Local and nonlocal integro-differential reaction-diffusion models for protein dynamics in Alzheimer's disease

In this work, integro-differential reaction-diffusion models are presented for the description of the temporal and spatial evolution of the concentrations of Abeta and tau proteins involved in Alzheimer's disease. Initially, a local model is analysed: this is obtained by coupling with an interaction term two heterodimer models, modified by adding diffusion and Holling functional terms of the second type. We then move on to the presentation of three nonlocal models, which differ according to the type of the growth (exponential, logistic or Gompertzian) considered for healthy proteins. In these models integral terms are introduced to consider the interaction between proteins that are located at different spatial points possibly far apart. For each of the models introduced, the determination of equilibrium points with their stability and a study of the clearance inequalities are carried out. In addition, since the integrals introduced imply a spatial nonlocality in the models exhibited, some general features of nonlocal models are presented. Afterwards, with the aim of developing simulations, it is decided to transfer the nonlocal models to a brain graph called connectome. Therefore, after setting out the construction of such a graph, we move on to the description of Laplacian and convolution operations on a graph. Taking advantage of all these elements, we finally move on to the translation of the continuous models described above into discrete models on the connectome. To conclude, the results of some simulations concerning the discrete models just derived are presented.

"Influence of lower-limb joint models on subject-specific musculoskeletal model predictions during gait" ( "modelli muscoloscheletrici personalizzati dell'arto inferiore: Analisi dell'effetto della modellazione dei giunti sulla predizione dei carichi agenti sul sistema scheletrico durante il cammino").

The aim of the present thesis was to investigate the influence of lower-limb joint models on musculoskeletal model predictions during gait. We started our analysis by using a baseline model, i.e., the state-of-the-art lower-limb model (spherical joint at the hip and hinge joints at the knee and ankle) created from MRI of a healthy subject in the Medical Technology Laboratory of the Rizzoli Orthopaedic Institute. We varied the models of knee and ankle joints, including: knee- and ankle joints with mean instantaneous axis of rotation, universal joint at the ankle, scaled-generic-derived planar knee, subject-specific planar knee model, subject-specific planar ankle model, spherical knee, spherical ankle. The joint model combinations corresponding to 10 musculoskeletal models were implemented into a typical inverse dynamics problem, including inverse kinematics, inverse dynamics, static optimization and joint reaction analysis algorithms solved using the OpenSim software to calculate joint angles, joint moments, muscle forces and activations, joint reaction forces during 5 walking trials. The predicted muscle activations were qualitatively compared to experimental EMG, to evaluate the accuracy of model predictions. Planar joint at the knee, universal joint at the ankle and spherical joints at the knee and at the ankle produced appreciable variations in model predictions during gait trials. The planar knee joint model reduced the discrepancy between the predicted activation of the Rectus Femoris and the EMG (with respect to the baseline model), and the reduced peak knee reaction force was considered more accurate. The use of the universal joint, with the introduction of the subtalar joint, worsened the muscle activation agreement with the EMG, and increased ankle and knee reaction forces were predicted. The spherical joints, in particular at the knee, worsened the muscle activation agreement with the EMG. A substantial increase of joint reaction forces at all joints was predicted despite of the good agreement in joint kinematics with those of the baseline model. The introduction of the universal joint had a negative effect on the model predictions. The cause of this discrepancy is likely to be found in the definition of the subtalar joint and thus, in the particular subject’s anthropometry, used to create the model and define the joint pose. We concluded that the implementation of complex joint models do not have marked effects on the joint reaction forces during gait. Computed results were similar in magnitude and in pattern to those reported in literature. Nonetheless, the introduction of planar joint model at the knee had positive effect upon the predictions, while the use of spherical joint at the knee and/or at the ankle is absolutely unadvisable, because it predicted unrealistic joint reaction forces.

Pricing in stochastic-local volatility models with default

In recent years is becoming increasingly important to handle credit risk. Credit risk is the risk associated with the possibility of bankruptcy. More precisely, if a derivative provides for a payment at cert time T but before that time the counterparty defaults, at maturity the payment cannot be effectively performed, so the owner of the contract loses it entirely or a part of it. It means that the payoff of the derivative, and consequently its price, depends on the underlying of the basic derivative and on the risk of bankruptcy of the counterparty. To value and to hedge credit risk in a consistent way, one needs to develop a quantitative model. We have studied analytical approximation formulas and numerical methods such as Monte Carlo method in order to calculate the price of a bond. We have illustrated how to obtain fast and accurate pricing approximations by expanding the drift and diffusion as a Taylor series and we have compared the second and third order approximation of the Bond and Call price with an accurate Monte Carlo simulation. We have analysed JDCEV model with constant or stochastic interest rate. We have provided numerical examples that illustrate the effectiveness and versatility of our methods. We have used Wolfram Mathematica and Matlab.

Mathematical models for cellular aggregation: the chemotactic instability and clustering formation

In this thesis we present a mathematical formulation of the interaction between microorganisms such as bacteria or amoebae and chemicals, often produced by the organisms themselves. This interaction is called chemotaxis and leads to cellular aggregation. We derive some models to describe chemotaxis. The first is the pioneristic Keller-Segel parabolic-parabolic model and it is derived by two different frameworks: a macroscopic perspective and a microscopic perspective, in which we start with a stochastic differential equation and we perform a mean-field approximation. This parabolic model may be generalized by the introduction of a degenerate diffusion parameter, which depends on the density itself via a power law. Then we derive a model for chemotaxis based on Cattaneo's law of heat propagation with finite speed, which is a hyperbolic model. The last model proposed here is a hydrodynamic model, which takes into account the inertia of the system by a friction force. In the limit of strong friction, the model reduces to the parabolic model, whereas in the limit of weak friction, we recover a hyperbolic model. Finally, we analyze the instability condition, which is the condition that leads to aggregation, and we describe the different kinds of aggregates we may obtain: the parabolic models lead to clusters or peaks whereas the hyperbolic models lead to the formation of network patterns or filaments. Moreover, we discuss the analogy between bacterial colonies and self gravitating systems by comparing the chemotactic collapse and the gravitational collapse (Jeans instability).

Theoretical and experimental study on the role of benzoquinone in the Guerbet reaction catalyzed by a ruthenium complex

The benzoquinone was found as an effective co-catalyst in the ruthenium/NaOEt-catalyzed Guerbet reaction. The co-catalyst behavior has therefore been investigated through experimental and computational methods. The reaction products distribution shows that the reaction speed is improved by the benzoquinone supplement since the beginning of the process, having a minimal effect on the selectivity toward alcoholic species. DFT calculations were performed to investigate two hypotheses for the kinetic effects: i) a hydrogen storage mechanism or ii) a basic co-catalysis of 4-hydroxiphenolate. The most promising results were found for the latter hypothesis, where a new mixed mechanism for the aldol condensation step of the Guerbet process involves the hydroquinone (i.e. the reduced form of benzoquinone) as proton source instead of ethanol. This mechanism was found to be energetically more favorable than an aldol condensation in absence of additive, suggesting that the hydroquinone derived from benzoquinone could be the key species affecting the kinetics of the overall process. To verify this theoretical hypothesis, new phenol derivatives were tested as additives in the Guerbet reaction. The outcomes confirmed that an aromatic acid (stronger than ethanol) could improve the reaction kinetics. Lastly, theoretical products distributions were simulated and compared to the experimental one, using the DFT computations to build the kinetic models.