Dynamic programming for a Markov-switching jump–diffusion

We consider an optimal control problem with a deterministic finite horizon and state variable dynamics given by a Markov-switching jump–diffusion stochastic differential equation. Our main results extend the dynamic programming technique to this larger family of stochastic optimal control problems. More specifically, we provide a detailed proof of Bellman’s optimality principle (or dynamic programming principle) and obtain the corresponding Hamilton–Jacobi–Belman equation, which turns out to be a partial integro-differential equation due to the extra terms arising from the Lévy process and the Markov process. As an application of our results, we study a finite horizon consumption– investment problem for a jump–diffusion financial market consisting of one risk-free asset and one risky asset whose coefficients are assumed to depend on the state of a continuous time finite state Markov process. We provide a detailed study of the optimal strategies for this problem, for the economically relevant families of power utilities and logarithmic utilities.

Large-area homogeneous periodic surface structures generated on the surface sputtered boron carbide thin films by femtosecond laser processing

Amorphous and crystalline sputtered boron carbide thin films have a very high hardness even surpassing that of bulk crystalline boron carbide (≈41 GPa). However, magnetron sputtered B-C films have high friction coefficients (C.o.F) which limit their industrial application. Nanopatterning of materials surfaces has been proposed as a solution to decrease the C.o.F. The contact area of the nanopatterned surfaces is decreased due to the nanometre size of the asperities which results in a significant reduction of adhesion and friction. In the present work, the surface of amorphous and polycrystalline B-C thin films deposited by magnetron sputtering was nanopatterned using infrared femtosecond laser radiation. Successive parallel laser tracks 10 μm apart were overlapped in order to obtain a processed area of about 3 mm2. Sinusoidal-like undulations with the same spatial period as the laser tracks were formed on the surface of the amorphous boron carbide films after laser processing. The undulations amplitude increases with increasing laser fluence. The formation of undulations with a 10 μm period was also observed on the surface of the crystalline boron carbide film processed with a pulse energy of 72 μJ. The amplitude of the undulations is about 10 times higher than in the amorphous films processed at the same pulse energy due to the higher roughness of the films and consequent increase in laser radiation absorption. LIPSS formation on the surface of the films was achieved for the three B-C films under study. However, LIPSS are formed under different circumstances. Processing of the amorphous films at low fluence (72 μJ) results in LIPSS formation only on localized spots on the film surface. LIPSS formation was also observed on the top of the undulations formed after laser processing with 78 μJ of the amorphous film deposited at 800 °C. Finally, large-area homogeneous LIPSS coverage of the boron carbide crystalline films surface was achieved within a large range of laser fluences although holes are also formed at higher laser fluences.

Laser-induced diffusion decomposition in Fe-V thin-film alloys

We investigate the origin of ferromagnetism induced in thin-film (similar to 20 nm) Fe-V alloys by their irradiation with subpicosecond laser pulses. We find with Rutherford backscattering that the magnetic modifications follow a thermally stimulated process of diffusion decomposition, with formation of a-few-nm-thick Fe enriched layer inside the film. Surprisingly, similar transformations in the samples were also found after their long-time (similar to 10(3) s) thermal annealing. However, the laser action provides much higher diffusion coefficients (similar to 4 orders of magnitude) than those obtained under standard heat treatments. We get a hint that this ultrafast diffusion decomposition occurs in the metallic glassy state achievable in laser-quenched samples. This vitrification is thought to be a prerequisite for the laser-induced onset of ferromagnetism that we observe. 2014 Elsevier B.V. All rights reserved.

A critical evaluation of the expression of parasitemia in experimental Chagas' disease

This paper aims to study the best way to express the parasitemia of Trypanosoma cruzi's experimentally infected animals. Individual scores may have a great variability, not emphasized by the majority of the authors. A group of 50 rats infected with 1x10(6) trypomastigotes of T. cruzi Y strain was used and the parasitemia was estimated by BRENER' s method. The results showed that the median can avoid false results due to very high or low parasitemias but it does not have the mathematic properties necessary for analysis of variance. The comparison of the means of the original and transformed data, with their respective coefficients of variability (CV), showed that the logarithmic mean (Mlog) have the minor value of CV. Therefore, the Mlog is the best way to express the parasitemia when the data show great variability. The number of the animal for group did not affect the variability of data when the Mlog and CV were used.

In Situ Near-Infrared (NIR) Versus High-Throughput Mid- Infrared (MIR) Spectroscopy to Monitor Biopharmaceutical Production

The development of biopharmaceutical manufacturing processes presents critical constraints, with the major constraint being that living cells synthesize these molecules, presenting inherent behavior variability due to their high sensitivity to small fluctuations in the cultivation environment. To speed up the development process and to control this critical manufacturing step, it is relevant to develop high-throughput and in situ monitoring techniques, respectively. Here, high-throughput mid-infrared (MIR) spectral analysis of dehydrated cell pellets and in situ near-infrared (NIR) spectral analysis of the whole culture broth were compared to monitor plasmid production in recombinant Escherichia coil cultures. Good partial least squares (PLS) regression models were built, either based on MIR or NIR spectral data, yielding high coefficients of determination (R-2) and low predictive errors (root mean square error, or RMSE) to estimate host cell growth, plasmid production, carbon source consumption (glucose and glycerol), and by-product acetate production and consumption. The predictive errors for biomass, plasmid, glucose, glycerol, and acetate based on MIR data were 0.7 g/L, 9 mg/L, 0.3 g/L, 0.4 g/L, and 0.4 g/L, respectively, whereas for NIR data the predictive errors obtained were 0.4 g/L, 8 mg/L, 0.3 g/L, 0.2 g/L, and 0.4 g/L, respectively. The models obtained are robust as they are valid for cultivations conducted with different media compositions and with different cultivation strategies (batch and fed-batch). Besides being conducted in situ with a sterilized fiber optic probe, NIR spectroscopy allows building PLS models for estimating plasmid, glucose, and acetate that are as accurate as those obtained from the high-throughput MIR setup, and better models for estimating biomass and glycerol, yielding a decrease in 57 and 50% of the RMSE, respectively, compared to the MIR setup. However, MIR spectroscopy could be a valid alternative in the case of optimization protocols, due to possible space constraints or high costs associated with the use of multi-fiber optic probes for multi-bioreactors. In this case, MIR could be conducted in a high-throughput manner, analyzing hundreds of culture samples in a rapid and automatic mode.

Monitoring the ex-vivo expansion of human mesenchymal stem/stromal cells in xeno-free microcarrier-based reactor systems by MIR spectroscopy

Human mesenchymal stem/stromal cells (MSCs) have received considerable attention in the field of cell-based therapies due to their high differentiation potential and ability to modulate immune responses. However, since these cells can only be isolated in very low quantities, successful realization of these therapies requires MSCs ex-vivo expansion to achieve relevant cell doses. The metabolic activity is one of the parameters often monitored during MSCs cultivation by using expensive multi-analytical methods, some of them time-consuming. The present work evaluates the use of mid-infrared (MIR) spectroscopy, through rapid and economic high-throughput analyses associated to multivariate data analysis, to monitor three different MSCs cultivation runs conducted in spinner flasks, under xeno-free culture conditions, which differ in the type of microcarriers used and the culture feeding strategy applied. After evaluating diverse spectral preprocessing techniques, the optimized partial least square (PLS) regression models based on the MIR spectra to estimate the glucose, lactate and ammonia concentrations yielded high coefficients of determination (R2 ≥ 0.98, ≥0.98, and ≥0.94, respectively) and low prediction errors (RMSECV ≤ 4.7%, ≤4.4% and ≤5.7%, respectively). Besides PLS models valid for specific expansion protocols, a robust model simultaneously valid for the three processes was also built for predicting glucose, lactate and ammonia, yielding a R2 of 0.95, 0.97 and 0.86, and a RMSECV of 0.33, 0.57, and 0.09 mM, respectively. Therefore, MIR spectroscopy combined with multivariate data analysis represents a promising tool for both optimization and control of MSCs expansion processes.

ECO: argamassas de cal hidráulica para reabilitação de edifícios

Dissertação de Natureza Científica para obtenção do grau de Mestre em Engenharia Civil na Área de Especialização de Edificações

Comparative analysis of near and mid-infrared spectroscopy to monitor recombinant cyprosin production

Infrared spectroscopy, either in the near and mid (NIR/MIR) region of the spectra, has gained great acceptance in the industry for bioprocess monitoring according to Process Analytical Technology, due to its rapid, economic, high sensitivity mode of application and versatility. Due to the relevance of cyprosin (mostly for dairy industry), and as NIR and MIR spectroscopy presents specific characteristics that ultimately may complement each other, in the present work these techniques were compared to monitor and characterize by in situ and by at-line high-throughput analysis, respectively, recombinant cyprosin production by Saccharomyces cerevisiae. Partial least-square regression models, relating NIR and MIR-spectral features with biomass, cyprosin activity, specific activity, glucose, galactose, ethanol and acetate concentration were developed, all presenting, in general, high regression coefficients and low prediction errors. In the case of biomass and glucose slight better models were achieved by in situ NIR spectroscopic analysis, while for cyprosin activity and specific activity slight better models were achieved by at-line MIR spectroscopic analysis. Therefore both techniques enabled to monitor the highly dynamic cyprosin production bioprocess, promoting by this way more efficient platforms for the bioprocess optimization and control.

A estrutura de financiamento das PMEs exportadoras do setor do calçado

Dissertação de Mestrado apresentada ao Instituto de Contabilidade e Administração do Porto para a obtenção do grau de Mestre em Contabilidade e Finanças, sob orientação do Dr. Carlos Mota

Análise numérica e experimental de um modelo dinâmico da ponte ferroviária de Antuã

Mestrado em Engenharia Civil – Ramo Estruturas

Sistema de Variação de Lastro para Controlo de Movimento Vertical de Veículo Subaquático

O principal motivo para a realização deste trabalho consistiu no desenvolvimento de tecnologia robótica, que permitisse o mergulho e ascenção de grandes profundidades de uma forma eficiente. O trabalho realizado contemplou uma fase inicial de análise e estudo dos sistemas robóticos existentes no mercado, bem como métodos utilizados identificando vantagens e desvantagens em relação ao tipo de veículo pretendido. Seguiu-se uma fase de projeto e estudo mecânico, com o intuito de desenvolver um veículo com variação de lastro através do bombeamento de óleo para um reservatório exterior, para variar o volume total do veículo, variando assim a sua flutuabilidade. Para operar a grande profundidade com AUV’s é conveniente poder efetuar o trajeto up/down de forma eficiente e a variação de lastro apresenta vantagens nesse aspeto. No entanto, contrariamente aos gliders o interesse está na possibilidade de subir e descer na vertical. Para controlar a flutuabilidade e ao mesmo tempo analisar a profundidade do veículo em tempo real, foi necessario o uso de um sistema de processamento central que adquirisse a informação do sensor de pressão e comunicasse com o sistema de variação de lastro, de modo a fazer o controlo de posicionamento vertical desejado. Do ponto de vista tecnológico procurou-se desenvolver e avaliar soluções de variação de volume intermédias entre as dos gliders (poucas gramas) e as dos ROV’s workclass (dezenas ou centenas de kilogramas). Posteriormente, foi desenvolvido um simulador em matlab (Simulink) que reflete o comportamento da descida do veículo, permitindo alterar parâmetros do veículo e analisar os seus resultados práticos, de modo a poder ajustar o veículo real. Nos resultados simulados verificamos o cálculo das velocidades limite atingidas pelo veículo com diferentes coeficientes de atrito, bem como o comportamento da variação de lastro do veículo no seu deslocamento vertical. Sistema de Variação de Lastro para Controlo de Movimento Vertical de Veículo Subaquático Por fim, verificou-se ainda a capacidade de controlo do veículo para uma determinada profundiade, e foi feita a comparação entre estas simulações executadas com parâmetros muito próximos do ensaio real e os respetivos ensaios reais.

Algorithms for time series clustering applied to biomedical signals

Thesis submitted in the fulfillment of the requirements for the Degree of Master in Biomedical Engineering

Otimização da extração sólido-líquido de antioxidantes de subprodutos florestais pelo método de superfície de resposta

Portugal continental apresenta uma vasta área florestal, que representa cerca de 35,4% da ocupação total do solo, com predominância de espécies como o eucalipto (Eucalyptus globulus) e o pinheiro-bravo (Pinus pinaster). Estas espécies apresentam uma elevada importância a nível económico, designadamente devido à sua ampla utilização, nomeadamente na indústria de celulose e papel, gerando elevadas quantidades de resíduos. Este resíduo de biomassa florestal é utilizado, na sua totalidade, para a geração de energia, na forma de eletricidade ou aquecimento. No entanto, existem outras opções viáveis, a nível económico, tais como a valorização destes subprodutos como fonte de compostos polifenólicos tornando-os, assim, um produto de valor acrescentado. A extração de compostos fenólicos de subprodutos florestais, como folhas de eucalipto e agulhas de pinheiros tem vindo a aumentar devido, principalmente, à substituição de antioxidantes sintéticos, contribuindo para a valorização de subprodutos florestais. Contudo, apesar de todas as potenciais aplicações e vantagens, apenas algumas centenas de espécies aromáticas identificadas são utilizadas à escala comercial. Neste trabalho foi avaliada a capacidade antioxidante de subprodutos da floresta, otimizando as condições de extração através do estudo dos fatores: tempo de extração, temperatura e composição de solvente através do método de superfície de resposta. O planeamento experimental utilizado teve como base um planeamento de compósito central e a avaliação do perfil de antioxidantes das matrizes analisadas foi realizada através de métodos de quantificação total, como o teor fenólico total, a atividade anti-radicalar – método do DPPH (radical 2,2-difenil-1-picrilhidrazilo) e o método de FRAP. Estes métodos analíticos convencionais foram modificados e, devidamente validados, para a análise em leitor de microplacas. Verificou-se que os extratos de pinheiro e de eucalipto, tanto as amostras verdes com as amostras, apresentam uma promissora capacidade antioxidante. O planeamento fatorial aplicado permitiu otimizar as condições de extração em relação às matrizes verdes. Contudo, o mesmo não se verificou em relação às matrizes secas. A composição (% de água) é sem dúvida o fator com mais efeito em todas as amostras (coeficientes de primeira e segunda ordem no modelo). Também a temperatura foi identificada como um fator com efeito significativo sobre os sistemas em análise.

Avaliação e promoção da leitura na formação de adultos com incapacidade intelectual

A promoção de competências de leitura é um tema central, tanto na educação regular, como na educação especial em crianças em idade pré-escolar e escolar. Todavia, as competências de leitura de indivíduos adultos com incapacidade intelectual são um domínio muito pouco estudado. São também escassos os estudos direcionados à avaliação dessas competências. Esta investigação propõe uma tradução/ adaptação do APAR (Assessment of Phonological Awareness and Reading), um protocolo de avaliação da consciência fonológica (CF) e da leitura especificamente concebido para a população em estudo. Procura-se também analisar os processos cognitivos envolvidos na leitura nos quais a intervenção produzirá resultados mais significativos e confirmar uma relação positiva entre a avaliação prévia de competências escolares em contexto formativo profissional e o efetivo desenvolvimento de competências de leitura. Foram avaliadas em dois momentos (pré e pós-teste) a CF e competências de leitura de 12 adultos com incapacidade intelectual ligeira, sendo estes sujeitos a um programa de intervenção, visando áreas menos desenvolvidas das suas competências que possibilitassem desempenhos de leitura mais fortes. Ao nível da análise quantitativa, foram comparados os resultados obtidos nos dois momentos de administração. No tratamento estatístico recorreu-se a análises de correlação de Spearman para determinar a presença de indicadores de desempenho ao nível da CF e ao cálculo de coeficientes de correlação de Pearson e Spearman para controlar variáveis externas como idade, sexo e habilitações literárias. Os resultados obtidos revelam desempenhos fracos ao nível da leitura/ compreensão textual e, em particular, da CF em pré-teste e ganhos significativos globais após implementação de uma intervenção baseada em medidas de avaliação prévia de competências de leitura/compreensão e CF

Determination of Microcystin-LR in waters in the subnanomolar range by sol–gel imprinted polymers on solid contact electrodes

The present work reports new sensors for the direct determination of Microcystin-LR (MC-LR) in environmental waters. Both selective membrane and solid contact were optimized to ensure suitable analytical features in potentiometric transduction. The sensing layer consisted of Imprinted Sol–Gel (ISG) materials capable of establishing surface interactions with MC-LR. Non-Imprinted Sol–Gel (NISG) membranes were used as negative control. The effects of an ionic lipophilic additive, time of sol–gel polymerization, time of extraction of MC-LR from the sensitive layer, and pH were also studied. The solid contact was made of carbon, aluminium, titanium, copper or nickel/chromium alloys (80 : 20 or 90 : 10). The best ISG sensor had a carbon solid contact and displayed average slopes of 211.3 mV per decade, with detection limits of 7.3 1010 M, corresponding to 0.75 mg L1 . It showed linear responses in the range of 7.7 1010 to 1.9 109 M of MC-LR (corresponding to 0.77–2.00 mg L1 ), thus including the limiting value for MC-LR in waters (1.0 mg L1 ). The potentiometric-selectivity coefficients were assessed by the matched potential method for ionic species regularly found in waters up to their limiting levels. Chloride (Cl) showed limited interference while aluminium (Al3+), ammonium (NH4 + ), magnesium (Mg2+), manganese (Mn2+), sodium (Na+ ), and sulfate (SO4 2) were unable to cause the required potential change. Spiked solutions were tested with the proposed sensor. The relative errors and standard deviation obtained confirmed the accuracy and precision of the method. It also offered the advantages of low cost, portability, easy operation and suitability for adaptation to flow methods.