Automatic physical activity pattern recognition and meal intake modelling in type 1 diabetes for their inclusion in artificial pancreas systems

La diabetes comprende un conjunto de enfermedades metabólicas que se caracterizan por concentraciones de glucosa en sangre anormalmente altas. En el caso de la diabetes tipo 1 (T1D, por sus siglas en inglés), esta situación es debida a una ausencia total de secreción endógena de insulina, lo que impide a la mayoría de tejidos usar la glucosa. En tales circunstancias, se hace necesario el suministro exógeno de insulina para preservar la vida del paciente; no obstante, siempre con la precaución de evitar caídas agudas de la glucemia por debajo de los niveles recomendados de seguridad. Además de la administración de insulina, las ingestas y la actividad física son factores fundamentales que influyen en la homeostasis de la glucosa. En consecuencia, una gestión apropiada de la T1D debería incorporar estos dos fenómenos fisiológicos, en base a una identificación y un modelado apropiado de los mismos y de sus sorrespondientes efectos en el balance glucosa-insulina. En particular, los sistemas de páncreas artificial –ideados para llevar a cabo un control automático de los niveles de glucemia del paciente– podrían beneficiarse de la integración de esta clase de información. La primera parte de esta tesis doctoral cubre la caracterización del efecto agudo de la actividad física en los perfiles de glucosa. Con este objetivo se ha llevado a cabo una revisión sistemática de la literatura y meta-análisis que determinen las respuestas ante varias modalidades de ejercicio para pacientes con T1D, abordando esta caracterización mediante unas magnitudes que cuantifican las tasas de cambio en la glucemia a lo largo del tiempo. Por otro lado, una identificación fiable de los periodos con actividad física es un requisito imprescindible para poder proveer de esa información a los sistemas de páncreas artificial en condiciones libres y ambulatorias. Por esta razón, la segunda parte de esta tesis está enfocada a la propuesta y evaluación de un sistema automático diseñado para reconocer periodos de actividad física, clasificando su nivel de intensidad (ligera, moderada o vigorosa); así como, en el caso de periodos vigorosos, identificando también la modalidad de ejercicio (aeróbica, mixta o de fuerza). En este sentido, ambos aspectos tienen una influencia específica en el mecanismo metabólico que suministra la energía para llevar a cabo el ejercicio y, por tanto, en las respuestas glucémicas en T1D. En este trabajo se aplican varias combinaciones de técnicas de aprendizaje máquina y reconocimiento de patrones sobre la fusión multimodal de señales de acelerometría y ritmo cardíaco, las cuales describen tanto aspectos mecánicos del movimiento como la respuesta fisiológica del sistema cardiovascular ante el ejercicio. Después del reconocimiento de patrones se incorpora también un módulo de filtrado temporal para sacar partido a la considerable coherencia temporal presente en los datos, una redundancia que se origina en el hecho de que en la práctica, las tendencias en cuanto a actividad física suelen mantenerse estables a lo largo de cierto tiempo, sin fluctuaciones rápidas y repetitivas. El tercer bloque de esta tesis doctoral aborda el tema de las ingestas en el ámbito de la T1D. En concreto, se propone una serie de modelos compartimentales y se evalúan éstos en función de su capacidad para describir matemáticamente el efecto remoto de las concetraciones plasmáticas de insulina exógena sobre las tasas de eleiminación de la glucosa atribuible a la ingesta; un aspecto hasta ahora no incorporado en los principales modelos de paciente para T1D existentes en la literatura. Los datos aquí utilizados se obtuvieron gracias a un experimento realizado por el Institute of Metabolic Science (Universidad de Cambridge, Reino Unido) con 16 pacientes jóvenes. En el experimento, de tipo ‘clamp’ con objetivo variable, se replicaron los perfiles individuales de glucosa, según lo observado durante una visita preliminar tras la ingesta de una cena con o bien alta carga glucémica, o bien baja. Los seis modelos mecanísticos evaluados constaban de: a) submodelos de doble compartimento para las masas de trazadores de glucosa, b) un submodelo de único compartimento para reflejar el efecto remoto de la insulina, c) dos tipos de activación de este mismo efecto remoto (bien lineal, bien con un punto de corte), y d) diversas condiciones iniciales. ABSTRACT Diabetes encompasses a series of metabolic diseases characterized by abnormally high blood glucose concentrations. In the case of type 1 diabetes (T1D), this situation is caused by a total absence of endogenous insulin secretion, which impedes the use of glucose by most tissues. In these circumstances, exogenous insulin supplies are necessary to maintain patient’s life; although caution is always needed to avoid acute decays in glycaemia below safe levels. In addition to insulin administrations, meal intakes and physical activity are fundamental factors influencing glucose homoeostasis. Consequently, a successful management of T1D should incorporate these two physiological phenomena, based on an appropriate identification and modelling of these events and their corresponding effect on the glucose-insulin balance. In particular, artificial pancreas systems –designed to perform an automated control of patient’s glycaemia levels– may benefit from the integration of this type of information. The first part of this PhD thesis covers the characterization of the acute effect of physical activity on glucose profiles. With this aim, a systematic review of literature and metaanalyses are conduced to determine responses to various exercise modalities in patients with T1D, assessed via rates-of-change magnitudes to quantify temporal variations in glycaemia. On the other hand, a reliable identification of physical activity periods is an essential prerequisite to feed artificial pancreas systems with information concerning exercise in ambulatory, free-living conditions. For this reason, the second part of this thesis focuses on the proposal and evaluation of an automatic system devised to recognize physical activity, classifying its intensity level (light, moderate or vigorous) and for vigorous periods, identifying also its exercise modality (aerobic, mixed or resistance); since both aspects have a distinctive influence on the predominant metabolic pathway involved in fuelling exercise, and therefore, in the glycaemic responses in T1D. Various combinations of machine learning and pattern recognition techniques are applied on the fusion of multi-modal signal sources, namely: accelerometry and heart rate measurements, which describe both mechanical aspects of movement and the physiological response of the cardiovascular system to exercise. An additional temporal filtering module is incorporated after recognition in order to exploit the considerable temporal coherence (i.e. redundancy) present in data, which stems from the fact that in practice, physical activity trends are often maintained stable along time, instead of fluctuating rapid and repeatedly. The third block of this PhD thesis addresses meal intakes in the context of T1D. In particular, a number of compartmental models are proposed and compared in terms of their ability to describe mathematically the remote effect of exogenous plasma insulin concentrations on the disposal rates of meal-attributable glucose, an aspect which had not yet been incorporated to the prevailing T1D patient models in literature. Data were acquired in an experiment conduced at the Institute of Metabolic Science (University of Cambridge, UK) on 16 young patients. A variable-target glucose clamp replicated their individual glucose profiles, observed during a preliminary visit after ingesting either a high glycaemic-load or a low glycaemic-load evening meal. The six mechanistic models under evaluation here comprised: a) two-compartmental submodels for glucose tracer masses, b) a single-compartmental submodel for insulin’s remote effect, c) two types of activations for this remote effect (either linear or with a ‘cut-off’ point), and d) diverse forms of initial conditions.

Nonlinear normal modes in mechanical systems: concept and computation with numerical continuation

The purpose of this Project is, first and foremost, to disclose the topic of nonlinear vibrations and oscillations in mechanical systems and, namely, nonlinear normal modes NNMs to a greater audience of researchers and technicians. To do so, first of all, the dynamical behavior and properties of nonlinear mechanical systems is outlined from the analysis of a pair of exemplary models with the harmonic balanced method. The conclusions drawn are contrasted with the Linear Vibration Theory. Then, it is argued how the nonlinear normal modes could, in spite of their limitations, predict the frequency response of a mechanical system. After discussing those introductory concepts, I present a Matlab package called 'NNMcont' developed by a group of researchers from the University of Liege. This package allows the analysis of nonlinear normal modes of vibration in a range of mechanical systems as extensions of the linear modes. This package relies on numerical methods and a 'continuation algorithm' for the computation of the nonlinear normal modes of a conservative mechanical system. In order to prove its functionality, a two degrees of freedom mechanical system with elastic nonlinearities is analized. This model comprises a mass suspended on a foundation by means of a spring-viscous damper mechanism -analogous to a very simplified model of most suspended structures and machines- that has attached a mass damper as a passive vibration control system. The results of the computation are displayed on frequency energy plots showing the NNMs branches along with modal curves and time-series plots for each normal mode. Finally, a critical analysis of the results obtained is carried out with an eye on devising what they can tell the researcher about the dynamical properties of the system.

Discrete linear stability and sensitivity analysis of fluid flows

Este trabajo presenta un método discreto para el cálculo de estabilidad hidrodinámica y análisis de sensibilidad a perturbaciones externas para ecuaciones diferenciales y en particular para las ecuaciones de Navier-Stokes compressible. Se utiliza una aproximación con variable compleja para obtener una precisión analítica en la evaluación de la matriz Jacobiana. Además, mapas de sensibilidad para la sensibilidad a las modificaciones del flujo de base y a una fuerza constante permiten identificar las regiones del campo fluido donde una modificacin (ej. fuerza puntual) tiene un efecto estabilizador del flujo. Se presentan cuatro casos de prueba: (1) un caso analítico para comprobar la derivación discreta, (2) una cavidad cerrada a bajo Reynolds para mostrar la mayor precisión en el cálculo de los valores propios con la aproximación de paso complejo, (3) flujo 2D en un cilindro circular para validar la metodología, y (4) flujo en un cavidad abierta, presentado para validar el método en casos de inestabilidades convectivamente inestables. Los tres últimos casos mencionados (2-4) se resolvieron con las ecuaciones de Navier-Stokes compresibles, utilizando un método Discontinuous Galerkin Spectral Element Method. Se obtuvo una buena concordancia para el caso de validación (3), cuando se comparó el nuevo método con resultados de la literatura. Además, este trabajo muestra que para el cálculo de los modos propios directos y adjuntos, así como para los mapas de sensibilidad, el uso de variables complejas es de suprema importancia para obtener una predicción precisa. El método descrito es aplicado al análisis para la estabilización de la estela generada por un disco actuador, que representa un modelo sencillo para hélices, rotores de helicópteros o turbinas eólicas. Se explora la primera bifurcación del flujo para un disco actuador, y se sugiere que está asociada a una inestabilidad de tipo Kelvin-Helmholtz, cuya estabilidad se controla con en el número de Reynolds y en la resistencia del disco actuador (o fuerza resistente). En primer lugar, se verifica que la disminución de la resistencia del disco tiene un efecto estabilizador parecido a una disminución del Reynolds. En segundo lugar, el análisis hidrodinmico discreto identifica dos regiones para la colocación de una fuerza puntual que controle las inestabilidades, una cerca del disco y otra en una zona aguas abajo. En tercer lugar, se muestra que la inclusión de un forzamiento localizado cerca del actuador produce una estabilización más eficiente que al forzar aguas abajo. El análisis de los campos de flujo controlados confirma que modificando el gradiente de velocidad cerca del actuador es más eficiente para estabilizar la estela. Estos resultados podrían proporcionar nuevas directrices para la estabilización de la estela de turbinas de viento o de marea cuando estén instaladas en un parque eólico y minimizar las interacciones no estacionarias entre turbinas. ABSTRACT A discrete framework for computing the global stability and sensitivity analysis to external perturbations for any set of partial differential equations is presented. In particular, a complex-step approximation is used to achieve near analytical accuracy for the evaluation of the Jacobian matrix. Sensitivity maps for the sensitivity to base flow modifications and to a steady force are computed to identify regions of the flow field where an input could have a stabilising effect. Four test cases are presented: (1) an analytical test case to prove the theory of the discrete framework, (2) a lid-driven cavity at low Reynolds case to show the improved accuracy in the calculation of the eigenvalues when using the complex-step approximation, (3) the 2D flow past a circular cylinder at just below the critical Reynolds number is used to validate the methodology, and finally, (4) the flow past an open cavity is presented to give an example of the discrete method applied to a convectively unstable case. The latter three (2–4) of the aforementioned cases were solved with the 2D compressible Navier–Stokes equations using a Discontinuous Galerkin Spectral Element Method. Good agreement was obtained for the validation test case, (3), with appropriate results in the literature. Furthermore, it is shown that for the calculation of the direct and adjoint eigenmodes and their sensitivity maps to external perturbations, the use of complex variables is paramount for obtaining an accurate prediction. An analysis for stabilising the wake past an actuator disc, which represents a simple model for propellers, helicopter rotors or wind turbines is also presented. We explore the first flow bifurcation for an actuator disc and it suggests that it is associated to a Kelvin- Helmholtz type instability whose stability relies on the Reynolds number and the flow resistance applied through the disc (or actuator forcing). First, we report that decreasing the disc resistance has a similar stabilising effect to an decrease in the Reynolds number. Second, a discrete sensitivity analysis identifies two regions for suitable placement of flow control forcing, one close to the disc and one far downstream where the instability originates. Third, we show that adding a localised forcing close to the actuator provides more stabilisation that forcing far downstream. The analysis of the controlled flow fields, confirms that modifying the velocity gradient close to the actuator is more efficient to stabilise the wake than controlling the sheared flow far downstream. An interesting application of these results is to provide guidelines for stabilising the wake of wind or tidal turbines when placed in an energy farm to minimise unsteady interactions.

Automated wordlength optimization framework for multi-source statistical interval-based analysis of nonlinear systems with control-flow structures

El uso de aritmética de punto fijo es una opción de diseño muy extendida en sistemas con fuertes restricciones de área, consumo o rendimiento. Para producir implementaciones donde los costes se minimicen sin impactar negativamente en la precisión de los resultados debemos llevar a cabo una asignación cuidadosa de anchuras de palabra. Encontrar la combinación óptima de anchuras de palabra en coma fija para un sistema dado es un problema combinatorio NP-hard al que los diseñadores dedican entre el 25 y el 50 % del ciclo de diseño. Las plataformas hardware reconfigurables, como son las FPGAs, también se benefician de las ventajas que ofrece la aritmética de coma fija, ya que éstas compensan las frecuencias de reloj más bajas y el uso más ineficiente del hardware que hacen estas plataformas respecto a los ASICs. A medida que las FPGAs se popularizan para su uso en computación científica los diseños aumentan de tamaño y complejidad hasta llegar al punto en que no pueden ser manejados eficientemente por las técnicas actuales de modelado de señal y ruido de cuantificación y de optimización de anchura de palabra. En esta Tesis Doctoral exploramos distintos aspectos del problema de la cuantificación y presentamos nuevas metodologías para cada uno de ellos: Las técnicas basadas en extensiones de intervalos han permitido obtener modelos de propagación de señal y ruido de cuantificación muy precisos en sistemas con operaciones no lineales. Nosotros llevamos esta aproximación un paso más allá introduciendo elementos de Multi-Element Generalized Polynomial Chaos (ME-gPC) y combinándolos con una técnica moderna basada en Modified Affine Arithmetic (MAA) estadístico para así modelar sistemas que contienen estructuras de control de flujo. Nuestra metodología genera los distintos caminos de ejecución automáticamente, determina las regiones del dominio de entrada que ejercitarán cada uno de ellos y extrae los momentos estadísticos del sistema a partir de dichas soluciones parciales. Utilizamos esta técnica para estimar tanto el rango dinámico como el ruido de redondeo en sistemas con las ya mencionadas estructuras de control de flujo y mostramos la precisión de nuestra aproximación, que en determinados casos de uso con operadores no lineales llega a tener tan solo una desviación del 0.04% con respecto a los valores de referencia obtenidos mediante simulación. Un inconveniente conocido de las técnicas basadas en extensiones de intervalos es la explosión combinacional de términos a medida que el tamaño de los sistemas a estudiar crece, lo cual conlleva problemas de escalabilidad. Para afrontar este problema presen tamos una técnica de inyección de ruidos agrupados que hace grupos con las señales del sistema, introduce las fuentes de ruido para cada uno de los grupos por separado y finalmente combina los resultados de cada uno de ellos. De esta forma, el número de fuentes de ruido queda controlado en cada momento y, debido a ello, la explosión combinatoria se minimiza. También presentamos un algoritmo de particionado multi-vía destinado a minimizar la desviación de los resultados a causa de la pérdida de correlación entre términos de ruido con el objetivo de mantener los resultados tan precisos como sea posible. La presente Tesis Doctoral también aborda el desarrollo de metodologías de optimización de anchura de palabra basadas en simulaciones de Monte-Cario que se ejecuten en tiempos razonables. Para ello presentamos dos nuevas técnicas que exploran la reducción del tiempo de ejecución desde distintos ángulos: En primer lugar, el método interpolativo aplica un interpolador sencillo pero preciso para estimar la sensibilidad de cada señal, y que es usado después durante la etapa de optimización. En segundo lugar, el método incremental gira en torno al hecho de que, aunque es estrictamente necesario mantener un intervalo de confianza dado para los resultados finales de nuestra búsqueda, podemos emplear niveles de confianza más relajados, lo cual deriva en un menor número de pruebas por simulación, en las etapas iniciales de la búsqueda, cuando todavía estamos lejos de las soluciones optimizadas. Mediante estas dos aproximaciones demostramos que podemos acelerar el tiempo de ejecución de los algoritmos clásicos de búsqueda voraz en factores de hasta x240 para problemas de tamaño pequeño/mediano. Finalmente, este libro presenta HOPLITE, una infraestructura de cuantificación automatizada, flexible y modular que incluye la implementación de las técnicas anteriores y se proporciona de forma pública. Su objetivo es ofrecer a desabolladores e investigadores un entorno común para prototipar y verificar nuevas metodologías de cuantificación de forma sencilla. Describimos el flujo de trabajo, justificamos las decisiones de diseño tomadas, explicamos su API pública y hacemos una demostración paso a paso de su funcionamiento. Además mostramos, a través de un ejemplo sencillo, la forma en que conectar nuevas extensiones a la herramienta con las interfaces ya existentes para poder así expandir y mejorar las capacidades de HOPLITE. ABSTRACT Using fixed-point arithmetic is one of the most common design choices for systems where area, power or throughput are heavily constrained. In order to produce implementations where the cost is minimized without negatively impacting the accuracy of the results, a careful assignment of word-lengths is required. The problem of finding the optimal combination of fixed-point word-lengths for a given system is a combinatorial NP-hard problem to which developers devote between 25 and 50% of the design-cycle time. Reconfigurable hardware platforms such as FPGAs also benefit of the advantages of fixed-point arithmetic, as it compensates for the slower clock frequencies and less efficient area utilization of the hardware platform with respect to ASICs. As FPGAs become commonly used for scientific computation, designs constantly grow larger and more complex, up to the point where they cannot be handled efficiently by current signal and quantization noise modelling and word-length optimization methodologies. In this Ph.D. Thesis we explore different aspects of the quantization problem and we present new methodologies for each of them: The techniques based on extensions of intervals have allowed to obtain accurate models of the signal and quantization noise propagation in systems with non-linear operations. We take this approach a step further by introducing elements of MultiElement Generalized Polynomial Chaos (ME-gPC) and combining them with an stateof- the-art Statistical Modified Affine Arithmetic (MAA) based methodology in order to model systems that contain control-flow structures. Our methodology produces the different execution paths automatically, determines the regions of the input domain that will exercise them, and extracts the system statistical moments from the partial results. We use this technique to estimate both the dynamic range and the round-off noise in systems with the aforementioned control-flow structures. We show the good accuracy of our approach, which in some case studies with non-linear operators shows a 0.04 % deviation respect to the simulation-based reference values. A known drawback of the techniques based on extensions of intervals is the combinatorial explosion of terms as the size of the targeted systems grows, which leads to scalability problems. To address this issue we present a clustered noise injection technique that groups the signals in the system, introduces the noise terms in each group independently and then combines the results at the end. In this way, the number of noise sources in the system at a given time is controlled and, because of this, the combinato rial explosion is minimized. We also present a multi-way partitioning algorithm aimed at minimizing the deviation of the results due to the loss of correlation between noise terms, in order to keep the results as accurate as possible. This Ph.D. Thesis also covers the development of methodologies for word-length optimization based on Monte-Carlo simulations in reasonable times. We do so by presenting two novel techniques that explore the reduction of the execution times approaching the problem in two different ways: First, the interpolative method applies a simple but precise interpolator to estimate the sensitivity of each signal, which is later used to guide the optimization effort. Second, the incremental method revolves on the fact that, although we strictly need to guarantee a certain confidence level in the simulations for the final results of the optimization process, we can do it with more relaxed levels, which in turn implies using a considerably smaller amount of samples, in the initial stages of the process, when we are still far from the optimized solution. Through these two approaches we demonstrate that the execution time of classical greedy techniques can be accelerated by factors of up to ×240 for small/medium sized problems. Finally, this book introduces HOPLITE, an automated, flexible and modular framework for quantization that includes the implementation of the previous techniques and is provided for public access. The aim is to offer a common ground for developers and researches for prototyping and verifying new techniques for system modelling and word-length optimization easily. We describe its work flow, justifying the taken design decisions, explain its public API and we do a step-by-step demonstration of its execution. We also show, through an example, the way new extensions to the flow should be connected to the existing interfaces in order to expand and improve the capabilities of HOPLITE.

A Novel Ground Fault Identification Method for 2 x 5 kV Railway Power Supply Systems

The location of ground faults in railway electric lines in 2 × 5 kV railway power supply systems is a difficult task. In both 1 × 25 kV and transmission power systems it is common practice to use distance protection relays to clear ground faults and localize their positions. However, in the particular case of this 2 × 25 kV system, due to the widespread use of autotransformers, the relation between the distance and the impedance seen by the distance protection relays is not linear and therefore the location is not accurate enough. This paper presents a simple and economical method to identify the subsection between autotransformers and the conductor (catenary or feeder) where the ground fault is happening. This method is based on the comparison of the angle between the current and the voltage of the positive terminal in each autotransformer. Consequently, after the identification of the subsection and the conductor with the ground defect, only the subsection where the ground fault is present will be quickly removed from service, with the minimum effect on rail traffic. This method has been validated through computer simulations and laboratory tests with positive results.

Application of the homogenization techniques to the determination of the effective flexure constants of plate structural systems

A Mindlin plate with periodically distributed ribs patterns is analyzed by using homogenization techniques based on asymptotic expansion methods. The stiffness matrix of the homogenized plate is found to be dependent on the geometrical characteristics of the periodical cell, i.e. its skewness, plan shape, thickness variation etc. and on the plate material elastic constants. The computation of this plate stiffness matrix is carried out by averaging over the cell domain some solutions of different periodical boundary value problems. These boundary value problems are defined in variational form by linear first order differential operators on the cell domain and the boundary conditions of the variational equation correspond to a periodic structural problem. The elements of the stiffness matrix of homogenized plate are obtained by linear combinations of the averaged solution functions of the above mentioned boundary value problems. Finally, an illustrative example of application of this homogenization technique to hollowed plates and plate structures with ribs patterns regularly arranged over its area is shown. The possibility of using in the profesional practice the present procedure to the actual analysis of floors of typical buildings is also emphasized.

Kinematic geometry of mass-triangles and reduction of Schrödinger’s equation of three-body systems to partial differential equations solely defined on triangular parameters

Schrödinger’s equation of a three-body system is a linear partial differential equation (PDE) defined on the 9-dimensional configuration space, ℝ9, naturally equipped with Jacobi’s kinematic metric and with translational and rotational symmetries. The natural invariance of Schrödinger’s equation with respect to the translational symmetry enables us to reduce the configuration space to that of a 6-dimensional one, while that of the rotational symmetry provides the quantum mechanical version of angular momentum conservation. However, the problem of maximizing the use of rotational invariance so as to enable us to reduce Schrödinger’s equation to corresponding PDEs solely defined on triangular parameters—i.e., at the level of ℝ6/SO(3)—has never been adequately treated. This article describes the results on the orbital geometry and the harmonic analysis of (SO(3),ℝ6) which enable us to obtain such a reduction of Schrödinger’s equation of three-body systems to PDEs solely defined on triangular parameters.

Hybridization of single-stranded DNA targets to immobilized complementary DNA probes: comparison of hairpin versus linear capture probes

A microtiter-based assay system is described in which DNA hairpin probes with dangling ends and single-stranded, linear DNA probes were immobilized and compared based on their ability to capture single-strand target DNA. Hairpin probes consisted of a 16 bp duplex stem, linked by a T2-biotin·dT-T2 loop. The third base was a biotinylated uracil (UB) necessary for coupling to avidin coated microtiter wells. The capture region of the hairpin was a 3′ dangling end composed of either 16 or 32 bases. Fundamental parameters of the system, such as probe density and avidin adsorption capacity of the plates were characterized. The target DNA consisted of 65 bases whose 3′ end was complementary to the dangling end of the hairpin or to the linear probe sequence. The assay system was employed to measure the time dependence and thermodynamic stability of target hybridization with hairpin and linear probes. Target molecules were labeled with either a 5′-FITC, or radiolabeled with [γ-33P]ATP and captured by either linear or hairpin probes affixed to the solid support. Over the range of target concentrations from 10 to 640 pmol hybridization rates increased with increasing target concentration, but varied for the different probes examined. Hairpin probes displayed higher rates of hybridization and larger equilibrium amounts of captured targets than linear probes. At 25 and 45°C, rates of hybridization were better than twice as great for the hairpin compared with the linear capture probes. Hairpin–target complexes were also more thermodynamically stable. Binding free energies were evaluated from the observed equilibrium constants for complex formation. Results showed the order of stability of the probes to be: hairpins with 32 base dangling ends > hairpin probes with l6 base dangling ends > 16 base linear probes > 32 base linear probes. The physical characteristics of hairpins could offer substantial advantages as nucleic acid capture moieties in solid support based hybridization systems.

Análise do aproveitamento múltiplo do reservatório de Barra Bonita - SP, através da aplicação de técnica de programação linear associada a modelo de rede de fluxo

O objeto deste trabalho é a análise do aproveitamento múltiplo do reservatório de Barra Bonita, localizado na confluência entre os rios Piracicaba e Tietê, no estado de São Paulo e pertencente ao chamado sistema Tietê-Paraná. Será realizada a otimização da operação do reservatório, através de programação linear, com o objetivo de aumentar a geração de energia elétrica, através da maximização da vazão turbinada. Em seguida, a partir dos resultados da otimização da geração de energia, serão utilizadas técnicas de simulação computacional, para se obter índices de desempenho conhecidos como confiabilidade, resiliência e vulnerabilidade, além de outros fornecidos pelo próprio modelo de simulação a ser utilizado. Estes índices auxiliam a avaliação da freqüência, magnitude e duração dos possíveis conflitos existentes. Serão analisados os possíveis conflitos entre a navegação, o armazenamento no reservatório, a geração de energia e a ocorrência de enchentes na cidade de Barra Bonita, localizada a jusante da barragem.

Otimização não linear aplicada à operação de sistemas com múltiplos reservatórios para abastecimento de água.

O presente estudo considera a aplicação do modelo SISAGUA de simulação matemática e de otimização para a operação de sistemas de reservatórios integrados em sistemas complexos para o abastecimento de água. O SISAGUA utiliza a programação não linear inteira mista (PNLIM) com os objetivos de evitar ou minimizar racionamentos, equilibrar a distribuição dos armazenamentos em sistemas com múltiplos reservatórios e minimizar os custos de operação. A metodologia de otimização foi aplicada para o sistema produtor de água da Região Metropolitana de São Paulo (RMSP), que enfrenta a crise hídrica diante de um cenário de estiagem em 2013-2015, o pior na série histórica dos últimos 85 anos. Trata-se de uma região com 20,4 milhões de habitantes. O sistema é formado por oito sistemas produtores parcialmente integrados e operados pela Sabesp (Companhia de Saneamento do Estado de São Paulo). A RMSP é uma região com alta densidade demográfica, localizada na Bacia Hidrográfica do Alto Tietê e caracterizada pela baixa disponibilidade hídrica per capita. Foi abordada a possibilidade de considerar a evaporação durante as simulações, e a aplicação de uma regra de racionamento contínua nos reservatórios, que transforma a formulação do problema em programação não linear (PNL). A evaporação se mostrou pouco representativa em relação a vazão de atendimento à demanda, com cerca de 1% da vazão. Se por um lado uma vazão desta magnitude pode contribuir em um cenário crítico, por outro essa ordem de grandeza pode ser comparada às incertezas de medições ou previsões de afluências. O teste de sensibilidade das diferentes taxas de racionamento em função do volume armazenado permite analisar o tempo de resposta de cada sistema. A variação do tempo de recuperação, porém, não se mostrou muito significativo.

Combined simulation-optimization methodology for the design of environmental conscious absorption systems

This work addresses the optimization of ammonia–water absorption cycles for cooling and refrigeration applications with economic and environmental concerns. Our approach combines the capabilities of process simulation, multi-objective optimization (MOO), cost analysis and life cycle assessment (LCA). The optimization task is posed in mathematical terms as a multi-objective mixed-integer nonlinear program (moMINLP) that seeks to minimize the total annualized cost and environmental impact of the cycle. This moMINLP is solved by an outer-approximation strategy that iterates between primal nonlinear programming (NLP) subproblems with fixed binaries and a tailored mixed-integer linear programming (MILP) model. The capabilities of our approach are illustrated through its application to an ammonia–water absorption cycle used in cooling and refrigeration applications.

Robust linear semi-infinite programming duality under uncertainty

In this paper, we propose a duality theory for semi-infinite linear programming problems under uncertainty in the constraint functions, the objective function, or both, within the framework of robust optimization. We present robust duality by establishing strong duality between the robust counterpart of an uncertain semi-infinite linear program and the optimistic counterpart of its uncertain Lagrangian dual. We show that robust duality holds whenever a robust moment cone is closed and convex. We then establish that the closed-convex robust moment cone condition in the case of constraint-wise uncertainty is in fact necessary and sufficient for robust duality. In other words, the robust moment cone is closed and convex if and only if robust duality holds for every linear objective function of the program. In the case of uncertain problems with affinely parameterized data uncertainty, we establish that robust duality is easily satisfied under a Slater type constraint qualification. Consequently, we derive robust forms of the Farkas lemma for systems of uncertain semi-infinite linear inequalities.

Generation of representation models for complex systems using Lagrangian functions

In this article, a new methodology is presented to obtain representation models for a priori relation z = u(x1, x2, . . . ,xn) (1), with a known an experimental dataset zi; x1i ; x2i ; x3i ; . . . ; xni i=1;2;...;p· In this methodology, a potential energy is initially defined over each possible model for the relationship (1), what allows the application of the Lagrangian mechanics to the derived system. The solution of the Euler–Lagrange in this system allows obtaining the optimal solution according to the minimal action principle. The defined Lagrangian, corresponds to a continuous medium, where a n-dimensional finite elements model has been applied, so it is possible to get a solution for the problem solving a compatible and determined linear symmetric equation system. The computational implementation of the methodology has resulted in an improvement in the process of get representation models obtained and published previously by the authors.

Regulador linear de tensão em tecnologia HV-CMOS

Atualmente, assiste-se na nossa sociedade a um recurso e uso massivo de equipamentos eletrónicos portáteis. Este facto, aliado à competitividade de mercado, exigiu o desenvolvimento desses equipamentos com o intuito de melhorar a sua gestão de potência e, obter, consequentemente, maior autonomia e rendimento. Assim, na gestão de potência de um SoC são os reguladores de tensão que assumem um papel de extrema importância. O trabalho realizado ao longo da presente dissertação pressupõe o projeto de um regulador linear de tensão do tipo LDO em tecnologia HV-CMOS, capaz de suportar tensões de entrada de 12V com vista à alimentação de blocos funcionais RF-CMOS com 3,3V e uma corrente de 100mA. Foi implementado através do processo CMOS de 0.35μm de 50V da Austria Micro Systems. A corrente de quiescente do regulador linear de tensão que determina a eficiência de corrente é de 120,22μA. Possui uma eficiência de corrente de 99,88% e um rendimento de 82,46% quando a tensão mínima de entrada é utilizada. O regulador linear de tensão possui uma tensão de dropout de 707mV. A estabilidade do sistema é mantida mesmo com transições de carga de 10μA para 100mA. O regulador possui um tempo de estabelecimento inferior a 2,4μs e uma variação da tensão de saída relativamente ao seu valor nominal inferior a 18mV, ambos para o pior caso. Porém, este regulador possui um undershoot e um overshoot de +- 1,85V.

Bifurcation Analysis of Reaction Diffusion Systems on Arbitrary Surfaces

In this article we present a computational framework for isolating spatial patterns arising in the steady states of reaction-diffusion systems. Such systems have been used to model many different phenomena in areas such as developmental and cancer biology, cell motility and material science. Often one is interested in identifying parameters which will lead to a particular pattern. To attempt to answer this, we compute eigenpairs of the Laplacian on a variety of domains and use linear stability analysis to determine parameter values for the system that will lead to spatially inhomogeneous steady states whose patterns correspond to particular eigenfunctions. This method has previously been used on domains and surfaces where the eigenvalues and eigenfunctions are found analytically in closed form. Our contribution to this methodology is that we numerically compute eigenpairs on arbitrary domains and surfaces. Here we present various examples and demonstrate that mode isolation is straightforward especially for low eigenvalues. Additionally we see that if two or more eigenvalues are in a permissible range then the inhomogeneous steady state can be a linear combination of the respective eigenfunctions. Finally we show an example which suggests that pattern formation is robust on similar surfaces in cases that the surface either has or does not have a boundary.