Dinâmica não linear e controle de um sistema vibratório modelado com memória de forma e, excitado por fontes de energia do tipo ideal e não ideal

Pós-graduação em Engenharia Mecânica - FEB

Increasing the lateral line length of drip irrigation systems

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

A macroscopic kinetic model for DNA polymerase elongation and high-fidelity nucleotide election

The enzymatically catalyzed template-directed extension of ssDNA/primer complex is an impor-tant reaction of extraordinary complexity. The DNA polymerase does not merely facilitate the insertion of dNMP, but it also performs rapid screening of substrates to ensure a high degree of fidelity. Several kinetic studies have determined rate constants and equilibrium constants for the elementary steps that make up the overall pathway. The information is used to develop a macro-scopic kinetic model, using an approach described by Ninio [Ninio J., 1987. Alternative to the steady-state method: derivation of reaction rates from first-passage times and pathway probabili-ties. Proc. Natl. Acad. Sci. U.S.A. 84, 663–667]. The principle idea of the Ninio approach is to track a single template/primer complex over time and to identify the expected behavior. The average time to insert a single nucleotide is a weighted sum of several terms, in-cluding the actual time to insert a nucleotide plus delays due to polymerase detachment from ei-ther the ternary (template-primer-polymerase) or quaternary (+nucleotide) complexes and time delays associated with the identification and ultimate rejection of an incorrect nucleotide from the binding site. The passage times of all events and their probability of occurrence are ex-pressed in terms of the rate constants of the elementary steps of the reaction pathway. The model accounts for variations in the average insertion time with different nucleotides as well as the in-fluence of G+C content of the sequence in the vicinity of the insertion site. Furthermore the model provides estimates of error frequencies. If nucleotide extension is recognized as a compe-tition between successful insertions and time delaying events, it can be described as a binomial process with a probability distribution. The distribution gives the probability to extend a primer/template complex with a certain number of base pairs and in general it maps annealed complexes into extension products.

Effects of arterial oxygen tension and cardiac output on venous saturation: a mathematical modeling approach

OBJECTIVES: Hemodynamic support is aimed at providing adequate O-2 delivery to the tissues; most interventions target O-2 delivery increase. Mixed venous O-2 saturation is a frequently used parameter to evaluate the adequacy of O-2 delivery. METHODS: We describe a mathematical model to compare the effects of increasing O-2 delivery on venous oxygen saturation through increases in the inspired O-2 fraction versus increases in cardiac output. The model was created based on the lungs, which were divided into shunted and non-shunted areas, and on seven peripheral compartments, each with normal values of perfusion, optimal oxygen consumption, and critical O-2 extraction rate. O-2 delivery was increased by changing the inspired fraction of oxygen from 0.21 to 1.0 in steps of 0.1 under conditions of low (2.0 L.min(-1)) or normal (6.5 L.min(-1)) cardiac output. The same O-2 delivery values were also obtained by maintaining a fixed O-2 inspired fraction value of 0.21 while changing cardiac output. RESULTS: Venous oxygen saturation was higher when produced through increases in inspired O-2 fraction versus increases in cardiac output, even at the same O-2 delivery and consumption values. Specifically, at high inspired O-2 fractions, the measured O-2 saturation values failed to detect conditions of low oxygen supply. CONCLUSIONS: The mode of O-2 delivery optimization, specifically increases in the fraction of inspired oxygen versus increases in cardiac output, can compromise the capability of the "venous O-2 saturation" parameter to measure the adequacy of oxygen supply. Consequently, venous saturation at high inspired O-2 fractions should be interpreted with caution.

Estimation and diagnostics for heteroscedastic nonlinear regression models based on scale mixtures of skew-normal distributions

An extension of some standard likelihood based procedures to heteroscedastic nonlinear regression models under scale mixtures of skew-normal (SMSN) distributions is developed. This novel class of models provides a useful generalization of the heteroscedastic symmetrical nonlinear regression models (Cysneiros et al., 2010), since the random term distributions cover both symmetric as well as asymmetric and heavy-tailed distributions such as skew-t, skew-slash, skew-contaminated normal, among others. A simple EM-type algorithm for iteratively computing maximum likelihood estimates of the parameters is presented and the observed information matrix is derived analytically. In order to examine the performance of the proposed methods, some simulation studies are presented to show the robust aspect of this flexible class against outlying and influential observations and that the maximum likelihood estimates based on the EM-type algorithm do provide good asymptotic properties. Furthermore, local influence measures and the one-step approximations of the estimates in the case-deletion model are obtained. Finally, an illustration of the methodology is given considering a data set previously analyzed under the homoscedastic skew-t nonlinear regression model. (C) 2012 Elsevier B.V. All rights reserved.

A heat transfer model of the human upper limbs

A steady state multi-segmented heat transfer model of the human upper limbs was developed. The main purpose was to evaluate the impact of blood flow through superficial veins and subcutaneous vascular structures in the palm of the hands over the heat transfer between the limbs and the environment. The distinguishing feature of the model is the inclusion of a detailed circulatory network composed of vessels with diameter larger than 1 mm. The model was validated by comparing its results from exposures to a hot, a neutral, and a cold environment to experimental data presented in the literature. (C) 2011 Elsevier Ltd. All rights reserved.

Forced Desynchronization of Activity Rhythms in a Model of Chronic Jet Lag in Mice

We studied locomotor activity rhythms of C57/Bl6 mice under a chronic jet lag (CJL) protocol (ChrA(6/2)), which consisted of 6-hour phase advances of the light-dark schedule (LD) every 2 days. Through periodogram analysis, we found 2 components of the activity rhythm: a short-period component (21.01 +/- 0.04 h) that was entrained by the LD schedule and a long-period component (24.68 +/- 0.26 h). We developed a mathematical model comprising 2 coupled circadian oscillators that was tested experimentally with different CJL schedules. Our simulations suggested that under CJL, the system behaves as if it were under a zeitgeber with a period determined by (24 -[phase shift size/days between shifts]). Desynchronization within the system arises according to whether this effective zeitgeber is inside or outside the range of entrainment of the oscillators. In this sense, ChrA(6/2) is interpreted as a (24 - 6/2 = 21 h) zeitgeber, and simulations predicted the behavior of mice under other CJL schedules with an effective 21-hour zeitgeber. Animals studied under an asymmetric T = 21 h zeitgeber (carried out by a 3-hour shortening of every dark phase) showed 2 activity components as observed under ChrA(6/2): an entrained short-period (21.01 +/- 0.03 h) and a long-period component (23.93 +/- 0.31 h). Internal desynchronization was lost when mice were subjected to 9-hour advances every 3 days, a possibility also contemplated by the simulations. Simulations also predicted that desynchronization should be less prevalent under delaying than under advancing CJL. Indeed, most mice subjected to 6-hour delay shifts every 2 days (an effective 27-hour zeitgeber) displayed a single entrained activity component (26.92 +/- 0.11 h). Our results demonstrate that the disruption provoked by CJL schedules is not dependent on the phase-shift magnitude or the frequency of the shifts separately but on the combination of both, through its ratio and additionally on their absolute values. In this study, we present a novel model of forced desynchronization in mice under a specific CJL schedule; in addition, our model provides theoretical tools for the evaluation of circadian disruption under CJL conditions that are currently used in circadian research.

Optimization of Large-Scale Hydrothermal System Operation

This paper presents the development of a mathematical model to optimize the management and operation of the Brazilian hydrothermal system. The system consists of a large set of individual hydropower plants and a set of aggregated thermal plants. The energy generated in the system is interconnected by a transmission network so it can be transmitted to centers of consumption throughout the country. The optimization model offered is capable of handling different types of constraints, such as interbasin water transfers, water supply for various purposes, and environmental requirements. Its overall objective is to produce energy to meet the country's demand at a minimum cost. Called HIDROTERM, the model integrates a database with basic hydrological and technical information to run the optimization model, and provides an interface to manage the input and output data. The optimization model uses the General Algebraic Modeling System (GAMS) package and can invoke different linear as well as nonlinear programming solvers. The optimization model was applied to the Brazilian hydrothermal system, one of the largest in the world. The system is divided into four subsystems with 127 active hydropower plants. Preliminary results under different scenarios of inflow, demand, and installed capacity demonstrate the efficiency and utility of the model. From this and other case studies in Brazil, the results indicate that the methodology developed is suitable to different applications, such as planning operation, capacity expansion, and operational rule studies, and trade-off analysis among multiple water users. DOI: 10.1061/(ASCE)WR.1943-5452.0000149. (C) 2012 American Society of Civil Engineers.

An in-depth analysis of the HIV-1/AIDS dynamics by comprehensive mathematical modeling

This work presents major results from a novel dynamic model intended to deterministically represent the complex relation between HIV-1 and the human immune system. The novel structure of the model extends previous work by representing different host anatomic compartments under a more in-depth cellular and molecular immunological phenomenology. Recently identified mechanisms related to HIV-1 infection as well as other well known relevant mechanisms typically ignored in mathematical models of HIV-1 pathogenesis and immunology, such as cell-cell transmission, are also addressed. (C) 2011 Elsevier Ltd. All rights reserved.

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

Reduced-order modelling, circuit-level design and SOI fabrication of microelectromechanical resonators

This thesis deals with two important research aspects concerning radio frequency (RF) microresonators and switches. First, a new approach for compact modeling and simulation of these devices is presented. Then, a combined process flow for their simultaneous fabrication on a SOI substrate is proposed. Compact models for microresonators and switches are extracted by applying mathematical model order reduction (MOR) to the devices finite element (FE) description in ANSYS c° . The behaviour of these devices includes forms of nonlinearities. However, an approximation in the creation of the FE model is introduced, which enables the use of linear model order reduction. Microresonators are modeled with the introduction of transducer elements, which allow for direct coupling of the electrical and mechanical domain. The coupled system element matrices are linearized around an operating point and reduced. The resulting macromodel is valid for small signal analysis around the bias point, such as harmonic pre-stressed analysis. This is extremely useful for characterizing the frequency response of resonators. Compact modelling of switches preserves the nonlinearity of the device behaviour. Nonlinear reduced order models are obtained by reducing the number of nonlinearities in the system and handling them as input to the system. In this way, the system can be reduced using linear MOR techniques and nonlinearities are introduced directly in the reduced order model. The reduction of the number of system nonlinearities implies the approximation of all distributed forces in the model with lumped forces. Both for microresonators and switches, a procedure for matrices extraction has been developed so that reduced order models include the effects of electrical and mechanical pre-stress. The extraction process is fast and can be done automatically from ANSYS binary files. The method has been applied for the simulation of several devices both at devices and circuit level. Simulation results have been compared with full model simulations, and, when available, experimental data. Reduced order models have proven to conserve the accuracy of finite element method and to give a good description of the overall device behaviour, despite the introduced approximations. In addition, simulation is very fast, both at device and circuit level. A combined process-flow for the integrated fabrication of microresonators and switches has been defined. For this purpose, two processes that are optimized for the independent fabrication of these devices are merged. The major advantage of this process is the possibility to create on-chip circuit blocks that include both microresonators and switches. An application is, for example, aswitched filter bank for wireless transceiver. The process for microresonators fabrication is characterized by the use of silicon on insulator (SOI) wafers and on a deep reactive ion etching (DRIE) step for the creation of the vibrating structures in single-crystal silicon and the use of a sacrificial oxide layer for the definition of resonator to electrode distance. The fabrication of switches is characterized by the use of two different conductive layers for the definition of the actuation electrodes and by the use of a photoresist as a sacrificial layer for the creation of the suspended structure. Both processes have a gold electroplating step, for the creation of the resonators electrodes, transmission lines and suspended structures. The combined process flow is designed such that it conserves the basic properties of the original processes. Neither the performance of the resonators nor the performance of the switches results affected by the simultaneous fabrication. Moreover, common fabrication steps are shared, which allows for cheaper and faster fabrication.

Development of Clinical Decision Support Systems based on Mathematical Models of Physiological Systems

In the last years of research, I focused my studies on different physiological problems. Together with my supervisors, I developed/improved different mathematical models in order to create valid tools useful for a better understanding of important clinical issues. The aim of all this work is to develop tools for learning and understanding cardiac and cerebrovascular physiology as well as pathology, generating research questions and developing clinical decision support systems useful for intensive care unit patients. I. ICP-model Designed for Medical Education We developed a comprehensive cerebral blood flow and intracranial pressure model to simulate and study the complex interactions in cerebrovascular dynamics caused by multiple simultaneous alterations, including normal and abnormal functional states of auto-regulation of the brain. Individual published equations (derived from prior animal and human studies) were implemented into a comprehensive simulation program. Included in the normal physiological modelling was: intracranial pressure, cerebral blood flow, blood pressure, and carbon dioxide (CO2) partial pressure. We also added external and pathological perturbations, such as head up position and intracranial haemorrhage. The model performed clinically realistically given inputs of published traumatized patients, and cases encountered by clinicians. The pulsatile nature of the output graphics was easy for clinicians to interpret. The manoeuvres simulated include changes of basic physiological inputs (e.g. blood pressure, central venous pressure, CO2 tension, head up position, and respiratory effects on vascular pressures) as well as pathological inputs (e.g. acute intracranial bleeding, and obstruction of cerebrospinal outflow). Based on the results, we believe the model would be useful to teach complex relationships of brain haemodynamics and study clinical research questions such as the optimal head-up position, the effects of intracranial haemorrhage on cerebral haemodynamics, as well as the best CO2 concentration to reach the optimal compromise between intracranial pressure and perfusion. We believe this model would be useful for both beginners and advanced learners. It could be used by practicing clinicians to model individual patients (entering the effects of needed clinical manipulations, and then running the model to test for optimal combinations of therapeutic manoeuvres). II. A Heterogeneous Cerebrovascular Mathematical Model Cerebrovascular pathologies are extremely complex, due to the multitude of factors acting simultaneously on cerebral haemodynamics. In this work, the mathematical model of cerebral haemodynamics and intracranial pressure dynamics, described in the point I, is extended to account for heterogeneity in cerebral blood flow. The model includes the Circle of Willis, six regional districts independently regulated by autoregulation and CO2 reactivity, distal cortical anastomoses, venous circulation, the cerebrospinal fluid circulation, and the intracranial pressure-volume relationship. Results agree with data in the literature and highlight the existence of a monotonic relationship between transient hyperemic response and the autoregulation gain. During unilateral internal carotid artery stenosis, local blood flow regulation is progressively lost in the ipsilateral territory with the presence of a steal phenomenon, while the anterior communicating artery plays the major role to redistribute the available blood flow. Conversely, distal collateral circulation plays a major role during unilateral occlusion of the middle cerebral artery. In conclusion, the model is able to reproduce several different pathological conditions characterized by heterogeneity in cerebrovascular haemodynamics and can not only explain generalized results in terms of physiological mechanisms involved, but also, by individualizing parameters, may represent a valuable tool to help with difficult clinical decisions. III. Effect of Cushing Response on Systemic Arterial Pressure. During cerebral hypoxic conditions, the sympathetic system causes an increase in arterial pressure (Cushing response), creating a link between the cerebral and the systemic circulation. This work investigates the complex relationships among cerebrovascular dynamics, intracranial pressure, Cushing response, and short-term systemic regulation, during plateau waves, by means of an original mathematical model. The model incorporates the pulsating heart, the pulmonary circulation and the systemic circulation, with an accurate description of the cerebral circulation and the intracranial pressure dynamics (same model as in the first paragraph). Various regulatory mechanisms are included: cerebral autoregulation, local blood flow control by oxygen (O2) and/or CO2 changes, sympathetic and vagal regulation of cardiovascular parameters by several reflex mechanisms (chemoreceptors, lung-stretch receptors, baroreceptors). The Cushing response has been described assuming a dramatic increase in sympathetic activity to vessels during a fall in brain O2 delivery. With this assumption, the model is able to simulate the cardiovascular effects experimentally observed when intracranial pressure is artificially elevated and maintained at constant level (arterial pressure increase and bradicardia). According to the model, these effects arise from the interaction between the Cushing response and the baroreflex response (secondary to arterial pressure increase). Then, patients with severe head injury have been simulated by reducing intracranial compliance and cerebrospinal fluid reabsorption. With these changes, oscillations with plateau waves developed. In these conditions, model results indicate that the Cushing response may have both positive effects, reducing the duration of the plateau phase via an increase in cerebral perfusion pressure, and negative effects, increasing the intracranial pressure plateau level, with a risk of greater compression of the cerebral vessels. This model may be of value to assist clinicians in finding the balance between clinical benefits of the Cushing response and its shortcomings. IV. Comprehensive Cardiopulmonary Simulation Model for the Analysis of Hypercapnic Respiratory Failure We developed a new comprehensive cardiopulmonary model that takes into account the mutual interactions between the cardiovascular and the respiratory systems along with their short-term regulatory mechanisms. The model includes the heart, systemic and pulmonary circulations, lung mechanics, gas exchange and transport equations, and cardio-ventilatory control. Results show good agreement with published patient data in case of normoxic and hyperoxic hypercapnia simulations. In particular, simulations predict a moderate increase in mean systemic arterial pressure and heart rate, with almost no change in cardiac output, paralleled by a relevant increase in minute ventilation, tidal volume and respiratory rate. The model can represent a valid tool for clinical practice and medical research, providing an alternative way to experience-based clinical decisions. In conclusion, models are not only capable of summarizing current knowledge, but also identifying missing knowledge. In the former case they can serve as training aids for teaching the operation of complex systems, especially if the model can be used to demonstrate the outcome of experiments. In the latter case they generate experiments to be performed to gather the missing data.

Parameter estimation in a growth model for a biological population

The motivating problem concerns the estimation of the growth curve of solitary corals that follow the nonlinear Von Bertalanffy Growth Function (VBGF). The most common parameterization of the VBGF for corals is based on two parameters: the ultimate length L∞ and the growth rate k. One aim was to find a more reliable method for estimating these parameters, which can capture the influence of environmental covariates. The main issue with current methods is that they force the linearization of VBGF and neglect intra-individual variability. The idea was to use the hierarchical nonlinear model which has the appealing features of taking into account the influence of collection sites, possible intra-site measurement correlation and variance heterogeneity, and that can handle the influence of environmental factors and all the reliable information that might influence coral growth. This method was used on two databases of different solitary corals i.e. Balanophyllia europaea and Leptopsammia pruvoti, collected in six different sites in different environmental conditions, which introduced a decisive improvement in the results. Nevertheless, the theory of the energy balance in growth ascertains the linear correlation of the two parameters and the independence of the ultimate length L∞ from the influence of environmental covariates, so a further aim of the thesis was to propose a new parameterization based on the ultimate length and parameter c which explicitly describes the part of growth ascribable to site-specific conditions such as environmental factors. We explored the possibility of estimating these parameters characterizing the VBGF new parameterization via the nonlinear hierarchical model. Again there was a general improvement with respect to traditional methods. The results of the two parameterizations were similar, although a very slight improvement was observed in the new one. This is, nevertheless, more suitable from a theoretical point of view when considering environmental covariates.

Analysis and mathematical modeling of wave-structure interaction

The aim of this thesis, included within the THESEUS project, is the development of a mathematical model 2DV two-phase, based on the existing code IH-2VOF developed by the University of Cantabria, able to represent together the overtopping phenomenon and the sediment transport. Several numerical simulations were carried out in order to analyze the flow characteristics on a dike crest. The results show that the seaward/landward slope does not affect the evolution of the flow depth and velocity over the dike crest whereas the most important parameter is the relative submergence. Wave heights decrease and flow velocities increase while waves travel over the crest. In particular, by increasing the submergence, the wave height decay and the increase of the velocity are less marked. Besides, an appropriate curve able to fit the variation of the wave height/velocity over the dike crest were found. Both for the wave height and for the wave velocity different fitting coefficients were determined on the basis of the submergence and of the significant wave height. An equation describing the trend of the dimensionless coefficient c_h for the wave height was derived. These conclusions could be taken into consideration for the design criteria and the upgrade of the structures. In the second part of the thesis, new equations for the representation of the sediment transport in the IH-2VOF model were introduced in order to represent beach erosion while waves run-up and overtop the sea banks during storms. The new model allows to calculate sediment fluxes in the water column together with the sediment concentration. Moreover it is possible to model the bed profile evolution. Different tests were performed under low-intensity regular waves with an homogeneous layer of sand on the bottom of a channel in order to analyze the erosion-deposition patterns and verify the model results.

Periodicities in the Hodgkin-Huxley model and versions of this model with stochastic input

A field of computational neuroscience develops mathematical models to describe neuronal systems. The aim is to better understand the nervous system. Historically, the integrate-and-fire model, developed by Lapique in 1907, was the first model describing a neuron. In 1952 Hodgkin and Huxley [8] described the so called Hodgkin-Huxley model in the article “A Quantitative Description of Membrane Current and Its Application to Conduction and Excitation in Nerve”. The Hodgkin-Huxley model is one of the most successful and widely-used biological neuron models. Based on experimental data from the squid giant axon, Hodgkin and Huxley developed their mathematical model as a four-dimensional system of first-order ordinary differential equations. One of these equations characterizes the membrane potential as a process in time, whereas the other three equations depict the opening and closing state of sodium and potassium ion channels. The membrane potential is proportional to the sum of ionic current flowing across the membrane and an externally applied current. For various types of external input the membrane potential behaves differently. This thesis considers the following three types of input: (i) Rinzel and Miller [15] calculated an interval of amplitudes for a constant applied current, where the membrane potential is repetitively spiking; (ii) Aihara, Matsumoto and Ikegaya [1] said that dependent on the amplitude and the frequency of a periodic applied current the membrane potential responds periodically; (iii) Izhikevich [12] stated that brief pulses of positive and negative current with different amplitudes and frequencies can lead to a periodic response of the membrane potential. In chapter 1 the Hodgkin-Huxley model is introduced according to Izhikevich [12]. Besides the definition of the model, several biological and physiological notes are made, and further concepts are described by examples. Moreover, the numerical methods to solve the equations of the Hodgkin-Huxley model are presented which were used for the computer simulations in chapter 2 and chapter 3. In chapter 2 the statements for the three different inputs (i), (ii) and (iii) will be verified, and periodic behavior for the inputs (ii) and (iii) will be investigated. In chapter 3 the inputs are embedded in an Ornstein-Uhlenbeck process to see the influence of noise on the results of chapter 2.