Testing Seasonal Unit Roots in Data at Any Frequency, an HEGY approach

This paper generalizes the HEGY-type test to detect seasonal unit roots in data at any frequency, based on the seasonal unit root tests in univariate time series by Hylleberg, Engle, Granger and Yoo (1990). We introduce the seasonal unit roots at first, and then derive the mechanism of the HEGY-type test for data with any frequency. Thereafter we provide the asymptotic distributions of our test statistics when different test regressions are employed. We find that the F-statistics for testing conjugation unit roots have the same asymptotic distributions. Then we compute the finite-sample and asymptotic critical values for daily and hourly data by a Monte Carlo method. The power and size properties of our test for hourly data is investigated, and we find that including lag augmentations in auxiliary regression without lag elimination have the smallest size distortion and tests with seasonal dummies included in auxiliary regression have more power than the tests without seasonal dummies. At last we apply the our test to hourly wind power production data in Sweden and shows there are no seasonal unit roots in the series.

A mass-transportation approach to a one dimensional fluid mechanics model with nonlocal velocity

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Path integral approach to the full Dicke model

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Nonadiabatic calculations of the oscillator strengths for the helium atom in the hyperspherical adiabatic approach

Energies and wavefunctions are calculated for the bound states of the helium atom in the hyperspherical adiabatic approach by the full inclusion of nonadiabatic couplings. We show that the use of appropriate asymptotic radial boundary conditions not only allows the efficient calculation of energies accurate up to a few ppm for the ground state but also gives increasingly precise results for high-lying excited states with a unique set of equations. The accuracy of the wavefunctions is demonstrated by the calculation of oscillator strengths in the length form for transitions between stares ii S-1(e) and (n + 1) P-1(0) up to n = 29, in agreement with variational calculations.

A recursive approach to space resection using straight lines

An approach using straight lines as features to solve the photogrammetric space resection problem is presented. An explicit mathematical model relating straight lines, in both object and image space, is used. Based on this model, Kalman Filtering is applied to solve the space resection problem. The recursive property of the filter is used in an iterative process which uses the sequentially estimated camera location parameters to feedback to the feature extraction process in the image. This feedback process leads to a gradual reduction of the image space for feature searching, and consequently eliminates the bottleneck due to the high computational cost of the image segmentation phase. It also enables feature extraction and the determination of feature correspondence in image and object space in an automatic way, i.e., without operator interference. Results obtained from simulated and real data show that highly accurate space resection parameters are obtained as well as a progressive processing time reduction. The obtained accuracy, the automatic correspondence process, and the short related processing time show that the proposed approach can be used in many real-time machine vision systems, making possible the implementation of applications not feasible until now.

Highly excited states for the helium atom in the hyperspherical adiabatic approach

The hyperspherical adiabatic approach is used to obtain the highly excited series 1sns 1S e and 1s(n + 1)p 1P o of the helium atom. The introduction of appropriate asymptotic conditions at large values of the hyperspherical radius results in a stable algorithm that allows the calculation of the full atomic spectrum with precision of a few parts per million. Comparison with the variational calculations available in the literature shows that the accuracy of the results improves with increasing principal quantum number. We present the energies up to n = 31 which is the typical value used in multiphoton excitation experiments.

Improved numerical approach for the time-independent Gross-Pitaevskii nonlinear Schrödinger equation

In the present work, we improve a numerical method, developed to solve the Gross-Pitaevkii nonlinear Schrödinger equation. A particular scaling is used in the equation, which permits us to evaluate the wave-function normalization after the numerical solution. We have a two-point boundary value problem, where the second point is taken at infinity. The differential equation is solved using the shooting method and Runge-Kutta integration method, requiring that the asymptotic constants, for the function and its derivative, be equal for large distances. In order to obtain fast convergence, the secant method is used. © 1999 The American Physical Society.

Reduction of infinite dimensional systems to finite dimensions: Compact convergence approach

We consider parameter dependent semilinear evolution problems for which, at the limit value of the parameter, the problem is finite dimensional. We introduce an abstract functional analytic framework that applies to many problems in the existing literature for which the study of asymptotic dynamics can be reduced to finite dimensions via the invariant manifolds technique. Some practical models are considered to show wide applicability of the theory. © 2013 Society for Industrial and Applied Mathematics.

Using Threads to Overcome Synchronization Delays in Parallel Multiple Progressive Alignment Algorithms

Sao Paulo State Research Foundation-FAPESP

Effects of neuromuscular electrical stimulation on the masticatory muscles and physiologic sleep variables in adults with cerebral palsy: a novel therapeutic approach

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

An equilibrium approach to modelling social interaction

The aim of this work is to put forward a statistical mechanics theory of social interaction, generalizing econometric discrete choice models. After showing the formal equivalence linking econometric multinomial logit models to equilibrium statical mechanics, a multi- population generalization of the Curie-Weiss model for ferromagnets is considered as a starting point in developing a model capable of describing sudden shifts in aggregate human behaviour. Existence of the thermodynamic limit for the model is shown by an asymptotic sub-additivity method and factorization of correlation functions is proved almost everywhere. The exact solution for the model is provided in the thermodynamical limit by nding converging upper and lower bounds for the system's pressure, and the solution is used to prove an analytic result regarding the number of possible equilibrium states of a two-population system. The work stresses the importance of linking regimes predicted by the model to real phenomena, and to this end it proposes two possible procedures to estimate the model's parameters starting from micro-level data. These are applied to three case studies based on census type data: though these studies are found to be ultimately inconclusive on an empirical level, considerations are drawn that encourage further refinements of the chosen modelling approach, to be considered in future work.

Reconstruction and analysis of the NF-kB pathway interactome: a systems biology approach

Background. One of the phenomena observed in human aging is the progressive increase of a systemic inflammatory state, a condition referred to as “inflammaging”, negatively correlated with longevity. A prominent mediator of inflammation is the transcription factor NF-kB, that acts as key transcriptional regulator of many genes coding for pro-inflammatory cytokines. Many different signaling pathways activated by very diverse stimuli converge on NF-kB, resulting in a regulatory network characterized by high complexity. NF-kB signaling has been proposed to be responsible of inflammaging. Scope of this analysis is to provide a wider, systemic picture of such intricate signaling and interaction network: the NF-kB pathway interactome. Methods. The study has been carried out following a workflow for gathering information from literature as well as from several pathway and protein interactions databases, and for integrating and analyzing existing data and the relative reconstructed representations by using the available computational tools. Strong manual intervention has been necessarily used to integrate data from multiple sources into mathematically analyzable networks. The reconstruction of the NF-kB interactome pursued with this approach provides a starting point for a general view of the architecture and for a deeper analysis and understanding of this complex regulatory system. Results. A “core” and a “wider” NF-kB pathway interactome, consisting of 140 and 3146 proteins respectively, were reconstructed and analyzed through a mathematical, graph-theoretical approach. Among other interesting features, the topological characterization of the interactomes shows that a relevant number of interacting proteins are in turn products of genes that are controlled and regulated in their expression exactly by NF-kB transcription factors. These “feedback loops”, not always well-known, deserve deeper investigation since they may have a role in tuning the response and the output consequent to NF-kB pathway initiation, in regulating the intensity of the response, or its homeostasis and balance in order to make the functioning of such critical system more robust and reliable. This integrated view allows to shed light on the functional structure and on some of the crucial nodes of thet NF-kB transcription factors interactome. Conclusion. Framing structure and dynamics of the NF-kB interactome into a wider, systemic picture would be a significant step toward a better understanding of how NF-kB globally regulates diverse gene programs and phenotypes. This study represents a step towards a more complete and integrated view of the NF-kB signaling system.

Molecular approach to Neurodegenerative Disorders: Role of Nociceptin/Orphanin FQ - NOP System in Parkinson and Epigenetic Mechanism in Alzheimer's Disease

With life expectancies increasing around the world, populations are getting age and neurodegenerative diseases have become a global issue. For this reason we have focused our attention on the two most important neurodegenerative diseases: Parkinson’s and Alzheimer’s. Parkinson’s disease is a chronic progressive neurodegenerative movement disorder of multi-factorial origin. Environmental toxins as well as agricultural chemicals have been associated with PD. Has been observed that N/OFQ contributes to both neurotoxicity and symptoms associated with PD and that pronociceptin gene expression is up-regulated in rat SN of 6-OHDA and MPP induced experimental parkinsonism. First, we investigated the role of N/OFQ-NOP system in the pathogenesis of PD in an animal model developed using PQ and/or MB. Then we studied Alzheimer's disease. This disorder is defined as a progressive neurologic disease of the brain leading to the irreversible loss of neurons and the loss of intellectual abilities, including memory and reasoning, which become severe enough to impede social or occupational functioning. Effective biomarker tests could prevent such devastating damage occurring. We utilized the peripheral blood cells of AD discordant monozygotic twin in the search of peripheral markers which could reflect the pathology within the brain, and also support the hypothesis that PBMC might be a useful model of epigenetic gene regulation in the brain. We investigated the mRNA levels in several genes involve in AD pathogenesis, as well DNA methylation by MSP Real-Time PCR. Finally by Western Blotting we assess the immunoreactivity levels for histone modifications. Our results support the idea that epigenetic changes assessed in PBMCs can also be useful in neurodegenerative disorders, like AD and PD, enabling identification of new biomarkers in order to develop early diagnostic programs.

Data management and data analysis in the large European projects GEHA (GEnetics of Healthy Aging) and NU-AGE (NUtrition and AGEing): a bioinformatic approach

The aging process is characterized by the progressive fitness decline experienced at all the levels of physiological organization, from single molecules up to the whole organism. Studies confirmed inflammaging, a chronic low-level inflammation, as a deeply intertwined partner of the aging process, which may provide the “common soil” upon which age-related diseases develop and flourish. Thus, albeit inflammation per se represents a physiological process, it can rapidly become detrimental if it goes out of control causing an excess of local and systemic inflammatory response, a striking risk factor for the elderly population. Developing interventions to counteract the establishment of this state is thus a top priority. Diet, among other factors, represents a good candidate to regulate inflammation. Building on top of this consideration, the EU project NU-AGE is now trying to assess if a Mediterranean diet, fortified for the elderly population needs, may help in modulating inflammaging. To do so, NU-AGE enrolled a total of 1250 subjects, half of which followed a 1-year long diet, and characterized them by mean of the most advanced –omics and non –omics analyses. The aim of this thesis was the development of a solid data management pipeline able to efficiently cope with the results of these assays, which are now flowing inside a centralized database, ready to be used to test the most disparate scientific hypotheses. At the same time, the work hereby described encompasses the data analysis of the GEHA project, which was focused on identifying the genetic determinants of longevity, with a particular focus on developing and applying a method for detecting epistatic interactions in human mtDNA. Eventually, in an effort to propel the adoption of NGS technologies in everyday pipeline, we developed a NGS variant calling pipeline devoted to solve all the sequencing-related issues of the mtDNA.

A linear O(N) model: a functional renormalization group approach for flat and curved space

In questa tesi sono state applicate le tecniche del gruppo di rinormalizzazione funzionale allo studio della teoria quantistica di campo scalare con simmetria O(N) sia in uno spaziotempo piatto (Euclideo) che nel caso di accoppiamento ad un campo gravitazionale nel paradigma dell'asymptotic safety. Nel primo capitolo vengono esposti in breve alcuni concetti basilari della teoria dei campi in uno spazio euclideo a dimensione arbitraria. Nel secondo capitolo si discute estensivamente il metodo di rinormalizzazione funzionale ideato da Wetterich e si fornisce un primo semplice esempio di applicazione, il modello scalare. Nel terzo capitolo è stato studiato in dettaglio il modello O(N) in uno spaziotempo piatto, ricavando analiticamente le equazioni di evoluzione delle quantità rilevanti del modello. Quindi ci si è specializzati sul caso N infinito. Nel quarto capitolo viene iniziata l'analisi delle equazioni di punto fisso nel limite N infinito, a partire dal caso di dimensione anomala nulla e rinormalizzazione della funzione d'onda costante (approssimazione LPA), già studiato in letteratura. Viene poi considerato il caso NLO nella derivative expansion. Nel quinto capitolo si è introdotto l'accoppiamento non minimale con un campo gravitazionale, la cui natura quantistica è considerata a livello di QFT secondo il paradigma di rinormalizzabilità dell'asymptotic safety. Per questo modello si sono ricavate le equazioni di punto fisso per le principali osservabili e se ne è studiato il comportamento per diversi valori di N.