On the impact of disproportional samples in credit scoring models: An application to a Brazilian bank data

Statistical methods have been widely employed to assess the capabilities of credit scoring classification models in order to reduce the risk of wrong decisions when granting credit facilities to clients. The predictive quality of a classification model can be evaluated based on measures such as sensitivity, specificity, predictive values, accuracy, correlation coefficients and information theoretical measures, such as relative entropy and mutual information. In this paper we analyze the performance of a naive logistic regression model (Hosmer & Lemeshow, 1989) and a logistic regression with state-dependent sample selection model (Cramer, 2004) applied to simulated data. Also, as a case study, the methodology is illustrated on a data set extracted from a Brazilian bank portfolio. Our simulation results so far revealed that there is no statistically significant difference in terms of predictive capacity between the naive logistic regression models and the logistic regression with state-dependent sample selection models. However, there is strong difference between the distributions of the estimated default probabilities from these two statistical modeling techniques, with the naive logistic regression models always underestimating such probabilities, particularly in the presence of balanced samples. (C) 2012 Elsevier Ltd. All rights reserved.

Eigenschaftskorrelationen in kolloidalen Festkörpern und Fluiden aus optischen Experimenten

Die Arbeit beschäftigt sich mit ein- und zweikomponentigen, geladenen Kolloidsystemen, die in vollentsalzten wässrigen und organischen Dispersionen kristalline Strukturen ausbilden. Im ersten Teil der Arbeit wird die Wechselwirkung der Kolloide mit verschiedenen Methoden charakterisiert. Dabei zeigten sich quantitative Übereinstimmungen zwischen den Resultaten aus Zellenmodellrechnungen und aus elektrokinetischen Messungen einerseits und Messungen des Phasenverhaltens und der Elastizität andererseits. Diese nunmehr gut gesicherten Diskrepanzen und Korrelationen bedürfen des theoretischen Verständnisses. Im zweiten Teil der Arbeit wurde das Erstarrungsverhalten kolloidaler Scherschmelzen in den kristallinen Zustand mit (zeitaufgelöster) statischer Lichtstreuung und mikroskopischen Methoden untersucht. Dies erlaubte zunächst die kritische Überprüfung klassischer Modelle zur Kristallisationskinetik (Wilson- Frenkel- Gesetz, klassische Nukleationstheorie, Kolmogorov- Johnson- Mehl- Avrami (KJMA)- Modell). Es zeigte sich, dass diese Modelle gut geeignet sind die Verfestigung auch geladener kolloidaler Schmelzen zu beschreiben, wenn die diffusive Einteilchendynamik korrekt berücksichtigt wird. Erstmals wurden Oberflächenspannungen zwischen Kristallkeim und Schmelze für geladene Systeme bestimmt, die im Gegensatz zu Hartkugel- Systemen eine lineare Zunahme mit der Partikelkonzentration aufweisen. Der Methodenpark und die Auswerteverfahren wurden sodann auf binäre kolloidale Mischungen übertragen. Entsprechend den Einzelkomponenten kristallisieren alle Mischungen in einer kubischen Struktur. Leitfähigkeitsmessungen und Elastizität stehen meist im Einklang mit der Nukleation zufallsgeordneter Substitutionskristalle. Für mehrere Proben mit unterschiedlichen Größenverhältnissen wurde mit statischer Lichtstreuung der Einfluss der Komposition und der Partikelkonzentration auf das Nukleationsverhalten untersucht. Im Allgemeinen wurde das Nukleationsszenario einkomponentiger Systeme mit einigen unerwarteten, quantitativen Unterschieden reproduziert. Für eine Probe, die eine Kompositionsordnung andeutet, wurden interessante Korrelationen zwischen der Nukleationskinetik und den Eigenschaften des resultierenden Festkörpers gefunden.

Intermittent spike-wave dynamics in a heterogeneous, spatially extended neural mass model

Generalised epileptic seizures are frequently accompanied by sudden, reversible transitions from low amplitude, irregular background activity to high amplitude, regular spike-wave discharges (SWD) in the EEG. The underlying mechanisms responsible for SWD generation and for the apparently spontaneous transitions to SWD and back again are still not fully understood. Specifically, the role of spatial cortico-cortical interactions in ictogenesis is not well studied. We present a macroscopic, neural mass model of a cortical column which includes two distinct time scales of inhibition. This model can produce both an oscillatory background and a pathological SWD rhythm. We demonstrate that coupling two of these cortical columns can lead to a bistability between out-of-phase, low amplitude background dynamics and in-phase, high amplitude SWD activity. Stimuli can cause state-dependent transitions from background into SWD. In an extended local area of cortex, spatial heterogeneities in a model parameter can lead to spontaneous reversible transitions from a desynchronised background to synchronous SWD due to intermittency. The deterministic model is therefore capable of producing absence seizure-like events without any time dependent adjustment of model parameters. The emergence of such mechanisms due to spatial coupling demonstrates the importance of spatial interactions in modelling ictal dynamics, and in the study of ictogenesis.

An EEG approach to the neurodevelopmental hypothesis of schizophrenia studying schizophrenics, normal controls and adolescents

Based on an integrative brain model which focuses on memory-driven and EEG state-dependent information processing for the organisation of behaviour, we used the developmental changes of the awake EEG to further investigate the hypothesis that neurodevelopmental abnormalities (deviations in organisation and reorganisation of cortico-cortical connectivity during development) are involved in the pathogenesis of schizophrenia. First-episode, neuroleptic-naive schizophrenics and their matched controls and three age groups of normal adolescents were studied (total: 70 subjects). 19-channel EEG delta-theta, alpha and beta spectral band centroid frequencies during resting (baseline) and after verbal stimuli were used as measure of the level of attained complexity and momentary excitability of the neuronal network (working memory). Schizophrenics compared with all control groups showed lower delta-theta activity centroids and higher alpha and beta activity centroids. Reactivity centroids (centroid after stimulus minus centroid during resting) were used as measure of update of working memory. Schizophrenics showed partial similarities in delta-theta and beta reactivity centroids with the 11-year olds and in alpha reactivity centroids with the 13-year olds. Within the framework of our model, the results suggest multifactorially elicited imbalances in the level of excitability of neuronal networks in schizophrenia, resulting in network activation at dissociated complexity levels, partially regressed and partially prematurely developed. It is hypothesised that activation of age- and/or state-inadequate representations for coping with realities becomes manifest as productive schizophrenic symptoms. Thus, the results support some aspects of the neurodevelopmental hypothesis.

Gas-phase Dissociation of homo-DNA Oligonucleotides

Synthetic modified oligonucleotides are of interest for diagnostic and therapeutic applications, as their biological stability, pairing selectivity, and binding strength can be considerably increased by the incorporation of unnatural structural elements. Homo-DNA is an oligonucleotide homologue based on dideoxy-hexopyranosyl sugar moieties, which follows the Watson-Crick A-T and G-C base pairing system, but does not hybridize with complementary natural DNA and RNA. Homo-DNA has found application as a bioorthogonal element in templated chemistry applications. The gas-phase dissociation of homo-DNA has been investigated by ESI-MS/MS and MALDI-MS/MS, and mechanistic aspects of its gas-phase dissociation are discussed. Experiments revealed a charge state dependent preference for the loss of nucleobases, which are released either as neutrals or as anions. In contrast to DNA, nucleobase loss from homo-DNA was found to be decoupled from backbone cleavage, thus resulting in stable products. This renders an additional stage of ion activation necessary in order to generate sequence-defining fragment ions. Upon MS(3) of the primary base-loss ion, homo-DNA was found to exhibit unspecific backbone dissociation resulting in a balanced distribution of all fragment ion series.

Event-related electric microstates of the brain differ between words with visual and abstract meaning

The present study shows that different neural activity during mental imagery and abstract mentation can be assigned to well-defined steps of the brain's information-processing. During randomized visual presentation of single, imagery-type and abstract-type words, 27 channel event-related potential (ERP) field maps were obtained from 25 subjects (sequence-divided into a first and second group for statistics). The brain field map series showed a sequence of typical map configurations that were quasi-stable for brief time periods (microstates). The microstates were concatenated by rapid map changes. As different map configurations must result from different spatial patterns of neural activity, each microstate represents different active neural networks. Accordingly, microstates are assumed to correspond to discrete steps of information-processing. Comparing microstate topographies (using centroids) between imagery- and abstract-type words, significantly different microstates were found in both subject groups at 286–354 ms where imagery-type words were more right-lateralized than abstract-type words, and at 550–606 ms and 606–666 ms where anterior-posterior differences occurred. We conclude that language-processing consists of several, well-defined steps and that the brain-states incorporating those steps are altered by the stimuli's capacities to generate mental imagery or abstract mentation in a state-dependent manner.

Low resolution brain electromagnetic tomography (LORETA) functional imaging in acute, neuroleptic-naive, first-episode, productive schizophrenia

Functional imaging of brain electrical activity was performed in nine acute, neuroleptic-naive, first-episode, productive patients with schizophrenia and 36 control subjects. Low-resolution electromagnetic tomography (LORETA, three-dimensional images of cortical current density) was computed from 19-channel of electroencephalographic (EEG) activity obtained under resting conditions, separately for the different EEG frequencies. Three patterns of activity were evident in the patients: (1) an anterior, near-bilateral excess of delta frequency activity; (2) an anterior-inferior deficit of theta frequency activity coupled with an anterior-inferior left-sided deficit of alpha-1 and alpha-2 frequency activity; and (3) a posterior-superior right-sided excess of beta-1, beta-2 and beta-3 frequency activity. Patients showed deviations from normal brain activity as evidenced by LORETA along an anterior-left-to-posterior-right spatial axis. The high temporal resolution of EEG makes it possible to specify the deviations not only as excess or deficit, but also as inhibitory, normal and excitatory. The patients showed a dis-coordinated brain functional state consisting of inhibited prefrontal/frontal areas and simultaneously overexcited right parietal areas, while left anterior, left temporal and left central areas lacked normal routine activity. Since all information processing is brain-state dependent, this dis-coordinated state must result in inadequate treatment of (externally or internally generated) information.

Non-Hebbian Long-Term Potentiation of Inhibitory Synapses in the Thalamus

The thalamus integrates and transmits sensory information to the neocortex. The activity of thalamocortical relay (TC) cells is modulated by specific inhibitory circuits. Although this inhibition plays a crucial role in regulating thalamic activity, little is known about long-term changes in synaptic strength at these inhibitory synapses. Therefore, we studied long-term plasticity of inhibitory inputs to TC cells in the posterior medial nucleus of the thalamus by combining patch-clamp recordings with two-photon fluorescence microscopy in rat brain slices. We found that specific activity patterns in the postsynaptic TC cell induced inhibitory long-term potentiation (iLTP). This iLTP was non-Hebbian because it did not depend on the timing between presynaptic and postsynaptic activity, but it could be induced by postsynaptic burst activity alone. iLTP required postsynaptic dendritic Ca2+ influx evoked by low-threshold Ca2+ spikes. In contrast, tonic postsynaptic spiking from a depolarized membrane potential (−50 mV), which suppressed these low-threshold Ca2+ spikes, induced no plasticity. The postsynaptic dendritic Ca2+ increase triggered the synthesis of nitric oxide that retrogradely activated presynaptic guanylyl cyclase, resulting in the presynaptic expression of iLTP. The dependence of iLTP on the membrane potential and therefore on the postsynaptic discharge mode suggests that this form of iLTP might occur during sleep, when TC cells discharge in bursts. Therefore, iLTP might be involved in sleep state-dependent modulation of thalamic information processing and thalamic oscillations.

Hypothalamic feedforward inhibition of thalamocortical network controls arousal and consciousness.

During non-rapid eye movement (NREM) sleep, synchronous synaptic activity in the thalamocortical network generates predominantly low-frequency oscillations (<4 Hz) that are modulated by inhibitory inputs from the thalamic reticular nucleus (TRN). Whether TRN cells integrate sleep-wake signals from subcortical circuits remains unclear. We found that GABA neurons from the lateral hypothalamus (LHGABA) exert a strong inhibitory control over TRN GABA neurons (TRNGABA). We found that optogenetic activation of this circuit recapitulated state-dependent changes of TRN neuron activity in behaving mice and induced rapid arousal during NREM, but not REM, sleep. During deep anesthesia, activation of this circuit induced sustained cortical arousal. In contrast, optogenetic silencing of LHGABA-TRNGABA transmission increased the duration of NREM sleep and amplitude of delta (1-4 Hz) oscillations. Collectively, these results demonstrate that TRN cells integrate subcortical arousal inputs selectively during NREM sleep and may participate in sleep intensity.

Optimization of the Integrated Guidance and Control for a Dual Aerodynamic Control Missile

Las futuras misiones para misiles aire-aire operando dentro de la atmósfera requieren la interceptación de blancos a mayores velocidades y más maniobrables, incluyendo los esperados vehículos aéreos de combate no tripulados. La intercepción tiene que lograrse desde cualquier ángulo de lanzamiento. Una de las principales discusiones en la tecnología de misiles en la actualidad es cómo satisfacer estos nuevos requisitos incrementando la capacidad de maniobra del misil y en paralelo, a través de mejoras en los métodos de guiado y control modernos. Esta Tesis aborda estos dos objetivos simultáneamente, al proponer un diseño integrando el guiado y el control de vuelo (autopiloto) y aplicarlo a misiles con control aerodinámico simultáneo en canard y cola. Un primer avance de los resultados obtenidos ha sido publicado recientemente en el Journal of Aerospace Engineering, en Abril de 2015, [Ibarrondo y Sanz-Aranguez, 2015]. El valor del diseño integrado obtenido es que permite al misil cumplir con los requisitos operacionales mencionados empleando únicamente control aerodinámico. El diseño propuesto se compara favorablemente con esquemas más tradicionales, consiguiendo menores distancias de paso al blanco y necesitando de menores esfuerzos de control incluso en presencia de ruidos. En esta Tesis se demostrará cómo la introducción del doble mando, donde tanto el canard como las aletas de cola son móviles, puede mejorar las actuaciones de un misil existente. Comparado con un misil con control en cola, el doble control requiere sólo introducir dos servos adicionales para accionar los canards también en guiñada y cabeceo. La sección de cola será responsable de controlar el misil en balanceo mediante deflexiones diferenciales de los controles. En el caso del doble mando, la complicación añadida es que los vórtices desprendidos de los canards se propagan corriente abajo y pueden incidir sobre las superficies de cola, alterando sus características de control. Como un primer aporte, se ha desarrollado un modelo analítico completo para la aerodinámica no lineal de un misil con doble control, incluyendo la caracterización de este efecto de acoplamiento aerodinámico. Hay dos modos de funcionamiento en picado y guiñada para un misil de doble mando: ”desviación” y ”opuesto”. En modo ”desviación”, los controles actúan en la misma dirección, generando un cambio inmediato en la sustentación y produciendo un movimiento de translación en el misil. La respuesta es rápida, pero en el modo ”desviación” los misiles con doble control pueden tener dificultades para alcanzar grandes ángulos de ataque y altas aceleraciones laterales. Cuando los controles actúan en direcciones opuestas, el misil rota y el ángulo de ataque del fuselaje se incrementa para generar mayores aceleraciones en estado estacionario, aunque el tiempo de respuesta es mayor. Con el modelo aerodinámico completo, es posible obtener una parametrización dependiente de los estados de la dinámica de corto periodo del misil. Debido al efecto de acoplamiento entre los controles, la respuesta en bucle abierto no depende linealmente de los controles. El autopiloto se optimiza para obtener la maniobra requerida por la ley de guiado sin exceder ninguno de los límites aerodinámicos o mecánicos del misil. Una segunda contribución de la tesis es el desarrollo de un autopiloto con múltiples entradas de control y que integra la aerodinámica no lineal, controlando los tres canales de picado, guiñada y cabeceo de forma simultánea. Las ganancias del autopiloto dependen de los estados del misil y se calculan a cada paso de integración mediante la resolución de una ecuación de Riccati de orden 21x21. Las ganancias obtenidas son sub-óptimas, debido a que una solución completa de la ecuación de Hamilton-Jacobi-Bellman no puede obtenerse de manera práctica, y se asumen ciertas simplificaciones. Se incorpora asimismo un mecanismo que permite acelerar la respuesta en caso necesario. Como parte del autopiloto, se define una estrategia para repartir el esfuerzo de control entre el canard y la cola. Esto se consigue mediante un controlador aumentado situado antes del bucle de optimización, que minimiza el esfuerzo total de control para maniobrar. Esta ley de alimentación directa mantiene al misil cerca de sus condiciones de equilibrio, garantizando una respuesta transitoria adecuada. El controlador no lineal elimina la respuesta de fase no-mínima característica de la cola. En esta Tesis se consideran dos diseños para el guiado y control, el control en Doble-Lazo y el control Integrado. En la aproximación de Doble-Lazo, el autopiloto se sitúa dentro de un bucle interior y se diseña independientemente del guiado, que conforma el bucle más exterior del control. Esta estructura asume que existe separación espectral entre los dos, esto es, que los tiempos de respuesta del autopiloto son mucho mayores que los tiempos característicos del guiado. En el estudio se combina el autopiloto desarrollado con una ley de guiado óptimo. Los resultados obtenidos demuestran que se consiguen aumentos muy importantes en las actuaciones frente a misiles con control canard o control en cola, y que la interceptación, cuando se lanza cerca del curso de colisión, se consigue desde cualquier ángulo alrededor del blanco. Para el misil de doble mando, la estrategia óptima resulta en utilizar el modo de control opuesto en la aproximación al blanco y utilizar el modo de desviación justo antes del impacto. Sin embargo la lógica de doble bucle no consigue el impacto cuando hay desviaciones importantes con respecto al curso de colisión. Una de las razones es que parte de la demanda de guiado se pierde, ya que el misil solo es capaz de modificar su aceleración lateral, y no tiene control sobre su aceleración axial, a no ser que incorpore un motor de empuje regulable. La hipótesis de separación mencionada, y que constituye la base del Doble-Bucle, puede no ser aplicable cuando la dinámica del misil es muy alta en las proximidades del blanco. Si se combinan el guiado y el autopiloto en un único bucle, la información de los estados del misil está disponible para el cálculo de la ley de guiado, y puede calcularse la estrategia optima de guiado considerando las capacidades y la actitud del misil. Una tercera contribución de la Tesis es la resolución de este segundo diseño, la integración no lineal del guiado y del autopiloto (IGA) para el misil de doble control. Aproximaciones anteriores en la literatura han planteado este sistema en ejes cuerpo, resultando en un sistema muy inestable debido al bajo amortiguamiento del misil en cabeceo y guiñada. Las simplificaciones que se tomaron también causan que el misil se deslice alrededor del blanco y no consiga la intercepción. En nuestra aproximación el problema se plantea en ejes inerciales y se recurre a la dinámica de los cuaterniones, eliminado estos inconvenientes. No se limita a la dinámica de corto periodo del misil, porque se construye incluyendo de modo explícito la velocidad dentro del bucle de optimización. La formulación resultante en el IGA es independiente de la maniobra del blanco, que sin embargo se ha de incluir en el cálculo del modelo en Doble-bucle. Un típico inconveniente de los sistemas integrados con controlador proporcional, es el problema de las escalas. Los errores de guiado dominan sobre los errores de posición del misil y saturan el controlador, provocando la pérdida del misil. Este problema se ha tratado aquí con un controlador aumentado previo al bucle de optimización, que define un estado de equilibrio local para el sistema integrado, que pasa a actuar como un regulador. Los criterios de actuaciones para el IGA son los mismos que para el sistema de Doble-Bucle. Sin embargo el problema matemático resultante es muy complejo. El problema óptimo para tiempo finito resulta en una ecuación diferencial de Riccati con condiciones terminales, que no puede resolverse. Mediante un cambio de variable y la introducción de una matriz de transición, este problema se transforma en una ecuación diferencial de Lyapunov que puede resolverse mediante métodos numéricos. La solución resultante solo es aplicable en un entorno cercano del blanco. Cuando la distancia entre misil y blanco es mayor, se desarrolla una solución aproximada basada en la solución de una ecuación algebraica de Riccati para cada paso de integración. Los resultados que se han obtenido demuestran, a través de análisis numéricos en distintos escenarios, que la solución integrada es mejor que el sistema de Doble-Bucle. Las trayectorias resultantes son muy distintas. El IGA preserva el guiado del misil y consigue maximizar el uso de la propulsión, consiguiendo la interceptación del blanco en menores tiempos de vuelo. El sistema es capaz de lograr el impacto donde el Doble-Bucle falla, y además requiere un orden menos de magnitud en la cantidad de cálculos necesarios. El efecto de los ruidos radar, datos discretos y errores del radomo se investigan. El IGA es más robusto, resultando menos afectado por perturbaciones que el Doble- Bucle, especialmente porque el núcleo de optimización en el IGA es independiente de la maniobra del blanco. La estimación de la maniobra del blanco es siempre imprecisa y contaminada por ruido, y degrada la precisión de la solución de Doble-Bucle. Finalmente, como una cuarta contribución, se demuestra que el misil con guiado IGA es capaz de realizar una maniobra de defensa contra un blanco que ataque por su cola, sólo con control aerodinámico. Las trayectorias estudiadas consideran una fase pre-programada de alta velocidad de giro, manteniendo siempre el misil dentro de su envuelta de vuelo. Este procedimiento no necesita recurrir a soluciones técnicamente más complejas como el control vectorial del empuje o control por chorro para ejecutar esta maniobra. En todas las demostraciones matemáticas se utiliza el producto de Kronecker como una herramienta practica para manejar las parametrizaciones dependientes de variables, que resultan en matrices de grandes dimensiones. ABSTRACT Future missions for air to air endo-atmospheric missiles require the interception of targets with higher speeds and more maneuverable, including forthcoming unmanned supersonic combat vehicles. The interception will need to be achieved from any angle and off-boresight launch conditions. One of the most significant discussions in missile technology today is how to satisfy these new operational requirements by increasing missile maneuvering capabilities and in parallel, through the development of more advanced guidance and control methods. This Thesis addresses these two objectives by proposing a novel optimal integrated guidance and autopilot design scheme, applicable to more maneuverable missiles with forward and rearward aerodynamic controls. A first insight of these results have been recently published in the Journal of Aerospace Engineering in April 2015, [Ibarrondo and Sanz-Aránguez, 2015]. The value of this integrated solution is that it allows the missile to comply with the aforementioned requirements only by applying aerodynamic control. The proposed design is compared against more traditional guidance and control approaches with positive results, achieving reduced control efforts and lower miss distances with the integrated logic even in the presence of noises. In this Thesis it will be demonstrated how the dual control missile, where canard and tail fins are both movable, can enhance the capabilities of an existing missile airframe. Compared to a tail missile, dual control only requires two additional servos to actuate the canards in pitch and yaw. The tail section will be responsible to maintain the missile stabilized in roll, like in a classic tail missile. The additional complexity is that the vortices shed from the canard propagate downstream where they interact with the tail surfaces, altering the tail expected control characteristics. These aerodynamic phenomena must be properly described, as a preliminary step, with high enough precision for advanced guidance and control studies. As a first contribution we have developed a full analytical model of the nonlinear aerodynamics of a missile with dual control, including the characterization of this cross-control coupling effect. This development has been produced from a theoretical model validated with reliable practical data obtained from wind tunnel experiments available in the scientific literature, complement with computer fluid dynamics and semi-experimental methods. There are two modes of operating a missile with forward and rear controls, ”divert” and ”opposite” modes. In divert mode, controls are deflected in the same direction, generating an increment in direct lift and missile translation. Response is fast, but in this mode, dual control missiles may have difficulties in achieving large angles of attack and high level of lateral accelerations. When controls are deflected in opposite directions (opposite mode) the missile airframe rotates and the body angle of attack is increased to generate greater accelerations in steady-state, although the response time is larger. With the aero-model, a state dependent parametrization of the dual control missile short term dynamics can be obtained. Due to the cross-coupling effect, the open loop dynamics for the dual control missile is not linearly dependent of the fin positions. The short term missile dynamics are blended with the servo system to obtain an extended autopilot model, where the response is linear with the control fins turning rates, that will be the control variables. The flight control loop is optimized to achieve the maneuver required by the guidance law without exceeding any of the missile aerodynamic or mechanical limitations. The specific aero-limitations and relevant performance indicators for the dual control are set as part of the analysis. A second contribution of this Thesis is the development of a step-tracking multi-input autopilot that integrates non-linear aerodynamics. The designed dual control missile autopilot is a full three dimensional autopilot, where roll, pitch and yaw are integrated, calculating command inputs simultaneously. The autopilot control gains are state dependent, and calculated at each integration step solving a matrix Riccati equation of order 21x21. The resulting gains are sub-optimal as a full solution for the Hamilton-Jacobi-Bellman equation cannot be resolved in practical terms and some simplifications are taken. Acceleration mechanisms with an λ-shift is incorporated in the design. As part of the autopilot, a strategy is defined for proper allocation of control effort between canard and tail channels. This is achieved with an augmented feed forward controller that minimizes the total control effort of the missile to maneuver. The feedforward law also maintains the missile near trim conditions, obtaining a well manner response of the missile. The nonlinear controller proves to eliminate the non-minimum phase effect of the tail. Two guidance and control designs have been considered in this Thesis: the Two- Loop and the Integrated approaches. In the Two-Loop approach, the autopilot is placed in an inner loop and designed separately from an outer guidance loop. This structure assumes that spectral separation holds, meaning that the autopilot response times are much higher than the guidance command updates. The developed nonlinear autopilot is linked in the study to an optimal guidance law. Simulations are carried on launching close to collision course against supersonic and highly maneuver targets. Results demonstrate a large boost in performance provided by the dual control versus more traditional canard and tail missiles, where interception with the dual control close to collision course is achieved form 365deg all around the target. It is shown that for the dual control missile the optimal flight strategy results in using opposite control in its approach to target and quick corrections with divert just before impact. However the Two-Loop logic fails to achieve target interception when there are large deviations initially from collision course. One of the reasons is that part of the guidance command is not followed, because the missile is not able to control its axial acceleration without a throttleable engine. Also the separation hypothesis may not be applicable for a high dynamic vehicle like a dual control missile approaching a maneuvering target. If the guidance and autopilot are combined into a single loop, the guidance law will have information of the missile states and could calculate the most optimal approach to the target considering the actual capabilities and attitude of the missile. A third contribution of this Thesis is the resolution of the mentioned second design, the non-linear integrated guidance and autopilot (IGA) problem for the dual control missile. Previous approaches in the literature have posed the problem in body axes, resulting in high unstable behavior due to the low damping of the missile, and have also caused the missile to slide around the target and not actually hitting it. The IGA system is posed here in inertial axes and quaternion dynamics, eliminating these inconveniences. It is not restricted to the missile short term dynamic, and we have explicitly included the missile speed as a state variable. The IGA formulation is also independent of the target maneuver model that is explicitly included in the Two-loop optimal guidance law model. A typical problem of the integrated systems with a proportional control law is the problem of scales. The guidance errors are larger than missile state errors during most of the flight and result in high gains, control saturation and loss of control. It has been addressed here with an integrated feedforward controller that defines a local equilibrium state at each flight point and the controller acts as a regulator to minimize the IGA states excursions versus the defined feedforward state. The performance criteria for the IGA are the same as in the Two-Loop case. However the resulting optimization problem is mathematically very complex. The optimal problem in a finite-time horizon results in an irresoluble state dependent differential Riccati equation with terminal conditions. With a change of variable and the introduction of a transition matrix, the equation is transformed into a time differential Lyapunov equation that can be solved with known numerical methods in real time. This solution results range limited, and applicable when the missile is in a close neighborhood of the target. For larger ranges, an approximate solution is used, obtained from solution of an algebraic matrix Riccati equation at each integration step. The results obtained show, by mean of several comparative numerical tests in diverse homing scenarios, than the integrated approach is a better solution that the Two- Loop scheme. Trajectories obtained are very different in the two cases. The IGA fully preserves the guidance command and it is able to maximize the utilization of the missile propulsion system, achieving interception with lower miss distances and in lower flight times. The IGA can achieve interception against off-boresight targets where the Two- Loop was not able to success. As an additional advantage, the IGA also requires one order of magnitude less calculations than the Two-Loop solution. The effects of radar noises, discrete radar data and radome errors are investigated. IGA solution is robust, and less affected by radar than the Two-Loop, especially because the target maneuvers are not part of the IGA core optimization loop. Estimation of target acceleration is always imprecise and noisy and degrade the performance of the two-Loop solution. The IGA trajectories are such that minimize the impact of radome errors in the guidance loop. Finally, as a fourth contribution, it is demonstrated that the missile with IGA guidance is capable of performing a defense against attacks from its rear hemisphere, as a tail attack, only with aerodynamic control. The studied trajectories have a preprogrammed high rate turn maneuver, maintaining the missile within its controllable envelope. This solution does not recur to more complex features in service today, like vector control of the missile thrust or side thrusters. In all the mathematical treatments and demonstrations, the Kronecker product has been introduced as a practical tool to handle the state dependent parametrizations that have resulted in very high order matrix equations.

Common molecular determinants of local anesthetic, antiarrhythmic, and anticonvulsant block of voltage-gated Na+ channels.

Voltage-gated Na+ channels are the molecular targets of local anesthetics, class I antiarrhythmic drugs, and some anticonvulsants. These chemically diverse drugs inhibit Na+ channels with complex voltage- and frequency-dependent properties that reflect preferential drug binding to open and inactivated channel states. The site-directed mutations F1764A and Y1771A in transmembrane segment IVS6 of type IIA Na+ channel alpha subunits dramatically reduce the affinity of inactivated channels for the local anesthetic etidocaine. In this study, we show that these mutations also greatly reduce the sensitivity of Na+ channels to state-dependent block by the class Ib antiarrhythmic drug lidocaine and the anticonvulsant phenytoin and, to a lesser extent, reduce the sensitivity to block by the class Ia and Ic antiarrhythmic drugs quinidine and flecainide. For lidocaine and phenytoin, which bind preferentially to inactivated Na+ channels, the mutation F1764A reduced the affinity for binding to the inactivated state 24.5-fold and 8.3-fold, respectively, while Y1771A had smaller effects. For quinidine and flecainide, which bind preferentially to the open Na+ channels, the mutations F1764A and Y1771A reduced the affinity for binding to the open state 2- to 3-fold. Thus, F1764 and Y1771 are common molecular determinants of state-dependent binding of diverse drugs including lidocaine, phenytoin, flecainide, and quinidine, suggesting that these drugs interact with a common receptor site. However, the different magnitude of the effects of these mutations on binding of the individual drugs indicates that they interact in an overlapping, but nonidentical, manner with a common receptor site. These results further define the contributions of F1764 and Y1771 to a complex drug receptor site in the pore of Na+ channels.

Implications of fault constitutive properties for earthquake prediction.

The rate- and state-dependent constitutive formulation for fault slip characterizes an exceptional variety of materials over a wide range of sliding conditions. This formulation provides a unified representation of diverse sliding phenomena including slip weakening over a characteristic sliding distance Dc, apparent fracture energy at a rupture front, time-dependent healing after rapid slip, and various other transient and slip rate effects. Laboratory observations and theoretical models both indicate that earthquake nucleation is accompanied by long intervals of accelerating slip. Strains from the nucleation process on buried faults generally could not be detected if laboratory values of Dc apply to faults in nature. However, scaling of Dc is presently an open question and the possibility exists that measurable premonitory creep may precede some earthquakes. Earthquake activity is modeled as a sequence of earthquake nucleation events. In this model, earthquake clustering arises from sensitivity of nucleation times to the stress changes induced by prior earthquakes. The model gives the characteristic Omori aftershock decay law and assigns physical interpretation to aftershock parameters. The seismicity formulation predicts large changes of earthquake probabilities result from stress changes. Two mechanisms for foreshocks are proposed that describe observed frequency of occurrence of foreshock-mainshock pairs by time and magnitude. With the first mechanism, foreshocks represent a manifestation of earthquake clustering in which the stress change at the time of the foreshock increases the probability of earthquakes at all magnitudes including the eventual mainshock. With the second model, accelerating fault slip on the mainshock nucleation zone triggers foreshocks.

Dynamic friction and the origin of the complexity of earthquake sources.

We study a simple antiplane fault of finite length embedded in a homogeneous isotropic elastic solid to understand the origin of seismic source heterogeneity in the presence of nonlinear rate- and state-dependent friction. All the mechanical properties of the medium and friction are assumed homogeneous. Friction includes a characteristic length that is longer than the grid size so that our models have a well-defined continuum limit. Starting from a heterogeneous initial stress distribution, we apply a slowly increasing uniform stress load far from the fault and we simulate the seismicity for a few 1000 events. The style of seismicity produced by this model is determined by a control parameter associated with the degree of rate dependence of friction. For classical friction models with rate-independent friction, no complexity appears and seismicity is perfectly periodic. For weakly rate-dependent friction, large ruptures are still periodic, but small seismicity becomes increasingly nonstationary. When friction is highly rate-dependent, seismicity becomes nonperiodic and ruptures of all sizes occur inside the fault. Highly rate-dependent friction destabilizes the healing process producing premature healing of slip and partial stress drop. Partial stress drop produces large variations in the state of stress that in turn produce earthquakes of different sizes. Similar results have been found by other authors using the Burridge and Knopoff model. We conjecture that all models in which static stress drop is only a fraction of the dynamic stress drop produce stress heterogeneity.

Can we observe collective neuronal activity from macroscopic aggregate signals?

The fundamental problem faced by noninvasive neuroimaging techniques such as EEG/MEG1 is to elucidate functionally important aspects of the microscopic neuronal network dynamics from macroscopic aggregate measurements. Due to the mixing of the activities of large neuronal populations in the observed macroscopic aggregate, recovering the underlying network that generates the signal in the absence of any additional information represents a considerable challenge. Recent MEG studies have shown that macroscopic measurements contain sufficient information to allow the differentiation between patterns of activity, which are likely to represent different stimulus-specific collective modes in the underlying network (Hadjipapas, A., Adjamian, P., Swettenham, J.B., Holliday, I.E., Barnes, G.R., 2007. Stimuli of varying spatial scale induce gamma activity with distinct temporal characteristics in human visual cortex. NeuroImage 35, 518–530). The next question arising in this context is whether aspects of collective network activity can be recovered from a macroscopic aggregate signal. We propose that this issue is most appropriately addressed if MEG/EEG signals are to be viewed as macroscopic aggregates arising from networks of coupled systems as opposed to aggregates across a mass of largely independent neural systems. We show that collective modes arising in a network of simulated coupled systems can be indeed recovered from the macroscopic aggregate. Moreover, we show that nonlinear state space methods yield a good approximation of the number of effective degrees of freedom in the network. Importantly, information about hidden variables, which do not directly contribute to the aggregate signal, can also be recovered. Finally, this theoretical framework can be applied to experimental MEG/EEG data in the future, enabling the inference of state dependent changes in the degree of local synchrony in the underlying network.