Mathematical model of an arterial stenosis, allowing for tethering

Closed-form solutions are presented for approximate equations governing the pulsatile flow of blood through models of mild axisymmetric arterial stenosis, taking into account the effect of arterial distensibility. Results indicate the existence of back-flow regions and the phenomenon of flow-reversal in the cross-sections. The effects of pulsatility of flow and elasticity of vessel wall for arterial blood flow through stenosed vessels are determined.

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.

On the Geometry of Infinite-Dimensional Grassmannian Manifolds and Gauge Theory

This PhD Thesis is about certain infinite-dimensional Grassmannian manifolds that arise naturally in geometry, representation theory and mathematical physics. From the physics point of view one encounters these infinite-dimensional manifolds when trying to understand the second quantization of fermions. The many particle Hilbert space of the second quantized fermions is called the fermionic Fock space. A typical element of the fermionic Fock space can be thought to be a linear combination of the configurations m particles and n anti-particles . Geometrically the fermionic Fock space can be constructed as holomorphic sections of a certain (dual)determinant line bundle lying over the so called restricted Grassmannian manifold, which is a typical example of an infinite-dimensional Grassmannian manifold one encounters in QFT. The construction should be compared with its well-known finite-dimensional analogue, where one realizes an exterior power of a finite-dimensional vector space as the space of holomorphic sections of a determinant line bundle lying over a finite-dimensional Grassmannian manifold. The connection with infinite-dimensional representation theory stems from the fact that the restricted Grassmannian manifold is an infinite-dimensional homogeneous (Kähler) manifold, i.e. it is of the form G/H where G is a certain infinite-dimensional Lie group and H its subgroup. A central extension of G acts on the total space of the dual determinant line bundle and also on the space its holomorphic sections; thus G admits a (projective) representation on the fermionic Fock space. This construction also induces the so called basic representation for loop groups (of compact groups), which in turn are vitally important in string theory / conformal field theory. The Thesis consists of three chapters: the first chapter is an introduction to the backround material and the other two chapters are individually written research articles. The first article deals in a new way with the well-known question in Yang-Mills theory, when can one lift the action of the gauge transformation group on the space of connection one forms to the total space of the Fock bundle in a compatible way with the second quantized Dirac operator. In general there is an obstruction to this (called the Mickelsson-Faddeev anomaly) and various geometric interpretations for this anomaly, using such things as group extensions and bundle gerbes, have been given earlier. In this work we give a new geometric interpretation for the Faddeev-Mickelsson anomaly in terms of differentiable gerbes (certain sheaves of categories) and central extensions of Lie groupoids. The second research article deals with the question how to define a Dirac-like operator on the restricted Grassmannian manifold, which is an infinite-dimensional space and hence not in the landscape of standard Dirac operator theory. The construction relies heavily on infinite-dimensional representation theory and one of the most technically demanding challenges is to be able to introduce proper normal orderings for certain infinite sums of operators in such a way that all divergences will disappear and the infinite sum will make sense as a well-defined operator acting on a suitable Hilbert space of spinors. This research article was motivated by a more extensive ongoing project to construct twisted K-theory classes in Yang-Mills theory via a Dirac-like operator on the restricted Grassmannian manifold.

Mathematical models on the impact of noise and dyadic molecular structures on the properties of a cardiac myocyte

In cardiac myocytes (heart muscle cells), coupling of electric signal known as the action potential to contraction of the heart depends crucially on calcium-induced calcium release (CICR) in a microdomain known as the dyad. During CICR, the peak number of free calcium ions (Ca) present in the dyad is small, typically estimated to be within range 1-100. Since the free Ca ions mediate CICR, noise in Ca signaling due to the small number of free calcium ions influences Excitation-Contraction (EC) coupling gain. Noise in Ca signaling is only one noise type influencing cardiac myocytes, e.g., ion channels playing a central role in action potential propagation are stochastic machines, each of which gates more or less randomly, which produces gating noise present in membrane currents. How various noise sources influence macroscopic properties of a myocyte, how noise is attenuated and taken advantage of are largely open questions. In this thesis, the impact of noise on CICR, EC coupling and, more generally, macroscopic properties of a cardiac myocyte is investigated at multiple levels of detail using mathematical models. Complementarily to the investigation of the impact of noise on CICR, computationally-efficient yet spatially-detailed models of CICR are developed. The results of this thesis show that (1) gating noise due to the high-activity mode of L-type calcium channels playing a major role in CICR may induce early after-depolarizations associated with polymorphic tachycardia, which is a frequent precursor to sudden cardiac death in heart failure patients; (2) an increased level of voltage noise typically increases action potential duration and it skews distribution of action potential durations toward long durations in cardiac myocytes; and that (3) while a small number of Ca ions mediate CICR, Excitation-Contraction coupling is robust against this noise source, partly due to the shape of ryanodine receptor protein structures present in the cardiac dyad.

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.

Orbital diamagnetism of a charged Brownian particle undergoing a birth-death process

Considers the magnetic response of a charged Brownian particle undergoing a stochastic birth-death process. The latter simulates the electron-hole pair production and recombination in semiconductors. The authors obtain non-zero, orbital diamagnetism which can be large without violating the Van Leeuwen theorem (1921).

Open-pit block sequencing optimization: A mathematical model and solution technique

This study presents a comprehensive mathematical formulation model for a short-term open-pit mine block sequencing problem, which considers nearly all relevant technical aspects in open-pit mining. The proposed model aims to obtain the optimum extraction sequences of the original-size (smallest) blocks over short time intervals and in the presence of real-life constraints, including precedence relationship, machine capacity, grade requirements, processing demands and stockpile management. A hybrid branch-and-bound and simulated annealing algorithm is developed to solve the problem. Computational experiments show that the proposed methodology is a promising way to provide quantitative recommendations for mine planning and scheduling engineers.

Using Mathematical Morphology for Geometric Music Retrieval

The usual task in music information retrieval (MIR) is to find occurrences of a monophonic query pattern within a music database, which can contain both monophonic and polyphonic content. The so-called query-by-humming systems are a famous instance of content-based MIR. In such a system, the user's hummed query is converted into symbolic form to perform search operations in a similarly encoded database. The symbolic representation (e.g., textual, MIDI or vector data) is typically a quantized and simplified version of the sampled audio data, yielding to faster search algorithms and space requirements that can be met in real-life situations. In this thesis, we investigate geometric approaches to MIR. We first study some musicological properties often needed in MIR algorithms, and then give a literature review on traditional (e.g., string-matching-based) MIR algorithms and novel techniques based on geometry. We also introduce some concepts from digital image processing, namely the mathematical morphology, which we will use to develop and implement four algorithms for geometric music retrieval. The symbolic representation in the case of our algorithms is a binary 2-D image. We use various morphological pre- and post-processing operations on the query and the database images to perform template matching / pattern recognition for the images. The algorithms are basically extensions to classic image correlation and hit-or-miss transformation techniques used widely in template matching applications. They aim to be a future extension to the retrieval engine of C-BRAHMS, which is a research project of the Department of Computer Science at University of Helsinki.

The jump in vorticity across a shock wave in relativistic hydrodynamics

Using the singular surface theory, an expression for the jump in vorticity across a shock wave of arbitrary shape propagating in a uniform, perfect fluid occupying the space-time of special relativity, has been derived. It has been shown that the jump in vorticity across a shock of given strength and curvature depends only on the velocity of the medium ahead of the shock.

Nature of trapped particle instability

The amplification mechanism for the side bands which accompany a large amplitude electron wave on a plasma column are shown to arise due to two mode interaction between negative and positive energy waves.

Flow field and traverse times for fan forced injection of fumigant via circular or annular inlet into stored grain

Fan forced injection of phosphine gas fumigant into stored grain is a common method to treat infestation by insects. For low injection velocities the transport of fumigant can be modelled as Darcy flow in a porous medium where the gas pressure satisfies Laplace's equation. Using this approach, a closed form series solution is derived for the pressure, velocity and streamlines in a cylindrically stored grain bed with either a circular or annular inlet, from which traverse times are numerically computed. A leading order closed form expression for the traverse time is also obtained and found to be reasonable for inlet configurations close to the central axis of the grain storage. Results are interpreted for the case of a representative 6m high farm wheat store, where the time to advect the phosphine to almost the entire grain bed is found to be approximately one hour.

Mathematical modelling and numerical simulation of phosphine flow during grain fumigation in leaky cylindrical silos

The phosphine distribution in a cylindrical silo containing grain is predicted. A three-dimensional mathematical model, which accounts for multicomponent gas phase transport and the sorption of phosphine into the grain kernel is developed. In addition, a simple model is presented to describe the death of insects within the grain as a function of their exposure to phosphine gas. The proposed model is solved using the commercially available computational fluid dynamics (CFD) software, FLUENT, together with our own C code to customize the solver in order to incorporate the models for sorption and insect extinction. Two types of fumigation delivery are studied, namely, fan- forced from the base of the silo and tablet from the top of the silo. An analysis of the predicted phosphine distribution shows that during fan forced fumigation, the position of the leaky area is very important to the development of the gas flow field and the phosphine distribution in the silo. If the leak is in the lower section of the silo, insects that exist near the top of the silo may not be eradicated. However, the position of a leak does not affect phosphine distribution during tablet fumigation. For such fumigation in a typical silo configuration, phosphine concentrations remain low near the base of the silo. Furthermore, we find that half-life pressure test readings are not an indicator of phosphine distribution during tablet fumigation.

Computation of turbulent flow in an IFRF quarl burner

A computational model for isothermal axisymmetric turbulent flow in a quarl burner is set up using the CFD package FLUENT, and numerical solutions obtained from the model are compared with available experimental data. A standard k-e model and and two versions of the RNG k-e model are used to model the turbulence. One of the aims of the computational study is to investigate whether the RNG based k-e turbulence models are capable of yielding improved flow predictions compared with the standard k-e turbulence model. A difficulty is that the flow considered here features a confined vortex breakdown which can be highly sensitive to flow behaviour both upstream and downstream of the breakdown zone. Nevertheless, the relatively simple confining geometry allows us to undertake a systematic study so that both grid-independent and domain-independent results can be reported. The systematic study includes a detailed investigation of the effects of upstream and downstream conditions on the predictions, in addition to grid refinement and other tests to ensure that numerical error is not significant. Another important aim is to determine to what extent the turbulence model predictions can provide us with new insights into the physics of confined vortex breakdown flows. To this end, the computations are discussed in detail with reference to known vortex breakdown phenomena and existing theories. A major conclusion is that one of the RNG k-e models investigated here is able to correctly capture the complex forward flow region inside the recirculating breakdown zone. This apparently pathological result is in stark contrast to the findings of previous studies, most of which have concluded that either algebraic or differential Reynolds stress modelling is needed to correctly predict the observed flow features. Arguments are given as to why an isotropic eddy-viscosity turbulence model may well be able to capture the complex flow structure within the recirculating zone for this flow setup. With regard to the flow physics, a major finding is that the results obtained here are more consistent with the view that confined vortex breakdown is a type of axisymmetric boundary layer separation, rather than a manifestation of a subcritical flow state.

Studies on Plant Demography: Ranunculus Repens L., R. Bulbosus L. and R. Acris L.: III. A Mathematical Model Incorporating Multiple Modes of Reproduction

This paper presents a comparative population dynamics study of three closely related species of buttercups (Ranunculus repens, R. acris, and R. bulbosus). The study is based on an investigation of the behaviour of the seeds in soil under field conditions and a continuous monitoring of survival and reproduction of some 9000 individual plants over a period of 21/2 years in a coastal grassland in North Wales. The data were analysed with the help of an extension of Leslie's matrix method which makes possible an simultaneous treatment of vegetative and sexual reproduction. It was found that R. repens (a) depends more heavily on vegetative as compared with sexual reproduction, (b) shows indications of negatively density-dependent population regulation, and (c) exhibits little variation in population growth rates from site to site and from one year to the next. In contrast, R. bulbosus (a) depends exclusively on sexual reproduction, (b) shows indications of a positively density-dependent population behaviour, and (c) exhibits great variation in population growth rates from site to site and from one year to the next. R. acris exhibits an intermediate behaviour in all these respects. It is suggested that the attributes of R. repens are those expected of a species inhabiting a stable environment, while R. bulbosus exhibits some of the characteristics of a fugitive species.