The focus of this project is to find a suitable method to determine the mixing ratio inbinary fluid mixtures in continuous-flow microfluidic systems because of thedifficulties in doing so for mixtures containing compressible fluids. Refractive indexand relative static permittivity are both properties that could be suitable, but methodsmeasuring the refractive index scales badly for microsystems. A microfluidic chip for measuring capacitance was placed on a PCB together with amixing structure with strain-relieved fluid and electrical interfaces. This PCB was builtinto a rig with two piston pumps and a backpressure regulator to makemeasurements of the relative static permittivity of air, ethanol, methanol, acetonitrile,liquid and gaseous carbon dioxide, as well as of several mixtures of ethanol andcarbon dioxide using a Network Analyzer. Several other measuring techniques were tried, but the Network Analyzer wassuperior in accuracy, stability and frequency range. It produced values within 4% ofthe theoretical, and the discrepancy could be explained by the approximations in theparallel plate capacitor formula, the capacitance contributions of the external parts ofthe system and surface roughness. The Network Analyzer is a good tool to determinethe mixing ratio in binary fluid mixtures in continuous-flow microfluidic systems.

A microfluídica juntamente com a intensificação de processos são duas áreas de pesquisa interessadas no estudo e desenvolvimento de processos em escala micrométrica capazes de manipular diminutas quantidades de reagentes. Para tanto, estes devem contar com dispositivos de pequena escala de tamanho e ao mesmo tempo serem tão confiáveis e eficientes quanto os de escala industrial. Uma das operações unitárias envolvidas nesses processos é a agitação. Em função da ordem de grandeza dos equipamentos e dos materiais em que são fabricados, grandes diferenciais de pressão não podem ser aplicados nos mesmos e como conseqüência no interior dos micromisturadores, como são conhecidos tais equipamentos, o escoamento se dá em regime laminar, sob está condição o processo de mistura é controlado pela difusão entre os componentes. Uma maneira de superar esta dificuldade é gerar no interior do micromisturador o aparecimento de um escoamento caótico. Para tal, podem-se utilizar fontes de energia externa (micromisturadores ativos) ou a própria energia do escoamento (micromisturadores passivos) através da construção de geometrias especiais. O desenvolvimento em laboratório destes equipamentos demanda tempo e geralmente é oneroso. A principal alternativa para este trabalho é a dinâmica dos fluidos computacional (CFD), ferramenta aplicada no presente estudo para analisar três geometrias diferentes propostas e analisadas experimentalmente no trabalho de Cunha (2007). Para caracterizar o funcionamento dos mesmos foram testadas quatro vazões distintas, com as quais foi possível levantar os perfis de pressão, velocidade e fração mássica de dois componentes que eram misturados. Com o intuito de demonstrar a eficiência dos equipamentos dois parâmetros foram analisados: o avanço da qualidade da mistura e a perda de carga para as diferentes condições operacionais. Apesar da limitação da malha e de não ter-se obtido resultados independentes da malha, foi possível se fazer uma comparação entre as três geometrias e identificouse que os micromisturadores M2 e M3 são os que apresentam o melhor desempenho para a faixa de vazão simulada (120 < Re < 1200). / Microfluidics and process intensification are two research areas interested in the study and development of new micrometric-scale devices capable of manipulating and processing small quantities of reagents. These processes have to deal with small scale equipment and at the same time be as reliable and efficient as the large-scale one. Because of the scale of this equipment and the material it is made of, large pressure differential is not possible, as a consequence in the interior of the micromixers, as they are known; a laminar flow develops, under those circumstances the mixing process is controlled by the diffusion mechanism between the two components. One way to suppress this deficiency is to generate a chaotic flow on the micromixer, which can be done by using external energy (active micromixer) or its own flow energy (passive micromixer) through special geometry construction. The experimental development of such microdevices demands time and, generally, is very expensive. The main alternative for this activity is the use of computational fluid dynamics; this tool was employed on this work with the aim of studying three geometries proposed by Cunha (2007). To characterize their working process, four different volumetric flows were simulated and analyzed the pressure, velocity and mass fraction profiles. Two parameters were calculated in order to characterize their efficiency: the mixture quality along the micromixers cross sections and the pressure drop for different operational conditions. Although we have mesh size limitations and a mesh independent results were not obtained it was possible to compare the three micromixers geometries and it was found out that both M2 and M3 micromixers had the best performance under operational conditions tested (120 < Re < 1200).

The paper develops a global vector auto-regressive model with time varying pa- rameters and stochastic volatility to analyse whether international spillovers of US monetary policy have changed over time. The model proposed enables us to assess whether coefficients evolve gradually over time or are better characterized by infrequent, but large, breaks. Our find- ings point towards pronounced changes in the international transmission of US monetary policy throughout the sample period, especially so for the reaction of international output, equity prices and exchange rates against the US dollar. In general, the strength of spillovers has weakened in the aftermath of the global financial crisis. Using simple panel regressions, we link the vari- ation in international responses to measures of trade and financial globalization. We find that a broad trade base and a high degree of financial integration with the world economy tend to cushion risks stemming from a foreign shock such as US tightening of monetary policy, whereas a reduction in trade barriers and/or a liberalization of the capital account increase these risks.

A microfluídica juntamente com a intensificação de processos são duas áreas de pesquisa interessadas no estudo e desenvolvimento de processos em escala micrométrica capazes de manipular diminutas quantidades de reagentes. Para tanto, estes devem contar com dispositivos de pequena escala de tamanho e ao mesmo tempo serem tão confiáveis e eficientes quanto os de escala industrial. Uma das operações unitárias envolvidas nesses processos é a agitação. Em função da ordem de grandeza dos equipamentos e dos materiais em que são fabricados, grandes diferenciais de pressão não podem ser aplicados nos mesmos e como conseqüência no interior dos micromisturadores, como são conhecidos tais equipamentos, o escoamento se dá em regime laminar, sob está condição o processo de mistura é controlado pela difusão entre os componentes. Uma maneira de superar esta dificuldade é gerar no interior do micromisturador o aparecimento de um escoamento caótico. Para tal, podem-se utilizar fontes de energia externa (micromisturadores ativos) ou a própria energia do escoamento (micromisturadores passivos) através da construção de geometrias especiais. O desenvolvimento em laboratório destes equipamentos demanda tempo e geralmente é oneroso. A principal alternativa para este trabalho é a dinâmica dos fluidos computacional (CFD), ferramenta aplicada no presente estudo para analisar três geometrias diferentes propostas e analisadas experimentalmente no trabalho de Cunha (2007). Para caracterizar o funcionamento dos mesmos foram testadas quatro vazões distintas, com as quais foi possível levantar os perfis de pressão, velocidade e fração mássica de dois componentes que eram misturados. Com o intuito de demonstrar a eficiência dos equipamentos dois parâmetros foram analisados: o avanço da qualidade da mistura e a perda de carga para as diferentes condições operacionais. Apesar da limitação da malha e de não ter-se obtido resultados independentes da malha, foi possível se fazer uma comparação entre as três geometrias e identificouse que os micromisturadores M2 e M3 são os que apresentam o melhor desempenho para a faixa de vazão simulada (120 < Re < 1200). / Microfluidics and process intensification are two research areas interested in the study and development of new micrometric-scale devices capable of manipulating and processing small quantities of reagents. These processes have to deal with small scale equipment and at the same time be as reliable and efficient as the large-scale one. Because of the scale of this equipment and the material it is made of, large pressure differential is not possible, as a consequence in the interior of the micromixers, as they are known; a laminar flow develops, under those circumstances the mixing process is controlled by the diffusion mechanism between the two components. One way to suppress this deficiency is to generate a chaotic flow on the micromixer, which can be done by using external energy (active micromixer) or its own flow energy (passive micromixer) through special geometry construction. The experimental development of such microdevices demands time and, generally, is very expensive. The main alternative for this activity is the use of computational fluid dynamics; this tool was employed on this work with the aim of studying three geometries proposed by Cunha (2007). To characterize their working process, four different volumetric flows were simulated and analyzed the pressure, velocity and mass fraction profiles. Two parameters were calculated in order to characterize their efficiency: the mixture quality along the micromixers cross sections and the pressure drop for different operational conditions. Although we have mesh size limitations and a mesh independent results were not obtained it was possible to compare the three micromixers geometries and it was found out that both M2 and M3 micromixers had the best performance under operational conditions tested (120 < Re < 1200).

We evaluate the security of human voice password databases from an information theoretical point of view. More specifically, we provide a theoretical estimation on the amount of entropy in human voice when processed using the conventional GMM-UBM technologies and the MFCCs as the acoustic features. The theoretical estimation gives rise to a methodology for analyzing the security level in a corpus of human voice. That is, given a database containing speech signals, we provide a method for estimating the relative entropy (Kullback-Leibler divergence) of the database thereby establishing the security level of the speaker verification system. To demonstrate this, we analyze the YOHO database, a corpus of voice samples collected from 138 speakers and show that the amount of entropy extracted is less than 14-bits. We also present a practical attack that succeeds in impersonating the voice of any speaker within the corpus with a 98% success probability with as little as 9 trials. The attack will still succeed with a rate of 62.50% if 4 attempts are permitted. Further, based on the same attack rationale, we mount an attack on the ALIZE speaker verification system. We show through experimentation that the attacker can impersonate any user in the database of 69 people with about 25% success rate with only 5 trials. The success rate can achieve more than 50% by increasing the allowed authentication attempts to 20. Finally, when the practical attack is cast in terms of an entropy metric, we find that the theoretical entropy estimate almost perfectly predicts the success rate of the practical attack, giving further credence to the theoretical model and the associated entropy estimation technique.

In a multiple choice test, examinees gain points based on how many correct responses they got. However, in this traditional grading, it is assumed that questions in the test are replications of each other. We apply an item response theory model to estimate students' abilities characterized by item's feature in a midterm test. Our Bayesian logistic Item response theory model studies the relation between the probability of getting a correct response and the three parameters. One parameter measures the student's ability and the other two measure an item's difficulty and its discriminatory feature. In this model the ability and the discrimination parameters are not identifiable. To address this issue, we construct a hierarchical Bayesian model to nullify the effects of non-identifiability. A Gibbs sampler is used to make inference and to obtain posterior distributions of the three parameters. For a "nonparametric" approach, we implement the item response theory model using a Dirichlet process mixture model. This new approach enables us to grade and cluster students based on their "ability" automatically. Although Dirichlet process mixture model has very good clustering property, it suffers from expensive and complicated computations. A slice sampling algorithm has been proposed to accommodate this issue. We apply our methodology to a real dataset obtained on a multiple choice test from WPI’s Applied Statistics I (Spring 2012) that illustrates how a student's ability relates to the observed scores.

The purpose of this paper is to construct sets, measures and energy forms of certain mixed nested fractals which are spatially homogeneous but not strictly self-similar. We start with the constructions of regular nested fractals, such as Sierpinski gaskets and Koch curves, by employing the iterated map system. Then we show that under the open set condition, the unique invariant (self-similar) measure consists with the normalized Hausdorff measure ristricted on the invariant set. The energy forms construced on regular Sierpinski gaskets and Koch curves is also proved to be a closed form. Next, we use the similar idea, by extending the iterated maps system into a general case, to construct the mixture sets, as well as measures and energy forms. It can be seen that the elements so constructed will not have any strict self-similarity, but them indeed satisfy some weak self-similar properties.

In social and economic studies many of the collected variables are measured on a nominal scale, often with a large number of categories. The definition of categories can be ambiguous and different classification schemes using either a finer or a coarser grid are possible. Categorization has an impact when such a variable is included as covariate in a regression model: a too fine grid will result in imprecise estimates of the corresponding effects, whereas with a too coarse grid important effects will be missed, resulting in biased effect estimates and poor predictive performance. To achieve an automatic grouping of the levels of a categorical covariate with essentially the same effect, we adopt a Bayesian approach and specify the prior on the level effects as a location mixture of spiky Normal components. Model-based clustering of the effects during MCMC sampling allows to simultaneously detect categories which have essentially the same effect size and identify variables with no effect at all. Fusion of level effects is induced by a prior on the mixture weights which encourages empty components. The properties of this approach are investigated in simulation studies. Finally, the method is applied to analyse effects of high-dimensional categorical predictors on income in Austria.

No Brasil, a fermentação alcoólica é o processo predominante para produção de etanol a partir de cana-de-açúcar. A utilização de mosto esterilizado associada ao uso de linhagens de leveduras selecionadas apresenta-se como uma das estratégias com potencial para proporcionar melhorias no processo de fermentação alcoólica para produção de etanol e para aumentar a produtividade da indústria sucroenergética. Embora existam diversos métodos aplicáveis na esterilização de compostos líquidos, o tratamento térmico baseado no uso de vapor superaquecido ou saturado é interessante na indústria sucroenergética devido a disponibilidade de redes de distribuição de vapor. Essa pesquisa teve como objetivo desenvolver um trocador de calor de contato direto equipado com sistema eletrônico microcontrolado para controle dinâmico da temperatura de misturas de fluidos a diferentes temperaturas. A tecnologia poderá ser aplicada ao tratamento térmico do mosto utilizado em processos de fermentação alcoólica na indústria sucroenergética. O sistema de mistura utilizado foi o aparato montado para misturar dois fluidos distintos. O aparato era composto por um trocador de calor de contato direto, uma válvula proporcional, um sensor de temperatura e duas válvulas de retenção. O trocador de calor foi montado em forma de um \"tê\" como dispositivo para mistura de fluidos. Foram realizados experimentos em laboratório; A partir dos dados gerados foi determinado a função de transferência característica do sistema seguida pela sintonização de um controlador Proporcional-Integral. O controlador foi sintonizado com a finalidade de obter temperatura alvo na câmara de mistura do sistema, através de ajustes na seção de escoamento da tubulação de vapor. O desempenho do equipamento foi avaliado com base no tempo de subida, sobressinal, tempo de acomodação, IAE e ITAE, evidenciando-se adequado desempenho para a aplicação em questão. As atividades foram limitadas ao desenvolvimento do equipamento, havendo maior enfoque em aspectos relacionados a controle. Não foram realizadas avaliações da eficácia do tratamento térmico em aplicações industriais ou laboratoriais. Trabalhos futuros poderão utilizar a tecnologia desenvolvida nesta pesquisa para estudos da eficácia do tratamento térmico conduzido sob diferentes temperaturas na redução de microrganismos ou esterilização do mosto. / In Brazil, alcoholic fermentation is the predominant process for the production of ethanol from sugarcane. The use of sterilized must associated with the use of selected yeast strains is one of the strategies with potential to provide improvements in the alcoholic fermentation process for ethanol production and to increase the productivity of the sugarcane industry. Although there are several methods applicable to the sterilization of liquid compounds, heat treatment based on the use of superheated or saturated steam is interesting in the sugarcane industry due to the availability of steam distribution networks. This research aimed to develop a direct contact heat exchanger equipped with a microcontrolled electronic system for dynamic temperature control of fluid mixtures at different temperatures. The technology can be applied to the heat treatment of must used in alcoholic fermentation processes in the sugar-energy industry. The mixing system was the apparatus which was assembled to mix two distinct fluids. The apparatus consisted of a direct contact heat exchanger, a proportional valve, a temperature sensor and two check valves. The heat exchanger was assembled in the form of a \"t\" as a fluid mixing device. Experiments were performed in the laboratory; the characteristic transfer function of the system was determined followed by the tuning of a Proportional-Integral controller. The controller was tuned for the purpose of obtaining target temperature in the system mixing chamber by adjusting the flow section of the steam pipe. The performance of the equipment was evaluated based on rise time, settling time, percent overshoot, IAE e ITAE, showing adequate performance for the application in question. The activities were limited to the development of technology, with a greater focus on aspects related to control. No evaluation of the effectiveness of heat treatment in industrial or laboratory applications has been made. Future works may use the technology developed in this research to study the efficacy of heat treatment conducted at different temperatures in the reduction of microorganisms or sterilization of the must.

<pre>Finite mixture models have been successfully used in many applications, such as classification, clustering, and many others. As opposed to classical parametric mixture models, nonparametric and semiparametric mixture models often provide more flexible approaches to the description of inhomogeneous populations. As an example, in the last decade a particular two-component semiparametric density mixture model with a known component has attracted substantial research interest. Our thesis provides an innovative way of estimation for this model based on minimization of a smoothed objective functional, conceptually similar to the log-likelihood. The minimization is performed with the help of an EM-like algorithm. We show that the algorithm is convergent and the minimizers of the objective functional, viewed as estimators of the model parameters, are consistent. </pre><pre><br></pre><pre>More specifically, in our thesis, a semiparametric mixture of two density functions is considered where one of them is known while the weight and the other function are unknown. For the first part, a new sufficient identifiability condition for this model is derived, and a specific class of distributions describing the unknown component is given for which this condition is mostly satisfied. A novel approach to estimation of this model is derived. That approach is based on an idea of using a smoothed likelihood-like functional as an objective functional in order to avoid ill-posedness of the original problem. Minimization of this functional is performed using an iterative Majorization-Minimization (MM) algorithm that estimates all of the unknown parts of the model. The algorithm possesses a descent property with respect to the objective functional. Moreover, we show that the algorithm converges even when the unknown density is not defined on a compact interval. Later, we also study properties of the minimizers of this functional viewed as estimators of the mixture model parameters. Their convergence to the true solution with respect to a bandwidth parameter is justified by reconsidering in the framework of Tikhonov-type functional. They also turn out to be large-sample consistent; this is justified using empirical minimization approach. The third part of the thesis contains a series of simulation studies, comparison with another method and a real data example. All of them show the good performance of the proposed algorithm in recovering unknown components from data.</pre>