The folding of knotted proteins: insights from lattice simulations

We carry out systematic Monte Carlo simulations of Go lattice proteins to investigate and compare the folding processes of two model proteins whose native structures differ from each other due to the presence of a trefoil knot located near the terminus of one of the protein chains. We show that the folding time of the knotted fold is larger than that of the unknotted protein and that this difference in folding time is particularly striking in the temperature region below the optimal folding temperature. Both proteins display similar folding transition temperatures, which is indicative of similar thermal stabilities. By using the folding probability reaction coordinate as an estimator of folding progression we have found out that the formation of the knot is mainly a late folding event in our shallow knot system.

Simulation of default events in a CDX and estimation of the spread

The portfolio generating the iTraxx EUR index is modeled by coupled Markov chains. Each of the industries of the portfolio evolves according to its own Markov transition matrix. Using a variant of the method of moments, the model parameters are estimated from a data set of Standard and Poor's. Swap spreads are evaluated by Monte-Carlo simulations. Along with an actuarially fair spread, at least squares spread is considered.

Mapping atmospheric pollutants emissions in European countries

In this paper we present a methodology which enables the graphical representation, in a bi-dimensional Euclidean space, of atmospheric pollutants emissions in European countries. This approach relies on the use of Multidimensional Unfolding (MDU), an exploratory multivariate data analysis technique. This technique illustrates both the relationships between the emitted gases and the gases and their geographical origins. The main contribution of this work concerns the evaluation of MDU solutions. We use simulated data to define thresholds for the model fitting measures, allowing the MDU output quality evaluation. The quality assessment of the model adjustment is thus carried out as a step before interpretation of the gas types and geographical origins results. The MDU maps analysis generates useful insights, with an immediate substantive result and enables the formulation of hypotheses for further analysis and modeling.

New physics contributions to A(FB)(t(t)over-bar) at the Tevatron

The Tevatron has measured a discrepancy relative to the standard model prediction in the forward-backward asymmetry in top quark pair production. This asymmetry grows with the rapidity difference of the two top quarks. It also increases with the invariant mass of the t (t) over bar pair, reaching, for high invariant masses, 3.4 standard deviations above the next-to-leading order prediction for the charge asymmetry of QCD. However, perfect agreement between experiment and the standard model was found in both total and differential cross section of top quark pair production. As this result could be a sign of new physics we have parametrized this new physics in terms of a complete set of dimension six operators involving the top quark. We have then used a Markov chain Monte Carlo approach in order to find the best set of parameters that fits the data, using all available data regarding top quark pair production at the Tevatron. We have found that just a very small number of operators are able to fit the data better than the standard model.

Communication: The criticality of self-assembled rigid rods on triangular lattices

The criticality of self-assembled rigid rods on triangular lattices is investigated using Monte Carlo simulation. We find a continuous transition between an ordered phase, where the rods are oriented along one of the three (equivalent) lattice directions, and a disordered one. We conclude that equilibrium polydispersity of the rod lengths does not affect the critical behavior, as we found that the criticality is the same as that of monodisperse rodson the same lattice, in contrast with the results of recently published work on similar models. (C) 2011 American Institute of Physics. [doi:10.1063/1.3556665]

A influência dos parâmetros nas estimativas VAR: caso prático

Dissertação de Mestrado em Finanças Empresariais

Re-entrant phase behaviour of network fluids: A patchy particle model with temperature-dependent valence

We study a model consisting of particles with dissimilar bonding sites ("patches"), which exhibits self-assembly into chains connected by Y-junctions, and investigate its phase behaviour by both simulations and theory. We show that, as the energy cost epsilon(j) of forming Y-junctions increases, the extent of the liquid-vapour coexistence region at lower temperatures and densities is reduced. The phase diagram thus acquires a characteristic "pinched" shape in which the liquid branch density decreases as the temperature is lowered. To our knowledge, this is the first model in which the predicted topological phase transition between a fluid composed of short chains and a fluid rich in Y-junctions is actually observed. Above a certain threshold for epsilon(j), condensation ceases to exist because the entropy gain of forming Y-junctions can no longer offset their energy cost. We also show that the properties of these phase diagrams can be understood in terms of a temperature-dependent effective valence of the patchy particles. (C) 2011 American Institute of Physics. [doi: 10.1063/1.3605703]

Reentrant Phase Diagram of Network Fluids

We introduce a microscopic model for particles with dissimilar patches which displays an unconventional "pinched'' phase diagram, similar to the one predicted by Tlusty and Safran in the context of dipolar fluids [Science 290, 1328 (2000)]. The model-based on two types of patch interactions, which account, respectively, for chaining and branching of the self-assembled networks-is studied both numerically via Monte Carlo simulations and theoretically via first-order perturbation theory. The dense phase is rich in junctions, while the less-dense phase is rich in chain ends. The model provides a reference system for a deep understanding of the competition between condensation and self-assembly into equilibrium-polymer chains.

Estudo dosimétrico comparativo do Acuros® XB: algoritmo avançado de cálculo de dose com o AAA – Anisotropic Analytical Alghorithm, em tratamentos de radioterapia externa com a técnica de RapidArc™

Mestrado em Radioterapia.

Power systems reliability calculation based on fuzzy data mining

This paper presents a methodology supported on the data base knowledge discovery process (KDD), in order to find out the failure probability of electrical equipments’, which belong to a real electrical high voltage network. Data Mining (DM) techniques are used to discover a set of outcome failure probability and, therefore, to extract knowledge concerning to the unavailability of the electrical equipments such us power transformers and high-voltages power lines. The framework includes several steps, following the analysis of the real data base, the pre-processing data, the application of DM algorithms, and finally, the interpretation of the discovered knowledge. To validate the proposed methodology, a case study which includes real databases is used. This data have a heavy uncertainty due to climate conditions for this reason it was used fuzzy logic to determine the set of the electrical components failure probabilities in order to reestablish the service. The results reflect an interesting potential of this approach and encourage further research on the topic.

Sobre a ideia de participação

Forma de Vida é um fórum bimestral de literatura e ideias.

Three-dimensional patchy lattice model for empty fluids

The phase diagram of a simple model with two patches of type A and ten patches of type B (2A10B) on the face centred cubic lattice has been calculated by simulations and theory. Assuming that there is no interaction between the B patches the behavior of the system can be described in terms of the ratio of the AB and AA interactions, r. Our results show that, similarly to what happens for related off-lattice and two-dimensional lattice models, the liquid-vapor phase equilibria exhibit reentrant behavior for some values of the interaction parameters. However, for the model studied here the liquid-vapor phase equilibria occur for values of r lower than 1/3, a threshold value which was previously thought to be universal for 2AnB models. In addition, the theory predicts that below r = 1/3 (and above a new condensation threshold which is < 1/3) the reentrant liquid-vapor equilibria are so extreme that it exhibits a closed loop with a lower critical point, a very unusual behavior in single-component systems. An order-disorder transition is also observed at higher densities than the liquid-vapor equilibria, which shows that the liquid-vapor reentrancy occurs in an equilibrium region of the phase diagram. These findings may have implications in the understanding of the condensation of dipolar hard spheres given the analogy between that system and the 2AnB models considered here. (C) 2012 American Institute of Physics. [http://dx.doi.org/10.1063/1.4771591]

Nonmonotonic Magnetic Susceptibility of Dipolar Hard-Spheres at Low Temperature and Density

We investigate, via numerical simulations, mean field, and density functional theories, the magnetic response of a dipolar hard sphere fluid at low temperatures and densities, in the region of strong association. The proposed parameter-free theory is able to capture both the density and temperature dependence of the ring-chain equilibrium and the contribution to the susceptibility of a chain of generic length. The theory predicts a nonmonotonic temperature dependence of the initial (zero field) magnetic susceptibility, arising from the competition between magnetically inert particle rings and magnetically active chains. Monte Carlo simulation results closely agree with the theoretical findings. DOI: 10.1103/PhysRevLett.110.148306

Computing the phase diagram of binary mixtures: A patchy particle case study

We investigate the phase behaviour of 2D mixtures of bi-functional and three-functional patchy particles and 3D mixtures of bi-functional and tetra-functional patchy particles by means of Monte Carlo simulations and Wertheim theory. We start by computing the critical points of the pure systems and then we investigate how the critical parameters change upon lowering the temperature. We extend the successive umbrella sampling method to mixtures to make it possible to extract information about the phase behaviour of the system at a fixed temperature for the whole range of densities and compositions of interest. (C) 2013 AIP Publishing LLC.

Branching points in the low-temperature dipolar hard sphere fluid

In this contribution, we investigate the low-temperature, low-density behaviour of dipolar hard-sphere (DHS) particles, i.e., hard spheres with dipoles embedded in their centre. We aim at describing the DHS fluid in terms of a network of chains and rings (the fundamental clusters) held together by branching points (defects) of different nature. We first introduce a systematic way of classifying inter-cluster connections according to their topology, and then employ this classification to analyse the geometric and thermodynamic properties of each class of defects, as extracted from state-of-the-art equilibrium Monte Carlo simulations. By computing the average density and energetic cost of each defect class, we find that the relevant contribution to inter-cluster interactions is indeed provided by (rare) three-way junctions and by four-way junctions arising from parallel or anti-parallel locally linear aggregates. All other (numerous) defects are either intra-cluster or associated to low cluster-cluster interaction energies, suggesting that these defects do not play a significant part in the thermodynamic description of the self-assembly processes of dipolar hard spheres. (C) 2013 AIP Publishing LLC.