Ergodicidade em cadeias de Markov não-homogêneas e cadeias de Markov com transições raras

The central objective of a study Non-Homogeneous Markov Chains is the concept of weak and strong ergodicity. A chain is weak ergodic if the dependence on the initial distribution vanishes with time, and it is strong ergodic if it is weak ergodic and converges in distribution. Most theoretical results on strong ergodicity assume some knowledge of the limit behavior of the stationary distributions. In this work, we collect some general results on weak and strong ergodicity for chains with space enumerable states, and also study the asymptotic behavior of the stationary distributions of a particular type of Markov Chains with finite state space, called Markov Chains with Rare Transitions

Techniques for Lagrangian modelling of dispersion in geophysical flows

Basic concepts and definitions relative to Lagrangian Particle Dispersion Models (LPDMs)for the description of turbulent dispersion are introduced. The study focusses on LPDMs that use as input, for the large scale motion, fields produced by Eulerian models, with the small scale motions described by Lagrangian Stochastic Models (LSMs). The data of two different dynamical model have been used: a Large Eddy Simulation (LES) and a General Circulation Model (GCM). After reviewing the small scale closure adopted by the Eulerian model, the development and implementation of appropriate LSMs is outlined. The basic requirement of every LPDM used in this work is its fullfillment of the Well Mixed Condition (WMC). For the dispersion description in the GCM domain, a stochastic model of Markov order 0, consistent with the eddy-viscosity closure of the dynamical model, is implemented. A LSM of Markov order 1, more suitable for shorter timescales, has been implemented for the description of the unresolved motion of the LES fields. Different assumptions on the small scale correlation time are made. Tests of the LSM on GCM fields suggest that the use of an interpolation algorithm able to maintain an analytical consistency between the diffusion coefficient and its derivative is mandatory if the model has to satisfy the WMC. Also a dynamical time step selection scheme based on the diffusion coefficient shape is introduced, and the criteria for the integration step selection are discussed. Absolute and relative dispersion experiments are made with various unresolved motion settings for the LSM on LES data, and the results are compared with laboratory data. The study shows that the unresolved turbulence parameterization has a negligible influence on the absolute dispersion, while it affects the contribution of the relative dispersion and meandering to absolute dispersion, as well as the Lagrangian correlation.

Stable isotope composition of atmospheric carbon monoxide : a modelling study

Stable isotope composition of atmospheric carbon monoxide: A modelling study.rnrnThis study aims at an improved understanding of the stable carbon and oxygen isotope composition of the carbon monoxide (CO) in the global atmosphere by means of numerical simulations. At first, a new kinetic chemistry tagging technique for the most complete parameterisation of isotope effects has been introduced into the Modular Earth Submodel System (MESSy) framework. Incorporated into the ECHAM/MESSy Atmospheric Chemistry (EMAC) general circulation model, an explicit treatment of the isotope effects on the global scale is now possible. The expanded model system has been applied to simulate the chemical system containing up to five isotopologues of all carbon- and oxygen-bearing species, which ultimately determine the δ13C, δ18O and Δ17O isotopic signatures of atmospheric CO. As model input, a new stable isotope-inclusive emission inventory for the relevant trace gases has been compiled. The uncertainties of the emission estimates and of the resulting simulated mixing and isotope ratios have been analysed. The simulated CO mixing and stable isotope ratios have been compared to in-situ measurements from ground-based observatories and from the civil-aircraft-mounted CARIBIC−1 measurement platform.rnrnThe systematically underestimated 13CO/12CO ratios of earlier, simplified modelling studies can now be partly explained. The EMAC simulations do not support the inferences of those studies, which suggest for CO a reduced input of the highly depleted in 13C methane oxidation source. In particular, a high average yield of 0.94 CO per reacted methane (CH4) molecule is simulated in the troposphere, to a large extent due to the competition between the deposition and convective transport processes affecting the CH4 to CO reaction chain intermediates. None of the other factors, assumed or disregarded in previous studies, however hypothesised to have the potential in enriching tropospheric CO in 13C, were found significant when explicitly simulated. The inaccurate surface emissions, likely underestimated over East Asia, are responsible for roughly half of the discrepancies between the simulated and observed 13CO in the northern hemisphere (NH), whereas the remote southern hemisphere (SH) compositions suggest an underestimated fractionation during the oxidation of CO by the hydroxyl radical (OH). A reanalysis of the kinetic isotope effect (KIE) in this reaction contrasts the conventional assumption of a mere pressure dependence, and instead suggests an additional temperature dependence of the 13C KIE, which is driven by changes in the partitioning of the reaction exit channels. This result is yet to be confirmed in the laboratory.rnrnApart from 13CO, for the first time the atmospheric distribution of the oxygen mass-independent fractionation (MIF) in CO, Δ17O, has been consistently simulated on the global scale with EMAC. The applicability of Δ17O(CO) observations to unravelling changes in the tropospheric CH4-CO-OH system has been scrutinised, as well as the implications of the ozone (O3) input to the CO isotope oxygen budget. The Δ17O(CO) is confirmed to be the principal signal for the CO photochemical age, thus providing a measure for the OH chiefly involved in the sink of CO. The highly mass-independently fractionated O3 oxygen is estimated to comprise around 2% of the overall tropospheric CO source, which has implications for the δ18O, but less likely for the Δ17O CO budgets. Finally, additional sensitivity simulations with EMAC corroborate the nearly equal net effects of the present-day CH4 and CO burdens in removing tropospheric OH, as well as the large turnover and stability of the abundance of the latter. The simulated CO isotopologues nonetheless hint at a likely insufficient OH regeneration in the NH high latitudes and the upper troposphere / lower stratosphere (UTLS).rn

Besnoitia besnoiti protein disulfide isomerase (BbPDI): molecular characterization, expression and in silico modelling

Besnoitia besnoiti is an apicomplexan parasite responsible for bovine besnoitiosis, a disease with a high prevalence in tropical and subtropical regions and re-emerging in Europe. Despite the great economical losses associated with besnoitiosis, this disease has been underestimated and poorly studied, and neither an effective therapy nor an efficacious vaccine is available. Protein disulfide isomerase (PDI) is an essential enzyme for the acquisition of the correct three-dimensional structure of proteins. Current evidence suggests that in Neosporacaninum and Toxoplasmagondii, which are closely related to B. besnoiti, PDI play an important role in host cell invasion, is a relevant target for the host immune response, and represents a promising drug target and/or vaccine candidate. In this work, we present the nucleotide sequence of the B. besnoiti PDI gene. BbPDI belongs to the thioredoxin-like superfamily (cluster 00388) and is included in the PDI_a family (cluster defined cd02961) and the PDI_a_PDI_a'_c subfamily (cd02995). A 3D theoretical model was built by comparative homology using Swiss-Model server, using as a template the crystallographic deduced model of Tapasin-ERp57 (PDB code 3F8U chain C). Analysis of the phylogenetic tree for PDI within the phylum apicomplexa reinforces the close relationship among B. besnoiti, N. caninum and T. gondii. When subjected to a PDI-assay based on the polymerisation of reduced insulin, recombinant BbPDI expressed in E. coli exhibited enzymatic activity, which was inhibited by bacitracin. Antiserum directed against recombinant BbPDI reacted with PDI in Western blots and by immunofluorescence with B. besnoiti tachyzoites and bradyzoites.

Computational and Experimental Modelling of Mooring Lines Dynamics for Offshore Floating Wind Turbines

El cálculo de cargas de aerogeneradores flotantes requiere herramientas de simulación en el dominio del tiempo que consideren todos los fenómenos que afectan al sistema, como la aerodinámica, la dinámica estructural, la hidrodinámica, las estrategias de control y la dinámica de las líneas de fondeo. Todos estos efectos están acoplados entre sí y se influyen mutuamente. Las herramientas integradas se utilizan para calcular las cargas extremas y de fatiga que son empleadas para dimensionar estructuralmente los diferentes componentes del aerogenerador. Por esta razón, un cálculo preciso de las cargas influye de manera importante en la optimización de los componentes y en el coste final del aerogenerador flotante. En particular, el sistema de fondeo tiene gran impacto en la dinámica global del sistema. Muchos códigos integrados para la simulación de aerogeneradores flotantes utilizan modelos simplificados que no consideran los efectos dinámicos de las líneas de fondeo. Una simulación precisa de las líneas de fondeo dentro de los modelos integrados puede resultar fundamental para obtener resultados fiables de la dinámica del sistema y de los niveles de cargas en los diferentes componentes. Sin embargo, el impacto que incluir la dinámica de los fondeos tiene en la simulación integrada y en las cargas todavía no ha sido cuantificada rigurosamente. El objetivo principal de esta investigación es el desarrollo de un modelo dinámico para la simulación de líneas de fondeo con precisión, validarlo con medidas en un tanque de ensayos e integrarlo en un código de simulación para aerogeneradores flotantes. Finalmente, esta herramienta, experimentalmente validada, es utilizada para cuantificar el impacto que un modelos dinámicos de líneas de fondeo tienen en la computación de las cargas de fatiga y extremas de aerogeneradores flotantes en comparación con un modelo cuasi-estático. Esta es una información muy útil para los futuros diseñadores a la hora de decidir qué modelo de líneas de fondeo es el adecuado, dependiendo del tipo de plataforma y de los resultados esperados. El código dinámico de líneas de fondeo desarrollado en esta investigación se basa en el método de los Elementos Finitos, utilizando en concreto un modelo ”Lumped Mass” para aumentar su eficiencia de computación. Los experimentos realizados para la validación del código se realizaron en el tanque del École Céntrale de Nantes (ECN), en Francia, y consistieron en sumergir una cadena con uno de sus extremos anclados en el fondo del tanque y excitar el extremo suspendido con movimientos armónicos de diferentes periodos. El código demostró su capacidad para predecir la tensión y los movimientos en diferentes posiciones a lo largo de la longitud de la línea con gran precisión. Los resultados indicaron la importancia de capturar la dinámica de las líneas de fondeo para la predicción de la tensión especialmente en movimientos de alta frecuencia. Finalmente, el código se utilizó en una exhaustiva evaluación del efecto que la dinámica de las líneas de fondeo tiene sobre las cargas extremas y de fatiga de diferentes conceptos de aerogeneradores flotantes. Las cargas se calcularon para tres tipologías de aerogenerador flotante (semisumergible, ”spar-buoy” y ”tension leg platform”) y se compararon con las cargas obtenidas utilizando un modelo cuasi-estático de líneas de fondeo. Se lanzaron y postprocesaron más de 20.000 casos de carga definidos por la norma IEC 61400-3 siguiendo todos los requerimientos que una entidad certificadora requeriría a un diseñador industrial de aerogeneradores flotantes. Los resultados mostraron que el impacto de la dinámica de las líneas de fondeo, tanto en las cargas de fatiga como en las extremas, se incrementa conforme se consideran elementos situados más cerca de la plataforma: las cargas en la pala y en el eje sólo son ligeramente modificadas por la dinámica de las líneas, las cargas en la base de la torre pueden cambiar significativamente dependiendo del tipo de plataforma y, finalmente, la tensión en las líneas de fondeo depende fuertemente de la dinámica de las líneas, tanto en fatiga como en extremas, en todos los conceptos de plataforma que se han evaluado. ABSTRACT The load calculation of floating offshore wind turbine requires time-domain simulation tools taking into account all the phenomena that affect the system such as aerodynamics, structural dynamics, hydrodynamics, control actions and the mooring lines dynamics. These effects present couplings and are mutually influenced. The results provided by integrated simulation tools are used to compute the fatigue and ultimate loads needed for the structural design of the different components of the wind turbine. For this reason, their accuracy has an important influence on the optimization of the components and the final cost of the floating wind turbine. In particular, the mooring system greatly affects the global dynamics of the floater. Many integrated codes for the simulation of floating wind turbines use simplified approaches that do not consider the mooring line dynamics. An accurate simulation of the mooring system within the integrated codes can be fundamental to obtain reliable results of the system dynamics and the loads. The impact of taking into account the mooring line dynamics in the integrated simulation still has not been thoroughly quantified. The main objective of this research consists on the development of an accurate dynamic model for the simulation of mooring lines, validate it against wave tank tests and then integrate it in a simulation code for floating wind turbines. This experimentally validated tool is finally used to quantify the impact that dynamic mooring models have on the computation of fatigue and ultimate loads of floating wind turbines in comparison with quasi-static tools. This information will be very useful for future designers to decide which mooring model is adequate depending on the platform type and the expected results. The dynamic mooring lines code developed in this research is based in the Finite Element Method and is oriented to the achievement of a computationally efficient code, selecting a Lumped Mass approach. The experimental tests performed for the validation of the code were carried out at the `Ecole Centrale de Nantes (ECN) wave tank in France, consisting of a chain submerged into a water basin, anchored at the bottom of the basin, where the suspension point of the chain was excited with harmonic motions of different periods. The code showed its ability to predict the tension and the motions at several positions along the length of the line with high accuracy. The results demonstrated the importance of capturing the evolution of the mooring dynamics for the prediction of the line tension, especially for the high frequency motions. Finally, the code was used for an extensive assessment of the effect of mooring dynamics on the computation of fatigue and ultimate loads for different floating wind turbines. The loads were computed for three platforms topologies (semisubmersible, spar-buoy and tension leg platform) and compared with the loads provided using a quasi-static mooring model. More than 20,000 load cases were launched and postprocessed following the IEC 61400-3 guideline and fulfilling the conditions that a certification entity would require to an offshore wind turbine designer. The results showed that the impact of mooring dynamics in both fatigue and ultimate loads increases as elements located closer to the platform are evaluated; the blade and the shaft loads are only slightly modified by the mooring dynamics in all the platform designs, the tower base loads can be significantly affected depending on the platform concept and the mooring lines tension strongly depends on the lines dynamics both in fatigue and extreme loads in all the platform concepts evaluated.

Functional recycling of C2 domains throughout evolution: A comparative study of synaptotagmin, protein kinase C and phospholipase C by sequence, structural and modelling approaches

The C2 domain is one of the most frequent and widely distributed calcium-binding motifs. Its structure comprises an eight-stranded beta-sandwich with two structural types as if the result of a circular permutation. Combining sequence, structural and modelling information, we have explored, at different levels of granularity, the functional characteristics of several families of C2 domains. At the coarsest level,the similarity correlates with key structural determinants of the C2 domain fold and, at the finest level, with the domain architecture of the proteins containing them, highlighting the functional diversity between the various subfamilies. The functional diversity appears as different conserved surface patches throughout this common fold. In some cases, these patches are related to substrate-binding sites whereas in others they correspond to interfaces of presumably permanent interaction between other domains within the same polypeptide chain. For those related to substrate-binding sites, the predictions overlap with biochemical data in addition to providing some novel observations. For those acting as protein-protein interfaces' our modelling analysis suggests that slight variations between families are a result of not only complementary adaptations in the interfaces involved but also different domain architecture. In the light of the sequence and structural genomic projects, the work presented here shows that modelling approaches along with careful sub-typing of protein families will be a powerful combination for a broader coverage in proteomics. (C) 2003 Elsevier Ltd. All rights reserved.

Subgeometric rates of convergence for a class of continuous-time Markov process

Let (Phi(t))(t is an element of R+) be a Harris ergodic continuous-time Markov process on a general state space, with invariant probability measure pi. We investigate the rates of convergence of the transition function P-t(x, (.)) to pi; specifically, we find conditions under which r(t) vertical bar vertical bar P-t (x, (.)) - pi vertical bar vertical bar -> 0 as t -> infinity, for suitable subgeometric rate functions r(t), where vertical bar vertical bar - vertical bar vertical bar denotes the usual total variation norm for a signed measure. We derive sufficient conditions for the convergence to hold, in terms of the existence of suitable points on which the first hitting time moments are bounded. In particular, for stochastically ordered Markov processes, explicit bounds on subgeometric rates of convergence are obtained. These results are illustrated in several examples.

Uniqueness criteria for continuous-time Markov chains with general transition structures

We derive necessary and sufficient conditions for the existence of bounded or summable solutions to systems of linear equations associated with Markov chains. This substantially extends a famous result of G. E. H. Reuter, which provides a convenient means of checking various uniqueness criteria for birth-death processes. Our result allows chains with much more general transition structures to be accommodated. One application is to give a new proof of an important result of M. F. Chen concerning upwardly skip-free processes. We then use our generalization of Reuter's lemma to prove new results for downwardly skip-free chains, such as the Markov branching process and several of its many generalizations. This permits us to establish uniqueness criteria for several models, including the general birth, death, and catastrophe process, extended branching processes, and asymptotic birth-death processes, the latter being neither upwardly skip-free nor downwardly skip-free.

Stochastic modelling of the invasion process of nematodes in fly larvae

Stochastic models based on Markov birth processes are constructed to describe the process of invasion of a fly larva by entomopathogenic nematodes. Various forms for the birth (invasion) rates are proposed. These models are then fitted to data sets describing the observed numbers of nematodes that have invaded a fly larval after a fixed period of time. Non-linear birthrates are required to achieve good fits to these data, with their precise form leading to different patterns of invasion being identified for three populations of nematodes considered. One of these (Nemasys) showed the greatest propensity for invasion. This form of modelling may be useful more generally for analysing data that show variation which is different from that expected from a binomial distribution.

Analysing time series structure with hidden Markov models

This paper consides the problem of extracting the relationships between two time series in a non-linear non-stationary environment with Hidden Markov Models (HMMs). We describe an algorithm which is capable of identifying associations between variables. The method is applied both to synthetic data and real data. We show that HMMs are capable of modelling the oil drilling process and that they outperform existing methods.

Modelling financial time series with switching state space models

The deficiencies of stationary models applied to financial time series are well documented. A special form of non-stationarity, where the underlying generator switches between (approximately) stationary regimes, seems particularly appropriate for financial markets. We use a dynamic switching (modelled by a hidden Markov model) combined with a linear dynamical system in a hybrid switching state space model (SSSM) and discuss the practical details of training such models with a variational EM algorithm due to [Ghahramani and Hilton,1998]. The performance of the SSSM is evaluated on several financial data sets and it is shown to improve on a number of existing benchmark methods.

Developing an enterprise simulator to support electronic supply chain for B2B electronic process

The application of any e-Solution promises significant returns. In particular, using internet technologies both within enterprises and across the supply (value) chain provides real opportunity, not only for operational improvement but also for innovative strategic positioning. However, significant questions obscure potential investment; how any value will actually be created and, importantly, how this value will be shared across the value chain is not clear. This paper will describe a programme of research that is developing an enterprise simulator that will provide a more fundamental understanding of the impact of e-Solutions across operational supply chains, in terms of both standard operational and financial measures of performance. An efficient supply chain reduces total costs of operations by sharing accurate real-time information and coordinating inter-organizational business processes. This form of electronic link between organizations is known as business-to-business (B2B) e-Business. The financial measures go beyond simple cost calculations to real bottom-line performance by modelling the financial transactions that business processes generate. The paper will show how this enterprise simulator allows for a complete supply chain to be modelled in this way across four key applications: control system design, virtual enterprises, pan-supply-chain performance metrics and supporting e-Supply-chain design methodology.

Molecular modelling assisted design and synthesis of cyclothialidine derivatives as DNA gyrase inhibitors

Since cyclothialidine was discovered as the most active DNA gyrase inhibitor in 1994, enormous efforts have been devoted to make it into a commercial medicine by a number of pharmaceutical companies and research groups worldwide. However, no serious breakthrough has been made up to now. An essential problem involved with cyclothialidine is that though it demonstrated the potent inhibition of DNA gyrase, it showed little activity against bacteria. This probably is attributable to its inability to penetrate bacterial cell walls and membranes. We applied the TSAR programme to generate a QSAR equation to the gram-negative organisms. In that equation, LogP is profoundly indicated as the key factor influencing the cyclothialidine activity against bacteria. However, the synthesized new analogues have failed to prove that. In the structure based drug design stage, we designed a group of open chain cyclothialidine derivatives by applying the SPROUT programme and completed the syntheses. Improved activity is found in a few analogues and a 3D pharmacophore of the DNA gyrase B is proposed to lead to synthesis of the new derivatives for development of potent antibiotics.

Selection of simulation tools for improving supply chain performance

Simulation is an effective method for improving supply chain performance. However, there is limited advice available to assist practitioners in selecting the most appropriate method for a given problem. Much of the advice that does exist relies on custom and practice rather than a rigorous conceptual or empirical analysis. An analysis of the different modelling techniques applied in the supply chain domain was conducted, and the three main approaches to simulation used were identified; these are System Dynamics (SD), Discrete Event Simulation (DES) and Agent Based Modelling (ABM). This research has examined these approaches in two stages. Firstly, a first principles analysis was carried out in order to challenge the received wisdom about their strengths and weaknesses and a series of propositions were developed from this initial analysis. The second stage was to use the case study approach to test these propositions and to provide further empirical evidence to support their comparison. The contributions of this research are both in terms of knowledge and practice. In terms of knowledge, this research is the first holistic cross paradigm comparison of the three main approaches in the supply chain domain. Case studies have involved building ‘back to back’ models of the same supply chain problem using SD and a discrete approach (either DES or ABM). This has led to contributions concerning the limitations of applying SD to operational problem types. SD has also been found to have risks when applied to strategic and policy problems. Discrete methods have been found to have potential for exploring strategic problem types. It has been found that discrete simulation methods can model material and information feedback successfully. Further insights have been gained into the relationship between modelling purpose and modelling approach. In terms of practice, the findings have been summarised in the form of a framework linking modelling purpose, problem characteristics and simulation approach.

Simulation in the supply chain context:matching the simulation tool to the problem

The supply chain can be a source of competitive advantage for the firm. Simulation is an effective tool for investigating supply chain problems. The three main simulation approaches in the supply chain context are System Dynamics (SD), Discrete Event Simulation (DES) and Agent Based Modelling (ABM). A sample from the literature suggests that whilst SD and ABM have been used to address strategic and planning problems, DES has mainly been used on planning and operational problems., A review of received wisdom suggests that historically, driven by custom and practice, certain simulation techniques have been focused on certain problem types. A theoretical review of the techniques, however, suggests that the scope of their application should be much wider and that supply chain practitioners could benefit from applying them in this broader way.