Filters method in direct search optimization, new measures to admissibility

Constrained nonlinear optimization problems are usually solved using penalty or barrier methods combined with unconstrained optimization methods. Another alternative used to solve constrained nonlinear optimization problems is the lters method. Filters method, introduced by Fletcher and Ley er in 2002, have been widely used in several areas of constrained nonlinear optimization. These methods treat optimization problem as bi-objective attempts to minimize the objective function and a continuous function that aggregates the constraint violation functions. Audet and Dennis have presented the rst lters method for derivative-free nonlinear programming, based on pattern search methods. Motivated by this work we have de- veloped a new direct search method, based on simplex methods, for general constrained optimization, that combines the features of the simplex method and lters method. This work presents a new variant of these methods which combines the lters method with other direct search methods and are proposed some alternatives to aggregate the constraint violation functions.

Handling random errors and biases in methods used for short-term dietary assessment

Epidemiological studies have shown the effect of diet on the incidence of chronic diseases; however, proper planning, designing, and statistical modeling are necessary to obtain precise and accurate food consumption data. Evaluation methods used for short-term assessment of food consumption of a population, such as tracking of food intake over 24h or food diaries, can be affected by random errors or biases inherent to the method. Statistical modeling is used to handle random errors, whereas proper designing and sampling are essential for controlling biases. The present study aimed to analyze potential biases and random errors and determine how they affect the results. We also aimed to identify ways to prevent them and/or to use statistical approaches in epidemiological studies involving dietary assessments.

Assessment of climate change statistical downscaling methods: Application and comparison of two statistical methods to a single site in Lisbon

Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para a obtenção do grau de Mestre em Engenharia do Ambiente

Root locus of fractional linear systems

In this paper an algorithm for the calculation of the root locus of fractional linear systems is presented. The proposed algorithm takes advantage of present day computational resources and processes directly the characteristic equation, avoiding the limitations revealed by standard methods. The results demonstrate the good performance for different types of expressions.

Analysis of financial data series using fractional Fourier transform and multidimensional scaling

The goal of this study is the analysis of the dynamical properties of financial data series from worldwide stock market indexes during the period 2000–2009. We analyze, under a regional criterium, ten main indexes at a daily time horizon. The methods and algorithms that have been explored for the description of dynamical phenomena become an effective background in the analysis of economical data. We start by applying the classical concepts of signal analysis, fractional Fourier transform, and methods of fractional calculus. In a second phase we adopt the multidimensional scaling approach. Stock market indexes are examples of complex interacting systems for which a huge amount of data exists. Therefore, these indexes, viewed from a different perspectives, lead to new classification patterns.

Fractional calculus: application in modelling and control

This contribution introduces the fractional calculus (FC) fundamental mathematical aspects and discuses some of their consequences. Based on the FC concepts, the chapter reviews the main approaches for implementing fractional operators and discusses the adoption of FC in control systems. Finally are presented some applications in the areas of modeling and control, namely fractional PID, heat diffusion systems, electromagnetism, fractional electrical impedances, evolutionary algorithms, robotics, and nonlinear system control.

Realization of fractional-order controllers: analysis, synthesis and application to the velocity control of a servo system

The synthesis and application of fractional-order controllers is now an active research field. This article investigates the use of fractional-order PID controllers in the velocity control of an experimental modular servo system. The systern consists of a digital servomechanism and open-architecture software environment for real-time control experiments using MATLAB/Simulink. Different tuning methods will be employed, such as heuristics based on the well-known Ziegler Nichols rules, techniques based on Bode’s ideal transfer function and optimization tuning methods. Experimental responses obtained from the application of the several fractional-order controllers are presented and analyzed. The effectiveness and superior performance of the proposed algorithms are also compared with classical integer-order PID controllers.

A comparative analysis of fault injection methods via enhanced on-chip debug infrastructures

On-chip debug (OCD) features are frequently available in modern microprocessors. Their contribution to shorten the time-to-market justifies the industry investment in this area, where a number of competing or complementary proposals are available or under development, e.g. NEXUS, CJTAG, IJTAG. The controllability and observability features provided by OCD infrastructures provide a valuable toolbox that can be used well beyond the debugging arena, improving the return on investment rate by diluting its cost across a wider spectrum of application areas. This paper discusses the use of OCD features for validating fault tolerant architectures, and in particular the efficiency of various fault injection methods provided by enhanced OCD infrastructures. The reference data for our comparative study was captured on a workbench comprising the 32-bit Freescale MPC-565 microprocessor, an iSYSTEM IC3000 debugger (iTracePro version) and the Winidea 2005 debugging package. All enhanced OCD infrastructures were implemented in VHDL and the results were obtained by simulation within the same fault injection environment. The focus of this paper is on the comparative analysis of the experimental results obtained for various OCD configurations and debugging scenarios.

Dynamics of the Dow Jones and the NASDAQ stock indexes

The goal of this study is the analysis of the dynamical properties of financial data series from worldwide stock market indices. We analyze the Dow Jones Industrial Average ( ∧ DJI) and the NASDAQ Composite ( ∧ IXIC) indexes at a daily time horizon. The methods and algorithms that have been explored for description of physical phenomena become an effective background, and even inspiration, for very productive methods used in the analysis of economical data. We start by applying the classical concepts of signal analysis, Fourier transform, and methods of fractional calculus. In a second phase we adopt a pseudo phase plane approach.

Solving nonlinear equations by a tabu search strategy

Solving systems of nonlinear equations is a problem of particular importance since they emerge through the mathematical modeling of real problems that arise naturally in many branches of engineering and in the physical sciences. The problem can be naturally reformulated as a global optimization problem. In this paper, we show that a metaheuristic, called Directed Tabu Search (DTS) [16], is able to converge to the solutions of a set of problems for which the fsolve function of MATLAB® failed to converge. We also show the effect of the dimension of the problem in the performance of the DTS.

Methods and challenges for the health impact assessment of vaccination programs in Latin America

ABSTRACT OBJECTIVE To describe methods and challenges faced in the health impact assessment of vaccination programs, focusing on the pneumococcal conjugate and rotavirus vaccines in Latin America and the Caribbean. METHODS For this narrative review, we searched for the terms "rotavirus", "pneumococcal", "conjugate vaccine", "vaccination", "program", and "impact" in the databases Medline and LILACS. The search was extended to the grey literature in Google Scholar. No limits were defined for publication year. Original articles on the health impact assessment of pneumococcal and rotavirus vaccination programs in Latin America and the Caribbean in English, Spanish or Portuguese were included. RESULTS We identified 207 articles. After removing duplicates and assessing eligibility, we reviewed 33 studies, 25 focusing on rotavirus and eight on pneumococcal vaccination programs. The most frequent studies were ecological, with time series analysis or comparing pre- and post-vaccination periods. The main data sources were: health information systems; population-, sentinel- or laboratory-based surveillance systems; statistics reports; and medical records from one or few health care services. Few studies used primary data. Hospitalization and death were the main outcomes assessed. CONCLUSIONS Over the last years, a significant number of health impact assessments of pneumococcal and rotavirus vaccination programs have been conducted in Latin America and the Caribbean. These studies were carried out few years after the programs were implemented, meet the basic methodological requirements and suggest positive health impact. Future assessments should consider methodological issues and challenges arisen in these first studies conducted in the region.

Positive radial solutions of the Dirichlet problem for the Minkowski-Curvature equation in a ball

We study the existence and multiplicity of positive radial solutions of the Dirichlet problem for the Minkowski-curvature equation { -div(del upsilon/root 1-vertical bar del upsilon vertical bar(2)) in B-R, upsilon=0 on partial derivative B-R,B- where B-R is a ball in R-N (N >= 2). According to the behaviour off = f (r, s) near s = 0, we prove the existence of either one, two or three positive solutions. All results are obtained by reduction to an equivalent non-singular one-dimensional problem, to which variational methods can be applied in a standard way.

Travelling wave profiles in some models with nonlinear diffusion

We study some properties of the monotone solutions of the boundary value problem (p(u'))' - cu' + f(u) = 0, u(-infinity) = 0, u(+infinity) = 1, where f is a continuous function, positive in (0, 1) and taking the value zero at 0 and 1, and P may be an increasing homeomorphism of (0, 1) or (0, +infinity) onto [0, +infinity). This problem arises when we look for travelling waves for the reaction diffusion equation partial derivative u/partial derivative t = partial derivative/partial derivative x [p(partial derivative u/partial derivative x)] + f(u) with the parameter c representing the wave speed. A possible model for the nonlinear diffusion is the relativistic curvature operator p(nu)= nu/root 1-nu(2). The same ideas apply when P is given by the one- dimensional p- Laplacian P(v) = |v|(p-2)v. In this case, an advection term is also considered. We show that, as for the classical Fisher- Kolmogorov- Petrovski- Piskounov equations, there is an interval of admissible speeds c and we give characterisations of the critical speed c. We also present some examples of exact solutions. (C) 2014 Elsevier Inc. All rights reserved.

Fractional derivatives: probability interpretation and frequency response of rational approximations

The theory of fractional calculus (FC) is a useful mathematical tool in many applied sciences. Nevertheless, only in the last decades researchers were motivated for the adoption of the FC concepts. There are several reasons for this state of affairs, namely the co-existence of different definitions and interpretations, and the necessity of approximation methods for the real time calculation of fractional derivatives (FDs). In a first part, this paper introduces a probabilistic interpretation of the fractional derivative based on the Grünwald-Letnikov definition. In a second part, the calculation of fractional derivatives through Padé fraction approximations is analyzed. It is observed that the probabilistic interpretation and the frequency response of fraction approximations of FDs reveal a clear correlation between both concepts.

Assessment of data-driven modeling strategies for water delivery canals

Conferência: CONTROLO’2012 - 16-18 July 2012 - Funchal