Specification and testing of multiplicative time-varying GARCH models with applications

In this article, we develop a specification technique for building multiplicative time-varying GARCH models of Amado and Teräsvirta (2008, 2013). The variance is decomposed into an unconditional and a conditional component such that the unconditional variance component is allowed to evolve smoothly over time. This nonstationary component is defined as a linear combination of logistic transition functions with time as the transition variable. The appropriate number of transition functions is determined by a sequence of specification tests. For that purpose, a coherent modelling strategy based on statistical inference is presented. It is heavily dependent on Lagrange multiplier type misspecification tests. The tests are easily implemented as they are entirely based on auxiliary regressions. Finite-sample properties of the strategy and tests are examined by simulation. The modelling strategy is illustrated in practice with two real examples: an empirical application to daily exchange rate returns and another one to daily coffee futures returns.

Modelling Z→ττ processes in ATLAS with τ-embedded Z→μμ data

This paper describes the concept, technical realisation and validation of a largely data-driven method to model events with Z→ττ decays. In Z→μμ events selected from proton-proton collision data recorded at s√=8 TeV with the ATLAS experiment at the LHC in 2012, the Z decay muons are replaced by τ leptons from simulated Z→ττ decays at the level of reconstructed tracks and calorimeter cells. The τ lepton kinematics are derived from the kinematics of the original muons. Thus, only the well-understood decays of the Z boson and τ leptons as well as the detector response to the τ decay products are obtained from simulation. All other aspects of the event, such as the Z boson and jet kinematics as well as effects from multiple interactions, are given by the actual data. This so-called τ-embedding method is particularly relevant for Higgs boson searches and analyses in ττ final states, where Z→ττ decays constitute a large irreducible background that cannot be obtained directly from data control samples.

Multiphasic, multistructured and hierarchical strategies for cartilage regeneration

Cartilage tissue is a complex nonlinear, viscoelastic, anisotropic, and multiphasic material with a very low coefficient of friction, which allows to withstand millions of cycles of joint loading over decades of wear. Upon damage, cartilage tissue has a low self-reparative capacity due to the lack of neural connections, vascularization, and a latent pool of stem/chondroprogenitor cells. Therefore, the healing of articular cartilage defects remains a significant clinical challenge, affecting millions of people worldwide. A plethora of biomaterials have been proposed to fabricate devices for cartilage regeneration, assuming a wide range of forms and structures, such as sponges, hydrogels, capsules, fibers, and microparticles. In common, the fabricated devices were designed taking in consideration that to fully achieve the regeneration of functional cartilage it is mandatory a well-orchestrated interplay of biomechanical properties, unique hierarchical structures, extracellular matrix (ECM), and bioactive factors. In fact, the main challenge in cartilage tissue engineering is to design an engineered device able to mimic the highly organized zonal architecture of articular cartilage, specifically its spatiomechanical properties and ECM composition, while inducing chondrogenesis, either by the proliferation of chondrocytes or by stimulating the chondrogenic differentiation  of stem/chondro-progenitor cells. In this chapter we present the recent advances in the development of innovative and complex biomaterials that fulfill the required structural key elements for cartilage regeneration. In particular, multiphasic, multiscale, multilayered, and hierarchical strategies composed by single or multiple biomaterials combined in a welldefined structure will be addressed. Those strategies include biomimetic scaffolds mimicking the structure of articular cartilage or engineered scaffolds as models of research to fully understand the biological mechanisms that influence the regeneration of cartilage tissue.

Nonlinear behavior of gelatin networks reveals a hierarchical structure

We investigate the strain hardening behavior of various gelatin networks-namely physical gelatin gel, chemically cross-linked gelatin gel, and a hybrid gel made of a combination of the former two-under large shear deformations using the pre-stress, strain ramp, and large amplitude oscillations shear protocols. Further, the internal structures of physical gelatin gels and chemically cross-linked gelatin gels were characterized by small angle neutron scattering (SANS) to enable their internal structures to be correlated with their nonlinear rheology. The Kratky plots of SANS data demonstrate the presence of small cross-linked aggregates within the chemically cross-linked network whereas, in the physical gelatin gels, a relatively homogeneous structure is observed. Through model fitting to the scattering data, we were able to obtain structural parameters, such as the correlation length (ξ), the cross-sectional polymer chain radius (Rc) and the fractal dimension (df) of the gel networks. The fractal dimension df obtained from the SANS data of the physical and chemically cross-linked gels is 1.31 and 1.53, respectively. These values are in excellent agreement with the ones obtained from a generalized nonlinear elastic theory that has been used to fit the stress-strain curves. The chemical cross-linking that generates coils and aggregates hinders the free stretching of the triple helix bundles in the physical gels.

Development of procedures for the design, optimization and manufacturing of customized orthopaedic and trauma implants: Geometrical/anatomical modelling from 3D medical imaging

Tese de Doutoramento (Programa Doutoral em Engenharia Biomédica)

A linear algebra approach to OLAP

Inspired by the relational algebra of data processing, this paper addresses the foundations of data analytical processing from a linear algebra perspective. The paper investigates, in particular, how aggregation operations such as cross tabulations and data cubes essential to quantitative analysis of data can be expressed solely in terms of matrix multiplication, transposition and the Khatri–Rao variant of the Kronecker product. The approach offers a basis for deriving an algebraic theory of data consolidation, handling the quantitative as well as qualitative sides of data science in a natural, elegant and typed way. It also shows potential for parallel analytical processing, as the parallelization theory of such matrix operations is well acknowledged.

Modelling and verifying smell-free architectures with the Archery language

Architectural (bad) smells are design decisions found in software architectures that degrade the ability of systems to evolve. This paper presents an approach to verify that a software architecture is smellfree using the Archery architectural description language. The language provides a core for modelling software architectures and an extension for specifying constraints. The approach consists in precisely specifying architectural smells as constraints, and then verifying that software architectures do not satisfy any of them. The constraint language is based on a propositional modal logic with recursion that includes: a converse operator for relations among architectural concepts, graded modalities for describing the cardinality in such relations, and nominals referencing architectural elements. Four architectural smells illustrate the approach.

Feature Nets: behavioural modelling of software product lines

Software product lines (SPL) are diverse systems that are developed using a dual engineering process: (a)family engineering defines the commonality and variability among all members of the SPL, and (b) application engineering derives specific products based on the common foundation combined with a variable selection of features. The number of derivable products in an SPL can thus be exponential in the number of features. This inherent complexity poses two main challenges when it comes to modelling: Firstly, the formalism used for modelling SPLs needs to be modular and scalable. Secondly, it should ensure that all products behave correctly by providing the ability to analyse and verify complex models efficiently. In this paper we propose to integrate an established modelling formalism (Petri nets) with the domain of software product line engineering. To this end we extend Petri nets to Feature Nets. While Petri nets provide a framework for formally modelling and verifying single software systems, Feature Nets offer the same sort of benefits for software product lines. We show how SPLs can be modelled in an incremental, modular fashion using Feature Nets, provide a Feature Nets variant that supports modelling dynamic SPLs, and propose an analysis method for SPL modelled as Feature Nets. By facilitating the construction of a single model that includes the various behaviours exhibited by the products in an SPL, we make a significant step towards efficient and practical quality assurance methods for software product lines.

An integrated model for simulation of construction phasing of arch concrete dams

Dissertação de mestrado integrado em Civil Engineering

Closed hybrid hierarchical reservoirs based on the deconstruction of the cellular native microenvironment

The stem cell niche organization and dynamics provide valuable cues for the development of mimetic environments that could have potential to stimulate the regenerative process. We propose the use of biodegradable biomaterials to produce closed miniaturised structures able to encapsulate different cell types or bioactive molecules. In particular, capsules are fabricated using the so-called layer-by-layer technology, where the consecutive (nano-sized) layers are well stabilized by electrostatic interactions or other weak forces. Using alginate-based spherical templates containing cells or other elements (e.g. proteins, magnetic nanoparticles, microparticles) it is possible to produce liquefied capsules that may entrap the entire cargo under mild conditions. The inclusion of liquefied micropcapsules may be used to produce hierarchical compartmentalised systems for the delivery of bioactive agents. The presence of solid microparticles inside such capsules offers adequate surface area for adherent cell attachment increasing the biological performance of these hierarchical systems, while maintain both permeability and injectability. We demonstrated that the encapsulation of distinct cell types (including mesenchymal stem cells and endothelial cells) enhances the osteogenic capability of this system, that could be useful in bone tissue engineering applications.

Superhydrophobic surfaces as a tool for the fabrication of hierarchical spherical polymeric carriers

Hierarchical polymeric carriers with high encapsulation efficiencies are fabricated via a biocompatible strategy developed using superhydrophobic (SH) surfaces. The carries are obtained by the incorporation of cell/BSA-loaded dextran-methacrylate (DEXT-MA) microparticles into alginate (ALG) macroscopic beads. Engineered devices like these are expected to boost the development of innovative and customizable systems for biomedical and biotechnological purposes.

Desarrollo de Algoritmos Numéricos para el Estudio de la Propagación no Lineal de Ondas en Aplicaciones Aeroespaciales y Astrofísicas. Develop to Numerical Algorithms to Study non-Linear Waves Propagation in Aerospace and Astrophysics Applications.

En este proyecto se desarrollarán algoritmos numéricos para sistemas no lineales hiperbólicos-parabólicos de ecuaciones diferenciales en derivadas parciales. Dichos sistemas tienen aplicación en propagación de ondas en ámbitos aeroespaciales y astrofísicos.Objetivos generales: 1)Desarrollo y mejora de algoritmos numéricos con la finalidad de incrementar la calidad en la simulación de propagación e interacción de ondas gasdinámicas y magnetogasdinámicas no lineales. 2)Desarrollo de códigos computacionales con la finalidad de simular flujos gasdinámicos de elevada entalpía incluyendo cambios químicos, efectos dispersivos y difusivos.3)Desarrollo de códigos computacionales con la finalidad de simular flujos magnetogasdinámicos ideales y reales.4)Aplicación de los nuevos algoritmos y códigos computacionales a la solución del flujo aerotermodinámico alrededor de cuerpos que ingresan en la atmósfera terrestre. 5)Aplicación de los nuevos algoritmos y códigos computacionales a la simulación del comportamiento dinámico no lineal de arcos magnéticos en la corona solar. 6)Desarrollo de nuevos modelos para describir el comportamiento no lineal de arcos magnéticos en la corona solar.Este proyecto presenta como objetivo principal la introducción de mejoras en algoritmos numéricos para simular la propagación e interacción de ondas no lineales en dos medios gaseosos: aquellos que no poseen carga eléctrica libre (flujos gasdinámicos) y aquellos que tienen carga eléctrica libre (flujos magnetogasdinámicos). Al mismo tiempo se desarrollarán códigos computacionales que implementen las mejoras de las técnicas numéricas.Los algoritmos numéricos se aplicarán con la finalidad de incrementar el conocimiento en tópicos de interés en la ingeniería aeroespacial como es el cálculo del flujo de calor y fuerzas aerotermodinámicas que soportan objetos que ingresan a la atmósfera terrestre y en temas de astrofísica como la propagación e interacción de ondas, tanto para la transferencia de energía como para la generación de inestabilidades en arcos magnéticos de la corona solar. Estos dos temas poseen en común las técnicas y algoritmos numéricos con los que serán tratados. Las ecuaciones gasdinámicas y magnetogasdinámicas ideales conforman sistemas hiperbólicos de ecuaciones diferenciales y pueden ser solucionados utilizando "Riemann solvers" junto con el método de volúmenes finitos (Toro 1999; Udrea 1999; LeVeque 1992 y 2005). La inclusión de efectos difusivos genera que los sistemas de ecuaciones resulten hiperbólicos-parabólicos. La contribución parabólica puede ser considerada como términos fuentes y tratada adicionalmente tanto en forma explícita como implícita (Udrea 1999; LeVeque 2005).Para analizar el flujo alrededor de cuerpos que ingresan en la atmósfera se utilizarán las ecuaciones de Navier-Stokes químicamente activas, mientras la temperatura no supere los 6000K. Para mayores temperaturas es necesario considerar efectos de ionización (Anderson, 1989). Tanto los efectos difusivos como los cambios químicos serán considerados como términos fuentes en las ecuaciones de Euler. Para tratar la propagación de ondas, transferencia de energía e inestabilidades en arcos magnéticos de la corona solar se utilizarán las ecuaciones de la magnetogasdinámica ideal y real. En este caso será también conveniente implementar términos fuente para el tratamiento de fenómenos de transporte como el flujo de calor y el de radiación. Los códigos utilizarán la técnica de volúmenes finitos, junto con esquemas "Total Variation Disminishing - TVD" sobre mallas estructuradas y no estructuradas.

Theoretische und experimentelle Studie der Gradienten-Gegenstromchromatographie unter linearen Bedingungen

Simulated Moving Bed (SMB)-Chromatography, solvent gradients, mathematical modelling for linear isotherms

Modelling of a symmetric molten carbonate fuel cell stack

Magdeburg, Univ., Fak. für Verfahrens- und Systemtechnik, Diss., 2011

Describing orbitopes by linear inequalities and projection based tools

Magdeburg, Univ., Fak. für Mathematik, Diss., 2011