Semi-parametric forecasting of spikes in electricity prices

The occurrence of extreme movements in the spot price of electricity represents a significant source of risk to retailers. A range of approaches have been considered with respect to modelling electricity prices; these models, however, have relied on time-series approaches, which typically use restrictive decay schemes placing greater weight on more recent observations. This study develops an alternative, semi-parametric method for forecasting, which uses state-dependent weights derived from a kernel function. The forecasts that are obtained using this method are accurate and therefore potentially useful to electricity retailers in terms of risk management.

Modelling Spikes in Electricity Prices

uring periods of market stress, electricity prices can rise dramatically. Electricity retailers cannot pass these extreme prices on to customers because of retail price regulation. Improved prediction of these price spikes therefore is important for risk management. This paper builds a time-varying-probability Markov-switching model of Queensland electricity prices, aimed particularly at forecasting price spikes. Variables capturing demand and weather patterns are used to drive the transition probabilities. Unlike traditional Markov-switching models that assume normality of the prices in each state, the model presented here uses a generalised beta distribution to allow for the skewness in the distribution of electricity prices during high-price episodes.

Mathematical models for describing the shape of the in vitro unstretched human crystalline lens

We developed orthogonal least-squares techniques for fitting crystalline lens shapes, and used the bootstrap method to determine uncertainties associated with the estimated vertex radii of curvature and asphericities of five different models. Three existing models were investigated including one that uses two separate conics for the anterior and posterior surfaces, and two whole lens models based on a modulated hyperbolic cosine function and on a generalized conic function. Two new models were proposed including one that uses two interdependent conics and a polynomial based whole lens model. The models were used to describe the in vitro shape for a data set of twenty human lenses with ages 7–82 years. The two-conic-surface model (7 mm zone diameter) and the interdependent surfaces model had significantly lower merit functions than the other three models for the data set, indicating that most likely they can describe human lens shape over a wide age range better than the other models (although with the two-conic-surfaces model being unable to describe the lens equatorial region). Considerable differences were found between some models regarding estimates of radii of curvature and surface asphericities. The hyperbolic cosine model and the new polynomial based whole lens model had the best precision in determining the radii of curvature and surface asphericities across the five considered models. Most models found significant increase in anterior, but not posterior, radius of curvature with age. Most models found a wide scatter of asphericities, but with the asphericities usually being positive and not significantly related to age. As the interdependent surfaces model had lower merit function than three whole lens models, there is further scope to develop an accurate model of the complete shape of human lenses of all ages. The results highlight the continued difficulty in selecting an appropriate model for the crystalline lens shape.

A systematic review of mathematical models of mosquito-borne pathogen transmission: 1970-2010

Mathematical models of mosquito-borne pathogen transmission originated in the early twentieth century to provide insights into how to most effectively combat malaria. The foundations of the Ross–Macdonald theory were established by 1970. Since then, there has been a growing interest in reducing the public health burden of mosquito-borne pathogens and an expanding use of models to guide their control. To assess how theory has changed to confront evolving public health challenges, we compiled a bibliography of 325 publications from 1970 through 2010 that included at least one mathematical model of mosquito-borne pathogen transmission and then used a 79-part questionnaire to classify each of 388 associated models according to its biological assumptions. As a composite measure to interpret the multidimensional results of our survey, we assigned a numerical value to each model that measured its similarity to 15 core assumptions of the Ross–Macdonald model. Although the analysis illustrated a growing acknowledgement of geographical, ecological and epidemiological complexities in modelling transmission, most models during the past 40 years closely resemble the Ross–Macdonald model. Modern theory would benefit from an expansion around the concepts of heterogeneous mosquito biting, poorly mixed mosquito-host encounters, spatial heterogeneity and temporal variation in the transmission process.

Mathematical models of bubble evolution in a Hele-Shaw Cell

This thesis concerns the mathematical model of moving fluid interfaces in a Hele-Shaw cell: an experimental device in which fluid flow is studied by sandwiching the fluid between two closely separated plates. Analytic and numerical methods are developed to gain new insights into interfacial stability and bubble evolution, and the influence of different boundary effects is examined. In particular, the properties of the velocity-dependent kinetic undercooling boundary condition are analysed, with regard to the selection of only discrete possible shapes of travelling fingers of fluid, the formation of corners on the interface, and the interaction of kinetic undercooling with the better known effect of surface tension. Explicit solutions to the problem of an expanding or contracting ring of fluid are also developed.

A comparison of mathematical models for phase separation in high-rate LiFePO4 cathodes

We construct a two-scale mathematical model for modern, high-rate LiFePO4cathodes. We attempt to validate against experimental data using two forms of the phase-field model developed recently to represent the concentration of Li+ in nano-sized LiFePO4crystals. We also compare this with the shrinking-core based model we developed previously. Validating against high-rate experimental data, in which electronic and electrolytic resistances have been reduced is an excellent test of the validity of the crystal-scale model used to represent the phase-change that may occur in LiFePO4material. We obtain poor fits with the shrinking-core based model, even with fitting based on “effective” parameter values. Surprisingly, using the more sophisticated phase-field models on the crystal-scale results in poorer fits, though a significant parameter regime could not be investigated due to numerical difficulties. Separate to the fits obtained, using phase-field based models embedded in a two-scale cathodic model results in “many-particle” effects consistent with those reported recently.

Mathematical Models of Tumor-Immune System Dynamics

"This collection of papers offers a broad synopsis of state-of-the-art mathematical methods used in modeling the interaction between tumors and the immune system. These papers were presented at the four-day workshop on Mathematical Models of Tumor-Immune System Dynamics held in Sydney, Australia from January 7th to January 10th, 2013. The workshop brought together applied mathematicians, biologists, and clinicians actively working in the field of cancer immunology to share their current research and to increase awareness of the innovative mathematical tools that are applicable to the growing field of cancer immunology. Recent progress in cancer immunology and advances in immunotherapy suggest that the immune system plays a fundamental role in host defense against tumors and could be utilized to prevent or cure cancer. Although theoretical and experimental studies of tumor-immune system dynamics have a long history, there are still many unanswered questions about the mechanisms that govern the interaction between the immune system and a growing tumor. The multidimensional nature of these complex interactions requires a cross-disciplinary approach to capture more realistic dynamics of the essential biology. The papers presented in this volume explore these issues and the results will be of interest to graduate students and researchers in a variety of fields within mathematical and biological sciences."--Publisher website

Computation of Mathematical Models for Complex Industrial Processes

Designed for undergraduate and postgraduate students, academic researchers and industrial practitioners, this book provides comprehensive case studies on numerical computing of industrial processes and step-by-step procedures for conducting industrial computing. It assumes minimal knowledge in numerical computing and computer programming, making it easy to read, understand and follow. Topics discussed include fundamentals of industrial computing, finite difference methods, the Wavelet-Collocation Method, the Wavelet-Galerkin Method, High Resolution Methods, and comparative studies of various methods. These are discussed using examples of carefully selected models from real processes of industrial significance. The step-by-step procedures in all these case studies can be easily applied to other industrial processes without a need for major changes and thus provide readers with useful frameworks for the applications of engineering computing in fundamental research problems and practical development scenarios.

Mathematical models of calcium and tight junctions in normal and reconstructed epidermis

This project investigated the calcium distributions of the skin, and the growth patterns of skin substitutes grown in the laboratory, using mathematical models. The research found that the calcium distribution in the upper layer of the skin is controlled by three different mechanisms, not one as previously thought. The research also suggests that tight junctions, which are adhesions between neighbouring skin cells, cannot be solely responsible for the differences in the growth patterns of skin substitutes and normal skin.

Mathematical models for collective cell spreading

Collective cell spreading is frequently observed in development, tissue repair and disease progression. Mathematical modelling used in conjunction with experimental investigation can provide key insights into the mechanisms driving the spread of cell populations. In this study, we investigated how experimental and modelling frameworks can be used to identify several key features underlying collective cell spreading. In particular, we were able to independently quantify the roles of cell motility and cell proliferation in a spreading cell population, and investigate how these roles are influenced by factors such as the initial cell density, type of cell population and the assay geometry.

Mathematical models of calcium and tight junctions in normal and reconstructed epidermis

This project investigated the calcium distributions of the skin, and the growth patterns of skin substitutes grown in the laboratory, using mathematical models. The research found that the calcium distribution in the upper layer of the skin is controlled by three different mechanisms, not one as previously thought. The research also suggests that tight junctions, which are adhesions between neighbouring skin cells, cannot be solely responsible for the differences in the growth patterns of skin substitutes and normal skin.