First-passage failure of quasi-integrable Hamiltonian systems

The first-passage failure of quasi-integrable Hamiltonian si-stems (multidegree-of-freedom integrable Hamiltonian systems subject to light dampings and weakly random excitations) is investigated. The motion equations of such a system are first reduced to a set of averaged Ito stochastic differential equations by using the stochastic averaging method for quasi-integrable Hamiltonian systems. Then, a backward Kolmogorov equation governing the conditional reliability function and a set of generalized Pontryagin equations governing the conditional moments of first-passage time are established. Finally, the conditional reliability function, and the conditional probability density and moments of first-passage time are obtained by solving these equations with suitable initial and boundary conditions. Two examples are given to illustrate the proposed procedure and the results from digital simulation are obtained to verify the effectiveness of the procedure.

The astrophysics of strongly interacting systems

This thesis presents investigations in four areas of theoretical astrophysics: the production of sterile neutrino dark matter in the early Universe, the evolution of small-scale baryon perturbations during the epoch of cosmological recombination, the effect of primordial magnetic fields on the redshifted 21-cm emission from the pre-reionization era, and the nonlinear stability of tidally deformed neutron stars.

In the first part of the thesis, we study the asymmetry-driven resonant production of 7 keV-scale sterile neutrino dark matter in the primordial Universe at temperatures T >~ 100 MeV. We report final DM phase space densities that are robust to uncertainties in the nature of the quark-hadron transition. We give transfer functions for cosmological density fluctuations that are useful for N-body simulations. We also provide a public code for the production calculation.

In the second part of the thesis, we study the instability of small-scale baryon pressure sound waves during cosmological recombination. We show that for relevant wavenumbers, inhomogenous recombination is driven by the transport of ionizing continuum and Lyman-alpha photons. We find a maximum growth factor less than ≈ 1.2 in 10⁷ random realizations of initial conditions. The low growth factors are due to the relatively short duration of the recombination epoch.

In the third part of the thesis, we propose a method of measuring weak magnetic fields, of order 10^-19 G (or 10^-21 G if scaled to the present day), with large coherence lengths in the inter galactic medium prior to and during the epoch of cosmic reionization. The method utilizes the Larmor precession of spin-polarized neutral hydrogen in the triplet state of the hyperfine transition. We perform detailed calculations of the microphysics behind this effect, and take into account all the processes that affect the hyperfine transition, including radiative decays, collisions, and optical pumping by Lyman-alpha photons.

In the final part of the thesis, we study the non-linear effects of tidal deformations of neutron stars (NS) in a compact binary. We compute the largest three- and four-mode couplings among the tidal mode and high-order p- and g-modes of similar radial wavenumber. We demonstrate the near-exact cancellation of their effects, and resolve the question of the stability of the tidally deformed NS to leading order. This result is significant for the extraction of binary parameters from gravitational wave observations.

The analysis of impact forces in randomly vibrating elastic systems

This work is concerned with the characteristics of the impact force produced when two randomly vibrating elastic bodies collide with each other, or when a single randomly vibrating elastic body collides with a stop. The impact condition includes a non-linear spring, which may represent, for example, a Hertzian contact, and in the case of a single body, closed form approximate expressions are derived for the duration and magnitude of the impact force and for the maximum deceleration at the impact point. For the case of two impacting bodies, a set of algebraic equations are derived which can be solved numerically to yield the quantities of interest. The approach is applied to a beam impacting a stop, a plate impacting a stop, and to two impacting beams, and in each case a comparison is made with detailed numerical simulations. Aspects of the statistics of impact velocity are also considered, including the probability that the impact velocity will exceed a specified value within a certain time. © 2012 Elsevier Ltd. All rights reserved.

Shock propagation and MPT noise from a transonic rotor in non-uniform flow

One of the major challenges in hig4h-speed fan stages used in compact, embedded propulsion systems is inlet distortion noise. A body-force-based approach for the prediction of multiple-pure-tone (MPT) noise was previously introduced and validated. In this paper, it is employed with the objective of quantifying the effects of non-uniform flow on the generation and propagation of MPT noise. First-of-their-kind back-to-back coupled aero-acoustic computations were carried out using the new approach for conventional and serpentine inlets. Both inlets delivered flow to the same NASA/GE R4 fan rotor at equal corrected mass flow rates. Although the source strength at the fan is increased by 45 dB in sound power level due to the non-uniform inflow, farfield noise for the serpentine inlet duct is increased on average by only 3.1 dBA overall sound pressure level in the forward arc. This is due to the redistribution of acoustic energy to frequencies below 11 times the shaft frequency and the apparent cut-off of tones at higher frequencies including blade-passing tones. The circumferential extent of the inlet swirl distortion at the fan was found to be 2 blade pitches, or 1/11th of the circumference, suggesting a relationship between the circumferential extent of the inlet distortion and the apparent cut-off frequency perceived in the far field. A first-principles-based model of the generation of shock waves from a transonic rotor in non-uniform flow showed that the effects of non-uniform flow on acoustic wave propagation, which cannot be captured by the simplified model, are more dominant than those of inlet flow distortion on source noise. It demonstrated that non-linear, coupled aerodynamic and aeroacoustic computations, such as those presented in this paper, are necessary to assess the propagation through non-uniform mean flow. A parametric study of serpentine inlet designs is underway to quantify these propagation effects. Copyright © 2011 by ASME.

Seismic behaviour of barrel vault systems

In this paper, the experimental study on the rocking behaviour of a full scale barrel vaulted structure undergo cyclic horizontal loading is discussed. The study is the first part of an ongoing experimental and theoretical research program, developed by the University of Brescia, concerning the seismic behaviour of masonry buildings. The scope of the paper is to provide some evidence of the rocking mechanism experienced by barrel vaulted structures undergo horizontal loading. Understanding of the behaviour of such structural systems is fundamental for their seismic vulnerability assessment, as well as for the correct design of possible strengthening techniques. The structural behaviour is also investigated by means of non linear finite element analyses. Numerical results are validated through comparison with experimental results. After validation, the FE model can be applied to different case studies.

Non-linearities, regime shifts and recovery: The recent influence of climate on Black Sea chlorophyll

The Black Sea ecosystem experienced severe eutrophication-related degradation during the 1970s and 1980s. However, in recent years the Black Sea has shown some signs of recovery which are often attributed to a reduction in nutrient loading. Here, SeaWiFS chlorophyll a (chl a), a proxy for phytoplankton biomass, is used to investigate spatio-temporal patterns in Black Sea phytoplankton dynamics and to explore the potential role of climate in the Black Sea's recovery. Maps of chl a anomalies, calculated relative to the 8 year mean, emphasize spatial and temporal variability of phytoplankton biomass in the Black Sea, particularly between the riverine-influenced Northwest Shelf and the open Black Sea. Evolution of phytoplankton biomass has shown significant spatial variability of persistence of optimal bloom conditions between three major regions of the Black Sea. With the exception of 2001, chl a has generally decreased during our 8 year time-series. However, the winter of 2000–2001 was anomalously warm with low wind stress, resulting in reduced vertical mixing of the water column and retention of nutrients in the photic zone. These conditions were associated with anomalously high levels of chl a throughout much of the open Black Sea during the following spring and summer. The unusual climatic conditions occurring in 2001 may have triggered a shift in the Black Sea's chl a regime. The long-term significance of this recent shift is still uncertain but illustrates a non-linear response to climate forcing that makes future ecosystem changes in the pelagic Black Sea ecosystem difficult to predict.

Adsorption isotherm models for basic dye adsorption by peat in single and binary component systems

Coloured effluents from textile industries are a problem in many rivers and waterways. Prediction of adsorption capacities of dyes by adsorbents is important in design considerations. The sorption of three basic dyes, namely Basic Blue 3, Basic Yellow 21 and Basic Red 22, onto peat is reported. Equilibrium sorption isotherms have been measured for the three single component systems. Equilibrium was achieved after twenty-one days. The experimental isotherm data were analysed using Langmuir, Freundlich, Redlich-Peterson, Temkin and Toth isotherm equations. A detailed error analysis has been undertaken to investigate the effect of using different error criteria for the determination of the single component isotherm parameters and hence obtain the best isotherm and isotherm parameters which describe the adsorption process. The linear transform model provided the highest R2 regression coefficient with the Redlich-Peterson model. The Redlich-Peterson model also yielded the best fit to experimental data for all three dyes using the non-linear error functions. An extended Langmuir model has been used to predict the isotherm data for the binary systems using the single component data. The correlation between theoretical and experimental data had only limited success due to competitive and interactive effects between the dyes and the dye-surface interactions.

Hierarchical Bayesian models in ecology: Reconstructing species interaction networks from non-homogeneous species abundance data

The relationships among organisms and their surroundings can be of immense complexity. To describe and understand an ecosystem as a tangled bank, multiple ways of interaction and their effects have to be considered, such as predation, competition, mutualism and facilitation. Understanding the resulting interaction networks is a challenge in changing environments, e.g. to predict knock-on effects of invasive species and to understand how climate change impacts biodiversity. The elucidation of complex ecological systems with their interactions will benefit enormously from the development of new machine learning tools that aim to infer the structure of interaction networks from field data. In the present study, we propose a novel Bayesian regression and multiple changepoint model (BRAM) for reconstructing species interaction networks from observed species distributions. The model has been devised to allow robust inference in the presence of spatial autocorrelation and distributional heterogeneity. We have evaluated the model on simulated data that combines a trophic niche model with a stochastic population model on a 2-dimensional lattice, and we have compared the performance of our model with L1-penalized sparse regression (LASSO) and non-linear Bayesian networks with the BDe scoring scheme. In addition, we have applied our method to plant ground coverage data from the western shore of the Outer Hebrides with the objective to infer the ecological interactions. (C) 2012 Elsevier B.V. All rights reserved.

Computational scheduling methods for integrating plug-in electric vehicles with power systems: a review

Traditional internal combustion engine vehicles are a major contributor to global greenhouse gas emissions and other air pollutants, such as particulate matter and nitrogen oxides. If the tail pipe point emissions could be managed centrally without reducing the commercial and personal user functionalities, then one of the most attractive solutions for achieving a significant reduction of emissions in the transport sector would be the mass deployment of electric vehicles. Though electric vehicle sales are still hindered by battery performance, cost and a few other technological bottlenecks, focused commercialisation and support from government policies are encouraging large scale electric vehicle adoptions. The mass proliferation of plug-in electric vehicles is likely to bring a significant additional electric load onto the grid creating a highly complex operational problem for power system operators. Electric vehicle batteries also have the ability to act as energy storage points on the distribution system. This double charge and storage impact of many uncontrollable small kW loads, as consumers will want maximum flexibility, on a distribution system which was originally not designed for such operations has the potential to be detrimental to grid balancing. Intelligent scheduling methods if established correctly could smoothly integrate electric vehicles onto the grid. Intelligent scheduling methods will help to avoid cycling of large combustion plants, using expensive fossil fuel peaking plant, match renewable generation to electric vehicle charging and not overload the distribution system causing a reduction in power quality. In this paper, a state-of-the-art review of scheduling methods to integrate plug-in electric vehicles are reviewed, examined and categorised based on their computational techniques. Thus, in addition to various existing approaches covering analytical scheduling, conventional optimisation methods (e.g. linear, non-linear mixed integer programming and dynamic programming), and game theory, meta-heuristic algorithms including genetic algorithm and particle swarm optimisation, are all comprehensively surveyed, offering a systematic reference for grid scheduling considering intelligent electric vehicle integration.

All-optical processing systems based on semiconductor optical amplifiers

Nesta tese investigam-se e desenvolvem-se dispositivos para processamento integralmente óptico em redes com multiplexagem densa por divisão no comprimento de onda (DWDM). O principal objectivo das redes DWDM é transportar e distribuir um espectro óptico densamente multiplexado com sinais de débito binário ultra elevado, ao longo de centenas ou milhares de quilómetros de fibra óptica. Estes sinais devem ser transportados e encaminhados no domínio óptico de forma transparente, sem conversões óptico-eléctrico-ópticas (OEO), evitando as suas limitações e custos. A tecnologia baseada em amplificadores ópticos de semicondutor (SOA) é promissora graças aos seus efeitos não-lineares ultra-rápidos e eficientes, ao potencial para integração, reduzido consumo de potência e custos. Conversores de comprimento de onda são o elemento óptico básico para aumentar a capacidade da rede e evitar o bloqueio de comprimentos de onda. Neste trabalho, são estudados e analisados experimentalmente métodos para aumentar a largura de banda operacional de conversores de modulação cruzada de ganho (XGM), a fim de permitir a operação do SOA para além das suas limitações físicas. Conversão de um comprimento de onda, e conversão simultânea de múltiplos comprimentos de onda são testadas, usando interferómetros de Mach-Zehnder com SOA. As redes DWDM de alto débito binário requerem formatos de modulação optimizados, com elevada tolerância aos efeitos nefastos da fibra, e reduzida ocupação espectral. Para esse efeito, é vital desenvolver conversores integramente ópticos de formatos de modulação, a fim de permitir a interligação entre as redes já instaladas, que operam com modulação de intensidade, e as redes modernas, que utilizam formatos de modulação avançados. No âmbito deste trabalho é proposto um conversor integralmente óptico de formato entre modulação óptica de banda lateral dupla e modulação óptica de banda lateral residual; este é caracterizado através de simulação e experimentalmente. Adicionalmente, é proposto um conversor para formato de portadora suprimida, através de XGM e modulação cruzada de fase. A interligação entre as redes de transporte com débito binário ultra-elevado e as redes de acesso com débito binário reduzido requer conversão óptica de formato de impulso entre retorno-a-zero (RZ) e não-RZ. São aqui propostas e investigadas duas estruturas distintas: uma baseada em filtragem desalinhada do sinal convertido por XGM; uma segunda utiliza as dinâmicas do laser interno de um SOA com ganho limitado (GC-SOA). Regeneração integralmente óptica é essencial para reduzir os custos das redes. Dois esquemas distintos são utilizados para regeneração: uma estrutura baseada em MZI-SOA, e um método no qual o laser interno de um GC-SOA é modulado com o sinal distorcido a regenerar. A maioria dos esquemas referidos é testada experimentalmente a 40 Gb/s, com potencial para aplicação a débitos binários superiores, demonstrado que os SOA são uma tecnologia basilar para as redes ópticas do futuro.

Study of oxidation and non-enzymatic glycosylation posttranslational modifications using a proteomic approach

A glicosilação não-enzimática e o stress oxidativo representam dois processos importantes visto desempenharem um papel importante no que respeita às complicações de vários processos patofisiológicos. No presente, a associação entre a glicosilação não-enzimática e a oxidação de proteínas é reconhecida como sendo um dos principais responsáveis pela acumulação de proteínas não-funcionais que, por sua vez, promove uma contínua sensibilização para um aumento do stress oxidativo ao nível celular. Embora esteja disponível bastante informação no que respeita aos dois processos e suas consequências ao nível estrutural e funcional, permanecem questões por esclarecer acerca do que se desenvolve ao nível molecular. Com o objectivo de contribuir para uma melhor compreensão da relação entre a glicosilação não-enzimática e a oxidação, proteínas modelo (albumina, insulina e histonas H2B e H1) foram submetidas a sistemas in vitro de glicosilação não-enzimática e oxidação em condições controladas e durante um período de tempo específico. A identificação dos locais de glicosilação e oxidação foi realizada através de uma abordagem proteómica, na qual após digestão enzimática se procedeu à análise por cromatografia líquida acoplada a espectrometria de massa tandem (MALDI-TOF/TOF). Esta abordagem permitiu a obtenção de elevadas taxas de cobertura das sequências proteicas, permitindo a identificação dos locais preferenciais de glicosilação e oxidação nas diferentes proteínas estudadas. Como esperado, os resíduos de lisina foram os preferencialmente glicosilados. No que respeita à oxidação, além das modificações envolvendo hidroxilações e adições de oxigénio, foram identificadas deamidações, carbamilações e conversões oxidativas específicas de vários aminoácidos. No geral, os resíduos mais afectados pela oxidação foram os resíduos de cisteína, metionina, triptofano, tirosina, prolina, lisina e fenilalanina. Ao longo do período de tempo estudado, os resultados indicaram que a oxidação teve início em zonas expostas da proteína e/ou localizadas na vizinhança de resíduos de cisteína e metionina, ao invés de exibir um comportamente aleatório, ocorrendo de uma forma nãolinear por sua vez dependente da estabilidade conformacional da proteína. O estudo ao longo do tempo mostrou igualmente que, no caso das proteínas préglicosiladas, a oxidação das mesmas ocorreu de forma mais rápida e acentuada, sugerindo que as alterações estruturais induzidas pela glicosilação promovem um estado pro-oxidativo. No caso das proteínas pré-glicosiladas e oxidadas, foi identificado um maior número de modificações oxidativas assim como de resíduos modificados na vizinhança de resíduos glicosilados. Com esta abordagem é realizada uma importante contribuição na investigação das consequências do dano ‘glico-oxidativo’ em proteínas ao nível molecular através da combinação da espectrometria de massa e da bioinformática.

Optimal alarms systems and its application to financial time series

This thesis focuses on the application of optimal alarm systems to non linear time series models. The most common classes of models in the analysis of real-valued and integer-valued time series are described. The construction of optimal alarm systems is covered and its applications explored. Considering models with conditional heteroscedasticity, particular attention is given to the Fractionally Integrated Asymmetric Power ARCH, FIAPARCH(p; d; q) model and an optimal alarm system is implemented, following both classical and Bayesian methodologies. Taking into consideration the particular characteristics of the APARCH(p; q) representation for financial time series, the introduction of a possible counterpart for modelling time series of counts is proposed: the INteger-valued Asymmetric Power ARCH, INAPARCH(p; q). The probabilistic properties of the INAPARCH(1; 1) model are comprehensively studied, the conditional maximum likelihood (ML) estimation method is applied and the asymptotic properties of the conditional ML estimator are obtained. The final part of the work consists on the implementation of an optimal alarm system to the INAPARCH(1; 1) model. An application is presented to real data series.

Optimal methodology for distribution systems reconfiguration based on OPF and solved by decomposition technique

This paper presents a new and efficient methodology for distribution network reconfiguration integrated with optimal power flow (OPF) based on a Benders decomposition approach. The objective minimizes power losses, balancing load among feeders and subject to constraints: capacity limit of branches, minimum and maximum power limits of substations or distributed generators, minimum deviation of bus voltages and radial optimal operation of networks. The Generalized Benders decomposition algorithm is applied to solve the problem. The formulation can be embedded under two stages; the first one is the Master problem and is formulated as a mixed integer non-linear programming problem. This stage determines the radial topology of the distribution network. The second stage is the Slave problem and is formulated as a non-linear programming problem. This stage is used to determine the feasibility of the Master problem solution by means of an OPF and provides information to formulate the linear Benders cuts that connect both problems. The model is programmed in GAMS. The effectiveness of the proposal is demonstrated through two examples extracted from the literature.

Impact of a price-maker pumped storage hydro unit on the integration of wind energy in power systems

The increasing integration of larger amounts of wind energy into power systems raises important operational issues, such as the balance between power generation and demand. The pumped storage hydro (PSH) units are one possible solution to mitigate this problem, once they can store the excess of energy in the periods of higher generation and lower demand. However, the behaviour of a PSH unit may differ considerably from the expected in terms of wind power integration when it operates in a liberalized electricity market under a price-maker context. In this regard, this paper models and computes the optimal PSH weekly scheduling in a price-taker and price-maker scenarios, either when the PSH unit operates in standalone and integrated in a portfolio of other generation assets. Results show that the price-maker standalone PSH will integrate less wind power in comparison with the price-taker situation. Moreover, when the PSH unit is integrated in a portfolio with a base load power plant, the role of the price elasticity of demand may completely change the operational profile of the PSH unit. (C) 2014 Elsevier Ltd. All rights reserved.