Immunological synapse: a mathematical model of the bond formation process:mathematical modelling of the immature synapse

The cell:cell bond between an immune cell and an antigen presenting cell is a necessary event in the activation of the adaptive immune response. At the juncture between the cells, cell surface molecules on the opposing cells form non-covalent bonds and a distinct patterning is observed that is termed the immunological synapse. An important binding molecule in the synapse is the T-cell receptor (TCR), that is responsible for antigen recognition through its binding with a major-histocompatibility complex with bound peptide (pMHC). This bond leads to intracellular signalling events that culminate in the activation of the T-cell, and ultimately leads to the expression of the immune eector function. The temporal analysis of the TCR bonds during the formation of the immunological synapse presents a problem to biologists, due to the spatio-temporal scales (nanometers and picoseconds) that compare with experimental uncertainty limits. In this study, a linear stochastic model, derived from a nonlinear model of the synapse, is used to analyse the temporal dynamics of the bond attachments for the TCR. Mathematical analysis and numerical methods are employed to analyse the qualitative dynamics of the nonequilibrium membrane dynamics, with the specic aim of calculating the average persistence time for the TCR:pMHC bond. A single-threshold method, that has been previously used to successfully calculate the TCR:pMHC contact path sizes in the synapse, is applied to produce results for the average contact times of the TCR:pMHC bonds. This method is extended through the development of a two-threshold method, that produces results suggesting the average time persistence for the TCR:pMHC bond is in the order of 2-4 seconds, values that agree with experimental evidence for TCR signalling. The study reveals two distinct scaling regimes in the time persistent survival probability density prole of these bonds, one dominated by thermal uctuations and the other associated with the TCR signalling. Analysis of the thermal fluctuation regime reveals a minimal contribution to the average time persistence calculation, that has an important biological implication when comparing the probabilistic models to experimental evidence. In cases where only a few statistics can be gathered from experimental conditions, the results are unlikely to match the probabilistic predictions. The results also identify a rescaling relationship between the thermal noise and the bond length, suggesting a recalibration of the experimental conditions, to adhere to this scaling relationship, will enable biologists to identify the start of the signalling regime for previously unobserved receptor:ligand bonds. Also, the regime associated with TCR signalling exhibits a universal decay rate for the persistence probability, that is independent of the bond length.

Analysis of operational risk of banks – catastrophe modelling

Nowadays financial institutions due to regulation and internal motivations care more intensively on their risks. Besides previously dominating market and credit risk new trend is to handle operational risk systematically. Operational risk is the risk of loss resulting from inadequate or failed internal processes, people and systems or from external events. First we show the basic features of operational risk and its modelling and regulatory approaches, and after we will analyse operational risk in an own developed simulation model framework. Our approach is based on the analysis of latent risk process instead of manifest risk process, which widely popular in risk literature. In our model the latent risk process is a stochastic risk process, so called Ornstein- Uhlenbeck process, which is a mean reversion process. In the model framework we define catastrophe as breach of a critical barrier by the process. We analyse the distributions of catastrophe frequency, severity and first time to hit, not only for single process, but for dual process as well. Based on our first results we could not falsify the Poisson feature of frequency, and long tail feature of severity. Distribution of “first time to hit” requires more sophisticated analysis. At the end of paper we examine advantages of simulation based forecasting, and finally we concluding with the possible, further research directions to be done in the future.

The risk of adverse selection and its management in the process of venture capital investment (The experience of Hungarian investors)

Venture capitalists can be regarded as financers of young, high-risk enterprises, seeking investments with a high growth potential and offering professional support above and beyond their capital investment. The aim of this study is to analyse the occurrence of information asymmetry between venture capital investors and entrepreneurs, with special regard to the problem of adverse selection. In the course of my empirical research, I conducted in-depth interviews with 10 venture capital investors. The aim of the research was to elicit their opinions about the situation regarding information asymmetry, how they deal with problems arising from adverse selection, and what measures they take to manage these within the investment process. In the interviews we also touched upon how investors evaluate state intervention, and how much they believe company managers are influenced by state support.

A facilities maintenance management process based on degradation prediction using sensed data

Energy efficiency and user comfort have recently become priorities in the Facility Management (FM) sector. This has resulted in the use of innovative building components, such as thermal solar panels, heat pumps, etc., as they have potential to provide better performance, energy savings and increased user comfort. However, as the complexity of components increases, the requirement for maintenance management also increases. The standard routine for building maintenance is inspection which results in repairs or replacement when a fault is found. This routine leads to unnecessary inspections which have a cost with respect to downtime of a component and work hours. This research proposes an alternative routine: performing building maintenance at the point in time when the component is degrading and requires maintenance, thus reducing the frequency of unnecessary inspections. This thesis demonstrates that statistical techniques can be used as part of a maintenance management methodology to invoke maintenance before failure occurs. The proposed FM process is presented through a scenario utilising current Building Information Modelling (BIM) technology and innovative contractual and organisational models. This FM scenario supports a Degradation based Maintenance (DbM) scheduling methodology, implemented using two statistical techniques, Particle Filters (PFs) and Gaussian Processes (GPs). DbM consists of extracting and tracking a degradation metric for a component. Limits for the degradation metric are identified based on one of a number of proposed processes. These processes determine the limits based on the maturity of the historical information available. DbM is implemented for three case study components: a heat exchanger; a heat pump; and a set of bearings. The identified degradation points for each case study, from a PF, a GP and a hybrid (PF and GP combined) DbM implementation are assessed against known degradation points. The GP implementations are successful for all components. For the PF implementations, the results presented in this thesis find that the extracted metrics and limits identify degradation occurrences accurately for components which are in continuous operation. For components which have seasonal operational periods, the PF may wrongly identify degradation. The GP performs more robustly than the PF, but the PF, on average, results in fewer false positives. The hybrid implementations, which are a combination of GP and PF results, are successful for 2 of 3 case studies and are not affected by seasonal data. Overall, DbM is effectively applied for the three case study components. The accuracy of the implementations is dependant on the relationships modelled by the PF and GP, and on the type and quantity of data available. This novel maintenance process can improve equipment performance and reduce energy wastage from BSCs operation.

Computational modelling of interacting phenomena in the shape casting process

Abstract not available

Modelling the mixing of lead bullion during the refining process

Abstract not available

Modelling interacting phenomena during the solidification of metals in the casting process

A variety of interacting complex phenomena takes place during the casting of metallic components. Here molten metal is poured into a mould cavity where it flows, cools, solidifies and then deforms in its solid state. As the metal cools, thermal gradients will promote thermal convection which will redistribute the heat around the component (usually from feeders or risers) towards the solidification front and mushy zone. Also, as the evolving solid regions of the cast component deform they will form gap at the cast-mould interface. This gap may change the rate of solidification in certain parts the casting, hence affecting the manner in which the cast component solidifies. Interaction between a cast component and its surrounding mould will also govern stress magnitudes in both the cast and mould -these may lead to defects such as cracks. This paper presents a multiphysics modelling approach to this complex process. Emphasis will be placed on the interacting phenomena taking place during the process and the modelling strategy used. Comparisons with plant data are also be given.

Modelling of water removal during a paper vacuum dewatering process using a Level-Set method

Water removal in paper manufacturing is an energy-intensive process. The dewatering process generally consists of four stages of which the first three stages include mechanical water removal through gravity filtration, vacuum dewatering and wet pressing. In the fourth stage, water is removed thermally, which is the most expensive stage in terms of energy use. In order to analyse water removal during a vacuum dewatering process, a numerical model was created by using a Level-Set method. Various different 2D structures of the paper model were created in MATLAB code with randomly positioned circular fibres with identical orientation. The model considers the influence of the forming fabric which supports the paper sheet during the dewatering process, by using volume forces to represent flow resistance in the momentum equation. The models were used to estimate the dry content of the porous structure for various dwell times. The relation between dry content and dwell time was compared to laboratory data for paper sheets with basis weights of 20 and 50 g/m2 exposed to vacuum levels between 20 kPa and 60 kPa. The comparison showed reasonable results for dewatering and air flow rates. The random positioning of the fibres influences the dewatering rate slightly. In order to achieve more accurate comparisons, the random orientation of the fibres needs to be considered, as well as the deformation and displacement of the fibres during the dewatering process.

Trajectory prediction uncertainty modelling for Air Traffic Management

The anticipated growth of air traffic worldwide requires enhanced Air Traffic Management (ATM) technologies and procedures to increase the system capacity, efficiency, and resilience, while reducing environmental impact and maintaining operational safety. To deal with these challenges, new automation and information exchange capabilities are being developed through different modernisation initiatives toward a new global operational concept called Trajectory Based Operations (TBO), in which aircraft trajectory information becomes the cornerstone of advanced ATM applications. This transformation will lead to higher levels of system complexity requiring enhanced Decision Support Tools (DST) to aid humans in the decision making processes. These will rely on accurate predicted aircraft trajectories, provided by advanced Trajectory Predictors (TP). The trajectory prediction process is subject to stochastic effects that introduce uncertainty into the predictions. Regardless of the assumptions that define the aircraft motion model underpinning the TP, deviations between predicted and actual trajectories are unavoidable. This thesis proposes an innovative method to characterise the uncertainty associated with a trajectory prediction based on the mathematical theory of Polynomial Chaos Expansions (PCE). Assuming univariate PCEs of the trajectory prediction inputs, the method describes how to generate multivariate PCEs of the prediction outputs that quantify their associated uncertainty. Arbitrary PCE (aPCE) was chosen because it allows a higher degree of flexibility to model input uncertainty. The obtained polynomial description can be used in subsequent prediction sensitivity analyses thanks to the relationship between polynomial coefficients and Sobol indices. The Sobol indices enable ranking the input parameters according to their influence on trajectory prediction uncertainty. The applicability of the aPCE-based uncertainty quantification detailed herein is analysed through a study case. This study case represents a typical aircraft trajectory prediction problem in ATM, in which uncertain parameters regarding aircraft performance, aircraft intent description, weather forecast, and initial conditions are considered simultaneously. Numerical results are compared to those obtained from a Monte Carlo simulation, demonstrating the advantages of the proposed method. The thesis includes two examples of DSTs (Demand and Capacity Balancing tool, and Arrival Manager) to illustrate the potential benefits of exploiting the proposed uncertainty quantification method.

Constraints to the efficacy of risk management process in entrepreneurial companies

This paper highlights potential factors that affect the degree of efficacy of a formal risk management framework in entrepreneurial organisations. The understanding of entrepreneur’s self-schemas, entrepreneurial organisational culture and working environment is crucial to evaluate the efficacy of a risk management process. This research pointed out two main issues: i) the entrepreneurial decision making process with presence of biases and heuristics in judgement under uncertainty; and ii) the entrepreneurial organisational context that might create constraints to the implementation of a risk management framework.

Modelling and simulating retail management practices: a first approach

Multi-agent systems offer a new and exciting way of understanding the world of work. We apply agent-based modeling and simulation to investigate a set of problems in a retail context. Specifically, we are working to understand the relationship between people management practices on the shop-floor and retail performance. Despite the fact we are working within a relatively novel and complex domain, it is clear that using an agent-based approach offers great potential for improving organizational capabilities in the future. Our multi-disciplinary research team has worked closely with one of the UK’s top ten retailers to collect data and build an understanding of shop-floor operations and the key actors in a department (customers, staff, and managers). Based on this case study we have built and tested our first version of a retail branch agent-based simulation model where we have focused on how we can simulate the effects of people management practices on customer satisfaction and sales. In our experiments we have looked at employee development and cashier empowerment as two examples of shop floor management practices. In this paper we describe the underlying conceptual ideas and the features of our simulation model. We present a selection of experiments we have conducted in order to validate our simulation model and to show its potential for answering “what-if” questions in a retail context. We also introduce a novel performance measure which we have created to quantify customers’ satisfaction with service, based on their individual shopping experiences.

Progress in integrated assessment and modelling

Environmental processes have been modelled for decades. However. the need for integrated assessment and modeling (IAM) has,town as the extent and severity of environmental problems in the 21st Century worsens. The scale of IAM is not restricted to the global level as in climate change models, but includes local and regional models of environmental problems. This paper discusses various definitions of IAM and identifies five different types of integration that Lire needed for the effective solution of environmental problems. The future is then depicted in the form of two brief scenarios: one optimistic and one pessimistic. The current state of IAM is then briefly reviewed. The issues of complexity and validation in IAM are recognised as more complex than in traditional disciplinary approaches. Communication is identified as a central issue both internally among team members and externally with decision-makers. stakeholders and other scientists. Finally it is concluded that the process of integrated assessment and modelling is considered as important as the product for any particular project. By learning to work together and recognise the contribution of all team members and participants, it is believed that we will have a strong scientific and social basis to address the environmental problems of the 21st Century. (C) 2002 Elsevier Science Ltd. All rights reserved.