safeguard from risk factors. Nowadays the increasing development of new digital technologies, added by remarkable steps forward got by the subject of Geomatic makes possible an efficient integration among different techniques, helped also by spread of solutions to improve the data import-export and transmission between different devices. The main objective of this thesis is to experience the photogrammetric restitution implemented in a commercial software of digital photogrammetry, in order to generate a dense 3D model of the facade of the Basilica Sant'Apollinare Nuovo in Ravenna. The 1st Chapter, after a general introduction regarding the 3D survey of Cultural Heritage and some considerations linked to the use of digital photogrammetry in this field, is focused to analyze the case of stereoscopic and the monoscopic approach. In particular, it develops the theme of close-range photogrammetry. The 2nd Chapter, exposes the theme of digital images, from color theory until their appearing on the monitor. The 3rd Chapter, develops the case study of the Basilica di Sant'Apollinare Nuovo, the historical, architectural and religious of the same. Also, it is examined the issue of photogrammetry and laser scanning of the case study. The final part of the same chapter, treats the processing of data processing the software Agisoft PhotoScan, in order to generate, by means of Structure from Motion technique, a digital geometric 3D model of the Basilica Facade. The digital model has been scaled on the basis of measurements made on the field. With the software it was possible to accomplish the three phases of the photogrammetric data processing: internal orientation, exterior orientation and restitution.

Core Reactor Calculation Using the Adaptive Remeshing with a Current Error Estimator

With the objective to improve the reactor physics calculation on a 2D and 3D nuclear reactor via the Diffusion Equation, an adaptive automatic finite element remeshing method, based on the elementary area (2D) or volume (3D) constraints, has been developed. The adaptive remeshing technique, guided by a posteriori error estimator, makes use of two external mesh generator programs: Triangle and TetGen. The use of these free external finite element mesh generators and an adaptive remeshing technique based on the current field continuity show that they are powerful tools to improve the neutron flux distribution calculation and by consequence the power solution of the reactor core even though they have a minor influence on the critical coefficient of the calculated reactor core examples. Two numerical examples are presented: the 2D IAEA reactor core numerical benchmark and the 3D model of the Argonauta research reactor, built in Brasil.

Spatio-temporal coverage optimization of sensor networks

Les réseaux de capteurs sont formés d’un ensemble de dispositifs capables de prendre individuellement des mesures d’un environnement particulier et d’échanger de l’information afin d’obtenir une représentation de haut niveau sur les activités en cours dans la zone d’intérêt. Une telle détection distribuée, avec de nombreux appareils situés à proximité des phénomènes d’intérêt, est pertinente dans des domaines tels que la surveillance, l’agriculture, l’observation environnementale, la surveillance industrielle, etc. Nous proposons dans cette thèse plusieurs approches pour effectuer l’optimisation des opérations spatio-temporelles de ces dispositifs, en déterminant où les placer dans l’environnement et comment les contrôler au fil du temps afin de détecter les cibles mobiles d’intérêt. La première nouveauté consiste en un modèle de détection réaliste représentant la couverture d’un réseau de capteurs dans son environnement. Nous proposons pour cela un modèle 3D probabiliste de la capacité de détection d’un capteur sur ses abords. Ce modèle inègre également de l’information sur l’environnement grâce à l’évaluation de la visibilité selon le champ de vision. À partir de ce modèle de détection, l’optimisation spatiale est effectuée par la recherche du meilleur emplacement et l’orientation de chaque capteur du réseau. Pour ce faire, nous proposons un nouvel algorithme basé sur la descente du gradient qui a été favorablement comparée avec d’autres méthodes génériques d’optimisation «boites noires» sous l’aspect de la couverture du terrain, tout en étant plus efficace en terme de calculs. Une fois que les capteurs placés dans l’environnement, l’optimisation temporelle consiste à bien couvrir un groupe de cibles mobiles dans l’environnement. D’abord, on effectue la prédiction de la position future des cibles mobiles détectées par les capteurs. La prédiction se fait soit à l’aide de l’historique des autres cibles qui ont traversé le même environnement (prédiction à long terme), ou seulement en utilisant les déplacements précédents de la même cible (prédiction à court terme). Nous proposons de nouveaux algorithmes dans chaque catégorie qui performent mieux ou produits des résultats comparables par rapport aux méthodes existantes. Une fois que les futurs emplacements de cibles sont prédits, les paramètres des capteurs sont optimisés afin que les cibles soient correctement couvertes pendant un certain temps, selon les prédictions. À cet effet, nous proposons une méthode heuristique pour faire un contrôle de capteurs, qui se base sur les prévisions probabilistes de trajectoire des cibles et également sur la couverture probabiliste des capteurs des cibles. Et pour terminer, les méthodes d’optimisation spatiales et temporelles proposées ont été intégrées et appliquées avec succès, ce qui démontre une approche complète et efficace pour l’optimisation spatio-temporelle des réseaux de capteurs.

Study of a beam-column joint of a precast system by nonlinear numerical analysis

The present work consists of a detailed numerical analysis of a 4-way joint made of a precast column and two partially precast beams. The structure has been previously built and experimentally analyzed through a series of cyclic loads at the Laboratory of Tests on Structures (Laboratorio di Prove su Strutture, La. P. S.) of the University of Bologna. The aim of this work is to design a 3D model of the joint and then apply the techniques of nonlinear finite element analysis (FEA) to computationally reproduce the behavior of the structure under cyclic loads. Once the model has been calibrated to correctly emulate the joint, it is possible to obtain new insights useful to understand and explain the physical phenomena observed in the laboratory and to describe the properties of the structure, such as the cracking patterns, the force-displacement and the moment-curvature relations, as well as the deformations and displacements of the various elements composing the joint.

Improving the Accuracy of 3-D Reconstruction in Robotic Vision Applications

Thesis (Ph.D.)--University of Washington, 2016-08

Phytoplankton versus macrophyte contribution to primary production and biogeochemical cycles of a coastal mesotidal system. A modelling approach

This study presents an assessment of the contributions of various primary producers to the global annual production and N/P cycles of a coastal system, namely the Arcachon Bay, by means of a numerical model. This 3D model fully couples hydrodynamic with ecological processes and simulates nitrogen, silicon and phosphorus cycles as well as phytoplankton, macroalgae and seagrasses. Total annual production rates for the different components were calculated for different years (2005, 2007 and 2009) during a time period of drastic reduction in seagrass beds since 2005. The total demand of nitrogen and phosphorus was also calculated and discussed with regards to the riverine inputs. Moreover, this study presents the first estimation of particulate organic carbon export to the adjacent open ocean. The calculated annual net production for the Arcachon Bay (except microphytobenthos, not included in the model) ranges between 22,850 and 35,300 tons of carbon. The main producers are seagrasses in all the years considered with a contribution ranging from 56% to 81% of global production. According to our model, the -30% reduction in seagrass bed surface between 2005 and 2007, led to an approximate 55% reduction in seagrass production, while during the same period of time, macroalgae and phytoplankton enhanced their productions by about +83% and +46% respectively. Nonetheless, the phytoplankton production remains about eightfold higher than the macroalgae production. Our results also highlight the importance of remineralisation inside the Bay, since riverine inputs only fulfill at maximum 73% nitrogen and 13% phosphorus demands during the years 2005, 2007 and 2009. Calculated advection allowed a rough estimate of the organic matter export: about 10% of the total production in the bay was exported, originating mainly from the seagrass compartment, since most of the labile organic matter was remineralised inside the bay.

Metodologia do Projecto Tecnológico : estudo comparativo de várias plataformas digitais (Moodle, Second Life e Sloodle) na aprendizagem dos mestrandos de ECM

Relatório de Estágio apresentado para a obtenção do grau de mestre em Educação e Comunicação Multiméddia

Metodologia do Projecto Tecnológico : estudo comparativo de várias plataformas digitais (Moodle, Second Life e Sloodle) na aprendizagem dos mestrandos de ECM

Relatório de Estágio apresentado para a obtenção do grau de mestre em Educação e Comunicação Multiméddia

Construção de modelos de interação in silico e in vitro do inibidor do tipo Kunitz de Adenanthera pavonina L. para as enzimas cisteínicas e serínicas

Serines proteinases inhibitors (PIs) are widely distributed in nature and are able to inhibit both in vitro and in vivo enzymatic activites. Seed PIs in than leguminous are classified in seven families, Bowman-Birk and Kunitz type families that most studied representing an important role in the first line of defense toward insects pests. Some Kunitz type inhibitors possess activities serine and cysteine for proteinases named bifunctional inhibitor, as ApTKI the inhibitor isolate from seed of Adenanthera pavonina. The A. pavonina inhibitor presenting the uncommon property and was used for interaction studies between proteinases serine (trypsin) and cysteine (papain). In order to determinate the in vitro interaction of ApTKI against enzymes inhibitor purification was carried cut by using chromatographic techniques and inhibition assays. The 3D model of the bifunctional inhibitor ApTKI was constructed SWISS-MODEL program by homology modeling using soybean trypsin inhibitor (STI, pdb:1ba7), as template which presented 40% of identity to A. pavonina inhibitor. Model quality was evaluated by PROCHECK program. Moreover in silico analyzes of formed complex between the enzymes and ApTKI was evaluated by HEX 4.5 program. In vitro results confirmed the inhibitory assays, where the inhibitor presented the ability to simultaneously inhibit trypsin and papain. The residues encountered in the inhibitor model of folder structural three-dimensional that make contact to enzymes target coud explain the specificity pattern against serine and cysteine proteinases

Predicting Plant Performance Under Simultaneously Changing Environmental Conditions-The Interplay Between Temperature, Light, and Internode Growth

Plant performance is significantly influenced by prevailing light and temperature conditions during plant growth and development. For plants exposed to natural fluctuations in abiotic environmental conditions it is however laborious and cumbersome to experimentally assign any contribution of individual environmental factors to plant responses. This study aimed at analyzing the interplay between light, temperature and internode growth based on model approaches. We extended the light-sensitive virtual plant model L-Cucumber by implementing a common Arrhenius function for appearance rates, growth rates, and growth durations. For two greenhouse experiments, the temperature-sensitive model approach resulted in a precise prediction of cucumber mean internode lengths and number of internodes, as well as in accurately predicted patterns of individual internode lengths along the main stem. In addition, a system's analysis revealed that environmental data averaged over the experimental period were not necessarily related to internode performance. Finally, the need for a species-specific parameterization of the temperature response function and related aspects in modeling temperature effects on plant development and growth is discussed.

Coastal zone oil spill modeling

This work presents the development and application of a three-dimensional oil spill model for predicting the movement of an oil slick in the coastal waters of Singapore. In the model, the oil slick is divided into a number of small elements for simulating of the oil processes of spreading, advection, turbulent diffusion. This model is capable of predicting the horizontal movement of surface oil slick. Satellite images and field observations of oil slicks on the surface in the Singapore Straits are used to validate the newly developed model. Compared with the observations, the numerical results of the oil spill model show good conformity. In this study, the 3d model was generated using the geometrical data of Singapore Straits waters by GAMBIT which is a pre-processor of FLUENT programmed.

A Numerical study of fluid flow in peristaltic pumps and polymeric elastic pipes

This thesis work deals with a mathematical description of flow in polymeric pipe and in a specific peristaltic pump. This study involves fluid-structure interaction analysis in presence of complex-turbulent flows treated in an arbitrary Lagrangian-Eulerian (ALE) framework. The flow simulations are performed in COMSOL 4.4, as 2D axial symmetric model, and ABAQUS 6.14.1, as 3D model with symmetric boundary conditions. In COMSOL, the fluid and structure problems are coupled by monolithic algorithm, while ABAQUS code links ABAQUS CFD and ABAQUS Standard solvers with single block-iterative partitioned algorithm. For the turbulent features of the flow, the fluid model in both codes is described by RNG k-ϵ. The structural model is described, on the basis of the pipe material, by Elastic models or Hyperelastic Neo-Hookean models with Rayleigh damping properties. In order to describe the pulsatile fluid flow after the pumping process, the available data are often defective for the fluid problem. Engineering measurements are normally able to provide average pressure or velocity at a cross-section. This problem has been analyzed by McDonald's and Womersley's work for average pressure at fixed cross section by Fourier analysis since '50, while nowadays sophisticated techniques including Finite Elements and Finite Volumes exist to study the flow. Finally, we set up peristaltic pipe simulations in ABAQUS code, by using the same model previously tested for the fl uid and the structure.

Análise e Prevenção de avarias de um veio de manivelas de um motor Pielstick

Na engenharia mecânica há cada vez mais necessidade de utilizar e de prever o comportamento das máquinas térmicas, mais propriamente dos motores de combustão interna, em especial na área da manutenção e da prevenção de falha num dos componentes vitais de um motor a 4 tempos: o veio de manivelas. Esta situação já tem sido bastante observada na indústria mecânica naval, nomeadamente na Marinha Portuguesa e, devido ao seu elevado grau de importância no desempenho de qualquer motor, decidiu-se focar o trabalho desta tese no estudo dos motores a diesel S.E.M.T Pielstick das unidades navais da Marinha Portuguesa, mais especificamente das corvetas da classe “João Coutinho” e da classe “ Baptista de Andrade”, devido ao historial de ocorrência de falhas no veio de manivelas nesta classe de navios e em outras da Marinha Portuguesa. Para efetuar este estudo, utilizaram-se todos os dados relativos ao historial de ocorrências de falhas destes motores, bem como todos os dados disponíveis do fabricante destes motores, por forma a reproduzir da forma mais fiável possível um modelo tridimensional do veio de manivelas no programa de modelação informática CAD Solidworks®, e possibilitar a análise cinemática do veio de manivelas. Desta forma, foi possível simular as condições de funcionamento do motor, assim como analisar e determinar a causa de falha do veio de manivelas, visando prolongar a vida útil dos veios de manivelas, contribuindo não só para menores custos de manutenção mas também para o aumento da operacionalidade destes navios.

Augmenting and assisting model elicitation tasks with 3D virtual world context metadata

Accurate process model elicitation continues to be a time consuming task, requiring skill on the part of the interviewer to extract explicit and tacit process information from the interviewee. Many errors occur in this elicitation stage that would be avoided by better activity recall, more consistent specification methods and greater engagement in the elicitation process by interviewees. Theories of situated cognition indicate that interactive 3D representations of real work environments engage and prime the cognitive state of the viewer. In this paper, our major contribution is to augment a previous process elicitation methodology with virtual world context metadata, drawn from a 3D simulation of the workplace. We present a conceptual and formal approach for representing this contextual metadata, integrated into a process similarity measure that provides hints for the business analyst to use in later modelling steps. Finally, we conclude with examples from two use cases to illustrate the potential abilities of this approach.