14 resultados para Options (Finance) -- Mathematical models

em University of Queensland eSpace - Australia


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The robustness of mathematical models for biological systems is studied by sensitivity analysis and stochastic simulations. Using a neural network model with three genes as the test problem, we study robustness properties of synthesis and degradation processes. For single parameter robustness, sensitivity analysis techniques are applied for studying parameter variations and stochastic simulations are used for investigating the impact of external noise. Results of sensitivity analysis are consistent with those obtained by stochastic simulations. Stochastic models with external noise can be used for studying the robustness not only to external noise but also to parameter variations. For external noise we also use stochastic models to study the robustness of the function of each gene and that of the system.

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Modelling of froth transportation, as part of modelling of froth recovery, provides a scale-up procedure for flotation cell design. It can also assist in improving control of flotation operation. Mathematical models of froth velocity on the surface and froth residence time distribution in a cylindrical tank flotation cell are proposed, based on mass balance principle of the air entering the froth. The models take into account factors such as cell size, concentrate launder configuration, use of a froth crowder, cell operating conditions including froth height and air rate, and bubble bursting on the surface. (C) 2004 Elsevier Ltd. All rights reserved.

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Functional-structural plant models that include detailed mechanistic representation of underlying physiological processes can be expensive to construct and the resulting models can also be extremely complicated. On the other hand, purely empirical models are not able to simulate plant adaptability and response to different conditions. In this paper, we present an intermediate approach to modelling plant function that can simulate plant response without requiring detailed knowledge of underlying physiology. Plant function is modelled using a 'canonical' modelling approach, which uses compartment models with flux functions of a standard mathematical form, while plant structure is modelled using L-systems. Two modelling examples are used to demonstrate that canonical modelling can be used in conjunction with L-systems to create functional-structural plant models where function is represented either in an accurate and descriptive way, or in a more mechanistic and explanatory way. We conclude that canonical modelling provides a useful, flexible and relatively simple approach to modelling plant function at an intermediate level of abstraction.

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Haptotactic cell migration, a directed response to gradients of cell—extracellular matrix adhesion, is an important process in a number of biological phenomena such as wound healing and tumour cell invasion. Previously, mathematical models of haptotaxis have been developed on the premise that cells migrate in response to gradients in the density of the extracellular matrix. In this paper, we develop a novel mathematical model of haptotaxis which includes the adhesion receptors known as integrins and a description of their functional activation, local recruitment and protrusion as part of lamellipodia. Through the inclusion of integrins, the modelled cell matter is able to respond to a true gradient of cell–matrix adhesion, represented by functionally active integrins. We also show that previous matrix-mediated models are in fact a subset of the novel integrin-mediated models, characterised by specific choices of diffusion and haptotaxis coefficients in their model equations. Numerical solutions suggest the existence of travelling waves of cell migration that are confirmed via a phase plane analysis of a simplified model.

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