Limit laws for coverage in backbone-sensor networks

We study coverage in sensor networks having two types of nodes, namely, sensor nodes and backbone nodes. Each sensor is capable of transmitting information over relatively small distances. The backbone nodes collect information from the sensors. This information is processed and communicated over an ad hoc network formed by the backbone nodes, which are capable of transmitting over much larger distances. We consider two models of deployment for the sensor and backbone nodes. One is a PoissonPoisson cluster model and the other a dependently thinned Poisson point process. We deduce limit laws for functionals of vacancy in both models using properties of association for random measures.

Spiral-Wave Dynamics in a Mathematical Model of Human Ventricular Tissue with Myocytes and Fibroblasts

Cardiac fibroblasts, when coupled functionally with myocytes, can modulate the electrophysiological properties of cardiac tissue. We present systematic numerical studies of such modulation of electrophysiological properties in mathematical models for (a) single myocyte-fibroblast (MF) units and (b) two-dimensional (2D) arrays of such units; our models build on earlier ones and allow for zero-, one-, and two-sided MF couplings. Our studies of MF units elucidate the dependence of the action-potential (AP) morphology on parameters such as E-f, the fibroblast resting-membrane potential, the fibroblast conductance G(f), and the MF gap-junctional coupling G(gap). Furthermore, we find that our MF composite can show autorhythmic and oscillatory behaviors in addition to an excitable response. Our 2D studies use (a) both homogeneous and inhomogeneous distributions of fibroblasts, (b) various ranges for parameters such as G(gap), G(f), and E-f, and (c) intercellular couplings that can be zero-sided, one-sided, and two-sided connections of fibroblasts with myocytes. We show, in particular, that the plane-wave conduction velocity CV decreases as a function of G(gap), for zero-sided and one-sided couplings; however, for two-sided coupling, CV decreases initially and then increases as a function of G(gap), and, eventually, we observe that conduction failure occurs for low values of G(gap). In our homogeneous studies, we find that the rotation speed and stability of a spiral wave can be controlled either by controlling G(gap) or E-f. Our studies with fibroblast inhomogeneities show that a spiral wave can get anchored to a local fibroblast inhomogeneity. We also study the efficacy of a low-amplitude control scheme, which has been suggested for the control of spiral-wave turbulence in mathematical models for cardiac tissue, in our MF model both with and without heterogeneities.

Zero-sum risk-sensitive stochastic games on a countable state space

Infinite horizon discounted-cost and ergodic-cost risk-sensitive zero-sum stochastic games for controlled Markov chains with countably many states are analyzed. Upper and lower values for these games are established. The existence of value and saddle-point equilibria in the class of Markov strategies is proved for the discounted-cost game. The existence of value and saddle-point equilibria in the class of stationary strategies is proved under the uniform ergodicity condition for the ergodic-cost game. The value of the ergodic-cost game happens to be the product of the inverse of the risk-sensitivity factor and the logarithm of the common Perron-Frobenius eigenvalue of the associated controlled nonlinear kernels. (C) 2013 Elsevier B.V. All rights reserved.

Simulation of Effective Thermal Conductivity of Metal Hydride Packed Beds

Several mathematical models are available for estimation of effective thermal conductivity of nonreactive packed beds. Keeping in view the salient differences between metal hydride beds in which chemisorption of hydrogen takes place and conventional nonreactive packed beds, modified models are proposed here to predict the effective thermal conductivity. Variation in properties such as solid thermal conductivity and porosity during hydrogen absorption and desorption processes are incorporated. These extended models have been applied to simulate the effective thermal conductivity of the MmNi(4.5)Al(0.5) hydride bed and are compared with the experimental results. Applicability of the extended models for estimation of the effective thermal conductivity at different operating conditions such as pressure, temperature, and hydrogen concentration is discussed.

Modeling and Simulation of Liquid Pulsed Particulate Fluidized Beds

Pulsed fluidization is of considerable interest in process engineering for improving fluidization quality. Quantitative understanding of the pulsed two-phase flow behaviors is very important for proper design and optimum operation of such contactors. The

Campylobacter jejuni colonization and transmission in broiler chickens: a modelling perspective.

Campylobacter jejuni is one of the most common causes of acute enteritis in the developed world. The consumption of contaminated poultry, where C. jejuni is believed to be a commensal organism, is a major risk factor. However, the dynamics of this colonization process in commercially reared chickens is still poorly understood. Quantification of these dynamics of infection at an individual level is vital to understand transmission within populations and formulate new control strategies. There are multiple potential routes of introduction of C. jejuni into a commercial flock. Introduction is followed by a rapid increase in environmental levels of C. jejuni and the level of colonization of individual broilers. Recent experimental and epidemiological evidence suggest that the celerity of this process could be masking a complex pattern of colonization and extinction of bacterial strains within individual hosts. Despite the rapidity of colonization, experimental transmission studies exhibit a highly variable and unexplained delay time in the initial stages of the process. We review past models of transmission of C. jejuni in broilers and consider simple modifications, motivated by the plausible biological mechanisms of clearance and latency, which could account for this delay. We show how simple mathematical models can be used to guide the focus of experimental studies by providing testable predictions based on our hypotheses. We conclude by suggesting that competition experiments could be used to further understand the dynamics and mechanisms underlying the colonization process. The population models for such competition processes have been extensively studied in other ecological and evolutionary contexts. However, C. jejuni can potentially adapt phenotypically through phase variation in gene expression, leading to unification of ecological and evolutionary time-scales. For a theoretician, the colonization dynamics of C. jejuni offer an experimental system to explore these 'phylodynamics', the synthesis of population dynamics and evolutionary biology.

Short-Term Nonlinear Response of Tension Leg Platform in Random Sea Waves

Most of the existing mathematical models for analyzing the dynamic response of TLP are based on explicit or implicit assumptions that motions (translations and rotations) are small magnitude. However, when TLP works in severe adverse conditions, the a priori assumption on small displacements may be inadequate. In such situation, the motions should be regarded as finite magnitude. This paper will study stochastic nonlinear dynamic responses of TLP with finite displacements in random waves. The nonlinearities considered are: large amplitude motions, coupling the six degrees-of-freedom, instantaneous position, instantaneous wet surface, free surface effects and viscous drag force. The nonlinear dynamic responses are calculated by using numerical integration procedure in the time domain. After the time histories of the dynamic responses are obtained, we carry out cycle counting of the stress histories of the tethers with rain-flow counting method to get the stress range distribution.

Weighting social preferences in participatory multi-criteria evaluations: a case study on sustainable natural resource management

28 p.

The predicting power of models for eutrophication

Restoration of water-bodies from eutrophication has proved to be extremely difficult. Mathematical models have been used extensively to provide guidance for management decisions. The aim of this paper is to elucidate important problems of using models for predicting environmental changes. First, the necessity for a proper uncertainty assessment of the model, upon calibration, has not been widely recognized. Predictions must not be a single time trajectory; they should be a band, expressing system uncertainty and natural variability. Availability of this information may alter the decision to be taken. Second, even with well-calibrated models, there is no guarantee they will give correct projections in situations where the model is used to predict the effects of measures designed to bring the system into an entirely different ”operating point”, as is typically the case in eutrophication abatement. The concept of educated speculation is introduced to partially overcome this difficulty. Lake Veluwe is used as a case to illustrate the point. Third, as questions become more detailed, such as ”what about expected algal composition”, there is a greater probability of running into fundamental problems that are associated with predicting the behaviour of complex non-linear systems. Some of these systems show extreme initial condition sensitivity and even, perhaps, chaotic behaviour, and are therefore fundamentally unpredictable.

Redução de dimensionalidade em equilíbrio de fases fluidas

Atualmente, existem modelos matemáticos capazes de preverem acuradamente as relações entre propriedades de estado; e esta tarefa é extremamente importante no contexto da Engenharia Química, uma vez que estes modelos podem ser empregados para avaliar a performance de processos químicos. Ademais, eles são de fundamental importância para a simulação de reservatórios de petróleo e processos de separação. Estes modelos são conhecidos como equações de estado, e podem ser usados em problemas de equilíbrios de fases, principalmente em equilíbrios líquido-vapor. Recentemente, um teorema matemático foi formulado (Teorema de Redução), fornecendo as condições para a redução de dimensionalidade de problemas de equilíbrios de fases para misturas multicomponentes descritas por equações de estado cúbicas e regras de mistura e combinação clássicas. Este teorema mostra como para uma classe bem definidade de modelos termodinâmicos (equações de estado cúbicas e regras de mistura clássicas), pode-se reduzir a dimensão de vários problemas de equilíbrios de fases. Este método é muito vantajoso para misturas com muitos componentes, promovendo uma redução significativa no tempo de computação e produzindo resultados acurados. Neste trabalho, apresentamos alguns experimentos numéricos com misturas-testes usando a técnica de redução para obter pressões de ponto de orvalho sob especificação de temperaturas.

Aplicação do modelo hidrológico SWMM na gestão das águas pluviais urbanas: estudo de caso da bacia hidrográfica do Rio Morto, Rio de Janeiro.

O crescimento da população e dos núcleos urbanos durante o século XX, sobretudo nos países em desenvolvimento, contribuiu para o aumento das áreas impermeáveis das bacias hidrográficas, com impactos importantes nos sistemas de drenagem urbana e na ocorrência de enchentes associadas. As enchentes trazem prejuízos materiais, na saúde e sociais. Recentemente, têm sido propostas práticas conservacionistas e medidas compensatórias, que buscam contribuir para o controle das enchentes urbanas, através do retardo do pico e amortecimento dos hidrogramas. Modelos matemáticos hidrológicos-hidráulicos permitem a simulação da adoção destas medidas de controle, demonstrando e otimizando sua localização. Esta dissertação apresenta os resultados da aplicação do modelo hidrológico Storm Water Management Model (SWMM) à bacia hidrográfica de estudo e representativa do rio Morto localizada em área peri-urbana em Jacarepaguá na cidade do Rio de Janeiro, com área de 9,41 km. O processamento do modelo SWMM foi realizado com o apoio da interface Storm and Sanitary Analysis (SSA), integrada ao sistema AutoCAD Civil 3D. Além da verificação da adequabilidade do modelo à representação dos sistemas hidrológico e hidráulico na bacia, foram desenvolvidos estudos para dois cenários como medidas de controle de enchentes: cenário 1, envolvendo implantação de um reservatório de detenção e, cenário 2, considerando a implantação de reservatórios de águas pluviais nos lotes. Os hidrogramas resultantes foram comparados ao hidrograma resultante da simulação nas condições atuais. Além disso, foram avaliados os custos associados a cada um dos cenários usando o sistema de orçamento da Empresa Rio Águas da PCRJ. Nas simulações foram adotadas a base cartográfica, e os dados climatológicos e hidrológicos previamente observados no contexto do projeto HIDROCIDADES, Rede de Pesquisa BRUM/FINEP, na qual este estudo se insere. Foram representados os processos de geração e propagação do escoamento superficial e de base. Durante o processo de calibração, realizou-se a análise de sensibilidade dos parâmetros, resultando como parâmetros mais sensíveis os relativos às áreas impermeáveis, especialmente o percentual de área impermeável da bacia (Ai). A calibração foi realizada através do ajuste manual de sete parâmetros do escoamento superficial e cinco do escoamento de base para três eventos. Foram obtidos coeficientes de determinação entre 0,52 e 0,64, e a diferença entre os volumes escoados e observados entre 0,60% e 4,96%. Para a validação do modelo foi adotado um evento pluviométrico excepcional observado na cidade em abril de 2010, que à época causou enchentes e grandes transtornos na cidade. Neste caso, o coeficiente de determinação foi igual a 0,78 e a diferença entre volumes foi de 15%. As principais distorções entre hidrogramas observados e simulados foram verificados para as vazões máximas. Em ambos os cenários as enchentes foram controladas. A partir destes estudos, pôde-se concluir que o melhor custo-benefício foi o cenário 2. Para este cenário, foi observado maiores amortecimento e retardo da vazão de pico do hidrograma, igual a 21,51% da vazão simulada para as condições atuais da bacia. Os custos de implantação orçados para os reservatórios de lote ficaram 52% a menos do que o do reservatório de detenção.

Recruitment as an evolving random process of aggregation and mortality

The dynamics of the survival of recruiting fish are analyzed as evolving random processes of aggregation and mortality. The analyses draw on recent advances in the physics of complex networks and, in particular, the scale-free degree distribution arising from growing random networks with preferential attachment of links to nodes. In this study simulations were conducted in which recruiting fish 1) were subjected to mortality by using alternative mortality encounter models and 2) aggregated according to random encounters (two schools randomly encountering one another join into a single school) or preferential attachment (the probability of a successful aggregation of two schools is proportional to the school sizes). The simulations started from either a “disaggregated” (all schools comprised a single fish) or an aggregated initial condition. Results showed the transition of the school-size distribution with preferential attachment evolving toward a scale-free school size distribution, whereas random attachment evolved toward an exponential distribution. Preferential attachment strategies performed better than random attachment strategies in terms of recruitment survival at time when mortality encounters were weighted toward schools rather than to individual fish. Mathematical models were developed whose solutions (either analytic or numerical) mimicked the simulation results. The resulting models included both Beverton-Holt and Ricker-like recruitment, which predict recruitment as a function of initial mean school size as well as initial stock size. Results suggest that school-size distributions during recruitment may provide information on recruitment processes. The models also provide a template for expanding both theoretical and empirical recruitment research.

Financial modelling with 2-EPT probability density functions

The class of all Exponential-Polynomial-Trigonometric (EPT) functions is classical and equal to the Euler-d’Alembert class of solutions of linear differential equations with constant coefficients. The class of non-negative EPT functions defined on [0;1) was discussed in Hanzon and Holland (2010) of which EPT probability density functions are an important subclass. EPT functions can be represented as ceAxb, where A is a square matrix, b a column vector and c a row vector where the triple (A; b; c) is the minimal realization of the EPT function. The minimal triple is only unique up to a basis transformation. Here the class of 2-EPT probability density functions on R is defined and shown to be closed under a variety of operations. The class is also generalised to include mixtures with the pointmass at zero. This class coincides with the class of probability density functions with rational characteristic functions. It is illustrated that the Variance Gamma density is a 2-EPT density under a parameter restriction. A discrete 2-EPT process is a process which has stochastically independent 2-EPT random variables as increments. It is shown that the distribution of the minimum and maximum of such a process is an EPT density mixed with a pointmass at zero. The Laplace Transform of these distributions correspond to the discrete time Wiener-Hopf factors of the discrete time 2-EPT process. A distribution of daily log-returns, observed over the period 1931-2011 from a prominent US index, is approximated with a 2-EPT density function. Without the non-negativity condition, it is illustrated how this problem is transformed into a discrete time rational approximation problem. The rational approximation software RARL2 is used to carry out this approximation. The non-negativity constraint is then imposed via a convex optimisation procedure after the unconstrained approximation. Sufficient and necessary conditions are derived to characterise infinitely divisible EPT and 2-EPT functions. Infinitely divisible 2-EPT density functions generate 2-EPT Lévy processes. An assets log returns can be modelled as a 2-EPT Lévy process. Closed form pricing formulae are then derived for European Options with specific times to maturity. Formulae for discretely monitored Lookback Options and 2-Period Bermudan Options are also provided. Certain Greeks, including Delta and Gamma, of these options are also computed analytically. MATLAB scripts are provided for calculations involving 2-EPT functions. Numerical option pricing examples illustrate the effectiveness of the 2-EPT approach to financial modelling.

Effect of different jump distributions on the dynamics of jump processes

The paper investigates stochastic processes forced by independent and identically distributed jumps occurring according to a Poisson process. The impact of different distributions of the jump amplitudes are analyzed for processes with linear drift. Exact expressions of the probability density functions are derived when jump amplitudes are distributed as exponential, gamma, and mixture of exponential distributions for both natural and reflecting boundary conditions. The mean level-crossing properties are studied in relation to the different jump amplitudes. As an example of application of the previous theoretical derivations, the role of different rainfall-depth distributions on an existing stochastic soil water balance model is analyzed. It is shown how the shape of distribution of daily rainfall depths plays a more relevant role on the soil moisture probability distribution as the rainfall frequency decreases, as predicted by future climatic scenarios. © 2010 The American Physical Society.

Serotonin synthesis, release and reuptake in terminals: a mathematical model.

BACKGROUND: Serotonin is a neurotransmitter that has been linked to a wide variety of behaviors including feeding and body-weight regulation, social hierarchies, aggression and suicidality, obsessive compulsive disorder, alcoholism, anxiety, and affective disorders. Full understanding of serotonergic systems in the central nervous system involves genomics, neurochemistry, electrophysiology, and behavior. Though associations have been found between functions at these different levels, in most cases the causal mechanisms are unknown. The scientific issues are daunting but important for human health because of the use of selective serotonin reuptake inhibitors and other pharmacological agents to treat disorders in the serotonergic signaling system. METHODS: We construct a mathematical model of serotonin synthesis, release, and reuptake in a single serotonergic neuron terminal. The model includes the effects of autoreceptors, the transport of tryptophan into the terminal, and the metabolism of serotonin, as well as the dependence of release on the firing rate. The model is based on real physiology determined experimentally and is compared to experimental data. RESULTS: We compare the variations in serotonin and dopamine synthesis due to meals and find that dopamine synthesis is insensitive to the availability of tyrosine but serotonin synthesis is sensitive to the availability of tryptophan. We conduct in silico experiments on the clearance of extracellular serotonin, normally and in the presence of fluoxetine, and compare to experimental data. We study the effects of various polymorphisms in the genes for the serotonin transporter and for tryptophan hydroxylase on synthesis, release, and reuptake. We find that, because of the homeostatic feedback mechanisms of the autoreceptors, the polymorphisms have smaller effects than one expects. We compute the expected steady concentrations of serotonin transporter knockout mice and compare to experimental data. Finally, we study how the properties of the the serotonin transporter and the autoreceptors give rise to the time courses of extracellular serotonin in various projection regions after a dose of fluoxetine. CONCLUSIONS: Serotonergic systems must respond robustly to important biological signals, while at the same time maintaining homeostasis in the face of normal biological fluctuations in inputs, expression levels, and firing rates. This is accomplished through the cooperative effect of many different homeostatic mechanisms including special properties of the serotonin transporters and the serotonin autoreceptors. Many difficult questions remain in order to fully understand how serotonin biochemistry affects serotonin electrophysiology and vice versa, and how both are changed in the presence of selective serotonin reuptake inhibitors. Mathematical models are useful tools for investigating some of these questions.