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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
31

Short-Range Target Tracking Using High-Resolution Automotive Radars

Chen, Ming January 2024 (has links)
There is growing interest in the application of high-resolution radars in autonomous vehicles due to their affordability and high angular resolution. However, the azimuth ambiguity caused by the large physical distance between radar antennas relative to the signal wavelength is a challenge for its application. The problem of multiple extended target tracking using high-resolution radar measurements with azimuth ambiguity is considered. A novel pseudo-3D assignment (P3DA) method based on the pseudo measurement set (PMS) is proposed to resolve the azimuth ambiguity. This method can resolve mono (single) and split (duplicated) azimuth ambiguities common in extended target tracking. The Lagrangian relaxation based on a flexible search (LR-FS) algorithm is proposed to solve the P3DA-PMS problem efficiently. Simulation and experiment results show that the proposed algorithm outperforms conventional methods that do not address the azimuth ambiguity of extended target tracking. Since data association with only one data frame will lose information about target evolution and cannot change an association later based on subsequent measurements, a novel two-step multiframe assignment method is proposed to resolve split and azimuth ambiguity separately. In the first step, the split ambiguity is resolved by the PMS-to-PMS association, resulting in a merged PMS (MPMS). In the second step, the azimuth ambiguity is resolved by the Track-to-MPMS association. Numerical results show that the proposed method performs better than the P3DA-PMS-based method. The vehicles tracking with high-resolution radars need to provide information about their orientation and shape to achieve lidar-like performance. Due to self-occlusion, the L-shape model is frequently utilized to depict the structure of a typical vehicle. Since the measurement accuracy of high-resolution radars is not as high as that of lidars, radar measurement noise cannot be ignored. Moreover, as a side effect of using large wavelengths, multiple measurements may be produced per time step due to multipath effects. As a result, more outliers and inliers can be generated in high-resolution radar measurements. A novel lognormal likelihood-aided L-shape model is proposed to approximate the distribution of high-resolution radar measurements of vehicles. Numerical results evaluated on simulation data and the KITTI dataset show that the proposed algorithm achieves smaller orientation and position errors and larger generalized intersection over union (GIoU) compared to existing L-shape fitting algorithms for lidar measurements. / Dissertation / Doctor of Philosophy (PhD)
32

Parametric Estimation of Stochastic Fading Channels and Their Role in Adaptive Radios

Gaeddert, Joseph D. 24 February 2005 (has links)
The detrimental effects rapid power fluctuation has on wireless narrowband communication channels has long been a concern of the mobile radio community as appropriate channel models seek to gauge link quality. Furthermore, advances in signal processing capabilities and the desire for spectrally efficient and low power radio systems have rekindled the interest for adaptive transmission schemes, hence some method of quickly probing the link quality and/or predicting channel conditions is required. Mathematical distributions for modeling the channel profile seek to estimate fading parameters from a finite number of discrete time samples of signal amplitude. While the statistical inference of such estimators has proven to be robust to rapidly shifting channel conditions, the benefits are quickly realized at the expense of processing complexity. Furthermore, computations of the best-known estimation techniques are often iterative, tedious, and complex. This thesis takes a renewed look at estimating fading parameters for the Nakagami-m, Rice-K, and Weibull distributions, specifically by showing that the need to solve transcendental equations in the estimators can be circumvented through use of polynomial approximation in the least-squared error sense or via asymptotic series expansion which often lead to closed-form and simplified expressions. These new estimators are compared to existing ones, the performances of which are comparable while preserving a lower computational complexity. In addition, the thesis also investigates the impact knowledge of the fading profile has on systems employing adaptive switching modulation schemes by characterizing performance in terms of average bit error rates (BER) and spectral efficiency. A channel undergoing Rice-$K$ fading on top of log-normal shadowing is simulated by correlating samples of received signal amplitude according to the user's doppler speed, carrier frequency, etc. The channel's throughput and BER performances are analyzed using the above estimation techniques and compared to non-estimation assumptions. Further discussion on narrowband fading parameter estimation and its applicability to wireless communication channels is provided. / Master of Science
33

A Propagation Simulator for Land Mobile Satellite Communications

Suh, Seong-Youp 28 April 1998 (has links)
The performance of a mobile satellite communications link can be determined by the propagation path between a satellite and mobile users. Some of the most important factors are multipath propagation and vegetative shadowing. System designers should have the most reliable information about the statistics of fade duration in order to determine fade margin or to compensate for the fades using modulation and coding scheme. This report describes a simulator, PROSIM, developed at Virginia Tech for simulating a propagation model in land mobile satellite communications. The simulator is based on a random number generator that generates data sets to compute statistics of the propagation channel. Performance of the simulator was evaluated by comparing statistics from an analytical model and experimental data provided by W. Vogel of Univ. of Texas at Austin and J. Goldhirsh of the Applied Physics Laboratory. New expressions for phasor plot and its mathematical expression for lognormal channel were derived and were simulated. Finally, the advantages of the simulator using random number generator in simulating the propagation model are described. / Master of Science
34

Sea turtle bycatch by the U.S. Atlantic pelagic longline fishery: A simulation modeling analysis of estimation methods

Barlow, Paige Fithian 01 September 2009 (has links)
The U.S. pelagic longline fishery catches 98% of domestic swordfish landings but is also one of the three fisheries most affecting federally protected sea turtles (Crowder and Myers 2001, Witherington et al 2009). Bycatch by fisheries is considered the main anthropogenic threat to sea turtles (NRC 1990). Accurate and precise bycatch estimates are imperative for sea turtle conservation and appropriate fishery management. However, estimation is complicated by only 8% observer coverage of fishing and data that are hierarchical in structure (i.e., multiple sets per trip), zero-heavy (i.e., bycatch is rare), and often overdispersed (i.e., larger variance than expected). Therefore, I evaluated two predominant bycatch estimation methods, the delta-lognormal method and generalized linear models, and investigated improvements in uncertainty incorporation. I constructed a simulation model to evaluate bycatch estimation at two spatial scales under ten spatial models of sea turtle, fishing set, and observer distributions. Results indicated that distributing observers relative to fishing effort and using the delta-lognormal-strata method was most appropriate. The delta-lognormal-strata 95% confidence interval (CI) was wider than statistically appropriate. The delta-lognormal-all sets pooled 95% CI was narrower but simulated bycatch was above the CI too frequently. Thus, I developed a bycatch estimate risk distribution to incorporate uncertainty in bycatch estimates. It gives managers access to the entire distribution of bycatch estimates and their choice of any risk level. Results support the management agency's observer distribution and estimation method but suggest a new procedure to incorporate uncertainty. This study is also informative for many similar datasets. / Master of Science
35

波動度微笑之LM模型應用與結構型商品評價與分析-以匯率連動商品為例

陳益利, Chen, Yi Li Unknown Date (has links)
本篇論文共分為兩部分,第一部份是以每年交易量非常大的外匯選擇權(FX Option)市場以及台指選擇權為例,以Brigo 及Mercurio這兩位學者於2000年提出的Lognormal Mixture model (簡稱LM model)為基礎,捕捉選擇權市場中典型的波動度微笑(Volatility smile)曲線之特性。第二部份係商品評價之應用,是以大陸地區發行的匯率連動結構型商品(Structure Notes)為主。 第一部份中我們分別採用LM 模型(Lognormal Mixture Model)、Shifting LM模型(Shifting Lognormal Mixture Model)及LMDM模型(Lognormal Mixture with Different Mean Model)等三種模型,用以衡量其實際上在外匯選擇權市場及台指選擇權中波動微笑曲線校準的準確性。結果顯示LM模型、Shifting LM模型及LMDM模型均能有效地反應並捕捉出選擇權市場中波動度微笑曲線之特性,而其中又以LMDM模型的效果最佳,其無論在波動度校準或是選擇權價格評價上的誤差均最小。 第二部分是以「中國銀行匯聚寶0709G掛鉤美元兌加元匯率之加元產品」的匯率連動結構型商品為例,以Garman and Kohlhagen(1983)外匯選擇權模型求出其封閉解並作發行商期初利潤分析,然後再用蒙地卡羅模擬法進行投資人期末報酬分析。此外,亦針對此種商品的敏感性與避險參數作分析。
36

Estudo comparativo de métodos geoestatísticos de estimativas e simulações estocásticas condicionais / Comparative study of geostatistical estimation methods and conditional stochastic simulations

Furuie, Rafael de Aguiar 05 October 2009 (has links)
Diferentes métodos geoestatísticos são apresentados como a melhor solução para diferentes contextos de acordo com a natureza dos dados a serem analisados. Alguns dos métodos de estimativa mais populares incluem a krigagem ordinária e a krigagem ordinária lognormal, esta ultima requerendo a transformação dos dados originais para uma distribuição gaussiana. No entanto, esses métodos apresentam limitações, sendo uma das mais discutidas o efeito de suavização apresentado pelas estimativas obtidas. Alguns algoritmos recentes foram propostos como meios de se corrigir este efeito, e são avaliados neste trabalho para a sua eficiência, assim como alguns algoritmos para a transformada reversa dos valores convertidos na krigagem ordinária lognormal. Outra abordagem para o problema é por meio do grupo de métodos denominado de simulação estocástica, alguns dos mais populares sendo a simulação gaussiana seqüencial e a simulação por bandas rotativas, que apesar de não apresentar o efeito de suavização da krigagem, não possuem a precisão local característica dos métodos de estimativa. Este trabalho busca avaliar a eficiência dos diferentes métodos de estimativa (krigagem ordinária, krigagem ordinária lognormal, assim como suas estimativas corrigidas) e simulação (simulação seqüencial gaussiana e simulação por bandas rotativas) para diferentes cenários de dados. Vinte e sete conjuntos de dados exaustivos (em grid 50x50) foram amostrados em 90 pontos por meio da amostragem aleatória simples. Estes conjuntos de dados partiam de uma distribuição gaussiana (Log1) e tinham seus coeficientes de variação progressivamente aumentados até se chegar a uma distribuição altamente assimétrica (Log27). Semivariogramas amostrais foram computados e modelados para os processos geoestatísticos de estimativa e simulação. As estimativas ou realizações resultantes foram então comparadas com os dados exaustivos originais de maneira a se avaliar quão bem esses dados originais eram reproduzidos. Isto foi feito pela comparação de parâmetros estatísticos dos dados originais com os dos dados reconstruídos, assim como por meio de análise gráfica. Resultados demonstraram que o método que apresentou melhores resultados foi a krigagem ordinária lognormal, estes ainda melhores quando aplicada a transformação reversa de Yamamoto, com grande melhora principalmente nos resultados para os dados altamente assimétricos. A krigagem ordinária apresentou sérias limitações na reprodução da cauda inferior dos conjuntos de dados mais assimétricos, apresentando para estes resultados piores que as estimativas não corrigidas. Ambos os métodos de simulação utilizados apresentaram uma baixa correlação como os dados exaustivos, seus resultados também cada vez menos representativos de acordo com o aumento do coeficiente de variação, apesar de apresentar a vantagem de fornecer diferentes cenários para tomada de decisões. / Different geostatistical methods present themselves as the optimal solution to different realities according to the characteristics displayed by the data in analysis. Some of the most popular estimation methods include ordinary kriging and lognormal ordinary kriging, this last one involving the transformation of data from their original space to a Gaussian distribution. However, these methods present some limitations, one of the most prominent ones being the smoothing effect observed in the resulting estimates. Some recent algorithms have been proposed as a way to correct this effect, and are tested in this work for their effectiveness, as well as some methods for the backtransformation of the lognormal converted values. Another approach to the problem is by means of the group of methods known as stochastic simulation, some of the most popular ones being the sequential Gaussian simulation and turning bands simulation, which although do not present the smoothing effect, lack the local accuracy characteristic of the estimation methods. This work seeks to assess the effectiveness of the different estimation (ordinary kriging, lognormal ordinary kriging, and their corrected estimates) and simulation (sequential Gaussian simulation and turning bands simulation) methods for different scenarios. Twenty seven exhaustive data sets (in a 50x50 grid) have been sampled at 90 points based on simple random sampling. These data sets started from a Gaussian distribution (Log1) and had their variation coefficients increased progressively, up to a highly asymmetrical distribution (Log27). Experimental semivariograms have been computed and modeled for geostatistical estimation and simulation processes. The resulting estimates or realizations were then compared to the original exhaustive data in order to assess how well these reproduced the original data. This was done by comparing statistical parameters of the original data and the ones of the reconstructed data, as well as graphically. Results showed that the method that presented the best correlation with the exhaustive data was lognormal ordinary kriging, even better when the backtransformation technique by Yamamoto is applied, which much improved the results for the more asymmetrical data sets. Ordinary kriging and its correction had some severe limitations in reproducing the lower tail of the more asymmetrical data sets, with worst results than those for the uncorrected estimates. Both simulation methods used presented a very small degree of correlation to the exhaustive data, their results also progressively less representative as the variation coefficient grew, even though it has the advantage of presenting several scenarios for decision making.
37

Estudos dos tempos de incubação de doenças priônicas utilizando o método Monte Carlo Dinâmico / Studies of the Incubation Times of Prionic Diseases by Dynamical Monte Carlo Method

Maciel, Náira Rezende 17 October 2008 (has links)
Príons são patógenos infecciosos que causam um grupo de doenças neurodegenerativas fatais. A proteína normal, PrP celular, denominada PrPC, é convertida em PrPSc, isoforma anormal e patogênica de PrP, através de um processo no qual uma porção de -hélice da estrutura é reenovelada em folhas . A conversão de PrPC em PrPSc ocorre por um mecanismo auto-catalítico. Para um melhor entendimento do mecanismo de propagação dos príons, têm sido propostos vários modelos matemáticos. Nesse trabalho, estudamos o tempo de incubação de algumas doenças causadas por príons: Encefalopatia Espongiforme Bovina (BSE), ou mal da vaca louca; doença variante de Creutzfeldt-Jakob (vCJD), que afeta humanos, através da exposição ao agente de BSE; e Scrapie murina, uma infecção priônica experimental em camundongos. A distribuição de probabilidades da duração do período de incubação foi suposta ser lognormal, modelo este extensamente aceito em doenças infecciosas. Os objetivos desse trabalho foram esclarecer aspectos obscuros sobre a cinética de replicação priônica e o mecanismo de toxicidade das doenças priônicas, através de comparação dos resultados de simulações computacionais com os perfis de distribuição de tempos de incubação de BSE, vCJD e Scrapie murina. Foram realizadas simulações computacionais, utilizando o Método Monte Carlo Dinâmico (MCD) e o modelo Difusão Limitada à Agregação. Primeiramente, estudamos o modelo de Eigen (1996), através de simulações computacionais usando o MCD, para verificar quais termos são importantes para a cinética priônica. De posse desse resultado, partimos então para o estudo sobre a toxicidade das doenças priônicas, usando o modelo DLA e o método MCD: considerando que PrPC se converte em PrPSc quando existe contato (auto-catálise); e PrPCs são livres e podem se movimentar por uma rede, enquanto PrPScs, ou agregados de PrPScs são fixos. Confirmamos a suspeita de Eigen de que o termo mais importante nas equações de cinética priônica é o termo de Michaelis-Menten, ou termo auto-catalítico. Os resultados obtidos através das simulações MCD e modelo DLA foram comparados com os perfis de distribuições de tempos dessas doenças (BSE, vCJD e Scrapie murina). Conseguimos o ajuste de diferentes perfis de distribuição de tempos de incubação para algumas doenças priônicas, lognormal para BSE e vCJD, e lognormal com segundo pico para Scrapie murina. A auto-catálise é o mecanismo mais importante na cinética priônica, a conversão espontânea de PrPC em PrPSc pode ser negligenciada. A partir do modelo DLA, fica reforçada a hipótese de que para BSE e vCJD, doenças priônicas de ocorrência natural, a toxicidade é causada, principalmente, pela formação das placas amilóides. Para Scrapie murina, uma infecção experimentalmente induzida, a toxicidade é, possivelmente, causada por dois mecanismos: formação das placas amilóides e depleção de PrPC. Apenas com a mudança dos parâmetros iniciais e finais, conseguimos ajustar as distribuições de tempos de incubação das três doenças priônicas estudadas, apesar de o modelo ser bastante simples. A lognormalidade, de acordo com o modelo, é resultado do processo difusivo. As concentrações de PrPC devem ser baixas, menores que 1% e o número de PrPScs deve ser menor que 10 para que a lognormalidade ocorra sem a depleção de PrPC. / Prions are infectious agents responsible for a group of fatal neurodegenerative disorders. A pathogenic isoform of the prion protein (PrPSc) generated by a posttranslational process involving the conversion of alpha helices into beta sheets of the normal cellular prion protein (PrPC) is believed to be the main component of these infectious agents. The conversion of a normal PrPC into an abnormal isoform PrPSc, kinetically follows through an autocatalytic process. For better understanding of this kind of abnormal protein propagation, many analytical models have been proposed. Thus, we studied, using the Monte Carlo method, the distribution of the incubation periods in some of these neurodegenerative disorders, such as: bovine spongiform encephalopathy well known as mad cow disease (BSE), Variant Creutzfeldt Jakob disease (vCJD) and murine scrapie, an experimental murine prionic disease. The distribution of the incubation times of these diseases were considered lognormal. The aim of this study was to investigate some aspects of toxicity and replication of the prionic diseases, by comparing the results of computational simulations with the incubation times of BSE, vCJD and murine scrapie, previously established. Computational simulations, using a Dynamical Monte Carlo method (DMC) and the diffusion limited aggregation model (DLA), were worked out. At first, we evaluate the Eigen model through computational simulations using the DMC to verify the essential parameters in the kinetic of the prionic diseases. Following the results, we studied the toxicity of the prionic diseases using the DMC and the DLA model; by considering that PrPC converting in PrPSc just when exists contact (autocatalysis) and free PrPCs are allowed to diffuse randomly to their nearest neighbour sites in a square lattice, while isolated PrPScs or aggregate of PrPScs are fixed. Confirming the Eigen suspicion, the most important parameter in the equation of the prionic kinetic is the Michaelis Menten term (or the autocatalytic term). The results obtained through simulations using DMC and DLA model were compared with the time distribution profiles of the prionic diseases already established (BSE, vCJD and murine Scrapie). We get the fitting in different profiles of the distribution of the incubation periods (lognormal to BSE and vCJD and lognormal with a second peak to murine scrapie). It is concluded that autocatalysis is an essential mechanism for the prionic kinetics and the spontaneous conversion of PrPC in PrPSc can be neglected. Starting from the DLA model, is reinforced that the hypothesis for BSE and vCJD, prionic diseases of natural occurrence, the toxicity is caused, mainly, by the formation of amyloid plaques. For Scrapie murina, an experimentally induced infection, the toxicity is, possibly, caused by two mechanisms: formation of amyloid plaques and depletion of PrPC. Just with the change of the initial and final parameters, we fitted all studied prionic diseases, in spite of the model to be quite simple. The lognormality from the model, is resulting of a diffusive process. Concentrations of PrPC should be low, smaller than 1% and the number of PrPScs should be smaller than 10 for the lognormality take place without the depletion of PrPC.
38

Estudo comparativo de métodos geoestatísticos de estimativas e simulações estocásticas condicionais / Comparative study of geostatistical estimation methods and conditional stochastic simulations

Rafael de Aguiar Furuie 05 October 2009 (has links)
Diferentes métodos geoestatísticos são apresentados como a melhor solução para diferentes contextos de acordo com a natureza dos dados a serem analisados. Alguns dos métodos de estimativa mais populares incluem a krigagem ordinária e a krigagem ordinária lognormal, esta ultima requerendo a transformação dos dados originais para uma distribuição gaussiana. No entanto, esses métodos apresentam limitações, sendo uma das mais discutidas o efeito de suavização apresentado pelas estimativas obtidas. Alguns algoritmos recentes foram propostos como meios de se corrigir este efeito, e são avaliados neste trabalho para a sua eficiência, assim como alguns algoritmos para a transformada reversa dos valores convertidos na krigagem ordinária lognormal. Outra abordagem para o problema é por meio do grupo de métodos denominado de simulação estocástica, alguns dos mais populares sendo a simulação gaussiana seqüencial e a simulação por bandas rotativas, que apesar de não apresentar o efeito de suavização da krigagem, não possuem a precisão local característica dos métodos de estimativa. Este trabalho busca avaliar a eficiência dos diferentes métodos de estimativa (krigagem ordinária, krigagem ordinária lognormal, assim como suas estimativas corrigidas) e simulação (simulação seqüencial gaussiana e simulação por bandas rotativas) para diferentes cenários de dados. Vinte e sete conjuntos de dados exaustivos (em grid 50x50) foram amostrados em 90 pontos por meio da amostragem aleatória simples. Estes conjuntos de dados partiam de uma distribuição gaussiana (Log1) e tinham seus coeficientes de variação progressivamente aumentados até se chegar a uma distribuição altamente assimétrica (Log27). Semivariogramas amostrais foram computados e modelados para os processos geoestatísticos de estimativa e simulação. As estimativas ou realizações resultantes foram então comparadas com os dados exaustivos originais de maneira a se avaliar quão bem esses dados originais eram reproduzidos. Isto foi feito pela comparação de parâmetros estatísticos dos dados originais com os dos dados reconstruídos, assim como por meio de análise gráfica. Resultados demonstraram que o método que apresentou melhores resultados foi a krigagem ordinária lognormal, estes ainda melhores quando aplicada a transformação reversa de Yamamoto, com grande melhora principalmente nos resultados para os dados altamente assimétricos. A krigagem ordinária apresentou sérias limitações na reprodução da cauda inferior dos conjuntos de dados mais assimétricos, apresentando para estes resultados piores que as estimativas não corrigidas. Ambos os métodos de simulação utilizados apresentaram uma baixa correlação como os dados exaustivos, seus resultados também cada vez menos representativos de acordo com o aumento do coeficiente de variação, apesar de apresentar a vantagem de fornecer diferentes cenários para tomada de decisões. / Different geostatistical methods present themselves as the optimal solution to different realities according to the characteristics displayed by the data in analysis. Some of the most popular estimation methods include ordinary kriging and lognormal ordinary kriging, this last one involving the transformation of data from their original space to a Gaussian distribution. However, these methods present some limitations, one of the most prominent ones being the smoothing effect observed in the resulting estimates. Some recent algorithms have been proposed as a way to correct this effect, and are tested in this work for their effectiveness, as well as some methods for the backtransformation of the lognormal converted values. Another approach to the problem is by means of the group of methods known as stochastic simulation, some of the most popular ones being the sequential Gaussian simulation and turning bands simulation, which although do not present the smoothing effect, lack the local accuracy characteristic of the estimation methods. This work seeks to assess the effectiveness of the different estimation (ordinary kriging, lognormal ordinary kriging, and their corrected estimates) and simulation (sequential Gaussian simulation and turning bands simulation) methods for different scenarios. Twenty seven exhaustive data sets (in a 50x50 grid) have been sampled at 90 points based on simple random sampling. These data sets started from a Gaussian distribution (Log1) and had their variation coefficients increased progressively, up to a highly asymmetrical distribution (Log27). Experimental semivariograms have been computed and modeled for geostatistical estimation and simulation processes. The resulting estimates or realizations were then compared to the original exhaustive data in order to assess how well these reproduced the original data. This was done by comparing statistical parameters of the original data and the ones of the reconstructed data, as well as graphically. Results showed that the method that presented the best correlation with the exhaustive data was lognormal ordinary kriging, even better when the backtransformation technique by Yamamoto is applied, which much improved the results for the more asymmetrical data sets. Ordinary kriging and its correction had some severe limitations in reproducing the lower tail of the more asymmetrical data sets, with worst results than those for the uncorrected estimates. Both simulation methods used presented a very small degree of correlation to the exhaustive data, their results also progressively less representative as the variation coefficient grew, even though it has the advantage of presenting several scenarios for decision making.
39

Distribution de la valeur escomptée de la réserve IBNR avec un modèle lognormal et un taux d'intérêt aléatoire

Li, Huimei 09 1900 (has links)
No description available.
40

Estudos dos tempos de incubação de doenças priônicas utilizando o método Monte Carlo Dinâmico / Studies of the Incubation Times of Prionic Diseases by Dynamical Monte Carlo Method

Náira Rezende Maciel 17 October 2008 (has links)
Príons são patógenos infecciosos que causam um grupo de doenças neurodegenerativas fatais. A proteína normal, PrP celular, denominada PrPC, é convertida em PrPSc, isoforma anormal e patogênica de PrP, através de um processo no qual uma porção de -hélice da estrutura é reenovelada em folhas . A conversão de PrPC em PrPSc ocorre por um mecanismo auto-catalítico. Para um melhor entendimento do mecanismo de propagação dos príons, têm sido propostos vários modelos matemáticos. Nesse trabalho, estudamos o tempo de incubação de algumas doenças causadas por príons: Encefalopatia Espongiforme Bovina (BSE), ou mal da vaca louca; doença variante de Creutzfeldt-Jakob (vCJD), que afeta humanos, através da exposição ao agente de BSE; e Scrapie murina, uma infecção priônica experimental em camundongos. A distribuição de probabilidades da duração do período de incubação foi suposta ser lognormal, modelo este extensamente aceito em doenças infecciosas. Os objetivos desse trabalho foram esclarecer aspectos obscuros sobre a cinética de replicação priônica e o mecanismo de toxicidade das doenças priônicas, através de comparação dos resultados de simulações computacionais com os perfis de distribuição de tempos de incubação de BSE, vCJD e Scrapie murina. Foram realizadas simulações computacionais, utilizando o Método Monte Carlo Dinâmico (MCD) e o modelo Difusão Limitada à Agregação. Primeiramente, estudamos o modelo de Eigen (1996), através de simulações computacionais usando o MCD, para verificar quais termos são importantes para a cinética priônica. De posse desse resultado, partimos então para o estudo sobre a toxicidade das doenças priônicas, usando o modelo DLA e o método MCD: considerando que PrPC se converte em PrPSc quando existe contato (auto-catálise); e PrPCs são livres e podem se movimentar por uma rede, enquanto PrPScs, ou agregados de PrPScs são fixos. Confirmamos a suspeita de Eigen de que o termo mais importante nas equações de cinética priônica é o termo de Michaelis-Menten, ou termo auto-catalítico. Os resultados obtidos através das simulações MCD e modelo DLA foram comparados com os perfis de distribuições de tempos dessas doenças (BSE, vCJD e Scrapie murina). Conseguimos o ajuste de diferentes perfis de distribuição de tempos de incubação para algumas doenças priônicas, lognormal para BSE e vCJD, e lognormal com segundo pico para Scrapie murina. A auto-catálise é o mecanismo mais importante na cinética priônica, a conversão espontânea de PrPC em PrPSc pode ser negligenciada. A partir do modelo DLA, fica reforçada a hipótese de que para BSE e vCJD, doenças priônicas de ocorrência natural, a toxicidade é causada, principalmente, pela formação das placas amilóides. Para Scrapie murina, uma infecção experimentalmente induzida, a toxicidade é, possivelmente, causada por dois mecanismos: formação das placas amilóides e depleção de PrPC. Apenas com a mudança dos parâmetros iniciais e finais, conseguimos ajustar as distribuições de tempos de incubação das três doenças priônicas estudadas, apesar de o modelo ser bastante simples. A lognormalidade, de acordo com o modelo, é resultado do processo difusivo. As concentrações de PrPC devem ser baixas, menores que 1% e o número de PrPScs deve ser menor que 10 para que a lognormalidade ocorra sem a depleção de PrPC. / Prions are infectious agents responsible for a group of fatal neurodegenerative disorders. A pathogenic isoform of the prion protein (PrPSc) generated by a posttranslational process involving the conversion of alpha helices into beta sheets of the normal cellular prion protein (PrPC) is believed to be the main component of these infectious agents. The conversion of a normal PrPC into an abnormal isoform PrPSc, kinetically follows through an autocatalytic process. For better understanding of this kind of abnormal protein propagation, many analytical models have been proposed. Thus, we studied, using the Monte Carlo method, the distribution of the incubation periods in some of these neurodegenerative disorders, such as: bovine spongiform encephalopathy well known as mad cow disease (BSE), Variant Creutzfeldt Jakob disease (vCJD) and murine scrapie, an experimental murine prionic disease. The distribution of the incubation times of these diseases were considered lognormal. The aim of this study was to investigate some aspects of toxicity and replication of the prionic diseases, by comparing the results of computational simulations with the incubation times of BSE, vCJD and murine scrapie, previously established. Computational simulations, using a Dynamical Monte Carlo method (DMC) and the diffusion limited aggregation model (DLA), were worked out. At first, we evaluate the Eigen model through computational simulations using the DMC to verify the essential parameters in the kinetic of the prionic diseases. Following the results, we studied the toxicity of the prionic diseases using the DMC and the DLA model; by considering that PrPC converting in PrPSc just when exists contact (autocatalysis) and free PrPCs are allowed to diffuse randomly to their nearest neighbour sites in a square lattice, while isolated PrPScs or aggregate of PrPScs are fixed. Confirming the Eigen suspicion, the most important parameter in the equation of the prionic kinetic is the Michaelis Menten term (or the autocatalytic term). The results obtained through simulations using DMC and DLA model were compared with the time distribution profiles of the prionic diseases already established (BSE, vCJD and murine Scrapie). We get the fitting in different profiles of the distribution of the incubation periods (lognormal to BSE and vCJD and lognormal with a second peak to murine scrapie). It is concluded that autocatalysis is an essential mechanism for the prionic kinetics and the spontaneous conversion of PrPC in PrPSc can be neglected. Starting from the DLA model, is reinforced that the hypothesis for BSE and vCJD, prionic diseases of natural occurrence, the toxicity is caused, mainly, by the formation of amyloid plaques. For Scrapie murina, an experimentally induced infection, the toxicity is, possibly, caused by two mechanisms: formation of amyloid plaques and depletion of PrPC. Just with the change of the initial and final parameters, we fitted all studied prionic diseases, in spite of the model to be quite simple. The lognormality from the model, is resulting of a diffusive process. Concentrations of PrPC should be low, smaller than 1% and the number of PrPScs should be smaller than 10 for the lognormality take place without the depletion of PrPC.

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