Multiscale modeling of lamellar mesophases

The mesoscale simulation of a lamellar mesophase based on a free energy functional is examined with the objective of determining the relationship between the parameters in the model and molecular parameters. Attention is restricted to a symmetric lamellar phase with equal volumes of hydrophilic and hydrophobic components. Apart from the lamellar spacing, there are two parameters in the free energy functional. One of the parameters, r, determines the sharpness of the interface, and it is shown how this parameter can be obtained from the interface profile in a molecular simulation. The other parameter, A, provides an energy scale. Analytical expressions are derived to relate these parameters to r and A to the bending and compression moduli and the permeation constant in the macroscopic equation to the Onsager coefficient in the concentration diffusion equation. The linear hydrodynamic response predicted by the theory is verified by carrying out a mesoscale simulation using the lattice-Boltzmann technique and verifying that the analytical predictions are in agreement with simulation results. A macroscale model based on the layer thickness field and the layer normal field is proposed, and the relationship between the parameters in the macroscale model from the parameters in the mesoscale free energy functional is obtained.

Modeling strategies in longitudinal data analysis: Covariate, variance function and correlation structure selection

A modeling paradigm is proposed for covariate, variance and working correlation structure selection for longitudinal data analysis. Appropriate selection of covariates is pertinent to correct variance modeling and selecting the appropriate covariates and variance function is vital to correlation structure selection. This leads to a stepwise model selection procedure that deploys a combination of different model selection criteria. Although these criteria find a common theoretical root based on approximating the Kullback-Leibler distance, they are designed to address different aspects of model selection and have different merits and limitations. For example, the extended quasi-likelihood information criterion (EQIC) with a covariance penalty performs well for covariate selection even when the working variance function is misspecified, but EQIC contains little information on correlation structures. The proposed model selection strategies are outlined and a Monte Carlo assessment of their finite sample properties is reported. Two longitudinal studies are used for illustration.

Projecting future expansion of invasive species: Comparing and improving methodologies for species distribution modeling

Modeling the distributions of species, especially of invasive species in non-native ranges, involves multiple challenges. Here, we developed some novel approaches to species distribution modeling aimed at reducing the influences of such challenges and improving the realism of projections. We estimated species-environment relationships with four modeling methods run with multiple scenarios of (1) sources of occurrences and geographically isolated background ranges for absences, (2) approaches to drawing background (absence) points, and (3) alternate sets of predictor variables. We further tested various quantitative metrics of model evaluation against biological insight. Model projections were very sensitive to the choice of training dataset. Model accuracy was much improved by using a global dataset for model training, rather than restricting data input to the species’ native range. AUC score was a poor metric for model evaluation and, if used alone, was not a useful criterion for assessing model performance. Projections away from the sampled space (i.e. into areas of potential future invasion) were very different depending on the modeling methods used, raising questions about the reliability of ensemble projections. Generalized linear models gave very unrealistic projections far away from the training region. Models that efficiently fit the dominant pattern, but exclude highly local patterns in the dataset and capture interactions as they appear in data (e.g. boosted regression trees), improved generalization of the models. Biological knowledge of the species and its distribution was important in refining choices about the best set of projections. A post-hoc test conducted on a new Partenium dataset from Nepal validated excellent predictive performance of our “best” model. We showed that vast stretches of currently uninvaded geographic areas on multiple continents harbor highly suitable habitats for Parthenium hysterophorus L. (Asteraceae; parthenium). However, discrepancies between model predictions and parthenium invasion in Australia indicate successful management for this globally significant weed. This article is protected by copyright. All rights reserved.

Projecting future expansion of invasive species: Comparing and improving methodologies for species distribution modeling

Modeling the distributions of species, especially of invasive species in non-native ranges, involves multiple challenges. Here, we developed some novel approaches to species distribution modeling aimed at reducing the influences of such challenges and improving the realism of projections. We estimated species-environment relationships with four modeling methods run with multiple scenarios of (1) sources of occurrences and geographically isolated background ranges for absences, (2) approaches to drawing background (absence) points, and (3) alternate sets of predictor variables. We further tested various quantitative metrics of model evaluation against biological insight. Model projections were very sensitive to the choice of training dataset. Model accuracy was much improved by using a global dataset for model training, rather than restricting data input to the species’ native range. AUC score was a poor metric for model evaluation and, if used alone, was not a useful criterion for assessing model performance. Projections away from the sampled space (i.e. into areas of potential future invasion) were very different depending on the modeling methods used, raising questions about the reliability of ensemble projections. Generalized linear models gave very unrealistic projections far away from the training region. Models that efficiently fit the dominant pattern, but exclude highly local patterns in the dataset and capture interactions as they appear in data (e.g. boosted regression trees), improved generalization of the models. Biological knowledge of the species and its distribution was important in refining choices about the best set of projections. A post-hoc test conducted on a new Partenium dataset from Nepal validated excellent predictive performance of our “best” model. We showed that vast stretches of currently uninvaded geographic areas on multiple continents harbor highly suitable habitats for Parthenium hysterophorus L. (Asteraceae; parthenium). However, discrepancies between model predictions and parthenium invasion in Australia indicate successful management for this globally significant weed. This article is protected by copyright. All rights reserved.

Oxazolidine-2-thiones: A molecular modeling study

Two oxazolidine-2-thiones, thio-analogs of linezolid, were synthesized and their antibacterial properties evaluated. Unlike oxazolidinones, the thio-analogs did not inhibit the growth of Gram positive bacteria. A molecular modeling study has been carried out to aid understanding of this unexpected finding.

Testing and Modeling of MR Damper and Its Application to SDOF Systems Using Integral Backstepping Technique

Magnetorheological dampers are intrinsically nonlinear devices, which make the modeling and design of a suitable control algorithm an interesting and challenging task. To evaluate the potential of magnetorheological (MR) dampers in control applications and to take full advantages of its unique features, a mathematical model to accurately reproduce its dynamic behavior has to be developed and then a proper control strategy has to be taken that is implementable and can fully utilize their capabilities as a semi-active control device. The present paper focuses on both the aspects. First, the paper reports the testing of a magnetorheological damper with an universal testing machine, for a set of frequency, amplitude, and current. A modified Bouc-Wen model considering the amplitude and input current dependence of the damper parameters has been proposed. It has been shown that the damper response can be satisfactorily predicted with this model. Second, a backstepping based nonlinear current monitoring of magnetorheological dampers for semi-active control of structures under earthquakes has been developed. It provides a stable nonlinear magnetorheological damper current monitoring directly based on system feedback such that current change in magnetorheological damper is gradual. Unlike other MR damper control techniques available in literature, the main advantage of the proposed technique lies in its current input prediction directly based on system feedback and smooth update of input current. Furthermore, while developing the proposed semi-active algorithm, the dynamics of the supplied and commanded current to the damper has been considered. The efficiency of the proposed technique has been shown taking a base isolated three story building under a set of seismic excitation. Comparison with widely used clipped-optimal strategy has also been shown.

Bond-order wave phase, spin solitons, and thermodynamics of a frustrated linear spin-1/2 Heisenberg antiferromagnet

The linear spin-1/2 Heisenberg antiferromagnet with exchanges J(1) and J(2) between first and second neighbors has a bond-order wave (BOW) phase that starts at the fluid-dimer transition at J(2)/J(1)=0.2411 and is particularly simple at J(2)/J(1)=1/2. The BOW phase has a doubly degenerate singlet ground state, broken inversion symmetry, and a finite-energy gap E-m to the lowest-triplet state. The interval 0.4 < J(2)/J(1) < 1.0 has large E-m and small finite-size corrections. Exact solutions are presented up to N = 28 spins with either periodic or open boundary conditions and for thermodynamics up to N = 18. The elementary excitations of the BOW phase with large E-m are topological spin-1/2 solitons that separate BOWs with opposite phase in a regular array of spins. The molar spin susceptibility chi(M)(T) is exponentially small for T << E-m and increases nearly linearly with T to a broad maximum. J(1) and J(2) spin chains approximate the magnetic properties of the BOW phase of Hubbard-type models and provide a starting point for modeling alkali-tetracyanoquinodimethane salts.

Modeling of magnetostrictive materials and structures

The constitutive model for a magnetostrictive material and its effect on the structural response is presented in this article. The example of magnetostrictive material considered is the TERFENOL-D. As like the piezoelectric material, this material has two constitutive laws, one of which is the sensing law and the other is the actuation law, both of which are highly coupled and non-linear. For the purpose of analysis, the constitutive laws can be characterized as coupled or uncoupled and linear or non linear. Coupled model is studied without assuming any explicit direct relationship with magnetic field. In the linear coupled model, which is assumed to preserve the magnetic flux line continuity, the elastic modulus, the permeability and magneto-elastic constant are assumed as constant. In the nonlinear-coupled model, the nonlinearity is decoupled and solved separately for the magnetic domain and the mechanical domain using two nonlinear curves, namely the stress vs. strain curve and the magnetic flux density vs. magnetic field curve. This is performed by two different methods. In the first, the magnetic flux density is computed iteratively, while in the second, the artificial neural network is used, where in the trained network will give the necessary strain and magnetic flux density for a given magnetic field and stress level. The effect of nonlinearity is demonstrated on a simple magnetostrictive rod.

Mixed pixel analysis for flood mapping using extended support vector machine

This paper addresses the challenges of flood mapping using multispectral images. Quantitative flood mapping is critical for flood damage assessment and management. Remote sensing images obtained from various satellite or airborne sensors provide valuable data for this application, from which the information on the extent of flood can be extracted. However the great challenge involved in the data interpretation is to achieve more reliable flood extent mapping including both the fully inundated areas and the 'wet' areas where trees and houses are partly covered by water. This is a typical combined pure pixel and mixed pixel problem. In this paper, an extended Support Vector Machines method for spectral unmixing developed recently has been applied to generate an integrated map showing both pure pixels (fully inundated areas) and mixed pixels (trees and houses partly covered by water). The outputs were compared with the conventional mean based linear spectral mixture model, and better performance was demonstrated with a subset of Landsat ETM+ data recorded at the Daly River Basin, NT, Australia, on 3rd March, 2008, after a flood event.

Spectral unmixing with estimated adaptive endmember index using Extended Support Vector Machine

The most difficult operation in the flood inundation mapping using optical flood images is to separate fully inundated areas from the ‘wet’ areas where trees and houses are partly covered by water. This can be referred as a typical problem the presence of mixed pixels in the images. A number of automatic information extraction image classification algorithms have been developed over the years for flood mapping using optical remote sensing images. Most classification algorithms generally, help in selecting a pixel in a particular class label with the greatest likelihood. However, these hard classification methods often fail to generate a reliable flood inundation mapping because the presence of mixed pixels in the images. To solve the mixed pixel problem advanced image processing techniques are adopted and Linear Spectral unmixing method is one of the most popular soft classification technique used for mixed pixel analysis. The good performance of linear spectral unmixing depends on two important issues, those are, the method of selecting endmembers and the method to model the endmembers for unmixing. This paper presents an improvement in the adaptive selection of endmember subset for each pixel in spectral unmixing method for reliable flood mapping. Using a fixed set of endmembers for spectral unmixing all pixels in an entire image might cause over estimation of the endmember spectra residing in a mixed pixel and hence cause reducing the performance level of spectral unmixing. Compared to this, application of estimated adaptive subset of endmembers for each pixel can decrease the residual error in unmixing results and provide a reliable output. In this current paper, it has also been proved that this proposed method can improve the accuracy of conventional linear unmixing methods and also easy to apply. Three different linear spectral unmixing methods were applied to test the improvement in unmixing results. Experiments were conducted in three different sets of Landsat-5 TM images of three different flood events in Australia to examine the method on different flooding conditions and achieved satisfactory outcomes in flood mapping.

Site characterization model using least-square support vector machine and relevance vector machine based on corrected SPT data (N-c)

Statistical learning algorithms provide a viable framework for geotechnical engineering modeling. This paper describes two statistical learning algorithms applied for site characterization modeling based on standard penetration test (SPT) data. More than 2700 field SPT values (N) have been collected from 766 boreholes spread over an area of 220 sqkm area in Bangalore. To get N corrected value (N,), N values have been corrected (Ne) for different parameters such as overburden stress, size of borehole, type of sampler, length of connecting rod, etc. In three-dimensional site characterization model, the function N-c=N-c (X, Y, Z), where X, Y and Z are the coordinates of a point corresponding to N, value, is to be approximated in which N, value at any half-space point in Bangalore can be determined. The first algorithm uses least-square support vector machine (LSSVM), which is related to aridge regression type of support vector machine. The second algorithm uses relevance vector machine (RVM), which combines the strengths of kernel-based methods and Bayesian theory to establish the relationships between a set of input vectors and a desired output. The paper also presents the comparative study between the developed LSSVM and RVM model for site characterization. Copyright (C) 2009 John Wiley & Sons,Ltd.

Minimizing total weighted tardiness on a batch-processing machine with non-agreeable release times and due dates

This study considers the scheduling problem observed in the burn-in operation of semiconductor final testing, where jobs are associated with release times, due dates, processing times, sizes, and non-agreeable release times and due dates. The burn-in oven is modeled as a batch-processing machine which can process a batch of several jobs as long as the total sizes of the jobs do not exceed the machine capacity and the processing time of a batch is equal to the longest time among all the jobs in the batch. Due to the importance of on-time delivery in semiconductor manufacturing, the objective measure of this problem is to minimize total weighted tardiness. We have formulated the scheduling problem into an integer linear programming model and empirically show its computational intractability. Due to the computational intractability, we propose a few simple greedy heuristic algorithms and meta-heuristic algorithm, simulated annealing (SA). A series of computational experiments are conducted to evaluate the performance of the proposed heuristic algorithms in comparison with exact solution on various small-size problem instances and in comparison with estimated optimal solution on various real-life large size problem instances. The computational results show that the SA algorithm, with initial solution obtained using our own proposed greedy heuristic algorithm, consistently finds a robust solution in a reasonable amount of computation time.

Modeling Nonlinearities and Asymmetries in Asset Pricing

Financial time series tend to behave in a manner that is not directly drawn from a normal distribution. Asymmetries and nonlinearities are usually seen and these characteristics need to be taken into account. To make forecasts and predictions of future return and risk is rather complicated. The existing models for predicting risk are of help to a certain degree, but the complexity in financial time series data makes it difficult. The introduction of nonlinearities and asymmetries for the purpose of better models and forecasts regarding both mean and variance is supported by the essays in this dissertation. Linear and nonlinear models are consequently introduced in this dissertation. The advantages of nonlinear models are that they can take into account asymmetries. Asymmetric patterns usually mean that large negative returns appear more often than positive returns of the same magnitude. This goes hand in hand with the fact that negative returns are associated with higher risk than in the case where positive returns of the same magnitude are observed. The reason why these models are of high importance lies in the ability to make the best possible estimations and predictions of future returns and for predicting risk.

An Empirical Comparison of Linear and Nonlinear Volatility Models for Nordic Stock Returns

This paper examines how volatility in financial markets can preferable be modeled. The examination investigates how good the models for the volatility, both linear and nonlinear, are in absorbing skewness and kurtosis. The examination is done on the Nordic stock markets, including Finland, Sweden, Norway and Denmark. Different linear and nonlinear models are applied, and the results indicates that a linear model can almost always be used for modeling the series under investigation, even though nonlinear models performs slightly better in some cases. These results indicate that the markets under study are exposed to asymmetric patterns only to a certain degree. Negative shocks generally have a more prominent effect on the markets, but these effects are not really strong. However, in terms of absorbing skewness and kurtosis, nonlinear models outperform linear ones.

Protein sequence design on the basis of topology optimization techniques -Using continuous modeling of discrete amino acid types

The notion of optimization is inherent in protein design. A long linear chain of twenty types of amino acid residues are known to fold to a 3-D conformation that minimizes the combined inter-residue energy interactions. There are two distinct protein design problems, viz. predicting the folded structure from a given sequence of amino acid monomers (folding problem) and determining a sequence for a given folded structure (inverse folding problem). These two problems have much similarity to engineering structural analysis and structural optimization problems respectively. In the folding problem, a protein chain with a given sequence folds to a conformation, called a native state, which has a unique global minimum energy value when compared to all other unfolded conformations. This involves a search in the conformation space. This is somewhat akin to the principle of minimum potential energy that determines the deformed static equilibrium configuration of an elastic structure of given topology, shape, and size that is subjected to certain boundary conditions. In the inverse-folding problem, one has to design a sequence with some objectives (having a specific feature of the folded structure, docking with another protein, etc.) and constraints (sequence being fixed in some portion, a particular composition of amino acid types, etc.) while obtaining a sequence that would fold to the desired conformation satisfying the criteria of folding. This requires a search in the sequence space. This is similar to structural optimization in the design-variable space wherein a certain feature of structural response is optimized subject to some constraints while satisfying the governing static or dynamic equilibrium equations. Based on this similarity, in this work we apply the topology optimization methods to protein design, discuss modeling issues and present some initial results.