Electronic properties of liquid hydrogen fluoride: A sequential quantum mechanical/Born-Oppenheimer molecular dynamics approach

The electronic properties of liquid hydrogen fluoride (HF) were investigated by carrying out sequential quantum mechanics/Born-Oppenheimer molecular dynamics. The structure of the liquid is in good agreement with recent experimental information. Emphasis was placed on the analysis of polarisation effects, dynamic polarisability and electronic excitations in liquid HF. Our results indicate an increase in liquid phase of the dipole moment (similar to 0.5 D) and isotropic polarisability (5%) relative to their gas-phase values. Our best estimate for the first vertical excitation energy in liquid HF indicates a blue-shift of 0.4 +/- 0.2 eV relative to that of the gas-phase monomer (10.4 eV). (C) 2010 Elsevier B.V. All rights reserved.

Experimental evidence and model explanation for cell population characteristics modification when applying sequential photodynamic therapy

We present experimental evidence of the existence of cell variability in terms of threshold light dose for Hep G2 (liver cancer cells) cultured. Using a theoretical model to describe the effects caused by successive photodynamic therapy (PDT) sessions, and based on the consequences of a partial response we introduce the threshold dose distribution concept within a tumor. The experimental model consists in a stack of flasks, and simulates subsequent layers of a tissue exposed to PDT application. The result indicates that cells from the same culture could respond in different ways to similar PDT induced-damages. Moreover, the consequence is a partial killing of the cells submitted to PDT, and the death fraction decreased at each in vitro PDT session. To demonstrate the occurrence of cell population modification as a response to PDT, we constructed a simple theoretical model and assumed that the threshold dose distribution for a cell population of a tumor is represented by a modified Gaussian distribution.

Applying sequential injection analysis (SIA) and response surface methodology for optimization of Fenton-based processes

This work presents the use of sequential injection analysis (SIA) and the response surface methodology as a tool for optimization of Fenton-based processes. Alizarin red S dye (C.I. 58005) was used as a model compound for the anthraquinones family. whose pigments have a large use in coatings industry. The following factors were considered: [H(2)O(2)]:[Alizarin] and [H(2)O(2)]:[FeSO(4)] ratios and pH. The SIA system was designed to add reagents to the reactor and to perform on-line sampling of the reaction medium, sending the samples to a flow-through spectrophotometer for monitoring the color reduction of the dye. The proposed system fed the statistical program with degradation data for fast construction of response surface plots. After optimization, 99.7% of the dye was degraded and the TOC content was reduced to 35% of the original value. Low reagents consumption and high sampling throughput were the remarkable features of the SIA system. (C) 2008 Published by Elsevier B.V.

A study of the concurrent execution of parallel and sequential applications on a non-dedicated cluster

Computers of a non-dedicated cluster are often idle (users attend meetings, have lunch or coffee breaks) or lightly loaded (users carry out simple computations to support problem solving activities). These underutilised computers can be employed to execute parallel applications. Thus, these computers can be shared by parallel and sequential applications, which could lead to the improvement of their execution performance. However, there is a lack of experimental study showing the applications’ performance and the system utilization of executing parallel and sequential applications concurrently and concurrent execution of multiple parallel applications on a non-dedicated cluster. Here we present the result of an experimental study into load balancing based scheduling of mixtures of NAS Parallel Benchmarks and BYTE sequential applications on a very low cost non-dedicated cluster. This study showed that the proposed sharing provided performance boost as compared to the execution of the parallel load in isolation on a reduced number of computers and better cluster utilization. The results of this research were used not only to validate other researchers’ result generated by simulation but also to support our research mission of widening the use of non-dedicated clusters. Our promising results obtained could promote further research studies to convince universities, business and industry, which require a large amount of computing resources, to run parallel applications on their already owned non-dedicated clusters.

Application of sequential nonparametric confidence bands in finance

In a nonparametric setting, the functional form of the relationship between the response variable and the associated predictor variables is assumed to be unknown when data is fitted to the model. Non-parametric regression models can be used for the same types of applications such as estimation, prediction, calibration, and optimization that traditional regression models are used for. The main aim of nonparametric regression is to highlight an important structure in the data without any assumptions about the shape of an underlying regression function. Hence the nonparametric approach allows the data to speak for itself. Applications of sequential procedures to a nonparametric regression model at a given point are considered.

The primary goal of sequential analysis is to achieve a given accuracy by using the smallest possible sample sizes. These sequential procedures allow an experimenter to make decisions based on the smallest number of observations without compromising accuracy. In the nonparametric regression model with a random design based on independent and identically distributed pairs of observations (X ,Y ), where the regression function m(x) is given bym(x) = E(Y X = x), estimation of the Nadaraya-Watson kernel estimator (m (x)) NW and local linear kernel estimator (m (x)) LL for the curve m(x) is considered. In order to obtain asymptotic confidence intervals form(x), two stage sequential procedure is used under which some asymptotic properties of Nadaraya-Watson and local linear estimators have been obtained.

The proposed methodology is first tested with the help of simulated data from linear and nonlinear functions. Encouraged by the preliminary findings from simulation results, the proposed method is applied to estimate the nonparametric regression curve of CAPM.

Sequential fixed-width confidence bands for kernel regression estimation

We consider a random design model based on independent and identically distributed (iid) pairs of observations (Xi, Yi), where the regression function m(x) is given by m(x) = E(Yi|Xi = x) with one independent variable. In a nonparametric setting the aim is to produce a reasonable approximation to the unknown function m(x) when we have no precise information about the form of the true density, f(x) of X. We describe an estimation procedure of non-parametric regression model at a given point by some appropriately constructed fixed-width (2d) confidence interval with the confidence coefficient of at least 1−. Here, d(> 0) and 2 (0, 1) are two preassigned values. Fixed-width confidence intervals are developed using both Nadaraya-Watson and local linear kernel estimators of nonparametric regression with data-driven bandwidths.

The sample size was optimized using the purely and two-stage sequential procedure together with asymptotic properties of the Nadaraya-Watson and local linear estimators. A large scale simulation study was performed to compare their coverage accuracy. The numerical results indicate that the confidence bands based on the local linear estimator have the best performance than those constructed by using Nadaraya-Watson estimator. However both estimators are shown to have asymptotically correct coverage properties.

Estimating process capability index Cpm using a bootstrap sequential sampling procedure

Construction of a confidence interval for process capability index CPM is often based on a normal approximation with fixed sample size. In this article, we describe a different approach in constructing a fixed-width confidence interval for process capability index CPM with a preassigned accuracy by using a combination of bootstrap and sequential sampling schemes. The optimal sample size required to achieve a preassigned confidence level is obtained using both two-stage and modified two-stage sequential procedures. The procedure developed is also validated using an extensive simulation study.

Two-stage sequential procedure for nonparametric regression estimation

In nonparametric statistics the functional form of the relationship between the response variable and its associated predictor variables is unspecified but it is assumed to be a smooth function. We develop a procedure for constructing a fixed width confidence interval for the predicted value at a specified point of the independent variable. The optimal sample size for constructing this interval is obtained using a two stage sequential procedure which relies on some asymptotic properties of the Nadaraya--Watson and local linear estimators. Finally, a large scale simulation study demonstrates the applicability of the developed procedure for small and moderate sample sizes. The procedure developed here should find wide applicability since many practical problems which arise in industry involve estimating an unknown function.

Sample size determination for kernel regression estimation using sequential fixed-width confidence bands

We consider a random design model based on independent and identically distributed pairs of observations (Xi, Yi), where the regression function m(x) is given by m(x) = E(Yi|Xi = x) with one independent variable. In a nonparametric setting the aim is to produce a reasonable approximation to the unknown function m(x) when we have no precise information about the form of the true density, f(x) of X. We describe an estimation procedure of non-parametric regression model at a given point by some appropriately constructed fixed-width (2d) confidence interval with the confidence coefficient of at least 1−. Here, d(> 0) and 2 (0, 1) are two preassigned values. Fixed-width confidence intervals are developed using both Nadaraya-Watson and local linear kernel estimators of nonparametric regression with data-driven bandwidths. The sample size was optimized using the purely and two-stage sequential procedures together with asymptotic properties of the Nadaraya-Watson and local linear estimators. A large scale simulation study was performed to compare their coverage accuracy. The numerical results indicate that the confi dence bands based on the local linear estimator have the better performance than those constructed by using Nadaraya-Watson estimator. However both estimators are shown to have asymptotically correct coverage properties.

Step by step analyzing, modeling and simulation of single and double array PV system in different environmental variability

This research analyses the mathematical model of the PV array with all the parameters involved, in the sequential steps. Then it is going to simulate the I-V and P-V characteristics of PV array in different climatology conditions, by using both MATLAB M-file and Simulink. Finally the capability of this method is demonstrated in simulated results, which are performed for both Single and Double Array PV system.

Simulation-based smoothing and filtering in factor stochastic volatility models : two econometric applications

In this article we use factor models to describe a certain class of covariance structure for financiaI time series models. More specifical1y, we concentrate on situations where the factor variances are modeled by a multivariate stochastic volatility structure. We build on previous work by allowing the factor loadings, in the factor mo deI structure, to have a time-varying structure and to capture changes in asset weights over time motivated by applications with multi pIe time series of daily exchange rates. We explore and discuss potential extensions to the models exposed here in the prediction area. This discussion leads to open issues on real time implementation and natural model comparisons.

Simulation -based smoothing and filtering in factor stochastic volatility models : two econometric applications (July-2001)

The past decade has wítenessed a series of (well accepted and defined) financial crises periods in the world economy. Most of these events aI,"e country specific and eventually spreaded out across neighbor countries, with the concept of vicinity extrapolating the geographic maps and entering the contagion maps. Unfortunately, what contagion represents and how to measure it are still unanswered questions. In this article we measure the transmission of shocks by cross-market correlation\ coefficients following Forbes and Rigobon's (2000) notion of shift-contagion,. Our main contribution relies upon the use of traditional factor model techniques combined with stochastic volatility mo deIs to study the dependence among Latin American stock price indexes and the North American indexo More specifically, we concentrate on situations where the factor variances are modeled by a multivariate stochastic volatility structure. From a theoretical perspective, we improve currently available methodology by allowing the factor loadings, in the factor model structure, to have a time-varying structure and to capture changes in the series' weights over time. By doing this, we believe that changes and interventions experienced by those five countries are well accommodated by our models which learns and adapts reasonably fast to those economic and idiosyncratic shocks. We empirically show that the time varying covariance structure can be modeled by one or two common factors and that some sort of contagion is present in most of the series' covariances during periods of economical instability, or crisis. Open issues on real time implementation and natural model comparisons are thoroughly discussed.

Group Sequential Communication (GSC): Especificação e Análise de Desempenho de umMecanismo de Comunicação de Tempo Real Compatível ao Padrão IEEE 802.11/11e Aplicado à Automação Industrial

This thesis proposes the specification and performance analysis of a real-time communication mechanism for IEEE 802.11/11e standard. This approach is called Group Sequential Communication (GSC). The GSC has a better performance for dealing with small data packets when compared to the HCCA mechanism by adopting a decentralized medium access control using a publish/subscribe communication scheme. The main objective of the thesis is the HCCA overhead reduction of the Polling, ACK and QoS Null frames exchanged between the Hybrid Coordinator and the polled stations. The GSC eliminates the polling scheme used by HCCA scheduling algorithm by using a Virtual Token Passing procedure among members of the real-time group to whom a high-priority and sequential access to communication medium is granted. In order to improve the reliability of the mechanism proposed into a noisy channel, it is presented an error recovery scheme called second chance algorithm. This scheme is based on block acknowledgment strategy where there is a possibility of retransmitting when missing real-time messages. Thus, the GSC mechanism maintains the real-time traffic across many IEEE 802.11/11e devices, optimized bandwidth usage and minimal delay variation for data packets in the wireless network. For validation purpose of the communication scheme, the GSC and HCCA mechanisms have been implemented in network simulation software developed in C/C++ and their performance results were compared. The experiments show the efficiency of the GSC mechanism, especially in industrial communication scenarios.

Optimization Strategies Based on Sequential Quadratic Programming Applied for a Fermentation Process for Butanol Production

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Simulação geoestatística e classificação numérica para o delineamento de unidade de mapeamento de atributos e erosão do solo

Pós-graduação em Agronomia (Ciência do Solo) - FCAV