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

Étude des artefacts en tomodensitométrie par simulation Monte Carlo

En radiothérapie, la tomodensitométrie (CT) fournit l’information anatomique du patient utile au calcul de dose durant la planification de traitement. Afin de considérer la composition hétérogène des tissus, des techniques de calcul telles que la méthode Monte Carlo sont nécessaires pour calculer la dose de manière exacte. L’importation des images CT dans un tel calcul exige que chaque voxel exprimé en unité Hounsfield (HU) soit converti en une valeur physique telle que la densité électronique (ED). Cette conversion est habituellement effectuée à l’aide d’une courbe d’étalonnage HU-ED. Une anomalie ou artefact qui apparaît dans une image CT avant l’étalonnage est susceptible d’assigner un mauvais tissu à un voxel. Ces erreurs peuvent causer une perte cruciale de fiabilité du calcul de dose. Ce travail vise à attribuer une valeur exacte aux voxels d’images CT afin d’assurer la fiabilité des calculs de dose durant la planification de traitement en radiothérapie. Pour y parvenir, une étude est réalisée sur les artefacts qui sont reproduits par simulation Monte Carlo. Pour réduire le temps de calcul, les simulations sont parallélisées et transposées sur un superordinateur. Une étude de sensibilité des nombres HU en présence d’artefacts est ensuite réalisée par une analyse statistique des histogrammes. À l’origine de nombreux artefacts, le durcissement de faisceau est étudié davantage. Une revue sur l’état de l’art en matière de correction du durcissement de faisceau est présentée suivi d’une démonstration explicite d’une correction empirique.

Simulation de la nage anguilliforme

Ce document traite premièrement des diverses tentatives de modélisation et de simulation de la nage anguilliforme puis élabore une nouvelle technique, basée sur la méthode de la frontière immergée généralisée et la théorie des poutres de Reissner-Simo. Cette dernière, comme les équations des fluides polaires, est dérivée de la mécanique des milieux continus puis les équations obtenues sont discrétisées afin de les amener à une résolution numérique. Pour la première fois, la théorie des schémas de Runge-Kutta additifs est combinée à celle des schémas de Runge-Kutta-Munthe-Kaas pour engendrer une méthode d’ordre de convergence formel arbitraire. De plus, les opérations d’interpolation et d’étalement sont traitées d’un nouveau point de vue qui suggère l’usage des splines interpolatoires nodales en lieu et place des fonctions d’étalement traditionnelles. Enfin, de nombreuses vérifications numériques sont faites avant de considérer les simulations de la nage.

Limited sampling strategies for estimation of cyclosporine exposure in pediatric hematopoietic stem cell transplant recipients : methodological improvement and introduction of sampling time deviation analysis.

Le suivi thérapeutique est recommandé pour l’ajustement de la dose des agents immunosuppresseurs. La pertinence de l’utilisation de la surface sous la courbe (SSC) comme biomarqueur dans l’exercice du suivi thérapeutique de la cyclosporine (CsA) dans la transplantation des cellules souches hématopoïétiques est soutenue par un nombre croissant d’études. Cependant, pour des raisons intrinsèques à la méthode de calcul de la SSC, son utilisation en milieu clinique n’est pas pratique. Les stratégies d’échantillonnage limitées, basées sur des approches de régression (R-LSS) ou des approches Bayésiennes (B-LSS), représentent des alternatives pratiques pour une estimation satisfaisante de la SSC. Cependant, pour une application efficace de ces méthodologies, leur conception doit accommoder la réalité clinique, notamment en requérant un nombre minimal de concentrations échelonnées sur une courte durée d’échantillonnage. De plus, une attention particulière devrait être accordée à assurer leur développement et validation adéquates. Il est aussi important de mentionner que l’irrégularité dans le temps de la collecte des échantillons sanguins peut avoir un impact non-négligeable sur la performance prédictive des R-LSS. Or, à ce jour, cet impact n’a fait l’objet d’aucune étude. Cette thèse de doctorat se penche sur ces problématiques afin de permettre une estimation précise et pratique de la SSC. Ces études ont été effectuées dans le cadre de l’utilisation de la CsA chez des patients pédiatriques ayant subi une greffe de cellules souches hématopoïétiques. D’abord, des approches de régression multiple ainsi que d’analyse pharmacocinétique de population (Pop-PK) ont été utilisées de façon constructive afin de développer et de valider adéquatement des LSS. Ensuite, plusieurs modèles Pop-PK ont été évalués, tout en gardant à l’esprit leur utilisation prévue dans le contexte de l’estimation de la SSC. Aussi, la performance des B-LSS ciblant différentes versions de SSC a également été étudiée. Enfin, l’impact des écarts entre les temps d’échantillonnage sanguins réels et les temps nominaux planifiés, sur la performance de prédiction des R-LSS a été quantifié en utilisant une approche de simulation qui considère des scénarios diversifiés et réalistes représentant des erreurs potentielles dans la cédule des échantillons sanguins. Ainsi, cette étude a d’abord conduit au développement de R-LSS et B-LSS ayant une performance clinique satisfaisante, et qui sont pratiques puisqu’elles impliquent 4 points d’échantillonnage ou moins obtenus dans les 4 heures post-dose. Une fois l’analyse Pop-PK effectuée, un modèle structural à deux compartiments avec un temps de délai a été retenu. Cependant, le modèle final - notamment avec covariables - n’a pas amélioré la performance des B-LSS comparativement aux modèles structuraux (sans covariables). En outre, nous avons démontré que les B-LSS exhibent une meilleure performance pour la SSC dérivée des concentrations simulées qui excluent les erreurs résiduelles, que nous avons nommée « underlying AUC », comparée à la SSC observée qui est directement calculée à partir des concentrations mesurées. Enfin, nos résultats ont prouvé que l’irrégularité des temps de la collecte des échantillons sanguins a un impact important sur la performance prédictive des R-LSS; cet impact est en fonction du nombre des échantillons requis, mais encore davantage en fonction de la durée du processus d’échantillonnage impliqué. Nous avons aussi mis en évidence que les erreurs d’échantillonnage commises aux moments où la concentration change rapidement sont celles qui affectent le plus le pouvoir prédictif des R-LSS. Plus intéressant, nous avons mis en exergue que même si différentes R-LSS peuvent avoir des performances similaires lorsque basées sur des temps nominaux, leurs tolérances aux erreurs des temps d’échantillonnage peuvent largement différer. En fait, une considération adéquate de l'impact de ces erreurs peut conduire à une sélection et une utilisation plus fiables des R-LSS. Par une investigation approfondie de différents aspects sous-jacents aux stratégies d’échantillonnages limités, cette thèse a pu fournir des améliorations méthodologiques notables, et proposer de nouvelles voies pour assurer leur utilisation de façon fiable et informée, tout en favorisant leur adéquation à la pratique clinique.

Spectrum simulation of rough and nanostructured targets from their 2D and 3D image by Monte Carlo methods

Corteo is a program that implements Monte Carlo (MC) method to simulate ion beam analysis (IBA) spectra of several techniques by following the ions trajectory until a sufficiently large fraction of them reach the detector to generate a spectrum. Hence, it fully accounts for effects such as multiple scattering (MS). Here, a version of Corteo is presented where the target can be a 2D or 3D image. This image can be derived from micrographs where the different compounds are identified, therefore bringing extra information into the solution of an IBA spectrum, and potentially significantly constraining the solution. The image intrinsically includes many details such as the actual surface or interfacial roughness, or actual nanostructures shape and distribution. This can for example lead to the unambiguous identification of structures stoichiometry in a layer, or at least to better constraints on their composition. Because MC computes in details the trajectory of the ions, it simulates accurately many of its aspects such as ions coming back into the target after leaving it (re-entry), as well as going through a variety of nanostructures shapes and orientations. We show how, for example, as the ions angle of incidence becomes shallower than the inclination distribution of a rough surface, this process tends to make the effective roughness smaller in a comparable 1D simulation (i.e. narrower thickness distribution in a comparable slab simulation). Also, in ordered nanostructures, target re-entry can lead to replications of a peak in a spectrum. In addition, bitmap description of the target can be used to simulate depth profiles such as those resulting from ion implantation, diffusion, and intermixing. Other improvements to Corteo include the possibility to interpolate the cross-section in angle-energy tables, and the generation of energy-depth maps.

Analysis and Design of an Adaptive Polynomial Predistorter with the Loop Delay Estimator

Most adaptive linearization circuits for the nonlinear amplifier have a feedback loop that returns the output signal oj'tne eunplifier to the lineurizer. The loop delay of the linearizer most be controlled precisely so that the convergence of the linearizer should be assured lot this Letter a delay control circuit is presented. It is a delay lock loop (ULL) with it modified early-lute gate and can he easily applied to a DSP implementation. The proposed DLL circuit is applied to an adaptive linearizer with the use of a polynomial predistorter, and the simulalion for a 16-QAM signal is performed. The simulation results show that the proposed DLL eliminates the delay between the reference input signal and the delayed feedback signal of the linearizing circuit perfectly, so that the predistorter polynomial coefficients converge into the optimum value and a high degree of linearization is achieved

DEVELOPMENT AND ANALYSIS OF DUAL FREQUENCY MICROSTRIP ANTENNAS

Department of Elecctronics, Cochin University of Science and Technology

Development and Analysis of Microstrip Antennas For Dual Band Microwave Communication

The thesis explores the outcome of the exhaustive theoretical and experimental investigations performed on Octagonal Microstrip Antenna configurations. Development of the MATLAB TM backed 3D-Conformal Finite Difference Time Domain (CFDTD)Modeller for the numerical computation of the radiation characteristics of the antenna is the theme of the work. The predicted results are verified experimentally and by IE3D TM simulation. The influence of the patch dimensions,feed configurations,feed dimensions and feed positions upon the radiation performance of the antenna is studied in detail. Octagonal Microstrip Antenna configurations suitable for Mobile-Bluetooth application is dealt in detail. A simple design formula for the regular Octagonal geometry is also presented. A compact planar multi band antenna for GPS/DCS/2.4/5.8GHz WLAN application is included as appendix A. Planar near field measurement technique is explained in appendix B.

Development and Analysis of a Novel Isosceles Trapezoidal Dielectric Resonator Antenna For Wireless Communication

This thesis describes the development and analysis of an Isosceles Trapezoidal Dielectric Resonator Antenna (ITDRA) by realizing different DR orientations with suitable feed configurations enabling it to be used as multiband, dual band dual polarized and wideband applications. The motivation for this work has been inspired by the need for compact, high efficient, low cost antenna suitable for multi band application, dual band dual polarized operation and broadband operation with the possibility of using with MICs, and to ensure less expensive, more efficient and quality wireless communication systems. To satisfy these challenging demands a novel shaped Dielectric Resonator (DR) is fabricated and investigated for the possibility of above required properties by trying out different orientations of the DR on a simple microstrip feed and with slotted ground plane as well. The thesis initially discusses and evaluates recent and past developments taken place within the microwave industry on this topic through a concise review of literature. Then the theoretical aspects of DRA and different feeding techniques are described. Following this, fabrication and characterization of DRA is explained. To achieve the desired requirements as above both simulations and experimental measurements were undertaken. A 3-D finite element method (FEM) electromagnetic simulation tool, HFSSTM by Agilent, is used to determine the optimum geometry of the dielectric resonator. It was found to be useful in producing approximate results although it had some limitations. A numerical analysis technique, finite difference time domain (FDTD) is used for validating the results of wide band design at the end. MATLAB is used for modeling the ITDR and implementing FDTD analysis. In conclusion this work offers a new, efficient and relatively simple alternative for antennas to be used for multiple requirements in the wireless communication system.

Modeling and Analysis of Some Heavy Tailed Time Series

The thesis has covered various aspects of modeling and analysis of finite mean time series with symmetric stable distributed innovations. Time series analysis based on Box and Jenkins methods are the most popular approaches where the models are linear and errors are Gaussian. We highlighted the limitations of classical time series analysis tools and explored some generalized tools and organized the approach parallel to the classical set up. In the present thesis we mainly studied the estimation and prediction of signal plus noise model. Here we assumed the signal and noise follow some models with symmetric stable innovations.We start the thesis with some motivating examples and application areas of alpha stable time series models. Classical time series analysis and corresponding theories based on finite variance models are extensively discussed in second chapter. We also surveyed the existing theories and methods correspond to infinite variance models in the same chapter. We present a linear filtering method for computing the filter weights assigned to the observation for estimating unobserved signal under general noisy environment in third chapter. Here we consider both the signal and the noise as stationary processes with infinite variance innovations. We derived semi infinite, double infinite and asymmetric signal extraction filters based on minimum dispersion criteria. Finite length filters based on Kalman-Levy filters are developed and identified the pattern of the filter weights. Simulation studies show that the proposed methods are competent enough in signal extraction for processes with infinite variance.Parameter estimation of autoregressive signals observed in a symmetric stable noise environment is discussed in fourth chapter. Here we used higher order Yule-Walker type estimation using auto-covariation function and exemplify the methods by simulation and application to Sea surface temperature data. We increased the number of Yule-Walker equations and proposed a ordinary least square estimate to the autoregressive parameters. Singularity problem of the auto-covariation matrix is addressed and derived a modified version of the Generalized Yule-Walker method using singular value decomposition.In fifth chapter of the thesis we introduced partial covariation function as a tool for stable time series analysis where covariance or partial covariance is ill defined. Asymptotic results of the partial auto-covariation is studied and its application in model identification of stable auto-regressive models are discussed. We generalize the Durbin-Levinson algorithm to include infinite variance models in terms of partial auto-covariation function and introduce a new information criteria for consistent order estimation of stable autoregressive model.In chapter six we explore the application of the techniques discussed in the previous chapter in signal processing. Frequency estimation of sinusoidal signal observed in symmetric stable noisy environment is discussed in this context. Here we introduced a parametric spectrum analysis and frequency estimate using power transfer function. Estimate of the power transfer function is obtained using the modified generalized Yule-Walker approach. Another important problem in statistical signal processing is to identify the number of sinusoidal components in an observed signal. We used a modified version of the proposed information criteria for this purpose.

Studies Using Computer Simulation Models to Solve Problems Related to Logistics Terminals

This thesis deals with the use of simulation as a problem-solving tool to solve a few logistic system related problems. More specifically it relates to studies on transport terminals. Transport terminals are key elements in the supply chains of industrial systems. One of the problems related to use of simulation is that of the multiplicity of models needed to study different problems. There is a need for development of methodologies related to conceptual modelling which will help reduce the number of models needed. Three different logistic terminal systems Viz. a railway yard, container terminal of apart and airport terminal were selected as cases for this study. The standard methodology for simulation development consisting of system study and data collection, conceptual model design, detailed model design and development, model verification and validation, experimentation, and analysis of results, reporting of finding were carried out. We found that models could be classified into tightly pre-scheduled, moderately pre-scheduled and unscheduled systems. Three types simulation models( called TYPE 1, TYPE 2 and TYPE 3) of various terminal operations were developed in the simulation package Extend. All models were of the type discrete-event simulation. Simulation models were successfully used to help solve strategic, tactical and operational problems related to three important logistic terminals as set in our objectives. From the point of contribution to conceptual modelling we have demonstrated that clubbing problems into operational, tactical and strategic and matching them with tightly pre-scheduled, moderately pre-scheduled and unscheduled systems is a good workable approach which reduces the number of models needed to study different terminal related problems.

Modelling and Analysis of Recurrent Event Data with Multiple Causes

This thesis Entitled “modelling and analysis of recurrent event data with multiple causes.Survival data is a term used for describing data that measures the time to occurrence of an event.In survival studies, the time to occurrence of an event is generally referred to as lifetime.Recurrent event data are commonly encountered in longitudinal studies when individuals are followed to observe the repeated occurrences of certain events. In many practical situations, individuals under study are exposed to the failure due to more than one causes and the eventual failure can be attributed to exactly one of these causes.The proposed model was useful in real life situations to study the effect of covariates on recurrences of certain events due to different causes.In Chapter 3, an additive hazards model for gap time distributions of recurrent event data with multiple causes was introduced. The parameter estimation and asymptotic properties were discussed .In Chapter 4, a shared frailty model for the analysis of bivariate competing risks data was presented and the estimation procedures for shared gamma frailty model, without covariates and with covariates, using EM algorithm were discussed. In Chapter 6, two nonparametric estimators for bivariate survivor function of paired recurrent event data were developed. The asymptotic properties of the estimators were studied. The proposed estimators were applied to a real life data set. Simulation studies were carried out to find the efficiency of the proposed estimators.

Measurement and simulation of anisotropy in the Infrared and Raman spectra of beta-FeSi2 single crystals

In this paper we show that the orthorhombic phase of FeSi2 (stable at room temperature) displays a sizable anisotropy in the infrared spectra, with minor effects in the Raman data too. This fact is not trivial at all, since the crystal structure corresponds to a moderate distortion of the fluorite symmetry. Our analysis is carried out on small single crystals grown by flux transport, through polarization-resolved far-infrared reflectivity and Raman measurements. Their interpretation has been obtained by means of the simulated spectra with tight-binding molecular dynamics.

Numerical Simulation of Two-Part Underwater Towing System

The motion instability is an important issue that occurs during the operation of towed underwater vehicles (TUV), which considerably affects the accuracy of high precision acoustic instrumentations housed inside the same. Out of the various parameters responsible for this, the disturbances from the tow-ship are the most significant one. The present study focus on the motion dynamics of an underwater towing system with ship induced disturbances as the input. The study focus on an innovative system called two-part towing. The methodology involves numerical modeling of the tow system, which consists of modeling of the tow-cables and vehicles formulation. Previous study in this direction used a segmental approach for the modeling of the cable. Even though, the model was successful in predicting the heave response of the tow-body, instabilities were observed in the numerical solution. The present study devises a simple approach called lumped mass spring model (LMSM) for the cable formulation. In this work, the traditional LMSM has been modified in two ways. First, by implementing advanced time integration procedures and secondly, use of a modified beam model which uses only translational degrees of freedoms for solving beam equation. A number of time integration procedures, such as Euler, Houbolt, Newmark and HHT-α were implemented in the traditional LMSM and the strength and weakness of each scheme were numerically estimated. In most of the previous studies, hydrodynamic forces acting on the tow-system such as drag and lift etc. are approximated as analytical expression of velocities. This approach restricts these models to use simple cylindrical shaped towed bodies and may not be applicable modern tow systems which are diversed in shape and complexity. Hence, this particular study, hydrodynamic parameters such as drag and lift of the tow-system are estimated using CFD techniques. To achieve this, a RANS based CFD code has been developed. Further, a new convection interpolation scheme for CFD simulation, called BNCUS, which is blend of cell based and node based formulation, was proposed in the study and numerically tested. To account for the fact that simulation takes considerable time in solving fluid dynamic equations, a dedicated parallel computing setup has been developed. Two types of computational parallelisms are explored in the current study, viz; the model for shared memory processors and distributed memory processors. In the present study, shared memory model was used for structural dynamic analysis of towing system, distributed memory one was devised in solving fluid dynamic equations.

Ein Beitrag zur Modellierung und Simulation von elektromechanischen Systemen

Die in dieser Arbeit durchgeführten Untersuchungen zeigen, daß es möglich ist, komplexe thermische Systeme, unter Verwendung der thermisch-, elektrischen Analogien, mit PSpice zu simulieren. Im Mittelpunkt der Untersuchungen standen hierbei Strangkühlkörper zur Kühlung von elektronischen Bauelementen. Es konnte gezeigt werden,daß alle Wärmeübertragungsarten, (Wärmeleitung, Konvektion und Wärmestrahlung) in der Simulation berücksichtigt werden können. Für die Berechnung der Konvektion wurden verschiedene Methoden hergeleitet. Diese gelten zum einen für verschiedene Kühlkörpergeometrien, wie z.B. ebene Flächen und Kühlrippenzwischenräume, andererseits unterscheiden sie sich, je nachdem, ob freie oder erzwungene Konvektion betrachtet wird. Für die Wärmestrahlung zwischen den Kühlrippen wurden verschiedenen Berechnungsmethoden entwickelt. Für die Simulation mit PSpice wurde die Berechnung der Wärmestrahlung zwischen den Kühlrippen vereinfacht. Es konnte gezeigt werden, daß die Fehler, die durch die Vereinfachung entstehen, vernachlässigbar klein sind. Für das thermische Verhalten einer zu kühlenden Wärmequelle wurde ein allgemeines Modell entworfen. Zur Bestimmung der Modellparameter wurden verschiedene Meßverfahren entwickelt. Für eine im Fachgebiet Elektromechanik entwickelte Wärmequelle zum Test von Kühlvorrichtungen wurde mit Hilfe dieser Meßverfahren eine Parameterbestimmung durchgeführt. Die Erstellung des thermischen Modells eines Kühlkörpers für die Simulation in PSpice erfordert die Analyse der Kühlkörpergeometrie. Damit diese Analyse weitestgehend automatisiert werden kann, wurden verschiedene Algorithmen unter Matlab entwickelt. Es wurde ein Algorithmus entwickelt, der es ermöglicht, den Kühlkörper in Elementarzellen zu zerlegen, die für die Erstellung des Simulationsmodells benötigt werden. Desweiteren ist es für die Simulation notwendig zu wissen, welche der Elementarzellen am Rand des Kühlkörpers liegen, welche der Elementarzellen an einem Kühlrippenzwischenraum liegen und welche Kühlkörperkanten schräg verlaufen. Auch zur Lösung dieser Aufgaben wurden verschiedene Algorithmen entwickelt. Diese Algorithmen wurden zu einem Programm zusammengefaßt, das es gestattet, unterschiedliche Strangkühlkörper zu simulieren und die Simulationsergebnisse in Form der Temperaturverteilung auf der Montagefläche des Kühlkörpers grafisch darzustellen. Es können stationäre und transiente Simulationen durchgeführt werden. Desweiteren kann der thermische Widerstand des Kühlkörpers RthK als Funktion der Verlustleistung der Wärmequelle dargestellt werden. Zur Verifikation der Simulationsergebnisse wurden Temperaturmessungen an Kühlkörpern durchgeführt und mit den Simulationsergebnissen verglichen. Diese Vergleiche zeigen, daß die Abweichungen im Bereich der Streuung der Temperaturmessung liegen. Das hier entwickelte Verfahren zur thermischen Simulation von Strangkühlkörpern kann somit als gut bewertet werden.