High rate filtration using buoyant medium : experiments and mathematical models

In this study, the high rate filtration system using buoyant medium of polypropylene or polystyrene was introduced with the study on its performance evaluation via: (i) specific surface coverage, (ii) ultimate specific deposit, (iii) blocking effect and (iv) particle detachment. The filter system was arranged in the downflow mode with an in-line flocculation. Experimental results obtained were analyzed using filtration models. This study showed that: (i) the specific surface coverage increased with the increase in the velocity; (ii) the ultimate specific deposit changed slightly at different filtration velocities and different flocculants; (iii) the blocking effect was significant in the transient stage removal of flocs; and (iv) the detachment model parameter was found to decrease with the increase in the adhesive force, Fad that acts on the flocs (above-micron size).

Policy recognition in the Abstract Hidden Markov Model

In this paper, we present a method for recognising an agent's behaviour in dynamic, noisy, uncertain domains, and across multiple levels of abstraction. We term this problem on-line plan recognition under uncertainty and view it generally as probabilistic inference on the stochastic process representing the execution of the agent's plan. Our contributions in this paper are twofold. In terms of probabilistic inference, we introduce the Abstract Hidden Markov Model (AHMM), a novel type of stochastic processes, provide its dynamic Bayesian network (DBN) structure and analyse the properties of this network. We then describe an application of the Rao-Blackwellised Particle Filter to the AHMM which allows us to construct an efficient, hybrid inference method for this model. In terms of plan recognition, we propose a novel plan recognition framework based on the AHMM as the plan execution model. The Rao-Blackwellised hybrid inference for AHMM can take advantage of the independence properties inherent in a model of plan execution, leading to an algorithm for online probabilistic plan recognition that scales well with the number of levels in the plan hierarchy. This illustrates that while stochastic models for plan execution can be complex, they exhibit special structures which, if exploited, can lead to efficient plan recognition algorithms. We demonstrate the usefulness of the AHMM framework via a behaviour recognition system in a complex spatial environment using distributed video surveillance data.

Nonparametric entropy-based tests of independence between stochastic processes

This paper develops nonparametric tests of independence between two stationary stochastic processes. The testing strategy boils down to gauging the closeness between the joint and the product of the marginal stationary densities. For that purpose, I take advantage of a generalized entropic measure so as to build a class of nonparametric tests of independence. Asymptotic normality and local power are derived using the functional delta method for kernels, whereas finite sample properties are investigated through Monte Carlo simulations.

Mathematical models for Isoptera (Insecta) mound growth

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Test systems and mathematical models for transmission network expansion planning

The data of four networks that can be used in carrying out comparative studies with methods for transmission network expansion planning are given. These networks are of various types and different levels of complexity. The main mathematical formulations used in transmission expansion studies-transportation models, hybrid models, DC power flow models, and disjunctive models are also summarised and compared. The main algorithm families are reviewed-both analytical, combinatorial and heuristic approaches. Optimal solutions are not yet known for some of the four networks when more accurate models (e.g. The DC model) are used to represent the power flow equations-the state of the art with regard to this is also summarised. This should serve as a challenge to authors searching for new, more efficient methods.

Use of mathematical models in the study of bodily growth in GIFT strain Nile tilapia

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

MATHEMATICAL MODELS AND POLYHEDRAL STUDIES FOR INTEGRAL SHEET METAL DESIGN

We deal with the optimization of the production of branched sheet metal products. New forming techniques for sheet metal give rise to a wide variety of possible profiles and possible ways of production. In particular, we show how the problem of producing a given profile geometry can be modeled as a discrete optimization problem. We provide a theoretical analysis of the model in order to improve its solution time. In this context we give the complete convex hull description of some substructures of the underlying polyhedron. Moreover, we introduce a new class of facet-defining inequalities that represent connectivity constraints for the profile and show how these inequalities can be separated in polynomial time. Finally, we present numerical results for various test instances, both real-world and academic examples.

Development of Clinical Decision Support Systems based on Mathematical Models of Physiological Systems

In the last years of research, I focused my studies on different physiological problems. Together with my supervisors, I developed/improved different mathematical models in order to create valid tools useful for a better understanding of important clinical issues. The aim of all this work is to develop tools for learning and understanding cardiac and cerebrovascular physiology as well as pathology, generating research questions and developing clinical decision support systems useful for intensive care unit patients. I. ICP-model Designed for Medical Education We developed a comprehensive cerebral blood flow and intracranial pressure model to simulate and study the complex interactions in cerebrovascular dynamics caused by multiple simultaneous alterations, including normal and abnormal functional states of auto-regulation of the brain. Individual published equations (derived from prior animal and human studies) were implemented into a comprehensive simulation program. Included in the normal physiological modelling was: intracranial pressure, cerebral blood flow, blood pressure, and carbon dioxide (CO2) partial pressure. We also added external and pathological perturbations, such as head up position and intracranial haemorrhage. The model performed clinically realistically given inputs of published traumatized patients, and cases encountered by clinicians. The pulsatile nature of the output graphics was easy for clinicians to interpret. The manoeuvres simulated include changes of basic physiological inputs (e.g. blood pressure, central venous pressure, CO2 tension, head up position, and respiratory effects on vascular pressures) as well as pathological inputs (e.g. acute intracranial bleeding, and obstruction of cerebrospinal outflow). Based on the results, we believe the model would be useful to teach complex relationships of brain haemodynamics and study clinical research questions such as the optimal head-up position, the effects of intracranial haemorrhage on cerebral haemodynamics, as well as the best CO2 concentration to reach the optimal compromise between intracranial pressure and perfusion. We believe this model would be useful for both beginners and advanced learners. It could be used by practicing clinicians to model individual patients (entering the effects of needed clinical manipulations, and then running the model to test for optimal combinations of therapeutic manoeuvres). II. A Heterogeneous Cerebrovascular Mathematical Model Cerebrovascular pathologies are extremely complex, due to the multitude of factors acting simultaneously on cerebral haemodynamics. In this work, the mathematical model of cerebral haemodynamics and intracranial pressure dynamics, described in the point I, is extended to account for heterogeneity in cerebral blood flow. The model includes the Circle of Willis, six regional districts independently regulated by autoregulation and CO2 reactivity, distal cortical anastomoses, venous circulation, the cerebrospinal fluid circulation, and the intracranial pressure-volume relationship. Results agree with data in the literature and highlight the existence of a monotonic relationship between transient hyperemic response and the autoregulation gain. During unilateral internal carotid artery stenosis, local blood flow regulation is progressively lost in the ipsilateral territory with the presence of a steal phenomenon, while the anterior communicating artery plays the major role to redistribute the available blood flow. Conversely, distal collateral circulation plays a major role during unilateral occlusion of the middle cerebral artery. In conclusion, the model is able to reproduce several different pathological conditions characterized by heterogeneity in cerebrovascular haemodynamics and can not only explain generalized results in terms of physiological mechanisms involved, but also, by individualizing parameters, may represent a valuable tool to help with difficult clinical decisions. III. Effect of Cushing Response on Systemic Arterial Pressure. During cerebral hypoxic conditions, the sympathetic system causes an increase in arterial pressure (Cushing response), creating a link between the cerebral and the systemic circulation. This work investigates the complex relationships among cerebrovascular dynamics, intracranial pressure, Cushing response, and short-term systemic regulation, during plateau waves, by means of an original mathematical model. The model incorporates the pulsating heart, the pulmonary circulation and the systemic circulation, with an accurate description of the cerebral circulation and the intracranial pressure dynamics (same model as in the first paragraph). Various regulatory mechanisms are included: cerebral autoregulation, local blood flow control by oxygen (O2) and/or CO2 changes, sympathetic and vagal regulation of cardiovascular parameters by several reflex mechanisms (chemoreceptors, lung-stretch receptors, baroreceptors). The Cushing response has been described assuming a dramatic increase in sympathetic activity to vessels during a fall in brain O2 delivery. With this assumption, the model is able to simulate the cardiovascular effects experimentally observed when intracranial pressure is artificially elevated and maintained at constant level (arterial pressure increase and bradicardia). According to the model, these effects arise from the interaction between the Cushing response and the baroreflex response (secondary to arterial pressure increase). Then, patients with severe head injury have been simulated by reducing intracranial compliance and cerebrospinal fluid reabsorption. With these changes, oscillations with plateau waves developed. In these conditions, model results indicate that the Cushing response may have both positive effects, reducing the duration of the plateau phase via an increase in cerebral perfusion pressure, and negative effects, increasing the intracranial pressure plateau level, with a risk of greater compression of the cerebral vessels. This model may be of value to assist clinicians in finding the balance between clinical benefits of the Cushing response and its shortcomings. IV. Comprehensive Cardiopulmonary Simulation Model for the Analysis of Hypercapnic Respiratory Failure We developed a new comprehensive cardiopulmonary model that takes into account the mutual interactions between the cardiovascular and the respiratory systems along with their short-term regulatory mechanisms. The model includes the heart, systemic and pulmonary circulations, lung mechanics, gas exchange and transport equations, and cardio-ventilatory control. Results show good agreement with published patient data in case of normoxic and hyperoxic hypercapnia simulations. In particular, simulations predict a moderate increase in mean systemic arterial pressure and heart rate, with almost no change in cardiac output, paralleled by a relevant increase in minute ventilation, tidal volume and respiratory rate. The model can represent a valid tool for clinical practice and medical research, providing an alternative way to experience-based clinical decisions. In conclusion, models are not only capable of summarizing current knowledge, but also identifying missing knowledge. In the former case they can serve as training aids for teaching the operation of complex systems, especially if the model can be used to demonstrate the outcome of experiments. In the latter case they generate experiments to be performed to gather the missing data.

Pricing in stochastic-local volatility models with default

In recent years is becoming increasingly important to handle credit risk. Credit risk is the risk associated with the possibility of bankruptcy. More precisely, if a derivative provides for a payment at cert time T but before that time the counterparty defaults, at maturity the payment cannot be effectively performed, so the owner of the contract loses it entirely or a part of it. It means that the payoff of the derivative, and consequently its price, depends on the underlying of the basic derivative and on the risk of bankruptcy of the counterparty. To value and to hedge credit risk in a consistent way, one needs to develop a quantitative model. We have studied analytical approximation formulas and numerical methods such as Monte Carlo method in order to calculate the price of a bond. We have illustrated how to obtain fast and accurate pricing approximations by expanding the drift and diffusion as a Taylor series and we have compared the second and third order approximation of the Bond and Call price with an accurate Monte Carlo simulation. We have analysed JDCEV model with constant or stochastic interest rate. We have provided numerical examples that illustrate the effectiveness and versatility of our methods. We have used Wolfram Mathematica and Matlab.

Cost-effectiveness of different strategies to monitor adults on antiretroviral treatment: a combined analysis of three mathematical models

Background: WHO's 2013 revisions to its Consolidated Guidelines on antiretroviral drugs recommend routine viral load monitoring, rather than clinical or immunological monitoring, as the preferred monitoring approach on the basis of clinical evidence. However, HIV programmes in resource-limited settings require guidance on the most cost-effective use of resources in view of other competing priorities such as expansion of antiretroviral therapy coverage. We assessed the cost-effectiveness of alternative patient monitoring strategies. Methods: We evaluated a range of monitoring strategies, including clinical, CD4 cell count, and viral load monitoring, alone and together, at different frequencies and with different criteria for switching to second-line therapies. We used three independently constructed and validated models simultaneously. We estimated costs on the basis of resource use projected in the models and associated unit costs; we quantified impact as disability-adjusted life years (DALYs) averted. We compared alternatives using incremental cost-effectiveness analysis. Findings: All models show that clinical monitoring delivers significant benefit compared with a hypothetical baseline scenario with no monitoring or switching. Regular CD4 cell count monitoring confers a benefit over clinical monitoring alone, at an incremental cost that makes it affordable in more settings than viral load monitoring, which is currently more expensive. Viral load monitoring without CD4 cell count every 6—12 months provides the greatest reductions in morbidity and mortality, but incurs a high cost per DALY averted, resulting in lost opportunities to generate health gains if implemented instead of increasing antiretroviral therapy coverage or expanding antiretroviral therapy eligibility. Interpretation: The priority for HIV programmes should be to expand antiretroviral therapy coverage, firstly at CD4 cell count lower than 350 cells per μL, and then at a CD4 cell count lower than 500 cells per μL, using lower-cost clinical or CD4 monitoring. At current costs, viral load monitoring should be considered only after high antiretroviral therapy coverage has been achieved. Point-of-care technologies and other factors reducing costs might make viral load monitoring more affordable in future. Funding: Bill & Melinda Gates Foundation, WHO.

The Devil’s Calculus: Mathematical Models of Civil War

In spite of the movement to turn political science into a real science, various mathematical methods that are now the staples of physics, biology, and even economics are thoroughly uncommon in political science, especially the study of civil war. This study seeks to apply such methods - specifically, ordinary differential equations (ODEs) - to model civil war based on what one might dub the capabilities school of thought, which roughly states that civil wars end only when one side’s ability to make war falls far enough to make peace truly attractive. I construct several different ODE-based models and then test them all to see which best predicts the instantaneous capabilities of both sides of the Sri Lankan civil war in the period from 1990 to 1994 given parameters and initial conditions. The model that the tests declare most accurate gives very accurate predictions of state military capabilities and reasonable short term predictions of cumulative deaths. Analysis of the model reveals the scale of the importance of rebel finances to the sustainability of insurgency, most notably that the number of troops required to put down the Tamil Tigers is reduced by nearly a full order of magnitude when Tiger foreign funding is stopped. The study thus demonstrates that accurate foresight may come of relatively simple dynamical models, and implies the great potential of advanced and currently unconventional non-statistical mathematical methods in political science.

Analysis of The Key Parameters in Pedestrian Safety Assessment for the European Vehicle Fleet Using Multibody and Finite Element Mathematical Models

Esta tesis investiga cuales son los parámetros más críticos que condicionan los resultados que obtienen en los ensayos de protección de peatones la flota Europea de vehículos, según la reglamentación europea de protección de peatones de 2003 (Directiva CE 2003/102) y el posterior Reglamento de 2009 (Reglamento CE 2009/78). En primer lugar se ha analizado el contexto de la protección de peatones en Europa, viendo la historia de las diferentes propuestas de procedimientos de ensayo así como los cambios (y las razones de los mismos) que han sufrido a lo largo del proceso de definición de la normativa Europea. Con la información disponible de más de 400 de estos ensayos se han desarrollado corredores de rigidez para los frontales de los diferentes segmentos de la flota de vehículos europea, siendo este uno de los resultados más relevantes de esta tesis. Posteriormente, esta tesis ha realizado un estudio accidentológico en detalle de los escenarios de atropello de peatones, identificando sus características más relevantes, los grupos de población con mayor riesgo y los tipos de lesiones más importantes que aparecen (en frecuencia y severidad), que han sentado las bases para analizar con modelos matemáticos hasta qué punto los métodos de ensayo propuestos realmente tienen estos factores en cuenta. Estos análisis no habrían sido posibles sin el desarrollo de las nuevas herramientas que se presentan en esta tesis, que permiten construir instantáneamente el modelo matemático de cualquier vehículo y cualquier peatón adulto para analizar su iteración. Así, esta tesis ha desarrollado una metodología rápida para desarrollar modelos matemáticos de vehículos a demanda, de cualquier marca y modelo y con las características geométricas y de rigidez deseados que permitan representarlo matemáticamente y del mismo modo, ha investigado cómo evoluciona el comportamiento del cuerpo humano durante el envejecimiento y ha implementado una funcionalidad de escalado en edad al modelo de peatón en multicuerpo de MADYMO (ya escalable en tamaño) para permitir modelar ad hoc cualquier peatón adulto (en género y edad). Finalmente, esta tesis también ha realizado, utilizando modelos de elementos finitos del cuerpo humano, diferentes estudios sobre la biomecánica de las lesiones más frecuentes de este tipo de accidentes, (en piernas y cabeza) con el objetivo de mejorar los procedimientos de ensayo para que predigan mejor el tipo de lesiones que se quieren evitar. Con el marco temporal y las condiciones de contorno de esta tesis se han centrado los esfuerzos en reforzar algunos aspectos críticos pero puntuales sobre cómo mejorar el ensayo de cabeza y, sobretodo, en proponer soluciones viables y con un valor añadido real al ensayo de pierna contra parachoques, sin cambiar la esencia del mismo pero proponiendo un nuevo impactador mejorado que incorpore una masa extra que representa a la parte superior del cuerpo y sea válido para toda la flota europea de vehículos independiente de la geometría de su frontal.

Mathematical models for the arrangement and the cleaning of the river basin and surroundings of the river sandy grounds to its passage by the city of Salta (Argentina)

The province of Salta is located the Northwest of Argentina in the border with Bolivia, Chile and Paraguay. Its Capital is the city of Salta that concentrates half of the inhabitants of the province and has grown to 600000 hab., from a small active Spanish town well founded in 1583. The city is crossed by the Arenales River descending from close mountains at North, source of water and end of sewers. But with actual growing it has become a focus of infection and of remarkable unhealthiness. It is necessary to undertake a plan for the recovery of the river, directed to the attainment of the well-being and to improve the life?s quality of the Community. The fundamental idea of the plan is to obtain an ordering of the river basin and an integral management of the channel and its surroundings, including the cleaning out. The improvement of the water?s quality, the healthiness of the surroundings and the improvement of the environment, must go hand by hand with the development of sport activities, of relaxation, tourism, establishment of breeding grounds, kitchen gardens, micro enterprises with clean production and other actions that contribute to their benefit by the society, that being a basic factor for their care and sustainable use. The present pollution is organic, chemical, industrial, domestic, due to the disposition of sweepings and sewer effluents that affects not only the flora and small fauna, destroying the biodiversity, but also to the health of people living in their margins. Within the plan it will be necessary to consider, besides hydric and environmental cleaning and the prevention of floods, the planning of the extraction of aggregates, the infrastructure and consolidation of margins works and the arrangement of all the river basin. It will be necessary to consider the public intervention at state, provincial and local level, and the private intervention. In the model it has been necessary to include the sub-model corresponding to the election of the entity to be the optimal instrument to reach the proposed objectives, giving an answer to the social, environmental and economic requirements. For that the authors have used multi-criteria decision methods to qualify and select alternatives, and for the programming of their implementation. In the model the authors have contemplated the short, average and long term actions. They conform a Paretooptimal alternative which secures the ordering, integral and suitable management of the basin of the Arenales River, focusing on its passage by the city of Salta.