Initialization of Continuous Nonlinear Models Using Extended Kalman Filter

The two main objectives of Bayesian inference are to estimate parameters and states. In this thesis, we are interested in how this can be done in the framework of state-space models when there is a complete or partial lack of knowledge of the initial state of a continuous nonlinear dynamical system. In literature, similar problems have been referred to as diffuse initialization problems. This is achieved first by extending the previously developed diffuse initialization Kalman filtering techniques for discrete systems to continuous systems. The second objective is to estimate parameters using MCMC methods with a likelihood function obtained from the diffuse filtering. These methods are tried on the data collected from the 1995 Ebola outbreak in Kikwit, DRC in order to estimate the parameters of the system.

Body composition measures of obese adolescents by the deuterium oxide dilution method and by bioelectrical impedance

The objectives of the present study were to describe and compare the body composition variables determined by bioelectrical impedance (BIA) and the deuterium dilution method (DDM), to identify possible correlations and agreement between the two methods, and to construct a linear regression model including anthropometric measures. Obese adolescents were evaluated by anthropometric measures, and body composition was assessed by BIA and DDM. Forty obese adolescents were included in the study. Comparison of the mean values for the following variables: fat body mass (FM; kg), fat-free mass (FFM; kg), and total body water (TBW; %) determined by DDM and by BIA revealed significant differences. BIA overestimated FFM and TBW and underestimated FM. When compared with data provided by DDM, the BIA data presented a significant correlation with FFM (r = 0.89; P < 0.001), FM (r = 0.93; P < 0.001) and TBW (r = 0.62; P < 0.001). The Bland-Altman plot showed no agreement for FFM, FM or TBW between data provided by BIA and DDM. The linear regression models proposed in our study with respect to FFM, FM, and TBW were well adjusted. FFM obtained by DDM = 0.842 x FFM obtained by BIA. FM obtained by DDM = 0.855 x FM obtained by BIA + 0.152 x weight (kg). TBW obtained by DDM = 0.813 x TBW obtained by BIA. The body composition results of obese adolescents determined by DDM can be predicted by using the measures provided by BIA through a regression equation.

Linear and nonlinear analysis of heart rate variability in healthy subjects and after acute myocardial infarction in patients

The objectives of this study were to evaluate and compare the use of linear and nonlinear methods for analysis of heart rate variability (HRV) in healthy subjects and in patients after acute myocardial infarction (AMI). Heart rate (HR) was recorded for 15 min in the supine position in 10 patients with AMI taking β-blockers (aged 57 ± 9 years) and in 11 healthy subjects (aged 53 ± 4 years). HRV was analyzed in the time domain (RMSSD and RMSM), the frequency domain using low- and high-frequency bands in normalized units (nu; LFnu and HFnu) and the LF/HF ratio and approximate entropy (ApEn) were determined. There was a correlation (P < 0.05) of RMSSD, RMSM, LFnu, HFnu, and the LF/HF ratio index with the ApEn of the AMI group on the 2nd (r = 0.87, 0.65, 0.72, 0.72, and 0.64) and 7th day (r = 0.88, 0.70, 0.69, 0.69, and 0.87) and of the healthy group (r = 0.63, 0.71, 0.63, 0.63, and 0.74), respectively. The median HRV indexes of the AMI group on the 2nd and 7th day differed from the healthy group (P < 0.05): RMSSD = 10.37, 19.95, 24.81; RMSM = 23.47, 31.96, 43.79; LFnu = 0.79, 0.79, 0.62; HFnu = 0.20, 0.20, 0.37; LF/HF ratio = 3.87, 3.94, 1.65; ApEn = 1.01, 1.24, 1.31, respectively. There was agreement between the methods, suggesting that these have the same power to evaluate autonomic modulation of HR in both AMI patients and healthy subjects. AMI contributed to a reduction in cardiac signal irregularity, higher sympathetic modulation and lower vagal modulation.

Prevalence of child malnutrition at a university hospital using the World Health Organization criteria and bioelectrical impedance data

Malnutrition constitutes a major public health concern worldwide and serves as an indicator of hospitalized patients’ prognosis. Although various methods with which to conduct nutritional assessments exist, large hospitals seldom employ them to diagnose malnutrition. The aim of this study was to understand the prevalence of child malnutrition at the University Hospital of the Ribeirão Preto Medical School, University of São, Brazil. A cross-sectional descriptive study was conducted to compare the nutritional status of 292 hospitalized children with that of a healthy control group (n=234). Information regarding patients’ weight, height, and bioelectrical impedance (i.e., bioelectrical impedance vector analysis) was obtained, and the phase angle was calculated. Using the World Health Organization (WHO) criteria, 35.27% of the patients presented with malnutrition; specifically, 16.10% had undernutrition and 19.17% were overweight. Classification according to the bioelectrical impedance results of nutritional status was more sensitive than the WHO criteria: of the 55.45% of patients with malnutrition, 51.25% exhibited undernutrition and 4.20% were overweight. After applying the WHO criteria in the unpaired control group (n=234), we observed that 100.00% of the subjects were eutrophic; however, 23.34% of the controls were malnourished according to impedance analysis. The phase angle was significantly lower in the hospitalized group than in the control group (P<0.05). Therefore, this study suggests that a protocol to obtain patients’ weight and height must be followed, and bioimpedance data must be examined upon hospital admission of all children.

Nonlinear Monetary Policy Rules: Some New Evidence for the U.S.

This paper derives optimal monetary policy rules in setups where certainty equivalence does not hold because either central bank preferences are not quadratic, and/or the aggregate supply relation is nonlinear. Analytical results show that these features lead to sign and size asymmetries, and nonlinearities in the policy rule. Reduced-form estimates indicate that US monetary policy can be characterized by a nonlinear policy rule after 1983, but not before 1979. This finding is consistent with the view that the Fed's inflation preferences during the Volcker-Greenspan regime differ considerably from the ones during the Burns-Miller regime.

Estimating Nonlinear DSGE Models by the Simulated Method of Moments

This paper studies the application of the simulated method of moments (SMM) for the estimation of nonlinear dynamic stochastic general equilibrium (DSGE) models. Monte Carlo analysis is employed to examine the small-sample properties of SMM in specifications with different curvature. Results show that SMM is computationally efficient and delivers accurate estimates, even when the simulated series are relatively short. However, asymptotic standard errors tend to overstate the actual variability of the estimates and, consequently, statistical inference is conservative. A simple strategy to incorporate priors in a method of moments context is proposed. An empirical application to the macroeconomic effects of rare events indicates that negatively skewed productivity shocks induce agents to accumulate additional capital and can endogenously generate asymmetric business cycles.

Essays on numerically efficient inference in nonlinear and non-Gaussian state space models, and commodity market analysis.

The first two articles build procedures to simulate vector of univariate states and estimate parameters in nonlinear and non Gaussian state space models. We propose state space speci fications that offer more flexibility in modeling dynamic relationship with latent variables. Our procedures are extension of the HESSIAN method of McCausland[2012]. Thus, they use approximation of the posterior density of the vector of states that allow to : simulate directly from the state vector posterior distribution, to simulate the states vector in one bloc and jointly with the vector of parameters, and to not allow data augmentation. These properties allow to build posterior simulators with very high relative numerical efficiency. Generic, they open a new path in nonlinear and non Gaussian state space analysis with limited contribution of the modeler. The third article is an essay in commodity market analysis. Private firms coexist with farmers' cooperatives in commodity markets in subsaharan african countries. The private firms have the biggest market share while some theoretical models predict they disappearance once confronted to farmers cooperatives. Elsewhere, some empirical studies and observations link cooperative incidence in a region with interpersonal trust, and thus to farmers trust toward cooperatives. We propose a model that sustain these empirical facts. A model where the cooperative reputation is a leading factor determining the market equilibrium of a price competition between a cooperative and a private firm

Use of cellular impedance to characterize ligand functional selectivity at G protein-coupled receptors

Les récepteurs couplés aux protéines G (RCPGs) représentent la plus grande famille de cibles thérapeutiques pour le traitement d’une panoplie de pathologies humaines. Bien que plusieurs décennies de recherche aient permis de façonner nos connaissances sur ces protéines membranaires, notre compréhension des déterminants moléculaires de leur activité signalétique reste encore limitée. De ces domaines de recherche, une avancée récente a mis à jour un nouveau phénomène, appelé sélectivité fonctionnelle des ligands, qui a bouleversé les paradigmes décrivant leu fonctionnement de ces récepteurs. Ce concept émane d’observations montrant que l’activité pharmacologique de certains ligands n’est pas nécessairement conservée sur tout le répertoire signalétiques connu du récepteur et peu se restreindre à l'activation sélective d’un sous-groupe de voies de signalisation.Ce nouveau modèle pharmacologique de l'activation des RCPG ouvre de nouvelles possibilités pour la découverte de médicaments plus efficace et sûr, ciblant les RCPGs. En effet, il permet la conception de molécules modulant spécifiquement les voies signalétiques d’intérêt thérapeutique, sans engager les autres voies qui pourraient mener à des effets secondaires indésirables ou de la tolérance. Cette thèse décrit l'utilisation d'une nouvelle approche sans marquage, basée sur la mesure du changement l'impédance cellulaire. Par la mesure des changements cellulaires, comme la morphologie, l’adhésion et/ou la redistribution des macromolécules, cette approche permet de mesurer de façon simultanée l'activité de plusieurs voies de signalisation impliqués dans ces réponses. Utilisant le récepteur β2-adrénergique (β2AR) comme modèle, nous avons démontré que les variations dans l’impédance cellulaire étaient directement liées à l’activation de multiples voies de signalisation suite à la stimulation du récepteur par son ligand. L’agoniste type du β2AR, l’isoprotérénol, s’est avéré induire une réponse d’impédance dose-dépendante constituée, dans le temps, de plusieurs caractéristiques distinctes pouvant être bloquées de façon compétitive par l’antagoniste ICI118,551 Par l’utilisation d’inhibiteurs sélectifs, nous avons été en mesure de déterminer la contribution de plusieurs voies signalétiques canoniques, comme les voies dépendantes de Gs et Gi, la production d’AMPc et l’activation de ERK1/2, sur ces changements. De plus, la dissection de la réponse d’impédance a permis d’identifier une nouvelle voie de mobilisation du Ca2+ contribuant à la réponse globale des changements initiés par la stimulation du β2AR. Dans une autre étude, nous avons rapporté que la réponse calcique induite par le β2AR serait attribuable à une transactivation Gs-dépendant du récepteur purinergique P2Y11, lui-même couplé à la protéine Gq. La mesure d’impédance permettant de distinguer et de décrire une pléiade d’activités signalétiques, nous avons émis l’hypothèse que des ligands arborant des profils signalétiques différents généreraient des réponses d’impédance distinctes. Le criblage d’une librairie de ligands spécifiques au β2AR a révélé une grande variété de signatures d’impédance. Grâce au développement d’une approche computationnelle innovatrice, nous avons été en mesure de regrouper ces signatures en cinq classes de composés, un regroupement qui s’est avéré hautement corrélé avec le profil signalétique des différents ligands. Nous avons ensuite combiné le criblage de composés par impédance avec l’utilisation d’inhibiteurs sélectifs de voies signalétiques afin d’augmenter la résolution du regroupement. En évaluant l’impact d’une voie signalétique donnée sur la signature d’impédance, nous avons été en mesure de révéler une plus grande variété de textures parmi les ligands. De plus, cette méthode s’est avérée efficace pour prédire le profil signalétique d’une librairie de composés non caractérisés, ciblant le β2AR. Ces travaux ont mené à l’élaboration d’une méthode permettant d’exprimer visuellement la sélectivité fonctionnelle de ligands et ont révélé de nouvelles classes de composés pour ce récepteur. Ces nouvelles classes de composés ont ensuite été testées sur des cardiomyocytes humains, confirmant que les composés regroupés dans différentes classes produisent des effets distincts sur la contractilité de ces cellules. Globalement, ces travaux démontrent la pertinence de l’utilisation de l’impédance cellulaire pour une évaluation précise des différences fonctionnelles parmi les composés ciblant les RCPGs. En fournissant une représentation pluridimensionnelle de la signalisation émanant des RCPGs à l’aide d’un seul essai ne requérant pas de marquage, les signatures d’impédance représentent une stratégie simple et innovante pour l’évaluation de la fonctionnalité sélective des ligands. Cette méthode pourrait être d’une grande utilité dans le processus de découverte de nouveaux médicaments.

STUDIES ON THE STRESS FLUCTUATIONS IN SHEARED STOKESIAN SUSPENSIONS USING CHAOS THEORY AND NONLINEAR DYNAMICS

The thesis report results obtained from a detailed analysis of the fluctuations of the rheological parameters viz. shear and normal stresses, simulated by means of the Stokesian Dynamics method, of a macroscopically homogeneous sheared suspension of neutrally buoyant non-Brownian suspension of identical spheres in the Couette gap between two parallel walls in the limit of vanishingly small Reynolds numbers using the tools of non-linear dynamics and chaos theory for a range of particle concentration and Couette gaps. The thesis used the tools of nonlinear dynamics and chaos theory viz. average mutual information, space-time separation plots, visual recurrence analysis, principal component analysis, false nearest-neighbor technique, correlation integrals, computation of Lyapunov exponents for a range of area fraction of particles and for different Couette gaps. The thesis observed that one stress component can be predicted using another stress component at the same area fraction. This implies a type of synchronization of one stress component with another stress component. This finding suggests us to further analysis of the synchronization of stress components with another stress component at the same or different area fraction of particles. The different model equations of stress components for different area fraction of particles hints at the possible existence a general formula for stress fluctuations with area fraction of particle as a parameter

Plasma Polymerised Organic Thin Films-A Study on the Structural, Electrical and Nonlinear Optical Properties for Possible Applications

This proposed thesis is entitled “Plasma Polymerised Organic Thin Films: A study on the Structural, Electrical, and Nonlinear Optical Properties for Possible Applications. Polymers and polymer based materials find enormous applications in the realm of electronics and optoelectronics. They are employed as both active and passive components in making various devices. Enormous research activities are going on in this area for the last three decades or so, and many useful contributions are made quite accidentally. Conducting polymers is such a discovery, and eversince the discovery of conducting polyacetylene, a new branch of science itself has emerged in the form of synthetic metals. Conducting polymers are useful materials for many applications like polymer displays, high density data storage, polymer FETs, polymer LEDs, photo voltaic devices and electrochemical cells. With the emergence of molecular electronics and its potential in finding useful applications, organic thin films are receiving an unusual attention by scientists and engineers alike. This is evident from the vast literature pertaining to this field appearing in various journals. Recently, computer aided design of organic molecules have added further impetus to the ongoing research activities in this area. Polymers, especially, conducting polymers can be prepared both in the bulk and in the thinfilm form. However, many applications necessitate that they are grown in the thin film form either as free standing or on appropriate substrates. As far as their bulk counterparts are concerned, they can be prepared by various polymerisation techniques such as chemical routes and electrochemical means. A survey of the literature reveals that polymers like polyaniline, polypyrrole, polythiophene, have been investigated with a view to studying their structural electrical and optical properties. Among the various alternate techniques employed for the preparation of polymer thin films, the method of plasma polymerisation needs special attention in this context. The technique of plasma polymerisation is an inexpensive method and often requires very less infra structure. This method includes the employment of ac, rf, dc, microwave and pulsed sources. They produce pinhole free homogeneous films on appropriate substrates under controlled conditions. In conventional plasma polymerisation set up, the monomer is fed into an evacuated chamber and an ac/rf/dc/ w/pulsed discharge is created which enables the monomer species to dissociate, leading to the formation of polymer thin films. However, it has been found that the structure and hence the properties exhibited by plasma polymerized thin films are quite different from that of their counterparts produced by other thin film preparation techniques such as electrochemical deposition or spin coating. The properties of these thin films can be tuned only if the interrelationship between the structure and other properties are understood from a fundamental point of view. So very often, a through evaluation of the various properties is a pre-requisite for tailoring the properties of the thin films for applications. It has been found that conjugation is a necessary condition for enhancing the conductivity of polymer thin films. RF technique of plasma polymerisation is an excellent tool to induce conjugation and this modifies the electrical properties too. Both oxidative and reductive doping can be employed to modify the electrical properties of the polymer thin films for various applications. This is where organic thin films based on polymers scored over inorganic thin films, where in large area devices can be fabricated with organic semiconductors which is difficult to achieve by inorganic materials. For such applications, a variety of polymers have been synthesized such as polyaniline, polythiophene, polypyrrole etc. There are newer polymers added to this family every now and then. There are many virgin areas where plasma polymers are yet to make a foray namely low-k dielectrics or as potential nonlinear optical materials such as optical limiters. There are also many materials which are not been prepared by the method of plasma polymerisation. Some of the materials which are not been dealt with are phenyl hydrazine and tea tree oil. The advantage of employing organic extracts like tea tree oil monomers as precursors for making plasma polymers is that there can be value addition to the already existing uses and possibility exists in converting them to electronic grade materials, especially semiconductors and optically active materials for photonic applications. One of the major motivations of this study is to synthesize plasma polymer thin films based on aniline, phenyl hydrazine, pyrrole, tea tree oil and eucalyptus oil by employing both rf and ac plasma polymerisation techniques. This will be carried out with the objective of growing thin films on various substrates such as glass, quartz and indium tin oxide (ITO) coated glass. There are various properties namely structural, electrical, dielectric permittivity, nonlinear optical properties which are to be evaluated to establish the relationship with the structure and the other properties. Special emphasis will be laid in evaluating the optical parameters like refractive index (n), extinction coefficient (k), the real and imaginary components of dielectric constant and the optical transition energies of the polymer thin films from the spectroscopic ellipsometric studies. Apart from evaluating these physical constants, it is also possible to predict whether a material exhibit nonlinear optical properties by ellipsometric investigations. So further studies using open aperture z-scan technique in order to evaluate the nonlinear optical properties of a few selected samples which are potential nonlinear optical materials is another objective of the present study. It will be another endeavour to offer an appropriate explanation for the nonlinear optical properties displayed by these films. Doping of plasma polymers is found to modify both the electrical conductivity and optical properties. Iodine is found to modify the properties of the polymer thin films. However insitu iodine doping is tricky and the film often looses its stability because of the escape of iodine. An appropriate insitu technique of doping will be developed to dope iodine in to the plasma polymerized thin films. Doping of polymer thin films with iodine results in improved and modified optical and electrical properties. However it requires tools like FTIR and UV-Vis-NIR spectroscopy to elucidate the structural and optical modifications imparted to the polymer films. This will be attempted here to establish the role of iodine in the modification of the properties exhibited by the films

Nonlinear Dynamics of Semiconductor LasersControl and Synchronization of Chaos:

Nonlinear dynamics of laser systems has become an interesting area of research in recent times. Lasers are good examples of nonlinear dissipative systems showing many kinds of nonlinear phenomena such as chaos, multistability and quasiperiodicity. The study of these phenomena in lasers has fundamental scientific importance since the investigations on these effects reveal many interesting features of nonlinear effects in practical systems. Further, the understanding of the instabilities in lasers is helpful in detecting and controlling such effects. Chaos is one of the most interesting phenomena shown by nonlinear deterministic systems. It is found that, like many nonlinear dissipative systems, lasers also show chaos for certain ranges of parameters. Many investigations on laser chaos have been done in the last two decades. The earlier studies in this field were concentrated on the dynamical aspects of laser chaos. However, recent developments in this area mainly belong to the control and synchronization of chaos. A number of attempts have been reported in controlling or suppressing chaos in lasers since lasers are the practical systems aimed to operated in stable or periodic mode. On the other hand, laser chaos has been found to be applicable in high speed secure communication based on synchronization of chaos. Thus, chaos in laser systems has technological importance also. Semiconductor lasers are most applicable in the fields of optical communications among various kinds of laser due to many reasons such as their compactness, reliability modest cost and the opportunity of direct current modulation. They show chaos and other instabilities under various physical conditions such as direct modulation and optical or optoelectronic feedback. It is desirable for semiconductor lasers to have stable and regular operation. Thus, the understanding of chaos and other instabilities in semiconductor lasers and their xi control is highly important in photonics. We address the problem of controlling chaos produced by direct modulation of laser diodes. We consider the delay feedback control methods for this purpose and study their performance using numerical simulation. Besides the control of chaos, control of other nonlinear effects such as quasiperiodicity and bistability using delay feedback methods are also investigated. A number of secure communication schemes based on synchronization of chaos semiconductor lasers have been successfully demonstrated theoretically and experimentally. The current investigations in these field include the study of practical issues on the implementations of such encryption schemes. We theoretically study the issues such as channel delay, phase mismatch and frequency detuning on the synchronization of chaos in directly modulated laser diodes. It would be helpful for designing and implementing chaotic encryption schemes using synchronization of chaos in modulated semiconductor laser

Ultrasonic measurement of the elastic constants of selected nonlinear optical /semiorganic crystals with orthorhombic symmetry

Ultrasonic is a good tool to investigate the elastic properties of crystals. It enables one to determine all the elastic constants, Poisson’s ratios, volume compressibility and bulk modulus of crystals from velocity measurements. It also enables one to demonstrate the anisotropy of elastic properties by plotting sections of the surfaces of phase velocity, slowness, group velocity, Young’s modulus and linear compressibility along the a-b, b-c and a-c planes. They also help one to understand more about phonon amplification and help to interpret various phenomena associated with ultrasonic wave propagation, thermal conductivity, phonon transport etc. Study of nonlinear optical crystals is very important from an application point of view. Hundreds of new NLO materials are synthesized to meet the requirements for various applications. Inorganic, organic and organometallic or semiorganic classes of compounds have been studied for several reasons. Semiorganic compounds have some advantages over their inorganic and inorganic counterparts with regard to their mechanical properties. High damage resistance, high melting point, good transparency and non-hygroscopy are some of the basic requirements for a material to be suitable for device fabrication. New NLO materials are being synthesized and investigation of the mechanical and elastic properties of these crystals is very important to test the suitability of these materials for technological applications