Assessment of variance components in nonlinear mixed-effects elliptical models

The issue of assessing variance components is essential in deciding on the inclusion of random effects in the context of mixed models. In this work we discuss this problem by supposing nonlinear elliptical models for correlated data by using the score-type test proposed in Silvapulle and Silvapulle (1995). Being asymptotically equivalent to the likelihood ratio test and only requiring the estimation under the null hypothesis, this test provides a fairly easy computable alternative for assessing one-sided hypotheses in the context of the marginal model. Taking into account the possible non-normal distribution, we assume that the joint distribution of the response variable and the random effects lies in the elliptical class, which includes light-tailed and heavy-tailed distributions such as Student-t, power exponential, logistic, generalized Student-t, generalized logistic, contaminated normal, and the normal itself, among others. We compare the sensitivity of the score-type test under normal, Student-t and power exponential models for the kinetics data set discussed in Vonesh and Carter (1992) and fitted using the model presented in Russo et al. (2009). Also, a simulation study is performed to analyze the consequences of the kurtosis misspecification.

Bartlett corrections in Birnbaum-Saunders nonlinear regression models

Lemonte and Cordeiro [Birnbaum-Saunders nonlinear regression models, Comput. Stat. Data Anal. 53 (2009), pp. 4441-4452] introduced a class of Birnbaum-Saunders (BS) nonlinear regression models potentially useful in lifetime data analysis. We give a general matrix Bartlett correction formula to improve the likelihood ratio (LR) tests in these models. The formula is simple enough to be used analytically to obtain several closed-form expressions in special cases. Our results generalize those in Lemonte et al. [Improved likelihood inference in Birnbaum-Saunders regressions, Comput. Stat. DataAnal. 54 (2010), pp. 1307-1316], which hold only for the BS linear regression models. We consider Monte Carlo simulations to show that the corrected tests work better than the usual LR tests.

Phase-Locked loops lock-in range in Frequency Modulated-Atomic Force Microscope nonlinear control system

Since the mid 1980s the Atomic Force Microscope is one the most powerful tools to perform surface investigation, and since 1995 Non-Contact AFM achieved true atomic resolution. The Frequency-Modulated Atomic Force Microscope (FM-AFM) operates in the dynamic mode, which means that the control system of the FM-AFM must force the micro-cantilever to oscillate with constant amplitude and frequency. However, tip-sample interaction forces cause modulations in the microcantilever motion. A Phase-Locked loop (PLL) is used to demodulate the tip-sample interaction forces from the microcantilever motion. The demodulated signal is used as the feedback signal to the control system, and to generate both topographic and dissipation images. As a consequence, a proper design of the PLL is vital to the FM-AFM performance. In this work, using bifurcation analysis, the lock-in range of the PLL is determined as a function of the frequency shift (Q) of the microcantilever and of the other design parameters, providing a technique to properly design the PLL in the FM-AFM system. (C) 2011 Elsevier B.V. All rights reserved.

Nonlinear estimation of neural processing time from BOLD signal with application to decision-making

The extraction of information about neural activity timing from BOLD signal is a challenging task as the shape of the BOLD curve does not directly reflect the temporal characteristics of electrical activity of neurons. In this work, we introduce the concept of neural processing time (NPT) as a parameter of the biophysical model of the hemodynamic response function (HRF). Through this new concept we aim to infer more accurately the duration of neuronal response from the highly nonlinear BOLD effect. The face validity and applicability of the concept of NPT are evaluated through simulations and analysis of experimental time series. The results of both simulation and application were compared with summary measures of HRF shape. The experiment that was analyzed consisted of a decision-making paradigm with simultaneous emotional distracters. We hypothesize that the NPT in primary sensory areas, like the fusiform gyrus, is approximately the stimulus presentation duration. On the other hand, in areas related to processing of an emotional distracter, the NPT should depend on the experimental condition. As predicted, the NPT in fusiform gyrus is close to the stimulus duration and the NPT in dorsal anterior cingulate gyrus depends on the presence of an emotional distracter. Interestingly, the NPT in right but not left dorsal lateral prefrontal cortex depends on the stimulus emotional content. The summary measures of HRF obtained by a standard approach did not detect the variations observed in the NPT. Hum Brain Mapp, 2012. (C) 2010 Wiley Periodicals, Inc.

LONG TIME CORRELATIONS OF NONLINEAR LUTTINGER LIQUIDS

An overview is given of the limitations of Luttinger liquid theory in describing the real time equilibrium dynamics of critical one-dimensional systems with nonlinear dispersion relation. After exposing the singularities of perturbation theory in band curvature effects that break the Lorentz invariance of the Tomonaga-Luttinger model, the origin of high frequency oscillations in the long time behaviour of correlation functions is discussed. The notion that correlations decay exponentially at finite temperature is challenged by the effects of diffusion in the density-density correlation due to umklapp scattering in lattice models.

Analysis of nonlinear dynamics of vocal folds using high-speed video observation and biomechanical modeling

Primary voice production occurs in the larynx through vibrational movements carried out by vocal folds. However, many problems can affect this complex system resulting in voice disorders. In this context, time-frequency-shape analysis based on embedding phase space plots and nonlinear dynamics methods have been used to evaluate the vocal fold dynamics during phonation. For this purpose, the present work used high-speed video to record the vocal fold movements of three subjects and extract the glottal area time series using an image segmentation algorithm. This signal is used for an optimization method which combines genetic algorithms and a quasi-Newton method to optimize the parameters of a biomechanical model of vocal folds based on lumped elements (masses, springs and dampers). After optimization, this model is capable of simulating the dynamics of recorded vocal folds and their glottal pulse. Bifurcation diagrams and phase space analysis were used to evaluate the behavior of this deterministic system in different circumstances. The results showed that this methodology can be used to extract some physiological parameters of vocal folds and reproduce some complex behaviors of these structures contributing to the scientific and clinical evaluation of voice production. (C) 2010 Elsevier Inc. All rights reserved.

A new approach for modeling and control of nonlinear systems via norm-bounded linear differential inclusions

A systematic approach to model nonlinear systems using norm-bounded linear differential inclusions (NLDIs) is proposed in this paper. The resulting NLDI model is suitable for the application of linear control design techniques and, therefore, it is possible to fulfill certain specifications for the underlying nonlinear system, within an operating region of interest in the state-space, using a linear controller designed for this NLDI model. Hence, a procedure to design a dynamic output feedback controller for the NLDI model is also proposed in this paper. One of the main contributions of the proposed modeling and control approach is the use of the mean-value theorem to represent the nonlinear system by a linear parameter-varying model, which is then mapped into a polytopic linear differential inclusion (PLDI) within the region of interest. To avoid the combinatorial problem that is inherent of polytopic models for medium- and large-sized systems, the PLDI is transformed into an NLDI, and the whole process is carried out ensuring that all trajectories of the underlying nonlinear system are also trajectories of the resulting NLDI within the operating region of interest. Furthermore, it is also possible to choose a particular structure for the NLDI parameters to reduce the conservatism in the representation of the nonlinear system by the NLDI model, and this feature is also one important contribution of this paper. Once the NLDI representation of the nonlinear system is obtained, the paper proposes the application of a linear control design method to this representation. The design is based on quadratic Lyapunov functions and formulated as search problem over a set of bilinear matrix inequalities (BMIs), which is solved using a two-step separation procedure that maps the BMIs into a set of corresponding linear matrix inequalities. Two numerical examples are given to demonstrate the effectiveness of the proposed approach.

Model-based reuse for crosscutting frameworks: assessing reuse and maintenance effort

Abstract Background Over the last years, a number of researchers have investigated how to improve the reuse of crosscutting concerns. New possibilities have emerged with the advent of aspect-oriented programming, and many frameworks were designed considering the abstractions provided by this new paradigm. We call this type of framework Crosscutting Frameworks (CF), as it usually encapsulates a generic and abstract design of one crosscutting concern. However, most of the proposed CFs employ white-box strategies in their reuse process, requiring two mainly technical skills: (i) knowing syntax details of the programming language employed to build the framework and (ii) being aware of the architectural details of the CF and its internal nomenclature. Also, another problem is that the reuse process can only be initiated as soon as the development process reaches the implementation phase, preventing it from starting earlier. Method In order to solve these problems, we present in this paper a model-based approach for reusing CFs which shields application engineers from technical details, letting him/her concentrate on what the framework really needs from the application under development. To support our approach, two models are proposed: the Reuse Requirements Model (RRM) and the Reuse Model (RM). The former must be used to describe the framework structure and the later is in charge of supporting the reuse process. As soon as the application engineer has filled in the RM, the reuse code can be automatically generated. Results We also present here the result of two comparative experiments using two versions of a Persistence CF: the original one, whose reuse process is based on writing code, and the new one, which is model-based. The first experiment evaluated the productivity during the reuse process, and the second one evaluated the effort of maintaining applications developed with both CF versions. The results show the improvement of 97% in the productivity; however little difference was perceived regarding the effort for maintaining the required application. Conclusion By using the approach herein presented, it was possible to conclude the following: (i) it is possible to automate the instantiation of CFs, and (ii) the productivity of developers are improved as long as they use a model-based instantiation approach.

Model and control of tendon actuated robots

The use of tendons for the transmission of the forces and the movements in robotic devices has been investigated from several researchers all over the world. The interest in this kind of actuation modality is based on the possibility of optimizing the position of the actuators with respect to the moving part of the robot, in the reduced weight, high reliability, simplicity in the mechanic design and, finally, in the reduced cost of the resulting kinematic chain. After a brief discussion about the benefits that the use of tendons can introduce in the motion control of a robotic device, the design and control aspects of the UB Hand 3 anthropomorphic robotic hand are presented. In particular, the tendon-sheaths transmission system adopted in the UB Hand 3 is analyzed and the problem of force control and friction compensation is taken into account. The implementation of a tendon based antagonistic actuated robotic arm is then investigated. With this kind of actuation modality, and by using transmission elements with nonlinear force/compression characteristic, it is possible to achieve simultaneous stiffness and position control, improving in this way the safety of the device during the operation in unknown environments and in the case of interaction with other robots or with humans. The problem of modeling and control of this type of robotic devices is then considered and the stability analysis of proposed controller is reported. At the end, some tools for the realtime simulation of dynamic systems are presented. This realtime simulation environment has been developed with the aim of improving the reliability of the realtime control applications both for rapid prototyping of controllers and as teaching tools for the automatic control courses.

Nonlinear/electromagnetic co-simulation of microwaves and millimeter-waves links

The Ph.D. thesis describes the simulations of different microwave links from the transmitter to the receiver intermediate-frequency ports, by means of a rigorous circuit-level nonlinear analysis approach coupled with the electromagnetic characterization of the transmitter and receiver front ends. This includes a full electromagnetic computation of the radiated far field which is used to establish the connection between transmitter and receiver. Digitally modulated radio-frequency drive is treated by a modulation-oriented harmonic-balance method based on Krylov-subspace model-order reduction to allow the handling of large-size front ends. Different examples of links have been presented: an End-to-End link simulated by making use of an artificial neural network model; the latter allows a fast computation of the link itself when driven by long sequences of the order of millions of samples. In this way a meaningful evaluation of such link performance aspects as the bit error rate becomes possible at the circuit level. Subsequently, a work focused on the co-simulation an entire link including a realistic simulation of the radio channel has been presented. The channel has been characterized by means of a deterministic approach, such as Ray Tracing technique. Then, a 2x2 multiple-input multiple-output antenna link has been simulated; in this work near-field and far-field coupling between radiating elements, as well as the environment factors, has been rigorously taken into account. Finally, within the scope to simulate an entire ultra-wideband link, the transmitting side of an ultrawideband link has been designed, and an interesting Front-End co-design technique application has been setup.

Application-oriented Mixed Integer Non-Linear Programming

In the most recent years there is a renovate interest for Mixed Integer Non-Linear Programming (MINLP) problems. This can be explained for different reasons: (i) the performance of solvers handling non-linear constraints was largely improved; (ii) the awareness that most of the applications from the real-world can be modeled as an MINLP problem; (iii) the challenging nature of this very general class of problems. It is well-known that MINLP problems are NP-hard because they are the generalization of MILP problems, which are NP-hard themselves. However, MINLPs are, in general, also hard to solve in practice. We address to non-convex MINLPs, i.e. having non-convex continuous relaxations: the presence of non-convexities in the model makes these problems usually even harder to solve. The aim of this Ph.D. thesis is to give a flavor of different possible approaches that one can study to attack MINLP problems with non-convexities, with a special attention to real-world problems. In Part 1 of the thesis we introduce the problem and present three special cases of general MINLPs and the most common methods used to solve them. These techniques play a fundamental role in the resolution of general MINLP problems. Then we describe algorithms addressing general MINLPs. Parts 2 and 3 contain the main contributions of the Ph.D. thesis. In particular, in Part 2 four different methods aimed at solving different classes of MINLP problems are presented. Part 3 of the thesis is devoted to real-world applications: two different problems and approaches to MINLPs are presented, namely Scheduling and Unit Commitment for Hydro-Plants and Water Network Design problems. The results show that each of these different methods has advantages and disadvantages. Thus, typically the method to be adopted to solve a real-world problem should be tailored on the characteristics, structure and size of the problem. Part 4 of the thesis consists of a brief review on tools commonly used for general MINLP problems, constituted an integral part of the development of this Ph.D. thesis (especially the use and development of open-source software). We present the main characteristics of solvers for each special case of MINLP.

Designing and Programming Organizational Infrastructures for Agents situated in Artifact-based Environments

Actual trends in software development are pushing the need to face a multiplicity of diverse activities and interaction styles characterizing complex and distributed application domains, in such a way that the resulting dynamics exhibits some grade of order, i.e. in terms of evolution of the system and desired equilibrium. Autonomous agents and Multiagent Systems are argued in literature as one of the most immediate approaches for describing such a kind of challenges. Actually, agent research seems to converge towards the definition of renewed abstraction tools aimed at better capturing the new demands of open systems. Besides agents, which are assumed as autonomous entities purposing a series of design objectives, Multiagent Systems account new notions as first-class entities, aimed, above all, at modeling institutional/organizational entities, placed for normative regulation, interaction and teamwork management, as well as environmental entities, placed as resources to further support and regulate agent work. The starting point of this thesis is recognizing that both organizations and environments can be rooted in a unifying perspective. Whereas recent research in agent systems seems to account a set of diverse approaches to specifically face with at least one aspect within the above mentioned, this work aims at proposing a unifying approach where both agents and their organizations can be straightforwardly situated in properly designed working environments. In this line, this work pursues reconciliation of environments with sociality, social interaction with environment based interaction, environmental resources with organizational functionalities with the aim to smoothly integrate the various aspects of complex and situated organizations in a coherent programming approach. Rooted in Agents and Artifacts (A&A) meta-model, which has been recently introduced both in the context of agent oriented software engineering and programming, the thesis promotes the notion of Embodied Organizations, characterized by computational infrastructures attaining a seamless integration between agents, organizations and environmental entities.

Electrothermal characterization and nonlinear modelling of GaN transistors for telecommunication circuit design

This thesis starts showing the main characteristics and application fields of the AlGaN/GaN HEMT technology, focusing on reliability aspects essentially due to the presence of low frequency dispersive phenomena which limit in several ways the microwave performance of this kind of devices. Based on an equivalent voltage approach, a new low frequency device model is presented where the dynamic nonlinearity of the trapping effect is taken into account for the first time allowing considerable improvements in the prediction of very important quantities for the design of power amplifier such as power added efficiency, dissipated power and internal device temperature. An innovative and low-cost measurement setup for the characterization of the device under low-frequency large-amplitude sinusoidal excitation is also presented. This setup allows the identification of the new low frequency model through suitable procedures explained in detail. In this thesis a new non-invasive empirical method for compact electrothermal modeling and thermal resistance extraction is also described. The new contribution of the proposed approach concerns the non linear dependence of the channel temperature on the dissipated power. This is very important for GaN devices since they are capable of operating at relatively high temperatures with high power densities and the dependence of the thermal resistance on the temperature is quite relevant. Finally a novel method for the device thermal simulation is investigated: based on the analytical solution of the tree-dimensional heat equation, a Visual Basic program has been developed to estimate, in real time, the temperature distribution on the hottest surface of planar multilayer structures. The developed solver is particularly useful for peak temperature estimation at the design stage when critical decisions about circuit design and packaging have to be made. It facilitates the layout optimization and reliability improvement, allowing the correct choice of the device geometry and configuration to achieve the best possible thermal performance.

Analysis of nonlinear diffusion equations of second and fourth order

Wegen der fortschreitenden Miniaturisierung von Halbleiterbauteilen spielen Quanteneffekte eine immer wichtigere Rolle. Quantenphänomene werden gewöhnlich durch kinetische Gleichungen beschrieben, aber manchmal hat eine fluid-dynamische Beschreibung Vorteile: die bessere Nutzbarkeit für numerische Simulationen und die einfachere Vorgabe von Randbedingungen. In dieser Arbeit werden drei Diffusionsgleichungen zweiter und vierter Ordnung untersucht. Der erste Teil behandelt die implizite Zeitdiskretisierung und das Langzeitverhalten einer degenerierten Fokker-Planck-Gleichung. Der zweite Teil der Arbeit besteht aus der Untersuchung des viskosen Quantenhydrodynamischen Modells in einer Raumdimension und dessen Langzeitverhaltens. Im letzten Teil wird die Existenz von Lösungen einer parabolischen Gleichung vierter Ordnung in einer Raumdimension bewiesen, und deren Langzeitverhalten studiert.

Black-scholes type equations

In this work we are concerned with the analysis and numerical solution of Black-Scholes type equations arising in the modeling of incomplete financial markets and an inverse problem of determining the local volatility function in a generalized Black-Scholes model from observed option prices. In the first chapter a fully nonlinear Black-Scholes equation which models transaction costs arising in option pricing is discretized by a new high order compact scheme. The compact scheme is proved to be unconditionally stable and non-oscillatory and is very efficient compared to classical schemes. Moreover, it is shown that the finite difference solution converges locally uniformly to the unique viscosity solution of the continuous equation. In the next chapter we turn to the calibration problem of computing local volatility functions from market data in a generalized Black-Scholes setting. We follow an optimal control approach in a Lagrangian framework. We show the existence of a global solution and study first- and second-order optimality conditions. Furthermore, we propose an algorithm that is based on a globalized sequential quadratic programming method and a primal-dual active set strategy, and present numerical results. In the last chapter we consider a quasilinear parabolic equation with quadratic gradient terms, which arises in the modeling of an optimal portfolio in incomplete markets. The existence of weak solutions is shown by considering a sequence of approximate solutions. The main difficulty of the proof is to infer the strong convergence of the sequence. Furthermore, we prove the uniqueness of weak solutions under a smallness condition on the derivatives of the covariance matrices with respect to the solution, but without additional regularity assumptions on the solution. The results are illustrated by a numerical example.