Adaptive MCMC methods with applications in environmental and geophysical models

This work presents new, efficient Markov chain Monte Carlo (MCMC) simulation methods for statistical analysis in various modelling applications. When using MCMC methods, the model is simulated repeatedly to explore the probability distribution describing the uncertainties in model parameters and predictions. In adaptive MCMC methods based on the Metropolis-Hastings algorithm, the proposal distribution needed by the algorithm learns from the target distribution as the simulation proceeds. Adaptive MCMC methods have been subject of intensive research lately, as they open a way for essentially easier use of the methodology. The lack of user-friendly computer programs has been a main obstacle for wider acceptance of the methods. This work provides two new adaptive MCMC methods: DRAM and AARJ. The DRAM method has been built especially to work in high dimensional and non-linear problems. The AARJ method is an extension to DRAM for model selection problems, where the mathematical formulation of the model is uncertain and we want simultaneously to fit several different models to the same observations. The methods were developed while keeping in mind the needs of modelling applications typical in environmental sciences. The development work has been pursued while working with several application projects. The applications presented in this work are: a winter time oxygen concentration model for Lake Tuusulanjärvi and adaptive control of the aerator; a nutrition model for Lake Pyhäjärvi and lake management planning; validation of the algorithms of the GOMOS ozone remote sensing instrument on board the Envisat satellite of European Space Agency and the study of the effects of aerosol model selection on the GOMOS algorithm.

Análise das isotermas de adsorção de Cu(II), Cd(II), Ni(II) e Zn(II) pela N-(3,4-dihidroxibenzil) quitosana empregando o método da regressão não linear

Adsorption of Cu(II), Ni(II), Pb(II) and Zn(II) ions from aqueous solutions by N-(3,4-dihydroxybenzyl) chitosan have been carried out. The Langmuir (L), Freundlich (F), Langmuir - Freundlich (LF), Redlich-Peterson (RP) and Tóth (T) adsorption isotherms models have been applied to fit the experimental data. Nonlinear regression computational program "Enzefitte", which is a library of the more commonly used adsorption isotherm equations for obtaining tabular outuput suitable for plotting theoretical of fitted isotherms, has been used to estimate the adsorption parameters. These parameters were used to calculate the amount adsorbed q calc., a function of concentration (C).

Non-Linear Journal Bearing Model for Analysis of Superharmonic Vibrations of Rotor Systems

A rotating machine usually consists of a rotor and bearings that supports it. The nonidealities in these components may excite vibration of the rotating system. The uncontrolled vibrations may lead to excessive wearing of the components of the rotating machine or reduce the process quality. Vibrations may be harmful even when amplitudes are seemingly low, as is usually the case in superharmonic vibration that takes place below the first critical speed of the rotating machine. Superharmonic vibration is excited when the rotational velocity of the machine is a fraction of the natural frequency of the system. In such a situation, a part of the machine’s rotational energy is transformed into vibration energy. The amount of vibration energy should be minimised in the design of rotating machines. The superharmonic vibration phenomena can be studied by analysing the coupled rotor-bearing system employing a multibody simulation approach. This research is focused on the modelling of hydrodynamic journal bearings and rotorbearing systems supported by journal bearings. In particular, the non-idealities affecting the rotor-bearing system and their effect on the superharmonic vibration of the rotating system are analysed. A comparison of computationally efficient journal bearing models is carried out in order to validate one model for further development. The selected bearing model is improved in order to take the waviness of the shaft journal into account. The improved model is implemented and analyzed in a multibody simulation code. A rotor-bearing system that consists of a flexible tube roll, two journal bearings and a supporting structure is analysed employing the multibody simulation technique. The modelled non-idealities are the shell thickness variation in the tube roll and the waviness of the shaft journal in the bearing assembly. Both modelled non-idealities may cause subharmonic resonance in the system. In multibody simulation, the coupled effect of the non-idealities can be captured in the analysis. Additionally one non-ideality is presented that does not excite the vibrations itself but affects the response of the rotorbearing system, namely the waviness of the bearing bushing which is the non-rotating part of the bearing system. The modelled system is verified with measurements performed on a test rig. In the measurements the waviness of bearing bushing was not measured and therefore it’s affect on the response was not verified. In conclusion, the selected modelling approach is an appropriate method when analysing the response of the rotor-bearing system. When comparing the simulated results to the measured ones, the overall agreement between the results is concluded to be good.

Design and analysis of a transversal-flux switched-reluctance-linear-machine pole-pair

The Switched Reluctance technology is probably best suited for industrial low-speed or zerospeed applications where the power can be small but the torque or the force in linear movement cases might be relatively high. Because of its simple structure the SR-motor is an interesting alternative for low power applications where pneumatic or hydraulic linear drives are to be avoided. This study analyses the basic parts of an LSR-motor which are the two mover poles and one stator pole and which form the “basic pole pair” in linear-movement transversal-flux switchedreluctance motors. The static properties of the basic pole pair are modelled and the basic design rules are derived. The models developed are validated with experiments. A one-sided one-polepair transversal-flux switched-reluctance-linear-motor prototype is demonstrated and its static properties are measured. The modelling of the static properties is performed with FEM-calculations. Two-dimensional models are accurate enough to model the static key features for the basic dimensioning of LSRmotors. Three-dimensional models must be used in order to get the most accurate calculation results of the static traction force production. The developed dimensioning and modelling methods, which could be systematically validated by laboratory measurements, are the most significant contributions of this thesis.

Computational modeling for irrigated agriculture planning. Part I: general description and linear programming

Linear programming models are effective tools to support initial or periodic planning of agricultural enterprises, requiring, however, technical coefficients that can be determined using computer simulation models. This paper, presented in two parts, deals with the development, application and tests of a methodology and of a computational modeling tool to support planning of irrigated agriculture activities. Part I aimed at the development and application, including sensitivity analysis, of a multiyear linear programming model to optimize the financial return and water use, at farm level for Jaíba irrigation scheme, Minas Gerais State, Brazil, using data on crop irrigation requirement and yield, obtained from previous simulation with MCID model. The linear programming model outputted a crop pattern to which a maximum total net present value of R$ 372,723.00 for the four years period, was obtained. Constraints on monthly water availability, labor, land and production were critical in the optimal solution. In relation to the water use optimization, it was verified that an expressive reductions on the irrigation requirements may be achieved by small reductions on the maximum total net present value.

Evaluation of roof slope and exposure with different roofing materials in reduced models of animal production facilities in spring and summer

The present study was conducted at the Department of Rural Engineering and the Department of Animal Morphology and Physiology of FCAV/Unesp, Jaboticabal, SP, Brazil. The objective was to verify the influence of roof slope, exposure and roofing material on the internal temperature of reduced models of animal production facilities. For the development of the research, 48 reduced and dissemble models with dimensions 1.00 × 1.00 × 0.50 m were used. The roof was shed-type, and the models faced to the North or South directions, with 24 models for each side of exposure. Ceramic, galvanized-steel and fibro tiles were used to build the roofs. Slopes varied between 20, 30, 40 and 50% for the ceramic tile and 10, 30, 40 and 50% for the other two. Inside the models, temperature readings were performed at every hour, for 12 months. The results were evaluated in a general linear model in a nested 3 × 4 × 2 factorial arrangement, in which the effects of roofing material and exposure were nested on the factor Slope. Means were compared by the Tukey test at 5% of probability. After analyzing the data, we observed that with the increase in the slope and exposure to the South, there was a drop in the internal temperature within the model at the geographic coordinates of Jaboticabal city (SP/Brazil).

Non-Linear Unsteady Aerodynamic Response Approximation Using Multi-Layer Functionals

Non-linear functional representation of the aerodynamic response provides a convenient mathematical model for motion-induced unsteady transonic aerodynamic loads response, that accounts for both complex non-linearities and time-history effects. A recent development, based on functional approximation theory, has established a novel functional form; namely, the multi-layer functional. For a large class of non-linear dynamic systems, such multi-layer functional representations can be realised via finite impulse response (FIR) neural networks. Identification of an appropriate FIR neural network model is facilitated by means of a supervised training process in which a limited sample of system input-output data sets is presented to the temporal neural network. The present work describes a procedure for the systematic identification of parameterised neural network models of motion-induced unsteady transonic aerodynamic loads response. The training process is based on a conventional genetic algorithm to optimise the network architecture, combined with a simplified random search algorithm to update weight and bias values. Application of the scheme to representative transonic aerodynamic loads response data for a bidimensional airfoil executing finite-amplitude motion in transonic flow is used to demonstrate the feasibility of the approach. The approach is shown to furnish a satisfactory generalisation property to different motion histories over a range of Mach numbers in the transonic regime.

Linguistic models for decision support

Linguistic modelling is a rather new branch of mathematics that is still undergoing rapid development. It is closely related to fuzzy set theory and fuzzy logic, but knowledge and experience from other fields of mathematics, as well as other fields of science including linguistics and behavioral sciences, is also necessary to build appropriate mathematical models. This topic has received considerable attention as it provides tools for mathematical representation of the most common means of human communication - natural language. Adding a natural language level to mathematical models can provide an interface between the mathematical representation of the modelled system and the user of the model - one that is sufficiently easy to use and understand, but yet conveys all the information necessary to avoid misinterpretations. It is, however, not a trivial task and the link between the linguistic and computational level of such models has to be established and maintained properly during the whole modelling process. In this thesis, we focus on the relationship between the linguistic and the mathematical level of decision support models. We discuss several important issues concerning the mathematical representation of meaning of linguistic expressions, their transformation into the language of mathematics and the retranslation of mathematical outputs back into natural language. In the first part of the thesis, our view of the linguistic modelling for decision support is presented and the main guidelines for building linguistic models for real-life decision support that are the basis of our modeling methodology are outlined. From the theoretical point of view, the issues of representation of meaning of linguistic terms, computations with these representations and the retranslation process back into the linguistic level (linguistic approximation) are studied in this part of the thesis. We focus on the reasonability of operations with the meanings of linguistic terms, the correspondence of the linguistic and mathematical level of the models and on proper presentation of appropriate outputs. We also discuss several issues concerning the ethical aspects of decision support - particularly the loss of meaning due to the transformation of mathematical outputs into natural language and the issue or responsibility for the final decisions. In the second part several case studies of real-life problems are presented. These provide background and necessary context and motivation for the mathematical results and models presented in this part. A linguistic decision support model for disaster management is presented here – formulated as a fuzzy linear programming problem and a heuristic solution to it is proposed. Uncertainty of outputs, expert knowledge concerning disaster response practice and the necessity of obtaining outputs that are easy to interpret (and available in very short time) are reflected in the design of the model. Saaty’s analytic hierarchy process (AHP) is considered in two case studies - first in the context of the evaluation of works of art, where a weak consistency condition is introduced and an adaptation of AHP for large matrices of preference intensities is presented. The second AHP case-study deals with the fuzzified version of AHP and its use for evaluation purposes – particularly the integration of peer-review into the evaluation of R&D outputs is considered. In the context of HR management, we present a fuzzy rule based evaluation model (academic faculty evaluation is considered) constructed to provide outputs that do not require linguistic approximation and are easily transformed into graphical information. This is achieved by designing a specific form of fuzzy inference. Finally the last case study is from the area of humanities - psychological diagnostics is considered and a linguistic fuzzy model for the interpretation of outputs of multidimensional questionnaires is suggested. The issue of the quality of data in mathematical classification models is also studied here. A modification of the receiver operating characteristics (ROC) method is presented to reflect variable quality of data instances in the validation set during classifier performance assessment. Twelve publications on which the author participated are appended as a third part of this thesis. These summarize the mathematical results and provide a closer insight into the issues of the practicalapplications that are considered in the second part of the thesis.

Comparison of Different Concentrated Solar Power Collector Designs and Development of a Linear Fresnel Solar Collector Model

Concentrated solar power (CSP) is a renewable energy technology, which could contribute to overcoming global problems related to pollution emissions and increasing energy demand. CSP utilizes solar irradiation, which is a variable source of energy. In order to utilize CSP technology in energy production and reliably operate a solar field including thermal energy storage system, dynamic simulation tools are needed in order to study the dynamics of the solar field, to optimize production and develop control systems. The object of this Master’s Thesis is to compare different concentrated solar power technologies and configure a dynamic solar field model of one selected CSP field design in the dynamic simulation program Apros, owned by VTT and Fortum. The configured model is based on German Novatec Solar’s linear Fresnel reflector design. Solar collector components including dimensions and performance calculation were developed, as well as a simple solar field control system. The preliminary simulation results of two simulation cases under clear sky conditions were good; the desired and stable superheated steam conditions were maintained in both cases, while, as expected, the amount of steam produced was reduced in the case having lower irradiation conditions. As a result of the model development process, it can be concluded, that the configured model is working successfully and that Apros is a very capable and flexible tool for configuring new solar field models and control systems and simulating solar field dynamic behaviour.

Parameter identification in time series models

Time series analysis can be categorized into three different approaches: classical, Box-Jenkins, and State space. Classical approach makes a basement for the analysis and Box-Jenkins approach is an improvement of the classical approach and deals with stationary time series. State space approach allows time variant factors and covers up a broader area of time series analysis. This thesis focuses on parameter identifiablity of different parameter estimation methods such as LSQ, Yule-Walker, MLE which are used in the above time series analysis approaches. Also the Kalman filter method and smoothing techniques are integrated with the state space approach and MLE method to estimate parameters allowing them to change over time. Parameter estimation is carried out by repeating estimation and integrating with MCMC and inspect how well different estimation methods can identify the optimal model parameters. Identification is performed in probabilistic and general senses and compare the results in order to study and represent identifiability more informative way.

Differential effects of aging on spatial contrast sensitivity to linear and polar sine-wave gratings

Changes in visual function beyond high-contrast acuity are known to take place during normal aging. We determined whether sensitivity to linear sine-wave gratings and to an elementary stimulus preferentially processed in extrastriate areas could be distinctively affected by aging. We measured spatial contrast sensitivity twice for concentric polar (Bessel) and vertical linear gratings of 0.6, 2.5, 5, and 20 cycles per degree (cpd) in two age groups (20-30 and 60-70 years). All participants were free of identifiable ocular disease and had normal or corrected-to-normal visual acuity. Participants were more sensitive to Cartesian than to polar gratings in all frequencies tested, and the younger adult group was more sensitive to all stimuli tested. Significant differences between sensitivities of the two groups were found for linear (only 20 cpd; P<0.01) and polar gratings (all frequencies tested; P<0.01). The young adult group was significantly more sensitive to linear than to circular gratings in the 20 cpd frequency. The older adult group was significantly more sensitive to linear than to circular gratings in all spatial frequencies, except in the 20 cpd frequency. The results suggest that sensitivity to the two kinds of stimuli is affected differently by aging. We suggest that neural changes in the aging brain are important determinants of this difference and discuss the results according to current models of human aging.

Calculation of viscoelastic properties of edible films: application of three models

The viscoelastic properties of edible films can provide information at the structural level of the biopolymers used. The objective of this work was to test three simple models of linear viscoelastic theory (Maxwell, Generalized Maxwell with two units in parallel, and Burgers) using the results of stress relaxation tests in edible films of myofibrillar proteins of Nile Tilapia. The films were elaborated according to a casting technique and pre-conditioned at 58% relative humidity and 22ºC for 4 days. The testing sample (15mm x 118mm) was submitted to tests of stress relaxation in an equipment of physical measurements, TA.XT2i. The deformation, imposed to the sample, was 1%, guaranteeing the permanency in the domain of the linear viscoelasticity. The models were fitted to experimental data (stress x time) by nonlinear regression. The Generalized Maxwell model with two units in parallel and the Burgers model represented the relaxation curves of stress satisfactorily. The viscoelastic properties varied in a way that they were less dependent on the thickness of the films.

Diatoms as indicators of lake trophic status

Relationships between surface sediment diatom assemblages and lake trophic status were studied in 50 Canadian Precambrian Shield lakes in the Muskoka-Haliburton and southern Ontario regions. The purpose of this study was to develop mathematical regression models to infer lake trophic status from diatom assemblage data. To achieve this goal, however, additional investigations dealing with the evaluation of lake trophic status and the autecological features of key diatom species were carried out. Because a unifying index and classification for lake trophic status was not available, a new multiple index was developed in this study, by the computation of the physical, chemical and biological data from 85 south Ontario lakes. By using the new trophic parameter, the lake trophic level (TL) was determined: TL = 1.37 In[1 +(TP x Chl-a / SD)], where, TP=total phosphorus, Chl-a=chlorophyll-a and SD=Secchi depth. The boundaries between 7 lake trophic categories (Ultra-oligotrophic lakes: 0-0.24; Oligotrophic lakes: 0.241-1.8; Oligomesotrophic lakes: 1.813.0; Mesotrophic lakes: 3.01-4.20; Mesoeutrophic lakes: 4.21-5.4; Eutrophic lakes: 5.41-10 and Hyper-eutrophic lakes: above 10) were established. The new trophic parameter was more convenient for management of water quality, communication to the public and comparison with other lake trophic status indices than many of the previously published indices because the TL index attempts to Increase understanding of the characteristics of lakes and their comprehensive trophic states. It is more reasonable and clear for a unifying determination of true trophic states of lakes. Diatom specIes autecology analysis was central to this thesis. However, the autecological relationship of diatom species and lake trophic status had not previously been well documented. Based on the investigation of the diatom composition and variety of species abundance in 30 study lakes, the distribution optima of diatom species were determined. These determinations were based on a quantitative method called "weighted average" (Charles 1985). On this basis, the diatom species were classified into five trophic categories (oligotrophic, oligomesotrophic, mesotrophic, mesoeutrophic and eutrophic species groups). The resulting diatom trophic status autecological features were used in the regressIon analysis between diatom assemblages and lake trophic status. When the TL trophic level values of the 30 lakes were regressed against their fi ve corresponding diatom trophic groups, the two mathematical equations for expressing the assumed linear relationship between the diatom assemblages composition were determined by (1) uSIng a single regression technique: Trophic level of lake (TL) = 2.643 - 7.575 log (Index D) (r = 0.88 r2 = 0.77 P = 0.0001; n = 30) Where, Index D = (0% + OM% + M%)/(E% + ME% + M%); 4 (2) uSIng a' multiple regressIon technique: TL=4.285-0.076 0%- 0.055 OM% - 0.026 M% + 0.033 ME% + 0.065 E% (r=0.89, r2=0.792, P=O.OOOl, n=30) There was a significant correlation between measured and diatom inferred trophic levels both by single and multiple regressIon methods (P < 0.0001, n=20), when both models were applied to another 20 test lakes. Their correlation coefficients (r2 ) were also statistically significant (r2 >0.68, n=20). As such, the two transfer function models between diatoms and lake trophic status were validated. The two models obtained as noted above were developed using one group of lakes and then tested using an entirely different group of lakes. This study indicated that diatom assemblages are sensitive to lake trophic status. As indicators of lake trophic status, diatoms are especially useful in situations where no local trophic information is available and in studies of the paleotrophic history of lakes. Diatom autecological information was used to develop a theory assessing water quality and lake trophic status.

Pigment orientation changes detected by low temperature linear dichroism spectroscopy: cold-hardening transition in phycobilisome-containing organisms

Low temperature (77K) linear dichroism spectroscopy was used to characterize pigment orientation changes accompanying the light state transition in the cyanobacterium, Synechococcus sp. pee 6301, and cold-hardening in winter rye (Secale cereale L. cv. Puma). Samples were oriented for spectroscopy using the gel squeezing method (Abdourakhmanov et aI., 1979) and brought to 77K in liquid nitrogen. The linear dichroism (LD) spectra of Synechococcus 6301 phycobilisome/thylakoid membrane fragments cross-linked in light state 1 and light state 2 with glutaraldehyde showed differences in both chlorophyll a and phycobilin orientation. A decrease in the relative amplitude of the 681nm chlorophyll a positive LD peak was observed in membrane fragments in state 2. Reorientation of the phycobilisome (PBS) during the transition to state 2 resulted in an increase in core allophycocyanin absorption parallel to the membrane, and a decrease in rod phycocyanin parallel absorption. This result supports the "spillover" and "PBS detachment" models of the light state transition in PBS-containing organisms, but not the "mobile PBS" model. A model was proposed for PBS reorientation upon transition to state 2, consisting of a tilt in the antenna complex with respect to the membrane plane. Linear dichroism spectra of PBS/thylakoid fragments from the red alga, Porphyridium cruentum, grown in green light (containing relatively more PSI) and red light (containing relatively more PSll) were compared to identify chlorophyll a absorption bands associated with each photosystem. Spectra from red light - grown samples had a larger positive LD signal on the short wavelength side of the 686nm chlorophyll a peak than those from green light - grown fragments. These results support the identification of the difference in linear dichroism seen at 681nm in Synechococcus spectra as a reorientation of PSll chromophores. Linear dichroism spectra were taken of thylakoid membranes isolated from winter rye grown at 20°C (non-hardened) and 5°C (cold-hardened). Differences were seen in the orientation of chlorophyll b relative to chlorophyll a. An increase in parallel absorption was identified at the long-wavelength chlorophyll a absorption peak, along with a decrease in parallel absorption from chlorophyll b chromophores. The same changes in relative pigment orientation were seen in the LD of isolated hardened and non-hardened light-harvesting antenna complexes (LHCII). It was concluded that orientational differences in LHCII pigments were responsible for thylakoid LD differences. Changes in pigment orientation, along with differences observed in long-wavelength absorption and in the overall magnitude of LD in hardened and non-hardened complexes, could be explained by the higher LHCII monomer:oligomer ratio in hardened rye (Huner et ai., 1987) if differences in this ratio affect differential light scattering properties, or fluctuation of chromophore orientation in the isolated LHCII sample.

An Eigenfunction Approach for Volatility Modeling.

In this paper, we introduce a new approach for volatility modeling in discrete and continuous time. We follow the stochastic volatility literature by assuming that the variance is a function of a state variable. However, instead of assuming that the loading function is ad hoc (e.g., exponential or affine), we assume that it is a linear combination of the eigenfunctions of the conditional expectation (resp. infinitesimal generator) operator associated to the state variable in discrete (resp. continuous) time. Special examples are the popular log-normal and square-root models where the eigenfunctions are the Hermite and Laguerre polynomials respectively. The eigenfunction approach has at least six advantages: i) it is general since any square integrable function may be written as a linear combination of the eigenfunctions; ii) the orthogonality of the eigenfunctions leads to the traditional interpretations of the linear principal components analysis; iii) the implied dynamics of the variance and squared return processes are ARMA and, hence, simple for forecasting and inference purposes; (iv) more importantly, this generates fat tails for the variance and returns processes; v) in contrast to popular models, the variance of the variance is a flexible function of the variance; vi) these models are closed under temporal aggregation.