Fractional variational problems depending on indefinite integrals and with delay

The aim of this paper is to exhibit a necessary and sufficient condition of optimality for functionals depending on fractional integrals and derivatives, on indefinite integrals and on presence of time delay. We exemplify with one example, where we nd analytically the minimizer.

On the Set of Locally Convex Topologies Compatible with a Given Topology on a Vector Space: Cardinality Aspects

For a topological vector space (X, τ ), we consider the family LCT (X, τ ) of all locally convex topologies defined on X, which give rise to the same continuous linear functionals as the original topology τ . We prove that for an infinite-dimensional reflexive Banach space (X, τ ), the cardinality of LCT (X, τ ) is at least c.

Adaptive discontinuous Galerkin methods for eigenvalue problems arising in incompressible fluid flows

In this article we consider the a posteriori error estimation and adaptive mesh refinement of discontinuous Galerkin finite element approximations of the hydrodynamic stability problem associated with the incompressible Navier-Stokes equations. Particular attention is given to the reliable error estimation of the eigenvalue problem in channel and pipe geometries. Here, computable a posteriori error bounds are derived based on employing the generalization of the standard Dual-Weighted-Residual approach, originally developed for the estimation of target functionals of the solution, to eigenvalue/stability problems. The underlying analysis consists of constructing both a dual eigenvalue problem and a dual problem for the original base solution. In this way, errors stemming from both the numerical approximation of the original nonlinear flow problem, as well as the underlying linear eigenvalue problem are correctly controlled. Numerical experiments highlighting the practical performance of the proposed a posteriori error indicator on adaptively refined computational meshes are presented.

Wave impedance selection for passivity-based bilateral teleoperation

When a task must be executed in a remote or dangerous environment, teleoperation systems may be employed to extend the influence of the human operator. In the case of manipulation tasks, haptic feedback of the forces experienced by the remote (slave) system is often highly useful in improving an operator's ability to perform effectively. In many of these cases (especially teleoperation over the internet and ground-to-space teleoperation), substantial communication latency exists in the control loop and has the strong tendency to cause instability of the system. The first viable solution to this problem in the literature was based on a scattering/wave transformation from transmission line theory. This wave transformation requires the designer to select a wave impedance parameter appropriate to the teleoperation system. It is widely recognized that a small value of wave impedance is well suited to free motion and a large value is preferable for contact tasks. Beyond this basic observation, however, very little guidance exists in the literature regarding the selection of an appropriate value. Moreover, prior research on impedance selection generally fails to account for the fact that in any realistic contact task there will simultaneously exist contact considerations (perpendicular to the surface of contact) and quasi-free-motion considerations (parallel to the surface of contact). The primary contribution of the present work is to introduce an approximate linearized optimum for the choice of wave impedance and to apply this quasi-optimal choice to the Cartesian reality of such a contact task, in which it cannot be expected that a given joint will be either perfectly normal to or perfectly parallel to the motion constraint. The proposed scheme selects a wave impedance matrix that is appropriate to the conditions encountered by the manipulator. This choice may be implemented as a static wave impedance value or as a time-varying choice updated according to the instantaneous conditions encountered. A Lyapunov-like analysis is presented demonstrating that time variation in wave impedance will not violate the passivity of the system. Experimental trials, both in simulation and on a haptic feedback device, are presented validating the technique. Consideration is also given to the case of an uncertain environment, in which an a priori impedance choice may not be possible.

Adaptivity and a posteriori error control for bifurcation problems II: Incompressible fluid flow in open systems with Z_2 symmetry

In this article we consider the a posteriori error estimation and adaptive mesh refinement of discontinuous Galerkin finite element approximations of the bifurcation problem associated with the steady incompressible Navier-Stokes equations. Particular attention is given to the reliable error estimation of the critical Reynolds number at which a steady pitchfork or Hopf bifurcation occurs when the underlying physical system possesses reflectional or Z_2 symmetry. Here, computable a posteriori error bounds are derived based on employing the generalization of the standard Dual-Weighted-Residual approach, originally developed for the estimation of target functionals of the solution, to bifurcation problems. Numerical experiments highlighting the practical performance of the proposed a posteriori error indicator on adaptively refined computational meshes are presented.

Guided Migration and Collective Behavior: Cell Dynamics during Cancer Progression

This dissertation focuses on gaining understanding of cell migration and collective behavior through a combination of experiment, analysis, and modeling techniques. Cell migration is a ubiquitous process that plays an important role during embryonic development and wound healing as well as in diseases like cancer, which is a particular focus of this work. As cancer cells become increasingly malignant, they acquire the ability to migrate away from the primary tumor and spread throughout the body to form metastatic tumors. During this process, changes in gene expression and the surrounding tumor environment can lead to changes in cell migration characteristics. In this thesis, I analyze how cells are guided by the texture of their environment and how cells cooperate with their neighbors to move collectively. The emergent properties of collectively moving groups are a particular focus of this work as collective cell dynamics are known to change in diseases such as cancer. The internal machinery for cell migration involves polymerization of the actin cytoskeleton to create protrusions that---in coordination with retraction of the rear of the cell---lead to cell motion. This actin machinery has been previously shown to respond to the topography of the surrounding surface, leading to guided migration of amoeboid cells. Here we show that epithelial cells on nanoscale ridge structures also show changes in the morphology of their cytoskeletons; actin is found to align with the ridge structures. The migration of the cells is also guided preferentially along the ridge length. These ridge structures are on length scales similar to those found in tumor microenvironments and as such provide a system for studying the response of the cells' internal migration machinery to physiologically relevant topographical cues. In addition to sensing surface topography, individual cells can also be influenced by the pushing and pulling of neighboring cells. The emergent properties of collectively migrating cells show interesting dynamics and are relevant for cancer progression, but have been less studied than the motion of individual cells. We use Particle Image Velocimetry (PIV) to extract the motion of a collectively migrating cell sheet from time lapse images. The resulting flow fields allow us to analyze collective behavior over multiple length and time scales. To analyze the connection between individual cell properties and collective migration behavior, we compare experimental flow fields with the migration of simulated cell groups. Our collective migration metrics allow for a quantitative comparison between experimental and simulated results. This comparison shows that tissue-scale decreases in collective behavior can result from changes in individual cell activity without the need to postulate the existence of subpopulations of leader cells or global gradients. In addition to tissue-scale trends in collective behavior, the migration of cell groups includes localized dynamic features such as cell rearrangements. An individual cell may smoothly follow the motion of its neighbors (affine motion) or move in a more individualistic manner (non-affine motion). By decomposing individual motion into both affine and non-affine components, we measure cell rearrangements within a collective sheet. Finally, finite-time Lyapunov exponent (FTLE) values capture the stretching of the flow field and reflect its chaotic character. Applying collective migration analysis techniques to experimental data on both malignant and non-malignant human breast epithelial cells reveals differences in collective behavior that are not found from analyzing migration speeds alone. Non-malignant cells show increased cooperative motion on long time scales whereas malignant cells remain uncooperative as time progresses. Combining multiple analysis techniques also shows that these two cell types differ in their response to a perturbation of cell-cell adhesion through the molecule E-cadherin. Non-malignant MCF10A cells use E-cadherin for short time coordination of collective motion, yet even with decreased E-cadherin expression, the cells remain coordinated over long time scales. In contrast, the migration behavior of malignant and invasive MCF10CA1a cells, which already shows decreased collective dynamics on both time scales, is insensitive to the change in E-cadherin expression.

Guided Migration and Collective Behavior: Cell Dynamics during Cancer Progression

This dissertation focuses on gaining understanding of cell migration and collective behavior through a combination of experiment, analysis, and modeling techniques. Cell migration is a ubiquitous process that plays an important role during embryonic development and wound healing as well as in diseases like cancer, which is a particular focus of this work. As cancer cells become increasingly malignant, they acquire the ability to migrate away from the primary tumor and spread throughout the body to form metastatic tumors. During this process, changes in gene expression and the surrounding tumor environment can lead to changes in cell migration characteristics. In this thesis, I analyze how cells are guided by the texture of their environment and how cells cooperate with their neighbors to move collectively. The emergent properties of collectively moving groups are a particular focus of this work as collective cell dynamics are known to change in diseases such as cancer. The internal machinery for cell migration involves polymerization of the actin cytoskeleton to create protrusions that---in coordination with retraction of the rear of the cell---lead to cell motion. This actin machinery has been previously shown to respond to the topography of the surrounding surface, leading to guided migration of amoeboid cells. Here we show that epithelial cells on nanoscale ridge structures also show changes in the morphology of their cytoskeletons; actin is found to align with the ridge structures. The migration of the cells is also guided preferentially along the ridge length. These ridge structures are on length scales similar to those found in tumor microenvironments and as such provide a system for studying the response of the cells' internal migration machinery to physiologically relevant topographical cues. In addition to sensing surface topography, individual cells can also be influenced by the pushing and pulling of neighboring cells. The emergent properties of collectively migrating cells show interesting dynamics and are relevant for cancer progression, but have been less studied than the motion of individual cells. We use Particle Image Velocimetry (PIV) to extract the motion of a collectively migrating cell sheet from time lapse images. The resulting flow fields allow us to analyze collective behavior over multiple length and time scales. To analyze the connection between individual cell properties and collective migration behavior, we compare experimental flow fields with the migration of simulated cell groups. Our collective migration metrics allow for a quantitative comparison between experimental and simulated results. This comparison shows that tissue-scale decreases in collective behavior can result from changes in individual cell activity without the need to postulate the existence of subpopulations of leader cells or global gradients. In addition to tissue-scale trends in collective behavior, the migration of cell groups includes localized dynamic features such as cell rearrangements. An individual cell may smoothly follow the motion of its neighbors (affine motion) or move in a more individualistic manner (non-affine motion). By decomposing individual motion into both affine and non-affine components, we measure cell rearrangements within a collective sheet. Finally, finite-time Lyapunov exponent (FTLE) values capture the stretching of the flow field and reflect its chaotic character. Applying collective migration analysis techniques to experimental data on both malignant and non-malignant human breast epithelial cells reveals differences in collective behavior that are not found from analyzing migration speeds alone. Non-malignant cells show increased cooperative motion on long time scales whereas malignant cells remain uncooperative as time progresses. Combining multiple analysis techniques also shows that these two cell types differ in their response to a perturbation of cell-cell adhesion through the molecule E-cadherin. Non-malignant MCF10A cells use E-cadherin for short time coordination of collective motion, yet even with decreased E-cadherin expression, the cells remain coordinated over long time scales. In contrast, the migration behavior of malignant and invasive MCF10CA1a cells, which already shows decreased collective dynamics on both time scales, is insensitive to the change in E-cadherin expression.

Theoretical Rationalization of the Singlet–Triplet Gap in OLEDs Materials: Impact of Charge-Transfer Character

New materials for OLED applications with low singlet–triplet energy splitting have been recently synthesized in order to allow for the conversion of triplet into singlet excitons (emitting light) via a Thermally Activated Delayed Fluorescence (TADF) process, which involves excited-states with a non-negligible amount of Charge-Transfer (CT). The accurate modeling of these states with Time-Dependent Density Functional Theory (TD-DFT), the most used method so far because of the favorable trade-off between accuracy and computational cost, is however particularly challenging. We carefully address this issue here by considering materials with small (high) singlet–triplet gap acting as emitter (host) in OLEDs and by comparing the accuracy of TD-DFT and the corresponding Tamm-Dancoff Approximation (TDA), which is found to greatly reduce error bars with respect to experiments thanks to better estimates for the lowest singlet–triplet transition. Finally, we quantitatively correlate the singlet–triplet splitting values with the extent of CT, using for it a simple metric extracted from calculations with double-hybrid functionals, that might be applied in further molecular engineering studies.

Autonomous formation flying: unified control and collision avoidance methods for close manoeuvring spacecraft

The idea of spacecraft formations, flying in tight configurations with maximum baselines of a few hundred meters in low-Earth orbits, has generated widespread interest over the last several years. Nevertheless, controlling the movement of spacecraft in formation poses difficulties, such as in-orbit high-computing demand and collision avoidance capabilities, which escalate as the number of units in the formation is increased and complicated nonlinear effects are imposed to the dynamics, together with uncertainty which may arise from the lack of knowledge of system parameters. These requirements have led to the need of reliable linear and nonlinear controllers in terms of relative and absolute dynamics. The objective of this thesis is, therefore, to introduce new control methods to allow spacecraft in formation, with circular/elliptical reference orbits, to efficiently execute safe autonomous manoeuvres. These controllers distinguish from the bulk of literature in that they merge guidance laws never applied before to spacecraft formation flying and collision avoidance capacities into a single control strategy. For this purpose, three control schemes are presented: linear optimal regulation, linear optimal estimation and adaptive nonlinear control. In general terms, the proposed control approaches command the dynamical performance of one or several followers with respect to a leader to asymptotically track a time-varying nominal trajectory (TVNT), while the threat of collision between the followers is reduced by repelling accelerations obtained from the collision avoidance scheme during the periods of closest proximity. Linear optimal regulation is achieved through a Riccati-based tracking controller. Within this control strategy, the controller provides guidance and tracking toward a desired TVNT, optimizing fuel consumption by Riccati procedure using a non-infinite cost function defined in terms of the desired TVNT, while repelling accelerations generated from the CAS will ensure evasive actions between the elements of the formation. The relative dynamics model, suitable for circular and eccentric low-Earth reference orbits, is based on the Tschauner and Hempel equations, and includes a control input and a nonlinear term corresponding to the CAS repelling accelerations. Linear optimal estimation is built on the forward-in-time separation principle. This controller encompasses two stages: regulation and estimation. The first stage requires the design of a full state feedback controller using the state vector reconstructed by means of the estimator. The second stage requires the design of an additional dynamical system, the estimator, to obtain the states which cannot be measured in order to approximately reconstruct the full state vector. Then, the separation principle states that an observer built for a known input can also be used to estimate the state of the system and to generate the control input. This allows the design of the observer and the feedback independently, by exploiting the advantages of linear quadratic regulator theory, in order to estimate the states of a dynamical system with model and sensor uncertainty. The relative dynamics is described with the linear system used in the previous controller, with a control input and nonlinearities entering via the repelling accelerations from the CAS during collision avoidance events. Moreover, sensor uncertainty is added to the control process by considering carrier-phase differential GPS (CDGPS) velocity measurement error. An adaptive control law capable of delivering superior closed-loop performance when compared to the certainty-equivalence (CE) adaptive controllers is finally presented. A novel noncertainty-equivalence controller based on the Immersion and Invariance paradigm for close-manoeuvring spacecraft formation flying in both circular and elliptical low-Earth reference orbits is introduced. The proposed control scheme achieves stabilization by immersing the plant dynamics into a target dynamical system (or manifold) that captures the desired dynamical behaviour. They key feature of this methodology is the addition of a new term to the classical certainty-equivalence control approach that, in conjunction with the parameter update law, is designed to achieve adaptive stabilization. This parameter has the ultimate task of shaping the manifold into which the adaptive system is immersed. The performance of the controller is proven stable via a Lyapunov-based analysis and Barbalat’s lemma. In order to evaluate the design of the controllers, test cases based on the physical and orbital features of the Prototype Research Instruments and Space Mission Technology Advancement (PRISMA) are implemented, extending the number of elements in the formation into scenarios with reconfigurations and on-orbit position switching in elliptical low-Earth reference orbits. An extensive analysis and comparison of the performance of the controllers in terms of total Δv and fuel consumption, with and without the effects of the CAS, is presented. These results show that the three proposed controllers allow the followers to asymptotically track the desired nominal trajectory and, additionally, those simulations including CAS show an effective decrease of collision risk during the performance of the manoeuvre.

Aplicaciones del Caos y la Complejidad en la Cadena de Suministros del Sector Agroindustrial

La presente investigación consiste en determinar las aplicaciones existentes de las teorías del caos y las teorías de la complejidad en la cadena de suministro del sector agroindustrial colombiano. Además, tiene como propósito describir el sector de la agroindustria y la cadena de suministro, identificar los modelos de caos y complejidad y posteriormente determinar cuáles de éstos son aplicables al sector. Se define el caos como una sub-disciplina de las matemáticas que estudia sistemas complejos o dinámicos y tiene inmerso implicaciones filosóficas; por otra parte complejidad es la cualidad que adquiere un sistema en el que hay diversos componentes relacionados. Se ha identificado que en el ámbito colombiano existen diferentes estudios enfocados en la construcción de modelos agroindustriales, donde se adopta el concepto de complejidad para calificar el atributo de dichos modelos que involucran la armonización e integración de diferentes actores, desde los productores hasta los consumidores. En este estudio se emplea un estudio monográfico de tipo documental teniendo como unidad de análisis la cadena de suministro del sector agroindustrial. Los resultados indican que las teorías del caos y complejidad se encuentran presentes dentro de la cadena de suministros del sector agroindustrial colombiano, ya que en ella se ocurre la interconexión entre productores, procesadores y comercializadores, interactuando entre ellos y presentando alteraciones en su comportamiento económico a lo largo del tiempo en función de variaciones de las condiciones iniciales influenciadas por variables macroeconómicas, ambientales, sociales y políticas.

Análise não linear de séries temporais e aplicações à Psicologia

Nesta dissertação estudámos as séries temporais que representam a complexa dinâmica do comportamento. Demos especial atenção às técnicas de dinâmica não linear. As técnicas fornecem-nos uma quantidade de índices quantitativos que servem para descrever as propriedades dinâmicas do sistema. Estes índices têm sido intensivamente usados nos últimos anos em aplicações práticas em Psicologia. Estudámos alguns conceitos básicos de dinâmica não linear, as características dos sistemas caóticos e algumas grandezas que caracterizam os sistemas dinâmicos, que incluem a dimensão fractal, que indica a complexidade de informação contida na série temporal, os expoentes de Lyapunov, que indicam a taxa com que pontos arbitrariamente próximos no espaço de fases da representação do espaço dinâmico, divergem ao longo do tempo, ou a entropia aproximada, que mede o grau de imprevisibilidade de uma série temporal. Esta informação pode então ser usada para compreender, e possivelmente prever, o comportamento. ABSTRACT: ln this thesis we studied the time series that represent the complex dynamic behavior. We focused on techniques of nonlinear dynamics. The techniques provide us a number of quantitative indices used to describe the dynamic properties of the system. These indices have been extensively used in recent years in practical applications in psychology. We studied some basic concepts of nonlinear dynamics, the characteristics of chaotic systems and some quantities that characterize the dynamic systems, including fractal dimension, indicating the complexity of information in the series, the Lyapunov exponents, which indicate the rate at that arbitrarily dose points in phase space representation of a dynamic, vary over time, or the approximate entropy, which measures the degree of unpredictability of a series. This information can then be used to understand and possibly predict the behavior.

Frequency domain analysis of stationary time series

This thesis provides a necessary and sufficient condition for asymptotic efficiency of a nonparametric estimator of the generalised autocovariance function of a Gaussian stationary random process. The generalised autocovariance function is the inverse Fourier transform of a power transformation of the spectral density, and encompasses the traditional and inverse autocovariance functions. Its nonparametric estimator is based on the inverse discrete Fourier transform of the same power transformation of the pooled periodogram. The general result is then applied to the class of Gaussian stationary ARMA processes and its implications are discussed. We illustrate that for a class of contrast functionals and spectral densities, the minimum contrast estimator of the spectral density satisfies a Yule-Walker system of equations in the generalised autocovariance estimator. Selection of the pooling parameter, which characterizes the nonparametric estimator of the generalised autocovariance, controlling its resolution, is addressed by using a multiplicative periodogram bootstrap to estimate the finite-sample distribution of the estimator. A multivariate extension of recently introduced spectral models for univariate time series is considered, and an algorithm for the coefficients of a power transformation of matrix polynomials is derived, which allows to obtain the Wold coefficients from the matrix coefficients characterizing the generalised matrix cepstral models. This algorithm also allows the definition of the matrix variance profile, providing important quantities for vector time series analysis. A nonparametric estimator based on a transformation of the smoothed periodogram is proposed for estimation of the matrix variance profile.

Joint value at risk: a new conditional risk measure

In this PhD thesis a new firm level conditional risk measure is developed. It is named Joint Value at Risk (JVaR) and is defined as a quantile of a conditional distribution of interest, where the conditioning event is a latent upper tail event. It addresses the problem of how risk changes under extreme volatility scenarios. The properties of JVaR are studied based on a stochastic volatility representation of the underlying process. We prove that JVaR is leverage consistent, i.e. it is an increasing function of the dependence parameter in the stochastic representation. A feasible class of nonparametric M-estimators is introduced by exploiting the elicitability of quantiles and the stochastic ordering theory. Consistency and asymptotic normality of the two stage M-estimator are derived, and a simulation study is reported to illustrate its finite-sample properties. Parametric estimation methods are also discussed. The relation with the VaR is exploited to introduce a volatility contribution measure, and a tail risk measure is also proposed. The analysis of the dynamic JVaR is presented based on asymmetric stochastic volatility models. Empirical results with S&P500 data show that accounting for extreme volatility levels is relevant to better characterize the evolution of risk. The work is complemented by a review of the literature, where we provide an overview on quantile risk measures, elicitable functionals and several stochastic orderings.

Multiscale modeling of light-harvesting systems based on rhodamine B aggregates

Rhodamine B (RB) has been successfully exploited in the synthesis of light harvesting systems, but since RB is prone to form dimers acting as quenchers for the fluorescence, high energy transfer efficiencies can be reached only when using bulky and hydrophobic counterions acting as spacers between RBs. In this PhD thesis, a multiscale theoretical study aimed at providing insights into the structural, photophysical and optical properties of RB and its aggregates is presented. At the macroscopic level (no atomistic details) a phenomenological model describing the fluorescence decay of RB networks in presence of both quenching from dimers and exciton-exciton annihiliation is presented and analysed, showing that the quenching from dimers affects the decay only at long times, a feature that can be exploited in global fitting analysis to determine relevant chemical and photophysical information. At the mesoscopic level (atomistic details but no electronic structure) the RB aggregation in water in presence of different counterions is studied with molecular dynamics (MD) simulations. A new force field has been parametrized for describing the RB flexibility and the RB-RB interaction driving the dimerization. Simulations correctly predict the RB/counterion aggregation only in presence of bulky and hydrophobic counterion and its ability to prevent the dimerization. Finally, at the microscopic level, DFT calculations are performed to demonstrate the spacing action of bulky counterions, but standard TDDFT calculations are showed to fail in correctly describing the excited states of RB and its dimers. Moreover, also standard procedures proposed in literature for obtaining ad hoc functionals are showed to not work properly. A detailed analysis on the effect of the exact exchange shows that its short-range contribution is the crucial quantity for ameliorating results, and a new functional containing a proper amount of such an exchange is proposed and successfully tested.

Fractional Order Modeling and Control of a Flexible Satellite

Researchers have engrossed fractional-order modeling because of its ability to capture phenomena that are nearly impossible to describe owing to its long-term memory and inherited properties. Motivated by the research in fractional modeling, a fractional-order prototype for a flexible satellite whose dynamics are governed by fractional differential equations is proposed for the first time. These relations are derived using fractional attitude dynamic description of rigid body simultaneously coupled with the fractional Lagrange equation that governs the vibration of the appendages. Two attitude controls are designed in the presence of the faults and uncertainties of the system. The first is the fractional-order feedback linearization controller, in which the stability of the internal dynamics of the system is proved. The second is the fractional-order sliding mode control, whose asymptotic stability is demonstrated using the quadratic Lyapunov function. Several nonlinear simulations are implemented to analyze the performance of the proposed controllers.