Society by Numbers : Studies on Model-Based Explanations in the Social Sciences

The aim of this dissertation is to provide conceptual tools for the social scientist for clarifying, evaluating and comparing explanations of social phenomena based on formal mathematical models. The focus is on relatively simple theoretical models and simulations, not statistical models. These studies apply a theory of explanation according to which explanation is about tracing objective relations of dependence, knowledge of which enables answers to contrastive why and how-questions. This theory is developed further by delineating criteria for evaluating competing explanations and by applying the theory to social scientific modelling practices and to the key concepts of equilibrium and mechanism. The dissertation is comprised of an introductory essay and six published original research articles. The main theses about model-based explanations in the social sciences argued for in the articles are the following. 1) The concept of explanatory power, often used to argue for the superiority of one explanation over another, compasses five dimensions which are partially independent and involve some systematic trade-offs. 2) All equilibrium explanations do not causally explain the obtaining of the end equilibrium state with the multiple possible initial states. Instead, they often constitutively explain the macro property of the system with the micro properties of the parts (together with their organization). 3) There is an important ambivalence in the concept mechanism used in many model-based explanations and this difference corresponds to a difference between two alternative research heuristics. 4) Whether unrealistic assumptions in a model (such as a rational choice model) are detrimental to an explanation provided by the model depends on whether the representation of the explanatory dependency in the model is itself dependent on the particular unrealistic assumptions. Thus evaluating whether a literally false assumption in a model is problematic requires specifying exactly what is supposed to be explained and by what. 5) The question of whether an explanatory relationship depends on particular false assumptions can be explored with the process of derivational robustness analysis and the importance of robustness analysis accounts for some of the puzzling features of the tradition of model-building in economics. 6) The fact that economists have been relatively reluctant to use true agent-based simulations to formulate explanations can partially be explained by the specific ideal of scientific understanding implicit in the practise of orthodox economics.

An integrated model of an open-pit coal mine: Improving energy efficiency decisions

This article contributes an original integrated model of an open-pit coal mine for supporting energy-efficient decisions. Mixed integer linear programming is used to formulate a general integrated model of the operational energy consumption of four common open-pit coal mining subsystems: excavation and haulage, stockpiles, processing plants and belt conveyors. Mines are represented as connected instances of the four subsystems, in a flow sheet manner, which are then fitted to data provided by the mine operators. Solving the integrated model ensures the subsystems’ operations are synchronised and whole-of-mine energy efficiency is encouraged. An investigation on a case study of an open-pit coal mine is conducted to validate the proposed methodology. Opportunities are presented for using the model to aid energy-efficient decision-making at various levels of a mine, and future work to improve the approach is described.

On the order of the fractional Laplacian in determining the spatio-temporal evolution of a space-fractional model of cardiac electrophysiology

Space-fractional operators have been used with success in a variety of practical applications to describe transport processes in media characterised by spatial connectivity properties and high structural heterogeneity altering the classical laws of diffusion. This study provides a systematic investigation of the spatio-temporal effects of a space-fractional model in cardiac electrophysiology. We consider a simplified model of electrical pulse propagation through cardiac tissue, namely the monodomain formulation of the Beeler-Reuter cell model on insulated tissue fibres, and obtain a space-fractional modification of the model by using the spectral definition of the one-dimensional continuous fractional Laplacian. The spectral decomposition of the fractional operator allows us to develop an efficient numerical method for the space-fractional problem. Particular attention is paid to the role played by the fractional operator in determining the solution behaviour and to the identification of crucial differences between the non-fractional and the fractional cases. We find a positive linear dependence of the depolarization peak height and a power law decay of notch and dome peak amplitudes for decreasing orders of the fractional operator. Furthermore, we establish a quadratic relationship in conduction velocity, and quantify the increasingly wider action potential foot and more pronounced dispersion of action potential duration, as the fractional order is decreased. A discussion of the physiological interpretation of the presented findings is made.

A fuzzy logic based dynamic wave model inversion algorithm for canal regulation

A fuzzy logic based centralized control algorithm for irrigation canals is presented. Purpose of the algorithm is to control downstream discharge and water level of pools in the canal, by adjusting discharge release from the upstream end and gates settings. The algorithm is based on the dynamic wave model (Saint-Venant equations) inversion in space, wherein the momentum equation is replaced by a fuzzy rule based model, while retaining the continuity equation in its complete form. The fuzzy rule based model is developed on fuzzification of a new mathematical model for wave velocity, the derivational details of which are given. The advantages of the fuzzy control algorithm, over other conventional control algorithms, are described. It is transparent and intuitive, and no linearizations of the governing equations are involved. Timing of the algorithm and method of computation are explained. It is shown that the tuning is easy and the computations are straightforward. The algorithm provides stable, realistic and robust outputs. The disadvantage of the algorithm is reduced precision in its outputs due to the approximation inherent in the fuzzy logic. Feed back control logic is adopted to eliminate error caused by the system disturbances as well as error caused by the reduced precision in the outputs. The algorithm is tested by applying it to water level control problem in a fictitious canal with a single pool and also in a real canal with a series of pools. It is found that results obtained from the algorithm are comparable to those obtained from conventional control algorithms.

Delineating environmental envelopes to improve mapping of species distributions, via a hurdle model with CART &/or MaxEnT

Species distribution modelling (SDM) typically analyses species’ presence together with some form of absence information. Ideally absences comprise observations or are inferred from comprehensive sampling. When such information is not available, then pseudo-absences are often generated from the background locations within the study region of interest containing the presences, or else absence is implied through the comparison of presences to the whole study region, e.g. as is the case in Maximum Entropy (MaxEnt) or Poisson point process modelling. However, the choice of which absence information to include can be both challenging and highly influential on SDM predictions (e.g. Oksanen and Minchin, 2002). In practice, the use of pseudo- or implied absences often leads to an imbalance where absences far outnumber presences. This leaves analysis highly susceptible to ‘naughty-noughts’: absences that occur beyond the envelope of the species, which can exert strong influence on the model and its predictions (Austin and Meyers, 1996). Also known as ‘excess zeros’, naughty noughts can be estimated via an overall proportion in simple hurdle or mixture models (Martin et al., 2005). However, absences, especially those that occur beyond the species envelope, can often be more diverse than presences. Here we consider an extension to excess zero models. The two-staged approach first exploits the compartmentalisation provided by classification trees (CTs) (as in O’Leary, 2008) to identify multiple sources of naughty noughts and simultaneously delineate several species envelopes. Then SDMs can be fit separately within each envelope, and for this stage, we examine both CTs (as in Falk et al., 2014) and the popular MaxEnt (Elith et al., 2006). We introduce a wider range of model performance measures to improve treatment of naughty noughts in SDM. We retain an overall measure of model performance, the area under the curve (AUC) of the Receiver-Operating Curve (ROC), but focus on its constituent measures of false negative rate (FNR) and false positive rate (FPR), and how these relate to the threshold in the predicted probability of presence that delimits predicted presence from absence. We also propose error rates more relevant to users of predictions: false omission rate (FOR), the chance that a predicted absence corresponds to (and hence wastes) an observed presence, and the false discovery rate (FDR), reflecting those predicted (or potential) presences that correspond to absence. A high FDR may be desirable since it could help target future search efforts, whereas zero or low FOR is desirable since it indicates none of the (often valuable) presences have been ignored in the SDM. For illustration, we chose Bradypus variegatus, a species that has previously been published as an exemplar species for MaxEnt, proposed by Phillips et al. (2006). We used CTs to increasingly refine the species envelope, starting with the whole study region (E0), eliminating more and more potential naughty noughts (E1–E3). When combined with an SDM fit within the species envelope, the best CT SDM had similar AUC and FPR to the best MaxEnt SDM, but otherwise performed better. The FNR and FOR were greatly reduced, suggesting that CTs handle absences better. Interestingly, MaxEnt predictions showed low discriminatory performance, with the most common predicted probability of presence being in the same range (0.00-0.20) for both true absences and presences. In summary, this example shows that SDMs can be improved by introducing an initial hurdle to identify naughty noughts and partition the envelope before applying SDMs. This improvement was barely detectable via AUC and FPR yet visible in FOR, FNR, and the comparison of predicted probability of presence distribution for pres/absence.

Estimating cell diffusivity and cell proliferation rate by interpreting IncuCyte ZOOM™ assay data using the Fisher-Kolmogorov model

Background: Standard methods for quantifying IncuCyte ZOOM™ assays involve measurements that quantify how rapidly the initially-vacant area becomes re-colonised with cells as a function of time. Unfortunately, these measurements give no insight into the details of the cellular-level mechanisms acting to close the initially-vacant area. We provide an alternative method enabling us to quantify the role of cell motility and cell proliferation separately. To achieve this we calibrate standard data available from IncuCyte ZOOM™ images to the solution of the Fisher-Kolmogorov model. Results: The Fisher-Kolmogorov model is a reaction-diffusion equation that has been used to describe collective cell spreading driven by cell migration, characterised by a cell diffusivity, D, and carrying capacity limited proliferation with proliferation rate, λ, and carrying capacity density, K. By analysing temporal changes in cell density in several subregions located well-behind the initial position of the leading edge we estimate λ and K. Given these estimates, we then apply automatic leading edge detection algorithms to the images produced by the IncuCyte ZOOM™ assay and match this data with a numerical solution of the Fisher-Kolmogorov equation to provide an estimate of D. We demonstrate this method by applying it to interpret a suite of IncuCyte ZOOM™ assays using PC-3 prostate cancer cells and obtain estimates of D, λ and K. Comparing estimates of D, λ and K for a control assay with estimates of D, λ and K for assays where epidermal growth factor (EGF) is applied in varying concentrations confirms that EGF enhances the rate of scratch closure and that this stimulation is driven by an increase in D and λ, whereas K is relatively unaffected by EGF. Conclusions: Our approach for estimating D, λ and K from an IncuCyte ZOOM™ assay provides more detail about cellular-level behaviour than standard methods for analysing these assays. In particular, our approach can be used to quantify the balance of cell migration and cell proliferation and, as we demonstrate, allow us to quantify how the addition of growth factors affects these processes individually.

Analytical model of reactive transport processes with spatially variable coefficients

Analytical solutions of partial differential equation (PDE) models describing reactive transport phenomena in saturated porous media are often used as screening tools to provide insight into contaminant fate and transport processes. While many practical modelling scenarios involve spatially variable coefficients, such as spatially variable flow velocity, v(x), or spatially variable decay rate, k(x), most analytical models deal with constant coefficients. Here we present a framework for constructing exact solutions of PDE models of reactive transport. Our approach is relevant for advection-dominant problems, and is based on a regular perturbation technique. We present a description of the solution technique for a range of one-dimensional scenarios involving constant and variable coefficients, and we show that the solutions compare well with numerical approximations. Our general approach applies to a range of initial conditions and various forms of v(x) and k(x). Instead of simply documenting specific solutions for particular cases, we present a symbolic worksheet, as supplementary material, which enables the solution to be evaluated for different choices of the initial condition, v(x) and k(x). We also discuss how the technique generalizes to apply to models of coupled multispecies reactive transport as well as higher dimensional problems.

A coupled SPH-DEM approach to model the interactions between multiple red blood cells in motion in capillaries

Red blood cells (RBCs) are the most common type of blood cells in the blood and 99% of the blood cells are RBCs. During the circulation of blood in the cardiovascular network, RBCs squeeze through the tiny blood vessels (capillaries). They exhibit various types of motions and deformed shapes, when flowing through these capillaries with diameters varying between 5 10 µm. RBCs occupy about 45 % of the whole blood volume and the interaction between the RBCs directly influences on the motion and the deformation of the RBCs. However, most of the previous numerical studies have explored the motion and deformation of a single RBC when the interaction between RBCs has been neglected. In this study, motion and deformation of two 2D (two-dimensional) RBCs in capillaries are comprehensively explored using a coupled smoothed particle hydrodynamics (SPH) and discrete element method (DEM) model. In order to clearly model the interactions between RBCs, only two RBCs are considered in this study even though blood with RBCs is continuously flowing through the blood vessels. A spring network based on the DEM is employed to model the viscoelastic membrane of the RBC while the inside and outside fluid of RBC is modelled by SPH. The effect of the initial distance between two RBCs, membrane bending stiffness (Kb) of one RBC and undeformed diameter of one RBC on the motion and deformation of both RBCs in a uniform capillary is studied. Finally, the deformation behavior of two RBCs in a stenosed capillary is also examined. Simulation results reveal that the interaction between RBCs has significant influence on their motion and deformation.

A couple stress model of blood flow in the microcirculation

A simple mathematical model depicting blood flow in the capillary is developed with an emphasis on the permeability property of the blood vessel based on Starling's hypothesis. In this study the effect of inertia has been neglected in comparison with the viscosity on the basis of the smallness of the Reynolds number of the flow in the capillary. The capillary blood vessel is approximated by a circular cylindrical tube with a permeable wall. The blood is represented by a couple stress fluid. With such an ideal model the velocity and pressure fields are determined. It is shown that an increase in the couple stress parameter increases the resistance to the flow and thereby decreases the volume rate flow. A comparison of the results with those of the Newtonian case has also been made.

Singularity-free cosmology: A simple model

The nonminimal coupling of a self-interacting complex scalar field with gravity is studied. For a Robertson-Walker open universe the stable solutions of the scalar-field equations are time dependent. As a result of this, a novel spontaneous symmetry breaking occurs which leads to a varying effective gravitational coupling coefficient. It is found that the coupling coefficient changes sign below a critical ‘‘radius’’ of the Universe implying the appearance of repulsive gravity. The occurrence of the repulsive interaction at an early epoch facilitates singularity avoidance. The model also provides a solution to the horizon problem.

Glass transition. A new approach based on cluster model of glasses

The structure of real glasses has been considered to be microheterogeneous, composed of clusters and connective tissue. Particles in the cluster are assumed to be highly correlated in positions. The tissue is considered to have a truly amorphous structure with its particles vibrating in highly anharmonic potentials. Glass transition is recognized as corresponding to the melting of clusters. A simple mathematical model has been developed which accounts for various known features associated with glass transition, such as range of glass transition temperature,T g, variation ofT g with pressure, etc. Expressions for configurational thermodynamic properties and transport properties of glass forming systems are derived from the model. The relevence and limitations of the model are also discussed.

Bayesian mixture model estimation of aerosol particle size distributions

In this paper, we examine approaches to estimate a Bayesian mixture model at both single and multiple time points for a sample of actual and simulated aerosol particle size distribution (PSD) data. For estimation of a mixture model at a single time point, we use Reversible Jump Markov Chain Monte Carlo (RJMCMC) to estimate mixture model parameters including the number of components which is assumed to be unknown. We compare the results of this approach to a commonly used estimation method in the aerosol physics literature. As PSD data is often measured over time, often at small time intervals, we also examine the use of an informative prior for estimation of the mixture parameters which takes into account the correlated nature of the parameters. The Bayesian mixture model offers a promising approach, providing advantages both in estimation and inference.

Mathematical modelling of human corneal oxygenation and cell kinetics in corneal epithelial wound healing

Healthy transparent cornea depends upon the regulation of fluid, nutrient and oxygen transport through the tissue to sustain cell metabolism and other critical processes for normal functioning. This research considers the corneal geometry and investigates oxygen distribution using a two-dimensional Monod kinetic model, showing that previous studies make assumptions that lead to predictions of near-anoxic levels of oxygen tension in the limbal regions of the cornea. It also considers the comparison of experimental spatial and temporal data with the predictions of novel mathematical models with respect to distributed mitotic rates during corneal epithelial wound healing.

Mathematical Aspects of Financial Markets with Frictions

Frictions are factors that hinder trading of securities in financial markets. Typical frictions include limited market depth, transaction costs, lack of infinite divisibility of securities, and taxes. Conventional models used in mathematical finance often gloss over these issues, which affect almost all financial markets, by arguing that the impact of frictions is negligible and, consequently, the frictionless models are valid approximations. This dissertation consists of three research papers, which are related to the study of the validity of such approximations in two distinct modeling problems. Models of price dynamics that are based on diffusion processes, i.e., continuous strong Markov processes, are widely used in the frictionless scenario. The first paper establishes that diffusion models can indeed be understood as approximations of price dynamics in markets with frictions. This is achieved by introducing an agent-based model of a financial market where finitely many agents trade a financial security, the price of which evolves according to price impacts generated by trades. It is shown that, if the number of agents is large, then under certain assumptions the price process of security, which is a pure-jump process, can be approximated by a one-dimensional diffusion process. In a slightly extended model, in which agents may exhibit herd behavior, the approximating diffusion model turns out to be a stochastic volatility model. Finally, it is shown that when agents' tendency to herd is strong, logarithmic returns in the approximating stochastic volatility model are heavy-tailed. The remaining papers are related to no-arbitrage criteria and superhedging in continuous-time option pricing models under small-transaction-cost asymptotics. Guasoni, Rásonyi, and Schachermayer have recently shown that, in such a setting, any financial security admits no arbitrage opportunities and there exist no feasible superhedging strategies for European call and put options written on it, as long as its price process is continuous and has the so-called conditional full support (CFS) property. Motivated by this result, CFS is established for certain stochastic integrals and a subclass of Brownian semistationary processes in the two papers. As a consequence, a wide range of possibly non-Markovian local and stochastic volatility models have the CFS property.

A new multi-objective model to optimise rail transport scheduler

The sugarcane transport system plays a critical role in the overall performance of Australia’s sugarcane industry. An inefficient sugarcane transport system interrupts the raw sugarcane harvesting process, delays the delivery of sugarcane to the mill, deteriorates the sugar quality, increases the usage of empty bins, and leads to the additional sugarcane production costs. Due to these negative effects, there is an urgent need for an efficient sugarcane transport schedule that should be developed by the rail schedulers. In this study, a multi-objective model using mixed integer programming (MIP) is developed to produce an industry-oriented scheduling optimiser for sugarcane rail transport system. The exact MIP solver (IBM ILOG-CPLEX) is applied to minimise the makespan and the total operating time as multi-objective functions. Moreover, the so-called Siding neighbourhood search (SNS) algorithm is developed and integrated with Sidings Satisfaction Priorities (SSP) and Rail Conflict Elimination (RCE) algorithms to solve the problem in a more efficient way. In implementation, the sugarcane transport system of Kalamia Sugar Mill that is a coastal locality about 1050 km northwest of Brisbane city is investigated as a real case study. Computational experiments indicate that high-quality solutions are obtainable in industry-scale applications.