984 resultados para Options (Finance) -- Mathematical models


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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. ^

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It is expected that climate change will have significant impacts on ecosystems. Most model projections agree that the ocean will experience stronger stratification and less nutrient supply from deep waters. These changes will likely affect marine phytoplankton communities and will thus impact on the higher trophic levels of the oceanic food web. The potential consequences of future climate change on marine microbial communities can be investigated and predicted only with the help of mathematical models. Here we present the application of a model that describes aggregate properties of marine phytoplankton communities and captures the effects of a changing environment on their composition and adaptive capacity. Specifically, the model describes the phytoplankton community in terms of total biomass, mean cell size, and functional diversity. The model is applied to two contrasting regions of the Atlantic Ocean (tropical and temperate) and is tested under two emission scenarios: SRES A2 or “business as usual” and SRES B1 or “local utopia.” We find that all three macroecological properties will decline during the next century in both regions, although this effect will be more pronounced in the temperate region. Being consistent with previous model predictions, our results show that a simple trait-based modeling framework represents a valuable tool for investigating how phytoplankton communities may reorganize under a changing climate.

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In this paper we present BitWorker, a platform for community distributed computing based on BitTorrent. Any splittable task can be easily specified by a user in a meta-information task file, such that it can be downloaded and performed by other volunteers. Peers find each other using Distributed Hash Tables, download existing results, and compute missing ones. Unlike existing distributed computing schemes relying on centralized coordination point(s), our scheme is totally distributed, therefore, highly robust. We evaluate the performance of BitWorker using mathematical models and real tests, showing processing and robustness gains. BitWorker is available for download and use by the community.

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People make numerous decisions every day including perceptual decisions such as walking through a crowd, decisions over primary rewards such as what to eat, and social decisions that require balancing own and others’ benefits. The unifying principles behind choices in various domains are, however, still not well understood. Mathematical models that describe choice behavior in specific contexts have provided important insights into the computations that may underlie decision making in the brain. However, a critical and largely unanswered question is whether these models generalize from one choice context to another. Here we show that a model adapted from the perceptual decision-making domain and estimated on choices over food rewards accurately predicts choices and reaction times in four independent sets of subjects making social decisions. The robustness of the model across domains provides behavioral evidence for a common decision-making process in perceptual, primary reward, and social decision making.

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The respiratory central pattern generator is a collection of medullary neurons that generates the rhythm of respiration. The respiratory central pattern generator feeds phrenic motor neurons, which, in turn, drive the main muscle of respiration, the diaphragm. The purpose of this thesis is to understand the neural control of respiration through mathematical models of the respiratory central pattern generator and phrenic motor neurons. ^ We first designed and validated a Hodgkin-Huxley type model that mimics the behavior of phrenic motor neurons under a wide range of electrical and pharmacological perturbations. This model was constrained physiological data from the literature. Next, we designed and validated a model of the respiratory central pattern generator by connecting four Hodgkin-Huxley type models of medullary respiratory neurons in a mutually inhibitory network. This network was in turn driven by a simple model of an endogenously bursting neuron, which acted as the pacemaker for the respiratory central pattern generator. Finally, the respiratory central pattern generator and phrenic motor neuron models were connected and their interactions studied. ^ Our study of the models has provided a number of insights into the behavior of the respiratory central pattern generator and phrenic motor neurons. These include the suggestion of a role for the T-type and N-type calcium channels during single spikes and repetitive firing in phrenic motor neurons, as well as a better understanding of network properties underlying respiratory rhythm generation. We also utilized an existing model of lung mechanics to study the interactions between the respiratory central pattern generator and ventilation. ^

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An analysis of variations in 137Cs and 90Sr concentrations in Baltic Sea surface waters after the accident at the Chernobyl nuclear power plant was performed. Instability of 137Cs concentrations during the short-term observations was found, when they differed 2- to 3-fold. Concentrations of 90Sr appeared to be more stable; meanwhile, their deviations sometimes exceeded ranges of experimental errors. By variations in the monthly average values of radionuclide concentrations in surface waters of the Baltic Sea in 1989-1995, no trend of water self-purification was observed. Theoretical results obtained confirmed a potential of formation and propagation of patches with increased concentrations of 137Cs in the southeastern Baltic Sea. The most reliable factor that controlled the process of self-purification of Baltic Sea water appeared to be the mean annual value of radionuclide concentration. Pronounced divergences were obtained between the measured and calculated mean annual concentrations of 137Cs and 90Sr in surface waters of the Baltic Sea in 1989-2001. These divergences are explained by potential influence of waters from the Gulf of Bothnia and by other additional supplies of radionuclides to marine environment, which were not included into mathematical models.

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Sunrise is a solar telescope, successfully flown in June 2009 with a long duration balloon from the Swedish Space Corporation Esrange launch site. The design of the thermal control of SUNRISE was quite critical because of the sensitivity to temperature of the optomechanical devices and the electronics. These problems got more complicated due the size and high power dissipation of the system. A detailed thermal mathematical model of SUNRISE was set up to predict temperatures. In this communication the thermal behaviour of SUNRISE during flight is presented. Flight temperatures of some devices are presented and analysed. The measured data have been compared with the predictions given by the thermal mathematical models. The main discrepancies between flight data and the temperatures predicted by the models have been identified. This allows thermal engineers to improve the knowledge of the thermal behaviour of the system for future missions.

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Las prácticas en laboratorios forman una parte muy importante de la formación en todos los programas docentes. A pesar de esta importancia, la creación de un laboratorio no es una tarea fácil, ya que el hecho de equipar un laboratorio puede suponer un gran gasto económico, tanto inicial como posterior. Como solución, surge la educación a distancia, y en concreto los laboratorios virtuales, es decir, simulaciones de un laboratorio real utilizando modelos matemáticos. Por sus características y flexibilidad se han ido desarrollando laboratorios virtuales en el ámbito docente, pero no todas las áreas cuentan con tantas posibilidades o facilidades como en la electrónica. La mayoría de los laboratorios accesibles desde Internet que hay en la actualidad dentro de la enseñanza a distancia o formación online, son virtuales. El laboratorio que se ha desarrollado tiene como principal ventaja la realización de prácticas controlando instrumentos y circuitos reales de forma remota. El proyecto consiste en realizar un sistema software para implementar un laboratorio remoto en el área de la electrónica analógica, que pueda ser utilizado como complemento a las actividades formativas que se realizan en los laboratorios de los centros de enseñanza. El sistema completo también consta de un hardware controlado mediante buses de comunicación estándar, que permite la implementación de distintos circuitos analógicos, de tal forma que se pueda realizar prácticas sobre circuitos físicos reales. Para desarrollar un laboratorio lo más real posible, la aplicación que maneja el estudiante es un visor 3D. Con la utilización de un visor 3D lo que se pretende es tener un aumento de la realidad a la hora de realizar las prácticas de laboratorio remotamente. El sistema desarrollado cuenta con un sistema de comunicación basado en un modelo cliente-servidor: • Servidor: se encarga de procesar las acciones que realiza el cliente y controla y monitoriza los instrumentos y dispositivos del sistema hardware. • Cliente: sería el usuario final, que mediante un visor 3D comunica las acciones a realizar al servidor para que éste las procese. Practices in laboratories are a very important part of training in all educational programs. Despite this importance, the establishment of a laboratory is not an easy task, since the fact of equipping a laboratory can be a great economic budget, both initial and subsequent spending. As a solution, appears the education at distance (online), and in particular the virtual labs, namely simulations of a real laboratory by using mathematical models. Virtual laboratories in the field of teaching have been developed for its features and flexibility, but not all areas have so many possibilities or facilities as in electronics. The most accessible laboratories from the Internet that are currently accessible within the distance or e-learning (on-line) are virtual. The laboratory which has been developed has as a main advantage to make practices or exercises in the fact of controlling instruments and real circuits remotely. The project consists of making a software system in order to implement a remote laboratory in the area of analog electronics that can be used as a complement to the others training activities to be carried out. The complete system also consists of a controlled hardware by standard communication buses that allow the implementation of several analog circuits, in such a way that practices can control real physical circuits. To develop a laboratory as more realistic as possible, the application that manages the student is a 3D viewer. With the use of a 3D viewer, is intended to have an increase in reality when any student wants to access to laboratory practices remotely. The developed system has a communication system based on a model Client/Server: • Server: The system that handles actions provided by the client and controls and monitors the instruments and devices in the hardware system. • Client: The end user, which using a 3D viewer, communicates the actions to be performed at the server so that it will process them.