Fractional derivatives: probability interpretation and frequency response of rational approximations

The theory of fractional calculus (FC) is a useful mathematical tool in many applied sciences. Nevertheless, only in the last decades researchers were motivated for the adoption of the FC concepts. There are several reasons for this state of affairs, namely the co-existence of different definitions and interpretations, and the necessity of approximation methods for the real time calculation of fractional derivatives (FDs). In a first part, this paper introduces a probabilistic interpretation of the fractional derivative based on the Grünwald-Letnikov definition. In a second part, the calculation of fractional derivatives through Padé fraction approximations is analyzed. It is observed that the probabilistic interpretation and the frequency response of fraction approximations of FDs reveal a clear correlation between both concepts.

Implementation of fractional-order electromagnetic potential through a genetic algorithm

Several phenomena present in electrical systems motivated the development of comprehensive models based on the theory of fractional calculus (FC). Bearing these ideas in mind, in this work are applied the FC concepts to define, and to evaluate, the electrical potential of fractional order, based in a genetic algorithm optimization scheme. The feasibility and the convergence of the proposed method are evaluated.

Extremum estimators and stochastic optimization methods

Submitted in partial fulfillment for the Requirements for the Degree of PhD in Mathematics, in the Speciality of Statistics in the Faculdade de Ciências e Tecnologia

A framework for robustness assessment in the context of corroded RC structures

Structural robustness is an emergent concept related to the structural response to damage. At the present time, robustness is not well defined and much controversy still remains around this subject. Even if robustness has seen growing interest as a consequence of catastrophic consequences due to extreme events, the fact is that the concept can also be very useful when considered on more probable exposure scenarios such as deterioration, among others. This paper intends to be a contribution to the definition of structural robustness, especially in the analysis of reinforced concrete structures subjected to corrosion. To achieve this, first of all, several proposed robustness definitions and indicators and misunderstood concepts will be analyzed and compared. From this point and regarding a concept that could be applied to most type of structures and dam-age scenarios, a robustness definition is proposed. To illustrate the proposed concept, an example of corroded reinforced concrete structures will be analyzed using nonlinear analysis numerical methods based on a contin-uum strong discontinuities approach and isotropic damage models for concrete. Finally the robustness of the presented example will be assessed.

Robustness of corroded reinforced concrete structures

Short Term Scienti c Mission, COST ACTION TU-0601

Evaluation of three different DNA extraction methods from blood samples collected in dried filter paper in Plasmodium subpatent infections from the Amazon region in Brazil

Asymptomatic Plasmodium infection is a new challenge for public health in the American region. The polymerase chain reaction (PCR) is the best method for diagnosing subpatent parasitemias. In endemic areas, blood collection is hampered by geographical distances and deficient transport and storage conditions of the samples. Because DNA extraction from blood collected on filter paper is an efficient method for molecular studies in high parasitemic individuals, we investigated whether the technique could be an alternative for Plasmodium diagnosis among asymptomatic and pauciparasitemic subjects. In this report we compared three different methods (Chelex®-saponin, methanol and TRIS-EDTA) of DNA extraction from blood collected on filter paper from asymptomatic Plasmodium-infected individuals. Polymerase chain reaction assays for detection of Plasmodium species showed the best results when the Chelex®-saponin method was used. Even though the sensitivity of detection was approximately 66% and 31% for P. falciparum and P. vivax, respectively, this method did not show the effectiveness in DNA extraction required for molecular diagnosis of Plasmodium. The development of better methods for extracting DNA from blood collected on filter paper is important for the diagnosis of subpatent malarial infections in remote areas and would contribute to establishing the epidemiology of this form of infection.

EVALUATION OF FOUR DIFFERENT DNA EXTRACTION METHODS IN COAGULASE-NEGATIVE STAPHYLOCOCCI CLINICAL ISOLATES

Currently there are several methods to extract bacterial DNA based on different principles. However, the amount and the quality of the DNA obtained by each one of those methods is highly variable and microorganism dependent, as illustrated by coagulase-negative staphylococci (CoNS) which have a thick cell wall that is difficult to lyse. This study was designed to compare the quality and the amount of CoNS DNA, extracted by four different techniques: two in-house protocols and two commercial kits. DNA amount and quality determination was performed through spectrophotometry. The extracted DNA was also analyzed using agarose gel electrophoresis and by PCR. 267 isolates of CoNS were used in this study. The column method and thermal lyses showed better results with regard to DNA quality (mean ratio of A260/280 = 1.95) and average concentration of DNA (), respectively. All four methods tested provided appropriate DNA for PCR amplification, but with different yields. DNA quality is important since it allows the application of a large number of molecular biology techniques, and also it's storage for a longer period of time. In this sense the extraction method based on an extraction column presented the best results for CoNS.

Comparative analysis of multicriteria decision making methods

Dissertação para obtenção do Grau de Mestre em Engenharia Electrotécnica e de Computadores

Dynamic stiffness of the piled foundation of a onshore wind turbine

One of today's biggest concerns is the increase of energetic needs, especially in the developed countries. Among various clean energies, wind energy is one of the technologies that assume greater importance on the sustainable development of humanity. Despite wind turbines had been developed and studied over the years, there are phenomena that haven't been yet fully understood. This work studies the soil-structure interaction that occurs on a wind turbine's foundation composed by a group of piles that is under dynamic loads caused by wind. This problem assumes special importance when the foundation is implemented on locations where safety criteria are very demanding, like the case of a foundation mounted on a dike. To the phenomenon of interaction between two piles and the soil between them it's given the name of pile-soil-pile interaction. It is known that such behavior is frequency dependent, and therefore, on this work evaluation of relevant frequencies for the intended analysis is held. During the development of this thesis, two methods were selected in order to assess pile-soil-pile interaction, being one of analytical nature and the other of numerical origin. The analytical solution was recently developed and its called Generalized pile-soil-pile theory, while for the numerical method the commercial nite element software PLAXIS 3D was used. A study of applicability of the numerical method is also done comparing the given solution by the nite element methods with a rigorous solution widely accepted by the majority of the authors.

Study of AC losses in medium-sized high temperature superconducting coils

The study of AC losses in superconducting pancake coils is of utmost importance for the development of superconducting devices. Due to different technical difficulties this study is usually performed considering one of two approaches: considering superconducting coils of few turns and studying AC losses in a large frequency range vs. superconducting coils with a large number of turns but measuring AC losses only in low frequencies. In this work, a study of AC losses in 128 turn superconducting coils is performed, considering frequencies ranging from 50 Hz till 1152 Hz and currents ranging from zero till the critical current of the coils. Moreover, the study of AC losses considering two different simultaneous harmonic components is also performed and results are compared to the behaviour presented by the coils when operating in a single frequency regime. Different electrical methods are used to verify the total amount of AC losses in the coil and a simple calorimetric method is presented, in order to measure AC losses in a multi-harmonic context. Different analytical and numerical methods are implemented and/or used, to design the superconducting coils and to compute the total amount of AC losses in the superconducting system and a comparison is performed to verify the advantages and drawbacks of each method.

Monte Carlo valuation of worst-of auto-callable equity swaps

This thesis proposes a Monte Carlo valuation method for Worst-of Auto-callable equity swaps. The valuation of this type of swap usually requires complex numerical methods which are implemented in “black-box” valuation systems. The method proposed is an alternative benchmark tool that is relatively simple to implement and customize. The performance of the method was evaluated according to the variance and bias of the output and to the accuracy when compared to a leading valuation system in the market.

A new competitive implementation of the electromagnetism-like algorithm for global optimization

The Electromagnetism-like (EM) algorithm is a population- based stochastic global optimization algorithm that uses an attraction- repulsion mechanism to move sample points towards the optimal. In this paper, an implementation of the EM algorithm in the Matlab en- vironment as a useful function for practitioners and for those who want to experiment a new global optimization solver is proposed. A set of benchmark problems are solved in order to evaluate the performance of the implemented method when compared with other stochastic methods available in the Matlab environment. The results con rm that our imple- mentation is a competitive alternative both in term of numerical results and performance. Finally, a case study based on a parameter estimation problem of a biology system shows that the EM implementation could be applied with promising results in the control optimization area.

Validation study of an automated wrist monitor, omron model HEM-608, compared with the standard methods for blood pressure measurement

OBJECTIVE - The aim of our study was to assess the profile of a wrist monitor, the Omron Model HEM-608, compared with the indirect method for blood pressure measurement. METHODS - Our study population consisted of 100 subjects, 29 being normotensive and 71 being hypertensive. Participants had their blood pressure checked 8 times with alternate techniques, 4 by the indirect method and 4 with the Omron wrist monitor. The validation criteria used to test this device were based on the internationally recognized protocols. RESULTS - Our data showed that the Omron HEM-608 reached a classification B for systolic and A for diastolic blood pressure, according to the one protocol. The mean differences between blood pressure values obtained with each of the methods were -2.3 +7.9mmHg for systolic and 0.97+5.5mmHg for diastolic blood pressure. Therefore, we considered this type of device approved according to the criteria selected. CONCLUSION - Our study leads us to conclude that this wrist monitor is not only easy to use, but also produces results very similar to those obtained by the standard indirect method.

Hierarchical modelling of timber reference properties using probabilistic methods: Maximum Likelihood Method, Bayesian Methods and Probability Networks

In recent decades, an increased interest has been evidenced in the research on multi-scale hierarchical modelling in the field of mechanics, and also in the field of wood products and timber engineering. One of the main motivations for hierar-chical modelling is to understand how properties, composition and structure at lower scale levels may influence and be used to predict the material properties on a macroscopic and structural engineering scale. This chapter presents the applicability of statistic and probabilistic methods, such as the Maximum Likelihood method and Bayesian methods, in the representation of timber’s mechanical properties and its inference accounting to prior information obtained in different importance scales. These methods allow to analyse distinct timber’s reference properties, such as density, bending stiffness and strength, and hierarchically consider information obtained through different non, semi or destructive tests. The basis and fundaments of the methods are described and also recommendations and limitations are discussed. The methods may be used in several contexts, however require an expert’s knowledge to assess the correct statistic fitting and define the correlation arrangement between properties.

Liquid chromatography-tandem mass spectrometry (LC/APCI-MS/MS) methods for the quantification of captan and folpet phthalimide metabolites in human plasma and urine.

Captan and folpet are fungicides largely used in agriculture. They have similar chemical structures, except that folpet has an aromatic ring unlike captan. Their half-lives in blood are very short, given that they are readily broken down to tetrahydrophthalimide (THPI) and phthalimide (PI), respectively. Few authors measured these biomarkers in plasma or urine, and analysis was conducted either by gas chromatography coupled to mass spectrometry or liquid chromatography with UV detection. The objective of this study was thus to develop simple, sensitive and specific liquid chromatography-atmospheric pressure chemical ionization-tandem mass spectrometry (LC/APCI-MS/MS) methods to quantify both THPI and PI in human plasma and urine. Briefly, deuterated THPI was added as an internal standard and purification was performed by solid-phase extraction followed by LC/APCI-MS/MS analysis in negative ion mode for both compounds. Validation of the methods was conducted using spiked blank plasma and urine samples at concentrations ranging from 1 to 250 μg/L and 1 to 50 μg/L, respectively, along with samples of volunteers and workers exposed to captan or folpet. The methods showed a good linearity (R (2) > 0.99), recovery (on average 90% for THPI and 75% for PI), intra- and inter-day precision (RSD, <15%) and accuracy (<20%), and stability. The limit of detection was 0.58 μg/L in urine and 1.47 μg/L in plasma for THPI and 1.14 and 2.17 μg/L, respectively, for PI. The described methods proved to be accurate and suitable to determine the toxicokinetics of both metabolites in human plasma and urine.