Imaging and modeling of pore scale processes in porous media using X-ray computed tomography and lattice Boltzmann solver

In der Erdöl– und Gasindustrie sind bildgebende Verfahren und Simulationen auf der Porenskala im Begriff Routineanwendungen zu werden. Ihr weiteres Potential lässt sich im Umweltbereich anwenden, wie z.B. für den Transport und Verbleib von Schadstoffen im Untergrund, die Speicherung von Kohlendioxid und dem natürlichen Abbau von Schadstoffen in Böden. Mit der Röntgen-Computertomografie (XCT) steht ein zerstörungsfreies 3D bildgebendes Verfahren zur Verfügung, das auch häufig für die Untersuchung der internen Struktur geologischer Proben herangezogen wird. Das erste Ziel dieser Dissertation war die Implementierung einer Bildverarbeitungstechnik, die die Strahlenaufhärtung der Röntgen-Computertomografie beseitigt und den Segmentierungsprozess dessen Daten vereinfacht. Das zweite Ziel dieser Arbeit untersuchte die kombinierten Effekte von Porenraumcharakteristika, Porentortuosität, sowie die Strömungssimulation und Transportmodellierung in Porenräumen mit der Gitter-Boltzmann-Methode. In einer zylindrischen geologischen Probe war die Position jeder Phase auf Grundlage der Beobachtung durch das Vorhandensein der Strahlenaufhärtung in den rekonstruierten Bildern, das eine radiale Funktion vom Probenrand zum Zentrum darstellt, extrahierbar und die unterschiedlichen Phasen ließen sich automatisch segmentieren. Weiterhin wurden Strahlungsaufhärtungeffekte von beliebig geformten Objekten durch einen Oberflächenanpassungsalgorithmus korrigiert. Die Methode der „least square support vector machine” (LSSVM) ist durch einen modularen Aufbau charakterisiert und ist sehr gut für die Erkennung und Klassifizierung von Mustern geeignet. Aus diesem Grund wurde die Methode der LSSVM als pixelbasierte Klassifikationsmethode implementiert. Dieser Algorithmus ist in der Lage komplexe geologische Proben korrekt zu klassifizieren, benötigt für den Fall aber längere Rechenzeiten, so dass mehrdimensionale Trainingsdatensätze verwendet werden müssen. Die Dynamik von den unmischbaren Phasen Luft und Wasser wird durch eine Kombination von Porenmorphologie und Gitter Boltzmann Methode für Drainage und Imbibition Prozessen in 3D Datensätzen von Böden, die durch synchrotron-basierte XCT gewonnen wurden, untersucht. Obwohl die Porenmorphologie eine einfache Methode ist Kugeln in den verfügbaren Porenraum einzupassen, kann sie dennoch die komplexe kapillare Hysterese als eine Funktion der Wassersättigung erklären. Eine Hysterese ist für den Kapillardruck und die hydraulische Leitfähigkeit beobachtet worden, welche durch die hauptsächlich verbundenen Porennetzwerke und der verfügbaren Porenraumgrößenverteilung verursacht sind. Die hydraulische Konduktivität ist eine Funktion des Wassersättigungslevels und wird mit einer makroskopischen Berechnung empirischer Modelle verglichen. Die Daten stimmen vor allem für hohe Wassersättigungen gut überein. Um die Gegenwart von Krankheitserregern im Grundwasser und Abwässern vorhersagen zu können, wurde in einem Bodenaggregat der Einfluss von Korngröße, Porengeometrie und Fluidflussgeschwindigkeit z.B. mit dem Mikroorganismus Escherichia coli studiert. Die asymmetrischen und langschweifigen Durchbruchskurven, besonders bei höheren Wassersättigungen, wurden durch dispersiven Transport aufgrund des verbundenen Porennetzwerks und durch die Heterogenität des Strömungsfeldes verursacht. Es wurde beobachtet, dass die biokolloidale Verweilzeit eine Funktion des Druckgradienten als auch der Kolloidgröße ist. Unsere Modellierungsergebnisse stimmen sehr gut mit den bereits veröffentlichten Daten überein.

Development of models and methods to simulate peptide-assisted nucleation and growth of calcium-minerals

In den vergangenen Jahren wurden einige bislang unbekannte Phänomene experimentell beobachtet, wie etwa die Existenz unterschiedlicher Prä-Nukleations-Strukturen. Diese haben zu einem neuen Verständnis von Prozessen, die auf molekularer Ebene während der Nukleation und dem Wachstum von Kristallen auftreten, beigetragen. Die Auswirkungen solcher Prä-Nukleations-Strukturen auf den Prozess der Biomineralisation sind noch nicht hinreichend verstanden. Die Mechanismen, mittels derer biomolekulare Modifikatoren, wie Peptide, mit Prä-Nukleations-Strukturen interagieren und somit den Nukleationsprozess von Mineralen beeinflussen könnten, sind vielfältig. Molekulare Simulationen sind zur Analyse der Formation von Prä-Nukleations-Strukturen in Anwesenheit von Modifikatoren gut geeignet. Die vorliegende Arbeit beschreibt einen Ansatz zur Analyse der Interaktion von Peptiden mit den in Lösung befindlichen Bestandteilen der entstehenden Kristalle mit Hilfe von Molekular-Dynamik Simulationen.rnUm informative Simulationen zu ermöglichen, wurde in einem ersten Schritt die Qualität bestehender Kraftfelder im Hinblick auf die Beschreibung von mit Calciumionen interagierenden Oligoglutamaten in wässrigen Lösungen untersucht. Es zeigte sich, dass große Unstimmigkeiten zwischen etablierten Kraftfeldern bestehen, und dass keines der untersuchten Kraftfelder eine realistische Beschreibung der Ionen-Paarung dieser komplexen Ionen widerspiegelte. Daher wurde eine Strategie zur Optimierung bestehender biomolekularer Kraftfelder in dieser Hinsicht entwickelt. Relativ geringe Veränderungen der auf die Ionen–Peptid van-der-Waals-Wechselwirkungen bezogenen Parameter reichten aus, um ein verlässliches Modell für das untersuchte System zu erzielen. rnDas umfassende Sampling des Phasenraumes der Systeme stellt aufgrund der zahlreichen Freiheitsgrade und der starken Interaktionen zwischen Calciumionen und Glutamat in Lösung eine besondere Herausforderung dar. Daher wurde die Methode der Biasing Potential Replica Exchange Molekular-Dynamik Simulationen im Hinblick auf das Sampling von Oligoglutamaten justiert und es erfolgte die Simulation von Peptiden verschiedener Kettenlängen in Anwesenheit von Calciumionen. Mit Hilfe der Sketch-Map Analyse konnten im Rahmen der Simulationen zahlreiche stabile Ionen-Peptid-Komplexe identifiziert werden, welche die Formation von Prä-Nukleations-Strukturen beeinflussen könnten. Abhängig von der Kettenlänge des Peptids weisen diese Komplexe charakteristische Abstände zwischen den Calciumionen auf. Diese ähneln einigen Abständen zwischen den Calciumionen in jenen Phasen von Calcium-Oxalat Kristallen, die in Anwesenheit von Oligoglutamaten gewachsen sind. Die Analogie der Abstände zwischen Calciumionen in gelösten Ionen-Peptid-Komplexen und in Calcium-Oxalat Kristallen könnte auf die Bedeutung von Ionen-Peptid-Komplexen im Prozess der Nukleation und des Wachstums von Biomineralen hindeuten und stellt einen möglichen Erklärungsansatz für die Fähigkeit von Oligoglutamaten zur Beeinflussung der Phase des sich formierenden Kristalls dar, die experimentell beobachtet wurde.

Comparative study of the different models for the calculation of BLEVEs overpressure effects

The BLEVE, acronym for Boiling Liquid Expanding Vapour Explosion, is one of the most dangerous accidents that can occur in pressure vessels. It can be defined as an explosion resulting from the failure of a vessel containing a pressure liquefied gas stored at a temperature significantly above its boiling point at atmospheric pressure. This phenomenon frequently appears when a vessel is engulfed by a fire: the heat causes the internal pressure to raise and the mechanical proprieties of the wall to decrease, with the consequent rupture of the tank and the instantaneous release of its whole content. After the breakage, the vapour outflows and expands and the liquid phase starts boiling due to the pressure drop. The formation and propagation of a distructive schock wave may occur, together with the ejection of fragments, the generation of a fireball if the stored fluid is flammable and immediately ignited or the atmospheric dispersion of a toxic cloud if the fluid contained inside the vessel is toxic. Despite the presence of many studies on the BLEVE mechanism, the exact causes and conditions of its occurrence are still elusive. In order to better understand this phenomenon, in the present study first of all the concept and definition of BLEVE are investigated. A historical analysis of the major events that have occurred over the past 60 years is described. A research of the principal causes of this event, including the analysis of the substances most frequently involved, is presented too. Afterwards a description of the main effects of BLEVEs is reported, focusing especially on the overpressure. Though the major aim of the present thesis is to contribute, with a comparative analysis, to the validation of the main models present in the literature for the calculation and prediction of the overpressure caused by BLEVEs. In line with this purpose, after a short overview of the available approaches, their ability to reproduce the trend of the overpressure is investigated. The overpressure calculated with the different models is compared with values deriving from events happened in the past and ad-hoc experiments, focusing the attention especially on medium and large scale phenomena. The ability of the models to consider different filling levels of the reservoir and different substances is analyzed too. The results of these calculations are extensively discussed. Finally some conclusive remarks are reported.

Prognosis of patients with HIV-1 infection starting antiretroviral therapy in sub-Saharan Africa: a collaborative analysis of scale-up programmes

Background Prognostic models have been developed for patients infected with HIV-1 who start combination antiretroviral therapy (ART) in high-income countries, but not for patients in sub-Saharan Africa. We developed two prognostic models to estimate the probability of death in patients starting ART in sub-Saharan Africa. Methods We analysed data for adult patients who started ART in four scale-up programmes in Côte d'Ivoire, South Africa, and Malawi from 2004 to 2007. Patients lost to follow-up in the first year were excluded. We used Weibull survival models to construct two prognostic models: one with CD4 cell count, clinical stage, bodyweight, age, and sex (CD4 count model); and one that replaced CD4 cell count with total lymphocyte count and severity of anaemia (total lymphocyte and haemoglobin model), because CD4 cell count is not routinely measured in many African ART programmes. Death from all causes in the first year of ART was the primary outcome. Findings 912 (8·2%) of 11 153 patients died in the first year of ART. 822 patients were lost to follow-up and not included in the main analysis; 10 331 patients were analysed. Mortality was strongly associated with high baseline CD4 cell count (≥200 cells per μL vs <25; adjusted hazard ratio 0·21, 95% CI 0·17–0·27), WHO clinical stage (stages III–IV vs I–II; 3·45, 2·43–4·90), bodyweight (≥60 kg vs <45 kg; 0·23, 0·18–0·30), and anaemia status (none vs severe: 0·27, 0·20–0·36). Other independent risk factors for mortality were low total lymphocyte count, advanced age, and male sex. Probability of death at 1 year ranged from 0·9% (95% CI 0·6–1·4) to 52·5% (43·8–61·7) with the CD4 model, and from 0·9% (0·5–1·4) to 59·6% (48·2–71·4) with the total lymphocyte and haemoglobin model. Both models accurately predict early mortality in patients starting ART in sub-Saharan Africa compared with observed data. Interpretation Prognostic models should be used to counsel patients, plan health services, and predict outcomes for patients with HIV-1 infection in sub-Saharan Africa.

Coupling biomechanics to a cellular level model: An approach to patient-specific image driven multi-scale and multi-physics tumor simulation

Modeling of tumor growth has been performed according to various approaches addressing different biocomplexity levels and spatiotemporal scales. Mathematical treatments range from partial differential equation based diffusion models to rule-based cellular level simulators, aiming at both improving our quantitative understanding of the underlying biological processes and, in the mid- and long term, constructing reliable multi-scale predictive platforms to support patient-individualized treatment planning and optimization. The aim of this paper is to establish a multi-scale and multi-physics approach to tumor modeling taking into account both the cellular and the macroscopic mechanical level. Therefore, an already developed biomodel of clinical tumor growth and response to treatment is self-consistently coupled with a biomechanical model. Results are presented for the free growth case of the imageable component of an initially point-like glioblastoma multiforme tumor. The composite model leads to significant tumor shape corrections that are achieved through the utilization of environmental pressure information and the application of biomechanical principles. Using the ratio of smallest to largest moment of inertia of the tumor material to quantify the effect of our coupled approach, we have found a tumor shape correction of 20\% by coupling biomechanics to the cellular simulator as compared to a cellular simulation without preferred growth directions. We conclude that the integration of the two models provides additional morphological insight into realistic tumor growth behavior. Therefore, it might be used for the development of an advanced oncosimulator focusing on tumor types for which morphology plays an important role in surgical and/or radio-therapeutic treatment planning.

Circulation dynamics and its influence on European and Mediterranean January-April climate over the past half millennium: results and insights from instrumental data, documentary evidence and coupled climate models

We use long instrumental temperature series together with available field reconstructions of sea-level pressure (SLP) and three-dimensional climate model simulations to analyze relations between temperature anomalies and atmospheric circulation patterns over much of Europe and the Mediterranean for the late winter/early spring (January–April, JFMA) season. A Canonical Correlation Analysis (CCA) investigates interannual to interdecadal covariability between a new gridded SLP field reconstruction and seven long instrumental temperature series covering the past 250 years. We then present and discuss prominent atmospheric circulation patterns related to anomalous warm and cold JFMA conditions within different European areas spanning the period 1760–2007. Next, using a data assimilation technique, we link gridded SLP data with a climate model (EC-Bilt-Clio) for a better dynamical understanding of the relationship between large scale circulation and European climate. We thus present an alternative approach to reconstruct climate for the pre-instrumental period based on the assimilated model simulations. Furthermore, we present an independent method to extend the dynamic circulation analysis for anomalously cold European JFMA conditions back to the sixteenth century. To this end, we use documentary records that are spatially representative for the long instrumental records and derive, through modern analogs, large-scale SLP, surface temperature and precipitation fields. The skill of the analog method is tested in the virtual world of two three-dimensional climate simulations (ECHO-G and HadCM3). This endeavor offers new possibilities to both constrain climate model into a reconstruction mode (through the assimilation approach) and to better asses documentary data in a quantitative way.

The Importance of Scale for Spatial-confounding Bias and Precision of Spatial Regression Estimators

Increasingly, regression models are used when residuals are spatially correlated. Prominent examples include studies in environmental epidemiology to understand the chronic health effects of pollutants. I consider the effects of residual spatial structure on the bias and precision of regression coefficients, developing a simple framework in which to understand the key issues and derive informative analytic results. When the spatial residual is induced by an unmeasured confounder, regression models with spatial random effects and closely-related models such as kriging and penalized splines are biased, even when the residual variance components are known. Analytic and simulation results show how the bias depends on the spatial scales of the covariate and the residual; bias is reduced only when there is variation in the covariate at a scale smaller than the scale of the unmeasured confounding. I also discuss how the scales of the residual and the covariate affect efficiency and uncertainty estimation when the residuals can be considered independent of the covariate. In an application on the association between black carbon particulate matter air pollution and birth weight, controlling for large-scale spatial variation appears to reduce bias from unmeasured confounders, while increasing uncertainty in the estimated pollution effect.

Practical Large-Scale Spatio-Temporal Modeling of Particulate Matter Concentrations

The last two decades have seen intense scientific and regulatory interest in the health effects of particulate matter (PM). Influential epidemiological studies that characterize chronic exposure of individuals rely on monitoring data that are sparse in space and time, so they often assign the same exposure to participants in large geographic areas and across time. We estimate monthly PM during 1988-2002 in a large spatial domain for use in studying health effects in the Nurses' Health Study. We develop a conceptually simple spatio-temporal model that uses a rich set of covariates. The model is used to estimate concentrations of PM10 for the full time period and PM2.5 for a subset of the period. For the earlier part of the period, 1988-1998, few PM2.5 monitors were operating, so we develop a simple extension to the model that represents PM2.5 conditionally on PM10 model predictions. In the epidemiological analysis, model predictions of PM10 are more strongly associated with health effects than when using simpler approaches to estimate exposure. Our modeling approach supports the application in estimating both fine-scale and large-scale spatial heterogeneity and capturing space-time interaction through the use of monthly-varying spatial surfaces. At the same time, the model is computationally feasible, implementable with standard software, and readily understandable to the scientific audience. Despite simplifying assumptions, the model has good predictive performance and uncertainty characterization.

Stochastic Models Based on Molecular Hybridization Theory for Short Oligonucleotide Microarrays

High density oligonucleotide expression arrays are a widely used tool for the measurement of gene expression on a large scale. Affymetrix GeneChip arrays appear to dominate this market. These arrays use short oligonucleotides to probe for genes in an RNA sample. Due to optical noise, non-specific hybridization, probe-specific effects, and measurement error, ad-hoc measures of expression, that summarize probe intensities, can lead to imprecise and inaccurate results. Various researchers have demonstrated that expression measures based on simple statistical models can provide great improvements over the ad-hoc procedure offered by Affymetrix. Recently, physical models based on molecular hybridization theory, have been proposed as useful tools for prediction of, for example, non-specific hybridization. These physical models show great potential in terms of improving existing expression measures. In this paper we demonstrate that the system producing the measured intensities is too complex to be fully described with these relatively simple physical models and we propose empirically motivated stochastic models that compliment the above mentioned molecular hybridization theory to provide a comprehensive description of the data. We discuss how the proposed model can be used to obtain improved measures of expression useful for the data analysts.

How stable are 20th century calibration models? A high-resolution summer temperature reconstruction for the eastern Swiss Alps back to A.D. 1580 derived from proglacial varved sediments

We found a significant positive correlation between local summer air temperature (May-September) and the annual sediment mass accumulation rate (MAR) in Lake Silvaplana (46°N, 9°E, 1800 m a.s.l.) during the twentieth century (r = 0.69, p < 0.001 for decadal smoothed series). Sediment trap data (2001-2005) confirm this relation with exceptionally high particle yields during the hottest summer of the last 140 years in 2003. On this base we developed a decadal-scale summer temperature reconstruction back to AD 1580. Surprisingly, the comparison of our reconstruction with two other independent regional summer temperature reconstructions (based on tree-rings and documentary data) revealed a significant negative correlation for the pre-1900 data (ie, late ‘Little Ice Age’). This demonstrates that the correlation between MAR and summer temperature is not stable in time and the actualistic principle does not apply in this case. We suggest that different climatic regimes (modern/‘Little Ice Age’) lead to changing state conditions in the catchment and thus to considerably different sediment transport mechanisms. Therefore, we calibrated our MAR data with gridded early instrumental temperature series from AD 1760-1880 (r = -0.48, p < 0.01 for decadal smoothed series) to properly reconstruct the late LIA climatic conditions. We found exceptionally low temperatures between AD 1580 and 1610 (0.75°C below twentieth-century mean) and during the late Maunder Minimum from AD 1680 to 1710 (0.5°C below twentieth-century mean). In general, summer temperatures did not experience major negative departures from the twentieth-century mean during the late ‘Little Ice Age’. This compares well with the two existing independent regional reconstructions suggesting that the LIA in the Alps was mainly a phenomenon of the cold season.

Simulating dioxane transport in a heterogeneous glacial aquifer system (Washtenaw County, Michigan) using publicly available models and data

The primary challenge in groundwater and contaminant transport modeling is obtaining the data needed for constructing, calibrating and testing the models. Large amounts of data are necessary for describing the hydrostratigraphy in areas with complex geology. Increasingly states are making spatial data available that can be used for input to groundwater flow models. The appropriateness of this data for large-scale flow systems has not been tested. This study focuses on modeling a plume of 1,4-dioxane in a heterogeneous aquifer system in Scio Township, Washtenaw County, Michigan. The analysis consisted of: (1) characterization of hydrogeology of the area and construction of a conceptual model based on publicly available spatial data, (2) development and calibration of a regional flow model for the site, (3) conversion of the regional model to a more highly resolved local model, (4) simulation of the dioxane plume, and (5) evaluation of the model's ability to simulate field data and estimation of the possible dioxane sources and subsequent migration until maximum concentrations are at or below the Michigan Department of Environmental Quality's residential cleanup standard for groundwater (85 ppb). MODFLOW-2000 and MT3D programs were utilized to simulate the groundwater flow and the development and movement of the 1, 4-dioxane plume, respectively. MODFLOW simulates transient groundwater flow in a quasi-3-dimensional sense, subject to a variety of boundary conditions that can simulate recharge, pumping, and surface-/groundwater interactions. MT3D simulates solute advection with groundwater flow (using the flow solution from MODFLOW), dispersion, source/sink mixing, and chemical reaction of contaminants. This modeling approach was successful at simulating the groundwater flows by calibrating recharge and hydraulic conductivities. The plume transport was adequately simulated using literature dispersivity and sorption coefficients, although the plume geometries were not well constrained.

Using water balance models to approximate the effects of climate change on spring catchment discharge : Mt. Hanang, Tanzania

This project addresses the potential impacts of changing climate on dry-season water storage and discharge from a small, mountain catchment in Tanzania. Villagers and water managers around the catchment have experienced worsening water scarcity and attribute it to increasing population and demand, but very little has been done to understand the physical characteristics and hydrological behavior of the spring catchment. The physical nature of the aquifer was characterized and water balance models were calibrated to discharge observations so as to be able to explore relative changes in aquifer storage resulting from climate changes. To characterize the shallow aquifer supplying water to the Jandu spring, water quality and geochemistry data were analyzed, discharge recession analysis was performed, and two water balance models were developed and tested. Jandu geochemistry suggests a shallow, meteorically-recharged aquifer system with short circulation times. Baseflow recession analysis showed that the catchment behavior could be represented by a linear storage model with an average recession constant of 0.151/month from 2004-2010. Two modified Thornthwaite-Mather Water Balance (TMWB) models were calibrated using historic rainfall and discharge data and shown to reproduce dry-season flows with Nash-Sutcliffe efficiencies between 0.86 and 0.91. The modified TMWB models were then used to examine the impacts of nineteen, perturbed climate scenarios to test the potential impacts of regional climate change on catchment storage during the dry season. Forcing the models with realistic scenarios for average monthly temperature, annual precipitation, and seasonal rainfall distribution demonstrated that even small climate changes might adversely impact aquifer storage conditions at the onset of the dry season. The scale of the change was dependent on the direction (increasing vs. decreasing) and magnitude of climate change (temperature and precipitation). This study demonstrates that small, mountain aquifer characterization is possible using simple water quality parameters, recession analysis can be integrated into modeling aquifer storage parameters, and water balance models can accurately reproduce dry-season discharges and might be useful tools to assess climate change impacts. However, uncertainty in current climate projections and lack of data for testing the predictive capabilities of the model beyond the present data set, make the forecasts of changes in discharge also uncertain. The hydrologic tools used herein offer promise for future research in understanding small, shallow, mountainous aquifers and could potentially be developed and used by water resource professionals to assess climatic influences on local hydrologic systems.

Optimal game theoretic distributed control methodologies in small scale power systems

This dissertation presents the competitive control methodologies for small-scale power system (SSPS). A SSPS is a collection of sources and loads that shares a common network which can be isolated during terrestrial disturbances. Micro-grids, naval ship electric power systems (NSEPS), aircraft power systems and telecommunication system power systems are typical examples of SSPS. The analysis and development of control systems for small-scale power systems (SSPS) lacks a defined slack bus. In addition, a change of a load or source will influence the real time system parameters of the system. Therefore, the control system should provide the required flexibility, to ensure operation as a single aggregated system. In most of the cases of a SSPS the sources and loads must be equipped with power electronic interfaces which can be modeled as a dynamic controllable quantity. The mathematical formulation of the micro-grid is carried out with the help of game theory, optimal control and fundamental theory of electrical power systems. Then the micro-grid can be viewed as a dynamical multi-objective optimization problem with nonlinear objectives and variables. Basically detailed analysis was done with optimal solutions with regards to start up transient modeling, bus selection modeling and level of communication within the micro-grids. In each approach a detail mathematical model is formed to observe the system response. The differential game theoretic approach was also used for modeling and optimization of startup transients. The startup transient controller was implemented with open loop, PI and feedback control methodologies. Then the hardware implementation was carried out to validate the theoretical results. The proposed game theoretic controller shows higher performances over traditional the PI controller during startup. In addition, the optimal transient surface is necessary while implementing the feedback controller for startup transient. Further, the experimental results are in agreement with the theoretical simulation. The bus selection and team communication was modeled with discrete and continuous game theory models. Although players have multiple choices, this controller is capable of choosing the optimum bus. Next the team communication structures are able to optimize the players’ Nash equilibrium point. All mathematical models are based on the local information of the load or source. As a result, these models are the keys to developing accurate distributed controllers.

Bayesian change-point analysis in linear regression model with scale mixtures of normal distributions

In this thesis, we consider Bayesian inference on the detection of variance change-point models with scale mixtures of normal (for short SMN) distributions. This class of distributions is symmetric and thick-tailed and includes as special cases: Gaussian, Student-t, contaminated normal, and slash distributions. The proposed models provide greater flexibility to analyze a lot of practical data, which often show heavy-tail and may not satisfy the normal assumption. As to the Bayesian analysis, we specify some prior distributions for the unknown parameters in the variance change-point models with the SMN distributions. Due to the complexity of the joint posterior distribution, we propose an efficient Gibbs-type with Metropolis- Hastings sampling algorithm for posterior Bayesian inference. Thereafter, following the idea of [1], we consider the problems of the single and multiple change-point detections. The performance of the proposed procedures is illustrated and analyzed by simulation studies. A real application to the closing price data of U.S. stock market has been analyzed for illustrative purposes.

USING PROBABILISTIC GRAPHICAL MODELS TO DRAW INFERENCES IN SENSOR NETWORKS WITH TRACKING APPLICATIONS

Sensor networks have been an active research area in the past decade due to the variety of their applications. Many research studies have been conducted to solve the problems underlying the middleware services of sensor networks, such as self-deployment, self-localization, and synchronization. With the provided middleware services, sensor networks have grown into a mature technology to be used as a detection and surveillance paradigm for many real-world applications. The individual sensors are small in size. Thus, they can be deployed in areas with limited space to make unobstructed measurements in locations where the traditional centralized systems would have trouble to reach. However, there are a few physical limitations to sensor networks, which can prevent sensors from performing at their maximum potential. Individual sensors have limited power supply, the wireless band can get very cluttered when multiple sensors try to transmit at the same time. Furthermore, the individual sensors have limited communication range, so the network may not have a 1-hop communication topology and routing can be a problem in many cases. Carefully designed algorithms can alleviate the physical limitations of sensor networks, and allow them to be utilized to their full potential. Graphical models are an intuitive choice for designing sensor network algorithms. This thesis focuses on a classic application in sensor networks, detecting and tracking of targets. It develops feasible inference techniques for sensor networks using statistical graphical model inference, binary sensor detection, events isolation and dynamic clustering. The main strategy is to use only binary data for rough global inferences, and then dynamically form small scale clusters around the target for detailed computations. This framework is then extended to network topology manipulation, so that the framework developed can be applied to tracking in different network topology settings. Finally the system was tested in both simulation and real-world environments. The simulations were performed on various network topologies, from regularly distributed networks to randomly distributed networks. The results show that the algorithm performs well in randomly distributed networks, and hence requires minimum deployment effort. The experiments were carried out in both corridor and open space settings. A in-home falling detection system was simulated with real-world settings, it was setup with 30 bumblebee radars and 30 ultrasonic sensors driven by TI EZ430-RF2500 boards scanning a typical 800 sqft apartment. Bumblebee radars are calibrated to detect the falling of human body, and the two-tier tracking algorithm is used on the ultrasonic sensors to track the location of the elderly people.