Bridging large and small scales of water models using hybrid Molecular Dynamics/Fluctuating Hydrodynamics framework

This thesis presents a two-dimensional water model investigation and development of a multiscale method for the modelling of large systems, such as virus in water or peptide immersed in the solvent. We have implemented a two-dimensional ‘Mercedes Benz’ (MB) or BN2D water model using Molecular Dynamics. We have studied its dynamical and structural properties dependence on the model’s parameters. For the first time we derived formulas to calculate thermodynamic properties of the MB model in the microcanonical (NVE) ensemble. We also derived equations of motion in the isothermal–isobaric (NPT) ensemble. We have analysed the rotational degree of freedom of the model in both ensembles. We have developed and implemented a self-consistent multiscale method, which is able to communicate micro- and macro- scales. This multiscale method assumes, that matter consists of the two phases. One phase is related to micro- and the other to macroscale. We simulate the macro scale using Landau Lifshitz-Fluctuating Hydrodynamics, while we describe the microscale using Molecular Dynamics. We have demonstrated that the communication between the disparate scales is possible without introduction of fictitious interface or approximations which reduce the accuracy of the information exchange between the scales. We have investigated control parameters, which were introduced to control the contribution of each phases to the matter behaviour. We have shown, that microscales inherit dynamical properties of the macroscales and vice versa, depending on the concentration of each phase. We have shown, that Radial Distribution Function is not altered and velocity autocorrelation functions are gradually transformed, from Molecular Dynamics to Fluctuating Hydrodynamics description, when phase balance is changed. In this work we test our multiscale method for the liquid argon, BN2D and SPC/E water models. For the SPC/E water model we investigate microscale fluctuations which are computed using advanced mapping technique of the small scales to the large scales, which was developed by Voulgarakisand et. al.

On the Coherence Between Probability and Possibility Measures

* This paper is supported by CICYT (Spain) under Project TIN 2005-08943-C02-01.

Distances between Predicates in By-Analogy Reasoning Systems

The purpose is to develop expert systems where by-analogy reasoning is used. Knowledge “closeness” problems are known to frequently emerge in such systems if knowledge is represented by different production rules. To determine a degree of closeness for production rules a distance between predicates is introduced. Different types of distances between two predicate value distribution functions are considered when predicates are “true”. Asymptotic features and interrelations of distances are studied. Predicate value distribution functions are found by empirical distribution functions, and a procedure is proposed for this purpose. An adequacy of obtained distribution functions is tested on the basis of the statistical 2 χ –criterion and a testing mechanism is discussed. A theorem, by which a simple procedure of measurement of Euclidean distances between distribution function parameters is substituted for a predicate closeness determination one, is proved for parametric distribution function families. The proposed distance measurement apparatus may be applied in expert systems when reasoning is created by analogy.

Individual variability analysis of fluorescence parameters measured in skin with different levels of nutritive blood flow

Fluorescence spectroscopy has recently become more common in clinical medicine. However, there are still many unresolved issues related to the methodology and implementation of instruments with this technology. In this study, we aimed to assess individual variability of fluorescence parameters of endogenous markers (NADH, FAD, etc.) measured by fluorescent spectroscopy (FS) in situ and to analyse the factors that lead to a significant scatter of results. Most studied fluorophores have an acceptable scatter of values (mostly up to 30%) for diagnostic purposes. Here we provide evidence that the level of blood volume in tissue impacts FS data with a significant inverse correlation. The distribution function of the fluorescence intensity and the fluorescent contrast coefficient values are a function of the normal distribution for most of the studied fluorophores and the redox ratio. The effects of various physiological (different content of skin melanin) and technical (characteristics of optical filters) factors on the measurement results were additionally studied.The data on the variability of the measurement results in FS should be considered when interpreting the diagnostic parameters, as well as when developing new algorithms for data processing and FS devices.

A Stochastic Approach for Investigation Ultrafast Phenomena in Semiconductors

2002 Mathematics Subject Classification: 65C05

Local-Median Method of Forecasting for Regression Time Series under Outliers

2002 Mathematics Subject Classification: 62M20, 62-07, 62J05, 62P20.

Tail Inference for a Law in a Max-Semistable Domain of Attraction

2000 Mathematics Subject Classification: 62G32, 62G05.

On a Second Order Condition for Max-Semistable Laws

2000 Mathematics Subject Classification: 62G32, 62G20.

Functional Transfer Theorems for Maxima of Stationary Processes

2000 Mathematics Subject Classification: 60G70, 60F12, 60G10.

A Modified Model of Risk Business

2000 Mathematics Subject Classification: 60K10, 62P05

On Estimation and Testing for Pareto Tails

2010 Mathematics Subject Classification: 62F10, 62F12.

Using extreme value theory to value stock market returns

Extreme stock price movements are of great concern to both investors and the entire economy. For investors, a single negative return, or a combination of several smaller returns, can possible wipe out so much capital that the firm or portfolio becomes illiquid or insolvent. If enough investors experience this loss, it could shock the entire economy. An example of such a case is the stock market crash of 1987. Furthermore, there has been a lot of recent interest regarding the increasing volatility of stock prices. ^ This study presents an analysis of extreme stock price movements. The data utilized was the daily returns for the Standard and Poor's 500 index from January 3, 1978 to May 31, 2001. Research questions were analyzed using the statistical models provided by extreme value theory. One of the difficulties in examining stock price data is that there is no consensus regarding the correct shape of the distribution function generating the data. An advantage with extreme value theory is that no detailed knowledge of this distribution function is required to apply the asymptotic theory. We focus on the tail of the distribution. ^ Extreme value theory allows us to estimate a tail index, which we use to derive bounds on the returns for very low probabilities on an excess. Such information is useful in evaluating the volatility of stock prices. There are three possible limit laws for the maximum: Gumbel (thick-tailed), Fréchet (thin-tailed) or Weibull (no tail). Results indicated that extreme returns during the time period studied follow a Fréchet distribution. Thus, this study finds that extreme value analysis is a valuable tool for examining stock price movements and can be more efficient than the usual variance in measuring risk. ^

Experimental and Analytical Methodologies for Predicting Peak Loads on Building Envelopes and Roofing Systems

The performance of building envelopes and roofing systems significantly depends on accurate knowledge of wind loads and the response of envelope components under realistic wind conditions. Wind tunnel testing is a well-established practice to determine wind loads on structures. For small structures much larger model scales are needed than for large structures, to maintain modeling accuracy and minimize Reynolds number effects. In these circumstances the ability to obtain a large enough turbulence integral scale is usually compromised by the limited dimensions of the wind tunnel meaning that it is not possible to simulate the low frequency end of the turbulence spectrum. Such flows are called flows with Partial Turbulence Simulation. In this dissertation, the test procedure and scaling requirements for tests in partial turbulence simulation are discussed. A theoretical method is proposed for including the effects of low-frequency turbulences in the post-test analysis. In this theory the turbulence spectrum is divided into two distinct statistical processes, one at high frequencies which can be simulated in the wind tunnel, and one at low frequencies which can be treated in a quasi-steady manner. The joint probability of load resulting from the two processes is derived from which full-scale equivalent peak pressure coefficients can be obtained. The efficacy of the method is proved by comparing predicted data derived from tests on large-scale models of the Silsoe Cube and Texas-Tech University buildings in Wall of Wind facility at Florida International University with the available full-scale data. For multi-layer building envelopes such as rain-screen walls, roof pavers, and vented energy efficient walls not only peak wind loads but also their spatial gradients are important. Wind permeable roof claddings like roof pavers are not well dealt with in many existing building codes and standards. Large-scale experiments were carried out to investigate the wind loading on concrete pavers including wind blow-off tests and pressure measurements. Simplified guidelines were developed for design of loose-laid roof pavers against wind uplift. The guidelines are formatted so that use can be made of the existing information in codes and standards such as ASCE 7-10 on pressure coefficients on components and cladding.

Fluxo de fluído através de um meio poroso fractal desordenado. Análise das tensões de cisalhamento e efeito de escala na estimativa das forças viscosas

In this work we have investigated some aspects of the two-dimensional flow of a viscous Newtonian fluid through a disordered porous medium modeled by a random fractal system similar to the Sierpinski carpet. This fractal is formed by obstacles of various sizes, whose distribution function follows a power law. They are randomly disposed in a rectangular channel. The velocity field and other details of fluid dynamics are obtained by solving numerically of the Navier-Stokes and continuity equations at the pore level, where occurs actually the flow of fluids in porous media. The results of numerical simulations allowed us to analyze the distribution of shear stresses developed in the solid-fluid interfaces, and find algebraic relations between the viscous forces or of friction with the geometric parameters of the model, including its fractal dimension. Based on the numerical results, we proposed scaling relations involving the relevant parameters of the phenomenon, allowing quantifying the fractions of these forces with respect to size classes of obstacles. Finally, it was also possible to make inferences about the fluctuations in the form of the distribution of viscous stresses developed on the surface of obstacles.

A bidding strategy for minimizing the imbalances costs for renewable generators in Spanish power markets

The aim of this paper is to suggest a simple methodology to be used by renewable power generators to bid in Spanish markets in order to minimize the cost of their imbalances. As it is known, the optimal bid depends on the probability distribution function of the energy to produce, of the probability distribution function of the future system imbalance and of its expected cost. We assume simple methods for estimating any of these parameters and, using actual data of 2014, we test the potential economic benefit for a wind generator from using our optimal bid instead of just the expected power generation. We find evidence that Spanish wind generators savings would be from 7% to 26%.