Recursive contracts

We obtain a recursive formulation for a general class of contractingproblems involving incentive constraints. Under these constraints,the corresponding maximization (sup) problems fails to have arecursive solution. Our approach consists of studying the Lagrangian.We show that, under standard assumptions, the solution to theLagrangian is characterized by a recursive saddle point (infsup)functional equation, analogous to Bellman's equation. Our approachapplies to a large class of contractual problems. As examples, westudy the optimal policy in a model with intertemporal participationconstraints (which arise in models of default) and intertemporalcompetitive constraints (which arise in Ramsey equilibria).

High Performance Algorithms and Implementations Using Sparse and Parallelization Techniques on MBS

In this paper we will see how the efficiency of the MBS simulations can be improved in two different ways, by considering both an explicit and implicit semi-recursive formulation. The explicit method is based on a double velocity transformation that involves the solution of a redundant but compatible system of equations. The high computational cost of this operation has been drastically reduced by taking into account the sparsity pattern of the system. Regarding this, the goal of this method is the introduction of MA48, a high performance mathematical library provided by Harwell Subroutine Library. The second method proposed in this paper has the particularity that, depending on the case, between 70 and 85% of the computation time is devoted to the evaluation of forces derivatives with respect to the relative position and velocity vectors. Keeping in mind that evaluating these derivatives can be decomposed into concurrent tasks, the main goal of this paper lies on a successful and straightforward parallel implementation that have led to a substantial improvement with a speedup of 3.2 by keeping all the cores busy in a quad-core processor and distributing the workload between them, achieving on this way a huge time reduction by doing an ideal CPU usage

Simulación en tiempo real de vehículos industriales con modelos multicuerpo de gran complejidad

El objetivo de esta Tesis ha sido la consecución de simulaciones en tiempo real de vehículos industriales modelizados como sistemas multicuerpo complejos formados por sólidos rígidos. Para el desarrollo de un programa de simulación deben considerarse cuatro aspectos fundamentales: la modelización del sistema multicuerpo (tipos de coordenadas, pares ideales o impuestos mediante fuerzas), la formulación a utilizar para plantear las ecuaciones diferenciales del movimiento (coordenadas dependientes o independientes, métodos globales o topológicos, forma de imponer las ecuaciones de restricción), el método de integración numérica para resolver estas ecuaciones en el tiempo (integradores explícitos o implícitos) y finalmente los detalles de la implementación realizada (lenguaje de programación, librerías matemáticas, técnicas de paralelización). Estas cuatro etapas están interrelacionadas entre sí y todas han formado parte de este trabajo. Desde la generación de modelos de una furgoneta y de camión con semirremolque, el uso de tres formulaciones dinámicas diferentes, la integración de las ecuaciones diferenciales del movimiento mediante métodos explícitos e implícitos, hasta el uso de funciones BLAS, de técnicas de matrices sparse y la introducción de paralelización para utilizar los distintos núcleos del procesador. El trabajo presentado en esta Tesis ha sido organizado en 8 capítulos, dedicándose el primero de ellos a la Introducción. En el Capítulo 2 se presentan dos formulaciones semirrecursivas diferentes, de las cuales la primera está basada en una doble transformación de velocidades, obteniéndose las ecuaciones diferenciales del movimiento en función de las aceleraciones relativas independientes. La integración numérica de estas ecuaciones se ha realizado con el método de Runge-Kutta explícito de cuarto orden. La segunda formulación está basada en coordenadas relativas dependientes, imponiendo las restricciones por medio de penalizadores en posición y corrigiendo las velocidades y aceleraciones mediante métodos de proyección. En este segundo caso la integración de las ecuaciones del movimiento se ha llevado a cabo mediante el integrador implícito HHT (Hilber, Hughes and Taylor), perteneciente a la familia de integradores estructurales de Newmark. En el Capítulo 3 se introduce la tercera formulación utilizada en esta Tesis. En este caso las uniones entre los sólidos del sistema se ha realizado mediante uniones flexibles, lo que obliga a imponer los pares por medio de fuerzas. Este tipo de uniones impide trabajar con coordenadas relativas, por lo que la posición del sistema y el planteamiento de las ecuaciones del movimiento se ha realizado utilizando coordenadas Cartesianas y parámetros de Euler. En esta formulación global se introducen las restricciones mediante fuerzas (con un planteamiento similar al de los penalizadores) y la estabilización del proceso de integración numérica se realiza también mediante proyecciones de velocidades y aceleraciones. En el Capítulo 4 se presenta una revisión de las principales herramientas y estrategias utilizadas para aumentar la eficiencia de las implementaciones de los distintos algoritmos. En primer lugar se incluye una serie de consideraciones básicas para aumentar la eficiencia numérica de las implementaciones. A continuación se mencionan las principales características de los analizadores de códigos utilizados y también las librerías matemáticas utilizadas para resolver los problemas de álgebra lineal tanto con matrices densas como sparse. Por último se desarrolla con un cierto detalle el tema de la paralelización en los actuales procesadores de varios núcleos, describiendo para ello el patrón empleado y las características más importantes de las dos herramientas propuestas, OpenMP y las TBB de Intel. Hay que señalar que las características de los sistemas multicuerpo problemas de pequeño tamaño, frecuente uso de la recursividad, y repetición intensiva en el tiempo de los cálculos con fuerte dependencia de los resultados anteriores dificultan extraordinariamente el uso de técnicas de paralelización frente a otras áreas de la mecánica computacional, tales como por ejemplo el cálculo por elementos finitos. Basándose en los conceptos mencionados en el Capítulo 4, el Capítulo 5 está dividido en tres secciones, una para cada formulación propuesta en esta Tesis. En cada una de estas secciones se describen los detalles de cómo se han realizado las distintas implementaciones propuestas para cada algoritmo y qué herramientas se han utilizado para ello. En la primera sección se muestra el uso de librerías numéricas para matrices densas y sparse en la formulación topológica semirrecursiva basada en la doble transformación de velocidades. En la segunda se describe la utilización de paralelización mediante OpenMP y TBB en la formulación semirrecursiva con penalizadores y proyecciones. Por último, se describe el uso de técnicas de matrices sparse y paralelización en la formulación global con uniones flexibles y parámetros de Euler. El Capítulo 6 describe los resultados alcanzados mediante las formulaciones e implementaciones descritas previamente. Este capítulo comienza con una descripción de la modelización y topología de los dos vehículos estudiados. El primer modelo es un vehículo de dos ejes del tipo chasis-cabina o furgoneta, perteneciente a la gama de vehículos de carga medianos. El segundo es un vehículo de cinco ejes que responde al modelo de un camión o cabina con semirremolque, perteneciente a la categoría de vehículos industriales pesados. En este capítulo además se realiza un estudio comparativo entre las simulaciones de estos vehículos con cada una de las formulaciones utilizadas y se presentan de modo cuantitativo los efectos de las mejoras alcanzadas con las distintas estrategias propuestas en esta Tesis. Con objeto de extraer conclusiones más fácilmente y para evaluar de un modo más objetivo las mejoras introducidas en la Tesis, todos los resultados de este capítulo se han obtenido con el mismo computador, que era el top de la gama Intel Xeon en 2007, pero que hoy día está ya algo obsoleto. Por último los Capítulos 7 y 8 están dedicados a las conclusiones finales y las futuras líneas de investigación que pueden derivar del trabajo realizado en esta Tesis. Los objetivos de realizar simulaciones en tiempo real de vehículos industriales de gran complejidad han sido alcanzados con varias de las formulaciones e implementaciones desarrolladas. ABSTRACT The objective of this Dissertation has been the achievement of real time simulations of industrial vehicles modeled as complex multibody systems made up by rigid bodies. For the development of a simulation program, four main aspects must be considered: the modeling of the multibody system (types of coordinates, ideal joints or imposed by means of forces), the formulation to be used to set the differential equations of motion (dependent or independent coordinates, global or topological methods, ways to impose constraints equations), the method of numerical integration to solve these equations in time (explicit or implicit integrators) and the details of the implementation carried out (programming language, mathematical libraries, parallelization techniques). These four stages are interrelated and all of them are part of this work. They involve the generation of models for a van and a semitrailer truck, the use of three different dynamic formulations, the integration of differential equations of motion through explicit and implicit methods, the use of BLAS functions and sparse matrix techniques, and the introduction of parallelization to use the different processor cores. The work presented in this Dissertation has been structured in eight chapters, the first of them being the Introduction. In Chapter 2, two different semi-recursive formulations are shown, of which the first one is based on a double velocity transformation, thus getting the differential equations of motion as a function of the independent relative accelerations. The numerical integration of these equations has been made with the Runge-Kutta explicit method of fourth order. The second formulation is based on dependent relative coordinates, imposing the constraints by means of position penalty coefficients and correcting the velocities and accelerations by projection methods. In this second case, the integration of the motion equations has been carried out by means of the HHT implicit integrator (Hilber, Hughes and Taylor), which belongs to the Newmark structural integrators family. In Chapter 3, the third formulation used in this Dissertation is presented. In this case, the joints between the bodies of the system have been considered as flexible joints, with forces used to impose the joint conditions. This kind of union hinders to work with relative coordinates, so the position of the system bodies and the setting of the equations of motion have been carried out using Cartesian coordinates and Euler parameters. In this global formulation, constraints are introduced through forces (with a similar approach to the penalty coefficients) are presented. The stabilization of the numerical integration is carried out also by velocity and accelerations projections. In Chapter 4, a revision of the main computer tools and strategies used to increase the efficiency of the implementations of the algorithms is presented. First of all, some basic considerations to increase the numerical efficiency of the implementations are included. Then the main characteristics of the code’ analyzers used and also the mathematical libraries used to solve linear algebra problems (both with dense and sparse matrices) are mentioned. Finally, the topic of parallelization in current multicore processors is developed thoroughly. For that, the pattern used and the most important characteristics of the tools proposed, OpenMP and Intel TBB, are described. It needs to be highlighted that the characteristics of multibody systems small size problems, frequent recursion use and intensive repetition along the time of the calculation with high dependencies of the previous results complicate extraordinarily the use of parallelization techniques against other computational mechanics areas, as the finite elements computation. Based on the concepts mentioned in Chapter 4, Chapter 5 is divided into three sections, one for each formulation proposed in this Dissertation. In each one of these sections, the details of how these different proposed implementations have been made for each algorithm and which tools have been used are described. In the first section, it is shown the use of numerical libraries for dense and sparse matrices in the semirecursive topological formulation based in the double velocity transformation. In the second one, the use of parallelization by means OpenMP and TBB is depicted in the semi-recursive formulation with penalization and projections. Lastly, the use of sparse matrices and parallelization techniques is described in the global formulation with flexible joints and Euler parameters. Chapter 6 depicts the achieved results through the formulations and implementations previously described. This chapter starts with a description of the modeling and topology of the two vehicles studied. The first model is a two-axle chassis-cabin or van like vehicle, which belongs to the range of medium charge vehicles. The second one is a five-axle vehicle belonging to the truck or cabin semi-trailer model, belonging to the heavy industrial vehicles category. In this chapter, a comparative study is done between the simulations of these vehicles with each one of the formulations used and the improvements achieved are presented in a quantitative way with the different strategies proposed in this Dissertation. With the aim of deducing the conclusions more easily and to evaluate in a more objective way the improvements introduced in the Dissertation, all the results of this chapter have been obtained with the same computer, which was the top one among the Intel Xeon range in 2007, but which is rather obsolete today. Finally, Chapters 7 and 8 are dedicated to the final conclusions and the future research projects that can be derived from the work presented in this Dissertation. The objectives of doing real time simulations in high complex industrial vehicles have been achieved with the formulations and implementations developed.

Recursive linear estimation for general discrete-time descriptor systems

This paper considers the optimal linear estimates recursion problem for discrete-time linear systems in its more general formulation. The system is allowed to be in descriptor form, rectangular, time-variant, and with the dynamical and measurement noises correlated. We propose a new expression for the filter recursive equations which presents an interesting simple and symmetric structure. Convergence of the associated Riccati recursion and stability properties of the steady-state filter are provided. (C) 2010 Elsevier Ltd. All rights reserved.

Recursive filtering of images with symmetric extension

Recursive filters are widely used in image analysis due to their efficiency and simple implementation. However these filters have an initialisation problem which either produces unusable results near the image boundaries or requires costly approximate solutions such as extending the boundary manually. In this paper, we describe a method for the recursive filtering of symmetrically extended images for filters with symmetric denominator. We begin with an analysis of symmetric extensions and their effect on non-recursive filtering operators. Based on the non-recursive case, we derive a formulation of recursive filtering on symmetric domains as a linear but spatially varying implicit operator. We then give an efficient method for decomposing and solving the linear implicit system, along with a proof that this decomposition always exists. This decomposition needs to be performed only once for each dimension of the image. This yields a filtering which is both stable and consistent with the ideal infinite extension. The filter is efficient, requiring less computation than the standard recursive filtering. We give experimental evidence to verify these claims. (c) 2005 Elsevier B.V. All rights reserved.

Lawsonia Inermis-mediated Synthesis Of Silver Nanoparticles: Activity Against Human Pathogenic Fungi And Bacteria With Special Reference To Formulation Of An Antimicrobial Nanogel.

Lawsonia inermis mediated synthesis of silver nanoparticles (Ag-NPs) and its efficacy against Candida albicans, Microsporum canis, Propioniabacterium acne and Trichophyton mentagrophytes is reported. A two-step mechanism has been proposed for bioreduction and formation of an intermediate complex leading to the synthesis of capped nanoparticles was developed. In addition, antimicrobial gel for M. canis and T. mentagrophytes was also formulated. Ag-NPs were synthesized by challenging the leaft extract of L. inermis with 1 mM AgNO₃. The Ag-NPs were characterized by Ultraviolet-Visible (UV-Vis) spectrophotometer and Fourier transform infrared spectroscopy (FTIR). Transmission electron microscopy (TEM), nanoparticle tracking and analysis sytem (NTA) and zeta potential was measured to detect the size of Ag-NPs. The antimicrobial activity of Ag-NPs was evaluated by disc diffusion method against the test organisms. Thus these Ag-NPs may prove as a better candidate drug due to their biogenic nature. Moreover, Ag-NPs may be an answer to the drug-resistant microorganisms.

Pharmacokinetic And Pharmacodynamic Evaluation Of A Nanotechnological Topical Formulation Of Lidocaine/prilocaine (nanorap) In Healthy Volunteers.

Nanorap is a new nanotechnological formulation for topical anesthesia composed of lidocaine (2.5%) and prilocaine (2.5%). The present study evaluated the pharmacokinetics (PK) of Nanorap. For the determination of lidocaine and prilocaine in human plasma a new method using high-performance liquid-chromatography coupled to tandem mass spectrometry was developed. Nanorap pharmacodynamic (PD) and its physical proprieties were also evaluated. Nanorap was administered by topical application of 2g to healthy volunteers and blood samples were collected for the PK analysis. The drugs were extracted from plasma by liquid-liquid extraction with ether/hexane (80/20, v/v). The chromatography separation was performed on a Genesis C18 analytical column 4 µm (100 x 2.1 mm i.d.) with a mobile phase of methanol/acetonitrile/water (40/30/30, for lidocaine, and 50/30/20, for prilocaine, v/v/v) + 2 mM of ammonium acetate and ropivacaine as internal standard. The drugs were quantified using a mass spectrometer with an electrospray source in the ESI positive mode (ES+) configured for multiple reaction monitoring. The PD of Nanorap was evaluated with the use of a visual analogue scale. Nanorap was characterized by cryofracture. The chromatography run time was 5.5 min for lidocaine and 3.3 min for prilocaine and the lower limit of quantification was 0.05 ng/mL for both drugs. Mean Cmax was 6.62 and 1.72 ng/mL for lidocaine and prilocaine, respectively. Median Tmax was 6.5 hours for both drugs. Nanocapsules had a mean size of 88nm and mean drug association of 92.5% and 89% for lidocaine and prilocaine, respectively. The PD study showed that Nanorap has a sufficient analgesic effect (>30% reduction in pain) after 10 minutes of application. A new simple, selective and sensitive method for determination of lidocaine and prilocaine in human plasma was developed. Nanorap generated safe plasma levels of the drugs and satisfactory analgesic effect.

Didanosine-loaded Chitosan Microspheres Optimized By Surface-response Methodology: A Modified Maximum Likelihood Classification" Approach Formulation For Reverse Transcriptase Inhibitors."

Didanosine-loaded chitosan microspheres were developed applying a surface-response methodology and using a modified Maximum Likelihood Classification. The operational conditions were optimized with the aim of maintaining the active form of didanosine (ddI), which is sensitive to acid pH, and to develop a modified and mucoadhesive formulation. The loading of the drug within the chitosan microspheres was carried out by ionotropic gelation technique with sodium tripolyphosphate (TPP) as cross-linking agent and magnesium hydroxide (Mg(OH)2) to assure the stability of ddI. The optimization conditions were set using a surface-response methodology and applying the Maximum Likelihood Classification, where the initial chitosan concentration, TPP and ddI concentration were set as the independent variables. The maximum ddI-loaded in microspheres (i.e. 1433mg of ddI/g chitosan), was obtained with 2% (w/v) chitosan and 10% TPP. The microspheres depicted an average diameter of 11.42μm and ddI was gradually released during 2h in simulated enteric fluid.

Impact Of Drug Formulation And Free Platinum/cisplatin Ratio On Hypersensitivity Reactions To Cisplatin: Formulation Matters.

Use of cisplatin can induce type I hypersensitivity reactions that may also be linked to the quality of the drug utilized. We observed cases of hypersensitivity that appeared to be associated with the brand of cisplatin used. The aim of this study was to compare two different brands of cisplatin in relation to type I hypersensitivity reactions. Brand A was used in a tertiary care teaching hospital until 2012, and use of brand B started from January 2013, when the first hypersensitivity cases were observed. Patients were categorized based on symptom. Cisplatin of both brands was analysed by high-performance liquid chromatography (HPLC) and high-resolution electrospray ionization mass spectrometry (ESI-(+)-MS) and characterized according to US Pharmacopeia. There were no cases of hypersensitivity associated with the use of cisplatin brand A, whereas four of 127 outpatients that used cisplatin brand B were affected. The two brands were in accordance with the US Pharmacopeia parameters, and there was no significant difference in the total platinum levels between the two brands when analysed by HPLC. However, high-resolution ESI-(+)-MS analyses show that brand B contains approximately 2.7 times more hydrolysed cisplatin than brand A. The increase in the hydrolysed form of cisplatin found in brand B may be the cause of the hypersensitivity reaction observed in a subset of patients. We present the first study of the quality of drugs by high-resolution ESI-(+)-MS. Drug regulatory agencies and manufacturers should consider including measurement of hydrolysed cisplatin as a quality criterion for cisplatin formulations.

The use of a graphite-silicone rubber composite electrode in the determination of rutin in pharmaceutical formulation

The possibility of using a graphite silicone-rubber composite electrode (GSR) in a differential pulse voltammetric(DPV) procedure for rutin (vitamin P) determination is described. Cyclic voltammograms of rutin presented a reversible pair of oxidation/reduction peaks respectively at 0.411 and 0.390 V (vs. SCE) at the GSR surface in Britton-Robinson(B-R) buffer solution pH 4.0. In DPV after optimization of conditions, an oxidation peak at 0.370 V (vs. SCE) was used to quantitative determination of rutin in B-R buffer solution pH 4.0. In this case a linear dynamic range of 5.0×10-8 to 50.0×10-8 mol L-1 was observed with a detection limit of 1.8×10-8 mol L-1 for the analyte. Recoveries from 94 to 113% were observed. The electrode surface was renewed by polishing after each determination, with a repeatability of 1.09 ± 0.06 µA (n = 10) peak current. Rutin was determined in a pharmaceutical formulation using the proposed electrode and the results agreed with those from an official method within 95% confidence level.

A positional FEM Formulation for geometrical non-linear analysis of shells

This work presents a fully non-linear finite element formulation for shell analysis comprising linear strain variation along the thickness of the shell and geometrically exact description for curved triangular elements. The developed formulation assumes positions and generalized unconstrained vectors as the variables of the problem, not displacements and finite rotations. The full 3D Saint-Venant-Kirchhoff constitutive relation is adopted and, to avoid locking, the rate of thickness variation enhancement is introduced. As a consequence, the second Piola-Kirchhoff stress tensor and the Green strain measure are employed to derive the specific strain energy potential. Curved triangular elements with cubic approximation are adopted using simple notation. Selected numerical simulations illustrate and confirm the objectivity, accuracy, path independence and applicability of the proposed technique.

Non-linear boundary element formulation applied to contact analysis using tangent operator

This work presents a non-linear boundary element formulation applied to analysis of contact problems. The boundary element method (BEM) is known as a robust and accurate numerical technique to handle this type of problem, because the contact among the solids occurs along their boundaries. The proposed non-linear formulation is based on the use of singular or hyper-singular integral equations by BEM, for multi-region contact. When the contact occurs between crack surfaces, the formulation adopted is the dual version of BEM, in which singular and hyper-singular integral equations are defined along the opposite sides of the contact boundaries. The structural non-linear behaviour on the contact is considered using Coulomb`s friction law. The non-linear formulation is based on the tangent operator in which one uses the derivate of the set of algebraic equations to construct the corrections for the non-linear process. This implicit formulation has shown accurate as the classical approach, however, it is faster to compute the solution. Examples of simple and multi-region contact problems are shown to illustrate the applicability of the proposed scheme. (C) 2011 Elsevier Ltd. All rights reserved.

Dual boundary element formulation applied to analysis of multi-fractured domains

This paper deals with analysis of multiple random crack propagation in two-dimensional domains using the boundary element method (BEM). BEM is known to be a robust and accurate numerical technique for analysing this type of problem. The formulation adopted in this work is based on the dual BEM, for which singular and hyper-singular integral equations are used. We propose an iterative scheme to predict the crack growth path and the crack length increment at each time step. The proposed scheme able us to simulate localisation and coalescence phenomena, which is the main contribution of this paper. Considering the fracture mechanics analysis, the displacement correlation technique is applied to evaluate the stress intensity factors. The propagation angle and the equivalent stress intensity factor are calculated using the theory of maximum circumferential stress. Examples of simple and multi-fractured domains, loaded up to the rupture, are considered to illustrate the applicability of the proposed scheme. (C) 2010 Elsevier Ltd. All rights reserved.

Analyzing static three-dimensional elastic domains with a new infinite boundary element formulation

A new two-dimensionally mapped infinite boundary element (IBE) is presented. The formulation is based on a triangular boundary element (BE) with linear shape functions instead of the quadrilateral IBEs usually found in the literature. The infinite solids analyzed are assumed to be three-dimensional, linear-elastic and isotropic, and Kelvin fundamental solutions are employed. One advantage of the proposed formulation over quadratic or higher order elements is that no additional degrees of freedom are added to the original BE mesh by the presence of the IBEs. Thus, the IBEs allow the mesh to be reduced without compromising the accuracy of the result. Two examples are presented, in which the numerical results show good agreement with authors using quadrilateral IBEs and analytical solutions. (C) 2010 Elsevier Ltd. All rights reserved.

A coupled boundary element/differential equation method formulation for plate-beam interaction analysis

In this work, a new boundary element formulation for the analysis of plate-beam interaction is presented. This formulation uses a three nodal value boundary elements and each beam element is replaced by its actions on the plate, i.e., a distributed load and end of element forces. From the solution of the differential equation of a beam with linearly distributed load the plate-beam interaction tractions can be written as a function of the nodal values of the beam. With this transformation a final system of equation in the nodal values of displacements of plate boundary and beam nodes is obtained and from it, all unknowns of the plate-beam system are obtained. Many examples are analyzed and the results show an excellent agreement with those from the analytical solution and other numerical methods. (C) 2009 Elsevier Ltd. All rights reserved.