Survival time of random walk in random environment among soft obstacles

We consider a Random Walk in Random Environment (RWRE) moving in an i.i.d. random field of obstacles. When the particle hits an obstacle, it disappears with a positive probability. We obtain quenched and annealed bounds on the tails of the survival time in the general d-dimensional case. We then consider a simplified one-dimensional model (where transition probabilities and obstacles are independent and the RWRE only moves to neighbour sites), and obtain finer results for the tail of the survival time. In addition, we study also the ""mixed"" probability measures (quenched with respect to the obstacles and annealed with respect to the transition probabilities and vice-versa) and give results for tails of the survival time with respect to these probability measures. Further, we apply the same methods to obtain bounds for the tails of hitting times of Branching Random Walks in Random Environment (BRWRE).

On slowdown and speedup of transient random walks in random environment

We consider one-dimensional random walks in random environment which are transient to the right. Our main interest is in the study of the sub-ballistic regime, where at time n the particle is typically at a distance of order O(n (kappa) ) from the origin, kappa is an element of (0, 1). We investigate the probabilities of moderate deviations from this behaviour. Specifically, we are interested in quenched and annealed probabilities of slowdown (at time n, the particle is at a distance of order O (n (nu 0)) from the origin, nu(0) is an element of (0, kappa)), and speedup (at time n, the particle is at a distance of order n (nu 1) from the origin , nu(1) is an element of (kappa, 1)), for the current location of the particle and for the hitting times. Also, we study probabilities of backtracking: at time n, the particle is located around (-n (nu) ), thus making an unusual excursion to the left. For the slowdown, our results are valid in the ballistic case as well.

Branching Processes in Autoregressive Random Environment

2000 Mathematics Subject Classification: 60J80, 60K05.

On the recurrence of random walks in Lévy random environments

This thesis investigates one-dimensional random walks in random environment whose transition probabilities might have an infinite variance. The ergodicity of the dynamical system ''from the point of view of the particle'' is proved under the assumptions of transitivity and existence of an absolutely continuous steady state on the space of the environments. We show that, if the average of the local drift over the environments is summable and null, then the RWRE is recurrent. We provide an example satisfying all the hypotheses.

A risk model with an observer in a Markov environment

We consider a spectrally-negative Markov additive process as a model of a risk process in a random environment. Following recent interest in alternative ruin concepts, we assume that ruin occurs when an independent Poissonian observer sees the process as negative, where the observation rate may depend on the state of the environment. Using an approximation argument and spectral theory, we establish an explicit formula for the resulting survival probabilities in this general setting. We also discuss an efficient evaluation of the involved quantities and provide a numerical illustration.

The number of open paths in an oriented rho-percolation model

We study the asymptotic properties of the number of open paths of length n in an oriented rho-percolation model. We show that this number is e(n alpha(rho)(1+o(1))) as n ->infinity. The exponent alpha is deterministic, it can be expressed in terms of the free energy of a polymer model, and it can be explicitly computed in some range of the parameters. Moreover, in a restricted range of the parameters, we even show that the number of such paths is n(-1/2)We (n alpha(rho))(1+o(1)) for some nondegenerate random variable W. We build on connections with the model of directed polymers in random environment, and we use techniques and results developed in this context.

A study of the dynamics of quantum correlations

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Evolution of the structural and fracture design of the ISS payloads due to the new launchers, specifically applied to Biolab IEC-2 projects

The relatively young discipline of astronautics represents one of the scientifically most fascinating and technologically advanced achievements of our time. The human exploration in space does not offer only extraordinary research possibilities but also demands high requirements from man and technology. The space environment provides a lot of attractive experimental tools towards the understanding of fundamental mechanism in natural sciences. It has been shown that especially reduced gravity and elevated radiation, two distinctive factors in space, influence the behavior of biological systems significantly. For this reason one of the key objectives on board of an earth orbiting laboratory is the research in the field of life sciences, covering the broad range from botany, human physiology and crew health up to biotechnology. The Columbus Module is the only European low gravity platform that allows researchers to perform ambitious experiments in a continuous time frame up to several months. Biolab is part of the initial outfitting of the Columbus Laboratory; it is a multi-user facility supporting research in the field of biology, e.g. effect of microgravity and space radiation on cell cultures, micro-organisms, small plants and small invertebrates. The Biolab IEC are projects designed to work in the automatic part of Biolab. In this moment in the TO-53 department of Airbus Defence & Space (formerly Astrium) there are two experiments that are in phase C/D of the development and they are the subject of this thesis: CELLRAD and CYTOSKELETON. They will be launched in soft configuration, that means packed inside a block of foam that has the task to reduce the launch loads on the payload. Until 10 years ago the payloads which were launched in soft configuration were supposed to be structural safe by themselves and a specific structural analysis could be waived on them; with the opening of the launchers market to private companies (that are not under the direct control of the international space agencies), the requirements on the verifications of payloads are changed and they have become much more conservative. In 2012 a new random environment has been introduced due to the new Space-X launch specification that results to be particularly challenging for the soft launched payloads. The last ESA specification requires to perform structural analysis on the payload for combined loads (random vibration, quasi-steady acceleration and pressure). The aim of this thesis is to create FEM models able to reproduce the launch configuration and to verify that all the margins of safety are positive and to show how they change because of the new Space-X random environment. In case the results are negative, improved design solution are implemented. Based on the FEM result a study of the joins has been carried out and, when needed, a crack growth analysis has been performed.

Modelos estocásticos de crescimento individual e desenvolvimento de software de estimação e previsão

Os modelos de crescimento individual são geralmente adaptações de modelos de crescimento de populações. Inicialmente estes modelos eram apenas determinísticos, isto é, não incorporavam as flutuações aleatórias do ambiente. Com o desenvolvimento da teoria do cálculo estocástico podemos adicionar um termo estocástico, que representa a aleatoriedade ambiental que influencia o processo em estudo. Actualmente, o estudo do crescimento individual em ambiente aleatório é cada vez mais importante, não apenas pela vertente financeira, mas também devido às suas aplicações nas áreas da saúde e da pecuária, entre outras. Problemas como o ajustamento de modelos de crescimento individual, estimação de parâmetros e previsão de tamanhos futuros são tratados neste trabalho. São apresentadas novas aplicações do modelo estocástico monomolecular generalizado e um novo software de aplicação deste e de outros modelos. ABSTRACT: Individual growth models are usually adaptations of growth population models. Initially these models were only deterministic, that is, they did not incorporate the random fluctuations of the environment. With the development of the theory of stochastic calculus, we can add a stochastic term that represents the random environmental influences in the process under study. Currently, the study of individual growth in a random environment is increasingly important, not only by the financial scope but also because of its applications in health care and livestock production, among others. Problems such as adjustment of an individual growth model, estimation of parameters and prediction of future sizes are treated in this work. New applications of the generalized stochastic monomolecular model and a new software applied to this and other models are presented.

Queues with inter- ruption in Random/ Markovian Environment

In many situations probability models are more realistic than deterministic models. Several phenomena occurring in physics are studied as random phenomena changing with time and space. Stochastic processes originated from the needs of physicists.Let X(t) be a random variable where t is a parameter assuming values from the set T. Then the collection of random variables {X(t), t ∈ T} is called a stochastic process. We denote the state of the process at time t by X(t) and the collection of all possible values X(t) can assume, is called state space

Genotype x environment interaction for age at first calving, scrotal circumference, and yearling weight in Nellore cattle using reaction norms in multitrait random regression models

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

Random regression models to estimate test-day milk yield genetic parameters Holstein cows in Southeastern Brazil

A total of 152,145 weekly test-day milk yield records from 7317 first lactations of Holstein cows distributed in 93 herds in southeastern Brazil were analyzed. Test-day milk yields were classified into 44 weekly classes of DIM. The contemporary groups were defined as herd-year-week of test-day. The model included direct additive genetic, permanent environmental and residual effects as random and fixed effects of contemporary group and age of cow at calving as covariable, linear and quadratic effects. Mean trends were modeled by a cubic regression on orthogonal polynomials of DIM. Additive genetic and permanent environmental random effects were estimated by random regression on orthogonal Legendre polynomials. Residual variances were modeled using third to seventh-order variance functions or a step function with 1, 6,13,17 and 44 variance classes. Results from Akaike`s and Schwarz`s Bayesian information criterion suggested that a model considering a 7th-order Legendre polynomial for additive effect, a 12th-order polynomial for permanent environment effect and a step function with 6 classes for residual variances, fitted best. However, a parsimonious model, with a 6th-order Legendre polynomial for additive effects and a 7th-order polynomial for permanent environmental effects, yielded very similar genetic parameter estimates. (C) 2008 Elsevier B.V. All rights reserved.

Solution structure of amyloid beta-peptide(1-40) in a water-micelle environment. Is the membrane-spanning domain where we think it is?

The three-dimensional solution structure of the 40 residue amyloid beta-peptide, A beta(1-40), has been determined using NMR spectroscopy at pH 5.1, in aqueous sodium dodecyl sulfate (SDS) micelles, In this environment, which simulates to some extent a water-membrane medium, the peptide is unstructured between residues 1 and 14 which are mainly polar and likely solvated by water. However, the rest of the protein adopts an alpha-helical conformation between residues 15 and 36 with a kink or hinge at 25-27. This largely hydrophobic region is likely solvated by SDS. Based on the derived structures, evidence is provided in support of a possible new location for the transmembrane domain of A beta within the amyloid precursor protein (APP). Studies between pH 4.2 and 7.9 reveal a pH-dependent helix-coil conformational switch. At the lower pH values, where the carboxylate residues are protonated, the helix is uncharged, intact, and lipid-soluble. As the pH increases above 6.0, part of the helical region (15-24) becomes less structured, particularly near residues E22 and D23 where deprotonation appears to facilitate unwinding of the helix. This pH-dependent unfolding to a random coil conformation precedes any tendency of this peptide to aggregate to a beta-sheet as the pH increases. The structural biology described herein for A beta(1-40) suggests that (i) the C-terminal two-thirds of the peptide is an alpha-helix in membrane-like environments, (ii) deprotonation of two acidic amino acids in the helix promotes a helix-coil conformational transition that precedes aggregation, (iii) a mobile hinge exists in the helical region of A beta(1-40) and this may be relevant to its membrane-inserting properties and conformational rearrangements, and (iv) the location of the transmembrane domain of amyloid precursor proteins may be different from that accepted in the Literature. These results may provide new insight to the structural properties of amyloid beta-peptides of relevance to Alzheimer's disease.

Effect of a control burn on lizards and their structural environment in a eucalypt open-forest

The composition of an open-forest lizard assemblage in eastern Australia was examined before and after a low-intensity controlled fire and concurrently compared with that in an adjoining unburnt area. The effect of fire on the available structural environment and the habitat used by two focal species, Carlia vivax and Lygisaurus foliorum, was also examined. Lizard species richness was unaffected by the controlled burn as was the abundance of most species. C. vivax was the only species to display a significant reduction in abundance after fire. While the low-intensity fire resulted in significant changes to the available structural environment, there were no compensatory shifts in the habitat preferences of either C. vivax or L. foliorum. The reduction in abundance of C. vivax was congruent with this species' avoidance of burnt areas. C. vivax displayed a non-random preference for ground cover and litter cover, which were reduced in burnt areas. Changes in the availability of preferred structural habitat features are likely to contribute to changes in the abundance of some lizard species. Therefore, even low-intensity disturbances can have an impact on lizard assemblages if critical habitat features are lost or become limiting.

Sensitivity correction of images obtained with the prototype Clear-PEM in pre-clinical environment

Dissertation presented at Faculdade de Ciências e Tecnologia Universidade Nova de Lisboa to obtain a Master Degree in Biomedical Engineering