An approach to teach Calculus/Mathematical Analysis (for engineering students) using computers and active learning – its conception, development of materials and evaluation

Dissertação para obtenção do Grau de Doutor em Ciências da Educação

Malliavin calculus in finance

This article is an introduction to Malliavin Calculus for practitioners.We treat one specific application to the calculation of greeks in Finance.We consider also the kernel density method to compute greeks and anextension of the Vega index called the local vega index.

Line search multilevel optimization as computational methods for dense optical flow

We evaluate the performance of different optimization techniques developed in the context of optical flow computation with different variational models. In particular, based on truncated Newton methods (TN) that have been an effective approach for large-scale unconstrained optimization, we de- velop the use of efficient multilevel schemes for computing the optical flow. More precisely, we evaluate the performance of a standard unidirectional mul- tilevel algorithm - called multiresolution optimization (MR/OPT), to a bidrec- tional multilevel algorithm - called full multigrid optimization (FMG/OPT). The FMG/OPT algorithm treats the coarse grid correction as an optimiza- tion search direction and eventually scales it using a line search. Experimental results on different image sequences using four models of optical flow com- putation show that the FMG/OPT algorithm outperforms both the TN and MR/OPT algorithms in terms of the computational work and the quality of the optical flow estimation.

Joint Computing and Network Resource Scheduling in a Lambda Grid Network

Data-intensive Grid applications require huge data transfers between grid computing nodes. These computing nodes, where computing jobs are executed, are usually geographically separated. A grid network that employs optical wavelength division multiplexing (WDM) technology and optical switches to interconnect computing resources with dynamically provisioned multi-gigabit rate bandwidth lightpath is called a Lambda Grid network. A computing task may be executed on any one of several computing nodes which possesses the necessary resources. In order to reflect the reality in job scheduling, allocation of network resources for data transfer should be taken into consideration. However, few scheduling methods consider the communication contention on Lambda Grids. In this paper, we investigate the joint scheduling problem while considering both optical network and computing resources in a Lambda Grid network. The objective of our work is to maximize the total number of jobs that can be scheduled in a Lambda Grid network. An adaptive routing algorithm is proposed and implemented for accomplishing the communication tasks for every job submitted in the network. Four heuristics (FIFO, ESTF, LJF, RS) are implemented for job scheduling of the computational tasks. Simulation results prove the feasibility and efficiency of the proposed solution.

Joint Computing and Network Resource Scheduling in a Lambda Grid Network

Data-intensive Grid applications require huge data transfers between grid computing nodes. These computing nodes, where computing jobs are executed, are usually geographically separated. A grid network that employs optical wavelength division multiplexing (WDM) technology and optical switches to interconnect computing resources with dynamically provisioned multi-gigabit rate bandwidth lightpath is called a Lambda Grid network. A computing task may be executed on any one of several computing nodes which possesses the necessary resources. In order to reflect the reality in job scheduling, allocation of network resources for data transfer should be taken into consideration. However, few scheduling methods consider the communication contention on Lambda Grids. In this paper, we investigate the joint scheduling problem while considering both optical network and computing resources in a Lambda Grid network. The objective of our work is to maximize the total number of jobs that can be scheduled in a Lambda Grid network. An adaptive routing algorithm is proposed and implemented for accomplishing the communication tasks for every job submitted in the network. Four heuristics (FIFO, ESTF, LJF, RS) are implemented for job scheduling of the computational tasks. Simulation results prove the feasibility and efficiency of the proposed solution.

Extending Implicit Computational Complexity and Abstract Machines to Languages with Control

The Curry-Howard isomorphism is the idea that proofs in natural deduction can be put in correspondence with lambda terms in such a way that this correspondence is preserved by normalization. The concept can be extended from Intuitionistic Logic to other systems, such as Linear Logic. One of the nice conseguences of this isomorphism is that we can reason about functional programs with formal tools which are typical of proof systems: such analysis can also include quantitative qualities of programs, such as the number of steps it takes to terminate. Another is the possiblity to describe the execution of these programs in terms of abstract machines. In 1990 Griffin proved that the correspondence can be extended to Classical Logic and control operators. That is, Classical Logic adds the possiblity to manipulate continuations. In this thesis we see how the things we described above work in this larger context.

Engineering Complex Computational Ecosystems

Self-organising pervasive ecosystems of devices are set to become a major vehicle for delivering infrastructure and end-user services. The inherent complexity of such systems poses new challenges to those who want to dominate it by applying the principles of engineering. The recent growth in number and distribution of devices with decent computational and communicational abilities, that suddenly accelerated with the massive diffusion of smartphones and tablets, is delivering a world with a much higher density of devices in space. Also, communication technologies seem to be focussing on short-range device-to-device (P2P) interactions, with technologies such as Bluetooth and Near-Field Communication gaining greater adoption. Locality and situatedness become key to providing the best possible experience to users, and the classic model of a centralised, enormously powerful server gathering and processing data becomes less and less efficient with device density. Accomplishing complex global tasks without a centralised controller responsible of aggregating data, however, is a challenging task. In particular, there is a local-to-global issue that makes the application of engineering principles challenging at least: designing device-local programs that, through interaction, guarantee a certain global service level. In this thesis, we first analyse the state of the art in coordination systems, then motivate the work by describing the main issues of pre-existing tools and practices and identifying the improvements that would benefit the design of such complex software ecosystems. The contribution can be divided in three main branches. First, we introduce a novel simulation toolchain for pervasive ecosystems, designed for allowing good expressiveness still retaining high performance. Second, we leverage existing coordination models and patterns in order to create new spatial structures. Third, we introduce a novel language, based on the existing ``Field Calculus'' and integrated with the aforementioned toolchain, designed to be usable for practical aggregate programming.

Aggregate Programming in Scala: a Core Library and Actor-Based Platform for Distributed Computational Fields

La programmazione aggregata è un paradigma che supporta la programmazione di sistemi di dispositivi, adattativi ed eventualmente a larga scala, nel loro insieme -- come aggregati. L'approccio prevalente in questo contesto è basato sul field calculus, un calcolo formale che consente di definire programmi aggregati attraverso la composizione funzionale di campi computazionali, creando i presupposti per la specifica di pattern di auto-organizzazione robusti. La programmazione aggregata è attualmente supportata, in modo più o meno parziale e principalmente per la simulazione, da DSL dedicati (cf., Protelis), ma non esistono framework per linguaggi mainstream finalizzati allo sviluppo di applicazioni. Eppure, un simile supporto sarebbe auspicabile per ridurre tempi e sforzi d'adozione e per semplificare l'accesso al paradigma nella costruzione di sistemi reali, nonché per favorire la ricerca stessa nel campo. Il presente lavoro consiste nello sviluppo, a partire da un prototipo della semantica operazionale del field calculus, di un framework per la programmazione aggregata in Scala. La scelta di Scala come linguaggio host nasce da motivi tecnici e pratici. Scala è un linguaggio moderno, interoperabile con Java, che ben integra i paradigmi ad oggetti e funzionale, ha un sistema di tipi espressivo, e fornisce funzionalità avanzate per lo sviluppo di librerie e DSL. Inoltre, la possibilità di appoggiarsi, su Scala, ad un framework ad attori solido come Akka, costituisce un altro fattore trainante, data la necessità di colmare l'abstraction gap inerente allo sviluppo di un middleware distribuito. Nell'elaborato di tesi si presenta un framework che raggiunge il triplice obiettivo: la costruzione di una libreria Scala che realizza la semantica del field calculus in modo corretto e completo, la realizzazione di una piattaforma distribuita Akka-based su cui sviluppare applicazioni, e l'esposizione di un'API generale e flessibile in grado di supportare diversi scenari.

Complete problems in the first-order predicate calculus /

"UILU-ENG 79 1726."

Bistability and switching in the lysis/lysogeny genetic regulatory network of bacteriophage lambda

Bistability and switching are two important aspects of the genetic regulatory network of phage. Positive and negative feedbacks are key regulatory mechanisms in this network. By the introduction of threshold values, the developmental pathway of A phage is divided into different stages. If the protein level reaches a threshold value, positive or negative feedback will be effective and regulate the process of development. Using this regulatory mechanism, we present a quantitative model to realize bistability and switching of phage based on experimental data. This model gives descriptions of decisive mechanisms for different pathways in induction. A stochastic model is also introduced for describing statistical properties of switching in induction. A stochastic degradation rate is used to represent intrinsic noise in induction for switching the system from the lysogenic pathway to the lysis pathway. The approach in this paper represents an attempt to describe the regulatory mechanism in genetic regulatory network under the influence of intrinsic noise in the framework of continuous models. (C) 2003 Elsevier Ltd. All rights reserved.

A novel polar-based human face recognition computational model

Motivated by a recently proposed biologically inspired face recognition approach, we investigated the relation between human behavior and a computational model based on Fourier-Bessel (FB) spatial patterns. We measured human recognition performance of FB filtered face images using an 8-alternative forced-choice method. Test stimuli were generated by converting the images from the spatial to the FB domain, filtering the resulting coefficients with a band-pass filter, and finally taking the inverse FB transformation of the filtered coefficients. The performance of the computational models was tested using a simulation of the psychophysical experiment. In the FB model, face images were first filtered by simulated V1- type neurons and later analyzed globally for their content of FB components. In general, there was a higher human contrast sensitivity to radially than to angularly filtered images, but both functions peaked at the 11.3-16 frequency interval. The FB-based model presented similar behavior with regard to peak position and relative sensitivity, but had a wider frequency band width and a narrower response range. The response pattern of two alternative models, based on local FB analysis and on raw luminance, strongly diverged from the human behavior patterns. These results suggest that human performance can be constrained by the type of information conveyed by polar patterns, and consequently that humans might use FB-like spatial patterns in face processing.

Computational adjustment technique for digital mammographic images based on the digitizer characteristic curve

We evaluated the performance of a novel procedure for segmenting mammograms and detecting clustered microcalcifications in two types of image sets obtained from digitization of mammograms using either a laser scanner, or a conventional ""optical"" scanner. Specific regions forming the digital mammograms were identified and selected, in which clustered microcalcifications appeared or not. A remarkable increase in image intensity was noticed in the images from the optical scanner compared with the original mammograms. A procedure based on a polynomial correction was developed to compensate the changes in the characteristic curves from the scanners, relative to the curves from the films. The processing scheme was applied to both sets, before and after the polynomial correction. The results indicated clearly the influence of the mammogram digitization on the performance of processing schemes intended to detect microcalcifications. The image processing techniques applied to mammograms digitized by both scanners, without the polynomial intensity correction, resulted in a better sensibility in detecting microcalcifications in the images from the laser scanner. However, when the polynomial correction was applied to the images from the optical scanner, no differences in performance were observed for both types of images. (C) 2008 SPIE and IS&T [DOI: 10.1117/1.3013544]

1-[(Z)-1-Bromo-2-(butyldichloro-lambda(4)tellanyl)ethenyl]cyclohex-1-ene

The Te(IV) atom in the title compound, [Te(C(4)H(9))(C(8)H(10)Br)Cl(2)] or C(12)H(19)BrCl(2)Te, is in a distorted psi-trigonal-bipyramidal geometry, with the lone pair of electrons projected to occupy a position in the equatorial plane, and with the Cl atoms being mutually trans [172.48 (4)degrees]. Close intramolecular [Te center dot center dot center dot Br = 3.3444 (18) angstrom] and intermolecular [Te center dot center dot center dot Cl = 3.675 (3) angstrom] interactions are observed. The latter lead to centrosymmetric dimers which assemble into layers in the bc plane. The primary connections between layers are of the type C-H center dot center dot center dot Cl.

Polarized Light (lambda 400-2000 nm) on Third-Degree Burns in Diabetic Rats: Immunohistochemical Study

Aim: The aim of this study was to evaluate with light microscopy the healing process of third-degree burns on diabetic rats treated with polarized light (lambda 400-2000 nm, 20 or 40 J/cm(2)/session, 40 mW/cm(2), 2.4 J/cm(2)/min, 5.5-cm beam diameter). Background: Uncontrolled diabetes mellitus causes severe disruption of the body's metabolism, including healing. Polarized light sources have been shown to be effective in improving healing in many situations. Animals and Methods: Diabetes mellitus was induced with streptozotocin (60 mg/kg) in 45 male Wistar albino rats, and a third-degree burn (1.5 by 1.5 cm) was created on the dorsum of each animal under general anesthesia. The animals were randomly distributed into three groups: control, 20 J/cm(2), and 40 J/cm(2). Each group was then divided into three subgroups based on time of death (7, 14, 21 d). Phototherapy (20 or 40 J/cm(2) per session) was carried out immediately after the burning and repeated daily until the day before death. Following animal death, specimens were removed, embedded in paraffin, sectioned, and stained with hematoxylin and eosin (HE) or Sirius Red or immunomarked with CK AE1/AE3 antibody. Qualitative and semiquantitative analyses were performed under light microscopy. The results were statistically analyzed. Results: The animals treated with 20 J/cm(2) showed significant differences with regard to revascularization and re-epithelialization. Although the 40 J/cm(2) group showed stimulation of fibroblastic proliferation as an isolated feature, no other difference from the control was observed. Conclusion: Our results suggest that the use of polarized light at 20 J/cm(2) effectively improves the healing of third-degree burns on diabetic animals at both early and late stages of repair.

Spectroscopic variabilities in lambda Pavonis

Aims. We investigate the time-varying patterns in line profiles, V/R, and radial velocity of the Be star HD 173948 (lambda Pavonis). Methods. Time series analyses of radial velocity, V/R, and line profiles of He I, Fe II, and Si II were performed with the Cleanest algorithm. An estimate of the stellar rotation frequency was derived from the stellar mass and radius in the Roche limit by adopting an aspect angle i derived from the fittings of non-LTE model spectra affected by rotation. The projected rotation velocity, necessary as input for the spectral synthesis procedure, was evaluated from the Fourier transform of the rotation profiles of all neutral helium lines in the optical range. Results. Emission episodes in Balmer and He i lines, as well as V/R cyclic variations, are reported for spectra observed in year 1999, followed by a relatively quiescent phase (2000) and then again a new active epoch (2001). From time series analyses of line profiles, radial velocities, and V/R ratios, four signals with high confidence levels are detected: nu(1) = 0.17 +/- 0.02, nu(2) = 0.49 +/- 0.05, nu(3) = 0.82 +/- 0.03, and nu(4) = 1.63 +/- 0.04 c/d. We interpret nu 4 as a non-radial pulsation g-mode, nu 3 as a signal related to the orbital timescale of ejected material, which is near the theoretical rotation frequency 0.81 c/d inferred from the fitting of the models taken into account for gravity darkening. The signals nu(1) and nu(2) are viewed as aliases of nu(3) and nu(4).