Attribute charts for monitoring the mean vector of bivariate processes

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

A Single Statistic for Monitoring the Covariance Matrix of Bivariate Processes

In this article, we present a new control chart for monitoring the covariance matrix in a bivariate process. In this method, n observations of the two variables were considered as if they came from a single variable (as a sample of 2n observations), and a sample variance was calculated. This statistic was used to build a new control chart specifically as a VMIX chart. The performance of the new control chart was compared with its main competitors: the generalized sampled variance chart, the likelihood ratio test, Nagao's test, probability integral transformation (v(t)), and the recently proposed VMAX chart. Among these statistics, only the VMAX chart was competitive with the VMIX chart. For shifts in both variances, the VMIX chart outperformed VMAX; however, VMAX showed better performance for large shifts (higher than 10%) in one variance.

Computer simulation studies of vector spin glasses

Die vorliegende Doktorarbeit befasst sich mit klassischen Vektor-Spingläsern eine Art von ungeordneten Magneten - auf verschiedenen Gittertypen. Da siernbedeutsam für eine experimentelle Realisierung sind, ist ein theoretisches Verständnis von Spinglas-Modellen mit wenigen Spinkomponenten und niedriger Gitterdimension von großer Bedeutung. Da sich dies jedoch als sehr schwierigrnerweist, sind neue, aussichtsreiche Ansätze nötig. Diese Arbeit betrachtet daher den Limesrnunendlich vieler Spindimensionen. Darin entstehen mehrere Vereinfachungen im Vergleichrnzu Modellen niedriger Spindimension, so dass für dieses bedeutsame Problem Eigenschaften sowohl bei Temperatur Null als auch bei endlichen Temperaturenrnüberwiegend mit numerischen Methoden ermittelt werden. Sowohl hyperkubische Gitter als auch ein vielseitiges 1d-Modell werden betrachtet. Letzteres erlaubt es, unterschiedliche Universalitätsklassen durch bloßes Abstimmen eines einzigen Parameters zu untersuchen. "Finite-size scaling''-Formen, kritische Exponenten, Quotienten kritischer Exponenten und andere kritische Größen werden nahegelegt und mit numerischen Ergebnissen verglichen. Eine detaillierte Beschreibung der Herleitungen aller numerisch ausgewerteter Gleichungen wird ebenso angegeben. Bei Temperatur Null wird eine gründliche Untersuchung der Grundzustände und Defektenergien gemacht. Eine Reihe interessanter Größen wird analysiert und insbesondere die untere kritische Dimension bestimmt. Bei endlicher Temperatur sind der Ordnungsparameter und die Spinglas-Suszeptibilität über die numerisch berechnete Korrelationsmatrix zugänglich. Das Spinglas-Modell im Limes unendlich vieler Spinkomponenten kann man als Ausgangspunkt zur Untersuchung der natürlicheren Modelle mit niedriger Spindimension betrachten. Wünschenswert wäre natürlich ein Modell, das die Vorteile des ersten mit den Eigenschaften des zweiten verbände. Daher wird in Modell mit Anisotropie vorgeschlagen und getestet, mit welchem versucht wird, dieses Ziel zu erreichen. Es wird auf reizvolle Wege hingewiesen, das Modell zu nutzen und eine tiefergehende Beschäftigung anzuregen. Zuletzt werden sogenannte "real-space" Renormierungsgruppenrechnungen sowohl analytisch als auch numerisch für endlich-dimensionale Vektor-Spingläser mit endlicher Anzahl von Spinkomponenten durchgeführt. Dies wird mit einer zuvor bestimmten neuen Migdal-Kadanoff Rekursionsrelation geschehen. Neben anderen Größen wird die untere kritische Dimension bestimmt.

Exclusive vector meson production in pp collisions at the COMPASS experiment

Produktionsmechanismen für Teilchenproduktion im mittleren Energiebereich wurden in Proton-Proton Kollisionen innerhalb der COMPASS-Kollaboration mit Hilfe des COMPASS-Spektrometers am SPS Beschleuniger am CERN untersucht. Die verschiedenen Produktionsmechanismen werden mittels Produktion der Vektormesonen omega und phi studiert und können die diffraktive Anregung des Strahlteilchens mit anschliessendem Zerfall der Resonanz, zentrale Produktion und den damit verwandten “Shake-off” Mechanismus enthalten. Die für diese Arbeit verwendeten Daten wurden in den Jahren 2008 und 2009 mit 190 GeV/c-Protonen aufgenommen, die auf ein Flüssigwasserstofftarget trafen. Das Target war von einem Rückstoßprotonendetektor umgeben, der ein integraler Bestandteil des neuentwickelten Hadrontriggersystems ist. Für dieses System wurden außerdem einige neue Detektoren gebaut. Die Leistungsfähigkeit des Rückstoßprotonendetektors und des Triggersystems wird untersucht und Effizienzen extrahiert. Außerdem wird sowohl eine Methode zur Rekonstruktion von Rückstoßprotonen als auch eine Methode zur Kalibration des Rückstoßprotonendetektors entwickelt und beschrieben. Die Produktion von omega-Mesonen wurde in der Reaktion pp -> p omega p, omega -> pi+pi-pi0 und die Produktion von phi-Mesonen in der Reaktion pp -> p phi p, phi -> K+K- bei einem Impulsübertrag zwischen 0.1 (GeV/c)^2 und 1 (GeV/c)^2 gemessen. Das Produktionsverhältnis s(pp -> p phi p)/s(pp -> p omega p) wird als Funktion des longitudinalen Impulsanteils xF bestimmt und mit der Vorhersage durch die Zweigregel verglichen. Es ergibt sich eine signifikante Verletzung der Zweigregel, die abhängig von xF ist. Die Verletzung wird in Verbindung zu resonanten Strukturen im pomega-Massenspektrum diskutiert. Die xF-Abhängigkeit verschwindet, wenn man die Region niedriger pomega- und pphi-Masse entfernt, die solche resonanten Strukturen aufweist. Zusätzlich wird die Spinausrichtung bzw. das Spindichtematrixelement rho00 für omega- und phi-Mesonen untersucht. Die Spinausrichtung wird im Helizitätssystemrnanalysiert, welches für eine Abgrenzung von resonanten, diffraktiven Anregungen geeignet ist. Außerdem wird die Spinausrichtung in einem Referenzsystem mit Bezug auf die Richtung des Impulsübertrags untersucht, mit dessen Hilfe zentrale Prozesse wie zentrale Produktion oder “shake-off” abgegrenzt werden. Auch hier wird eine Abhängigkeit von xF und der invarianten Masse des pomega-Systems beobachtet. Diese Abhängigkeit kann wieder auf die resonanten Strukturen in der Produktion von omega-Mesonen zurückgeführt werden. Die Ergebnisse werden abschließend im Hinblick auf die verschiedenen Produktionsmechanismen diskutiert.

Weighted geometric mean of large-scale matrices: numerical analysis and algorithms

Computing the weighted geometric mean of large sparse matrices is an operation that tends to become rapidly intractable, when the size of the matrices involved grows. However, if we are not interested in the computation of the matrix function itself, but just in that of its product times a vector, the problem turns simpler and there is a chance to solve it even when the matrix mean would actually be impossible to compute. Our interest is motivated by the fact that this calculation has some practical applications, related to the preconditioning of some operators arising in domain decomposition of elliptic problems. In this thesis, we explore how such a computation can be efficiently performed. First, we exploit the properties of the weighted geometric mean and find several equivalent ways to express it through real powers of a matrix. Hence, we focus our attention on matrix powers and examine how well-known techniques can be adapted to the solution of the problem at hand. In particular, we consider two broad families of approaches for the computation of f(A) v, namely quadrature formulae and Krylov subspace methods, and generalize them to the pencil case f(A\B) v. Finally, we provide an extensive experimental evaluation of the proposed algorithms and also try to assess how convergence speed and execution time are influenced by some characteristics of the input matrices. Our results suggest that a few elements have some bearing on the performance and that, although there is no best choice in general, knowing the conditioning and the sparsity of the arguments beforehand can considerably help in choosing the best strategy to tackle the problem.

Inhibition of HIV-1 multiplication by a modified U7 snRNA inducing Tat and Rev exon skipping

The HIV-1 regulatory proteins Tat and Rev are encoded by multiply spliced mRNAs that differ by the use of alternative 3' splice sites at the beginning of the internal exon. If these internal exons are skipped, the expression of these genes, and hence HIV-1 multiplication, should be inhibited. We have previously developed a strategy, based on antisense derivatives of U7 small nuclear RNA, that allows us to induce the skipping of an internal exon in virtually any gene. Here, we have successfully applied this approach to induce a partial skipping of the Tat, Rev (and Nef) internal exons. Three functional U7 constructs were subcloned into a lentiviral vector. Two of them strongly reduced the efficiency of lentiviral particle production compared to vectors carrying either no U7 insert or unrelated U7 cassettes. This defect could be partly or fully compensated by coexpressing Rev from an unspliced mRNA in the producing cell line. Upon stable transduction into CEM-SS or CEM T-lymphocytes, the most efficient of these constructs inhibits HIV-1 multiplication. Although the inhibition is not complete, it is more efficient in combination with another mechanism inhibiting HIV multiplication. Therefore, this new approach targeting HIV-1 regulatory genes at the level of pre-mRNA splicing, in combination with other antiviral strategies, may be a useful new tool in the fight against HIV/AIDS. Copyright (c) 2007 John Wiley & Sons, Ltd

SPATIAL UNDERSTANDING OF MATRIX INVERSION FOR INVERSE FORCE ESTIMATION

A basic approach to study a NVH problem is to break down the system in three basic elements – source, path and receiver. While the receiver (response) and the transfer path can be measured, it is difficult to measure the source (forces) acting on the system. It becomes necessary to predict these forces to know how they influence the responses. This requires inverting the transfer path. Singular Value Decomposition (SVD) method is used to decompose the transfer path matrix into its principle components which is required for the inversion. The usual approach to force prediction requires rejecting the small singular values obtained during SVD by setting a threshold, as these small values dominate the inverse matrix. This assumption of the threshold may be subjected to rejecting important singular values severely affecting force prediction. The new approach discussed in this report looks at the column space of the transfer path matrix which is the basis for the predicted response. The response participation is an indication of how the small singular values influence the force participation. The ability to accurately reconstruct the response vector is important to establish a confidence in force vector prediction. The goal of this report is to suggest a solution that is mathematically feasible, physically meaningful, and numerically more efficient through examples. This understanding adds new insight to the effects of current code and how to apply algorithms and understanding to new codes.

Adaptive sensing for target tracking applications

In a statistical inference scenario, the estimation of target signal or its parameters is done by processing data from informative measurements. The estimation performance can be enhanced if we choose the measurements based on some criteria that help to direct our sensing resources such that the measurements are more informative about the parameter we intend to estimate. While taking multiple measurements, the measurements can be chosen online so that more information could be extracted from the data in each measurement process. This approach fits well in Bayesian inference model often used to produce successive posterior distributions of the associated parameter. We explore the sensor array processing scenario for adaptive sensing of a target parameter. The measurement choice is described by a measurement matrix that multiplies the data vector normally associated with the array signal processing. The adaptive sensing of both static and dynamic system models is done by the online selection of proper measurement matrix over time. For the dynamic system model, the target is assumed to move with some distribution and the prior distribution at each time step is changed. The information gained through adaptive sensing of the moving target is lost due to the relative shift of the target. The adaptive sensing paradigm has many similarities with compressive sensing. We have attempted to reconcile the two approaches by modifying the observation model of adaptive sensing to match the compressive sensing model for the estimation of a sparse vector.

Inhibition of HIV-1 multiplication by antisense U7 snRNAs and siRNAs targeting cyclophilin A.

Human immunodeficiency virus 1 (HIV-1) multiplication depends on a cellular protein, cyclophilin A (CyPA), that gets integrated into viral particles. Because CyPA is not required for cell viability, we attempted to block its synthesis in order to inhibit HIV-1 replication. For this purpose, we used antisense U7 small nuclear RNAs (snRNAs) that disturb CyPA pre-mRNA splicing and short interfering RNAs (siRNAs) that target CyPA mRNA for degradation. With dual-specificity U7 snRNAs targeting the 3' and 5' splice sites of CyPA exons 3 or 4, we obtained an efficient skipping of these exons and a strong reduction of CyPA protein. Furthermore, short interfering RNAs targeting two segments of the CyPA coding region strongly reduced CyPA mRNA and protein levels. Upon lentiviral vector-mediated transduction, prolonged antisense effects were obtained for both types of antisense RNAs in the human T-cell line CEM-SS. These transduced CEM-SS cells showed a delayed, and for the siRNAs also reduced, HIV-1 multiplication. Since the two types of antisense RNAs function by different mechanisms, combining the two approaches may result in a synergistic effect.

Analysis and design of multirate synchronous sampling schemes for sparse multiband signals

We consider the problem of developing efficient sampling schemes for multiband sparse signals. Previous results on multicoset sampling implementations that lead to universal sampling patterns (which guarantee perfect reconstruction), are based on a set of appropriate interleaved analog to digital converters, all of them operating at the same sampling frequency. In this paper we propose an alternative multirate synchronous implementation of multicoset codes, that is, all the analog to digital converters in the sampling scheme operate at different sampling frequencies, without need of introducing any delay. The interleaving is achieved through the usage of different rates, whose sum is significantly lower than the Nyquist rate of the multiband signal. To obtain universal patterns the sampling matrix is formulated and analyzed. Appropriate choices of the parameters, that is the block length and the sampling rates, are also proposed.

Design of universal multicoset sampling patterns for compressed sensing of multiband sparse signals

Many problems in digital communications involve wideband radio signals. As the most recent example, the impressive advances in Cognitive Radio systems make even more necessary the development of sampling schemes for wideband radio signals with spectral holes. This is equivalent to considering a sparse multiband signal in the framework of Compressive Sampling theory. Starting from previous results on multicoset sampling and recent advances in compressive sampling, we analyze the matrix involved in the corresponding reconstruction equation and define a new method for the design of universal multicoset codes, that is, codes guaranteeing perfect reconstruction of the sparse multiband signal.

Matrix-free time-stepping methods for the solution of TriGlobal instability problems

La inmensa mayoría de los flujos de relevancia ingenieril permanecen sin estudiar en el marco de la teoría de estabilidad global. Esto es debido a dos razones fundamentalmente, las dificultades asociadas con el análisis de los flujos turbulentos y los inmensos recursos computacionales requeridos para obtener la solución del problema de autovalores asociado al análisis de inestabilidad de flujos tridimensionales, también conocido como problema TriGlobal. En esta tesis se aborda el problema asociado con la tridimensionalidad. Se ha desarrollado una metodología general para obtener soluciones de problemas de análisis modal de las inestabilidades lineales globales mediante el acoplamiento de métodos de evolución temporal, desarrollados en este trabajo, con códigos de mecánica de fluidos computacional de segundo orden, utilizados de forma general en la industria. Esta metodología consiste en la resolución del problema de autovalores asociado al análisis de inestabilidad mediante métodos de proyección en subespacios de Krylov, con la particularidad de que dichos subespacios son generados por medio de la integración temporal de un vector inicial usando cualquier código de mecánica de fluidos computacional. Se han elegido tres problemas desafiantes en función de la exigencia de recursos computacionales necesarios y de la complejidad física para la demostración de la presente metodología: (i) el flujo en el interior de una cavidad tridimensional impulsada por una de sus tapas, (ii) el flujo alrededor de un cilindro equipado con aletas helicoidales a lo largo su envergadura y (iii) el flujo a través de una cavidad abierta tridimensinal en ausencia de homogeneidades espaciales. Para la validación de la tecnología se ha obtenido la solución del problema TriGlobal asociado al flujo en la cavidad tridimensional, utilizando el método de evolución temporal desarrollado acoplado con los operadores numéricos de flujo incompresible del código CFD OpenFOAM (código libre). Los resultados obtenidos coinciden plentamente con la literatura. La aplicación de esta metodología al estudio de inestabilidades globales de flujos abiertos tridimensionales ha proporcionado por primera vez, información sobre la transición tridimensional de estos flujos. Además, la metodología ha sido adaptada para resolver problemas adjuntos TriGlobales, permitiendo el control de flujo basado en modificaciones de las inestabilidades globales. Finalmente, se ha demostrado que la cantidad moderada de los recursos computacionales requeridos para la solución del problema de valor propio TriGlobal usando este método numérico, junto a su versatilidad al poder acoplarse a cualquier código aerodinámico, permite la realización de análisis de inestabilidad global y control de flujos complejos de relevancia industrial. Abstract Most flows of engineering relevance still remain unexplored in a global instability theory context for two reasons. First, because of the difficulties associated with the analysis of turbulent flows and, second, for the formidable computational resources required for the solution of the eigenvalue problem associated with the instability analysis of three-dimensional base flows, also known as TriGlobal problem. In this thesis, the problem associated with the three-dimensionality is addressed by means of the development of a general approach to the solution of large-scale global linear instability analysis by coupling a time-stepping approach with second order aerodynamic codes employed in industry. Three challenging flows in the terms of required computational resources and physical complexity have been chosen for demonstration of the present methodology; (i) the flow inside a wall-bounded three-dimensional lid-driven cavity, (ii) the flow past a cylinder fitted with helical strakes and (iii) the flow over a inhomogeneous three-dimensional open cavity. Results in excellent agreement with the literature have been obtained for the three-dimensional lid-driven cavity by using this methodology coupled with the incompressible solver of the open-source toolbox OpenFOAM®, which has served as validation. Moreover, significant physical insight of the instability of three-dimensional open flows has been gained through the application of the present time-stepping methodology to the other two cases. In addition, modifications to the present approach have been proposed in order to perform adjoint instability analysis of three-dimensional base flows and flow control; validation and TriGlobal examples are presented. Finally, it has been demonstrated that the moderate amount of computational resources required for the solution of the TriGlobal eigenvalue problem using this method enables the performance of instability analysis and control of flows of industrial relevance.

Linear Sparse Differential Resultant Formulas

Let P be a system of n linear nonhomogeneous ordinary differential polynomials in a set U of n-1 differential indeterminates. Differential resultant formulas are presented to eliminate the differential indeterminates in U from P. These formulas are determinants of coefficient matrices of appropriate sets of derivatives of the differential polynomials in P, or in a linear perturbation Pe of P. In particular, the formula dfres(P) is the determinant of a matrix M(P) having no zero columns if the system P is ``super essential". As an application, if the system PP is sparse generic, such formulas can be used to compute the differential resultant dres(PP) introduced by Li, Gao and Yuan.

Sparse differential resultant formulas: between the linear and the nonlinear case

A matrix representation of the sparse differential resultant is the basis for efficient computation algorithms, whose study promises a great contribution to the development and applicability of differential elimination techniques. It is shown how sparse linear differential resultant formulas provide bounds for the order of derivation, even in the nonlinear case, and they also provide (in many cases) the bridge with results in the nonlinear algebraic case.

Integrin α6Aβ1 Induces CD81-dependent Cell Motility without Engaging the Extracellular Matrix Migration Substrate

It is well established that integrins and extracellular matrix (ECM) play key roles in cell migration, but the underlying mechanisms are poorly defined. We describe a novel mechanism whereby the integrin α6β1, a laminin receptor, can affect cell motility and induce migration onto ECM substrates with which it is not engaged. By using DNA-mediated gene transfer, we expressed the human integrin subunit α6A in murine embryonic stem (ES) cells. ES cells expressing α6A (ES6A) at the surface dimerized with endogenous β1, extended numerous filopodia and lamellipodia, and were intensely migratory in haptotactic assays on laminin (LN)-1. Transfected α6A was responsible for these effects, because cells transfected with control vector or α6B, a cytoplasmic domain α6 isoform, displayed compact morphology and no migration, like wild-type ES cells. The ES6A migratory phenotype persisted on fibronectin (Fn) and Ln-5. Adhesion inhibition assays indicated that α6β1 did not contribute detectably to adhesion to these substrates in ES cells. However, anti-α6 antibodies completely blocked migration of ES6A cells on Fn or Ln-5. Control experiments with monensin and anti-ECM antibodies indicated that this inhibition could not be explained by deposition of an α6β1 ligand (e.g., Ln-1) by ES cells. Cross-linking with secondary antibody overcame the inhibitory effect of anti-α6 antibodies, restoring migration or filopodia extension on Fn and Ln-5. Thus, to induce migration in ES cells, α6Aβ1 did not have to engage with an ECM ligand but likely participated in molecular interactions sensitive to anti-α6β1 antibody and mimicked by cross-linking. Antibodies to the tetraspanin CD81 inhibited α6Aβ1-induced migration but had no effect on ES cell adhesion. It is known that CD81 is physically associated with α6β1, therefore our results suggest a mechanism by which interactions between α6Aβ1 and CD81 may up-regulate cell motility, affecting migration mediated by other integrins.