Uma abordagem dirigida a modelo para a geração de casos de teste baseada na detecção de cenários implícitos

Dissertação (mestrado)—Universidade de Brasília, Instituto de Ciências Exatas, Departamento de Ciência da Computação, 2015.

Design and optimization of components and processes for plasma sources in advanced material treatments

The research activities described in the present thesis have been oriented to the design and development of components and technological processes aimed at optimizing the performance of plasma sources in advanced in material treatments. Consumables components for high definition plasma arc cutting (PAC) torches were studied and developed. Experimental activities have in particular focussed on the modifications of the emissive insert with respect to the standard electrode configuration, which comprises a press fit hafnium insert in a copper body holder, to improve its durability. Based on a deep analysis of both the scientific and patent literature, different solutions were proposed and tested. First, the behaviour of Hf cathodes when operating at high current levels (250A) in oxidizing atmosphere has been experimentally investigated optimizing, with respect to expected service life, the initial shape of the electrode emissive surface. Moreover, the microstructural modifications of the Hf insert in PAC electrodes were experimentally investigated during first cycles, in order to understand those phenomena occurring on and under the Hf emissive surface and involved in the electrode erosion process. Thereafter, the research activity focussed on producing, characterizing and testing prototypes of composite inserts, combining powders of a high thermal conductibility (Cu, Ag) and high thermionic emissivity (Hf, Zr) materials The complexity of the thermal plasma torch environment required and integrated approach also involving physical modelling. Accordingly, a detailed line-by-line method was developed to compute the net emission coefficient of Ar plasmas at temperatures ranging from 3000 K to 25000 K and pressure ranging from 50 kPa to 200 kPa, for optically thin and partially autoabsorbed plasmas. Finally, prototypal electrodes were studied and realized for a newly developed plasma source, based on the plasma needle concept and devoted to the generation of atmospheric pressure non-thermal plasmas for biomedical applications.

Verb generation in patients with focal frontal lesions: A neuropsychological test of neuroimaging findings

What are the neural bases of semantic memory? Traditional beliefs that the temporal lobes subserve the retrieval of semantic knowledge, arising from lesion studies, have been recently called into question by functional neuroimaging studies finding correlations between semantic retrieval and activity in left prefrontal cortex. Has neuroimaging taught us something new about the neural bases of cognition that older methods could not reveal or has it merely identified brain activity that is correlated with but not causally related to the process of semantic retrieval? We examined the ability of patients with focal frontal lesions to perform a task commonly used in neuroimaging experiments, the generation of semantically appropriate action words for concrete nouns, and found evidence of the necessity of the left inferior frontal gyrus for certain components of the verb generation task. Notably, these components did not include semantic retrieval per se.

Investigating the mesh dependency and upscaling of 3D grain-based models for the simulation of brittle fracture processes in low-porosity crystalline rock

The application of 3D grain-based modelling techniques is investigated in both small and large scale 3DEC models, in order to simulate brittle fracture processes in low-porosity crystalline rock. Mesh dependency in 3D grain-based models (GBMs) is examined through a number of cases to compare Voronoi and tetrahedral grain assemblages. Various methods are used in the generation of tessellations, each with a number of issues and advantages. A number of comparative UCS test simulations capture the distinct failure mechanisms, strength profiles, and progressive damage development using various Voronoi and tetrahedral GBMs. Relative calibration requirements are outlined to generate similar macro-strength and damage profiles for all the models. The results confirmed a number of inherent model behaviors that arise due to mesh dependency. In Voronoi models, inherent tensile failure mechanisms are produced by internal wedging and rotation of Voronoi grains. This results in a combined dependence on frictional and cohesive strength. In tetrahedral models, increased kinematic freedom of grains and an abundance of straight, connected failure pathways causes a preference for shear failure. This results in an inability to develop significant normal stresses causing cohesional strength dependence. In general, Voronoi models require high relative contact tensile strength values, with lower contact stiffness and contact cohesional strength compared to tetrahedral tessellations. Upscaling of 3D GBMs is investigated for both Voronoi and tetrahedral tessellations using a case study from the AECL’s Mine-by-Experiment at the Underground Research Laboratory. An upscaled tetrahedral model was able to reasonably simulate damage development in the roof forming a notch geometry by adjusting the cohesive strength. An upscaled Voronoi model underestimated the damage development in the roof and floor, and overestimated the damage in the side-walls. This was attributed to the discretization resolution limitations.

Closed-loop model re-identification of processes under MPC with zone control

This work deals with a procedure for model re-identification of a process in closed loop with ail already existing commercial MPC. The controller considered here has a two-layer structure where the upper layer performs a target calculation based on a simplified steady-state optimization of the process. Here, it is proposed a methodology where a test signal is introduced in a tuning parameter of the target calculation layer. When the outputs are controlled by zones instead of at fixed set points, the approach allows the continuous operation of the process without an excessive disruption of the operating objectives as process constraints and product specifications remain satisfied during the identification test. The application of the method is illustrated through the simulation of two processes of the oil refining industry. (c) 2008 Elsevier Ltd. All rights reserved.

Assessment of vocational guidance: The Berufsbilder test

The object of this study is to assess informative possibilities of some technical indicators of the Test of Photos of Professions (BBT - Berufsbilder test), a projective method to clarify professional inclination, proposed by Martin Achtnich. This psychological evaluation technique is composed of 96 photos of professionals, performing various types of activities. The test subject classifies the photos into three groups: positive (agreeable), negative (disagreeable) and indifferent (neutral). Among those chosen positively, five preferences are chosen and a story is developed that includes them, an activity that is requested two times during the Vocational Guidance process: in the beginning (or middle) and at the end of the intervention. In this study, 160 stories were created by 80 youths, between 15 and 20 years of age, in public and private schools in a mid-sized Brazilian city. The stories were compared in three analytical categories: protagonist, professional conflict and resolution. The results were submitted to Wilcoxon nonparametric statistical analysis (p < .05), significant and relevant indicators of resolution being found in the process of occupational choice. This technical resource was shown, from this empirical evidence, to be promising for use in evaluation of intervention processes of Vocational Guidance.

Evaluation of an immunochromatography test for malaria diagnosis under different storage conditions

This study aimed to evaluate the second-generation OptiMal test for malaria diagnosis under various storage conditions. It detected all the positive samples, except for two Plasmodium malariae samples. Further research evaluating diverse environmental conditions are important for ICT test applicability in Brazilian malaria areas.

Cognitive processes affect the gait of subjects with Parkinson’s and Alzheimer’s disease in dual tasks

Objective To investigate the relation between gait parameters and cognitive impairments in subjects with Parkinson’s disease (PD) and Alzheimer’s disease (AD) during the performance of dual tasks. Methods This was a cross-sectional study involving 126 subjects divided into three groups: Parkinson group (n = 43), Alzheimer group (n = 38), and control group (n = 45). The subjects were evaluated using the Timed Up and Go test administered with motor and cognitive distracters. Gait analyses consisted of cadence and speed measurements, with cognitive functions being assessed by the Brief Cognitive Screening Battery and the Clock Drawing Test. Statistical procedures included mixed-design analyses of variance to observe the gait patterns between groups and tasks and the linear regression model to investigate the influence of cognitive functions in this process. A 5% significant level was adopted. Results Regarding the subjects’ speed, the data show a significant difference between group vs task interaction (p = 0.009), with worse performance of subjects with PD in motor dual task and of subjects with AD in cognitive dual task. With respect to cadence, no statistical differences was seen between group vs task interaction (p = 0.105), showing low interference of the clinical conditions on such parameter. The linear regression model showed that up to 45.79%, of the variance in gait can be explained by the interference of cognitive processes. Conclusion Dual task activities affect gait pattern in subjects with PD and AD. Differences between groups reflect peculiarities of each disease and show a direct interference of cognitive processes on complex tasks.

Ecotoxicological approaches to assess the long-term effects of four anticancer drugs and metabolites on Daphnia pulex

The aquatic environment is exposed continuously and increasingly to chemical substances such as pharmaceuticals. These medical compounds are released into the environment after having being consumed and body-excreted by patients. Pharmaceutical residues are synthetic molecules that are not always removed by traditional sewage treatment processes and thus escape degradation. Among pharmaceuticals that escape sewage treatment plants (STPs), the anticancer drugs were measured in STP effluents and natural waters. In the aquatic environment, their long-term effects at low concentrations are sparsely known on non-target species. Tamoxifen is an anticancer drug that is widely prescribed worldwide for the prevention and treatment of hormone receptor-positive breast cancers. Two of its metabolites, i.e., endoxifen and 4-hydroxy- tamoxifen (4OHTam), have high pharmacological potency in vivo and such as tamoxifen, they are excreted via faeces by patients. Tamoxifen was measured in STP effluents and natural waters but, to the best of our knowledge, its metabolites concentrations in waters have never been reported. Imatinib is another and recent anticancer compound that targets specific tumour cells. This pharmaceutical is also body excreted and because of its increasing use in cancer treatment, imatinib may reach the natural water. The effects of tamoxifen and imatinib are unknown upon more than one generation of aquatic species. And the effects of 4OHTam, endoxifen have never been studied in ecotoxicology so far. The aims of this thesis were threefold. First, the sensitivity of D. pulex exposed to tamoxifen, 4OHTam, endoxifen or imatinib was assessed using ecotoxicological experiments. Ecotoxicology is the science that considers the toxic effects of natural or synthetic substances, such as pharmaceuticals, on organisms, populations, community and ecosystem. Acute and multigenerational (2-4 generations) tests were performed on daphnids considering several studied endpoints, such as immobilisation, size, reproduction, viability and intrinsic rate of natural increase. Additional prospective assays were designed to evaluate whether 1) low concentrations of tamoxifen and 4OHTam were able to induce toxic effects when used in combination, and 2) daphnids were able to recover when offspring were withdrawn from solutions carrying the pharmaceutical. Second, the stability of tamoxifen, 4OHTam and endoxifen in incubation medium was evaluated in solution exempted from daphnids. Because the nominal concentrations of tamoxifen, 4OHTam and endoxifen did not correspond to the measured, we provide a predictive method to estimate the concentrations of these chemicals during long-term ecotoxicological tests. Finally, changes in protein expressions were analysed in D. pulex exposed 2 or 7 seven days to tamoxifen using ecotoxicoproteomic experiments with a shot-gun approach inducing a peptide fractionation step. Our results show that tamoxifen, 4OHTam and endoxifen induced adverse effects in D. pulex at environmentally relevant concentrations. At very low concentrations, these molecules displayed unusual and teratogenic effects because morphological abnormalities were observed in offspring, such as thick and short antennas, curved spines, premature neonates and aborted eggs. Tamoxifen was the most toxic compound among the test chemicals, followed by 4OHTam, endoxifen and imatinib. Tamoxifen no-observed effect concentrations (NOECs) that were calculated for size, reproduction and intrinsic rate were below or in the range of the concentrations measured in natural waters, i.e., between 0.12 µg/L and 0.67 µg/L. For instance, the tamoxifen NOECs that were calculated for reproduction were between 0.67 and 0.72 µg/L, whereas the NOEC was < 0.15 µg/L when based on morphological abnormalities. The NOECs of 4OHTam were higher but still in the same order of magnitude as tamoxifen environmental concentrations, with a value of 1.48 µg/L. Endoxifen NOEC for the intrinsic rate of natural increase (r) and the reproduction were 0.4 and 4.3 µg/L, respectively. Daphnids that were withdrawn from tamoxifen and 4OHTam were not able to recover. Also, the reproduction of D. pulex was reduced when the treated animals were exposed to the combination of tamoxifen and 4OHTam while no effects were observed when these chemicals were tested individually at the same concentration. Among the anticancer drugs that were tested during this thesis, imatinib was the less toxic molecule towards D. pulex. No effects on size and reproduction were observed within two generations, except for the first whose reproduction decreased at the highest test concentration, i.e., 626 µg/L. Our results also underline the need to use measured or predicted concentrations instead of the nominal during aquatic experiments, particularly when lipophilic molecules are tested. Indeed, notable differences between nominal (i.e., theoretical) and measured concentrations were found with tamoxifen, 4OHTam and endoxifen at all test concentrations. A cost and time sustainable method was proposed to predict the test exposure levels of these chemicals during long-term experiments. This predictive method was efficient particularly for low concentrations, which corresponded to the test concentrations in multigenerational tests. In the ecotoxicoproteomic experiments a total of 3940 proteins were identified and quantified in D. pulex exposed to tamoxifen. These results are currently the largest dataset from D. pulex that is published and the results of proteomic analyses are available for the scientific community. Among these 3940 proteins, 189 were significantly different from controls. After protein annotation, we assumed that treated daphnids with tamoxifen had shifted cost-energy functions, such as reproduction, to maintain their basic metabolism necessary to survive. This metabolic cost hypothesis was supported by the presence of proteins involved in oxidative stress. Biomarkers for early detection of tamoxifen harmful effects on D. pulex were not discovered but the proteins of the vitellogenin-2 family (E9H8K5) and the ryanodine receptor (E9FTU9) are promising potential biomarkers because their expression was already modified after 2 days of treatment. In this thesis, the effects of tamoxifen, 4OHTam and endoxifen on daphnids raise questions about the potential impact of tamoxifen and 4OHTam in other aquatic ecosystems, and therefore, about metabolites in ecotoxicology. Because the NOECs were environmentally relevant, these results suggest that tamoxifen and 4OHTam may be interesting pharmaceuticals to consider in risk assessment. Our findings also emphasize the importance of performing long-term experiments and of considering multi-endpoints instead of the standard reproductive endpoint. Finally, we open the discussion about the importance to measure test exposures or not, during ecotoxicological studies. -- Les milieux aquatiques sont exposés continuellement à un nombre croissant de substances chimiques, notamment les médicaments issus de la médecine vétérinaire et humaine. Chez les patients, les substances administrées sont utilisées par le corps avant d'être éliminées par l'intermédiaire des excrétas dans le système d'eaux usées de la ville. Ces eaux rejoignent ensuite une station de traitement afin d'y éliminer les déchets. Dans le cas des molécules chimiques, il arrive que les processus de traitement d'eaux usées ne soient pas suffisamment efficaces et que ces molécules ne soient pas dégradées. Elles sont alors libérées dans le milieu aquatique avec les effluents de la station d'épuration. Une fois dans l'environnement, ces résidus de médicaments sont susceptibles d'induire des effets sur la faune et la flore aquatique, dont les conséquences à long terme et à faibles concentrations sont peu connues. Les anticancéreux sont une famille de médicaments qui peuvent échapper aux traitements des stations d'épuration et qui sont retrouvées dans le milieu aquatique naturel. Parmi ces substances, le tamoxifen est une molécule utilisée dans le monde entier pour prévenir et traiter les cancers hormonaux dépendant du sein, notamment. Une fois ingéré, le tamoxifen est transformé par le foie en métabolites dont deux d'entre eux, le 4-hydroxy-tamoxifen (4OHTam) et l'endoxifen, possèdent un affinité pour les récepteurs aux estrogènes et une efficacité sur les cellules tumorales supérieure au tamoxifen lui- même. Tout comme la molécule mère, ces métabolites sont principalement éliminés par l'intermédiaire des fèces. Le tamoxifen a déjà été mesuré dans les effluents de stations d'épuration et dans les eaux naturelles, mais aucune valeur n'a été reportée pour ses métabolites jusqu'à présent. Un autre anticancéreux, également éliminé par voie biliaire et susceptible d'atteindre l'environnement, est l'imatinib. Cette récente molécule a révolutionné le traitement et la survie des patients souffrant de leucémie myéloïde chronique et de tumeur stromales gastrointestinales. Les effets du tamoxifen et de l'imatinib sur plusieurs générations d'organismes aquatiques, tels que les microcrustacés Daphnia, sont inconnus et le 4OHTam et l'endoxifen n'ont même jamais été testés en écotoxicologie. Cette thèse s'est articulée autour de trois objectifs principaux. Premièrement, la sensibilité des D. pulex exposés au tamoxifen, 4OHTam, endoxifen et imatinib a été évaluée par l'intermédiaire de tests aigus et de tests sur deux à quatre générations. La mobilité, la taille, la reproduction, la viabilité et la croissance potentielle de la population ont été relevées au cours de ces expériences. Des tests supplémentaires, à but prospectifs, ont également été réalisés afin d'évaluer 1) la capacité de récupération des daphnies, lorsque leurs descendants ont été placés dans un milieu exempté de tamoxifen ou de 4OHTam, 2) les effets chez les daphnies exposées à une solution contenant de faibles concentration de tamoxifen et de 4OHTam mélangés. Le deuxième objectif a été d'évaluer la stabilité du tamoxifen, 4OHTam et endoxifen dilué dans le milieu des daphnies. Après analyses, les concentrations mesurées ne correspondaient pas aux concentrations nominales (c.-à-d., théoriques) et il a été nécessaire de développer une méthode efficace de prédiction des niveaux d'exposition lors de tests de longue durée réalisés avec ces trois molécules. Finalement, des changements dans l'expression des protéines chez des daphnies exposées au tamoxifen ont été investigués par l'intermédiaire d'expériences écotoxicoprotéomiques avec une approche dite de shot-gun avec une étape de fractionnement des protéines. Les résultats obtenus dans cette thèse montrent que le tamoxifen, le 4OHTam et l'endoxifen induisent des effets indésirables chez les daphnies à des niveaux d'exposition proches ou identiques aux concentrations du tamoxifen mesurées dans l'environnement, c'est-à-dire 0.12 et 0.67 µg/L de tamoxifen. Ces molécules ont induit des effets inhabituels tels que la production de : nouveau-nés anormaux, avec des antennes et des queues déformées, des prématurés et des oeufs avortés. Le tamoxifen fut la molécule la plus toxique pour les D. pulex suivie du 4OHTam, de l'endoxifen et enfin de l'imatinib. Lors des expériences sur plusieurs générations, les concentrations n'ayant statistiquement pas d'effet (c.à.d. NOEC en anglais) sur la taille, la reproduction et la croissance intrinsèque de la population étaient du même ordre de grandeur que les concentrations environnementales du tamoxifen. Par exemple, les NOECs du tamoxifen calculées pour la reproduction étaient de 0.67 et 0.72 µg/L, tandis que celle calculée sur la base des anomalies chez les nouveau-nés était < 0.15 µg/L. Les NOECs du 4OHTam se situaient entre 0.16 et 1.48 µg/L et celles de l'endoxifen pour la croissance intrinsèque de la population, ainsi que pour la reproduction, étaient de 0.4 et 4.3 µg/L, respectivement. Dans l'expérience basée sur la récupération des daphnies, la taille et la reproduction ont diminué bien que la descendance fût placée dans un milieu sans substances chimiques. Les daphnies exposées au mélange de tamoxifen et de 4OHTam ont produit moins de nouveau-nés que les contrôles, alors que ces concentrations n'ont pas induit d'effets lorsque testées individuellement. Finalement, l'imatinib n'a pas montré d'effets sur les deux générations testées. Seule la première génération exposée à la plus haute concentration (626 µg/L) a montré une diminution de la reproduction. Les résultats obtenus lors de l'évaluation de la stabilité du tamoxifen, 4OHTam et endoxifen dans le milieu des daphnies ont souligné l'importance d'utiliser des concentrations mesurées ou prédites en écotoxicologie. En effet, des différences notables entre concentrations nominales et mesurées ont été observées à toutes les concentrations et l'hypothèse d'un phénomène d'adsorption sur le verre des récipients a été posée. De ce fait, il a été nécessaire d'élaborer une méthode prédictive efficace et acceptable, en terme de temps et de coûts. Une régression polynomiale basée sur des concentrations mesurées et nominales a permis de prédire avec efficacité les faibles niveaux d'exposition utilisés lors d'expériences écotoxicologiques à long terme, sur plusieurs générations. Suite aux expériences d'écotoxicoprotéomiques, un total de 3940 protéines ont été identifiées et quantifiées chez des daphnies exposées au tamoxifen. Ce nombre est actuellement la plus large série de données publiées et mises à disposition pour la communauté scientifique. Parmi ces protéines, 189 sont significatives et possiblement reliées à des processus de reproduction et de stress. Sur cette base, nous avons émis l'hypothèse que les individus subissant un stress, lié à l'exposition au tamoxifen, ont utilisé leur énergie de base pour favoriser leur survie plutôt que la reproduction. Enfin, la détermination de bio-marqueurs exprimant des dommages précoces des daphnies exposées au tamoxifen n'a pas abouti en tant que telle, mais des protéines prometteuses, telle que la famille de viellogenin-2 (E9H8K5) et le récepteur à la ryanodine (E9FTU9), ont été exprimées après deux jours d'exposition déjà. Ces protéines pourraient faire l'objet d'investigations écotoxicoprotéomiques futures. Les résultats de cette thèse posent certaines questions quant au risque du tamoxifen, du 4OHTam et de l'endoxifen sur la faune et la flore aquatique et plus particulièrement sur les anticancéreux présents dans l'environnement. Les effets toxiques de ces molécules ont été observés à des concentrations environnementales et sur plusieurs générations. La question de considérer les métabolites, et ainsi les pro-médicaments, en écotoxicologie est soulevée, notamment parce que ces molécules peuvent être plus actives et efficaces que la molécule mère. Les expériences chroniques, sur plusieurs générations sont également à favoriser car elles offrent un meilleur reflet de la réalité environnementale que des essais aigus ou d'une génération. L'utilisation de la protéomique permet d'agrandir les connaissances sur les effets des médicaments à un niveau inférieur de l'organisation biologique et ainsi, de mieux comprendre de potentiels mécanismes d'action ou de déterminer de potentiels biomarqueurs. Finalement, il semble important de discuter de l'opportunité de mesurer les concentrations qui sont testées en écotoxicologie afin de ne pas sous-estimer le risque pour la faune et la flore aquatique.

Estimation of jump-diffusion processes via empirical characteristic functions

Preface The starting point for this work and eventually the subject of the whole thesis was the question: how to estimate parameters of the affine stochastic volatility jump-diffusion models. These models are very important for contingent claim pricing. Their major advantage, availability T of analytical solutions for characteristic functions, made them the models of choice for many theoretical constructions and practical applications. At the same time, estimation of parameters of stochastic volatility jump-diffusion models is not a straightforward task. The problem is coming from the variance process, which is non-observable. There are several estimation methodologies that deal with estimation problems of latent variables. One appeared to be particularly interesting. It proposes the estimator that in contrast to the other methods requires neither discretization nor simulation of the process: the Continuous Empirical Characteristic function estimator (EGF) based on the unconditional characteristic function. However, the procedure was derived only for the stochastic volatility models without jumps. Thus, it has become the subject of my research. This thesis consists of three parts. Each one is written as independent and self contained article. At the same time, questions that are answered by the second and third parts of this Work arise naturally from the issues investigated and results obtained in the first one. The first chapter is the theoretical foundation of the thesis. It proposes an estimation procedure for the stochastic volatility models with jumps both in the asset price and variance processes. The estimation procedure is based on the joint unconditional characteristic function for the stochastic process. The major analytical result of this part as well as of the whole thesis is the closed form expression for the joint unconditional characteristic function for the stochastic volatility jump-diffusion models. The empirical part of the chapter suggests that besides a stochastic volatility, jumps both in the mean and the volatility equation are relevant for modelling returns of the S&P500 index, which has been chosen as a general representative of the stock asset class. Hence, the next question is: what jump process to use to model returns of the S&P500. The decision about the jump process in the framework of the affine jump- diffusion models boils down to defining the intensity of the compound Poisson process, a constant or some function of state variables, and to choosing the distribution of the jump size. While the jump in the variance process is usually assumed to be exponential, there are at least three distributions of the jump size which are currently used for the asset log-prices: normal, exponential and double exponential. The second part of this thesis shows that normal jumps in the asset log-returns should be used if we are to model S&P500 index by a stochastic volatility jump-diffusion model. This is a surprising result. Exponential distribution has fatter tails and for this reason either exponential or double exponential jump size was expected to provide the best it of the stochastic volatility jump-diffusion models to the data. The idea of testing the efficiency of the Continuous ECF estimator on the simulated data has already appeared when the first estimation results of the first chapter were obtained. In the absence of a benchmark or any ground for comparison it is unreasonable to be sure that our parameter estimates and the true parameters of the models coincide. The conclusion of the second chapter provides one more reason to do that kind of test. Thus, the third part of this thesis concentrates on the estimation of parameters of stochastic volatility jump- diffusion models on the basis of the asset price time-series simulated from various "true" parameter sets. The goal is to show that the Continuous ECF estimator based on the joint unconditional characteristic function is capable of finding the true parameters. And, the third chapter proves that our estimator indeed has the ability to do so. Once it is clear that the Continuous ECF estimator based on the unconditional characteristic function is working, the next question does not wait to appear. The question is whether the computation effort can be reduced without affecting the efficiency of the estimator, or whether the efficiency of the estimator can be improved without dramatically increasing the computational burden. The efficiency of the Continuous ECF estimator depends on the number of dimensions of the joint unconditional characteristic function which is used for its construction. Theoretically, the more dimensions there are, the more efficient is the estimation procedure. In practice, however, this relationship is not so straightforward due to the increasing computational difficulties. The second chapter, for example, in addition to the choice of the jump process, discusses the possibility of using the marginal, i.e. one-dimensional, unconditional characteristic function in the estimation instead of the joint, bi-dimensional, unconditional characteristic function. As result, the preference for one or the other depends on the model to be estimated. Thus, the computational effort can be reduced in some cases without affecting the efficiency of the estimator. The improvement of the estimator s efficiency by increasing its dimensionality faces more difficulties. The third chapter of this thesis, in addition to what was discussed above, compares the performance of the estimators with bi- and three-dimensional unconditional characteristic functions on the simulated data. It shows that the theoretical efficiency of the Continuous ECF estimator based on the three-dimensional unconditional characteristic function is not attainable in practice, at least for the moment, due to the limitations on the computer power and optimization toolboxes available to the general public. Thus, the Continuous ECF estimator based on the joint, bi-dimensional, unconditional characteristic function has all the reasons to exist and to be used for the estimation of parameters of the stochastic volatility jump-diffusion models.

Fabrication and characterization of silicon position sensitive particle detectors

Position sensitive particle detectors are needed in high energy physics research. This thesis describes the development of fabrication processes and characterization techniques of silicon microstrip detectors used in the work for searching elementary particles in the European center for nuclear research, CERN. The detectors give an electrical signal along the particles trajectory after a collision in the particle accelerator. The trajectories give information about the nature of the particle in the struggle to reveal the structure of the matter and the universe. Detectors made of semiconductors have a better position resolution than conventional wire chamber detectors. Silicon semiconductor is overwhelmingly used as a detector material because of its cheapness and standard usage in integrated circuit industry. After a short spread sheet analysis of the basic building block of radiation detectors, the pn junction, the operation of a silicon radiation detector is discussed in general. The microstrip detector is then introduced and the detailed structure of a double-sided ac-coupled strip detector revealed. The fabrication aspects of strip detectors are discussedstarting from the process development and general principles ending up to the description of the double-sided ac-coupled strip detector process. Recombination and generation lifetime measurements in radiation detectors are discussed shortly. The results of electrical tests, ie. measuring the leakage currents and bias resistors, are displayed. The beam test setups and the results, the signal to noise ratio and the position accuracy, are then described. It was found out in earlier research that a heavy irradiation changes the properties of radiation detectors dramatically. A scanning electron microscope method was developed to measure the electric potential and field inside irradiated detectorsto see how a high radiation fluence changes them. The method and the most important results are discussed shortly.

Managing the Front End of Innovation in a Networked Company Environment - Combining Strategy, Processes and Systems of Innovation

The objective of the thesis is to enhance the understanding about the management of the front end phases of the innovation process in a networked environment. The thesis approaches the front end of innovation from three perspectives, including the strategy, processes and systems of innovation. The purpose of the use of different perspectives in the thesis is that of providing an extensive systemic view of the front end, and uncovering the complex nature of innovation management. The context of the research is the networked operating environment of firms. The unit of analysis is the firm itself or its innovation processes, which means that this research approaches the innovation networks from the point of view of a firm. The strategy perspective of the thesis emphasises the importance of purposeful innovation management, the innovation strategy of firms. The role of innovation processes is critical in carrying out innovation strategies in practice, supporting the development of organizational routines for innovation, and driving the strategic renewal of companies. The primary focus of the thesis from systems perspective is on idea management systems, which are defined as a part of innovation management systems, and defined for this thesis as any working combination of methodology and tools (manual or IT-supported) that enhance the management of innovations within their early phases. The main contribution of the thesis are the managerial frameworks developed for managing the front end of innovation, which purposefully “wire” the front end of innovation into the strategy and business processes of a firm. The thesis contributes to modern innovation management by connecting the internal and external collaboration networks as foundational elements for successful management of the early phases of innovation processes in a dynamic environment. The innovation capability of a firm is largely defined by its ability to rely on and make use of internal and external collaboration already during the front end activities, which by definition include opportunity identification and analysis, idea generation, profileration and selection, and concept definition. More specifically, coordination of the interfaces between these activities, and between the internal and external innovation environments of a firm is emphasised. The role of information systems, in particular idea management systems, is to support and delineate the innovation-oriented behaviour and interaction of individuals and organizations during front end activities. The findings and frameworks developed in the thesis can be used by companies for purposeful promotion of their front end processes. The thesis provides a systemic strategy framework for managing the front end of innovation – not as a separate process, but as an elemental bundle ofactivities that is closely linked to the overall innovation process and strategy of a firm in a distributed environment. The theoretical contribution of the thesis relies on the advancement of the open innovation paradigm in the strategic context of a firm within its internal and external innovation environments. This thesis applies the constructive research approach and case study methodology to provide theoretically significant results, which are also practically beneficial.

The influence of stress on fear memory processes

It is well recognized that stressful experiences promote robust emotional memories, which are well remembered. The amygdaloid complex, principally the basolateral complex (BLA), plays a pivotal role in fear memory and in the modulation of stress-induced emotional responses. A large number of reports have revealed that GABAergic interneurons provide a powerful inhibitory control of the activity of projecting glutamatergic neurons in the BLA. Indeed, a reduced GABAergic control in the BLA is essential for the stress-induced influence on the emergence of associative fear memory and on the generation of long-term potentiation (LTP) in BLA neurons. The extracellular signal-regulated kinase (ERK) subfamily of the mitogen-activated protein kinase (MAPK) signaling pathway in the BLA plays a central role in the consolidation process and synaptic plasticity. In support of the view that stress facilitates long-term fear memory, stressed animals exhibited a phospho-ERK2 (pERK2) increase in the BLA, suggesting the involvement of this mechanism in the promoting influence of threatening stimuli on the consolidation fear memory. Moreover, the occurrence of reactivation-induced lability is prevented when fear memory is encoded under intense stressful conditions since the memory trace remains immune to disruption after recall in previously stressed animals. Thus, the underlying mechanism in retrieval-induced instability seems not to be functional in memories formed under stress. All these findings are indicative that stress influences both the consolidation and reconsolidation fear memory processes. Thus, it seems reasonable to propose that the emotional state generated by an environmental challenge critically modulates the formation and maintenance of long-term fear memory.

Development of Best Practices for Ship Recycling Processes

Ship recycling has been considered as the best means to dispose off an obsolete ship. The current state of art of technology combined with the demands of sustainable developments from the global maritime industrial sector has modified the status of erstwhile ‘ship breaking’ involving ship scrap business to a modern industry undertaking dismantling of ships and recycling/reusing the dismantled products in a supply chain of pre owned product market by following the principles of recycling. Industries will have to formulate a set of best practices and blend them with the engineering activities for producing better quality products, improving the productivity and for achieving improved performances related to sustainable development. Improved performance by industries in a sustainable development perspective is accomplished only by implementing the 4E principles, ie.,. ecofriendliness, engineering efficiency, energy conservation and ergonomics in their core operations. The present study has done a comprehensive investigation into various ship recycling operations for formulating a set of best practices.Being the ultimate life cycle stage of a ship, ship recycling activities incorporate certain commercial procedures well in advance to facilitate the objectives of dismantling and recycling/reusing of various parts of the vessel. Thorough knowledge regarding these background procedures in ship recycling is essential for examining and understanding the industrial business operations associated with it. As a first step, the practices followed in merchant shipping operations regarding the decision on decommissioning have been and made available in the thesis. Brief description about the positioning methods and important preparations for the most feasible ship recycling method ie.,. beach method have been provided as a part of the outline of the background information. Available sources of guidelines, codes and rules & regulations for ship recycling have been compiled and included in the discussion.Very brief summary of practices in major ship recycling destinations has been prepared and listed for providing an overview of the global ship recycling activities. The present status of ship recycling by treating it as a full fledged engineering industry has been brought out to establish the need for looking into the development of the best practices. Major engineering attributes of ship as a unique engineering product and the significant influencing factors on her life cycle stage operations have been studied and added to the information base on ship recycling. Role of ship recycling industry as an important player in global sustainable development efforts has been reviewed by analysing the benefits of ship recycling. A brief synopsis on the state of art of ship recycling in major international ship recycling centres has also been incorporated in the backdrop knowledgebase generation on ship recycling processes.Publications available in this field have been reviewed and classified into five subject categories viz., Infrastructure for recycling yards and methods of dismantling, Rules regarding ship recycling activities, Environmental and safety aspects of ship recycling, Role of naval architects and ship classification societies, Application of information technology and Demand forecasting. The inference from the literature survey have been summarised and recorded. Noticeable observations in the inference include need of creation of a comprehensive knowledgebase on ship recycling and its effective implementation in the industry and the insignificant involvement of naval architects and shipbuilding engineers in ship recycling industry. These two important inferences and the message conveyed by them have been addressed with due importance in the subsequent part of the present study.As a part of the study the importance of demand forecasting in ship recycling has been introduced and presented. A sample input for ship recycling data for implementation of computer based methods of demand forecasting has been presented in this section of the thesis.The interdisciplinary nature of engineering processes involved in ship recycling has been identified as one of the important features of this industry. The present study has identified more than a dozen major stake holders in ship recycling having their own interests and roles. It has also been observed that most of the ship recycling activities is carried out in South East Asian countries where the beach based ship recycling is done in yards without proper infrastructure support. A model of beach based ship recycling has been developed and the roles, responsibilities and the mutual interactions of the elements of the system have been documented as a part of the study Subsequently the need of a generation of a wide knowledgebase on ship recycling activities as pointed out by the literature survey has been addressed. The information base and source of expertise required to build a broad knowledgebase on ship recycling operations have been identified and tabulated. Eleven important ship recycling processes have been identified and a brief sketch of steps involved in these processes have been examined and addressed in detail. Based on these findings, a detailed sequential disassembly process plan of ship recycling has been prepared and charted. After having established the need of best practices in ship recycling initially, the present study here identifies development of a user friendly expert system for ship recycling process as one of the constituents of the proposed best practises. A user friendly expert system has been developed for beach based ship recycling processes and is named as Ship Recycling Recommender (SRR). Two important functions of SRR, first one for the ‘Administrators’, the stake holders at the helm of the ship recycling affairs and second one for the ‘Users’, the stake holders who execute the actual dismantling have been presented by highlighting the steps involved in the execution of the software. The important output generated, ie.,. recommended practices for ship dismantling processes and safe handling information on materials present onboard have been presented with the help of ship recycling reports generated by the expert system. A brief account of necessity of having a ship recycling work content estimation as part of the best practices has been presented in the study. This is supported by a detailed work estimation schedule for the same as one of the appendices.As mentioned earlier, a definite lack of involvement of naval architect has been observed in development of methodologies for improving the status of ship recycling industry. Present study has put forward a holistic approach to review the status of ship recycling not simply as end of life activity of all ‘time expired’ vessels, but as a focal point of integrating all life cycle activities. A new engineering design philosophy targeting sustainable development of marine industrial domain, named design for ship recycling has been identified, formulated and presented. A new model of ship life cycle has been proposed by adding few stages to the traditional life cycle after analysing their critical role in accomplishing clean and safe end of life and partial dismantling of ships. Two applications of design for ship recycling viz, recyclability of ships and her products and allotment of Green Safety Index for ships have been presented as a part of implementation of the philosophy in actual practice.

Studies on Advanced Oxidation Processes for the Removal of Acetamiprid from Wastewater

Pollution of water with pesticides has become a threat to the man, material and environment. The pesticides released to the environment reach the water bodies through run off. Industrial wastewater from pesticide manufacturing industries contains pesticides at higher concentration and hence a major source of water pollution. Pesticides create a lot of health and environmental hazards which include diseases like cancer, liver and kidney disorders, reproductive disorders, fatal death, birth defects etc. Conventional wastewater treatment plants based on biological treatment are not efficient to remove these compounds to the desired level. Most of the pesticides are phyto-toxic i.e., they kill the microorganism responsible for the degradation and are recalcitrant in nature. Advanced oxidation process (AOP) is a class of oxidation techniques where hydroxyl radicals are employed for oxidation of pollutants. AOPs have the ability to totally mineralise the organic pollutants to CO2 and water. Different methods are employed for the generation of hydroxyl radicals in AOP systems. Acetamiprid is a neonicotinoid insecticide widely used to control sucking type insects on crops such as leafy vegetables, citrus fruits, pome fruits, grapes, cotton, ornamental flowers. It is now recommended as a substitute for organophosphorous pesticides. Since its use is increasing, its presence is increasingly found in the environment. It has high water solubility and is not easily biodegradable. It has the potential to pollute surface and ground waters. Here, the use of AOPs for the removal of acetamiprid from wastewater has been investigated. Five methods were selected for the study based on literature survey and preliminary experiments conducted. Fenton process, UV treatment, UV/ H2O2 process, photo-Fenton and photocatalysis using TiO2 were selected for study. Undoped TiO2 and TiO2 doped with Cu and Fe were prepared by sol-gel method. Characterisation of the prepared catalysts was done by X-ray diffraction, scanning electron microscope, differential thermal analysis and thermogravimetric analysis. Influence of major operating parameters on the removal of acetamiprid has been investigated. All the experiments were designed using central compoiste design (CCD) of response surface methodology (RSM). Model equations were developed for Fenton, UV/ H2O2, photo-Fenton and photocatalysis for predicting acetamiprid removal and total organic carbon (TOC) removal for different operating conditions. Quality of the models were analysed by statistical methods. Experimental validations were also done to confirm the quality of the models. Optimum conditions obtained by experiment were verified with that obtained using response optimiser. Fenton Process is the simplest and oldest AOP where hydrogen peroxide and iron are employed for the generation of hydroxyl radicals. Influence of H2O2 and Fe2+ on the acetamiprid removal and TOC removal by Fenton process were investigated and it was found that removal increases with increase in H2O2 and Fe2+ concentration. At an initial concentration of 50 mg/L acetamiprid, 200 mg/L H2O2 and 20 mg/L Fe2+ at pH 3 was found to be optimum for acetamiprid removal. For UV treatment effect of pH was studied and it was found that pH has not much effect on the removal rate. Addition of H2O2 to UV process increased the removal rate because of the hydroxyl radical formation due to photolyis of H2O2. An H2O2 concentration of 110 mg/L at pH 6 was found to be optimum for acetamiprid removal. With photo-Fenton drastic reduction in the treatment time was observed with 10 times reduction in the amount of reagents required. H2O2 concentration of 20 mg/L and Fe2+ concentration of 2 mg/L was found to be optimum at pH 3. With TiO2 photocatalysis improvement in the removal rate was noticed compared to UV treatment. Effect of Cu and Fe doping on the photocatalytic activity under UV light was studied and it was observed that Cu doping enhanced the removal rate slightly while Fe doping has decreased the removal rate. Maximum acetamiprid removal was observed for an optimum catalyst loading of 1000 mg/L and Cu concentration of 1 wt%. It was noticed that mineralisation efficiency of the processes is low compared to acetamiprid removal efficiency. This may be due to the presence of stable intermediate compounds formed during degradation Kinetic studies were conducted for all the treatment processes and it was found that all processes follow pseudo-first order kinetics. Kinetic constants were found out from the experimental data for all the processes and half lives were calculated. The rate of reaction was in the order, photo- Fenton>UV/ H2O2>Fenton> TiO2 photocatalysis>UV. Operating cost was calculated for the processes and it was found that photo-Fenton removes the acetamiprid at lowest operating cost in lesser time. A kinetic model was developed for photo-Fenton process using the elementary reaction data and mass balance equations for the species involved in the process. Variation of acetamiprid concentration with time for different H2O2 and Fe2+ concentration at pH 3 can be found out using this model. The model was validated by comparing the simulated concentration profiles with that obtained from experiments. This study established the viability of the selected AOPs for the removal of acetamiprid from wastewater. Of the studied AOPs photo- Fenton gives the highest removal efficiency with lowest operating cost within shortest time.