The transform likelihood ratio method for rare event simulation with heavy tails

We present a novel method, called the transform likelihood ratio (TLR) method, for estimation of rare event probabilities with heavy-tailed distributions. Via a simple transformation ( change of variables) technique the TLR method reduces the original rare event probability estimation with heavy tail distributions to an equivalent one with light tail distributions. Once this transformation has been established we estimate the rare event probability via importance sampling, using the classical exponential change of measure or the standard likelihood ratio change of measure. In the latter case the importance sampling distribution is chosen from the same parametric family as the transformed distribution. We estimate the optimal parameter vector of the importance sampling distribution using the cross-entropy method. We prove the polynomial complexity of the TLR method for certain heavy-tailed models and demonstrate numerically its high efficiency for various heavy-tailed models previously thought to be intractable. We also show that the TLR method can be viewed as a universal tool in the sense that not only it provides a unified view for heavy-tailed simulation but also can be efficiently used in simulation with light-tailed distributions. We present extensive simulation results which support the efficiency of the TLR method.

Correspondências científicas como uma relação didática entre história e ensino de matemática: o exemplo das cartas de Euler a uma princesa da Alemanha

Lettres àune Princesse d'Allemagne sur divers sujets de physique et de philosophie (Letters to a Princess of Germany on various topics of physics and philosophy) is the work taken as an object of study of this thesis. It is a literary success written in the eighteenth century by the Swiss mathematician and physicist Leonhard Paul Euler (1707-1783) in order to meet a request from the Prussian king, Frederick II, the Great (1712-1786) to accept to guide the intellectual education of his niece, the young princess Anhalt-Dessau (1745-1808). The method of teaching and learning through letters elected to the education of the German monarch resulted in a collection of 234 matches in which Euler theory is about music, Philosophy, Mechanics, Optics, Astronomy, Theology and Ethics among others. The research seeks to point out mathematical content contained in this reference work based on the exploitation and adaptation of original historical works as an articulator of development activities for teaching mathematics in basic education and in accordance with the National Curriculum Parameters of Mathematics (NCP) work. The general objective point out the limits and didactic potential of Lettres à une Princesse d'Allemagne sur divers sujets de physique et de philosophie as a source of support for teachers of basic education in developing activities for teaching mathematics. The discussions raised point to concrete possibilities of entanglement between the extracted mathematical content of the bulge of the work with current teaching methodologies from resizing the use of letters according to Freire's pedagogical perspective of the correspondence, and especially the use of new communication channels in the century XXI, both aimed at dialogue and approximation between those who write and those who read.

A New Method for Modeling Free Surface Flows and Fluid-structure Interaction with Ocean Applications

The computational modeling of ocean waves and ocean-faring devices poses numerous challenges. Among these are the need to stably and accurately represent both the fluid-fluid interface between water and air as well as the fluid-structure interfaces arising between solid devices and one or more fluids. As techniques are developed to stably and accurately balance the interactions between fluid and structural solvers at these boundaries, a similarly pressing challenge is the development of algorithms that are massively scalable and capable of performing large-scale three-dimensional simulations on reasonable time scales. This dissertation introduces two separate methods for approaching this problem, with the first focusing on the development of sophisticated fluid-fluid interface representations and the second focusing primarily on scalability and extensibility to higher-order methods.

We begin by introducing the narrow-band gradient-augmented level set method (GALSM) for incompressible multiphase Navier-Stokes flow. This is the first use of the high-order GALSM for a fluid flow application, and its reliability and accuracy in modeling ocean environments is tested extensively. The method demonstrates numerous advantages over the traditional level set method, among these a heightened conservation of fluid volume and the representation of subgrid structures.

Next, we present a finite-volume algorithm for solving the incompressible Euler equations in two and three dimensions in the presence of a flow-driven free surface and a dynamic rigid body. In this development, the chief concerns are efficiency, scalability, and extensibility (to higher-order and truly conservative methods). These priorities informed a number of important choices: The air phase is substituted by a pressure boundary condition in order to greatly reduce the size of the computational domain, a cut-cell finite-volume approach is chosen in order to minimize fluid volume loss and open the door to higher-order methods, and adaptive mesh refinement (AMR) is employed to focus computational effort and make large-scale 3D simulations possible. This algorithm is shown to produce robust and accurate results that are well-suited for the study of ocean waves and the development of wave energy conversion (WEC) devices.

Finite Sampling Exponential Bounds

Thesis (Ph.D.)--University of Washington, 2016-08

A deformation model of flexible, high area-to-mass ratio debris under perturbations and validation method

A new type of space debris was recently discovered by Schildknecht in near -geosynchronous orbit (GEO). These objects were later identified as exhibiting properties associated with High Area-to-Mass ratio (HAMR) objects. According to their brightness magnitudes (light curve), high rotation rates and composition properties (albedo, amount of specular and diffuse reflection, colour, etc), it is thought that these objects are multilayer insulation (MLI). Observations have shown that this debris type is very sensitive to environmental disturbances, particularly solar radiation pressure, due to the fact that their shapes are easily deformed leading to changes in the Area-to-Mass ratio (AMR) over time. This thesis proposes a simple effective flexible model of the thin, deformable membrane with two different methods. Firstly, this debris is modelled with Finite Element Analysis (FEA) by using Bernoulli-Euler theory called “Bernoulli model”. The Bernoulli model is constructed with beam elements consisting 2 nodes and each node has six degrees of freedom (DoF). The mass of membrane is distributed in beam elements. Secondly, the debris based on multibody dynamics theory call “Multibody model” is modelled as a series of lump masses, connected through flexible joints, representing the flexibility of the membrane itself. The mass of the membrane, albeit low, is taken into account with lump masses in the joints. The dynamic equations for the masses, including the constraints defined by the connecting rigid rod, are derived using fundamental Newtonian mechanics. The physical properties of both flexible models required by the models (membrane density, reflectivity, composition, etc.), are assumed to be those of multilayer insulation. Both flexible membrane models are then propagated together with classical orbital and attitude equations of motion near GEO region to predict the orbital evolution under the perturbations of solar radiation pressure, Earth’s gravity field, luni-solar gravitational fields and self-shadowing effect. These results are then compared to two rigid body models (cannonball and flat rigid plate). In this investigation, when comparing with a rigid model, the evolutions of orbital elements of the flexible models indicate the difference of inclination and secular eccentricity evolutions, rapid irregular attitude motion and unstable cross-section area due to a deformation over time. Then, the Monte Carlo simulations by varying initial attitude dynamics and deformed angle are investigated and compared with rigid models over 100 days. As the results of the simulations, the different initial conditions provide unique orbital motions, which is significantly different in term of orbital motions of both rigid models. Furthermore, this thesis presents a methodology to determine the material dynamic properties of thin membranes and validates the deformation of the multibody model with real MLI materials. Experiments are performed in a high vacuum chamber (10-4 mbar) replicating space environment. A thin membrane is hinged at one end but free at the other. The free motion experiment, the first experiment, is a free vibration test to determine the damping coefficient and natural frequency of the thin membrane. In this test, the membrane is allowed to fall freely in the chamber with the motion tracked and captured through high velocity video frames. A Kalman filter technique is implemented in the tracking algorithm to reduce noise and increase the tracking accuracy of the oscillating motion. The forced motion experiment, the last test, is performed to determine the deformation characteristics of the object. A high power spotlight (500-2000W) is used to illuminate the MLI and the displacements are measured by means of a high resolution laser sensor. Finite Element Analysis (FEA) and multibody dynamics of the experimental setups are used for the validation of the flexible model by comparing with the experimental results of displacements and natural frequencies.

A Highly Improved Method For Sensitive Determination Of Amitriptyline In Pharmaceutical Formulations Using An Unmodified Carbon Nanotube Electrode In The Presence Of Sulfuric Acid.

The present paper describes a novel, simple and reliable differential pulse voltammetric method for determining amitriptyline (AMT) in pharmaceutical formulations. It has been described for many authors that this antidepressant is electrochemically inactive at carbon electrodes. However, the procedure proposed herein consisted in electrochemically oxidizing AMT at an unmodified carbon nanotube paste electrode in the presence of 0.1 mol L(-1) sulfuric acid used as electrolyte. At such concentration, the acid facilitated the AMT electroxidation through one-electron transfer at 1.33 V vs. Ag/AgCl, as observed by the augmentation of peak current. Concerning optimized conditions (modulation time 5 ms, scan rate 90 mV s(-1), and pulse amplitude 120 mV) a linear calibration curve was constructed in the range of 0.0-30.0 μmol L(-1), with a correlation coefficient of 0.9991 and a limit of detection of 1.61 μmol L(-1). The procedure was successfully validated for intra- and inter-day precision and accuracy. Moreover, its feasibility was assessed through analysis of commercial pharmaceutical formulations and it has been compared to the UV-vis spectrophotometric method used as standard analytical technique recommended by the Brazilian Pharmacopoeia.

Influence Of Delivery Method On Neuroprotection By Bone Marrow Mononuclear Cell Therapy Following Ventral Root Reimplantation With Fibrin Sealant.

The present work compared the local injection of mononuclear cells to the spinal cord lateral funiculus with the alternative approach of local delivery with fibrin sealant after ventral root avulsion (VRA) and reimplantation. For that, female adult Lewis rats were divided into the following groups: avulsion only, reimplantation with fibrin sealant; root repair with fibrin sealant associated with mononuclear cells; and repair with fibrin sealant and injected mononuclear cells. Cell therapy resulted in greater survival of spinal motoneurons up to four weeks post-surgery, especially when mononuclear cells were added to the fibrin glue. Injection of mononuclear cells to the lateral funiculus yield similar results to the reimplantation alone. Additionally, mononuclear cells added to the fibrin glue increased neurotrophic factor gene transcript levels in the spinal cord ventral horn. Regarding the motor recovery, evaluated by the functional peroneal index, as well as the paw print pressure, cell treated rats performed equally well as compared to reimplanted only animals, and significantly better than the avulsion only subjects. The results herein demonstrate that mononuclear cells therapy is neuroprotective by increasing levels of brain derived neurotrophic factor (BDNF) and glial derived neurotrophic factor (GDNF). Moreover, the use of fibrin sealant mononuclear cells delivery approach gave the best and more long lasting results.

Uv-vis Spectra As An Alternative To The Lowry Method For Quantify Hair Damage Induced By Surfactants.

It is well known that long term use of shampoo causes damage to human hair. Although the Lowry method has been widely used to quantify hair damage, it is unsuitable to determine this in the presence of some surfactants and there is no other method proposed in literature. In this work, a different method is used to investigate and compare the hair damage induced by four types of surfactants (including three commercial-grade surfactants) and water. Hair samples were immersed in aqueous solution of surfactants under conditions that resemble a shower (38 °C, constant shaking). These solutions become colored with time of contact with hair and its UV-vis spectra were recorded. For comparison, the amount of extracted proteins from hair by sodium dodecyl sulfate (SDS) and by water were estimated by the Lowry method. Additionally, non-pigmented vs. pigmented hair and also sepia melanin were used to understand the washing solution color and their spectra. The results presented herein show that hair degradation is mostly caused by the extraction of proteins, cuticle fragments and melanin granules from hair fiber. It was found that the intensity of solution color varies with the charge density of the surfactants. Furthermore, the intensity of solution color can be correlated to the amount of proteins quantified by the Lowry method as well as to the degree of hair damage. UV-vis spectrum of hair washing solutions is a simple and straightforward method to quantify and compare hair damages induced by different commercial surfactants.

Graded Meshes In Bio-thermal Problems With Transmission-line Modeling Method.

In this study, the transmission-line modeling (TLM) applied to bio-thermal problems was improved by incorporating several novel computational techniques, which include application of graded meshes which resulted in 9 times faster in computational time and uses only a fraction (16%) of the computational resources used by regular meshes in analyzing heat flow through heterogeneous media. Graded meshes, unlike regular meshes, allow heat sources to be modeled in all segments of the mesh. A new boundary condition that considers thermal properties and thus resulting in a more realistic modeling of complex problems is introduced. Also, a new way of calculating an error parameter is introduced. The calculated temperatures between nodes were compared against the results obtained from the literature and agreed within less than 1% difference. It is reasonable, therefore, to conclude that the improved TLM model described herein has great potential in heat transfer of biological systems.

Trichomes Related To An Unusual Method Of Water Retention And Protection Of The Stem Apex In An Arid Zone Perennial Species.

It is well known that trichomes protect plant organs, and several studies have investigated their role in the adaptation of plants to harsh environments. Recent studies have shown that the production of hydrophilic substances by glandular trichomes and the deposition of this secretion on young organs may facilitate water retention, thus preventing desiccation and favouring organ growth until the plant develops other protective mechanisms. Lychnophora diamantinana is a species endemic to the Brazilian 'campos rupestres' (rocky fields), a region characterized by intense solar radiation and water deficits. This study sought to investigate trichomes and the origin of the substances observed on the stem apices of L. diamantinana. Samples of stem apices, young and expanded leaves were studied using standard techniques, including light microscopy and scanning and transmission electron microscopy. Histochemical tests were used to identify the major groups of metabolites present in the trichomes and the hyaline material deposited on the apices. Non-glandular trichomes and glandular trichomes were observed. The material deposited on the stem apices was hyaline, highly hydrophilic and viscous. This hyaline material primarily consists of carbohydrates that result from the partial degradation of the cell wall of uniseriate trichomes. This degradation occurs at the same time that glandular trichomes secrete terpenoids, phenolic compounds and proteins. These results suggest that the non-glandular trichomes on the leaves of L. diamantinana help protect the young organ, particularly against desiccation, by deposition of highly hydrated substances on the apices. Furthermore, the secretion of glandular trichomes probably repels herbivore and pathogen attacks.

Tissue Microarray Is A Reliable Method For Immunohistochemical Analysis Of Pleomorphic Adenoma.

To determine the most adequate number and size of tissue microarray (TMA) cores for pleomorphic adenoma immunohistochemical studies. Eighty-two pleomorphic adenoma cases were distributed in 3 TMA blocks assembled in triplicate containing 1.0-, 2.0-, and 3.0-mm cores. Immunohistochemical analysis against cytokeratin 7, Ki67, p63, and CD34 were performed and subsequently evaluated with PixelCount, nuclear, and microvessel software applications. The 1.0-mm TMA presented lower results than 2.0- and 3.0-mm TMAs versus conventional whole section slides. Possibly because of an increased amount of stromal tissue, 3.0-mm cores presented a higher microvessel density. Comparing the results obtained with one, two, and three 2.0-mm cores, there was no difference between triplicate or duplicate TMAs and a single-core TMA. Considering the possible loss of cylinders during immunohistochemical reactions, 2.0-mm TMAs in duplicate are a more reliable approach for pleomorphic adenoma immunohistochemical study.

Use Of Experimental Design To Optimize A Triple-potential Waveform To Develop A Method For The Determination Of Streptomycin And Dihydrostreptomycin In Pharmaceutical Veterinary Dosage Forms By Hplc-pad.

An HPLC-PAD method using a gold working electrode and a triple-potential waveform was developed for the simultaneous determination of streptomycin and dihydrostreptomycin in veterinary drugs. Glucose was used as the internal standard, and the triple-potential waveform was optimized using a factorial and a central composite design. The optimum potentials were as follows: amperometric detection, E1=-0.15V; cleaning potential, E2=+0.85V; and reactivation of the electrode surface, E3=-0.65V. For the separation of the aminoglycosides and the internal standard of glucose, a CarboPac™ PA1 anion exchange column was used together with a mobile phase consisting of a 0.070 mol L(-1) sodium hydroxide solution in the isocratic elution mode with a flow rate of 0.8 mL min(-1). The method was validated and applied to the determination of streptomycin and dihydrostreptomycin in veterinary formulations (injection, suspension and ointment) without any previous sample pretreatment, except for the ointments, for which a liquid-liquid extraction was required before HPLC-PAD analysis. The method showed adequate selectivity, with an accuracy of 98-107% and a precision of less than 3.9%.

A Rapid And Simple Capillary Electrophoresis Method For Indirect Determination Of The Biocide 2,2-dibromo-3-nitrilo-propionamide (dbnpa) In Cooling Waters.

A capillary zone electrophoresis (CE) method was developed for the determination of the biocide 2,2-dibromo-3-nitrilo-propionamide (DBNPA) in water used in cooling systems. The biocide is indirectly determined by CE measurement of the concentration of bromide ions produced by the reaction between the DBNPA and bisulfite. The relationship between the bromide peak areas and the DBNPA concentrations showed a good linearity and a coefficient of determination (R(2)) of 0.9997 in the evaluated concentration range of 0-75 μmol L(-1). The detection and quantification limits for DBNPA were 0.23 and 0.75 μmol L(-1), respectively. The proposed CE method was successfully applied for the analysis of samples of tap water and cooling water spiked with DBNPA. The intra-day and inter-day (intermediary) precisions were lower than 2.8 and 6.2%, respectively. The DBNPA concentrations measured by the CE method were compared to the values obtained by a spectrophotometric method and were found to agree well.

Flow injection green method for the quantitative analysis of ketoconazole in pharmaceutical preparations

A flow injection method for the quantitative analysis of ketoconazole in tablets, based on the reaction with iron (III) ions, is presented. Ketoconazole forms a red complex with iron ions in an acid medium, with maximum absorbance at 495 nm. The detection limit was estimated to be 1×10--4 mol L-1; the quantitation limit is about 3×10--4 mol L-1 and approximately 30 determinations can be performed in an hour. The results were compared with those obtained with a reference HPLC method. Statistical comparisons were done using the Student's t procedure and the F test. Complete agreement was found at the 0.95 significance level between the proposed flow injection and the HPLC procedures. The two methods present similar precision, i.e., for HPLC the mean relative standard deviation was ca. 1.2% and for FIA ca. 1.6%.

A screening method for detection of hexavalent chromium levels in soils

A rapid and low cost method to determine Cr(VI) in soils based upon alkaline metal extraction at room temperature is proposed as a semi-quantitative procedure to be performed in the field. A color comparison with standards with contents of Cr(VI) in the range of 10 to 150 mg kg-1 was used throughout. For the different types of soils studied, more than 75% of the fortified soluble Cr(VI) were recovered for all levels of spike tested for both the proposed and standard methods. Recoveries of 83 and 99% were obtained for the proposed and the standard methods, respectively, taking into account the analysis of a heavily contaminated soil sample.