O uso de modelos ocultos de Markov no estudo do fluxo de rios intermitentes

In this work, we present our understanding about the article of Aksoy [1], which uses Markov chains to model the flow of intermittent rivers. Then, we executed an application of his model in order to generate data for intermittent streamflows, based on a data set of Brazilian streams. After that, we build a hidden Markov model as a proposed new approach to the problem of simulation of such flows. We used the Gamma distribution to simulate the increases and decreases in river flows, along with a two-state Markov chain. The motivation for us to use a hidden Markov model comes from the possibility of obtaining the same information that the Aksoy’s model provides, but using a single tool capable of treating the problem as a whole, and not through multiple independent processes

State-space modelling of geolocation data reveals sex differences in the use of management areas by breeding northern fulmars

We thank Orkney Islands Council for access to Eynhallow and Talisman Energy (UK) Ltd and Marine Scotland for fieldwork and equipment support. Handling and tagging of fulmars was conducted under licences from the British Trust for Ornithology and the UK Home Office. EE was funded by a Marine Alliance for Science and Technology for Scotland/University of Aberdeen College of Life Sciences and Medicine studentship and LQ was supported by a NERC Studentship. Thanks also to the many colleagues who assisted with fieldwork during the project, and to Helen Bailey and Arliss Winship for advice on implementing the state-space model.

State-space modelling of geolocation data reveals sex differences in the use of management areas by breeding northern fulmars

We thank Orkney Islands Council for access to Eynhallow and Talisman Energy (UK) Ltd and Marine Scotland for fieldwork and equipment support. Handling and tagging of fulmars was conducted under licences from the British Trust for Ornithology and the UK Home Office. EE was funded by a Marine Alliance for Science and Technology for Scotland/University of Aberdeen College of Life Sciences and Medicine studentship and LQ was supported by a NERC Studentship. Thanks also to the many colleagues who assisted with fieldwork during the project, and to Helen Bailey and Arliss Winship for advice on implementing the state-space model.

Radiation Dose to the Lens of the Eye from Computed Tomography Scans of the Head

While it is well known that exposure to radiation can result in cataract formation, questions still remain about the presence of a dose threshold in radiation cataractogenesis. Since the exposure history from diagnostic CT exams is well documented in a patient’s medical record, the population of patients chronically exposed to radiation from head CT exams may be an interesting area to explore for further research in this area. However, there are some challenges in estimating lens dose from head CT exams. An accurate lens dosimetry model would have to account for differences in imaging protocols, differences in head size, and the use of any dose reduction methods.

The overall objective of this dissertation was to develop a comprehensive method to estimate radiation dose to the lens of the eye for patients receiving CT scans of the head. This research is comprised of a physics component, in which a lens dosimetry model was derived for head CT, and a clinical component, which involved the application of that dosimetry model to patient data.

The physics component includes experiments related to the physical measurement of the radiation dose to the lens by various types of dosimeters placed within anthropomorphic phantoms. These dosimeters include high-sensitivity MOSFETs, TLDs, and radiochromic film. The six anthropomorphic phantoms used in these experiments range in age from newborn to adult.

First, the lens dose from five clinically relevant head CT protocols was measured in the anthropomorphic phantoms with MOSFET dosimeters on two state-of-the-art CT scanners. The volume CT dose index (CTDIvol), which is a standard CT output index, was compared to the measured lens doses. Phantom age-specific CTDIvol-to-lens dose conversion factors were derived using linear regression analysis. Since head size can vary among individuals of the same age, a method was derived to estimate the CTDIvol-to-lens dose conversion factor using the effective head diameter. These conversion factors were derived for each scanner individually, but also were derived with the combined data from the two scanners as a means to investigate the feasibility of a scanner-independent method. Using the scanner-independent method to derive the CTDIvol-to-lens dose conversion factor from the effective head diameter, most of the fitted lens dose values fell within 10-15% of the measured values from the phantom study, suggesting that this is a fairly accurate method of estimating lens dose from the CTDIvol with knowledge of the patient’s head size.

Second, the dose reduction potential of organ-based tube current modulation (OB-TCM) and its effect on the CTDIvol-to-lens dose estimation method was investigated. The lens dose was measured with MOSFET dosimeters placed within the same six anthropomorphic phantoms. The phantoms were scanned with the five clinical head CT protocols with OB-TCM enabled on the one scanner model at our institution equipped with this software. The average decrease in lens dose with OB-TCM ranged from 13.5 to 26.0%. Using the size-specific method to derive the CTDIvol-to-lens dose conversion factor from the effective head diameter for protocols with OB-TCM, the majority of the fitted lens dose values fell within 15-18% of the measured values from the phantom study.

Third, the effect of gantry angulation on lens dose was investigated by measuring the lens dose with TLDs placed within the six anthropomorphic phantoms. The 2-dimensional spatial distribution of dose within the areas of the phantoms containing the orbit was measured with radiochromic film. A method was derived to determine the CTDIvol-to-lens dose conversion factor based upon distance from the primary beam scan range to the lens. The average dose to the lens region decreased substantially for almost all the phantoms (ranging from 67 to 92%) when the orbit was exposed to scattered radiation compared to the primary beam. The effectiveness of this method to reduce lens dose is highly dependent upon the shape and size of the head, which influences whether or not the angled scan range coverage can include the entire brain volume and still avoid the orbit.

The clinical component of this dissertation involved performing retrospective patient studies in the pediatric and adult populations, and reconstructing the lens doses from head CT examinations with the methods derived in the physics component. The cumulative lens doses in the patients selected for the retrospective study ranged from 40 to 1020 mGy in the pediatric group, and 53 to 2900 mGy in the adult group.

This dissertation represents a comprehensive approach to lens of the eye dosimetry in CT imaging of the head. The collected data and derived formulas can be used in future studies on radiation-induced cataracts from repeated CT imaging of the head. Additionally, it can be used in the areas of personalized patient dose management, and protocol optimization and clinician training.

Effect of Termination of Long-term Free Air CO2 Enrichment on Physiology and Carbon Allocation in a Loblolly Pine Dominated Forest

This dissertation examined the response to termination of CO2 enrichment of a forest ecosystem exposed to long-term elevated atmospheric CO2 condition, and aimed at investigating responses and their underlying mechanisms of two important factors of carbon cycle in the ecosystem, stomatal conductance and soil respiration. Because the contribution of understory vegetation to the entire ecosystem grew with time, we first investigated the effect of elevated CO2 on understory vegetation. Potential growth enhancing effect of elevated CO2 were not observed, and light seemed to be a limiting factor. Secondly, we examined the importance of aerodynamic conductance to determine canopy conductance, and found that its effect can be negligible. Responses of stomatal conductance and soil respiration were assessed using Bayesian state space model. In two years after the termination of CO2 enrichment, stomatal conductance in formerly elevated CO2 returned to ambient level, while soil respiration became smaller than ambient level and did not recovered to ambient in two years.

Représentations et fusion des algèbres de Temperley-Lieb originale et diluée

Les algèbres de Temperley-Lieb originales, aussi dites régulières, apparaissent dans de nombreux modèles statistiques sur réseau en deux dimensions: les modèles d'Ising, de Potts, des dimères, celui de Fortuin-Kasteleyn, etc. L'espace d'Hilbert de l'hamiltonien quantique correspondant à chacun de ces modèles est un module pour cette algèbre et la théorie de ses représentations peut être utilisée afin de faciliter la décomposition de l'espace en blocs; la diagonalisation de l'hamiltonien s'en trouve alors grandement simplifiée. L'algèbre de Temperley-Lieb diluée joue un rôle similaire pour des modèles statistiques dilués, par exemple un modèle sur réseau où certains sites peuvent être vides; ses représentations peuvent alors être utilisées pour simplifier l'analyse du modèle comme pour le cas original. Or ceci requiert une connaissance des modules de cette algèbre et de leur structure; un premier article donne une liste complète des modules projectifs indécomposables de l'algèbre diluée et un second les utilise afin de construire une liste complète de tous les modules indécomposables des algèbres originale et diluée. La structure des modules est décrite en termes de facteurs de composition et par leurs groupes d'homomorphismes. Le produit de fusion sur l'algèbre de Temperley-Lieb originale permet de «multiplier» ensemble deux modules sur cette algèbre pour en obtenir un autre. Il a été montré que ce produit pouvait servir dans la diagonalisation d'hamiltoniens et, selon certaines conjectures, il pourrait également être utilisé pour étudier le comportement de modèles sur réseaux dans la limite continue. Un troisième article construit une généralisation du produit de fusion pour les algèbres diluées, puis présente une méthode pour le calculer. Le produit de fusion est alors calculé pour les classes de modules indécomposables les plus communes pour les deux familles, originale et diluée, ce qui vient ajouter à la liste incomplète des produits de fusion déjà calculés par d'autres chercheurs pour la famille originale. Finalement, il s'avère que les algèbres de Temperley-Lieb peuvent être associées à une catégorie monoïdale tressée, dont la structure est compatible avec le produit de fusion décrit ci-dessus. Le quatrième article calcule explicitement ce tressage, d'abord sur la catégorie des algèbres, puis sur la catégorie des modules sur ces algèbres. Il montre également comment ce tressage permet d'obtenir des solutions aux équations de Yang-Baxter, qui peuvent alors être utilisées afin de construire des modèles intégrables sur réseaux.

The FIREDASS (Fire Detection and Suppression Simulation) Model

The FIREDASS (FIRE Detection And Suppression Simulation) project is concerned with the development of fine water mist systems as a possible replacement for the halon fire suppression system currently used in aircraft cargo holds. The project is funded by the European Commission, under the BRITE EURAM programme. The FIREDASS consortium is made up of a combination of Industrial, Academic, Research and Regulatory partners. As part of this programme of work, a computational model has been developed to help engineers optimise the design of the water mist suppression system. This computational model is based on Computational Fluid Dynamics (CFD) and is composed of the following components: fire model; mist model; two-phase radiation model; suppression model and detector/activation model. The fire model - developed by the University of Greenwich - uses prescribed release rates for heat and gaseous combustion products to represent the fire load. Typical release rates have been determined through experimentation conducted by SINTEF. The mist model - developed by the University of Greenwich - is a Lagrangian particle tracking procedure that is fully coupled to both the gas phase and the radiation field. The radiation model - developed by the National Technical University of Athens - is described using a six-flux radiation model. The suppression model - developed by SINTEF and the University of Greenwich - is based on an extinguishment crietrion that relies on oxygen concentration and temperature. The detector/ activation model - developed by Cerberus - allows the configuration of many different detector and mist configurations to be tested within the computational model. These sub-models have been integrated by the University of Greenwich into the FIREDASS software package. The model has been validated using data from the SINTEF/GEC test campaigns and it has been found that the computational model gives good agreement with these experimental results. The best agreement is obtained at the ceiling which is where the detectors and misting nozzles would be located in a real system. In this paper the model is briefly described and some results from the validation of the fire and mist model are presented.

410 - Phase transitions induced by coloured voltage noise in nerve membranes

Quantitative conditions are derived under which electrically excitable membranes can undergo a phase transition induced by an externally applied voltage noise. The results obtained for a non-cooperative and a cooperative form of the two-state model are compared. © 1981.

Analysis and modelling of immune cell behaviour in lymph nodes based on multi-photon imaging

This thesis presents quantitative studies of T cell and dendritic cell (DC) behaviour in mouse lymph nodes (LNs) in the naive state and following immunisation. These processes are of importance and interest in basic immunology, and better understanding could improve both diagnostic capacity and therapeutic manipulations, potentially helping in producing more effective vaccines or developing treatments for autoimmune diseases. The problem is also interesting conceptually as it is relevant to other fields where 3D movement of objects is tracked with a discrete scanning interval. A general immunology introduction is presented in chapter 1. In chapter 2, I apply quantitative methods to multi-photon imaging data to measure how T cells and DCs are spatially arranged in LNs. This has been previously studied to describe differences between the naive and immunised state and as an indicator of the magnitude of the immune response in LNs, but previous analyses have been generally descriptive. The quantitative analysis shows that some of the previous conclusions may have been premature. In chapter 3, I use Bayesian state-space models to test some hypotheses about the mode of T cell search for DCs. A two-state mode of movement where T cells can be classified as either interacting to a DC or freely migrating is supported over a model where T cells would home in on DCs at distance through for example the action of chemokines. In chapter 4, I study whether T cell migration is linked to the geometric structure of the fibroblast reticular network (FRC). I find support for the hypothesis that the movement is constrained to the fibroblast reticular cell (FRC) network over an alternative 'random walk with persistence time' model where cells would move randomly, with a short-term persistence driven by a hypothetical T cell intrinsic 'clock'. I also present unexpected results on the FRC network geometry. Finally, a quantitative method is presented for addressing some measurement biases inherent to multi-photon imaging. In all three chapters, novel findings are made, and the methods developed have the potential for further use to address important problems in the field. In chapter 5, I present a summary and synthesis of results from chapters 3-4 and a more speculative discussion of these results and potential future directions.

Contributions to the theory of the A15 compounds and to the theory of the XY model

The text of this thesis provides historical introduction to the two studies Theoretical Model of Superconductivity and the Martensitic Transformation in A15 Compounds" and "A Comparison of Kadanoff-Migdal Renormalization with New Monte Carlo Results for the XY Model", contained herein as appendices.

Studies of turbulent flows in continuous casting of steel with and without magnetic field

This thesis develops and tests various transient and steady-state computational models such as direct numerical simulation (DNS), large eddy simulation (LES), filtered unsteady Reynolds-averaged Navier-Stokes (URANS) and steady Reynolds-averaged Navier-Stokes (RANS) with and without magnetic field to investigate turbulent flows in canonical as well as in the nozzle and mold geometries of the continuous casting process. The direct numerical simulations are first performed in channel, square and 2:1 aspect rectangular ducts to investigate the effect of magnetic field on turbulent flows. The rectangular duct is a more practical geometry for continuous casting nozzle and mold and has the option of applying magnetic field either perpendicular to broader side or shorter side. This work forms the part of a graphic processing unit (GPU) based CFD code (CU-FLOW) development for magnetohydrodynamic (MHD) turbulent flows. The DNS results revealed interesting effects of the magnetic field and its orientation on primary, secondary flows (instantaneous and mean), Reynolds stresses, turbulent kinetic energy (TKE) budgets, momentum budgets and frictional losses, besides providing DNS database for two-wall bounded square and rectangular duct MHD turbulent flows. Further, the low- and high-Reynolds number RANS models (k-ε and Reynolds stress models) are developed and tested with DNS databases for channel and square duct flows with and without magnetic field. The MHD sink terms in k- and ε-equations are implemented as proposed by Kenjereš and Hanjalić using a user defined function (UDF) in FLUENT. This work revealed varying accuracies of different RANS models at different levels. This work is useful for industry to understand the accuracies of these models, including continuous casting. After realizing the accuracy and computational cost of RANS models, the steady-state k-ε model is then combined with the particle image velocimetry (PIV) and impeller probe velocity measurements in a 1/3rd scale water model to study the flow quality coming out of the well- and mountain-bottom nozzles and the effect of stopper-rod misalignment on fluid flow. The mountain-bottom nozzle was found more prone to the longtime asymmetries and higher surface velocities. The left misalignment of stopper gave higher surface velocity on the right leading to significantly large number of vortices forming behind the nozzle on the left. Later, the transient and steady-state models such as LES, filtered URANS and steady RANS models are combined with ultrasonic Doppler velocimetry (UDV) measurements in a GaInSn model of typical continuous casting process. LES-CU-LOW is the fastest and the most accurate model owing to much finer mesh and a smaller timestep. This work provided a good understanding on the performance of these models. The behavior of instantaneous flows, Reynolds stresses and proper orthogonal decomposition (POD) analysis quantified the nozzle bottom swirl and its importance on the turbulent flow in the mold. Afterwards, the aforementioned work in GaInSn model is extended with electromagnetic braking (EMBr) to help optimize a ruler-type brake and its location for the continuous casting process. The magnetic field suppressed turbulence and promoted vortical structures with their axis aligned with the magnetic field suggesting tendency towards 2-d turbulence. The stronger magnetic field at the nozzle well and around the jet region created large scale and lower frequency flow behavior by suppressing nozzle bottom swirl and its front-back alternation. Based on this work, it is advised to avoid stronger magnetic field around jet and nozzle bottom to get more stable and less defect prone flow.

Représentations et fusion des algèbres de Temperley-Lieb originale et diluée

Les algèbres de Temperley-Lieb originales, aussi dites régulières, apparaissent dans de nombreux modèles statistiques sur réseau en deux dimensions: les modèles d'Ising, de Potts, des dimères, celui de Fortuin-Kasteleyn, etc. L'espace d'Hilbert de l'hamiltonien quantique correspondant à chacun de ces modèles est un module pour cette algèbre et la théorie de ses représentations peut être utilisée afin de faciliter la décomposition de l'espace en blocs; la diagonalisation de l'hamiltonien s'en trouve alors grandement simplifiée. L'algèbre de Temperley-Lieb diluée joue un rôle similaire pour des modèles statistiques dilués, par exemple un modèle sur réseau où certains sites peuvent être vides; ses représentations peuvent alors être utilisées pour simplifier l'analyse du modèle comme pour le cas original. Or ceci requiert une connaissance des modules de cette algèbre et de leur structure; un premier article donne une liste complète des modules projectifs indécomposables de l'algèbre diluée et un second les utilise afin de construire une liste complète de tous les modules indécomposables des algèbres originale et diluée. La structure des modules est décrite en termes de facteurs de composition et par leurs groupes d'homomorphismes. Le produit de fusion sur l'algèbre de Temperley-Lieb originale permet de «multiplier» ensemble deux modules sur cette algèbre pour en obtenir un autre. Il a été montré que ce produit pouvait servir dans la diagonalisation d'hamiltoniens et, selon certaines conjectures, il pourrait également être utilisé pour étudier le comportement de modèles sur réseaux dans la limite continue. Un troisième article construit une généralisation du produit de fusion pour les algèbres diluées, puis présente une méthode pour le calculer. Le produit de fusion est alors calculé pour les classes de modules indécomposables les plus communes pour les deux familles, originale et diluée, ce qui vient ajouter à la liste incomplète des produits de fusion déjà calculés par d'autres chercheurs pour la famille originale. Finalement, il s'avère que les algèbres de Temperley-Lieb peuvent être associées à une catégorie monoïdale tressée, dont la structure est compatible avec le produit de fusion décrit ci-dessus. Le quatrième article calcule explicitement ce tressage, d'abord sur la catégorie des algèbres, puis sur la catégorie des modules sur ces algèbres. Il montre également comment ce tressage permet d'obtenir des solutions aux équations de Yang-Baxter, qui peuvent alors être utilisées afin de construire des modèles intégrables sur réseaux.

States' Responding Behavior in Conflict: Asymmetric Response and Strategic Conflict Avoidance

State responses to external threats and aggression are studied with focus on two different rationales: (1) to make credible deterrent threats to avoid being exploited, and (2) to minimize the risk of escalation to unwanted war. Given external aggression, the target state's responding behavior has three possibilities: concession (under-response), reciprocation, and escalation. This study focuses on the first two possibilities and investigates how the strategic nature of crisis interaction can explain the intentional choice of concession or avoidance of retaliation. I build a two-level bargaining model that accounts for the domestic bargaining situation between the leader and the challenger for each state. The model's equilibrium shows that the responding behavior is determined not only by inter-state level variables (e.g. balance of power between two states, or cost of war that each state is supposed to pay), but also the domestic variables of both states. Next, the strategic interaction is rationally explained by the model: as the responding state believes that the initiating state has strong domestic challenges and, hence, the aggression is believed to be initiated for domestic political purposes (a rally-around-the-flag effect), the response tends to decrease. The concession is also predicted if the target state leader has strong bargaining power against her domestic challengers \emph{and} she believes that the initiating leader suffers from weak domestic standing. To test the model's prediction, I conduct a lab experiment and case studies. The experimental result shows that under an incentivized bargaining situation, individual actors are observed to react to hostile action as the model predicts: if the opponent is believed to suffer from internally driven difficulties, the subject will not punish hostile behavior of the other player as severely as she would without such a belief. The experiment also provides supporting evidence for the choice of concession: when the player finds herself in a favorable situation while the other has disadvantages, the player is more likely to make concessions in the controlled dictator game. Two cases are examined to discuss how the model can explain the choice of either reciprocation or concession. From personal interviews and fieldwork in South Korea, I find that South Korea's reciprocating behavior during the 2010 Yeonpyeong Island incident is explained by a combination of `low domestic power of initiating leader (Kim Jong-il)' and `low domestic power of responding leader (Lee Myung-bak).' On the other hand, the case of EC-121 is understood as a non-response or concession outcome. Declassified documents show that Nixon and his key advisors interpreted the attack as a result of North Korea's domestic political instabilities (low domestic power of initiating leader) and that Nixon did not have difficulties at domestic politics during the first few months of his presidency (high domestic power of responding leader).

SOVLENT REACTIVITY AND INTERFACE EVOLUTION AT MODEL ELECTRODES FOR ENERGY APPLICATIONS

The Li-ion rechargeable battery (LIB) is widely used as an energy storage device, but has significant limitations in battery cycle life and safety. During initial charging, decomposition of the ethylene carbonate (EC)-based electrolytes of the LIB leads to the formation of a passivating layer on the anode known as the solid electrolyte interphase (SEI). The formation of an SEI has great impact on the cycle life and safety of LIB, yet mechanistic aspects of SEI formation are not fully understood. In this dissertation, two surface science model systems have been created under ultra-high vacuum (UHV) to probe the very initial stage of SEI formation at the model carbon anode surfaces of LIB. The first model system, Model System I, is an lithium-carbonate electrolyte/graphite C(0001) system. I have developed a temperature programmed desorption/temperature programmed reaction spectroscopy (TPD/TPRS) instrument as part of my dissertation to study Model System I in quantitative detail. The binding strengths and film growth mechanisms of key electrolyte molecules on model carbon anode surfaces with varying extents of lithiation were measured by TPD. TPRS was further used to track the gases evolved from different reduction products in the early-stage SEI formation. The branching ratio of multiple reaction pathways was quantified for the first time and determined to be 70.% organolithium products vs. 30% inorganic lithium product. The obtained branching ratio provides important information on the distribution of lithium salts that form at the very onset of SEI formation. One of the key reduction products formed from EC in early-stage SEI formation is lithium ethylene dicarbonate (LEDC). Despite intensive studies, the LEDC structure in either the bulk or thin-film (SEI) form is unknown. To enable structural study, pure LEDC was synthesized and subject to synchrotron X-ray diffraction measurements (bulk material) and STM measurements (deposited films). To enable studies of LEDC thin films, Model System II, a lithium ethylene dicarbonate (LEDC)-dimethylformamide (DMF)/Ag(111) system was created by a solution microaerosol deposition technique. Produced films were then imaged by ultra-high vacuum scanning tunneling microscopy (UHV-STM). As a control, the dimethylformamide (DMF)-Ag(111) system was first prepared and its complex 2D phase behavior was mapped out as a function of coverage. The evolution of three distinct monolayer phases of DMF was observed with increasing surface pressure — a 2D gas phase, an ordered DMF phase, and an ordered Ag(DMF)2 complex phase. The addition of LEDC to this mixture, seeded the nucleation of the ordered DMF islands at lower surface pressures (DMF coverages), and was interpreted through nucleation theory. A structural model of the nucleation seed was proposed, and the implication of ionic SEI products, such as LEDC, in early-stage SEI formation was discussed.

Credit risk & forward price models

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