The overall goal of this research is to understand roles of gut microbiota metabolites and adipocyte transcription factor (TF) network in health and disease by developing systematic analysis methods. As microbiota can perform diverse biotransformation reactions, the spectrum of metabolites present in the gastrointestinal (GI) tract is extremely complex but only a handful of bioactive microbiota metabolites have been identified. We developed a metabolomics workflow that integrates in silico discovery with targeted mass spectrometry. A computational pathway analysis where microbiota metabolisms are modeled as a single metabolic network is utilized to predict a focused set of targets for multiple reaction monitoring (MRM) analysis. We validated our methodology by predicting, quantifying in murine cecum and feces and characterizing tryptophan (TRP)-derived metabolites as ligands for the aryl hydrocarbon receptor. The adipocyte process of lipid droplet accumulation and differentiation is regulated by multiple TFs that function together in a network. Although individual TF activation is previously reported, construction of an integrated network has been limited due to different measurement conditions. We developed an integrated network model of key TFs - PPAR, C/EBP, CREB, NFAT, FoxO1, and SREBP-1c - underlying adipocyte differentiation. A hypothetic model was determined based on literature, and stochastic simulation algorithm (SSA) was applied to simulate TF dynamics. TF activation profiles at different stages of differentiation were measured using 3T3-L1 reporter cell lines where binding of a TF to its DNA binding element drives expression of the Gaussia luciferase gene. Reaction trajectories calculated by SSA showed good agreement with experimental measurement. The TF model was further validated by perturbing dynamics of CREB using forskolin, and comparing the predicted response with experimental data. We studied the molecular recognition mechanism underlying anti-inflammatory function of a bacterial metabolite, indole in DC2.4 cells. The indole treatment attenuated the fraction of cells that were producing the pro-inflammatory cytokine, TNFα and knockdown of nuclear receptor related 1 (Nurr1; NR4A2) resulted in less indole-derived suppression of TNFα production. The first discovery of NR4A2 as a molecular mediator of the endogenous metabolite, indole is expected to provide a new strategy for treatment of inflammatory disorders.

This dissertation comprises theoretical and empirical models to manage watersupply risk in irrigated agriculture. While irrigation is by itself a strategy to regulate thesupply of water for farm use, water systems that depend on surface water sources are stillsubject to the random inflows that feed their reservoirs. Depending on the size of thereservoir, the demand for irrigation, and the seasonal distribution of inflows, wateravailability may decrease to levels that severely constraint agricultural production. Thisdissertation begins with a theoretical examination of on-farm cropping decisions underwater endowment risk. However, the analysis is extended to the use of a risk-sharinginnovation to transfer the water availability risk outside an irrigation district. Specifically,the design, use, and economic feasibility of an inflow-based derivative are studied for theRio Mayo irrigation district, located in Northwestern Mexico.On the theoretical front, the analysis consists of modeling the on-farm economicsof hedging against uncertain irrigation endowments. The basic model starts by analyzingthe role of crop diversification. As expected, the firm responds to higher degrees of risk,as measured by the variance in the supply of water, by allocating less land towards thewater-intensive crops. The underlying motivation in these strategies is the need to avoidthe relatively larger reductions in productivity sustained by water-intensive cropportfolios. However, crop diversification comes at the cost of reduced profits. As analterative to crop diversification, the model is modified to study the role of an institutionthat transfers water contingent on the states of nature. The extension shows that, undercertain conditions, enrolling in such a scheme produces the same profit as undercertainty.In the empirical component of the dissertation, the economics of an inflow-basedderivative are examined. The modeling strategy consists of simulating the economicenvironment and hydrological profile of the Adolfo Ruiz Cortinez Reservoir on the RioMayo irrigation district. Specifically, a stochastic dynamic simulation model is developedthat captures the intra and inter seasonal risk aspects associated with water risk and wateruse for irrigated agriculture. The results indicate that the inflow-based derivative is aviable instrument in the terms of affordability (i.e. premiums) and yield effective incomeprotection (i.e. risk reduction).

In this study, stochastic simulation based risk analysis is applied to the government domestic debt stock in Turkey with the motivation to identify the cost and risk characteristics of alternative debt financing strategies. Future path of interest rates is simulated by using the yield curve forecasting framework in Diebold and Li (2002), which is founded on the Nelson-Siegel yield curve model. Yield curve simulation is based on the estimated term structure of interest rates for the period June 2001-July 2004. Simulated yield curves are generally upward sloped and concave. Contrary to the common observation, long-term yields are more volatile compared to short-term yields. Under each financing strategy, debt is rolled over on top of simulated term structure of interest rates. Alternative financing strategies are compared with respect to absolute Cost-at-Risk, relative Cost-at-Risk and relative risk measures computed from the simulated cost distributions. Results of the risk analysis are influenced by the characteristics of the simulated term structure of interest rates and the additional yield imposed on the coupon bonds, which is assumed to reflect risk perception of investors for increased maturity.

Se manipulado de forma eficiente, o crescimento compensatório pode ser uma alternativa para reduzir o custo com a alimentação. No presente trabalho objetivou-se analisar o efeito bioeconômico do crescimento compensatório sobre sistemas intensivos de recria e terminação de bovinos de corte. Por meio de simulação, em um Sistema de Apoio a Decisão, a produtividade (Pr) e a resposta econômica foram avaliadas em quatro sistemas. Caracterizados por diferentes períodos de restrição alimentar (sem restrição, CONT; 90 dias de restrição, COMP90; 120 dias de restrição, COMP120 e 150 dias de restrição, COMP150) no período pós-desmama. Além disso, foram realizadas análises de risco e de sensibilidade, por meio de simulação de Monte Carlo. Os sistemas com regime alimentar restrito necessitaram de maior período de engorda (14, 21 e 35 dias para COMP90, COMP120 e COMP150, respectivamente) que CONT. O sistema COMP90 teve Pr (434,2 kg/ha/ano) similar ao CONT (434,0 kg/ha/ano) e ambos maiores que COMP120 (395,0 kg/ha/ano) e COMP150 (394,0 kg/ha/ano). A margem bruta/ha foi de 608,98; 493,5; 366,96 e 304,23 R$/ha/ano para os sistemas COMP90, CONT, COMP120 e COMP150, respectivamente. Entretanto, na análise de risco o sistema menos estável economicamente foi o CONT e o com menor risco foi COMP90. A análise de sensibilidade demonstrou que as variáveis com maior efeito sobre a margem bruta foram o preço do boi gordo, do bezerro e do milho usado no confinamento. O uso do crescimento compensatório pode ser uma ferramenta para redução de custos com a alimentação em sistemas de recria e engorda de bovinos de corte, mas a sua eficácia é influenciada pelo período de restrição. / When used efficiently the compensatory growth can be an option to reduce feeding cost. The aim was to analyze the bioeconomic effect of compensatory growth on intensive growing and fattening beef cattle systems. By simulation using a Decision Support System the productivity and the economic return were evaluated in four different systems, characterized by different periods of feeding restriction (no restriction, CONT; 90 days restriction, COMP90; 120 days restriction, COMP120 and 150 days restriction, COMP150). Besides, the risk analysis and sensitivity analysis were performed using Monte Carlo simulation. The systems with restriction of feeding required longer fattening periods (14, 21 e 35 days for COMP90, COMP120 e COMP150 respectively) than the CONT system. The COM90 obtained higher productivity (434,2 kg/ha/year) close of CONT system (434kg/ ha/ year) and both were higher than COMP120 (395 kg/ha/year) and COMP150 (394 kg/ha/year). The highest gross margin/ha was obtained in COMP90 (608,98 R$/ha/year) that was more than CONT (493,5 R$/ha/year), COMP120 (366,96 R$/ha/year) and COMP150 (304,23 R$/ha/ year). However, the risk analysis resulted in a highest risk using CONT system and lowest risk with COMP90. The sensitivity analysis demonstrated that the variables with the most effect on gross margin are beef, calf and corn prices. The use of compensatory growth can be a tool to reduce feeding costs in beef cattle systems however its effectiveness is influenced by the restriction period.

Se manipulado de forma eficiente, o crescimento compensatório pode ser uma alternativa para reduzir o custo com a alimentação. No presente trabalho objetivou-se analisar o efeito bioeconômico do crescimento compensatório sobre sistemas intensivos de recria e terminação de bovinos de corte. Por meio de simulação, em um Sistema de Apoio a Decisão, a produtividade (Pr) e a resposta econômica foram avaliadas em quatro sistemas. Caracterizados por diferentes períodos de restrição alimentar (sem restrição, CONT; 90 dias de restrição, COMP90; 120 dias de restrição, COMP120 e 150 dias de restrição, COMP150) no período pós-desmama. Além disso, foram realizadas análises de risco e de sensibilidade, por meio de simulação de Monte Carlo. Os sistemas com regime alimentar restrito necessitaram de maior período de engorda (14, 21 e 35 dias para COMP90, COMP120 e COMP150, respectivamente) que CONT. O sistema COMP90 teve Pr (434,2 kg/ha/ano) similar ao CONT (434,0 kg/ha/ano) e ambos maiores que COMP120 (395,0 kg/ha/ano) e COMP150 (394,0 kg/ha/ano). A margem bruta/ha foi de 608,98; 493,5; 366,96 e 304,23 R$/ha/ano para os sistemas COMP90, CONT, COMP120 e COMP150, respectivamente. Entretanto, na análise de risco o sistema menos estável economicamente foi o CONT e o com menor risco foi COMP90. A análise de sensibilidade demonstrou que as variáveis com maior efeito sobre a margem bruta foram o preço do boi gordo, do bezerro e do milho usado no confinamento. O uso do crescimento compensatório pode ser uma ferramenta para redução de custos com a alimentação em sistemas de recria e engorda de bovinos de corte, mas a sua eficácia é influenciada pelo período de restrição. / When used efficiently the compensatory growth can be an option to reduce feeding cost. The aim was to analyze the bioeconomic effect of compensatory growth on intensive growing and fattening beef cattle systems. By simulation using a Decision Support System the productivity and the economic return were evaluated in four different systems, characterized by different periods of feeding restriction (no restriction, CONT; 90 days restriction, COMP90; 120 days restriction, COMP120 and 150 days restriction, COMP150). Besides, the risk analysis and sensitivity analysis were performed using Monte Carlo simulation. The systems with restriction of feeding required longer fattening periods (14, 21 e 35 days for COMP90, COMP120 e COMP150 respectively) than the CONT system. The COM90 obtained higher productivity (434,2 kg/ha/year) close of CONT system (434kg/ ha/ year) and both were higher than COMP120 (395 kg/ha/year) and COMP150 (394 kg/ha/year). The highest gross margin/ha was obtained in COMP90 (608,98 R$/ha/year) that was more than CONT (493,5 R$/ha/year), COMP120 (366,96 R$/ha/year) and COMP150 (304,23 R$/ha/ year). However, the risk analysis resulted in a highest risk using CONT system and lowest risk with COMP90. The sensitivity analysis demonstrated that the variables with the most effect on gross margin are beef, calf and corn prices. The use of compensatory growth can be a tool to reduce feeding costs in beef cattle systems however its effectiveness is influenced by the restriction period.

Ao longo dos anos, pesquisadores têm liderado estudos com o objetivo de investigar o perfil de consumo de água em edifícios, os quais contribuem para o conhecimento no que tange ao correto dimensionamento dos sistemas prediais. No contexto dos métodos para a caracterização das solicitações, as rotinas comumente empregadas para a obtenção das vazões de projeto foram, em sua maioria, propostas na metade do século XX. Estes modelos precisam ser revisados e readequados para a realidade de conservação existente atualmente. Nos últimos anos, alguns estudos propuseram modelos de simulação com foco de aplicação em sistemas prediais de distribuição de água, devido ao comportamento aleatório e temporal das solicitações neste tipo de sistema. Neste trabalho foi proposto um modelo de simulação estocástica da demanda de água em edifícios residenciais, que contemplou a modelagem comportamental dos usuários e a interação destes com o sistema, a fim de aperfeiçoar o processo de dimensionamento dos sistemas prediais de distribuição de água. Para isto, foram revisadas as bases teóricas de modelos propostos anteriormente com interesse de identificar aspectos significativos e construir um novo modelo, que mesclou a modelagem comportamental dos usuários e do sistema hidráulico. Para a obtenção dos valores das variáveis intervenientes, foi feita uma consulta em trabalhos dentro do contexto nacional e uma coleta de dados em campo. Os resultados da pesquisa em campo mostraram a correlação entre a rotina dos usuários e o volume de água consumida e um aumento médio de 192% do valor da vazão de projeto obtida pelo Método dos Pesos Relativos quando comparada com as vazões obtidas no medidor dos apartamentos monitorados. Em posse de todos os dados de entrada, foram feitas diferentes simulações que variaram o tipo do chuveiro instalado nos apartamentos. Quando comparadas as vazões obtidas pela simulação e pelo Método dos Pesos Relativos, em todos os componentes do sistema, a redução da vazão de projeto variou entre 4% e 61%. Em termos de consumo de material, a redução ficou entre 25% a 63%. / Over the years, researchers have been conducting studies to investigate the water consumption profile in buildings, which contribute to the knowledge regarding the correct sizing of the building hydraulic systems. In context of the methods for characterization of requests, the routines commonly used to obtain the project flows were mostly proposed in mid-20th-century. These models need to be revised and adapted to nowadays water conservation reality. In recent years, some studies have proposed simulation models with application focus in water distribution systems, due to the random and temporal behavior of the requests in this type of system. In this study, a stochastic simulation model of water demand in residential buildings has been proposed, which contemplated the behavioral modeling of users and their interaction with the system, in order to improve the design process of water distribution systems. For such, the theoretical bases of previously- proposed models for the identification of significant aspects for the construction of a new model were revised, which merged the behavioral modeling of users and the hydraulic system. In order to obtain the values of intervening variables, fieldworks and a review was conducted in papers which treated about the Brazilian context. The results of the data collected on the fieldworks show a correlation between the routine of users and the volume of water consumed. Besides, there was an average increase of 192% in the value of the project flow rate obtained by the Brazilian Standard Method when compared with the flows obtained in the monitored apartments. Considering the input data in the model, different simulations - with several different types of showers installed in the apartments - were made. When comparing the flows obtained by the simulation and the Brazilian Standard Method, in all components of the system, the reduction of the project flow varied between 4% and 61%. In terms of material consumption, the reduction was between 25% and 63%.

Orientadores: Euclides Jose Bonet, Marco Antonio Schreiner Moraes / Dissertação (mestrado) - Universidade Estadual de Campinas, Faculdade de Engenharia Mecanica / Made available in DSpace on 2018-07-26T08:21:56Z (GMT). No. of bitstreams: 1 DeGasperi_PatriciaMartinsSilva_M.pdf: 13462853 bytes, checksum: cff9140cfbd41d9dc52865fb52425605 (MD5) Previous issue date: 1999 / Resumo: Este trabalho tem como objetivos o estudo e a aplicação do processo de estimativa de propriedades petrofisicas a partir de informações obtidas em imagens petrográficas bidimensionais. O método assume a hipótese da homogeneidade estatística, e utiliza a simulação estocástica para a reconstrução do modelo tridimensional do meio poroso. A caracterização geométrica do meio simulado permite a elaboração de um modelo de rede para a simulação do fluxo e a estimativa da permeabilidade, fator de formação, pressão capilar por injeção de mercúrio e relação índice de resistividade versus saturação de água. Esta metodologia é aplicada a quatro sistemas porosos com diferentes níveis de heterogeneidade. Os resultados demonstram que estimativas confiáveis dependem da utilização de uma resolução apropriada de aquisição das imagens, que permita a identificação de poros e gargantas que efetivamente controlem as propriedades de fluxo do sistema. As curvas de pressão capilar simuladas sugerem a necessidade da composição de escalas. As propriedades elétricas são afetadas pela porosidade das amostras e sua confiabilidade é restrita a sistemas preferencialmente molháveis pela água / Abstract: The aim of this work is to investigate and apply a method for predicting petrophysical properties ftom bidimensional petrographic image data. Based on the assumption of statistical homogeneity, the method uses stochastic simulation to reconstruct the porous media tridimensional structure. The geometrical characterization of the simulated media allows the construction of a network model to simulate fluid flow and estimate permeability, formation factor, mercury capillary pressure curves and resistivity index as function of water saturation. This method is applied to four porous systems with different heterogeneity levels. The results demonstrate that good predictions depend on the appropriate image aquisition resolution, which identifies pores and throats that effectively control the flow properties of the system. The capillary pressure curves suggest the necessity of scale composition. The electrical properties are affected by samples porosity, with reliable estimates being restricted to water-wet systems / Mestrado / Mestre em Engenharia de Petróleo

In order to optimize the solving of stochastic simulations of neuron channels, an attempt to parallelize the solver has been made. The result of the implementation was unsuccessful. However, the implementation is not impossible and is still a field of research with big potential for improving performance of stochastic simulations.

[pt] Uma questão importante em sistemas baseados em agentes é como executar uma ação planejada de uma maneira aleatória. Saber responder esta questão é fundamental para manter o interesse do usuário em um determinado produto, não apenas porque torna a experiência menos repetitiva, mas também porque a torna mais realista. Este tipo de execução de ações pode ser aplicado principalmente em simuladores, jogos sérios ou de entretenimento que se baseiam em modelos de agentes. Algumas vezes, a aleatoriedade pode ser obtida pela simples geração de números aleatórios. Porém, quando estamos criando um produto mais complexo, é recomendável usar algum conhecimento estatístico ou estocástico para não arruinar a experiência de consumo deste produto. Neste trabalho, nós damos suporte à criação de animações e histórias dinâmicas e interativas usando um modelo arbitrário baseado em agentes. Para isto, inspirado em métodos estocásticos, nós propomos um novo framework, chamado D-Engine, que é capaz de criar um conjunto de timestamps aleatórios, mas com um comportamento esperado bem conhecido, que descrevem a execução de ações em regime de tempo discreto e a uma determinada taxa. Ao mesmo tempo em que estes timestamps nos permitem animar uma história, uma ação ou uma cena, os resultados gerados com o nosso framework podem ser usados para auxiliar outras aplicações, tais como previsões de resultado, planejamento não determinístico, mídia interativa e criação de estórias. Nesta dissertação também mostramos como criar dois aplicativos diferentes usando o framework proposto: um cenário de duelo em um jogo e um site de leilões interativo. / [en] An important question in agent-based systems is how to execute some planned action in a random way. The answer for this question is fundamental to keep the user s interest in some product, not just because it makes the experience less repetitive but also because it makes the product more realistic. This kind of action execution can be mainly applied on simulators, serious and entertainment games based on agent models. Sometimes the randomness can be reached by just generating random numbers. However, when creating a more complex product, it is recommended to use some statistical or stochastic knowledge to not ruin the product s consumption experience. In this work we try to give support to the creation of dynamic and interactive animation and story using an arbitrary model based on agents. Inspired on stochastic methods, we propose a new framework called D-Engine, which is able to create a random, but with a well-known expected behavior, set of timestamps describing the execution of an action in a discrete way following some specific rate. While these timestamps allow us to animate a story, an action or a scene, the mathematical results generated with our framework can be used to aid other applications such as result forecasting, nondeterministic planning, interactive media and storytelling. In this work we also present how to implement two different applications using our framework: a duel scenario and an interactive online auction website.

<p>Hydrological modeling has been a valuable tool to understand the processes governing water distribution, quantity, and quality of the planet Earth. Through models, one has been able to grasp processes such as runoff, soil moisture, soil erosion, subsurface drainage, plant growth, evapotranspiration, and effects of land use changes on hydrology at field and watershed scales. The number and diversity of water-related challenges are vast and expected to increase. As a result, current models need to be under continuous modifications to extend their application to more complex processes. Several models have been extensively developed in recent years. These models include the Soil and Water Assessment Tool (SWAT), Variable Infiltration Capacity (VIC) model, MIKE-SHE, and the Water Erosion Prediction Project (WEPP) model. The latter, although it is a well-validated model at field scales, the WEPP watershed model has been limited to small catchments, and almost no research has been introduced regarding water quality issues (only one study).</p><p>In this research, three objectives were proposed to improve the WEPP model in three areas where either the model has not been applied, or modifications can be performed to improve algorithms of the processes within the model (e.g. erosion, runoff, drainage). The enhancements impact the WEPP model by improving the current stochastic weather generation, extending its applicability to subsurface drainage estimation, and formulating a new routing model that allows future incorporation of transport of reactive solutes.</p><p>The first contribution was development of a stochastic storm generator based on 5-min time resolution and correlated non-normal Monte Carlo-based numerical simulation. The model considered the correlated and non-normal rainstorm characteristics such as time between storms, duration, and amount of precipitation, as well as the storm intensity structure. The model was tested using precipitation data from a randomly selected 5-min weather station in North Carolina. Results showed that the proposed storm generator captured the essential statistical features of rainstorms and their intensity patterns, preserving the first four moments of monthly storm events, good annual extreme event correspondence, and the correlation structure within each storm. Since the proposed model depends on statistical properties at a site, this may allow the use of synthetic storms in ungauged locations provided relevant information from a regional analysis is available.</p><p>A second development included the testing, improvement, and validation of the WEPP model to simulate subsurface flow discharges. The proposed model included the modification of the current subsurface drainage algorithm (Hooghoudt-based expression) and the WEPP model percolation routine. The modified WEPP model was tested and validated on an extensive dataset collected at four experimental sites managed by USDA-ARS within the Lake Erie Watershed. Predicted subsurface discharges show Nash-Sutcliffe Efficiency (NSE) values ranging from 0.50 to 0.70, and percent bias ranging from -30% to +15% at daily and monthly resolutions. Evidence suggests the WEPP model can be used to produce reliable estimates of subsurface flow with minimum calibration.</p><p>The last objective presented the theoretical framework for a new hillslope and channel-routing model for the Water Erosion Prediction Project (WEPP) model. The routing model (WEPP-CMT) is based on catchment geomorphology and mass transport theory for flow and transport of reactive solutes. The WEPP-CMT uses the unique functionality of WEPP to simulate hillslope responses under diverse land use and management conditions and a Lagrangian description of the carrier hydrologic runoff at hillslope and channel domains. An example of the model functionality was tested in a sub-catchment of the Upper Cedar River Watershed in the U.S. Pacific Northwest. Results showed that the proposed model provides an acceptable representation of flow at the outlet of the study catchment. Model efficiencies and percent bias for the calibration period and the validation period were NSE = 0.55 and 0.65, and PBIAS = -2.8% and 2.1%, respectively. The WEPP-CMT provides a suitable foundation for the transport of reactive solutes (e.g. nitrates) at basin scales.</p><p><br></p>