986 resultados para Stochastic programming
Resumo:
The growth of solid tumours beyond a critical size is dependent upon angiogenesis, the formation of new blood vessels from an existing vasculature. Tumours may remain dormant at microscopic sizes for some years before switching to a mode in which growth of a supportive vasculature is initiated. The new blood vessels supply nutrients, oxygen, and access to routes by which tumour cells may travel to other sites within the host (metastasize). In recent decades an abundance of biological research has focused on tumour-induced angiogenesis in the hope that treatments targeted at the vasculature may result in a stabilisation or regression of the disease: a tantalizing prospect. The complex and fascinating process of angiogenesis has also attracted the interest of researchers in the field of mathematical biology, a discipline that is, for mathematics, relatively new. The challenge in mathematical biology is to produce a model that captures the essential elements and critical dependencies of a biological system. Such a model may ultimately be used as a predictive tool. In this thesis we examine a number of aspects of tumour-induced angiogenesis, focusing on growth of the neovasculature external to the tumour. Firstly we present a one-dimensional continuum model of tumour-induced angiogenesis in which elements of the immune system or other tumour-cytotoxins are delivered via the newly formed vessels. This model, based on observations from experiments by Judah Folkman et al., is able to show regression of the tumour for some parameter regimes. The modelling highlights a number of interesting aspects of the process that may be characterised further in the laboratory. The next model we present examines the initiation positions of blood vessel sprouts on an existing vessel, in a two-dimensional domain. This model hypothesises that a simple feedback inhibition mechanism may be used to describe the spacing of these sprouts with the inhibitor being produced by breakdown of the existing vessel's basement membrane. Finally, we have developed a stochastic model of blood vessel growth and anastomosis in three dimensions. The model has been implemented in C++, includes an openGL interface, and uses a novel algorithm for calculating proximity of the line segments representing a growing vessel. This choice of programming language and graphics interface allows for near-simultaneous calculation and visualisation of blood vessel networks using a contemporary personal computer. In addition the visualised results may be transformed interactively, and drop-down menus facilitate changes in the parameter values. Visualisation of results is of vital importance in the communication of mathematical information to a wide audience, and we aim to incorporate this philosophy in the thesis. As biological research further uncovers the intriguing processes involved in tumourinduced angiogenesis, we conclude with a comment from mathematical biologist Jim Murray, Mathematical biology is : : : the most exciting modern application of mathematics.
Resumo:
Some uncertainties such as the stochastic input/output power of a plug-in electric vehicle due to its stochastic charging and discharging schedule, that of a wind unit and that of a photovoltaic generation source, volatile fuel prices and future uncertain load growth, all together could lead to some risks in determining the optimal siting and sizing of distributed generators (DGs) in distributed systems. Given this background, under the chance constrained programming (CCP) framework, a new method is presented to handle these uncertainties in the optimal sitting and sizing problem of DGs. First, a mathematical model of CCP is developed with the minimization of DGs investment cost, operational cost and maintenance cost as well as the network loss cost as the objective, security limitations as constraints, the sitting and sizing of DGs as optimization variables. Then, a Monte Carolo simulation embedded genetic algorithm approach is developed to solve the developed CCP model. Finally, the IEEE 37-node test feeder is employed to verify the feasibility and effectiveness of the developed model and method. This work is supported by an Australian Commonwealth Scientific and Industrial Research Organisation (CSIRO) Project on Intelligent Grids Under the Energy Transformed Flagship, and Project from Jiangxi Power Company.
Resumo:
Ion channels are membrane proteins that open and close at random and play a vital role in the electrical dynamics of excitable cells. The stochastic nature of the conformational changes these proteins undergo can be significant, however current stochastic modeling methodologies limit the ability to study such systems. Discrete-state Markov chain models are seen as the "gold standard," but are computationally intensive, restricting investigation of stochastic effects to the single-cell level. Continuous stochastic methods that use stochastic differential equations (SDEs) to model the system are more efficient but can lead to simulations that have no biological meaning. In this paper we show that modeling the behavior of ion channel dynamics by a reflected SDE ensures biologically realistic simulations, and we argue that this model follows from the continuous approximation of the discrete-state Markov chain model. Open channel and action potential statistics from simulations of ion channel dynamics using the reflected SDE are compared with those of a discrete-state Markov chain method. Results show that the reflected SDE simulations are in good agreement with the discrete-state approach. The reflected SDE model therefore provides a computationally efficient method to simulate ion channel dynamics while preserving the distributional properties of the discrete-state Markov chain model and also ensuring biologically realistic solutions. This framework could easily be extended to other biochemical reaction networks. © 2012 American Physical Society.
Resumo:
In this paper we extend the ideas of Brugnano, Iavernaro and Trigiante in their development of HBVM($s,r$) methods to construct symplectic Runge-Kutta methods for all values of $s$ and $r$ with $s\geq r$. However, these methods do not see the dramatic performance improvement that HBVMs can attain. Nevertheless, in the case of additive stochastic Hamiltonian problems an extension of these ideas, which requires the simulation of an independent Wiener process at each stage of a Runge-Kutta method, leads to methods that have very favourable properties. These ideas are illustrated by some simple numerical tests for the modified midpoint rule.
Resumo:
Programming is a subject that many beginning students find difficult. This paper describes a knowledge base designed for the purpose of analyzing programs written in the PHP web development language. The aim is to use this knowledge base in an Intelligent Tutoring System that will provide effective feedback to students. The main focus of this research is that a programming exercise can have many correct solutions. This paper presents an overview of how the proposed knowledge base can be utilized to accept different solutions to a given exercise
Resumo:
Designing practical rules for controlling invasive species is a challenging task for managers, particularly when species are long-lived, have complex life cycles and high dispersal capacities. Previous findings derived from plant matrix population analyses suggest that effective control of long-lived invaders may be achieved by focusing on killing adult plants. However, the cost-effectiveness of managing different life stages has not been evaluated. We illustrate the benefits of integrating matrix population models with decision theory to undertake this evaluation, using empirical data from the largest infestation of mesquite (Leguminosae: Prosopis spp) within Australia. We include in our model the mesquite life cycle, different dispersal rates and control actions that target individuals at different life stages with varying costs, depending on the intensity of control effort. We then use stochastic dynamic programming to derive cost-effective control strategies that minimize the cost of controlling the core infestation locally below a density threshold and the future cost of control arising from infestation of adjacent areas via seed dispersal. Through sensitivity analysis, we show that four robust management rules guide the allocation of resources between mesquite life stages for this infestation: (i) When there is no seed dispersal, no action is required until density of adults exceeds the control threshold and then only control of adults is needed; (ii) when there is seed dispersal, control strategy is dependent on knowledge of the density of adults and large juveniles (LJ) and broad categories of dispersal rates only; (iii) if density of adults is higher than density of LJ, controlling adults is most cost-effective; (iv) alternatively, if density of LJ is equal or higher than density of adults, management efforts should be spread between adults, large and to a lesser extent small juveniles, but never saplings. Synthesis and applications.In this study, we show that simple rules can be found for managing invasive plants with complex life cycles and high dispersal rates when population models are combined with decision theory. In the case of our mesquite population, focussing effort on controlling adults is not always the most cost-effective way to meet our management objective.
Resumo:
Airport system is complex. Passenger dynamics within it appear to be complicate as well. Passenger behaviours outside standard processes are regarded more significant in terms of public hazard and service rate issues. In this paper, we devised an individual agent decision model to simulate stochastic passenger behaviour in airport departure terminal. Bayesian networks are implemented into the decision making model to infer the probabilities that passengers choose to use any in-airport facilities. We aim to understand dynamics of the discretionary activities of passengers.
Resumo:
Mounting scientific evidence suggests newly imposed disturbance and/or alterations to existing disturbances facilitate invasion. Several empirical studies have explored the role of disturbance in invasion, but little work has been done to fit current understanding into a format useful for practical control efforts. We are working towards addressing this shortcoming by developing a metapopulation model couched in a decision theory framework. This approach has allowed us to investigate how incorporating the negative effects of disturbance on native vegetation into decision-making can change optimal control measures. In this paper, we present some preliminary results.
Resumo:
The Balanced method was introduced as a class of quasi-implicit methods, based upon the Euler-Maruyama scheme, for solving stiff stochastic differential equations. We extend the Balanced method to introduce a class of stable strong order 1. 0 numerical schemes for solving stochastic ordinary differential equations. We derive convergence results for this class of numerical schemes. We illustrate the asymptotic stability of this class of schemes is illustrated and is compared with contemporary schemes of strong order 1. 0. We present some evidence on parametric selection with respect to minimising the error convergence terms. Furthermore we provide a convergence result for general Balanced style schemes of higher orders.
Resumo:
The act of computer programming is generally considered to be temporally removed from a computer program's execution. In this paper we discuss the idea of programming as an activity that takes place within the temporal bounds of a real-time computational process and its interactions with the physical world. We ground these ideas within the con- text of livecoding -- a live audiovisual performance practice. We then describe how the development of the programming environment "Impromptu" has addressed our ideas of programming with time and the notion of the programmer as an agent in a cyber-physical system.
Resumo:
The act of computer programming is generally considered to be temporally removed from a computer program’s execution. In this paper we discuss the idea of programming as an activity that takes place within the temporal bounds of a real-time computational process and its interactions with the physical world. We ground these ideas within the context of livecoding – a live audiovisual performance practice. We then describe how the development of the programming environment “Impromptu” has addressed our ideas of programming with time and the notion of the programmer as an agent in a cyber-physical system.
Resumo:
It is acknowledged around the world that many university students struggle with learning to program (McCracken et al., 2001; McGettrick et al., 2005). In this paper, we describe how we have developed a research programme to systematically study and incrementally improve our teaching. We have adopted a research programme with three elements: (1) a theory that provides an organising framework for defining the type of phenomena and data of interest, (2) data on how the class as a whole performs on formative assessment tasks that are framed from within the organising framework, and (3) data from one-on-one think aloud sessions, to establish why students struggle with some of those in-class formative assessment tasks. We teach introductory computer programming, but this three-element structure of our research is applicable to many areas of engineering education research.