Improving ultimate convergence of an augmented Lagrangian method

Optimization methods that employ the classical Powell-Hestenes-Rockafellar augmented Lagrangian are useful tools for solving nonlinear programming problems. Their reputation decreased in the last 10 years due to the comparative success of interior-point Newtonian algorithms, which are asymptotically faster. In this research, a combination of both approaches is evaluated. The idea is to produce a competitive method, being more robust and efficient than its `pure` counterparts for critical problems. Moreover, an additional hybrid algorithm is defined, in which the interior-point method is replaced by the Newtonian resolution of a Karush-Kuhn-Tucker (KKT) system identified by the augmented Lagrangian algorithm. The software used in this work is freely available through the Tango Project web page:http://www.ime.usp.br/similar to egbirgin/tango/.

A Robust, Fully Adaptive Hybrid Level-Set/Front-Tracking Method for Two-Phase Flows with an Accurate Surface Tension Computation

We present a variable time step, fully adaptive in space, hybrid method for the accurate simulation of incompressible two-phase flows in the presence of surface tension in two dimensions. The method is based on the hybrid level set/front-tracking approach proposed in [H. D. Ceniceros and A. M. Roma, J. Comput. Phys., 205, 391400, 2005]. Geometric, interfacial quantities are computed from front-tracking via the immersed-boundary setting while the signed distance (level set) function, which is evaluated fast and to machine precision, is used as a fluid indicator. The surface tension force is obtained by employing the mixed Eulerian/Lagrangian representation introduced in [S. Shin, S. I. Abdel-Khalik, V. Daru and D. Juric, J. Comput. Phys., 203, 493-516, 2005] whose success for greatly reducing parasitic currents has been demonstrated. The use of our accurate fluid indicator together with effective Lagrangian marker control enhance this parasitic current reduction by several orders of magnitude. To resolve accurately and efficiently sharp gradients and salient flow features we employ dynamic, adaptive mesh refinements. This spatial adaption is used in concert with a dynamic control of the distribution of the Lagrangian nodes along the fluid interface and a variable time step, linearly implicit time integration scheme. We present numerical examples designed to test the capabilities and performance of the proposed approach as well as three applications: the long-time evolution of a fluid interface undergoing Rayleigh-Taylor instability, an example of bubble ascending dynamics, and a drop impacting on a free interface whose dynamics we compare with both existing numerical and experimental data.

Palythine-threonine, a major novel mycosporine-like amino acid (MAA) isolated from the hermatypic coral Pocillopora capitata

Using a high-resolution reverse-phase liquid chromatography method we found that the tissues of the hermatypic coral Pocillopora capitato (collected in Santiago Bay, Mexico) contain a high diversity of primary and secondary mycosporine-like amino acids (MAAs) typical of some reef-building coral species: mycosporine-glycine, shinorine, porphyra-334, mycosporine-methylamine-serine, mycosporine-methylamine-threonine, palythine-serine, palythine and one additional novel predominant MAA, with an absorbance maximum of 320 nm. Here we document the isolation and characterization of this novel MAA from the coral A capitata. Using low multi-stage mass analyses of deuterated and non deuterated compounds, high-resolution mass analyses (Time of Flight, TOF) and other techniques, this novel compound was characterized as palythine-threonine. Palythine-threonine was also present in high concentrations in the corals Pocillopora eydouxi and Stylophora pistillata indicating a wider distribution of this MAA among reef-building corals. From structural considerations we suggest that palythine-threonine is formed by decarboxylation of porphyra-334 followed by demethylation of mycosporine-methylamine-threonine. (C) 2008 Elsevier B.V. All rights reserved.

Development and Validation of a Mice liar Electrokinetic Chromatography Method for Quantitative Determination of Butenolides in Piper malacophyllum (C. Presl) C. DC.

Introduction - A large number of natural and synthetic compounds having butenolides as a core unit have been described and many of them display a wide range of biological activities. Butenolides from P. malacophyllum have presented potential antifungal activities but no specific, fast, and precise method has been developed for their determination. Objective - To develop a methodology based on micellar electrokinetic chromatography to determine butenolides in Piper species. Methodology - The extracts were analysed in an uncoated fused-silica capillaries and for the micellar system 20 mmol/L SDS, 20% (v/v) acetonitrile (ACN) and 10 mmol/L STB aqueous buffer at pH 9.2 were used. The method was validated for precision, linearity, limit of detection (LOD) and limit of quantitation (LOQ) and the standard deviations were determined from the standard errors estimated by the regression line. Results - A micellar electrokinetic chromatography (MEKC) method for determination of butenolides in extracts gave full resolution for 1 and 2. The analytical curve in the range 10.0-50.0 mu g/mL (r(2) = 0.999) provided LOD and LOQ for 1 and 2 of 2.1/6.3 and 1.1/3.5 mu g/mL, respectively. The RSD for migration times were 0.12 and 1.0% for peak area ratios with 100.0 +/- 1.4% of recovery. Conclusions - A novel high-performance MEKC method developed for the analysis of butenolides 1 and 2 in leaf extracts of P. malacophyllum allowed their quantitative determined within an analysis time shorter than 5 min and the results indicated CE to be a feasible analytical technique for the quantitative determination of butenolides in Piper extracts. Copyright (C) 2010 John Wiley & Sons, Ltd.

Optimization of a method for determination of phenolic acids in exotic fruits by capillary electrophoresis

In this work, the separation of nine phenolic acids (benzoic, caffeic, chlorogenic, p-coumaric, ferulic, gallic, protocatechuic, syringic, and vanillic acid) was approached by a 32 factorial design in electrolytes consisting of sodium tetraborate buffer(STB) in the concentration range of 10-50 mmol L(-1) and methanol in the volume percentage of 5-20%. Derringer`s desirability functions combined globally were tested as response functions. An optimal electrolyte composed by 50 mmol L(-1) tetraborate buffer at pH 9.2, and 7.5% (v/v) methanol allowed baseline resolution of all phenolic acids under investigation in less than 15 min. In order to promote sample clean up, to preconcentrate the phenolic fraction and to release esterified phenolic acids from the fruit matrix, elaborate liquid-liquid extraction procedures followed by alkaline hydrolysis were performed. The proposed methodology was fully validated (linearity from 10.0 to 100 mu g mL(-1), R(2) > 0.999: LOD and LOQ from 1.32 to 3.80 mu g mL(-1) and from 4.01 to 11.5 mu g mL(-1), respectively; intra-day precision better than 2.8% CV for migration time and 5.4% CV for peak area; inter-day precision better than 4.8% CV for migration time and 4.8-11% CV for peak area: recoveries from 81% to 115%) and applied successfully to the evaluation of phenolic contents of abiu-roxo (Chrysophyllum caimito), wild mulberry growing in Brazil (Morus nigra L.) and tree tomato (Cyphomandra betacea). Values in the range of 1.50-47.3 mu g g(-1) were found, with smaller amounts occurring as free phenolic acids. (C) 2009 Elsevier B.V. All rights reserved.

First dynamic kinetic resolution of selenium-containing chiral amines catalyzed by palladium (Pd/BaSO(4)) and Candida antartica lipase (CAL-B)

An efficient method for chemoenzymatic dynamic kinetic resolution of selenium-containing chiral amines (organoselenium-1-phenylethanamines) has been developed, leading to the corresponding amides in excellent enantioselectivities and high isolated yields. This one-pot procedure employs two different types of catalysts: Pd on barium sulphate (Pd/BaSO(4)) as racemization catalyst and lipase (CAL-B) as the resolution catalyst. (C) 2009 Elsevier Ltd. All rights reserved.

Development of a sequential injection chromatography (SIC) method for determination of simazine, atrazine, and propazine

This paper describes the development of a sequential injection chromatography (SIC) procedure for separation and quantification of the herbicides simazine, atrazine, and propazine exploring the low backpressure of a 2.5 cm long monolithic C(18) column. The separation of the three compounds was achieved in less than 90 s with resolution > 1.5 using a mobile phase composed by ACN/1.25 mmol/L acetate buffer (pH 4.5) at the volumetric ratio of 35:65 and flow rate of 40 mu L/s. Detection was made at 223 nm using a flow cell with 40 mm of optical path length. The LOD was 10 mu g/L for the three triazines and the quantification limits were of 30 mu g/L for simazine and propazine and 40 mu g/L for atrazine. The sampling frequency is 27 samples per hour, consuming 1.1 mL of ACN per analysis. The proposed methodology was applied to spiked water samples and no statistically significant differences were observed in comparison to a conventional HPLC-UV method. The major metabolites of atrazine and other herbicides did not interfere in the analysis, being eluted from the column either together with the unretained peak, or at retention times well-resolved from the studied compounds.

Determination of sorbate and benzoate in beverage samples by capillary electrophoresis - Optimization of the method with inspection of ionic mobilities

The aim of this study was to develop a fast capillary electrophoresis method for the determination of benzoate and sorbate ions in commercial beverages. In the method development the pH and constituents of the background electrolyte were selected using the effective mobility versus pH curves. As the high resolution obtained experimentally for sorbate and benzoate in the studies presented in the literature is not in agreement with that expected from the ionic mobility values published, a procedure to determine these values was carried out. The salicylate ion was used as the internal standard. The background electrolyte was composed of 25 mmol L(-1) tris(hydroxymethyl)aminomethane and 12.5 mmol L(-1) 2-hydroxyisobutyric acid, atpH 8.1.Separation was conducted in a fused-silica capillary(32 cm total length and 8.5 cm effective length, 50 mu m I.D.), with short-end injection configuration and direct UV detection at 200 nm for benzoate and salicylate and 254 nm for sorbate ions. The run time was only 28 s. A few figures of merit of the proposed method include: good linearity (R(2) > 0.999), limit of detection of 0.9 and 0.3 mg L(-1) for benzoate and sorbate, respectively, inter-day precision better than 2.7% (n =9) and recovery in the range 97.9-105%. Beverage samples were prepared by simple dilution with deionized water (1:11, v/v). Concentrations in the range of 197-401 mg L(-1) for benzoate and 28-144 mg L(-1) for sorbate were found in soft drinks and tea. (c) 2008 Elsevier B.V. All rights reserved.

Determination of epinephrine in urine using multi-walled carbon nanotube modified with cobalt phthalocyanine in a paraffin composite electrode

This paper describes the development, electrochemical characterization and utilization of a cobalt phthalocyanine (CoPc), modified multi-walled carbon nanotube (MWCNT), and paraffin composite electrode for the quantitative determination of epinephrine (EP) in human urine samples. The electrochemical profile of the proposed composite electrode was analyzed by differential pulse voltammetry (DPV) that showed a shift of the oxidation peak potential of EP at 175 mV to less positive value, compared with a paraffin/graphite composite electrode without CoPc. DPV experiments in PBS at pH 6.0 were performed to determine EP without any previous step of extraction, clean-up, and derivatization, in the range from 1.33 to 5.50 mu mol L(-1), with a detection limit of 15.6 nmol L(-1) (2.86) of EP in electrolyte prepared with purified water. The lifetime of the proposed sensors was at least over 1000 determinations with 1.7 and 3.1 repeatability and reproducibility relative standard deviations, respectively. Human urine samples without any purification step were successfully analyzed under the standard addition method using paraffin/MWCNT/CoPc composite electrode. (C) 2010 Elsevier B.V. All rights reserved.

Face Detection and Facial Feature Localization for multi-pose faces and complex backgroundimages

The objective of this thesis work, is to propose an algorithm to detect the faces in a digital image with complex background. A lot of work has already been done in the area of face detection, but drawback of some face detection algorithms is the lack of ability to detect faces with closed eyes and open mouth. Thus facial features form an important basis for detection. The current thesis work focuses on detection of faces based on facial objects. The procedure is composed of three different phases: segmentation phase, filtering phase and localization phase. In segmentation phase, the algorithm utilizes color segmentation to isolate human skin color based on its chrominance properties. In filtering phase, Minkowski addition based object removal (Morphological operations) has been used to remove the non-skin regions. In the last phase, Image Processing and Computer Vision methods have been used to find the existence of facial components in the skin regions.This method is effective on detecting a face region with closed eyes, open mouth and a half profile face. The experiment’s results demonstrated that the detection accuracy is around 85.4% and the detection speed is faster when compared to neural network method and other techniques.

Combining Satellite And Gauge Precipitation Data With Co-Kriging Method For Jakarta Region

Jakarta is vulnerable to flooding mainly caused by prolonged and heavy rainfall and thus a robust hydrological modeling is called for. A good quality of spatial precipitation data is therefore desired so that a good hydrological model could be achieved. Two types of rainfall sources are available: satellite and gauge station observations. At-site rainfall is considered to be a reliable and accurate source of rainfall. However, the limited number of stations makes the spatial interpolation not very much appealing. On the other hand, the gridded rainfall nowadays has high spatial resolution and improved accuracy, but still, relatively less accurate than its counterpart. To achieve a better precipitation data set, the study proposes cokriging method, a blending algorithm, to yield the blended satellite-gauge gridded rainfall at approximately 10-km resolution. The Global Satellite Mapping of Precipitation (GSMaP, 0.1⁰×0.1⁰) and daily rainfall observations from gauge stations are used. The blended product is compared with satellite data by cross-validation method. The newly-yield blended product is then utilized to re-calibrate the hydrological model. Several scenarios are simulated by the hydrological models calibrated by gauge observations alone and blended product. The performance of two calibrated hydrological models is then assessed and compared based on simulated and observed runoff.

Using irregularly spaced returns to estimate multi-factor models: application to Brazilian equity data

Multi-factor models constitute a useful tool to explain cross-sectional covariance in equities returns. We propose in this paper the use of irregularly spaced returns in the multi-factor model estimation and provide an empirical example with the 389 most liquid equities in the Brazilian Market. The market index shows itself significant to explain equity returns while the US$/Brazilian Real exchange rate and the Brazilian standard interest rate does not. This example shows the usefulness of the estimation method in further using the model to fill in missing values and to provide interval forecasts.

Visualização em multirresolução do fluxo de tópicos em coleções de texto

O uso combinado de algoritmos para a descoberta de tópicos em coleções de documentos com técnicas orientadas à visualização da evolução daqueles tópicos no tempo permite a exploração de padrões temáticos em corpora extensos a partir de representações visuais compactas. A pesquisa em apresentação investigou os requisitos de visualização do dado sobre composição temática de documentos obtido através da modelagem de tópicos – o qual é esparso e possui multiatributos – em diferentes níveis de detalhe, através do desenvolvimento de uma técnica de visualização própria e pelo uso de uma biblioteca de código aberto para visualização de dados, de forma comparativa. Sobre o problema estudado de visualização do fluxo de tópicos, observou-se a presença de requisitos de visualização conflitantes para diferentes resoluções dos dados, o que levou à investigação detalhada das formas de manipulação e exibição daqueles. Dessa investigação, a hipótese defendida foi a de que o uso integrado de mais de uma técnica de visualização de acordo com a resolução do dado amplia as possibilidades de exploração do objeto em estudo em relação ao que seria obtido através de apenas uma técnica. A exibição dos limites no uso dessas técnicas de acordo com a resolução de exploração do dado é a principal contribuição desse trabalho, no intuito de dar subsídios ao desenvolvimento de novas aplicações.

Using irregularly spaced returns to estimate multi-factor models : application to Brazilian equity data

Multi-factor models constitute a use fui tool to explain cross-sectional covariance in equities retums. We propose in this paper the use of irregularly spaced returns in the multi-factor model estimation and provide an empirical example with the 389 most liquid equities in the Brazilian Market. The market index shows itself significant to explain equity returns while the US$/Brazilian Real exchange rate and the Brazilian standard interest rate does not. This example shows the usefulness of the estimation method in further using the model to fill in missing values and to provide intervaI forecasts.