Estrutura e propriedades de elipticinas

The ellipticines constitute a broad class of molecules with antitumor activity. In the present work we analyzed the structure and properties of a series of ellipticine derivatives in the gas phase and in solution using quantum mechanical and Monte Carlo methods. The results showed a good correlation between the solvation energies in water obtained with the continuum model and the Monte Carlo simulation. Molecular descriptors were considered in the development of QSAR models using the DNA association constant (log Kapp) as biological data. The results showed that the DNA binding is dominated by electronic parameters, with small contributions from the molecular volume and area.

Validação da metodologia da avaliação de incerteza em curvas de calibração melhor ajustadas por polinômios de segundo grau

The most widespread literature for the evaluation of uncertainty - GUM and Eurachem - does not describe explicitly how to deal with uncertainty of the concentration coming from non-linear calibration curves. This work had the objective of describing and validating a methodology, as recommended by the recent GUM Supplement approach, to evaluate the uncertainty through polynomial models of the second order. In the uncertainty determination of the concentration of benzatone (C) by chromatography, it is observed that the uncertainty of measurement between the methodology proposed and Monte Carlo Simulation, does not diverge by more than 0.0005 unit, thus validating the model proposed for one significant digit.

Hakkuutähteestä valmistetun pyrolyysiöljyn elinkaaren kasvihuonekaasupäästöt

Kasvihuonekaasupäästöjen vähentämiseksi ja uusiutuvan energian käytön lisäämiseksi EU:ssa on säädetty direktiivi uusiutuvan energian käytön edistämisestä(RES-direktiivi). Direktiivissä annetaan ohjeet biopolttoaineiden ja bionesteiden kasvihuonekaasuvaikutusten laskemiseen. Tämän työn tarkoituksena oli selvittää, täyttääkö hakkuutähteistä valmistettu pyrolyysiöljy RES-direktiivin asettamat määrälliset vaatimukset kasvihuonekaasujen päästövähennykselle silloin, kun pyrolyysiöljyllä korvataan raskasta polttoöljyä lämmöntuotannossa. Laskenta suorittiin direktiivin ohjeiden mukaan. Lisäksi työssä pohdittiin laskentamenetelmän soveltuvuutta pyrolyysiöljyn ilmastovaikutusten arviointiin yleisesti. Laskennassa huomioitiin raaka-aineen tuotannosta, jalostuksesta sekä kuljetuksesta ja jakelusta aiheutuvat kasvihuonekaasupäästöt. Päästöt laskettiin ensin oletusarvoilla, jonka jälkeen suoritettiin todennäköisyyspohjainen herkkyystarkastelu valituille parametreille. Herkkyystarkastelun tuloksista huomattiin, että päästövähennys riippuu pääasiassa kahdesta tekijästä: maaperän hiilitaseen muutoksesta aiheutuvista päästöistä ja pyrolyysiprosessin tarvitseman lämmön tuotantoon käytetyistä polttoaineista. Eniten tuloksiin vaikutti kuitenkin se, oletettiinko pyrolysaattori ja kattila tarkastelussa erillisiksi yksiköiksi (tapaus 1) vai kokonaisuudeksi (tapaus 2). Tulosten perusteella näyttää siltä, että pyrolyysiöljyn käyttö lämmöntuotannossa raskaan polttoöljyn sijasta johtaa päästövähennyksiin. Saatuja tuloksia ei kuitenkaan voida pitää ennusteina pyrolyysiöljyn todellisista ilmastovaikutuksista, koska elinkaariarviointiin liittyy monia epävarmuuksia. RES-direktiivin laskentaohjeet esimerkiksi järjestelmärajausten muodostamisesta ja päästöjen kohdentamisesta ovat epätarkat. Tästä syystä direktiiviä on mahdollista tulkita usealla eri tavalla, jolloin toisistaan poikkeavat tulokset voivat silti olla kaikki direktiivin mukaisesti laskettuja. Jotta liika tulkinnanvaraisuus ei aiheuttaisi ongelmia, olisi RES-direktiivin laskentaohjetta hyvä tarkentaa.

Value at Risk in Foreign Exchange Risk Management

This thesis examines the suitability of VaR in foreign exchange rate risk management from the perspective of a European investor. The suitability of four different VaR models is evaluated in respect to have insight if VaR is a valuable tool in managing foreign exchange rate risk. The models evaluated are historical method, historical bootstrap method, variance-covariance method and Monte Carlo simulation. The data evaluated are divided into emerging and developed market currencies to have more intriguing analysis. The foreign exchange rate data in this thesis is from 31st January 2000 to 30th April 2014. The results show that the previously mentioned VaR models performance in foreign exchange risk management is not to be considered as a single tool in foreign exchange rate risk management. The variance-covariance method and Monte Carlo simulation performs poorest in both currency portfolios. Both historical methods performed better but should also be considered as an additional tool along with other more sophisticated analysis tools. A comparative study of VaR estimates and forward prices is also included in the thesis. The study reveals that regardless of the expensive hedging cost of emerging market currencies the risk captured by VaR is more expensive and thus FX forward hedging is recommended

Decision analysis of the effectiveness of lung cancer screening using autofluorescence bronchoscopy and computed tomography

Background: Lung cancer (LC) is the leading cause of cancer death in the developed world. Most cancers are associated with tobacco smoking. A primary hope for reducing lung cancer has been prevention of smoking and successful smoking cessation programs. To date, these programs have not been as successful as anticipated. Objective: The aim of the current study was to evaluate whether lung cancer screening combining low dose computed tomography with autofluorescence bronchoscopy (combined CT & AFB) is superior to CT or AFB screening alone in improving lung cancer specific survival. In addition, the extent of improvement and ideal conditions for combined CT & AFB screening were evaluated. Methods: We applied decision analysis and Monte Carlo simulation modeling using TreeAge Software to evaluate our study aims. Histology- and stage specific probabilities of lung cancer 5-year survival proportions were taken from Surveillance and Epidemiologic End Results (SEER) Registry data. Screeningassociated data was taken from the US NCI Prostate, Lung, Colorectal and Ovarian Cancer Screening Trial (PLCO), National Lung Screening Trial (NLST), and US NCI Lung Screening Study (LSS), other relevant published data and expert opinion. Results: Decision Analysis - Combined CT and AFB was the best approach at Improving 5-year survival (Overall Expected Survival (OES) in the entire screened population was 0.9863) and in lung cancer patients only (Lung Cancer Specific Expected Survival (LOSES) was 0.3256). Combined screening was slightly better than CT screening alone (OES = 0.9859; LCSES = 0.2966), and substantially better than AFB screening alone (OES = 0.9842; LCSES = 0.2124), which was considerably better than no screening (OES = 0.9829; LCSES = 0.1445). Monte Carlo simulation modeling revealed that expected survival in the screened population and lung cancer patients is highest when screened using CT and combined CT and AFB. CT alone and combined screening was substantially better than AFB screening alone or no screening. For LCSES, combined CT and AFB screening is significantly better than CT alone (0.3126 vs. 0.2938, p< 0.0001). Conclusions: Overall, these analyses suggest that combined CT and AFB is slightly better than CT alone at improving lung cancer survival, and both approaches are substantially better than AFB screening alone or no screening.

Conformational analysis of antibody binding site using EDMA methods /

Euclidean distance matrix analysis (EDMA) methods are used to distinguish whether or not significant difference exists between conformational samples of antibody complementarity determining region (CDR) loops, isolated LI loop and LI in three-loop assembly (LI, L3 and H3) obtained from Monte Carlo simulation. After the significant difference is detected, the specific inter-Ca distance which contributes to the difference is identified using EDMA.The estimated and improved mean forms of the conformational samples of isolated LI loop and LI loop in three-loop assembly, CDR loops of antibody binding site, are described using EDMA and distance geometry (DGEOM). To the best of our knowledge, it is the first time the EDMA methods are used to analyze conformational samples of molecules obtained from Monte Carlo simulations. Therefore, validations of the EDMA methods using both positive control and negative control tests for the conformational samples of isolated LI loop and LI in three-loop assembly must be done. The EDMA-I bootstrap null hypothesis tests showed false positive results for the comparison of six samples of the isolated LI loop and true positive results for comparison of conformational samples of isolated LI loop and LI in three-loop assembly. The bootstrap confidence interval tests revealed true negative results for comparisons of six samples of the isolated LI loop, and false negative results for the conformational comparisons between isolated LI loop and LI in three-loop assembly. Different conformational sample sizes are further explored by combining the samples of isolated LI loop to increase the sample size, or by clustering the sample using self-organizing map (SOM) to narrow the conformational distribution of the samples being comparedmolecular conformations. However, there is no improvement made for both bootstrap null hypothesis and confidence interval tests. These results show that more work is required before EDMA methods can be used reliably as a method for comparison of samples obtained by Monte Carlo simulations.

Analyse de dépendance des programmes à objet en utilisant les modèles probabilistes des entrées

La tâche de maintenance ainsi que la compréhension des programmes orientés objet (OO) deviennent de plus en plus coûteuses. L’analyse des liens de dépendance peut être une solution pour faciliter ces tâches d’ingénierie. Cependant, analyser les liens de dépendance est une tâche à la fois importante et difficile. Nous proposons une approche pour l'étude des liens de dépendance internes pour des programmes OO, dans un cadre probabiliste, où les entrées du programme peuvent être modélisées comme un vecteur aléatoire, ou comme une chaîne de Markov. Dans ce cadre, les métriques de couplage deviennent des variables aléatoires dont les distributions de probabilité peuvent être étudiées en utilisant les techniques de simulation Monte-Carlo. Les distributions obtenues constituent un point d’entrée pour comprendre les liens de dépendance internes entre les éléments du programme, ainsi que leur comportement général. Ce travail est valable dans le cas où les valeurs prises par la métrique dépendent des entrées du programme et que ces entrées ne sont pas fixées à priori. Nous illustrons notre approche par deux études de cas.

Inférence exacte simulée et techniques d'estimation dans les modèles VAR et VARMA avec applications macroéconomiques

Thèse numérisée par la Division de la gestion de documents et des archives de l'Université de Montréal

Wechselwirkung von im NANOJET erzeugten Teilchen mit Polymeren und biologischen Objekten

Am Institut für Mikrostrukturtechnologie und Analytik wurde eine neue Technik entwickelt, die neue Anwendungen und Methoden der Mikro- und Nanostrukturierung auf Basis eines neuen Verfahrens erschlossen hat. NANOJET führt über die passive Rastersondenmikroskopie hinaus zu einem vielseitigen, aktiven Bearbeitungswerkzeug auf der Mikro- und Nanometerskala. NANOJET (NANOstructuring Downstream PlasmaJET) ist eine aktive Rasterkraft-Mikroskopie-Sonde. Radikale (chemisch aktive Teilchen, die ein ungepaartes Valenzelektron besitzen) strömen aus dem Ende einer ultradünnen, hohlen Rasterkraftmikroskop-Spitze. Dadurch wird es möglich, über die übliche passive Abtastung einer Probenoberfläche hinausgehend, diese simultan und in-situ durch chemische Reaktionen zu verändern. Die Abtragung von Material wird durch eine chemische Ätzreaktion erreicht. In dieser Arbeit wurde zum größten Teil Photoresist als Substrat für die Ätzexperimente verwendet. Für das Ätzen des Resists wurden die Atome des Fluors und des Sauerstoffs im Grundzustand als verantwortlich identifiziert. Durch Experimente und durch Ergänzung von Literaturdaten wurde die Annahme bestätigt, dass Sauerstoffradikale mit Unterstützung von Fluorradikalen für die hohen erzielten Ätzraten verantwortlich sind. Die Beimischung von Fluor in einem Sauerstoffplasma führt zu einer Verringerung der Aktivierungsenergie für die Ätzreaktion gegenüber Verwendung reinen Sauerstoffs. In weiterer Folge wurde ein Strukturierungsverfahren dargestellt. Hierbei wurden "geformte Kapillaren" (mikrostrukturierte Aperturen) eingesetzt. Die Herstellung der Aperturen erfolgte durch einen elektrochemischen Ätzstop-Prozess. Die typische Größe der unter Verwendung der "geformten Kapillaren" geätzten Strukturen entsprach den Kapillarenöffnungen. Es wurde ein Monte-Carlo Simulationsprogramm entwickelt, welches den Transport der reaktiven Teilchen in der langen Transportröhre simulierte. Es wurde sowohl die Transmission der Teilchen in der Transportröhre und der Kapillare als auch ihre Winkelverteilung nach dem Verlassen der Kapillare berechnet. Das Aspektverhältnis der Röhren hat dabei einen sehr starken Einfluss. Mit einem steigenden Aspektverhältnis nahm die Transmission exponentiell ab. Die geschaffene experimentelle Infrastruktur wurde genutzt, um auch biologische Objekte zu behandeln und zu untersuchen. Hierfür wurde eine neue Methodik entwickelt, die eine dreidimensionale Darstellung des Zellinneren erlaubt. Dies wurde durch die kontrollierte Abtragung von Material aus der Zellmembran durchgeführt. Die Abtragung der Zellmembran erfolgte mittels Sauerstoffradikalen, die durch eine hohle Spitze lokalisiert zum Ort der Reaktion transportiert wurden. Ein piezoresistiver Cantilever diente als Sensor in dem zur Bildgebung eingesetzten RKM. Das entwickelte Verfahren ermöglicht es nun erstmals, schonend Zellen zu öffnen und die innen liegenden Organellen weiter zu untersuchen. Als Nachweis für weitere Verwendungsmöglichkeiten des NANOJET-Verfahrens wurde auch Knochenmaterial behandelt. Die Ergebnisse dieser Experimente zeigen klar, dass das Verfahren für vielfältige biologische Materialien verwendbar ist und somit nun ein weiter Anwendungskreis in der Biologie und Medizin offen steht.

Assignment on Matlab

Considers systems of linear equations, steepest ascent optimisation and Monte Carlo simulation.

The economic viability and potential of a novel poultry agroforestry system

Investigating agroforestry systems that incorporate poultry is warranted in Northern Europe as they may offer benefits including: improved welfare and use of range; reduced feed costs; price premia on products; reduced payback periods for forests; and, greater returns on investment. Free-range egg production accounts for 27% of the United Kingdom egg market and demand for outdoor broilers is increasing. No research has been conducted recently on the economic viability of agroforestry systems with poultry. An economic model was constructed to: assess economic viability of a broiler agroforestry system; and, investigate the sensitivity of economic performance to key factors and interactions, and identify those which warrant attention in research and management. The system modelled is a commercial trial established in Southern England in 2002 where deciduous trees were planted and broilers reared in six- or nine-week periods. The model uses Monte Carlo simulation and financial performance analyses run for a 120-year period. An Internal Rate of Return (IRR) of 15.5% is predicted for the six-week system which remains viable under a 'worst case' scenario (IRR of 12.6%). Factors which affect financial performance most (decreasing in magnitude) are prices achieved for broilers, costs of brooding houses, chicks, arks, feed and timber prices. The main anticipated effects of biological interactions on financial performance (increased ranging on feed conversion and excess nutrient supply on tree health) were not supported by analysis. Further research is particularly warranted on the welfare benefits offered by the tree component and its relation to price premia.

Conserving marginal populations of the foodplant (Impatiens noli-tangere) of an endangered moth (Eustroma reticulatum) in a changing climate

Impatiens noli-tangere is scarce in the UK and probably only native to the Lake District and Wales. It is the sole food plant for the endangered moth Eustroma reticulattum. Significant annual fluctuations in the size of I. noli-tangere populations endanger the continued presence of E. reticulatum in the UK. In this study, variation in population size was monitored across native populations of L noli-tangere in the English Lake District and Wales. In 1998, there was a crash in the population size of all metapopulations in the Lake District but not of those found in Wales. A molecular survey of the genetic affinities of samples in 1999 from both regions and a reference population from Switzerland was performed using AFLP and ISSR analyses. The consensus UPGMA dendrogram and a PCO scatter plot revealed clear differentiation between the populations of L noli-tangere in Wales and those in the Lake District. Most of the genetic variation in the UK (H-T= 0.064) was partitioned between (G(ST) = 0.455) rather than within (H-S = 0.034) regions, inferring little gene flow occurs between regions. There was similar bias towards differentiation between metapopulations in Wales, again consistent with low levels of interpopulation gene flow. This contrasts with far lower levels of differentiation in the Lake District which suggests modest rates of gene flow may occur between populations. It is concluded that in the event of local extinction of sites or populations, reintroductions should be restricted to samples collected from the same region. We then surveyed climatic variables to identify those most likely to cause local extinctions. Climatic correlates of population size were sought from two Lake District metapopulations situated close to a meteorological station. A combination of three climatic variables common to both sites explained 81-84% of the variation in plant number between 1990 and 2001. Projected trends for these climatic variables were used in a Monte Carlo simulation which suggested an increased risk of I. noli-tangere population crashes by 2050 at Coniston Water. but not at Derwentwater. Implications of these findings for practical conservation strategies are explored. (C) 2003 Elsevier Ltd. All rights reserved.

Parallel performance and scalability experiments with the Danish Eulerian Model on the EPCC supercomputers

The Danish Eulerian Model (DEM) is a powerful air pollution model, designed to calculate the concentrations of various dangerous species over a large geographical region (e.g. Europe). It takes into account the main physical and chemical processes between these species, the actual meteorological conditions, emissions, etc.. This is a huge computational task and requires significant resources of storage and CPU time. Parallel computing is essential for the efficient practical use of the model. Some efficient parallel versions of the model were created over the past several years. A suitable parallel version of DEM by using the Message Passing Interface library (AIPI) was implemented on two powerful supercomputers of the EPCC - Edinburgh, available via the HPC-Europa programme for transnational access to research infrastructures in EC: a Sun Fire E15K and an IBM HPCx cluster. Although the implementation is in principal, the same for both supercomputers, few modifications had to be done for successful porting of the code on the IBM HPCx cluster. Performance analysis and parallel optimization was done next. Results from bench marking experiments will be presented in this paper. Another set of experiments was carried out in order to investigate the sensitivity of the model to variation of some chemical rate constants in the chemical submodel. Certain modifications of the code were necessary to be done in accordance with this task. The obtained results will be used for further sensitivity analysis Studies by using Monte Carlo simulation.

On the regulation of spatial externalities: coexistence between GM and conventional crops in the EU and the 'newcomer principle'

Pollen-mediated gene flow is one of the main concerns associated with the introduction of genetically modified (GM) crops. Should a premium for non-GM varieties emerge on the market, ‘contamination’ by GM pollen would generate a revenue loss for growers of non-GM varieties. This paper analyses the problem of pollen-mediated gene flow as a particular type of production externality. The model, although simple, provides useful insights into coexistence policies. Following on from this and taking GM herbicide-tolerant oilseed rape (Brassica napus) as a model crop, a Monte Carlo simulation is used to generate data and then estimate the effect of several important policy variables (including width of buffer zones and spatial aggregation) on the magnitude of the externality associated with pollen-mediated gene flow.

Real estate portfolio size and risk reduction

The reduction of portfolio risk is important to all investors but is particularly important to real estate investors as most property portfolios are generally small. As a consequence, portfolios are vulnerable to a significant risk of under-performing the market, or a target rate of return and so investors may be exposing themselves to greater risk than necessary. Given the potentially higher risk of underperformance from owning only a few properties, we follow the approach of Vassal (2001) and examine the benefits of holding more properties in a real estate portfolio. Using Monte Carlo simulation and the returns from 1,728 properties in the IPD database, held over the 10-year period from 1995 to 2004, the results show that increases in portfolio size offers the possibility of a more stable and less volatile return pattern over time, i.e. down-side risk is diminished with increasing portfolio size. Nonetheless, increasing portfolio size has the disadvantage of restricting the probability of out-performing the benchmark index by a significant amount. In other words, although increasing portfolio size reduces the down-side risk in a portfolio, it also decreases its up-side potential. Be that as it may, the results provide further evidence that portfolios with large numbers of properties are always preferable to portfolios of a smaller size.