Convergence analysis of sampling-based decomposition methods for risk-averse multistage stochastic convex programs

We consider a class of sampling-based decomposition methods to solve risk-averse multistage stochastic convex programs. We prove a formula for the computation of the cuts necessary to build the outer linearizations of the recourse functions. This formula can be used to obtain an efficient implementation of Stochastic Dual Dynamic Programming applied to convex nonlinear problems. We prove the almost sure convergence of these decomposition methods when the relatively complete recourse assumption holds. We also prove the almost sure convergence of these algorithms when applied to risk-averse multistage stochastic linear programs that do not satisfy the relatively complete recourse assumption. The analysis is first done assuming the underlying stochastic process is interstage independent and discrete, with a finite set of possible realizations at each stage. We then indicate two ways of extending the methods and convergence analysis to the case when the process is interstage dependent.

Parameterized fast decoupled power flow methods for obtaining the maximum loading point of power systems. Part I. Mathematical modeling

The conventional Newton and fast decoupled power flow (FDPF) methods have been considered inadequate to obtain the maximum loading point of power systems due to ill-conditioning problems at and near this critical point. It is well known that the PV and Q-theta decoupling assumptions of the fast decoupled power flow formulation no longer hold in the vicinity of the critical point. Moreover, the Jacobian matrix of the Newton method becomes singular at this point. However, the maximum loading point can be efficiently computed through parameterization techniques of continuation methods. In this paper it is shown that by using either theta or V as a parameter, the new fast decoupled power flow versions (XB and BX) become adequate for the computation of the maximum loading point only with a few small modifications. The possible use of reactive power injection in a selected PV bus (Q(PV)) as continuation parameter (mu) for the computation of the maximum loading point is also shown. A trivial secant predictor, the modified zero-order polynomial which uses the current solution and a fixed increment in the parameter (V, theta, or mu) as an estimate for the next solution, is used in predictor step. These new versions are compared to each other with the purpose of pointing out their features, as well as the influence of reactive power and transformer tap limits. The results obtained with the new approach for the IEEE test systems (14, 30, 57 and 118 buses) are presented and discussed in the companion paper. The results show that the characteristics of the conventional method are enhanced and the region of convergence around the singular solution is enlarged. In addition, it is shown that parameters can be switched during the tracing process in order to efficiently determine all the PV curve points with few iterations. (C) 2003 Elsevier B.V. All rights reserved.

Nonlinear methods of heart rate variability analysis in diabetes

Background: The autonomic dysfunction stands out among the complications associated to diabetes mellitus (DM) and may be evaluated through the heart rate variability (HRV), a noninvasive tool to investigate the autonomic nervous system that provides information of health impairments and may be analyzed by using linear and nonlinear methods. Several studies have shown that HRV measured in a linear form is altered in DM. Nevertheless, a few studies investigate the nonlinear behavior of HRV. Therefore, this study aims at gathering information regarding the autonomic changes in subjects with DM identified by nonlinear analysis of HRV.Methods: For that, searches were performed on Medline, SciELO, Lilacs and Cochrane databases using the crossing between the key-words: diabetic autonomic neuropathy, autonomic nervous system, diabetes mellitus and heart rate variability. As inclusion criteria, articles published on a period from 2000 to 2010 with DM type land type II population which assessed the autonomic nervous system by nonlinear indices HRV were considered.Results: The electronic search resulted in a total of 1873 references with the exclusion of 1623 titles and abstracts and from the 250 abstracts remaining, 8 studies were selected to the final analysis that completed the inclusion criteria.Conclusions: In general, the analysis showed that the nonlinear techniques of HRV allowed detecting autonomic changes in DM. The methods of nonlinear analysis are indicated as a possible tool to be used for early diagnosis and prognosis of autonomic dysfunction in DM.

Analysis of Ant Communities Comparing Two Methods for Sampling Ants in an Urban Park in the City of São Paulo, Brazil

This study aimed to analyze the species composition and functional groups of the ant community and to assess the efficiency of two sampling methods, pitfall and leaf litter sampling, in an urban park. A total of 1,401 ants were collected, which belonged to six subfamilies and 36 species. The predominant species was Wasmannia auropunctata (present in 45.36% of the samples), while the functional group of opportunistic ants were the most frequent (present in 83.75% of the samples) and abundant (95.29% of the total collected specimens) functional group. The Jaccard Similarity Index showed a low similarity between the two sampling methods, as the difference of the number of individuals for each species between these two methods was not significant in only one case (Linepithema sp. 1, p = 0.4561). The fungus-growing and cryptic ants were more collected in leaflitter samples (p<0.0001; p = 0.0348 respectively). Although there was no significant difference (p = 0.6397) between the two sampling methods for the total individuals of opportunistic ants, more species of this group were collected in pitfall traps. This difference was not significant because of the high presence of W. auropunctata, an opportunistic ant, in samples of leaf litter. Due to the predominance of tramp ants in the studied area, this article illustrates the importance of green urban areas in ant control strategies, since these sites could be used as a source of new colonization for these ants. Furthermore, the combination of the two sampling methods seems to be complementary for obtaining a more complete picture of the ant community.

Rapid determination of zinc in foods by flow injection analysis with flame AAS using gradient calibration method

A calibration method was developed using flow injection analysis (FI) with a Gradient Calibration Method (GCM). The method allows the rapid determination of zinc In foods (approximately 30 min) after treatment with concentrated sulphuric acid and 30% hydrogen peroxide, and analysis with flame atomic absorption spectrometry (FAAS). The method provides analytical results with a relative standard deviation of about 2% and requires less time than by conventional FI calibration. The electronic selection of different segments along the gradient and monitoring of the technique covers wide concentration ranges while maintaining the inherent high precision of flow injection analysis. Concentrations, flow rates, and flow times of the reagents were optimized in order to obtain best accuracy and precision. Flow rates of 10 mL/min were selected for zinc. In addition, the system enables electronic dilution and calibration where a multipoint curve can be constructed using a single sample injection.

Analysis of mandibular position using different methods of location.

There has been much discussion regarding the ideal position of the condyle in the mandibular fossa. Although the centric relation position (CR) is used as a reference, some authors do not believe that it is physiologic. Thus, the aim of this study was to evaluate in a group of asymptomatic individuals the position of the condyle in the mandibular fossa at maximum intercuspation (MI), with a occlusal splint and with a Lucia jig between the teeth. It was analyzed by means of magnetic resonance imaging (MRI), transcranial radiography imaging and analysis of horizontal axis of rotation from casts mounted on an articulator. The results showed that even if patients had mandibular displacement in positions of CR, habitual maximum intercuspation and with the occlusal splint, confirmed by means of the analysis of the horizontal axis of rotation, the images showed no statistically significant differences among condylar positions. It can therefore be concluded that the positions analyzed were similar and that transcranial radiography seems to be a reliable method for analyzing condylar position.

Doppler ultrasonography principles and methods of evaluation of the reproductive tract in mares

Background: Doppler ultrasonography is a non-invasive real time pulse-wave technique recently used for the transrectal study of the reproductive system hemodynamics in large animals. This technic is based in the Doppler Effect Principle that proposes the change in frequency of a wave for an observer (red blood cells) moving relative to the source of the respective wave (ultrasonic transducer). This method had showed to be effective and useful for the evaluation of the in vivo equine reproductive tract increasing the diagnostic, monitoring, and predictive capabilities of theriogenology in mares. However, an accurate and truthful ultrasonic exam requires the previous knowledge of the Doppler ultrasonography principles. Review: In recent years, the capabilities of ultrasound flow imaging have increased enormously. The current Doppler ultrasound machines offer three methods of evaluation that may be used simultaneously (triplex mode). In B-mode ultrasound, a linear array of transducers simultaneously scans a plane through the tissue that can be viewed as a two-dimensional gray-scale image on screen. This mode is primarily used to identify anatomically a structure for its posterior evaluation using colored ultrasound modes (Color or Spectral modes). Colored ultrasound images of flow, whether Color or Spectral modes, are essentially obtained from measurements of moving red cells. In Color mode, velocity information is presented as a color coded overlay on top of a B-mode image, while Pulsed Wave Doppler provides a measure of the changing velocity throughout the cardiac cycle and the distribution of velocities in the sample volume represented by a spectral graphic. Color images conception varies according to the Doppler Frequency that is the difference between the frequency of received echoes by moving blood red cells and wave frequency transmitted by the transducer. To produce an adequate spectral graphic it is important determine the position and size of the simple gate. Furthermore, blood flow velocity measurement is influence by the intersection angle between ultrasonic pulses and the direction of moving blood-red cells (Doppler angle). Objectively colored ultrasound exam may be done on large arteries of the reproductive tract, as uterine and ovary arteries, or directly on the target tissue (follicle, for example). Mesovarium and mesometrium attachment arteries also can be used for spectral evaluation of the equine reproductive system. Subjectively analysis of the ovarian and uterine vascular perfusion must be done directly on the corpus luteum, follicular wall and uterus (endometrium and myometrium associated), respectively. Power-flow imaging has greater sensitivity to weak blood flow and independent of the Doppler angle, improving the evaluation of vessels with small diameters and slow blood flow. Conclusion: Doppler ultrasonography principles, methods of evaluation and reproductive system anatomy have been described. This knowledge is essential for the competent equipment acquisition and precise collection and analysis of colored ultrasound images. Otherwise, the reporting of inconsistent and not reproducible findings may result in the discredit of Doppler technology ahead of the scientific veterinary community.

A Numerical Study of the FENE-CR Model Applied to a Jet Flow Problem

The FENE-CR model is investigated through a numerical algorithm to simulate the time-dependent moving free surface flow produced by a jet impinging on a flat surface. The objective is to demonstrate that by increasing the extensibility parameter L, the numerical solutions converge to the solutions obtained with the Oldroyd-B model. The governing equations are solved by an established free surface flow solver based on the finite difference and marker-and-cell methods. Numerical predictions of the extensional viscosity obtained with several values of the parameter L are presented. The results show that if the extensibility parameter L is sufficiently large then the extensional viscosities obtained with the FENE-CR model approximate the corresponding Oldroyd-B viscosity. Moreover, the flow from a jet impinging on a flat surface is simulated with various values of the extensibility parameter L and the fluid flow visualizations display convergence to the Oldroyd-B jet flow results.

Thermal analysis and validation of UV and visible spectrophotometric methods for the determination of new antibiotic tigecycline in pharmaceutical product

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Methods for qualitative analysis of cefazolin sodium raw material and pharmaceutical product

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Multivariate spectroscopic methods for the analysis of solutions

In this thesis some multivariate spectroscopic methods for the analysis of solutions are proposed. Spectroscopy and multivariate data analysis form a powerful combination for obtaining both quantitative and qualitative information and it is shown how spectroscopic techniques in combination with chemometric data evaluation can be used to obtain rapid, simple and efficient analytical methods. These spectroscopic methods consisting of spectroscopic analysis, a high level of automation and chemometric data evaluation can lead to analytical methods with a high analytical capacity, and for these methods, the term high-capacity analysis (HCA) is suggested. It is further shown how chemometric evaluation of the multivariate data in chromatographic analyses decreases the need for baseline separation. The thesis is based on six papers and the chemometric tools used are experimental design, principal component analysis (PCA), soft independent modelling of class analogy (SIMCA), partial least squares regression (PLS) and parallel factor analysis (PARAFAC). The analytical techniques utilised are scanning ultraviolet-visible (UV-Vis) spectroscopy, diode array detection (DAD) used in non-column chromatographic diode array UV spectroscopy, high-performance liquid chromatography with diode array detection (HPLC-DAD) and fluorescence spectroscopy. The methods proposed are exemplified in the analysis of pharmaceutical solutions and serum proteins. In Paper I a method is proposed for the determination of the content and identity of the active compound in pharmaceutical solutions by means of UV-Vis spectroscopy, orthogonal signal correction and multivariate calibration with PLS and SIMCA classification. Paper II proposes a new method for the rapid determination of pharmaceutical solutions by the use of non-column chromatographic diode array UV spectroscopy, i.e. a conventional HPLC-DAD system without any chromatographic column connected. In Paper III an investigation is made of the ability of a control sample, of known content and identity to diagnose and correct errors in multivariate predictions something that together with use of multivariate residuals can make it possible to use the same calibration model over time. In Paper IV a method is proposed for simultaneous determination of serum proteins with fluorescence spectroscopy and multivariate calibration. Paper V proposes a method for the determination of chromatographic peak purity by means of PCA of HPLC-DAD data. In Paper VI PARAFAC is applied for the decomposition of DAD data of some partially separated peaks into the pure chromatographic, spectral and concentration profiles.

Analysis Methodology for Flow-level Evaluation of a Hybrid Mobile-Sensor Network

Our society uses a large diversity of co-existing wired and wireless networks in order to satisfy its communication needs. A cooper- ation between these networks can benefit performance, service availabil- ity and deployment ease, and leads to the emergence of hybrid networks. This position paper focuses on a hybrid mobile-sensor network identify- ing potential advantages and challenges of its use and defining feasible applications. The main value of the paper, however, is in the proposed analysis approach to evaluate the performance at the mobile network side given the mixed mobile-sensor traffic. The approach combines packet- level analysis with modelling of flow-level behaviour and can be applied for the study of various application scenarios. In this paper we consider two applications with distinct traffic models namely multimedia traffic and best-effort traffic.

Collateral-flow measurements in humans by myocardial contrast echocardiography: validation of coronary pressure-derived collateral-flow assessment

AIMS: Myocardial blood flow (MBF) is the gold standard to assess myocardial blood supply and, as recently shown, can be obtained by myocardial contrast echocardiography (MCE). The aims of this human study are (i) to test whether measurements of collateral-derived MBF by MCE are feasible during elective angioplasty and (ii) to validate the concept of pressure-derived collateral-flow assessment. METHODS AND RESULTS: Thirty patients with stable coronary artery disease underwent MCE of the collateral-receiving territory during and after angioplasty of 37 stenoses. MCE perfusion analysis was successful in 32 cases. MBF during and after angioplasty varied between 0.060-0.876 mL min(-1) g(-1) (0.304+/-0.196 mL min(-1) g(-1)) and 0.676-1.773 mL min(-1) g(-1) (1.207+/-0.327 mL min(-1) g(-1)), respectively. Collateral-perfusion index (CPI) is defined as the rate of MBF during and after angioplasty varied between 0.05 and 0.67 (0.26+/-0.15). During angioplasty, simultaneous measurements of mean aortic pressure, coronary wedge pressure, and central venous pressure determined the pressure-derived collateral-flow index (CFI(p)), which varied between 0.04 and 0.61 (0.23+/-0.14). Linear-regression analysis demonstrated an excellent agreement between CFI(p) and CPI (y=0.88 x +0.01; r(2)=0.92; P<0.0001). CONCLUSION: Collateral-derived MBF measurements by MCE during angioplasty are feasible and proved that the pressure-derived CFI exactly reflects collateral relative to normal myocardial perfusion in humans.

Data Quality Assessment of Ungated Flow Cytometry Data in High

Background: The recent development of semi-automated techniques for staining and analyzing flow cytometry samples has presented new challenges. Quality control and quality assessment are critical when developing new high throughput technologies and their associated information services. Our experience suggests that significant bottlenecks remain in the development of high throughput flow cytometry methods for data analysis and display. Especially, data quality control and quality assessment are crucial steps in processing and analyzing high throughput flow cytometry data. Methods: We propose a variety of graphical exploratory data analytic tools for exploring ungated flow cytometry data. We have implemented a number of specialized functions and methods in the Bioconductor package rflowcyt. We demonstrate the use of these approaches by investigating two independent sets of high throughput flow cytometry data. Results: We found that graphical representations can reveal substantial non-biological differences in samples. Empirical Cumulative Distribution Function and summary scatterplots were especially useful in the rapid identification of problems not identified by manual review. Conclusions: Graphical exploratory data analytic tools are quick and useful means of assessing data quality. We propose that the described visualizations should be used as quality assessment tools and where possible, be used for quality control.

European Working Group on Clinical Cell Analysis: Consensus protocol for the flow cytometric characterisation of platelet function

An increased or disturbed activation and aggregation of platelets plays a major role in the pathophysiology of thrombosis and haemostasis and is related to cardiovascular disease processes. In addition to qualitative disturbances of platelet function, changes in thrombopoiesis or an increased elimination of platelets, (e. g., in autoimmune thrombocytopenia), are also of major clinical relevance. Flow cytometry is increasingly used for the specific characterisation of phenotypic alterations of platelets which are related to cellular activation, haemostatic function and to maturation of precursor cells. These new techniques also allow the study of the in vitro response of platelets to stimuli and the modification thereof under platelet-targeted therapy as well as the characterisation of platelet-specific antibodies. In this protocol, specific flow cytometric techniques for platelet analysis are recommended based on a description of the current state of flow cytometric methodology. These recommendations are an attempt to promote the use of these new techniques which are at present broadly evaluated for diagnostic purposes. Furthermore, the definition of the still open questions primarily related to the technical details of the method should help to promote the multi-center evaluation of procedures with the goal to finally develop standardized operation procedures as the basis of interlaboratory reproducibility when applied to diagnostic testing.