20 resultados para Options (Finance) -- Mathematical models


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The research activity carried out during the PhD course was focused on the development of mathematical models of some cognitive processes and their validation by means of data present in literature, with a double aim: i) to achieve a better interpretation and explanation of the great amount of data obtained on these processes from different methodologies (electrophysiological recordings on animals, neuropsychological, psychophysical and neuroimaging studies in humans), ii) to exploit model predictions and results to guide future research and experiments. In particular, the research activity has been focused on two different projects: 1) the first one concerns the development of neural oscillators networks, in order to investigate the mechanisms of synchronization of the neural oscillatory activity during cognitive processes, such as object recognition, memory, language, attention; 2) the second one concerns the mathematical modelling of multisensory integration processes (e.g. visual-acoustic), which occur in several cortical and subcortical regions (in particular in a subcortical structure named Superior Colliculus (SC)), and which are fundamental for orienting motor and attentive responses to external world stimuli. This activity has been realized in collaboration with the Center for Studies and Researches in Cognitive Neuroscience of the University of Bologna (in Cesena) and the Department of Neurobiology and Anatomy of the Wake Forest University School of Medicine (NC, USA). PART 1. Objects representation in a number of cognitive functions, like perception and recognition, foresees distribute processes in different cortical areas. One of the main neurophysiological question concerns how the correlation between these disparate areas is realized, in order to succeed in grouping together the characteristics of the same object (binding problem) and in maintaining segregated the properties belonging to different objects simultaneously present (segmentation problem). Different theories have been proposed to address these questions (Barlow, 1972). One of the most influential theory is the so called “assembly coding”, postulated by Singer (2003), according to which 1) an object is well described by a few fundamental properties, processing in different and distributed cortical areas; 2) the recognition of the object would be realized by means of the simultaneously activation of the cortical areas representing its different features; 3) groups of properties belonging to different objects would be kept separated in the time domain. In Chapter 1.1 and in Chapter 1.2 we present two neural network models for object recognition, based on the “assembly coding” hypothesis. These models are networks of Wilson-Cowan oscillators which exploit: i) two high-level “Gestalt Rules” (the similarity and previous knowledge rules), to realize the functional link between elements of different cortical areas representing properties of the same object (binding problem); 2) the synchronization of the neural oscillatory activity in the γ-band (30-100Hz), to segregate in time the representations of different objects simultaneously present (segmentation problem). These models are able to recognize and reconstruct multiple simultaneous external objects, even in difficult case (some wrong or lacking features, shared features, superimposed noise). In Chapter 1.3 the previous models are extended to realize a semantic memory, in which sensory-motor representations of objects are linked with words. To this aim, the network, previously developed, devoted to the representation of objects as a collection of sensory-motor features, is reciprocally linked with a second network devoted to the representation of words (lexical network) Synapses linking the two networks are trained via a time-dependent Hebbian rule, during a training period in which individual objects are presented together with the corresponding words. Simulation results demonstrate that, during the retrieval phase, the network can deal with the simultaneous presence of objects (from sensory-motor inputs) and words (from linguistic inputs), can correctly associate objects with words and segment objects even in the presence of incomplete information. Moreover, the network can realize some semantic links among words representing objects with some shared features. These results support the idea that semantic memory can be described as an integrated process, whose content is retrieved by the co-activation of different multimodal regions. In perspective, extended versions of this model may be used to test conceptual theories, and to provide a quantitative assessment of existing data (for instance concerning patients with neural deficits). PART 2. The ability of the brain to integrate information from different sensory channels is fundamental to perception of the external world (Stein et al, 1993). It is well documented that a number of extraprimary areas have neurons capable of such a task; one of the best known of these is the superior colliculus (SC). This midbrain structure receives auditory, visual and somatosensory inputs from different subcortical and cortical areas, and is involved in the control of orientation to external events (Wallace et al, 1993). SC neurons respond to each of these sensory inputs separately, but is also capable of integrating them (Stein et al, 1993) so that the response to the combined multisensory stimuli is greater than that to the individual component stimuli (enhancement). This enhancement is proportionately greater if the modality-specific paired stimuli are weaker (the principle of inverse effectiveness). Several studies have shown that the capability of SC neurons to engage in multisensory integration requires inputs from cortex; primarily the anterior ectosylvian sulcus (AES), but also the rostral lateral suprasylvian sulcus (rLS). If these cortical inputs are deactivated the response of SC neurons to cross-modal stimulation is no different from that evoked by the most effective of its individual component stimuli (Jiang et al 2001). This phenomenon can be better understood through mathematical models. The use of mathematical models and neural networks can place the mass of data that has been accumulated about this phenomenon and its underlying circuitry into a coherent theoretical structure. In Chapter 2.1 a simple neural network model of this structure is presented; this model is able to reproduce a large number of SC behaviours like multisensory enhancement, multisensory and unisensory depression, inverse effectiveness. In Chapter 2.2 this model was improved by incorporating more neurophysiological knowledge about the neural circuitry underlying SC multisensory integration, in order to suggest possible physiological mechanisms through which it is effected. This endeavour was realized in collaboration with Professor B.E. Stein and Doctor B. Rowland during the 6 months-period spent at the Department of Neurobiology and Anatomy of the Wake Forest University School of Medicine (NC, USA), within the Marco Polo Project. The model includes four distinct unisensory areas that are devoted to a topological representation of external stimuli. Two of them represent subregions of the AES (i.e., FAES, an auditory area, and AEV, a visual area) and send descending inputs to the ipsilateral SC; the other two represent subcortical areas (one auditory and one visual) projecting ascending inputs to the same SC. Different competitive mechanisms, realized by means of population of interneurons, are used in the model to reproduce the different behaviour of SC neurons in conditions of cortical activation and deactivation. The model, with a single set of parameters, is able to mimic the behaviour of SC multisensory neurons in response to very different stimulus conditions (multisensory enhancement, inverse effectiveness, within- and cross-modal suppression of spatially disparate stimuli), with cortex functional and cortex deactivated, and with a particular type of membrane receptors (NMDA receptors) active or inhibited. All these results agree with the data reported in Jiang et al. (2001) and in Binns and Salt (1996). The model suggests that non-linearities in neural responses and synaptic (excitatory and inhibitory) connections can explain the fundamental aspects of multisensory integration, and provides a biologically plausible hypothesis about the underlying circuitry.

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In the last years of research, I focused my studies on different physiological problems. Together with my supervisors, I developed/improved different mathematical models in order to create valid tools useful for a better understanding of important clinical issues. The aim of all this work is to develop tools for learning and understanding cardiac and cerebrovascular physiology as well as pathology, generating research questions and developing clinical decision support systems useful for intensive care unit patients. I. ICP-model Designed for Medical Education We developed a comprehensive cerebral blood flow and intracranial pressure model to simulate and study the complex interactions in cerebrovascular dynamics caused by multiple simultaneous alterations, including normal and abnormal functional states of auto-regulation of the brain. Individual published equations (derived from prior animal and human studies) were implemented into a comprehensive simulation program. Included in the normal physiological modelling was: intracranial pressure, cerebral blood flow, blood pressure, and carbon dioxide (CO2) partial pressure. We also added external and pathological perturbations, such as head up position and intracranial haemorrhage. The model performed clinically realistically given inputs of published traumatized patients, and cases encountered by clinicians. The pulsatile nature of the output graphics was easy for clinicians to interpret. The manoeuvres simulated include changes of basic physiological inputs (e.g. blood pressure, central venous pressure, CO2 tension, head up position, and respiratory effects on vascular pressures) as well as pathological inputs (e.g. acute intracranial bleeding, and obstruction of cerebrospinal outflow). Based on the results, we believe the model would be useful to teach complex relationships of brain haemodynamics and study clinical research questions such as the optimal head-up position, the effects of intracranial haemorrhage on cerebral haemodynamics, as well as the best CO2 concentration to reach the optimal compromise between intracranial pressure and perfusion. We believe this model would be useful for both beginners and advanced learners. It could be used by practicing clinicians to model individual patients (entering the effects of needed clinical manipulations, and then running the model to test for optimal combinations of therapeutic manoeuvres). II. A Heterogeneous Cerebrovascular Mathematical Model Cerebrovascular pathologies are extremely complex, due to the multitude of factors acting simultaneously on cerebral haemodynamics. In this work, the mathematical model of cerebral haemodynamics and intracranial pressure dynamics, described in the point I, is extended to account for heterogeneity in cerebral blood flow. The model includes the Circle of Willis, six regional districts independently regulated by autoregulation and CO2 reactivity, distal cortical anastomoses, venous circulation, the cerebrospinal fluid circulation, and the intracranial pressure-volume relationship. Results agree with data in the literature and highlight the existence of a monotonic relationship between transient hyperemic response and the autoregulation gain. During unilateral internal carotid artery stenosis, local blood flow regulation is progressively lost in the ipsilateral territory with the presence of a steal phenomenon, while the anterior communicating artery plays the major role to redistribute the available blood flow. Conversely, distal collateral circulation plays a major role during unilateral occlusion of the middle cerebral artery. In conclusion, the model is able to reproduce several different pathological conditions characterized by heterogeneity in cerebrovascular haemodynamics and can not only explain generalized results in terms of physiological mechanisms involved, but also, by individualizing parameters, may represent a valuable tool to help with difficult clinical decisions. III. Effect of Cushing Response on Systemic Arterial Pressure. During cerebral hypoxic conditions, the sympathetic system causes an increase in arterial pressure (Cushing response), creating a link between the cerebral and the systemic circulation. This work investigates the complex relationships among cerebrovascular dynamics, intracranial pressure, Cushing response, and short-term systemic regulation, during plateau waves, by means of an original mathematical model. The model incorporates the pulsating heart, the pulmonary circulation and the systemic circulation, with an accurate description of the cerebral circulation and the intracranial pressure dynamics (same model as in the first paragraph). Various regulatory mechanisms are included: cerebral autoregulation, local blood flow control by oxygen (O2) and/or CO2 changes, sympathetic and vagal regulation of cardiovascular parameters by several reflex mechanisms (chemoreceptors, lung-stretch receptors, baroreceptors). The Cushing response has been described assuming a dramatic increase in sympathetic activity to vessels during a fall in brain O2 delivery. With this assumption, the model is able to simulate the cardiovascular effects experimentally observed when intracranial pressure is artificially elevated and maintained at constant level (arterial pressure increase and bradicardia). According to the model, these effects arise from the interaction between the Cushing response and the baroreflex response (secondary to arterial pressure increase). Then, patients with severe head injury have been simulated by reducing intracranial compliance and cerebrospinal fluid reabsorption. With these changes, oscillations with plateau waves developed. In these conditions, model results indicate that the Cushing response may have both positive effects, reducing the duration of the plateau phase via an increase in cerebral perfusion pressure, and negative effects, increasing the intracranial pressure plateau level, with a risk of greater compression of the cerebral vessels. This model may be of value to assist clinicians in finding the balance between clinical benefits of the Cushing response and its shortcomings. IV. Comprehensive Cardiopulmonary Simulation Model for the Analysis of Hypercapnic Respiratory Failure We developed a new comprehensive cardiopulmonary model that takes into account the mutual interactions between the cardiovascular and the respiratory systems along with their short-term regulatory mechanisms. The model includes the heart, systemic and pulmonary circulations, lung mechanics, gas exchange and transport equations, and cardio-ventilatory control. Results show good agreement with published patient data in case of normoxic and hyperoxic hypercapnia simulations. In particular, simulations predict a moderate increase in mean systemic arterial pressure and heart rate, with almost no change in cardiac output, paralleled by a relevant increase in minute ventilation, tidal volume and respiratory rate. The model can represent a valid tool for clinical practice and medical research, providing an alternative way to experience-based clinical decisions. In conclusion, models are not only capable of summarizing current knowledge, but also identifying missing knowledge. In the former case they can serve as training aids for teaching the operation of complex systems, especially if the model can be used to demonstrate the outcome of experiments. In the latter case they generate experiments to be performed to gather the missing data.

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This thesis is mainly devoted to show how EEG data and related phenomena can be reproduced and analyzed using mathematical models of neural masses (NMM). The aim is to describe some of these phenomena, to show in which ways the design of the models architecture is influenced by such phenomena, point out the difficulties of tuning the dozens of parameters of the models in order to reproduce the activity recorded with EEG systems during different kinds of experiments, and suggest some strategies to cope with these problems. In particular the chapters are organized as follows: chapter I gives a brief overview of the aims and issues addressed in the thesis; in chapter II the main characteristics of the cortical column, of the EEG signal and of the neural mass models will be presented, in order to show the relationships that hold between these entities; chapter III describes a study in which a NMM from the literature has been used to assess brain connectivity changes in tetraplegic patients; in chapter IV a modified version of the NMM is presented, which has been developed to overcomes some of the previous version’s intrinsic limitations; chapter V describes a study in which the new NMM has been used to reproduce the electrical activity evoked in the cortex by the transcranial magnetic stimulation (TMS); chapter VI presents some preliminary results obtained in the simulation of the neural rhythms associated with memory recall; finally, some general conclusions are drawn in chapter VII.

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In this work I tried to explore many aspects of cognitive visual science, each one based on different academic fields, proposing mathematical models capable to reproduce both neuro-physiological and phenomenological results that were described in the recent literature. The structure of my thesis is mainly composed of three chapters, corresponding to the three main areas of research on which I focused my work. The results of each work put the basis for the following, and their ensemble form an homogeneous and large-scale survey on the spatio-temporal properties of the architecture of the visual cortex of mammals.

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This Thesis aims at building and discussing mathematical models applications focused on Energy problems, both on the thermal and electrical side. The objective is to show how mathematical programming techniques developed within Operational Research can give useful answers in the Energy Sector, how they can provide tools to support decision making processes of Companies operating in the Energy production and distribution and how they can be successfully used to make simulations and sensitivity analyses to better understand the state of the art and convenience of a particular technology by comparing it with the available alternatives. The first part discusses the fundamental mathematical background followed by a comprehensive literature review about mathematical modelling in the Energy Sector. The second part presents mathematical models for the District Heating strategic network design and incremental network design. The objective is the selection of an optimal set of new users to be connected to an existing thermal network, maximizing revenues, minimizing infrastructure and operational costs and taking into account the main technical requirements of the real world application. Results on real and randomly generated benchmark networks are discussed with particular attention to instances characterized by big networks dimensions. The third part is devoted to the development of linear programming models for optimal battery operation in off-grid solar power schemes, with consideration of battery degradation. The key contribution of this work is the inclusion of battery degradation costs in the optimisation models. As available data on relating degradation costs to the nature of charge/discharge cycles are limited, we concentrate on investigating the sensitivity of operational patterns to the degradation cost structure. The objective is to investigate the combination of battery costs and performance at which such systems become economic. We also investigate how the system design should change when battery degradation is taken into account.

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The research field of my PhD concerns mathematical modeling and numerical simulation, applied to the cardiac electrophysiology analysis at a single cell level. This is possible thanks to the development of mathematical descriptions of single cellular components, ionic channels, pumps, exchangers and subcellular compartments. Due to the difficulties of vivo experiments on human cells, most of the measurements are acquired in vitro using animal models (e.g. guinea pig, dog, rabbit). Moreover, to study the cardiac action potential and all its features, it is necessary to acquire more specific knowledge about single ionic currents that contribute to the cardiac activity. Electrophysiological models of the heart have become very accurate in recent years giving rise to extremely complicated systems of differential equations. Although describing the behavior of cardiac cells quite well, the models are computationally demanding for numerical simulations and are very difficult to analyze from a mathematical (dynamical-systems) viewpoint. Simplified mathematical models that capture the underlying dynamics to a certain extent are therefore frequently used. The results presented in this thesis have confirmed that a close integration of computational modeling and experimental recordings in real myocytes, as performed by dynamic clamp, is a useful tool in enhancing our understanding of various components of normal cardiac electrophysiology, but also arrhythmogenic mechanisms in a pathological condition, especially when fully integrated with experimental data.

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Ion channels are protein molecules, embedded in the lipid bilayer of the cell membranes. They act as powerful sensing elements switching chemicalphysical stimuli into ion-fluxes. At a glance, ion channels are water-filled pores, which can open and close in response to different stimuli (gating), and one once open select the permeating ion species (selectivity). They play a crucial role in several physiological functions, like nerve transmission, muscular contraction, and secretion. Besides, ion channels can be used in technological applications for different purpose (sensing of organic molecules, DNA sequencing). As a result, there is remarkable interest in understanding the molecular determinants of the channel functioning. Nowadays, both the functional and the structural characteristics of ion channels can be experimentally solved. The purpose of this thesis was to investigate the structure-function relation in ion channels, by computational techniques. Most of the analyses focused on the mechanisms of ion conduction, and the numerical methodologies to compute the channel conductance. The standard techniques for atomistic simulation of complex molecular systems (Molecular Dynamics) cannot be routinely used to calculate ion fluxes in membrane channels, because of the high computational resources needed. The main step forward of the PhD research activity was the development of a computational algorithm for the calculation of ion fluxes in protein channels. The algorithm - based on the electrodiffusion theory - is computational inexpensive, and was used for an extensive analysis on the molecular determinants of the channel conductance. The first record of ion-fluxes through a single protein channel dates back to 1976, and since then measuring the single channel conductance has become a standard experimental procedure. Chapter 1 introduces ion channels, and the experimental techniques used to measure the channel currents. The abundance of functional data (channel currents) does not match with an equal abundance of structural data. The bacterial potassium channel KcsA was the first selective ion channels to be experimentally solved (1998), and after KcsA the structures of four different potassium channels were revealed. These experimental data inspired a new era in ion channel modeling. Once the atomic structures of channels are known, it is possible to define mathematical models based on physical descriptions of the molecular systems. These physically based models can provide an atomic description of ion channel functioning, and predict the effect of structural changes. Chapter 2 introduces the computation methods used throughout the thesis to model ion channels functioning at the atomic level. In Chapter 3 and Chapter 4 the ion conduction through potassium channels is analyzed, by an approach based on the Poisson-Nernst-Planck electrodiffusion theory. In the electrodiffusion theory ion conduction is modeled by the drift-diffusion equations, thus describing the ion distributions by continuum functions. The numerical solver of the Poisson- Nernst-Planck equations was tested in the KcsA potassium channel (Chapter 3), and then used to analyze how the atomic structure of the intracellular vestibule of potassium channels affects the conductance (Chapter 4). As a major result, a correlation between the channel conductance and the potassium concentration in the intracellular vestibule emerged. The atomic structure of the channel modulates the potassium concentration in the vestibule, thus its conductance. This mechanism explains the phenotype of the BK potassium channels, a sub-family of potassium channels with high single channel conductance. The functional role of the intracellular vestibule is also the subject of Chapter 5, where the affinity of the potassium channels hEag1 (involved in tumour-cell proliferation) and hErg (important in the cardiac cycle) for several pharmaceutical drugs was compared. Both experimental measurements and molecular modeling were used in order to identify differences in the blocking mechanism of the two channels, which could be exploited in the synthesis of selective blockers. The experimental data pointed out the different role of residue mutations in the blockage of hEag1 and hErg, and the molecular modeling provided a possible explanation based on different binding sites in the intracellular vestibule. Modeling ion channels at the molecular levels relates the functioning of a channel to its atomic structure (Chapters 3-5), and can also be useful to predict the structure of ion channels (Chapter 6-7). In Chapter 6 the structure of the KcsA potassium channel depleted from potassium ions is analyzed by molecular dynamics simulations. Recently, a surprisingly high osmotic permeability of the KcsA channel was experimentally measured. All the available crystallographic structure of KcsA refers to a channel occupied by potassium ions. To conduct water molecules potassium ions must be expelled from KcsA. The structure of the potassium-depleted KcsA channel and the mechanism of water permeation are still unknown, and have been investigated by numerical simulations. Molecular dynamics of KcsA identified a possible atomic structure of the potassium-depleted KcsA channel, and a mechanism for water permeation. The depletion from potassium ions is an extreme situation for potassium channels, unlikely in physiological conditions. However, the simulation of such an extreme condition could help to identify the structural conformations, so the functional states, accessible to potassium ion channels. The last chapter of the thesis deals with the atomic structure of the !- Hemolysin channel. !-Hemolysin is the major determinant of the Staphylococcus Aureus toxicity, and is also the prototype channel for a possible usage in technological applications. The atomic structure of !- Hemolysin was revealed by X-Ray crystallography, but several experimental evidences suggest the presence of an alternative atomic structure. This alternative structure was predicted, combining experimental measurements of single channel currents and numerical simulations. This thesis is organized in two parts, in the first part an overview on ion channels and on the numerical methods adopted throughout the thesis is provided, while the second part describes the research projects tackled in the course of the PhD programme. The aim of the research activity was to relate the functional characteristics of ion channels to their atomic structure. In presenting the different research projects, the role of numerical simulations to analyze the structure-function relation in ion channels is highlighted.

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Running economy (RE), i.e. the oxygen consumption at a given submaximal speed, is an important determinant of endurance running performance. So far, investigators have widely attempted to individuate the factors affecting RE in competitive athletes, focusing mainly on the relationships between RE and running biomechanics. However, the current results are inconsistent and a clear mechanical profile of an economic runner has not been yet established. The present work aimed to better understand how the running technique influences RE in sub-elite middle-distance runners by investigating the biomechanical parameters acting on RE and the underlying mechanisms. Special emphasis was given to accounting for intra-individual variability in RE at different speeds and to assessing track running rather than treadmill running. In Study One, a factor analysis was used to reduce the 30 considered mechanical parameters to few global descriptors of the running mechanics. Then, a biomechanical comparison between economic and non economic runners and a multiple regression analysis (with RE as criterion variable and mechanical indices as independent variables) were performed. It was found that a better RE was associated to higher knee and ankle flexion in the support phase, and that the combination of seven individuated mechanical measures explains ∼72% of the variability in RE. In Study Two, a mathematical model predicting RE a priori from the rate of force production, originally developed and used in the field of comparative biology, was adapted and tested in competitive athletes. The model showed a very good fit (R2=0.86). In conclusion, the results of this dissertation suggest that the very complex interrelationships among the mechanical parameters affecting RE may be successfully dealt with through multivariate statistical analyses and the application of theoretical mathematical models. Thanks to these results, coaches are provided with useful tools to assess the biomechanical profile of their athletes. Thus, individual weaknesses in the running technique may be identified and removed, with the ultimate goal to improve RE.

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In fluid dynamics research, pressure measurements are of great importance to define the flow field acting on aerodynamic surfaces. In fact the experimental approach is fundamental to avoid the complexity of the mathematical models for predicting the fluid phenomena. It’s important to note that, using in-situ sensor to monitor pressure on large domains with highly unsteady flows, several problems are encountered working with the classical techniques due to the transducer cost, the intrusiveness, the time response and the operating range. An interesting approach for satisfying the previously reported sensor requirements is to implement a sensor network capable of acquiring pressure data on aerodynamic surface using a wireless communication system able to collect the pressure data with the lowest environmental–invasion level possible. In this thesis a wireless sensor network for fluid fields pressure has been designed, built and tested. To develop the system, a capacitive pressure sensor, based on polymeric membrane, and read out circuitry, based on microcontroller, have been designed, built and tested. The wireless communication has been performed using the Zensys Z-WAVE platform, and network and data management have been implemented. Finally, the full embedded system with antenna has been created. As a proof of concept, the monitoring of pressure on the top of the mainsail in a sailboat has been chosen as working example.

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Mathematical models of the knee joint are important tools which have both theoretical and practical applications. They are used by researchers to fully understand the stabilizing role of the components of the joint, by engineers as an aid for prosthetic design, by surgeons during the planning of an operation or during the operation itself, and by orthopedists for diagnosis and rehabilitation purposes. The principal aims of knee models are to reproduce the restraining function of each structure of the joint and to replicate the relative motion of the bones which constitute the joint itself. It is clear that the first point is functional to the second one. However, the standard procedures for the dynamic modelling of the knee tend to be more focused on the second aspect: the motion of the joint is correctly replicated, but the stabilizing role of the articular components is somehow lost. A first contribution of this dissertation is the definition of a novel approach — called sequential approach — for the dynamic modelling of the knee. The procedure makes it possible to develop more and more sophisticated models of the joint by a succession of steps, starting from a first simple model of its passive motion. The fundamental characteristic of the proposed procedure is that the results obtained at each step do not worsen those already obtained at previous steps, thus preserving the restraining function of the knee structures. The models which stem from the first two steps of the sequential approach are then presented. The result of the first step is a model of the passive motion of the knee, comprehensive of the patello-femoral joint. Kinematical and anatomical considerations lead to define a one degree of freedom rigid link mechanism, whose members represent determinate components of the joint. The result of the second step is a stiffness model of the knee. This model is obtained from the first one, by following the rules of the proposed procedure. Both models have been identified from experimental data by means of an optimization procedure. The simulated motions of the models then have been compared to the experimental ones. Both models accurately reproduce the motion of the joint under the corresponding loading conditions. Moreover, the sequential approach makes sure the results obtained at the first step are not worsened at the second step: the stiffness model can also reproduce the passive motion of the knee with the same accuracy than the previous simpler model. The procedure proved to be successful and thus promising for the definition of more complex models which could also involve the effect of muscular forces.

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The emergency of infection by highly pathogenic avian influenza virus (HPAI) subtype H5N1 has focused the attention of the world scientific community, requiring the prompt provision of effective control systems for early detection of the circulation of low pathogenic influenza H5 viruses (LPAI) in populations of wild birds to prevent outbreaks of highly pathogenic (HPAI) in populations of domestic birds with possible transmission to humans. The project stems from the aim to provide, through a preliminary analysis of data obtained from surveillance in Italy and Europe, a preliminary study about the virus detection rates and the development of mathematical models, an objective assessment of the effectiveness of avian influenza surveillance systems in wild bird populations, and to point out guidelines to support the planning process of the sampling activities. The results obtained from the statistical processing quantify the sampling effort in terms of time and sample size required, and simulating different epidemiological scenarios identify active surveillance as the most suitable for endemic LPAI infection monitoring in wild waterfowl, and passive surveillance as the only really effective tool in early detecting HPAI H5N1 circulation in wild populations. Given the lack of relevant information on H5N1 epidemiology, and the actual finantial and logistic constraints, an approach that makes use of statistical tools to evaluate and predict monitoring activities effectiveness proves to be of primary importance to direct decision-making and make the best use of available resources.

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This work describes the development of a simulation tool which allows the simulation of the Internal Combustion Engine (ICE), the transmission and the vehicle dynamics. It is a control oriented simulation tool, designed in order to perform both off-line (Software In the Loop) and on-line (Hardware In the Loop) simulation. In the first case the simulation tool can be used in order to optimize Engine Control Unit strategies (as far as regard, for example, the fuel consumption or the performance of the engine), while in the second case it can be used in order to test the control system. In recent years the use of HIL simulations has proved to be very useful in developing and testing of control systems. Hardware In the Loop simulation is a technology where the actual vehicles, engines or other components are replaced by a real time simulation, based on a mathematical model and running in a real time processor. The processor reads ECU (Engine Control Unit) output signals which would normally feed the actuators and, by using mathematical models, provides the signals which would be produced by the actual sensors. The simulation tool, fully designed within Simulink, includes the possibility to simulate the only engine, the transmission and vehicle dynamics and the engine along with the vehicle and transmission dynamics, allowing in this case to evaluate the performance and the operating conditions of the Internal Combustion Engine, once it is installed on a given vehicle. Furthermore the simulation tool includes different level of complexity, since it is possible to use, for example, either a zero-dimensional or a one-dimensional model of the intake system (in this case only for off-line application, because of the higher computational effort). Given these preliminary remarks, an important goal of this work is the development of a simulation environment that can be easily adapted to different engine types (single- or multi-cylinder, four-stroke or two-stroke, diesel or gasoline) and transmission architecture without reprogramming. Also, the same simulation tool can be rapidly configured both for off-line and real-time application. The Matlab-Simulink environment has been adopted to achieve such objectives, since its graphical programming interface allows building flexible and reconfigurable models, and real-time simulation is possible with standard, off-the-shelf software and hardware platforms (such as dSPACE systems).

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Synthetic biology is a young field of applicative research aiming to design and build up artificial biological devices, useful for human applications. How synthetic biology emerged in past years and how the development of the Registry of Standard Biological Parts aimed to introduce one practical starting solution to apply the basics of engineering to molecular biology is presented in chapter 1 in the thesis The same chapter recalls how biological parts can make up a genetic program, the molecular cloning tecnique useful for this purpose, and an overview of the mathematical modeling adopted to describe gene circuit behavior. Although the design of gene circuits has become feasible the increasing complexity of gene networks asks for a rational approach to design gene circuits. A bottom-up approach was proposed, suggesting that the behavior of a complicated system can be predicted from the features of its parts. The option to use modular parts in large-scale networks will be facilitated by a detailed and shared characterization of their functional properties. Such a prediction, requires well-characterized mathematical models of the parts and of how they behave when assembled together. In chapter 2, the feasibility of the bottom-up approach in the design of a synthetic program in Escherichia coli bacterial cells is described. The rational design of gene networks is however far from being established. The synthetic biology approach can used the mathematical formalism to identify biological information not assessable with experimental measurements. In this context, chapter 3 describes the design of a synthetic sensor for identifying molecules of interest inside eukaryotic cells. The Registry of Standard parts collects standard and modular biological parts. To spread the use of BioBricks the iGEM competition was started. The ICM Laboratory, where Francesca Ceroni completed her Ph.D, partecipated with teams of students and Chapter 4 summarizes the projects developed.

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Strongylosis in equids, despite being very common, have never been studied from a strictly ecological point of view. Mathematical models are important ecological tools used to study the temporal dynamics of parasite populations, and are useful to study the effect of different biological parameters, as well as to analyse the outcome produced by perturbations such as anthelmintic treatments. This work describes the study of the temporal dynamics of strongyles infection in an organic donkey population, performed using coprological quantitative analysis and donkeys’ age as a proxy of the time of infection. Force of infection was then estimated for Strongylus vulgaris and small strongyles and the results used as the basis for the development of mathematical models. In particular, the comparison of models output and field data made it possible to estimate the transmission coefficient  and to consequently calculate the basic reproduction number R0 and the threshold host density. Small strongyles model includes hypobiosis and, more interestingly as never found in literature, a density-dependent development rate of hypobiotic larvae in adult parasites in order to simulate a negative feedback between larvae emergence from hypobiosis and adult parasite abundance. Simulations of pharmacological and environmental treatments showed that parasite eradication was possible for S. vulgaris only, while small strongyles, due to hypobiosis and density-dependent development rate of their hypobiotic larvae, are very difficult to control and impossible to eradicate. In addition, density-dependence in larval development has been demonstrated to act as a key factor in improving parasite population survival and abundance even in absence of human intervention.

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The relevance of human joint models was shown in the literature. In particular, the great importance of models for the joint passive motion simulation (i.e. motion under virtually unloaded conditions) was outlined. They clarify the role played by the principal anatomical structures of the articulation, enhancing the comprehension of surgical treatments, and in particular the design of total ankle replacement and ligament reconstruction. Equivalent rigid link mechanisms proved to be an efficient tool for an accurate simulation of the joint passive motion. This thesis focuses on the ankle complex (i.e. the anatomical structure composed of the tibiotalar and the subtalar joints), which has a considerable role in human locomotion. The lack of interpreting models of this articulation and the poor results of total ankle replacement arthroplasty have strongly suggested devising new mathematical models capable of reproducing the restraining function of each structure of the joint and of replicating the relative motion of the bones which constitute the joint itself. In this contest, novel equivalent mechanisms are proposed for modelling the ankle passive motion. Their geometry is based on the joint’s anatomical structures. In particular, the role of the main ligaments of the articulation is investigated under passive conditions by means of nine 5-5 fully parallel mechanisms. Based on this investigation, a one-DOF spatial mechanism is developed for modelling the passive motion of the lower leg. The model considers many passive structures constituting the articulation, overcoming the limitations of previous models which took into account few anatomical elements of the ankle complex. All the models have been identified from experimental data by means of optimization procedure. Then, the simulated motions have been compared to the experimental one, in order to show the efficiency of the approach and thus to deduce the role of each anatomical structure in the ankle kinematic behavior.