917 resultados para Finance -- Mathematical models


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Today, the trend within the electronics industry is for the use of rapid and advanced simulation methodologies in association with synthesis toolsets. This paper presents an approach developed to support mixed-signal circuit design and analysis. The methodology proposed shows a novel approach to the problem of developing behvioural model descriptions of mixed-signal circuit topologies, by construction of a set of subsystems, that supports the automated mapping of MATLAB®/SIMULINK® models to structural VHDL-AMS descriptions. The tool developed, named MS 2SV, reads a SIMULINK® model file and translates it to a structural VHDL-AMS code. It also creates the file structure required to simulate the translated model in the System Vision™. To validate the methodology and the developed program, the DAC08, AD7524 and AD5450 data converters were studied and initially modelled in MATLAB®/ SIMULINK®. The VHDL-AMS code generated automatically by MS 2SV, (MATLAB®/SIMULINK® to System Vision™), was then simulated in the System Vision™. The simulation results show that the proposed approach, which is based on VHDL-AMS descriptions of the original model library elements, allows for the behavioural level simulation of complex mixed-signal circuits.

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Pós-graduação em Matemática Universitária - IGCE

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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Experiments of continuous alcoholic fermentation of sugarcane juice with flocculating yeast recycle were conducted in a system of two 0.22-L tower bioreactors in series, operated at a range of dilution rates (D (1) = D (2) = 0.27-0.95 h(-1)), constant recycle ratio (alpha = F (R) /F = 4.0) and a sugar concentration in the feed stream (S (0)) around 150 g/L. The data obtained in these experimental conditions were used to adjust the parameters of a mathematical model previously developed for the single-stage process. This model considers each of the tower bioreactors as a perfectly mixed continuous reactor and the kinetics of cell growth and product formation takes into account the limitation by substrate and the inhibition by ethanol and biomass, as well as the substrate consumption for cellular maintenance. The model predictions agreed satisfactorily with the measurements taken in both stages of the cascade. The major differences with respect to the kinetic parameters previously estimated for a single-stage system were observed for the maximum specific growth rate, for the inhibition constants of cell growth and for the specific rate of substrate consumption for cell maintenance. Mathematical models were validated and used to simulate alternative operating conditions as well as to analyze the performance of the two-stage process against that of the single-stage process.

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An overall theoretical approach to model phenomena of interest for forensic entomology is advanced. Efforts are concentrated in identifying biological attributes at the individual, population and community of the arthropod fauna associated with decomposing human corpses and then incorporating these attributes into mathematical models. In particular in this paper a diffusion model of dispersal of post feeding larvae is described for blowflies, which are the most common insects associated with corpses.

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Pós-graduação em Matemática em Rede Nacional - IBILCE

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This work presents major results from a novel dynamic model intended to deterministically represent the complex relation between HIV-1 and the human immune system. The novel structure of the model extends previous work by representing different host anatomic compartments under a more in-depth cellular and molecular immunological phenomenology. Recently identified mechanisms related to HIV-1 infection as well as other well known relevant mechanisms typically ignored in mathematical models of HIV-1 pathogenesis and immunology, such as cell-cell transmission, are also addressed. (C) 2011 Elsevier Ltd. All rights reserved.

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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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In this study, the effect of time derivatives of flow rate and rotational speed was investigated on the mathematical modeling of a rotary blood pump (RBP). The basic model estimates the pressure head of the pump as a dependent variable using measured flow and speed as predictive variables. Performance of the model was evaluated by adding time derivative terms for flow and speed. First, to create a realistic working condition, the Levitronix CentriMag RBP was implanted in a sheep. All parameters from the model were physically measured and digitally acquired over a wide range of conditions, including pulsatile speed. Second, a statistical analysis of the different variables (flow, speed, and their time derivatives) based on multiple regression analysis was performed to determine the significant variables for pressure head estimation. Finally, different mathematical models were used to show the effect of time derivative terms on the performance of the models. In order to evaluate how well the estimated pressure head using different models fits the measured pressure head, root mean square error and correlation coefficient were used. The results indicate that inclusion of time derivatives of flow and speed can improve model accuracy, but only minimally.

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BACKGROUND Partner notification is essential to the comprehensive case management of sexually transmitted infections. Systematic reviews and mathematical modelling can be used to synthesise information about the effects of new interventions to enhance the outcomes of partner notification. OBJECTIVE To study the effectiveness and cost-effectiveness of traditional and new partner notification technologies for curable sexually transmitted infections (STIs). DESIGN Secondary data analysis of clinical audit data; systematic reviews of randomised controlled trials (MEDLINE, EMBASE and Cochrane Central Register of Controlled Trials) published from 1 January 1966 to 31 August 2012 and of studies of health-related quality of life (HRQL) [MEDLINE, EMBASE, ISI Web of Knowledge, NHS Economic Evaluation Database (NHS EED), Database of Abstracts of Reviews of Effects (DARE) and Health Technology Assessment (HTA)] published from 1 January 1980 to 31 December 2011; static models of clinical effectiveness and cost-effectiveness; and dynamic modelling studies to improve parameter estimation and examine effectiveness. SETTING General population and genitourinary medicine clinic attenders. PARTICIPANTS Heterosexual women and men. INTERVENTIONS Traditional partner notification by patient or provider referral, and new partner notification by expedited partner therapy (EPT) or its UK equivalent, accelerated partner therapy (APT). MAIN OUTCOME MEASURES Population prevalence; index case reinfection; and partners treated per index case. RESULTS Enhanced partner therapy reduced reinfection in index cases with curable STIs more than simple patient referral [risk ratio (RR) 0.71; 95% confidence interval (CI) 0.56 to 0.89]. There are no randomised trials of APT. The median number of partners treated for chlamydia per index case in UK clinics was 0.60. The number of partners needed to treat to interrupt transmission of chlamydia was lower for casual than for regular partners. In dynamic model simulations, > 10% of partners are chlamydia positive with look-back periods of up to 18 months. In the presence of a chlamydia screening programme that reduces population prevalence, treatment of current partners achieves most of the additional reduction in prevalence attributable to partner notification. Dynamic model simulations show that cotesting and treatment for chlamydia and gonorrhoea reduce the prevalence of both STIs. APT has a limited additional effect on prevalence but reduces the rate of index case reinfection. Published quality-adjusted life-year (QALY) weights were of insufficient quality to be used in a cost-effectiveness study of partner notification in this project. Using an intermediate outcome of cost per infection diagnosed, doubling the efficacy of partner notification from 0.4 to 0.8 partners treated per index case was more cost-effective than increasing chlamydia screening coverage. CONCLUSIONS There is evidence to support the improved clinical effectiveness of EPT in reducing index case reinfection. In a general heterosexual population, partner notification identifies new infected cases but the impact on chlamydia prevalence is limited. Partner notification to notify casual partners might have a greater impact than for regular partners in genitourinary clinic populations. Recommendations for future research are (1) to conduct randomised controlled trials using biological outcomes of the effectiveness of APT and of methods to increase testing for human immunodeficiency virus (HIV) and STIs after APT; (2) collection of HRQL data should be a priority to determine QALYs associated with the sequelae of curable STIs; and (3) standardised parameter sets for curable STIs should be developed for mathematical models of STI transmission that are used for policy-making. FUNDING The National Institute for Health Research Health Technology Assessment programme.

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It is system dynamics that determines the function of cells, tissues and organisms. To develop mathematical models and estimate their parameters are an essential issue for studying dynamic behaviors of biological systems which include metabolic networks, genetic regulatory networks and signal transduction pathways, under perturbation of external stimuli. In general, biological dynamic systems are partially observed. Therefore, a natural way to model dynamic biological systems is to employ nonlinear state-space equations. Although statistical methods for parameter estimation of linear models in biological dynamic systems have been developed intensively in the recent years, the estimation of both states and parameters of nonlinear dynamic systems remains a challenging task. In this report, we apply extended Kalman Filter (EKF) to the estimation of both states and parameters of nonlinear state-space models. To evaluate the performance of the EKF for parameter estimation, we apply the EKF to a simulation dataset and two real datasets: JAK-STAT signal transduction pathway and Ras/Raf/MEK/ERK signaling transduction pathways datasets. The preliminary results show that EKF can accurately estimate the parameters and predict states in nonlinear state-space equations for modeling dynamic biochemical networks.

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The prognosis for lung cancer patients remains poor. Five year survival rates have been reported to be 15%. Studies have shown that dose escalation to the tumor can lead to better local control and subsequently better overall survival. However, dose to lung tumor is limited by normal tissue toxicity. The most prevalent thoracic toxicity is radiation pneumonitis. In order to determine a safe dose that can be delivered to the healthy lung, researchers have turned to mathematical models predicting the rate of radiation pneumonitis. However, these models rely on simple metrics based on the dose-volume histogram and are not yet accurate enough to be used for dose escalation trials. The purpose of this work was to improve the fit of predictive risk models for radiation pneumonitis and to show the dosimetric benefit of using the models to guide patient treatment planning. The study was divided into 3 specific aims. The first two specifics aims were focused on improving the fit of the predictive model. In Specific Aim 1 we incorporated information about the spatial location of the lung dose distribution into a predictive model. In Specific Aim 2 we incorporated ventilation-based functional information into a predictive pneumonitis model. In the third specific aim a proof of principle virtual simulation was performed where a model-determined limit was used to scale the prescription dose. The data showed that for our patient cohort, the fit of the model to the data was not improved by incorporating spatial information. Although we were not able to achieve a significant improvement in model fit using pre-treatment ventilation, we show some promising results indicating that ventilation imaging can provide useful information about lung function in lung cancer patients. The virtual simulation trial demonstrated that using a personalized lung dose limit derived from a predictive model will result in a different prescription than what was achieved with the clinically used plan; thus demonstrating the utility of a normal tissue toxicity model in personalizing the prescription dose.