Experimental Modeling and Control Strategies on an Open Mobile Robot Platform PRIM

This research work deals with the problem of modeling and design of low level speed controller for the mobile robot PRIM. The main objective is to develop an effective educational tool. On one hand, the interests in using the open mobile platform PRIM consist in integrating several highly related subjects to the automatic control theory in an educational context, by embracing the subjects of communications, signal processing, sensor fusion and hardware design, amongst others. On the other hand, the idea is to implement useful navigation strategies such that the robot can be served as a mobile multimedia information point. It is in this context, when navigation strategies are oriented to goal achievement, that a local model predictive control is attained. Hence, such studies are presented as a very interesting control strategy in order to develop the future capabilities of the system

A nutritional intervention study with hydrolyzed collagen in pre-pubertal Spanish children: influence on bone modeling biomarkers

Aim: The aim of the study was to investigate the influence of dietary intake of commercial hydrolyzed collagen (Gelatine Royal ®) on bone remodeling in pre-pubertal children. Methods: A randomized double-blind study was carried out in 60 children (9.42 ± 1.31 years) divided into three groups according to the amount of partially hydrolyzed collagen taken daily for 4 months: placebo (G-I, n = 18), collagen (G-II, n = 20) and collagen + calcium (G-III, n = 22) groups. Analyses of the following biochemical markers were carried out: total and bone alkaline phosphatase (tALP and bALP), osteocalcin, tartrate-resistant acid phosphatase (TRAP), type I collagen carboxy terminal telopeptide, lipids, calcium, 25-hydroxyvitamin D, insulin-like growth factor 1 (IGF-1), thyroid-stimulating hormone, free thyroxin and intact parathormone. Results: There was a significantly greater increase in serum IGF-1 in G-III than in G II (p < 0.01) or G-I (p < 0.05) during the study period, and a significantly greater increase in plasma tALP in G-III than in G-I (p < 0.05). Serum bALP behavior significantly (p < 0.05) differed between G-II (increase) and G-I (decrease). Plasma TRAP behavior significantly differed between G-II and G-I (p < 0.01) and between G-III and G-II (p < 0.05). Conclusion: Daily dietary intake of hydrolyzed collagen seems to have a potential role in enhancing bone remodeling at key stages of growth and development.

Homology modeling and metabolism prediction of human carboxylesterase-2 using docking analyses by GriDock: a parallelized tool based on AutoDock 4.0.

Metabolic problems lead to numerous failures during clinical trials, and much effort is now devoted to developing in silico models predicting metabolic stability and metabolites. Such models are well known for cytochromes P450 and some transferases, whereas less has been done to predict the activity of human hydrolases. The present study was undertaken to develop a computational approach able to predict the hydrolysis of novel esters by human carboxylesterase hCES2. The study involved first a homology modeling of the hCES2 protein based on the model of hCES1 since the two proteins share a high degree of homology (congruent with 73%). A set of 40 known substrates of hCES2 was taken from the literature; the ligands were docked in both their neutral and ionized forms using GriDock, a parallel tool based on the AutoDock4.0 engine which can perform efficient and easy virtual screening analyses of large molecular databases exploiting multi-core architectures. Useful statistical models (e.g., r (2) = 0.91 for substrates in their unprotonated state) were calculated by correlating experimental pK(m) values with distance between the carbon atom of the substrate's ester group and the hydroxy function of Ser228. Additional parameters in the equations accounted for hydrophobic and electrostatic interactions between substrates and contributing residues. The negatively charged residues in the hCES2 cavity explained the preference of the enzyme for neutral substrates and, more generally, suggested that ligands which interact too strongly by ionic bonds (e.g., ACE inhibitors) cannot be good CES2 substrates because they are trapped in the cavity in unproductive modes and behave as inhibitors. The effects of protonation on substrate recognition and the contrasting behavior of substrates and products were finally investigated by MD simulations of some CES2 complexes.

The cover basement contact beneath the Rawil axial depression (Western Alps) - True amplitude seismic processing, petrophysical properties, and modeling

Since 1986, several near-vertical seismic reflection profiles have been recorded in Switzerland in order to map the deep geologic structure of the Alps. One objective of this endeavour has been to determine the geometries of the autochthonous basement and of the external crystalline massifs, important elements for understanding the geodynamics of the Alpine orogeny. The PNR-20 seismic line W1, located in the Rawil depression of the western Swiss Alps, provides important information on this subject. It extends northward from the `'Penninic front'' across the Helvetic nappes to the Prealps. The crystalline massifs do not outcrop along this profile. Thus, the interpretation of `'near-basement'' reflections has to be constrained by down-dip projections of surface geology, `'true amplitude'' processing, rock physical property studies and modelling. 3-D seismic modelling has been used to evaluate the seismic response of two alternative down-dip projection models. To constrain the interpretation in the southern part of the profile, `'true amplitude'' processing has provided information on the strength of the reflections. Density and velocity measurements on core samples collected up-dip from the region of the seismic line have been used to evaluate reflection coefficients of typical lithologic boundaries in the region. The cover-basement contact itself is not a source of strong reflections, but strong reflections arise from within the overlaying metasedimentary cover sequence, allowing the geometry of the top of the basement to be determined on the basis of `'near-basement'' reflections. The front of the external crystalline massifs is shown to extend beneath the Prealps, about 6 km north of the expected position. A 2-D model whose seismic response shows reflection patterns very similar to the observed is proposed.

Applications of stochastic analysis in finance and statistical inference

First: A continuous-time version of Kyle's model (Kyle 1985), known as the Back's model (Back 1992), of asset pricing with asymmetric information, is studied. A larger class of price processes and of noise traders' processes are studied. The price process, as in Kyle's model, is allowed to depend on the path of the market order. The process of the noise traders' is an inhomogeneous Lévy process. Solutions are found by the Hamilton-Jacobi-Bellman equations. With the insider being risk-neutral, the price pressure is constant, and there is no equilibirium in the presence of jumps. If the insider is risk-averse, there is no equilibirium in the presence of either jumps or drifts. Also, it is analised when the release time is unknown. A general relation is established between the problem of finding an equilibrium and of enlargement of filtrations. Random announcement time is random is also considered. In such a case the market is not fully efficient and there exists equilibrium if the sensitivity of prices with respect to the global demand is time decreasing according with the distribution of the random time. Second: Power variations. it is considered, the asymptotic behavior of the power variation of processes of the form _integral_0^t u(s-)dS(s), where S_ is an alpha-stable process with index of stability 0&alpha&2 and the integral is an Itô integral. Stable convergence of corresponding fluctuations is established. These results provide statistical tools to infer the process u from discrete observations. Third: A bond market is studied where short rates r(t) evolve as an integral of g(t-s)sigma(s) with respect to W(ds), where g and sigma are deterministic and W is the stochastic Wiener measure. Processes of this type are particular cases of ambit processes. These processes are in general not of the semimartingale kind.

Study and implementation of some quantitative trading models

Quantitative or algorithmic trading is the automatization of investments decisions obeying a fixed or dynamic sets of rules to determine trading orders. It has increasingly made its way up to 70% of the trading volume of one of the biggest financial markets such as the New York Stock Exchange (NYSE). However, there is not a signi cant amount of academic literature devoted to it due to the private nature of investment banks and hedge funds. This projects aims to review the literature and discuss the models available in a subject that publications are scarce and infrequently. We review the basic and fundamental mathematical concepts needed for modeling financial markets such as: stochastic processes, stochastic integration and basic models for prices and spreads dynamics necessary for building quantitative strategies. We also contrast these models with real market data with minutely sampling frequency from the Dow Jones Industrial Average (DJIA). Quantitative strategies try to exploit two types of behavior: trend following or mean reversion. The former is grouped in the so-called technical models and the later in the so-called pairs trading. Technical models have been discarded by financial theoreticians but we show that they can be properly cast into a well defined scientific predictor if the signal generated by them pass the test of being a Markov time. That is, we can tell if the signal has occurred or not by examining the information up to the current time; or more technically, if the event is F_t-measurable. On the other hand the concept of pairs trading or market neutral strategy is fairly simple. However it can be cast in a variety of mathematical models ranging from a method based on a simple euclidean distance, in a co-integration framework or involving stochastic differential equations such as the well-known Ornstein-Uhlenbeck mean reversal ODE and its variations. A model for forecasting any economic or financial magnitude could be properly defined with scientific rigor but it could also lack of any economical value and be considered useless from a practical point of view. This is why this project could not be complete without a backtesting of the mentioned strategies. Conducting a useful and realistic backtesting is by no means a trivial exercise since the \laws" that govern financial markets are constantly evolving in time. This is the reason because we make emphasis in the calibration process of the strategies' parameters to adapt the given market conditions. We find out that the parameters from technical models are more volatile than their counterpart form market neutral strategies and calibration must be done in a high-frequency sampling manner to constantly track the currently market situation. As a whole, the goal of this project is to provide an overview of a quantitative approach to investment reviewing basic strategies and illustrating them by means of a back-testing with real financial market data. The sources of the data used in this project are Bloomberg for intraday time series and Yahoo! for daily prices. All numeric computations and graphics used and shown in this project were implemented in MATLAB^R scratch from scratch as a part of this thesis. No other mathematical or statistical software was used.

Mathematical modeling and analysis of the interaction of populations of bacteria and bacteriophages within chicken intestine

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Stochastic optimal bid to electricity markets with environmental risk constraints

There are many factors that influence the day-ahead market bidding strategies of a generation company (GenCo) in the current energy market framework. Environmental policy issues have become more and more important for fossil-fuelled power plants and they have to be considered in their management, giving rise to emission limitations. This work allows to investigate the influence of both the allowances and emission reduction plan, and the incorporation of the derivatives medium-term commitments in the optimal generation bidding strategy to the day-ahead electricity market. Two different technologies have been considered: the coal thermal units, high-emission technology, and the combined cycle gas turbine units, low-emission technology. The Iberian Electricity Market and the Spanish National Emissions and Allocation Plans are the framework to deal with the environmental issues in the day-ahead market bidding strategies. To address emission limitations, some of the standard risk management methodologies developed for financial markets, such as Value-at-Risk (VaR) and Conditional Value-at-Risk (CVaR), have been extended. This study offers to electricity generation utilities a mathematical model to determinate the individual optimal generation bid to the wholesale electricity market, for each one of their generation units that maximizes the long-run profits of the utility abiding by the Iberian Electricity Market rules, the environmental restrictions set by the EU Emission Trading Scheme, as well as the restrictions set by the Spanish National Emissions Reduction Plan. The economic implications for a GenCo of including the environmental restrictions of these National Plans are analyzed and the most remarkable results will be presented.

Mammalian genes are transcribed with widely different bursting kinetics.

In prokaryotes and eukaryotes, most genes appear to be transcribed during short periods called transcriptional bursts, interspersed by silent intervals. We describe how such bursts generate gene-specific temporal patterns of messenger RNA (mRNA) synthesis in mammalian cells. To monitor transcription at high temporal resolution, we established various gene trap cell lines and transgenic cell lines expressing a short-lived luciferase protein from an unstable mRNA, and recorded bioluminescence in real time in single cells. Mathematical modeling identified gene-specific on- and off-switching rates in transcriptional activity and mean numbers of mRNAs produced during the bursts. Transcriptional kinetics were markedly altered by cis-regulatory DNA elements. Our analysis demonstrated that bursting kinetics are highly gene-specific, reflecting refractory periods during which genes stay inactive for a certain time before switching on again.

Protocol for the modeling the epidemiologic transition study: a longitudinal observational study of energy balance and change in body weight, diabetes and cardiovascular disease risk.

ABSTRACT: BACKGROUND: The prevalence of obesity has increased in societies of all socio-cultural backgrounds. To date, guidelines set forward to prevent obesity have universally emphasized optimal levels of physical activity. However there are few empirical data to support the assertion that low levels of energy expenditure in activity is a causal factor in the current obesity epidemic are very limited. METHODS: The Modeling the Epidemiologic Transition Study (METS) is a cohort study designed to assess the association between physical activity levels and relative weight, weight gain and diabetes and cardiovascular disease risk in five population-based samples at different stages of economic development. Twenty-five hundred young adults, ages 25-45, were enrolled in the study; 500 from sites in Ghana, South Africa, Seychelles, Jamaica and the United States. At baseline, physical activity levels were assessed using accelerometry and a questionnaire in all participants and by doubly labeled water in a subsample of 75 per site. We assessed dietary intake using two separate 24-h recalls, body composition using bioelectrical impedance analysis, and health history, social and economic indicators by questionnaire. Blood pressure was measured and blood samples collected for measurement of lipids, glucose, insulin and adipokines. Full examination including physical activity using accelerometry, anthropometric data and fasting glucose will take place at 12 and 24 months. The distribution of the main variables and the associations between physical activity, independent of energy intake, glucose metabolism and anthropometric measures will be assessed using cross-section and longitudinal analysis within and between sites. DISCUSSION: METS will provide insight on the relative contribution of physical activity and diet to excess weight, age-related weight gain and incident glucose impairment in five populations' samples of young adults at different stages of economic development. These data should be useful for the development of empirically-based public health policy aimed at the prevention of obesity and associated chronic diseases.

Modeling of hybrid systems by piecewise decomposition

Piecewise linear models systems arise as mathematical models of systems in many practical applications, often from linearization for nonlinear systems. There are two main approaches of dealing with these systems according to their continuous or discrete-time aspects. We propose an approach which is based on the state transformation, more particularly the partition of the phase portrait in different regions where each subregion is modeled as a two-dimensional linear time invariant system. Then the Takagi-Sugeno model, which is a combination of local model is calculated. The simulation results show that the Alpha partition is well-suited for dealing with such a system

Influence of structural heterogeneities and of large scale topography on imbricate gravitational rock slope failures: New insights from 3-D physical modeling and geomorphological analysis

Initial topography and inherited structural discontinuities are known to play a dominant role in rock slope stability. Previous 2-D physical modeling results demonstrated that even if few preexisting fractures are activated/propagated during gravitational failure all of those heterogeneities had a great influence on mobilized volume and its kinematics. The question we address in the present study is to determine if such a result is also observed in 3-D. As in 2-D previous models we examine geologically stable model configuration, based upon the well documented landslide at Randa, Switzerland. The 3-D models consisted of a homogeneous material in which several fracture zones were introduced in order to study simplified but realistic configurations of discontinuities (e.g. based on natural example rather than a parametric study). Results showed that the type of gravitational failure (deep-seated landslide or sequential failure) and resulting slope morphology evolution are the result of the interplay of initial topography and inherited preexisting fractures (orientation and density). The three main results are i) the initial topography exerts a strong control on gravitational slope failure. Indeed in each tested configuration (even in the isotropic one without fractures) the model is affected by a rock slide, ii) the number of simulated fracture sets greatly influences the volume mobilized and its kinematics, and iii) the failure zone involved in the 1991 event is smaller than the results produced by the analog modeling. This failure may indicate that the zone mobilized in 1991 is potentially only a part of a larger deep-seated landslide and/or wider deep seated gravitational slope deformation.

Using environmental niche modeling to understand biological invasions in a changing world

L'activité humaine affecte particulièrement la biodiversité, qui décline à une vitesse préoccupante. Parmi les facteurs réduisant la biodiversité, on trouve les espèces envahissantes. Symptomatiques d'un monde globalisé où l'échange se fait à l'échelle de la planète, certaines espèces, animales ou végétales, sont introduites, volontairement ou accidentellement par l'activité humaine (par exemple lors des échanges commerciaux ou par les voyageurs). Ainsi, ces espèces atteignent des régions qu'elles n'auraient jamais pu coloniser naturellement. Une fois introduites, l'absence de compétiteur peut les rendre particulièrement nuisibles. Ces nuisances sont plus ou moins directes, allant de problèmes sanitaires (p. ex. les piqûres très aigües des fourmis de feu, originaires d'Amérique du Sud et colonisant à une vitesse fulgurante les USA, l'Australie ou la Chine) à des nuisances sur la biodiversité (p. ex. les ravages de la perche du Nil sur la diversité unique des poissons Cichlidés du Lac Victoria). Il est donc important de pouvoir prévenir de telles introductions. De plus, pour le biologiste, ces espèces représentent une rare occasion de pouvoir comprendre les mécanismes évolutifs et écologiques qui expliquent le succès des envahissantes dans un monde où les équilibres sont bouleversés. Les modèles de niche environnementale sont un outil particulièrement utile dans le cadre de cette problématique. En reliant des observations d'espèces aux conditions environnementales où elles se trouvent, ils peuvent prédire la distribution potentielle des envahissantes, permettant d'anticiper et de mieux limiter leur impact. Toutefois, ils reposent sur des hypothèses pas évidentes à démontrer. L'une d'entre elle étant que la niche d'une espèce reste constante dans le temps, et dans l'espace. Le premier objectif de mon travail est de comparer si la niche d'une espèce envahissante diffère entre sa distribution d'origine native et celle d'origine introduite. En étudiant 50 espèces de plantes et 168 espèces de Mammifères, je démontre que c'est le cas et que par corolaire, il est possible de prédire leurs distributions. La deuxième partie de mon travail consiste à comprendre quelles seront les interactions entre le changement climatiques et les envahissantes, afin d'estimer leur impact sous un climat réchauffé. En étudiant la distribution de 49 espèces de plantes envahissantes, je démontre que les montagnes, régions relativement préservée par ce problème, deviendront bien plus exposées aux risques d'invasions biologiques. J'expose aussi comment les interactions entre l'activité humaine, le réchauffement climatique et les espèces envahissantes menacent la vigne sauvage en Europe et propose des zones géographiques particulièrement adaptée pour sa conservation. Enfin, à une échelle beaucoup plus locale, je montre qu'il est possible d'utiliser ces modèles de niches le long d'une rivière à une échelle extrêmement fine (1 mètre), potentiellement utile pour rationnaliser des mesures de conservations sur le terrain. - Biodiversity is significantly negatively affected by human activity. Invasive species are one of the most important factors causing biodiversity's decline. Intimately linked to the era of global trade, some plant or animal species can be accidentally or casually introduced with human activity (e.g. trade or travel). In this way, these species reach areas they could never reach through natural dispersal. Once naturalized, the lack of competitors can make these species highly noxious. Their effect is more or less direct, from sanitary problems (e.g. the harmful sting of Fire Ants, originating from South America and now spreading throughout USA, China and Australia) or can affect biodiversity (e.g. the Nile perch, devastating the one of the richest hotspot of Cichlid fishes diversity in Lake Victoria). It is thus important to prevent such harmful introductions. Moreover, invasive species represent for biologists one of the rare occasions to understand the evolutionary and ecological mechanisms behind the success of invaders in a world where natural equilibrium is already disturbed. Environmental niche models are particularly useful to tackle this problematic. By relating species observation to the environmental conditions where they occur, they can predict the potential distribution of invasive species, allowing a better anticipation and thus limiting their impact. However, they rely on strong assumption, one of the most important being that the modeled niche remains constant through space and time. The first aim of my thesis is to quantify the difference between the native and the invaded niche. By investigating 50 plant and 168 mammal species, I show that the niche is at least partially conserved, supporting for reliable predictions of invasive' s potential distributions. The second aim of my thesis is to understand the possible interactions between climate change and invasive species, such as to assess their impact under a warmer climate. By studying 49 invasive plant species, I show that mountain areas, which were relatively preserved, will become more suitable for biological invasions. Additionally, I show how interactions between human activity, global warming and invasive species are threatening the wild grapevine in Europe and propose geographical areas particularly adapted for conservation measures. Finally, at a much finer scale where conservation plannings ultimately take place, I show that it is possible to model the niche at very high resolution (1 meter) in an alluvial area allowing better prioritizations for conservation.

Design of potent inhibitors of human RAD51 recombinase based on BRC motifs of BRCA2 protein: modeling and experimental validation of a chimera peptide.

We have previously shown that a 28-amino acid peptide derived from the BRC4 motif of BRCA2 tumor suppressor inhibits selectively human RAD51 recombinase (HsRad51). With the aim of designing better inhibitors for cancer treatment, we combined an in silico docking approach with in vitro biochemical testing to construct a highly efficient chimera peptide from eight existing human BRC motifs. We built a molecular model of all BRC motifs complexed with HsRad51 based on the crystal structure of the BRC4 motif-HsRad51 complex, computed the interaction energy of each residue in each BRC motif, and selected the best amino acid residue at each binding position. This analysis enabled us to propose four amino acid substitutions in the BRC4 motif. Three of these increased the inhibitory effect in vitro, and this effect was found to be additive. We thus obtained a peptide that is about 10 times more efficient in inhibiting HsRad51-ssDNA complex formation than the original peptide.

Continuum formalism for modeling growing networks with deletion of nodes

We present a continuum formalism for modeling growing random networks under addition and deletion of nodes based on a differential mass balance equation. As examples of its applicability, we obtain new results on the degree distribution for growing networks with a uniform attachment and deletion of nodes, and complete some recent results on growing networks with preferential attachment and uniform removal