Avaliação das incertezas associadas à determinação do parâmetro de solubilidade de Hildebrand de petróleos

Asphaltenes are fractions of crude oils that can precipitate and one of the parameters used in the prediction of the conditions in which this phenomenon occurs is the Hildebrand solubility parameter. In this work, it was evaluated the uncertainty propagation in the experimental determination of the solubility parameter of different crude oils, calculated from data of the asphaltenes precipitation by the addition of n-heptane, identified by optical microscopy. It was verified that the solubility parameter of an oil and the associated uncertainty are specific, being recommended that, whenever viable, it is determined parallel both, conferring higher credibility to the results.

Centralized Motion Control of a Linear Tooth Belt Drive: Analysis of the Performance and Limitations

A centralized robust position control for an electrical driven tooth belt drive is designed in this doctoral thesis. Both a cascaded control structure and a PID based position controller are discussed. The performance and the limitations of the system are analyzed and design principles for the mechanical structure and the control design are given. These design principles are also suitable for most of the motion control applications, where mechanical resonance frequencies and control loop delays are present. One of the major challenges in the design of a controller for machinery applications is that the values of the parameters in the system model (parameter uncertainty) or the system model it self (non-parametric uncertainty) are seldom known accurately in advance. In this thesis a systematic analysis of the parameter uncertainty of the linear tooth beltdrive model is presented and the effect of the variation of a single parameter on the performance of the total system is shown. The total variation of the model parameters is taken into account in the control design phase using a Quantitative Feedback Theory (QFT). The thesis also introduces a new method to analyze reference feedforward controllers applying the QFT. The performance of the designed controllers is verified by experimentalmeasurements. The measurements confirm the control design principles that are given in this thesis.

Bayesian methods for estimation, optimization and experimental design

Mathematical models often contain parameters that need to be calibrated from measured data. The emergence of efficient Markov Chain Monte Carlo (MCMC) methods has made the Bayesian approach a standard tool in quantifying the uncertainty in the parameters. With MCMC, the parameter estimation problem can be solved in a fully statistical manner, and the whole distribution of the parameters can be explored, instead of obtaining point estimates and using, e.g., Gaussian approximations. In this thesis, MCMC methods are applied to parameter estimation problems in chemical reaction engineering, population ecology, and climate modeling. Motivated by the climate model experiments, the methods are developed further to make them more suitable for problems where the model is computationally intensive. After the parameters are estimated, one can start to use the model for various tasks. Two such tasks are studied in this thesis: optimal design of experiments, where the task is to design the next measurements so that the parameter uncertainty is minimized, and model-based optimization, where a model-based quantity, such as the product yield in a chemical reaction model, is optimized. In this thesis, novel ways to perform these tasks are developed, based on the output of MCMC parameter estimation. A separate topic is dynamical state estimation, where the task is to estimate the dynamically changing model state, instead of static parameters. For example, in numerical weather prediction, an estimate of the state of the atmosphere must constantly be updated based on the recently obtained measurements. In this thesis, a novel hybrid state estimation method is developed, which combines elements from deterministic and random sampling methods.

Mathematical modeling and optimal control of malaria

Malaria continues to infect millions and kill hundreds of thousands of people worldwide each year, despite over a century of research and attempts to control and eliminate this infectious disease. Challenges such as the development and spread of drug resistant malaria parasites, insecticide resistance to mosquitoes, climate change, the presence of individuals with subpatent malaria infections which normally are asymptomatic and behavioral plasticity in the mosquito hinder the prospects of malaria control and elimination. In this thesis, mathematical models of malaria transmission and control that address the role of drug resistance, immunity, iron supplementation and anemia, immigration and visitation, and the presence of asymptomatic carriers in malaria transmission are developed. A within-host mathematical model of severe Plasmodium falciparum malaria is also developed. First, a deterministic mathematical model for transmission of antimalarial drug resistance parasites with superinfection is developed and analyzed. The possibility of increase in the risk of superinfection due to iron supplementation and fortification in malaria endemic areas is discussed. The model results calls upon stakeholders to weigh the pros and cons of iron supplementation to individuals living in malaria endemic regions. Second, a deterministic model of transmission of drug resistant malaria parasites, including the inflow of infective immigrants, is presented and analyzed. The optimal control theory is applied to this model to study the impact of various malaria and vector control strategies, such as screening of immigrants, treatment of drug-sensitive infections, treatment of drug-resistant infections, and the use of insecticide-treated bed nets and indoor spraying of mosquitoes. The results of the model emphasize the importance of using a combination of all four controls tools for effective malaria intervention. Next, a two-age-class mathematical model for malaria transmission with asymptomatic carriers is developed and analyzed. In development of this model, four possible control measures are analyzed: the use of long-lasting treated mosquito nets, indoor residual spraying, screening and treatment of symptomatic, and screening and treatment of asymptomatic individuals. The numerical results show that a disease-free equilibrium can be attained if all four control measures are used. A common pitfall for most epidemiological models is the absence of real data; model-based conclusions have to be drawn based on uncertain parameter values. In this thesis, an approach to study the robustness of optimal control solutions under such parameter uncertainty is presented. Numerical analysis of the optimal control problem in the presence of parameter uncertainty demonstrate the robustness of the optimal control approach that: when a comprehensive control strategy is used the main conclusions of the optimal control remain unchanged, even if inevitable variability remains in the control profiles. The results provide a promising framework for the design of cost-effective strategies for disease control with multiple interventions, even under considerable uncertainty of model parameters. Finally, a separate work modeling the within-host Plasmodium falciparum infection in humans is presented. The developed model allows re-infection of already-infected red blood cells. The model hypothesizes that in severe malaria due to parasite quest for survival and rapid multiplication, the Plasmodium falciparum can be absorbed in the already-infected red blood cells which accelerates the rupture rate and consequently cause anemia. Analysis of the model and parameter identifiability using Markov chain Monte Carlo methods is presented.

Statistical Inference for Computable General Equilibrium Models with Application to a Model of the Moroccan Economy

We study the problem of measuring the uncertainty of CGE (or RBC)-type model simulations associated with parameter uncertainty. We describe two approaches for building confidence sets on model endogenous variables. The first one uses a standard Wald-type statistic. The second approach assumes that a confidence set (sampling or Bayesian) is available for the free parameters, from which confidence sets are derived by a projection technique. The latter has two advantages: first, confidence set validity is not affected by model nonlinearities; second, we can easily build simultaneous confidence intervals for an unlimited number of variables. We study conditions under which these confidence sets take the form of intervals and show they can be implemented using standard methods for solving CGE models. We present an application to a CGE model of the Moroccan economy to study the effects of policy-induced increases of transfers from Moroccan expatriates.

Testing Normality : A GMM Approach

In this paper, we consider testing marginal normal distributional assumptions. More precisely, we propose tests based on moment conditions implied by normality. These moment conditions are known as the Stein (1972) equations. They coincide with the first class of moment conditions derived by Hansen and Scheinkman (1995) when the random variable of interest is a scalar diffusion. Among other examples, Stein equation implies that the mean of Hermite polynomials is zero. The GMM approach we adopted is well suited for two reasons. It allows us to study in detail the parameter uncertainty problem, i.e., when the tests depend on unknown parameters that have to be estimated. In particular, we characterize the moment conditions that are robust against parameter uncertainty and show that Hermite polynomials are special examples. This is the main contribution of the paper. The second reason for using GMM is that our tests are also valid for time series. In this case, we adopt a Heteroskedastic-Autocorrelation-Consistent approach to estimate the weighting matrix when the dependence of the data is unspecified. We also make a theoretical comparison of our tests with Jarque and Bera (1980) and OPG regression tests of Davidson and MacKinnon (1993). Finite sample properties of our tests are derived through a comprehensive Monte Carlo study. Finally, three applications to GARCH and realized volatility models are presented.

An application of the GLUE methodology for estimating the parameters of the INCA-N model

The conceptual and parameter uncertainty of the semi-distributed INCA-N (Integrated Nutrients in Catchments-Nitrogen) model was studied using the GLUE (Generalized Likelihood Uncertainty Estimation) methodology combined with quantitative experimental knowledge, the concept known as 'soft data'. Cumulative inorganic N leaching, annual plant N uptake and annual mineralization proved to be useful soft data to constrain the parameter space. The INCA-N model was able to simulate the seasonal and inter-annual variations in the stream-water nitrate concentrations, although the lowest concentrations during the growing season were not reproduced. This suggested that there were some retention processes or losses either in peatland/wetland areas or in the river which were not included in the INCA-N model. The results of the study suggested that soft data was a way to reduce parameter equifinality, and that the calibration and testing of distributed hydrological and nutrient leaching models should be based both on runoff and/or nutrient concentration data and the qualitative knowledge of experimentalist. (c) 2006 Elsevier B.V. All rights reserved.

Robust dynamics of Amazon dieback to climate change with perturbed ecosystem model parameters

Climate change science is increasingly concerned with methods for managing and integrating sources of uncertainty from emission storylines, climate model projections, and ecosystem model parameterizations. In tropical ecosystems, regional climate projections and modeled ecosystem responses vary greatly, leading to a significant source of uncertainty in global biogeochemical accounting and possible future climate feedbacks. Here, we combine an ensemble of IPCC-AR4 climate change projections for the Amazon Basin (eight general circulation models) with alternative ecosystem parameter sets for the dynamic global vegetation model, LPJmL. We evaluate LPJmL simulations of carbon stocks and fluxes against flux tower and aboveground biomass datasets for individual sites and the entire basin. Variability in LPJmL model sensitivity to future climate change is primarily related to light and water limitations through biochemical and water-balance-related parameters. Temperature-dependent parameters related to plant respiration and photosynthesis appear to be less important than vegetation dynamics (and their parameters) for determining the magnitude of ecosystem response to climate change. Variance partitioning approaches reveal that relationships between uncertainty from ecosystem dynamics and climate projections are dependent on geographic location and the targeted ecosystem process. Parameter uncertainty from the LPJmL model does not affect the trajectory of ecosystem response for a given climate change scenario and the primary source of uncertainty for Amazon 'dieback' results from the uncertainty among climate projections. Our approach for describing uncertainty is applicable for informing and prioritizing policy options related to mitigation and adaptation where long-term investments are required.

Ensemble yield simulations: crop and climate uncertainties, sensitivity to temperature and genotypic adaptation to climate change

Estimates of the response of crops to climate change rarely quantify the uncertainty inherent in the simulation of both climate and crops. We present a crop simulation ensemble for a location in India, perturbing the response of both crop and climate under both baseline (12 720 simulations) and doubled-CO2 (171720 simulations) climates. Some simulations used parameter values representing genotypic adaptation to mean temperature change. Firstly, observed and simulated yields in the baseline climate were compared. Secondly, the response of yield to changes in mean temperature was examined and compared to that found in the literature. No consistent response to temperature change was found across studies. Thirdly, the relative contribution of uncertainty in crop and climate simulation to the total uncertainty in projected yield changes was examined. In simulations without genotypic adaptation, most of the uncertainty came from the climate model parameters. Comparison with the simulations with genotypic adaptation and with a previous study suggested that the relatively low crop parameter uncertainty derives from the observational constraints on the crop parameters used in this study. Fourthly, the simulations were used, together with an observed dataset and a simple analysis of crop cardinal temperatures and thermal time, to estimate the potential for adaptation using existing cultivars. The results suggest that the germplasm for complete adaptation of groundnut cultivation in western India to a doubled-CO2 environment may not exist. In conjunction with analyses of germplasm and local management

Impacts of pollution and climate change on ombrotrophic Sphagnum species in the UK: analysis of uncertainties in two empirical niche models

A significant challenge in the prediction of climate change impacts on ecosystems and biodiversity is quantifying the sources of uncertainty that emerge within and between different models. Statistical species niche models have grown in popularity, yet no single best technique has been identified reflecting differing performance in different situations. Our aim was to quantify uncertainties associated with the application of 2 complimentary modelling techniques. Generalised linear mixed models (GLMM) and generalised additive mixed models (GAMM) were used to model the realised niche of ombrotrophic Sphagnum species in British peatlands. These models were then used to predict changes in Sphagnum cover between 2020 and 2050 based on projections of climate change and atmospheric deposition of nitrogen and sulphur. Over 90% of the variation in the GLMM predictions was due to niche model parameter uncertainty, dropping to 14% for the GAMM. After having covaried out other factors, average variation in predicted values of Sphagnum cover across UK peatlands was the next largest source of variation (8% for the GLMM and 86% for the GAMM). The better performance of the GAMM needs to be weighed against its tendency to overfit the training data. While our niche models are only a first approximation, we used them to undertake a preliminary evaluation of the relative importance of climate change and nitrogen and sulphur deposition and the geographic locations of the largest expected changes in Sphagnum cover. Predicted changes in cover were all small (generally <1% in an average 4 m2 unit area) but also highly uncertain. Peatlands expected to be most affected by climate change in combination with atmospheric pollution were Dartmoor, Brecon Beacons and the western Lake District.

Identifying uncertainties in Arctic climate change projections

Wide ranging climate changes are expected in the Arctic by the end of the 21st century, but projections of the size of these changes vary widely across current global climate models. This variation represents a large source of uncertainty in our understanding of the evolution of Arctic climate. Here we systematically quantify and assess the model uncertainty in Arctic climate changes in two CO2 doubling experiments: a multimodel ensemble (CMIP3) and an ensemble constructed using a single model (HadCM3) with multiple parameter perturbations (THC-QUMP). These two ensembles allow us to assess the contribution that both structural and parameter variations across models make to the total uncertainty and to begin to attribute sources of uncertainty in projected changes. We find that parameter uncertainty is an major source of uncertainty in certain aspects of Arctic climate. But also that uncertainties in the mean climate state in the 20th century, most notably in the northward Atlantic ocean heat transport and Arctic sea ice volume, are a significant source of uncertainty for projections of future Arctic change. We suggest that better observational constraints on these quantities will lead to significant improvements in the precision of projections of future Arctic climate change.

Climate impacts on river flow: projections for the Medway catchment UK with UKCP09 and CATCHMOD

The potential impact of climate change on areas of strategic importance for water resources remains a concern. Here, river flow projections for the River Medway, above Teston in southeast England are presented, which is just such an area of strategic importance. The river flow projections use climate inputs from the Hadley Centre Regional Climate Model (HadRM3) for the time period 1960–2080 (a subset of the early release UKCP09 projections). River flow predictions are calculated using CATCHMOD, the main river flow prediction tool of the Environment Agency (EA) of England and Wales. In order to use this tool in the best way for climate change predictions, model setup and performance are analysed using sensitivity and uncertainty analysis. The model's representation of hydrological processes is discussed and the direct percolation and first linear storage constant parameters are found to strongly affect model results in a complex way, with the former more important for low flows and the latter for high flows. The uncertainty in predictions resulting from the hydrological model parameters is demonstrated and the projections of river flow under future climate are analysed. A clear climate change impact signal is evident in the results with a persistent lowering of mean daily river flows for all months and for all projection time slices. Results indicate that a projection of lower flows under future climate is valid even taking into account the uncertainties considered in this modelling chain exercise. The model parameter uncertainty becomes more significant under future climate as the river flows become lower. This has significant implications for those making policy decisions based on such modelling results. Copyright © 2010 John Wiley & Sons, Ltd.

Robustness and stabilization properties of monetary policy rules in Brazil

Based on three versions of a small macroeconomic model for Brazil, this paper presents empirical evidence on the effects of parameter uncertainty on monetary policy rules and on the robustness of optimal and simple rules over different model specifications. By comparing the optimal policy rule under parameter uncertainty with the rule calculated under purely additive uncertainty, we find that parameter uncertainty should make policymakers react less aggressively to the economy's state variables, as suggested by Brainard's "conservatism principIe", although this effect seems to be relatively small. We then informally investigate each rule's robustness by analyzing the performance of policy rules derived from each model under each one of the alternative models. We find that optimal rules derived from each model perform very poorly under alternative models, whereas a simple Taylor rule is relatively robusto We also fmd that even within a specific model, the Taylor rule may perform better than the optimal rule under particularly unfavorable realizations from the policymaker' s loss distribution function.

H ∞ state feedback control of discrete-time Markov jump linear systems through linear matrix inequalities

This paper addresses the H ∞ state-feedback control design problem of discretetime Markov jump linear systems. First, under the assumption that the Markov parameter is measured, the main contribution is on the LMI characterization of all linear feedback controllers such that the closed loop output remains bounded by a given norm level. This results allows the robust controller design to deal with convex bounded parameter uncertainty, probability uncertainty and cluster availability of the Markov mode. For partly unknown transition probabilities, the proposed design problem is proved to be less conservative than one available in the current literature. An example is solved for illustration and comparisons. © 2011 IFAC.

Contributions of demography and dispersal parameters to the spatial spread of a stage-structured insect invasion

Stage-structured models that integrate demography and dispersal can be used to identify points in the life cycle with large effects on rates of population spatial spread, information that is vital in the development of containment strategies for invasive species. Current challenges in the application of these tools include: (1) accounting for large uncertainty in model parameters, which may violate assumptions of ‘‘local’’ perturbation metrics such as sensitivities and elasticities, and (2) forecasting not only asymptotic rates of spatial spread, as is usually done, but also transient spatial dynamics in the early stages of invasion. We developed an invasion model for the Diaprepes root weevil (DRW; Diaprepes abbreviatus [Coleoptera: Curculionidae]), a generalist herbivore that has invaded citrus-growing regions of the United States. We synthesized data on DRW demography and dispersal and generated predictions for asymptotic and transient peak invasion speeds, accounting for parameter uncertainty. We quantified the contributions of each parameter toward invasion speed using a ‘‘global’’ perturbation analysis, and we contrasted parameter contributions during the transient and asymptotic phases. We found that the asymptotic invasion speed was 0.02–0.028 km/week, although the transient peak invasion speed (0.03– 0.045 km/week) was significantly greater. Both asymptotic and transient invasions speeds were most responsive to weevil dispersal distances. However, demographic parameters that had large effects on asymptotic speed (e.g., survival of early-instar larvae) had little effect on transient speed. Comparison of the global analysis with lower-level elasticities indicated that local perturbation analysis would have generated unreliable predictions for the responsiveness of invasion speed to underlying parameters. Observed range expansion in southern Florida (1992–2006) was significantly lower than the invasion speed predicted by the model. Possible causes of this mismatch include overestimation of dispersal distances, demographic rates, and spatiotemporal variation in parameter values. This study demonstrates that, when parameter uncertainty is large, as is often the case, global perturbation analyses are needed to identify which points in the life cycle should be targets of management. Our results also suggest that effective strategies for reducing spread during the asymptotic phase may have little effect during the transient phase. Includes Appendix.