916 resultados para Options (Finance) -- Mathematical models


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Over the past twenty years, new technologies have required an increasing use of mathematical models in order to understand better the structural behavior: finite element method is the one mostly used. However, the reliability of this method applied to different situations has to be tried each time. Since it is not possible to completely model the reality, different hypothesis must be done: these are the main problems of FE modeling. The following work deals with this problem and tries to figure out a way to identify some of the unknown main parameters of a structure. This main research focuses on a particular path of study and development, but the same concepts can be applied to other objects of research. The main purpose of this work is the identification of unknown boundary conditions of a bridge pier using the data acquired experimentally with field tests and a FEM modal updating process. This work doesn’t want to be new, neither innovative. A lot of work has been done during the past years on this main problem and many solutions have been shown and published. This thesis just want to rework some of the main aspects of the structural optimization process, using a real structure as fitting model.

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Repeated Chlamydia trachomatis infections after treatment are common. One reason is reinfection from untreated partners in ongoing sexual partnerships. Mathematical models that are used to predict the impact of screening on reducing chlamydia prevalence often do not incorporate reinfection and might overestimate the expected impact. We describe a pair compartmental model that explicitly incorporates sexual partnership duration and reinfection. The pair model predicts a weaker impact of screening when compared directly with a model that does not accommodate partnerships. Effective management of sex partners to prevent reinfection might need to be strengthened in chlamydia control programs.

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A number of mathematical models for predicting growth and final height outcome have been proposed to enable the clinician to 'individualize' growth-promoting treatment. However, despite optimizing these models, many patients with isolated growth hormone deficiency (IGHD) do not reach their target height. The aim of this study was to analyse the impact of polymorphic genotypes [CA repeat promoter polymorphism of insulin-like growth factor-I (IGF-I) and the -202 A/C promoter polymorphism of IGF-Binding Protein-3 (IGFBP-3)] on variable growth factors as well as final height in severe IGHD following GH treatment. DESIGN, PATIENTS AND CONTROLS: One hundred seventy eight (IGF-I) and 167 (IGFBP-3) subjects with severe growth retardation because of IGHD were studied. In addition, the various genotypes were also studied in a healthy control group of 211 subjects.

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Introduction: Spinal fusion is a widely and successfully performed strategy for the treatment of spinal deformities and degenerative diseases. The general approach has been to stabilize the spine with implants so that a solid bony fusion between the vertebrae can develop. However, new implant designs have emerged that aim at preservation or restoration of the motion of the spinal segment. In addition to static, load sharing principles, these designs also require a profound knowledge of kinematic and dynamic properties to properly characterise the in vivo performance of the implants. Methods: To address this, an apparatus was developed that enables the intraoperative determination of the load–displacement behavior of spinal motion segments. The apparatus consists of a sensor-equipped distractor to measure the applied force between the transverse processes, and an optoelectronic camera to track the motion of vertebrae and the distractor. In this intraoperative trial, measurements from two patients with adolescent idiopathic scoliosis with right thoracic curves were made at four motion segments each. Results: At a lateral bending moment of 5 N m, the mean flexibility of all eight motion segments was 0.18 ± 0.08°/N m on the convex side and 0.24 ± 0.11°/N m on the concave side. Discussion: The results agree with published data obtained from cadaver studies with and without axial preload. Intraoperatively acquired data with this method may serve as an input for mathematical models and contribute to the development of new implants and treatment strategies.

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A main field in biomedical optics research is diffuse optical tomography, where intensity variations of the transmitted light traversing through tissue are detected. Mathematical models and reconstruction algorithms based on finite element methods and Monte Carlo simulations describe the light transport inside the tissue and determine differences in absorption and scattering coefficients. Precise knowledge of the sample's surface shape and orientation is required to provide boundary conditions for these techniques. We propose an integrated method based on structured light three-dimensional (3-D) scanning that provides detailed surface information of the object, which is usable for volume mesh creation and allows the normalization of the intensity dispersion between surface and camera. The experimental setup is complemented by polarization difference imaging to avoid overlaying byproducts caused by inter-reflections and multiple scattering in semitransparent tissue.

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The aim of this project was to evaluate the present state and possible changes of water resources in Lake Ladoga and its drainage basin for the purposes of the sustainable development of North-Western Russia and Finland. The group assessed the state of the water resources in quantitative and qualitative terms, taking the system of sustainable development indicators suggested by the International Commission on Sustainable Development as a basis for assessment. These include pressure indicators (annual withdrawals of ground and surface water, domestic consumption of water per capita), state indicators (ground water reserves, concentration of faecalcoliform in fresh water, biochemical oxygen demand), and response indicators (waste-water treatment coverage, density of hydrological networks). The group proposed the following additional indicators and indices for the complex evaluation of the qualitative and quantitative state of the region's water resources: * Pressure indicators (external load, coefficient of anthropogenic pressure) * State indicators and indices (concentrations of chemicals in water, concentrations of chemicals in sediments, index of water pollution, critical load, critical limit, internal load, load/critical load, concentration/critical limit, internal load/external load, trophic state, biotic indicators and indices) * Response indicators (discharges of pure water, polluted water, partly treated water and the ratio between these, trans-boundary fluxes of pollutants, state expenditure on environmental protection, human life span) The assessment considered both temporal and spatial aspects and produced a regional classification of the area according to the index of water pollution. Mathematical models were developed to describe and forecast the processes under way in the lake and can be used to estimate the influence of climatic changes on the hydrological regime, as well as the influence of anthropogenic load on the trophic state of Lake Ladoga and to assess the consequences of accidental discharges of polluting admixtures of different kinds into the lake. The results of this mathematical modelling may be of use to decision-makers responsible for the management of water resources.

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In this project we developed conductive thermoplastic resins by adding varying amounts of three different carbon fillers: carbon black (CB), synthetic graphite (SG) and multi-walled carbon nanotubes (CNT) to a polypropylene matrix for application as fuel cell bipolar plates. This component of fuel cells provides mechanical support to the stack, circulates the gases that participate in the electrochemical reaction within the fuel cell and allows for removal of the excess heat from the system. The materials fabricated in this work were tested to determine their mechanical and thermal properties. These materials were produced by adding varying amounts of single carbon fillers to a polypropylene matrix (2.5 to 15 wt.% Ketjenblack EC-600 JD carbon black, 10 to 80 wt.% Asbury Carbon's Thermocarb TC-300 synthetic graphite, and 2.5 to 15 wt.% of Hyperion Catalysis International's FIBRILTM multi-walled carbon nanotubes) In addition, composite materials containing combinations of these three fillers were produced. The thermal conductivity results showed an increase in both through-plane and in-plane thermal conductivities, with the largest increase observed for synthetic graphite. The Department of Energy (DOE) had previously set a thermal conductivity goal of 20 W/m·K, which was surpassed by formulations containing 75 wt.% and 80 wt.% SG, yielding in-plane thermal conductivity values of 24.4 W/m·K and 33.6 W/m·K, respectively. In addition, composites containing 2.5 wt.% CB, 65 wt.% SG, and 6 wt.% CNT in PP had an in–plane thermal conductivity of 37 W/m·K. Flexural and tensile tests were conducted. All composite formulations exceeded the flexural strength target of 25 MPa set by DOE. The tensile and flexural modulus of the composites increased with higher concentration of carbon fillers. Carbon black and synthetic graphite caused a decrease in the tensile and flexural strengths of the composites. However, carbon nanotubes increased the composite tensile and flexural strengths. Mathematical models were applied to estimate through-plane and in-plane thermal conductivities of single and multiple filler formulations, and tensile modulus of single-filler formulations. For thermal conductivity, Nielsen's model yielded accurate thermal conductivity values when compared to experimental results obtained through the Flash method. For prediction of tensile modulus Nielsen's model yielded the smallest error between the predicted and experimental values. The second part of this project consisted of the development of a curriculum in Fuel Cell and Hydrogen Technologies to address different educational barriers identified by the Department of Energy. By the creation of new courses and enterprise programs in the areas of fuel cells and the use of hydrogen as an energy carrier, we introduced engineering students to the new technologies, policies and challenges present with this alternative energy. Feedback provided by students participating in these courses and enterprise programs indicate positive acceptance of the different educational tools. Results obtained from a survey applied to students after participating in these courses showed an increase in the knowledge and awareness of energy fundamentals, which indicates the modules developed in this project are effective in introducing students to alternative energy sources.

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This dissertation presents the competitive control methodologies for small-scale power system (SSPS). A SSPS is a collection of sources and loads that shares a common network which can be isolated during terrestrial disturbances. Micro-grids, naval ship electric power systems (NSEPS), aircraft power systems and telecommunication system power systems are typical examples of SSPS. The analysis and development of control systems for small-scale power systems (SSPS) lacks a defined slack bus. In addition, a change of a load or source will influence the real time system parameters of the system. Therefore, the control system should provide the required flexibility, to ensure operation as a single aggregated system. In most of the cases of a SSPS the sources and loads must be equipped with power electronic interfaces which can be modeled as a dynamic controllable quantity. The mathematical formulation of the micro-grid is carried out with the help of game theory, optimal control and fundamental theory of electrical power systems. Then the micro-grid can be viewed as a dynamical multi-objective optimization problem with nonlinear objectives and variables. Basically detailed analysis was done with optimal solutions with regards to start up transient modeling, bus selection modeling and level of communication within the micro-grids. In each approach a detail mathematical model is formed to observe the system response. The differential game theoretic approach was also used for modeling and optimization of startup transients. The startup transient controller was implemented with open loop, PI and feedback control methodologies. Then the hardware implementation was carried out to validate the theoretical results. The proposed game theoretic controller shows higher performances over traditional the PI controller during startup. In addition, the optimal transient surface is necessary while implementing the feedback controller for startup transient. Further, the experimental results are in agreement with the theoretical simulation. The bus selection and team communication was modeled with discrete and continuous game theory models. Although players have multiple choices, this controller is capable of choosing the optimum bus. Next the team communication structures are able to optimize the players’ Nash equilibrium point. All mathematical models are based on the local information of the load or source. As a result, these models are the keys to developing accurate distributed controllers.

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Erythropoietin (EPO) and iron deficiency as causes of anemia in patients with limited renal function or end-stage renal disease are well addressed. The concomitant impairment of red blood cell (RBC) survival has been largely neglected. Properties of the uremic environment like inflammation, increased oxidative stress and uremic toxins seem to be responsible for the premature changes in RBC membrane and cytoskeleton. The exposure of antigenic sites and breakdown of the phosphatidylserine asymmetry promote RBC phagocytosis. While the individual response to treatment with EPO-stimulating agents (ESA) depends on both the RBC's lifespan and the production rate, uniform dosing algorithms do not meet that demand. The clinical use of mathematical models predicting ESA-induced changes in hematocrit might be greatly improved once independent estimates of RBC production rate and/or lifespan become available, thus making the concomitant estimation of both parameters unnecessary. Since heme breakdown by the hemoxygenase pathway results in carbon monoxide (CO) which is exhaled, a simple CO breath test has been used to calculate hemoglobin turnover and therefore RBC survival and lifespan. Future research will have to be done to validate and implement this method in patients with kidney failure. This will result in new insights into RBC kinetics in renal patients. Eventually, these findings are expected to improve our understanding of the hemoglobin variability in response to ESA.

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Phyllotaxis and vein formation are among the most conspicuous patterning processes in plants. The expression and polarization of the auxin efflux carrier PIN1 is the earliest marker for both processes, with mathematical models indicating that PIN1 can respond to auxin gradients and/or auxin flux. Here, we use cell-layer-specific PIN1 knockouts and partial complementation of auxin transport mutants to examine the interaction between phyllotactic patterning, which occurs primarily in the L1 surface layer of the meristem, and midvein specification in the inner tissues. We show that PIN1 expression in the L1 is sufficient for correct organ positioning, as long as the L1-specific influx carriers are present. Thus, differentiation of inner tissues can proceed without PIN1 or any of the known polar transporters. On theoretical grounds, we suggest that canalization of auxin flux between an auxin source and an auxin sink may involve facilitated diffusion rather than polar transport.

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In the last century, several mathematical models have been developed to calculate blood ethanol concentrations (BAC) from the amount of ingested ethanol and vice versa. The most common one in the field of forensic sciences is Widmark's equation. A drinking experiment with 10 voluntary test persons was performed with a target BAC of 1.2 g/kg estimated using Widmark's equation as well as Watson's factor. The ethanol concentrations in the blood were measured using headspace gas chromatography/flame ionization and additionally with an alcohol Dehydrogenase (ADH)-based method. In a healthy 75-year-old man a distinct discrepancy between the intended and the determined blood ethanol concentration was observed. A blood ethanol concentration of 1.83 g/kg was measured and the man showed signs of intoxication. A possible explanation for the discrepancy is a reduction of the total body water content in older people. The incident showed that caution is advised when using the different mathematical models in aged people. When estimating ethanol concentrations, caution is recommended with calculated results due to potential discrepancies between mathematical models and biological systems

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Groundwater age is a key aspect of production well vulnerability. Public drinking water supply wells typically have long screens and are expected to produce a mixture of groundwater ages. The groundwater age distributions of seven production wells of the Holten well field (Netherlands) were estimated from tritium-helium (3H/3He), krypton-85 (85Kr), and argon-39 (39Ar), using a new application of a discrete age distribution model and existing mathematical models, by minimizing the uncertainty-weighted squared differences of modeled and measured tracer concentrations. The observed tracer concentrations fitted well to a 4-bin discrete age distribution model or a dispersion model with a fraction of old groundwater. Our results show that more than 75 of the water pumped by four shallow production wells has a groundwater age of less than 20 years and these wells are very vulnerable to recent surface contamination. More than 50 of the water pumped by three deep production wells is older than 60 years. 3H/3He samples from short screened monitoring wells surrounding the well field constrained the age stratification in the aquifer. The discrepancy between the age stratification with depth and the groundwater age distribution of the production wells showed that the well field preferentially pumps from the shallow part of the aquifer. The discrete groundwater age distribution model appears to be a suitable approach in settings where the shape of the age distribution cannot be assumed to follow a simple mathematical model, such as a production well field where wells compete for capture area.

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The β2 adrenergic receptor (β2AR) regulates smooth muscle relaxation in the vasculature and airways. Long- and Short-acting β-agonists (LABAs/SABAs) are widely used in treatment of chronic obstructive pulmonary disorder (COPD) and asthma. Despite their widespread clinical use we do not understand well the dominant β2AR regulatory pathways that are stimulated during therapy and bring about tachyphylaxis, which is the loss of drug effects. Thus, an understanding of how the β2AR responds to various β-agonists is crucial to their rational use. Towards that end we have developed deterministic models that explore the mechanism of drug- induced β2AR regulation. These mathematical models can be classified into three classes; (i) Six quantitative models of SABA-induced G protein coupled receptor kinase (GRK)-mediated β2AR regulation; (ii) Three phenomenological models of salmeterol (a LABA)-induced GRK-mediated β2AR regulation; and (iii) One semi-quantitative, unified model of SABA-induced GRK-, protein kinase A (PKA)-, and phosphodiesterase (PDE)-mediated regulation of β2AR signalling. The various models were constrained with all or some of the following experimental data; (i) GRK-mediated β2AR phosphorylation in response to various LABAs/SABAs; (ii) dephosphorylation of the GRK site on the β2AR; (iii) β2AR internalisation; (iv) β2AR recycling; (v) β2AR desensitisation; (vi) β2AR resensitisation; (vii) PKA-mediated β2AR phosphorylation in response to a SABA; and (viii) LABA/SABA induced cAMP profile ± PDE inhibitors. The models of GRK-mediated β2AR regulation show that plasma membrane dephosphorylation and recycling of the phosphorylated β2AR are required to reconcile with the measured dephosphorylation kinetics. We further used a consensus model to predict the consequences of rapid pulsatile agonist stimulation and found that although resensitisation was rapid, the β2AR system retained the memory of prior stimuli and desensitised much more rapidly and strongly in response to subsequent stimuli. This could explain tachyphylaxis of SABAs over repeated use in rescue therapy of asthma patients. The LABA models show that the long action of salmeterol can be explained due to decreased stability of the arrestin/β2AR/salmeterol complex. This could explain long action of β-agonists used in maintenance therapy of asthma patients. Our consensus model of PKA/PDE/GRK-mediated β2AR regulation is being used to identify the dominant β2AR desensitisation pathways under different therapeutic regimens in human airway cells. In summary our models represent a significant advance towards understanding agonist-specific β2AR regulation that will aid in a more rational use of the β2AR agonists in the treatment of asthma.

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Damage of the colorectum is the dose-limiting normal tissue complication following radiotherapy of prostate and cervical cancers. One approach for decreasing complications is to physically reduce the treatment volume. Mathematical models have been previously developed to describe the change in associated toxicity with a change in irradiated volume, i.e. the "volume effect", for serial-type normal tissues including the colorectum. The first goal of this thesis was to test the hypothesis that there would not be a threshold length in the development of obstruction after irradiation of mouse colorectum, as predicted by the Probability model of the volume effect. The second goal was to examine if there were differences in the threshold and in the incidence of colorectal obstruction after irradiation of two mouse strains, C57B1/6 (C57) and C3Hf/Kam (C3H), previously found to be fibrosis-prone and-resistant, respectively, after lung irradiation due, in part, to genetic differences. The hypothesis examined was that differences in incidence between strains were due to the differential expression of the fibrogenic cytokines $\rm TGF\beta$ and $\rm TNF\alpha.$ Various lengths of C57 and C3H mouse colorectum were irradiated and the incidence of colorectal obstruction was followed up to 15 months. A threshold length was observed for both mouse strains, in contradiction of model predictions. The mechanism of the threshold was epithelial regeneration after irradiation. C57 mice had significantly higher incidence of colorectal obstruction compared to C3H mice, especially at smaller irradiated lengths. Colorectal tissue was obtained at various times after irradiation and prepared for histology, immunohistochemistry and RNase protection assay for measurement of $\rm TGF\beta 1,$ 2, 3 and $\rm TNF\alpha$ mRNA. Distinct strain differences in the histological time of appearance and spatial locations of fibrosis were observed. However, there were no consistent strain difference in mRNA levels or immunolocalization for any of the cytokines examined. The data indicate the need for volume effect models that account for biologically important processes, such as the effect of epithelial regeneration after irradiation. As well, changes in fibrogenic cytokines at the mRNA level do not contribute to the strain difference in radiation-induced colorectal obstruction. ^