The effect of phase-correlated returns and spatial smoothing on the accuracy of radar refractivity retrievals

Radar refractivity retrievals have the potential to accurately capture near-surface humidity fields from the phase change of ground clutter returns. In practice, phase changes are very noisy and the required smoothing will diminish large radial phase change gradients, leading to severe underestimates of large refractivity changes (ΔN). To mitigate this, the mean refractivity change over the field (ΔNfield) must be subtracted prior to smoothing. However, both observations and simulations indicate that highly correlated returns (e.g., when single targets straddle neighboring gates) result in underestimates of ΔNfield when pulse-pair processing is used. This may contribute to reported differences of up to 30 N units between surface observations and retrievals. This effect can be avoided if ΔNfield is estimated using a linear least squares fit to azimuthally averaged phase changes. Nevertheless, subsequent smoothing of the phase changes will still tend to diminish the all-important spatial perturbations in retrieved refractivity relative to ΔNfield; an iterative estimation approach may be required. The uncertainty in the target location within the range gate leads to additional phase noise proportional to ΔN, pulse length, and radar frequency. The use of short pulse lengths is recommended, not only to reduce this noise but to increase both the maximum detectable refractivity change and the number of suitable targets. Retrievals of refractivity fields must allow for large ΔN relative to an earlier reference field. This should be achievable for short pulses at S band, but phase noise due to target motion may prevent this at C band, while at X band even the retrieval of ΔN over shorter periods may at times be impossible.

Estimating the term structure of volatility and fixed income derivative pricing

Estimating the parameters of the instantaneous spot interest rate process is of crucial importance for pricing fixed income derivative securities. This paper presents an estimation for the parameters of the Gaussian interest rate model for pricing fixed income derivatives based on the term structure of volatility. We estimate the term structure of volatility for US treasury rates for the period 1983 - 1995, based on a history of yield curves. We estimate both conditional and first differences term structures of volatility and subsequently estimate the implied parameters of the Gaussian model with non-linear least squares estimation. Results for bond options illustrate the effects of differing parameters in pricing.

Bayesian L-optimal exact design of experiments for biological kinetic models

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

Modelo de propagação para redes sem fio fixas na banda de 5,8 GHZ em cidades típicas da região amazônica

O estudo da perda de propagação, nas cidades da região amazônica, envolve ambiente caracterizado pelo clima tropical e, suburbano densamente arborizado. Levando consideração à importância da faixa ISM 5,8 GHz, esta dissertação apresenta um modelo propagação para a faixa de frequência em questão, agregando as características da atenuação experimentada pela onda de rádio quando se propaga em ambientes de cidades típicas região amazônica. Para tanto, medidas de potência recebida foram coletadas em 335 clientes fixos, distribuídos em 12 cidades na região norte do Brasil, sendo estes atendidos pelo programa de inclusão digital do estado do Pará, Navega Pará. Também foram realizadas medidas com mobilidade no campus da Universidade Federal do Pará (UFPA). Apresenta ainda o desempenho do modelo proposto sobre outros modelos (Modelo SUI e COST231-Hata) descritos na literatura, para redes sem fio fixas e com mobilidade. As métricas desempenho utilizadas foram o erro RMS e o desvio padrão com relação aos dados medidos. O ajuste dos parâmetros do modelo proposto é realizado através do método de mínimos quadrados lineares, aplicado em duas etapas para diminuir a incerteza sobre os parâmetros ajustados. O modelo proposto alcançou um erro RMS de 3,8 dB e desvio padrão de 2,3 dB, superando os demais modelos que obtiveram erros RMS acima de 10 dB e desvios padrão acima de 5 dB. Os resultados obtidos mostram a sua eficiência sobre outros modelos para predição de perdas na faixa de 5,8 GHz em sistemas fixos e móveis.

Um modelo cross layer para predição de parâmetros de desempenho em redes sem fio baseados em OFDM

Esta dissertação tem como objetivo o desenvolvimento de um modelo matemático capaz de ajustar dados obtidos através de campanhas de medição por meio de um protótipo de um cenário da tecnologia WiMAX. As campanhas de medição foram feitas na Universidade Federal do Pará. Foram utilizadas antenas WiMAX, sendo uma como servidor, localizada em cima do prédio do Laboratório de Planejamento de Redes de Alto Desempenho (LPRAD), e a outra, receptora, que ficou em cima de um móvel para que os pontos fossem coletados. O método de ajuste utilizado foi o dos Mínimos Quadrados Lineares. Por meio dos dados coletados, aplica-se o método e estuda seu comportamento, verificando o quanto a otimização foi eficiente nos casos apresentados. A utilização da tecnologia em questão como acesso à Internet em alguns programas como o NAVEGAPARÁ, a busca de melhoramentos ou criação de modelos de propagação e a análise cross-layer das métricas utilizadas no trabalho, como a influência da relação sinal-ruído na perda de quadros, são fatores motivadores para a pesquisa desta dissertação.

Detecção do contato entre camadas através do perfil de indução

Dois dos principais objetivos da interpretação petrofísica de perfis são a determinação dos limites entre as camadas geológicas e o contato entre fluidos. Para isto, o perfil de indução possui algumas importantes propriedades: É sensível ao tipo de fluido e a distribuição do mesmo no espaço poroso; e o seu registro pode ser modelado com precisão satisfatória como sendo uma convolução entre a condutividade da formação e a função resposta da ferramenta. A primeira propriedade assegura uma boa caracterização dos reservatórios e, ao mesmo tempo, evidencia os contatos entre fluidos, o que permite um zoneamento básico do perfil de poço. A segunda propriedade decorre da relação quasi-linear entre o perfil de indução e a condutividade da formação, o que torna possível o uso da teoria dos sistemas lineares e, particularmente, o desenho de filtros digitais adaptados à deconvolução do sinal original. A idéia neste trabalho é produzir um algoritmo capaz de identificar os contatos entre as camadas atravessadas pelo poço, a partir da condutividade aparente lida pelo perfil de indução. Para simplificar o problema, o modelo de formação assume uma distribuição plano-paralela de camadas homogêneas. Este modelo corresponde a um perfil retangular para condutividade da formação. Usando o perfil de entrada digitalizado, os pontos de inflexão são obtidos numericamente a partir dos extremos da primeira derivada. Isto gera uma primeira aproximação do perfil real da formação. Este perfil estimado é então convolvido com a função resposta da ferramenta gerando um perfil de condutividade aparente. Uma função custo de mínimos quadrados condicionada é definida em termos da diferença entre a condutividade aparente medida e a estimada. A minimização da função custo fornece a condutividade das camadas. O problema de otimização para encontrar o melhor perfil retangular para os dados de indução é linear nas amplitudes (condutividades das camadas), mas uma estimativa não linear para os contatos entre as camadas. Neste caso as amplitudes são estimadas de forma linear pelos mínimos quadrados mantendo-se fixos os contatos. Em um segundo passo mantem-se fixas as amplitudes e são calculadas pequenas mudanças nos limites entre as camadas usando uma aproximação linearizada. Este processo é interativo obtendo sucessivos refinamentos até que um critério de convergência seja satisfeito. O algoritmo é aplicado em dados sintéticos e reais demonstrando a robustez do método.

Interaction of biologically-relevant peptides with membrane model systems

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

Influence of chest wall on lung mechanics during inspiration

RATIONALE: The interaction between lungs and chest wall influences lung volume, that determines lung history during respiration cycle. In this study, the influence of chest wall mechanics on respiratory system is assessed by the evaluation of inspiration pressure-volume curve (PV curve) under three different situations: closed-chest, open-chest and isolated lung. The PV curve parameters in each situation allow us to further understand the role played by different chest wall elements in the respiratory function. Methods: Twenty-four male Wistar rats (236 ± 29 g) were used. The animals were weighted and then anesthetized with xylazine 2% (O,SmL/kg) and ketamine 10% (0,9mL/kg), exsanguinated and later tracheostomies with a metallic cannula (14 gauge).The cannula was connected to an automatic small animal insufflator. This setup was connected to a pressure transducer (32 samples/s). The 24 animals were randomly separated in three groups:(i) closed chest,(ii) open chest and (iii) isolated lung. The rats were insufflated with 20mL quasi-statically (constant speed of 0,1mUs). lnsufflated volume and measured pressure data were kept and PV curves were obtained for all animals. The PV curves were fitted (non-linear least squares) against the sigmoid equation (1) to obtain the sigmoid equation parameters (a,b,c,d). Elastance measurements were obtained from linear regression of pressure/volume measurements in a 0,8s interval before and after the calculated point. Results: The parameters a,b and c showed no significant change, but the parameter d showed a significant variation among the three groups. The initial elastance also varied between open and closed chest, indicating the need of a higher pressure for the lung expansion, as can be seen in Table 1. Conclusion: A supporting effect of the chest wall was observed at the initial moments of inspiration, observed as a higher initial elastance in open chest situations than in closed chest situations (p=0,00001). The similar initial elastance for the isolated lung and closed chest may be explained by the specific method used for the isolated lung experiment. As the isolated lung is supported by the trachea vertically, the weight of the tissue may have a similar effect of the residual negative pressure in the thorax, responsible for maintaining the residual volume.

Influence of chest wall on lung mechanics during inspiration.

RATIONALE: The interaction between lungs and chest wall influences lung volume, that determines lung history during respiration cycle. In this study, the influence of chest wall mechanics on respiratory system is assessed by the evaluation of inspiration pressure-volume curve (PV curve) under three different situations: closed-chest, open-chest and isolated lung. The PV curve parameters in each situation allow us to further understand the role played by different chest wall elements in the respiratory function. Methods: Twenty-four male Wistar rats (236 ± 29 g) were used. The animals were weighted and then anesthetized with xylazine 2% (0,5mL/kg) and ketamine 10% (0,9mL/kg), exsanguinated and later tracheostomized with a metallic cannula (14 gauge). The cannula was connected to an automatic small animal insufflator. This setup was connected to a pressure transducer (32 samples/s). The 24 animals were randomly separated in three groups: (i) closed chest, (ii) open chest and (iii) isolated lung. The rats were insufflated with 20mL quasi-statically (constant speed of 0,1mL/s). Insufflated volume and measured pressure data were kept and PV curves were obtained for all animals. The PV curves were fitted (non-linear least squares) against the sigmoid equation (1) to obtain the sigmoid equation parameters (a,b,c,d). Elastance measurements were obtained from linear regression of pressure/volume measurements in a 0,8s interval before and after the calculated point. Results: The parameters a, b and c showed no significant change, but the parameter d showed a significant variation among the three groups. The initial elastance also varied between open and closed chest, indicating the need of a higher pressure for the lung expansion, as can be seen in Table 1. Table 1: Mean and Standard Deviation of parameters obtained for each protocol. Protocol: Closed Chest – a (mL) -0.35±0.33; b (mL) 13.93±0.89; c (cm H2O) 21.28±2.37; d (cm H2O) 6.17±0.84; r²** (%) 99.4±0.14; Initial Elastance* (cm H2)/mL) 12.72±6.66; Weight (g) 232.33±5.72. Open Chest - a (mL) 0.01±0.28; b (mL) 14.79±0.54; c (cm H2O) 19.47±1.41; d (cm H2O) 3.50±0.28; r²** (%) 98.8±0.34; Initial Elastance* (cm H2)/mL) 28.68±2.36; Weight (g) 217.33±7.97. Isolated Lung - a (mL) -0.09±0.46; b (mL) 14.22±0.75; c (cm H2O) 21.76±1.43; d (cm H2O) 4.24±0.50; r²** (%) 98.9±0.19; Initial Elastance* (cm H2)/mL) 7.13±8.85; Weight (g) 224.33±16.66. * Elastance measures in the 0-0,1 mL range. ** Goodness of sigmoid fit versus measured data Conclusion: A supporting effect of the chest wall was observed at the initial moments of inspiration, observed as a higher initial elastance in open chest situations than in closed chest situations (p=0,00001). The similar initial elastance for the isolated lung and closed chest may be explained by the specific method used for the isolated lung experiment. As the isolated lung is supported by the trachea vertically, the weight of the tissue may have a similar effect of the residual negative pressure in the thorax, responsible for maintaining the residual volume.

Microwave breast imaging reconstruction

In this thesis I analyzed the microwave tomography method to recognize breast can- cer. I study how identify the dielectric permittivity, the Helmoltz equation parameter used to model the real physic problem. Through a non linear least squares method I solve a problem of parameters identification; I show the theoric approach and the devel- opment to reach the results. I use the Levenberg-Marquardt algorithm, applied on COMSOL software to multiphysic models; so I do numerical proofs on semplified test problems compared to the specific real problem to solve.

Vibrational Relaxation of 13CO2(v2) by Atomic Oxygen

Carbon dioxide (CO2) has been of recent interest due to the issue of greenhouse cooling in the upper atmosphere by species such as CO2 and NO. In the Earth’s upper atmosphere, between altitudes of 75 and 110 km, a collisional energy exchange occurs between CO2 and atomic oxygen, which promotes a population of ground state CO2 to the bend excited state. The relaxation of CO2 following this excitation is characterized by spontaneous emission of 15-μm. Most of this energy is emitted away from Earth. Due to the low density in the upper atmosphere, most of this energy is not reabsorbed and thus escapes into space, leading to a local cooling effect in the upper atmosphere. To determine the efficiency of the CO2- O atom collisional energy exchange, transient diode laser absorption spectroscopy was used to monitor the population of the first vibrationally excited state, 13CO2(0110) or ν2, as a function of time. The rate coefficient, kO(ν2), for the vibrational relaxation 13CO2 (ν2)-O was determined by fitting laboratory measurements using a home-written linear least squares algorithm. The rate coefficient, kO(ν2), of the vibrational relaxation of 13CO2(ν2), by atomic oxygen at room temperature was determined to be (1.6 ± 0.3 x 10-12 cm3 s-1), which is within the uncertainty of the rate coefficient previously found in this group for 12CO2(ν2) relaxation. The cold temperature kO(ν2) values were determined to be: (2.1 ± 0.8) x 10-12 cm3 s-1 at Tfinal = 274 K, (1.8 ± 0.3) x 10-12 cm3 s-1 at Tfinal = 239 K, (2 ± 1) x 10-12 cm3 s-1 at Tfinal = 208 K, and (1.7 ± 0.3) x 10-12 cm3 s-1 at Tfinal = 186 K. These data did not show a definitive negative temperature dependence comparable to that found for 12CO2 previously.

Approximating method of frames

In this paper, the well-known method of frames approach to the signal decomposition problem is reformulated as a certain bilevel goal-attainment linear least squares problem. As a consequence, a numerically robust variant of the method, named approximating method of frames, is proposed on the basis of a certain minimal Euclidean norm approximating splitting pseudo-iteration-wise method.

Inorganic carbon and geochemistry measurements from landfast sea ice in Resolute Passage, Nunavut, Canada, as part of the Arctic-ICE project, May - June 2010

We conducted a six-week investigation of the sea ice inorganic carbon system during the winter-spring transition in the Canadian Arctic Archipelago. Samples for the determination of sea ice geochemistry were collected in conjunction with physical and biological parameters as part of the 2010 Arctic-ICE (Arctic - Ice-Covered Ecosystem in a Rapidly Changing Environment) program, a sea ice-based process study in Resolute Passage, Nunavut. The goal of Arctic-ICE was to determine the physical-biological processes controlling the timing of primary production in Arctic landfast sea ice and to better understand the influence of these processes on the drawdown and release of climatically active gases. The field study was conducted from 1 May to 21 June, 2010.

Prediction of near field overpressure from quarry blasting

This paper investigates the propagation of airblast or pressure waves in air produced by bench blasting (i.e. detonation of the explosive in a row of blastholes, breaking the burden of rock towards the free vertical face of the block). Peak overpressure is calculated as a function of blasting parameters (explosive mass per delay and velocity at which the detonation sequence proceeds along the bench) and the polar coordinates of the position of interest (distance to the source and azimuth with respect to the free face). The model has been fitted to empirical data using linear least squares. The data set is composed of 122 airblast records monitored at distances less than 400 m in 41 production blasts carried out in two quarries. The model is statistically significant and has a determination coefficient of 0.87. The formula is validated from 12 airblast measurements gathered in five additional blasts.

Determination of the JWL constants for ANFO and emulsion explosives from cylinder test data

The Jones-Wilkins-Lee (JWL) equation of state parameters for ANFO and emulsion-type explosives have been obtained from cylinder test expansion measurements. The calculation method comprises a new radial expansion function, with a non-zero initial velocity at the onset of the expansion in order to comply with a positive Gurney energy at unit relative volume, as the isentropic expansion from the CJ state predicts. The equations reflecting the CJ state conditions and the measured expansion energy were solved for the JWL parameters by a non-linear least squares scheme. The JWL parameters of thirteen ANFO and emulsion type explosives have been determined in this way from their cylinder test expansion data. The results were evaluated through numerical modelling of the tests with the LS-DYNA hydrocode; the expansion histories from the modelling were compared with the measured ones, and excellent agreement was found.