Stability, viscous dissipation and local thermal non-equilibrium in fluid saturated porous media

In this thesis, the field of study related to the stability analysis of fluid saturated porous media is investigated. In particular the contribution of the viscous heating to the onset of convective instability in the flow through ducts is analysed. In order to evaluate the contribution of the viscous dissipation, different geometries, different models describing the balance equations and different boundary conditions are used. Moreover, the local thermal non-equilibrium model is used to study the evolution of the temperature differences between the fluid and the solid matrix in a thermal boundary layer problem. On studying the onset of instability, different techniques for eigenvalue problems has been used. Analytical solutions, asymptotic analyses and numerical solutions by means of original and commercial codes are carried out.

Black-scholes type equations

In this work we are concerned with the analysis and numerical solution of Black-Scholes type equations arising in the modeling of incomplete financial markets and an inverse problem of determining the local volatility function in a generalized Black-Scholes model from observed option prices. In the first chapter a fully nonlinear Black-Scholes equation which models transaction costs arising in option pricing is discretized by a new high order compact scheme. The compact scheme is proved to be unconditionally stable and non-oscillatory and is very efficient compared to classical schemes. Moreover, it is shown that the finite difference solution converges locally uniformly to the unique viscosity solution of the continuous equation. In the next chapter we turn to the calibration problem of computing local volatility functions from market data in a generalized Black-Scholes setting. We follow an optimal control approach in a Lagrangian framework. We show the existence of a global solution and study first- and second-order optimality conditions. Furthermore, we propose an algorithm that is based on a globalized sequential quadratic programming method and a primal-dual active set strategy, and present numerical results. In the last chapter we consider a quasilinear parabolic equation with quadratic gradient terms, which arises in the modeling of an optimal portfolio in incomplete markets. The existence of weak solutions is shown by considering a sequence of approximate solutions. The main difficulty of the proof is to infer the strong convergence of the sequence. Furthermore, we prove the uniqueness of weak solutions under a smallness condition on the derivatives of the covariance matrices with respect to the solution, but without additional regularity assumptions on the solution. The results are illustrated by a numerical example.

Mixtures of colloidal rods and spheres in bulk and in confinement

When non-adsorbing polymers are added to an isotropic suspension of rod-like colloids, the colloids effectively attract each other via depletion forces. Monte Carlo simulations were performed to study the phase diagram of such rod-polymer mixtures. The colloidal rods were modelled as hard spherocylinders; the polymers were described as spheres of the same diameter as the rods. The polymers may overlap with no energy cost, while overlap of polymers and rods is forbidden. In this thesis the emphasis was on the depletion effects caused by the addition of spheres on the isotropic phase of rod-like particles. Although most of the present experimental studies consider systems close to or beyond the isotropic-nematic transition, the isotropic phase with depletion interactions turns out to be a not less interesting topic. First, the percolation problem was studied in canonical simulations of a system of hard rods and soft spheres, where the amount of depletant was kept low to prevent phase separation of the mixture. The lowering of the percolation threshold seen in experiment is confirmed to be due to the depletion interactions. The local changes in the structure of the fluid of rods, which were measured in the simulations, indicated that the depletion forces enhance local alignment and aggregation of the rods. Then, the phase diagram of isotropic-isotropic demixing of short spherocylinders was calculated using grand canonical ensemble simulations with successive umbrella sampling. Finite size scaling analysis allowed to estimate the location of the critical point. Also, estimates for the interfacial tension between the coexisting isotropic phases and analyses of its power-law behaviour on approach of the critical point are presented. The obtained phase diagram was compared to the predictions of the free volume theory. After an analysis of the bulk, the phase behaviour in confinement was studied. The critical point of gas-liquid demixing is shifted to higher concentrations of rods and smaller concentrations of spheres due to the formation of an orientationally ordered surface film. If the separation between the walls becomes very small, the critical point is shifted back to smaller concentrations of rods because the surface film breaks up. A method to calculate the contact angle of the liquid-gas interface with the wall is introduced and the wetting behaviour on the approach to the critical point is analysed.

Local Earthquake Tomography by trans-dimensional Monte Carlo Sampling

In this study a new, fully non-linear, approach to Local Earthquake Tomography is presented. Local Earthquakes Tomography (LET) is a non-linear inversion problem that allows the joint determination of earthquakes parameters and velocity structure from arrival times of waves generated by local sources. Since the early developments of seismic tomography several inversion methods have been developed to solve this problem in a linearized way. In the framework of Monte Carlo sampling, we developed a new code based on the Reversible Jump Markov Chain Monte Carlo sampling method (Rj-McMc). It is a trans-dimensional approach in which the number of unknowns, and thus the model parameterization, is treated as one of the unknowns. I show that our new code allows overcoming major limitations of linearized tomography, opening a new perspective in seismic imaging. Synthetic tests demonstrate that our algorithm is able to produce a robust and reliable tomography without the need to make subjective a-priori assumptions about starting models and parameterization. Moreover it provides a more accurate estimate of uncertainties about the model parameters. Therefore, it is very suitable for investigating the velocity structure in regions that lack of accurate a-priori information. Synthetic tests also reveal that the lack of any regularization constraints allows extracting more information from the observed data and that the velocity structure can be detected also in regions where the density of rays is low and standard linearized codes fails. I also present high-resolution Vp and Vp/Vs models in two widespread investigated regions: the Parkfield segment of the San Andreas Fault (California, USA) and the area around the Alto Tiberina fault (Umbria-Marche, Italy). In both the cases, the models obtained with our code show a substantial improvement in the data fit, if compared with the models obtained from the same data set with the linearized inversion codes.

Metodi euristici per il Vehicle Routing Problem

Il problema della consegna di prodotti da un deposito/impianto ai clienti mediante una flotta di automezzi è un problema centrale nella gestione di una catena di produzione e distribuzione (supply chain). Questo problema, noto in letteratura come Vehicle Routing Problem (VRP), nella sua versione più semplice consiste nel disegnare per ogni veicolo disponibile presso un dato deposito aziendale un viaggio (route) di consegna dei prodotti ai clienti, che tali prodotti richiedono, in modo tale che (i) la somma delle quantità richieste dai clienti assegnati ad ogni veicolo non superi la capacità del veicolo, (ii) ogni cliente sia servito una ed una sola volta, (iii) sia minima la somma dei costi dei viaggi effettuati dai veicoli. Il VRP è un problema trasversale ad una molteplicità di settori merceologici dove la distribuzione dei prodotti e/o servizi avviene mediante veicoli su gomma, quali ad esempio: distribuzione di generi alimentari, distribuzione di prodotti petroliferi, raccolta e distribuzione della posta, organizzazione del servizio scuolabus, pianificazione della manutenzione di impianti, raccolta rifiuti, etc. In questa tesi viene considerato il Multi-Trip VRP, in cui ogni veicolo può eseguire un sottoinsieme di percorsi, chiamato vehicle schedule (schedula del veicolo), soggetto a vincoli di durata massima. Nonostante la sua importanza pratica, il MTVRP ha ricevuto poca attenzione in letteratura: sono stati proposti diversi metodi euristici e un solo algoritmo esatto di risoluzione, presentato da Mingozzi, Roberti e Toth. In questa tesi viene presentato un metodo euristico in grado di risolvere istanze di MTVRP in presenza di vincoli reali, quali flotta di veicoli non omogenea e time windows. L’euristico si basa sul modello di Prins. Sono presentati inoltre due approcci di local search per migliorare la soluzione finale. I risultati computazionali evidenziano l’efficienza di tali approcci.

Local Trigonometric Methods for Time Series Smoothing.

The thesis is concerned with local trigonometric regression methods. The aim was to develop a method for extraction of cyclical components in time series. The main results of the thesis are the following. First, a generalization of the filter proposed by Christiano and Fitzgerald is furnished for the smoothing of ARIMA(p,d,q) process. Second, a local trigonometric filter is built, with its statistical properties. Third, they are discussed the convergence properties of trigonometric estimators, and the problem of choosing the order of the model. A large scale simulation experiment has been designed in order to assess the performance of the proposed models and methods. The results show that local trigonometric regression may be a useful tool for periodic time series analysis.

On the car sequencing problem: analysis and solution methods

This work deals with the car sequencing (CS) problem, a combinatorial optimization problem for sequencing mixed-model assembly lines. The aim is to find a production sequence for different variants of a common base product, such that work overload of the respective line operators is avoided or minimized. The variants are distinguished by certain options (e.g., sun roof yes/no) and, therefore, require different processing times at the stations of the line. CS introduces a so-called sequencing rule H:N for each option, which restricts the occurrence of this option to at most H in any N consecutive variants. It seeks for a sequence that leads to no or a minimum number of sequencing rule violations. In this work, CS’ suitability for workload-oriented sequencing is analyzed. Therefore, its solution quality is compared in experiments to the related mixed-model sequencing problem. A new sequencing rule generation approach as well as a new lower bound for the problem are presented. Different exact and heuristic solution methods for CS are developed and their efficiency is shown in experiments. Furthermore, CS is adjusted and applied to a resequencing problem with pull-off tables.

Efficient subsequence alignment of time series

Zeitreihen sind allgegenwärtig. Die Erfassung und Verarbeitung kontinuierlich gemessener Daten ist in allen Bereichen der Naturwissenschaften, Medizin und Finanzwelt vertreten. Das enorme Anwachsen aufgezeichneter Datenmengen, sei es durch automatisierte Monitoring-Systeme oder integrierte Sensoren, bedarf außerordentlich schneller Algorithmen in Theorie und Praxis. Infolgedessen beschäftigt sich diese Arbeit mit der effizienten Berechnung von Teilsequenzalignments. Komplexe Algorithmen wie z.B. Anomaliedetektion, Motivfabfrage oder die unüberwachte Extraktion von prototypischen Bausteinen in Zeitreihen machen exzessiven Gebrauch von diesen Alignments. Darin begründet sich der Bedarf nach schnellen Implementierungen. Diese Arbeit untergliedert sich in drei Ansätze, die sich dieser Herausforderung widmen. Das umfasst vier Alignierungsalgorithmen und ihre Parallelisierung auf CUDA-fähiger Hardware, einen Algorithmus zur Segmentierung von Datenströmen und eine einheitliche Behandlung von Liegruppen-wertigen Zeitreihen.rnrnDer erste Beitrag ist eine vollständige CUDA-Portierung der UCR-Suite, die weltführende Implementierung von Teilsequenzalignierung. Das umfasst ein neues Berechnungsschema zur Ermittlung lokaler Alignierungsgüten unter Verwendung z-normierten euklidischen Abstands, welches auf jeder parallelen Hardware mit Unterstützung für schnelle Fouriertransformation einsetzbar ist. Des Weiteren geben wir eine SIMT-verträgliche Umsetzung der Lower-Bound-Kaskade der UCR-Suite zur effizienten Berechnung lokaler Alignierungsgüten unter Dynamic Time Warping an. Beide CUDA-Implementierungen ermöglichen eine um ein bis zwei Größenordnungen schnellere Berechnung als etablierte Methoden.rnrnAls zweites untersuchen wir zwei Linearzeit-Approximierungen für das elastische Alignment von Teilsequenzen. Auf der einen Seite behandeln wir ein SIMT-verträgliches Relaxierungschema für Greedy DTW und seine effiziente CUDA-Parallelisierung. Auf der anderen Seite führen wir ein neues lokales Abstandsmaß ein, den Gliding Elastic Match (GEM), welches mit der gleichen asymptotischen Zeitkomplexität wie Greedy DTW berechnet werden kann, jedoch eine vollständige Relaxierung der Penalty-Matrix bietet. Weitere Verbesserungen umfassen Invarianz gegen Trends auf der Messachse und uniforme Skalierung auf der Zeitachse. Des Weiteren wird eine Erweiterung von GEM zur Multi-Shape-Segmentierung diskutiert und auf Bewegungsdaten evaluiert. Beide CUDA-Parallelisierung verzeichnen Laufzeitverbesserungen um bis zu zwei Größenordnungen.rnrnDie Behandlung von Zeitreihen beschränkt sich in der Literatur in der Regel auf reellwertige Messdaten. Der dritte Beitrag umfasst eine einheitliche Methode zur Behandlung von Liegruppen-wertigen Zeitreihen. Darauf aufbauend werden Distanzmaße auf der Rotationsgruppe SO(3) und auf der euklidischen Gruppe SE(3) behandelt. Des Weiteren werden speichereffiziente Darstellungen und gruppenkompatible Erweiterungen elastischer Maße diskutiert.

Groupme: city data and multi-preference activity allocation

Classic group recommender systems focus on providing suggestions for a fixed group of people. Our work tries to give an inside look at design- ing a new recommender system that is capable of making suggestions for a sequence of activities, dividing people in subgroups, in order to boost over- all group satisfaction. However, this idea increases problem complexity in more dimensions and creates great challenge to the algorithm’s performance. To understand the e↵ectiveness, due to the enhanced complexity and pre- cise problem solving, we implemented an experimental system from data collected from a variety of web services concerning the city of Paris. The sys- tem recommends activities to a group of users from two di↵erent approaches: Local Search and Constraint Programming. The general results show that the number of subgroups can significantly influence the Constraint Program- ming Approaches’s computational time and e�cacy. Generally, Local Search can find results much quicker than Constraint Programming. Over a lengthy period of time, Local Search performs better than Constraint Programming, with similar final results.

The effect of alternative neuronal differentiation pathways on PC12 cell adhesion and neurite alignment to nanogratings

During development and regeneration of the mammalian nervous system, directional signals guide differentiating neurons toward their targets. Soluble neurotrophic molecules encode for preferential direction over long distances while the local topography is read by cells in a process requiring the establishment of focal adhesions. The mutual interaction between overlapping molecular and topographical signals introduces an additional level of control to this picture. The role of the substrate topography was demonstrated exploiting nanotechnologies to generate biomimetic scaffolds that control both the polarity of differentiating neurons and the alignment of their neurites. Here PC12 cells contacting nanogratings made of copolymer 2-norbornene ethylene (COC), were alternatively stimulated with Nerve Growth Factor, Forskolin, and 8-(4-chloro-phenylthio)-2'-O-methyladenosine-3',5'-cyclic (8CPT-2Me-cAMP) or with a combination of them. Topographical guidance was differently modulated by the alternative stimulation protocols tested. Forskolin stimulation reduced the efficiency of neurite alignment to the nanogratings. This effect was linked to the inhibition of focal adhesion maturation. Modulation of neurite alignment and focal adhesion maturation upon Forskolin stimulation depended on the activation of the MEK/ERK signaling but were PkA independent. Altogether, our results demonstrate that topographical guidance in PC12 cells is modulated by the activation of alternative neuronal differentiation pathways.

Allergen cross reactions: a problem greater than ever thought?

Cross reactions are an often observed phenomenon in patients with allergy. Sensitization against some allergens may cause reactions against other seemingly unrelated allergens. Today, cross reactions are being investigated on a per-case basis, analyzing blood serum specific IgE (sIgE) levels and clinical features of patients suffering from cross reactions. In this study, we evaluated the level of sIgE compared to patients' total IgE assuming epitope specificity is a consequence of sequence similarity.

Application of Discrete Fourier Inter-Coefficient Difference for Assessing Genetic Sequence Similarity

Digital signal processing (DSP) techniques for biological sequence analysis continue to grow in popularity due to the inherent digital nature of these sequences. DSP methods have demonstrated early success for detection of coding regions in a gene. Recently, these methods are being used to establish DNA gene similarity. We present the inter-coefficient difference (ICD) transformation, a novel extension of the discrete Fourier transformation, which can be applied to any DNA sequence. The ICD method is a mathematical, alignment-free DNA comparison method that generates a genetic signature for any DNA sequence that is used to generate relative measures of similarity among DNA sequences. We demonstrate our method on a set of insulin genes obtained from an evolutionarily wide range of species, and on a set of avian influenza viral sequences, which represents a set of highly similar sequences. We compare phylogenetic trees generated using our technique against trees generated using traditional alignment techniques for similarity and demonstrate that the ICD method produces a highly accurate tree without requiring an alignment prior to establishing sequence similarity.

Molecular epidemiology of methicillin-resistant Staphylococcus aureus in Switzerland: sampling only invasive isolates does not allow a representative description of the local diversity of clones

We conducted a molecular study of MRSA isolated in Swiss hospitals, including the first five consecutive isolates recovered from blood cultures and the first ten isolates recovered from other sites in newly identified carriers. Among 73 MRSA isolates, 44 different double locus sequence typing (DLST) types and 32 spa types were observed. Most isolates belonged to the NewYork/Japan, the UK-EMRSA-15, the South German and the Berlin clones. In a country with a low to moderate MRSA incidence, inclusion of non-invasive isolates allowed a more accurate description of the diversity.

A second generation radiation hybrid map to aid the assembly of the bovine genome sequence

BACKGROUND: Several approaches can be used to determine the order of loci on chromosomes and hence develop maps of the genome. However, all mapping approaches are prone to errors either arising from technical deficiencies or lack of statistical support to distinguish between alternative orders of loci. The accuracy of the genome maps could be improved, in principle, if information from different sources was combined to produce integrated maps. The publicly available bovine genomic sequence assembly with 6x coverage (Btau_2.0) is based on whole genome shotgun sequence data and limited mapping data however, it is recognised that this assembly is a draft that contains errors. Correcting the sequence assembly requires extensive additional mapping information to improve the reliability of the ordering of sequence scaffolds on chromosomes. The radiation hybrid (RH) map described here has been contributed to the international sequencing project to aid this process. RESULTS: An RH map for the 30 bovine chromosomes is presented. The map was built using the Roslin 3000-rad RH panel (BovGen RH map) and contains 3966 markers including 2473 new loci in addition to 262 amplified fragment-length polymorphisms (AFLP) and 1231 markers previously published with the first generation RH map. Sequences of the mapped loci were aligned with published bovine genome maps to identify inconsistencies. In addition to differences in the order of loci, several cases were observed where the chromosomal assignment of loci differed between maps. All the chromosome maps were aligned with the current 6x bovine assembly (Btau_2.0) and 2898 loci were unambiguously located in the bovine sequence. The order of loci on the RH map for BTA 5, 7, 16, 22, 25 and 29 differed substantially from the assembled bovine sequence. From the 2898 loci unambiguously identified in the bovine sequence assembly, 131 mapped to different chromosomes in the BovGen RH map. CONCLUSION: Alignment of the BovGen RH map with other published RH and genetic maps showed higher consistency in marker order and chromosome assignment than with the current 6x sequence assembly. This suggests that the bovine sequence assembly could be significantly improved by incorporating additional independent mapping information.

Effect on infection resistance of a local antiseptic and antibiotic coating on osteosynthesis implants: an in vitro and in vivo study

The purpose of this study was to acquire information about the effect of an antibacterial and biodegradable poly-L-lactide (PLLA) coated titanium plate osteosynthesis on local infection resistance. For our in vitro and in vivo experiments, we used six-hole AO DC minifragment titanium plates. The implants were coated with biodegradable, semiamorphous PLLA (coating about 30 microm thick). This acted as a carrier substance to which either antibiotics or antiseptics were added. The antibiotic we applied was a combination of Rifampicin and fusidic acid; the antiseptic was a combination of Octenidin and Irgasan. This produced the following groups: Group I: six-hole AO DC minifragment titanium plate without PLLA; Group II: six-hole AO DC minifragment titanium plate with PLLA without antibiotics/antiseptics; Group III: six-hole AO DC minifragment titanium plate with PLLA + 3% Rifampicin and 7% fusidic acid; Group IV: six-hole AO DC minifragment titanium plate with PLLA + 2% Octenidin and 8% Irgasan. In vitro, we investigated the degradation and the release of the PLLA coating over a period of 6 weeks, the bactericidal efficacy of antibiotics/antiseptics after their release from the coating and the bacterial adhesion of Staphylococcus aureus to the implants. In vivo, we compared the infection rates in white New Zealand rabbits after titanium plate osteosynthesis of the tibia with or without antibacterial coating after local percutaneous bacterial inoculations at different concentrations (2 x 10(5)-2 x 10(8)): The plate, the contaminated soft tissues and the underlying bone were removed under sterile conditions after 28 days and quantitatively evaluated for bacterial growth. A stepwise experimental design with an "up-and-down" dosage technique was used to adjust the bacterial challenge in the area of the ID50 (50% infection dose). Statistical evaluation of the differences between the infection rates of both groups was performed using the two-sided Fisher exact test (p < 0.05). Over a period of 6 weeks, a continuous degradation of the PLLA coating of 13%, on average, was seen in vitro in 0.9% NaCl solution. The elution tests on titanium implants with antibiotic or antiseptic coatings produced average release values of 60% of the incorporated antibiotic or 62% of the incorporated antiseptic within the first 60 min. This was followed by a much slower, but nevertheless continuous, release of the incorporated antibiotic and antiseptic over days and weeks. At the end of the test period of 42 days, 20% of the incorporated antibiotic and 15% of the incorporated antiseptic had not yet been released from the coating. The antibacterial effect of the antibiotic/antiseptic is not lost by integrating it into the PLLA coating. The overall infection rate in the in vivo investigation was 50%. For Groups I and II the infection rate was both 83% (10 of 12 animals). In Groups III and IV with antibacterial coating, the infection rate was both 17% (2 of 12 animals). The ID50 in the antibacterial coated Groups III and IV was recorded as 1 x 10(8) CFU, whereas the ID50 values in the Groups I and II without antibacterial coating were a hundred times lower at 1 x 10(6) CFU, respectively. The difference between the groups with and without antibacterial coating was statistically significant (p = 0.033). Using an antibacterial biodegradable PLLA coating on titanium plates, a significant reduction of infection rate in an in vitro and in vivo investigation could be demonstrated. For the first time, to our knowledge, we were able to show, under standardized and reproducible conditions, that an antiseptic coating leads to the same reduction in infection rate as an antibiotic coating. Taking the problem of antibiotic-induced bacterial resistance into consideration, we thus regard the antiseptic coating, which shows the same level of effectiveness, as advantageous.