Robustness of early warning signals of regime shifts in time-delayed ecological models

Various ecological and other complex dynamical systems may exhibit abrupt regime shifts or critical transitions, wherein they reorganize from one stable state to another over relatively short time scales. Because of potential losses to ecosystem services, forecasting such unexpected shifts would be valuable. Using mathematical models of regime shifts, ecologists have proposed various early warning signals of imminent shifts. However, their generality and applicability to real ecosystems remain unclear because these mathematical models are considered too simplistic. Here, we investigate the robustness of recently proposed early warning signals of regime shifts in two well-studied ecological models, but with the inclusion of time-delayed processes. We find that the average variance may either increase or decrease prior to a regime shift and, thus, may not be a robust leading indicator in time-delayed ecological systems. In contrast, changing average skewness, increasing autocorrelation at short time lags, and reddening power spectra of time series of the ecological state variable all show trends consistent with those of models with no time delays. Our results provide insights into the robustness of early warning signals of regime shifts in a broader class of ecological systems.

Spiral-Wave Dynamics in a Mathematical Model of Human Ventricular Tissue with Myocytes and Fibroblasts

Cardiac fibroblasts, when coupled functionally with myocytes, can modulate the electrophysiological properties of cardiac tissue. We present systematic numerical studies of such modulation of electrophysiological properties in mathematical models for (a) single myocyte-fibroblast (MF) units and (b) two-dimensional (2D) arrays of such units; our models build on earlier ones and allow for zero-, one-, and two-sided MF couplings. Our studies of MF units elucidate the dependence of the action-potential (AP) morphology on parameters such as E-f, the fibroblast resting-membrane potential, the fibroblast conductance G(f), and the MF gap-junctional coupling G(gap). Furthermore, we find that our MF composite can show autorhythmic and oscillatory behaviors in addition to an excitable response. Our 2D studies use (a) both homogeneous and inhomogeneous distributions of fibroblasts, (b) various ranges for parameters such as G(gap), G(f), and E-f, and (c) intercellular couplings that can be zero-sided, one-sided, and two-sided connections of fibroblasts with myocytes. We show, in particular, that the plane-wave conduction velocity CV decreases as a function of G(gap), for zero-sided and one-sided couplings; however, for two-sided coupling, CV decreases initially and then increases as a function of G(gap), and, eventually, we observe that conduction failure occurs for low values of G(gap). In our homogeneous studies, we find that the rotation speed and stability of a spiral wave can be controlled either by controlling G(gap) or E-f. Our studies with fibroblast inhomogeneities show that a spiral wave can get anchored to a local fibroblast inhomogeneity. We also study the efficacy of a low-amplitude control scheme, which has been suggested for the control of spiral-wave turbulence in mathematical models for cardiac tissue, in our MF model both with and without heterogeneities.

The predicting power of models for eutrophication

Restoration of water-bodies from eutrophication has proved to be extremely difficult. Mathematical models have been used extensively to provide guidance for management decisions. The aim of this paper is to elucidate important problems of using models for predicting environmental changes. First, the necessity for a proper uncertainty assessment of the model, upon calibration, has not been widely recognized. Predictions must not be a single time trajectory; they should be a band, expressing system uncertainty and natural variability. Availability of this information may alter the decision to be taken. Second, even with well-calibrated models, there is no guarantee they will give correct projections in situations where the model is used to predict the effects of measures designed to bring the system into an entirely different ”operating point”, as is typically the case in eutrophication abatement. The concept of educated speculation is introduced to partially overcome this difficulty. Lake Veluwe is used as a case to illustrate the point. Third, as questions become more detailed, such as ”what about expected algal composition”, there is a greater probability of running into fundamental problems that are associated with predicting the behaviour of complex non-linear systems. Some of these systems show extreme initial condition sensitivity and even, perhaps, chaotic behaviour, and are therefore fundamentally unpredictable.

Evaluating the impacts of iteration on PD processes by transforming task network models into System Dynamics models

Iteration is unavoidable in the design process and should be incorporated when planning and managing projects in order to minimize surprises and reduce schedule distortions. However, planning and managing iteration is challenging because the relationships between its causes and effects are complex. Most approaches which use mathematical models to analyze the impact of iteration on the design process focus on a relatively small number of its causes and effects. Therefore, insights derived from these analytical models may not be robust under a broader consideration of potential influencing factors. In this article, we synthesize an explanatory framework which describes the network of causes and effects of iteration identified from the literature, and introduce an analytic approach which combines a task network modeling approach with System Dynamics simulation. Our approach models the network of causes and effects of iteration alongside the process architecture which is required to analyze the impact of iteration on design process performance. We show how this allows managers to assess the impact of changes to process architecture and to management levers which influence iterative behavior, accounting for the fact that these changes can occur simultaneously and can accumulate in non-linear ways. We also discuss how the insights resulting from this analysis can be visualized for easier consumption by project participants not familiar with simulation methods. Copyright © 2010 by ASME.

Mathematical modelling and optimisation of the formulation and manufacture of aggregate food products

In this PhD study, mathematical modelling and optimisation of granola production has been carried out. Granola is an aggregated food product used in breakfast cereals and cereal bars. It is a baked crispy food product typically incorporating oats, other cereals and nuts bound together with a binder, such as honey, water and oil, to form a structured unit aggregate. In this work, the design and operation of two parallel processes to produce aggregate granola products were incorporated: i) a high shear mixing granulation stage (in a designated granulator) followed by drying/toasting in an oven. ii) a continuous fluidised bed followed by drying/toasting in an oven. In addition, the particle breakage of granola during pneumatic conveying produced by both a high shear granulator (HSG) and fluidised bed granulator (FBG) process were examined. Products were pneumatically conveyed in a purpose built conveying rig designed to mimic product conveying and packaging. Three different conveying rig configurations were employed; a straight pipe, a rig consisting two 45° bends and one with 90° bend. It was observed that the least amount of breakage occurred in the straight pipe while the most breakage occurred at 90° bend pipe. Moreover, lower levels of breakage were observed in two 45° bend pipe than the 90° bend vi pipe configuration. In general, increasing the impact angle increases the degree of breakage. Additionally for the granules produced in the HSG, those produced at 300 rpm have the lowest breakage rates while the granules produced at 150 rpm have the highest breakage rates. This effect clearly the importance of shear history (during granule production) on breakage rates during subsequent processing. In terms of the FBG there was no single operating parameter that was deemed to have a significant effect on breakage during subsequent conveying. A population balance model was developed to analyse the particle breakage occurring during pneumatic conveying. The population balance equations that govern this breakage process are solved using discretization. The Markov chain method was used for the solution of PBEs for this process. This study found that increasing the air velocity (by increasing the air pressure to the rig), results in increased breakage among granola aggregates. Furthermore, the analysis carried out in this work provides that a greater degree of breakage of granola aggregates occur in line with an increase in bend angle.

Differential and numerical models of hysteretic systems with stochastic and deterministic inputs

Many deterministic models with hysteresis have been developed in the areas of economics, finance, terrestrial hydrology and biology. These models lack any stochastic element which can often have a strong effect in these areas. In this work stochastically driven closed loop systems with hysteresis type memory are studied. This type of system is presented as a possible stochastic counterpart to deterministic models in the areas of economics, finance, terrestrial hydrology and biology. Some price dynamics models are presented as a motivation for the development of this type of model. Numerical schemes for solving this class of stochastic differential equation are developed in order to examine the prototype models presented. As a means of further testing the developed numerical schemes, numerical examination is made of the behaviour near equilibrium of coupled ordinary differential equations where the time derivative of the Preisach operator is included in one of the equations. A model of two phenotype bacteria is also presented. This model is examined to explore memory effects and related hysteresis effects in the area of biology. The memory effects found in this model are similar to that found in the non-ideal relay. This non-ideal relay type behaviour is used to model a colony of bacteria with multiple switching thresholds. This model contains a Preisach type memory with a variable Preisach weight function. Shown numerically for this multi-threshold model is a pattern formation for the distribution of the phenotypes among the available thresholds.

Serotonin synthesis, release and reuptake in terminals: a mathematical model.

BACKGROUND: Serotonin is a neurotransmitter that has been linked to a wide variety of behaviors including feeding and body-weight regulation, social hierarchies, aggression and suicidality, obsessive compulsive disorder, alcoholism, anxiety, and affective disorders. Full understanding of serotonergic systems in the central nervous system involves genomics, neurochemistry, electrophysiology, and behavior. Though associations have been found between functions at these different levels, in most cases the causal mechanisms are unknown. The scientific issues are daunting but important for human health because of the use of selective serotonin reuptake inhibitors and other pharmacological agents to treat disorders in the serotonergic signaling system. METHODS: We construct a mathematical model of serotonin synthesis, release, and reuptake in a single serotonergic neuron terminal. The model includes the effects of autoreceptors, the transport of tryptophan into the terminal, and the metabolism of serotonin, as well as the dependence of release on the firing rate. The model is based on real physiology determined experimentally and is compared to experimental data. RESULTS: We compare the variations in serotonin and dopamine synthesis due to meals and find that dopamine synthesis is insensitive to the availability of tyrosine but serotonin synthesis is sensitive to the availability of tryptophan. We conduct in silico experiments on the clearance of extracellular serotonin, normally and in the presence of fluoxetine, and compare to experimental data. We study the effects of various polymorphisms in the genes for the serotonin transporter and for tryptophan hydroxylase on synthesis, release, and reuptake. We find that, because of the homeostatic feedback mechanisms of the autoreceptors, the polymorphisms have smaller effects than one expects. We compute the expected steady concentrations of serotonin transporter knockout mice and compare to experimental data. Finally, we study how the properties of the the serotonin transporter and the autoreceptors give rise to the time courses of extracellular serotonin in various projection regions after a dose of fluoxetine. CONCLUSIONS: Serotonergic systems must respond robustly to important biological signals, while at the same time maintaining homeostasis in the face of normal biological fluctuations in inputs, expression levels, and firing rates. This is accomplished through the cooperative effect of many different homeostatic mechanisms including special properties of the serotonin transporters and the serotonin autoreceptors. Many difficult questions remain in order to fully understand how serotonin biochemistry affects serotonin electrophysiology and vice versa, and how both are changed in the presence of selective serotonin reuptake inhibitors. Mathematical models are useful tools for investigating some of these questions.

Optimizing the operation of straight-grate iron-ore pellet induration systems using process models

Mathematical models of straight-grate pellet induration processes have been developed and carefully validated by a number of workers over the past two decades. However, the subsequent exploitation of these models in process optimization is less clear, but obviously requires a sound understanding of how the key factors control the operation. In this article, we show how a thermokinetic model of pellet induration, validated against operating data from one of the Iron Ore Company of Canada (IOCC) lines in Canada, can be exploited in process optimization from the perspective of fuel efficiency, production rate, and product quality. Most existing processes are restricted in the options available for process optimization. Here, we review the role of each of the drying (D), preheating (PH), firing (F), after-firing (AF), and cooling (C) phases of the induration process. We then use the induration process model to evaluate whether the first drying zone is best to use on the up- or down-draft gas-flow stream, and we optimize the on-gas temperature profile in the hood of the PH, F, and AF zones, to reduce the burner fuel by at least 10 pct over the long term. Finally, we consider how efficient and flexible the process could be if some of the structural constraints were removed (i.e., addressed at the design stage). The analysis suggests it should be possible to reduce the burner fuel lead by 35 pct, easily increase production by 5+ pct, and improve pellet quality.

Numerical solutions of certain nonlinear models in European options on a distributed computing environment

Financial modelling in the area of option pricing involves the understanding of the correlations between asset and movements of buy/sell in order to reduce risk in investment. Such activities depend on financial analysis tools being available to the trader with which he can make rapid and systematic evaluation of buy/sell contracts. In turn, analysis tools rely on fast numerical algorithms for the solution of financial mathematical models. There are many different financial activities apart from shares buy/sell activities. The main aim of this chapter is to discuss a distributed algorithm for the numerical solution of a European option. Both linear and non-linear cases are considered. The algorithm is based on the concept of the Laplace transform and its numerical inverse. The scalability of the algorithm is examined. Numerical tests are used to demonstrate the effectiveness of the algorithm for financial analysis. Time dependent functions for volatility and interest rates are also discussed. Applications of the algorithm to non-linear Black-Scholes equation where the volatility and the interest rate are functions of the option value are included. Some qualitative results of the convergence behaviour of the algorithm is examined. This chapter also examines the various computational issues of the Laplace transformation method in terms of distributed computing. The idea of using a two-level temporal mesh in order to achieve distributed computation along the temporal axis is introduced. Finally, the chapter ends with some conclusions.

Applications of statistical models in proportioning medium strength self-compacting concrete

Self-compacting concrete (SCC) is generally designed with a relatively higher content of finer, which includes cement, and dosage of superplasticizer than the conventional concrete. The design of the current SCC leads to high compressive strength, which is already used in special applications, where the high cost of materials can be tolerated. Using SCC, which eliminates the need for vibration, leads to increased speed of casting and thus reduces labour requirement, energy consumption, construction time, and cost of equipment. In order to obtain and gain maximum benefit from SCC it has to be used for wider applications. The cost of materials will be decreased by reducing the cement content and using a minimum amount of admixtures. This paper reviews statistical models obtained from a factorial design which was carried out to determine the influence of four key parameters on filling ability, passing ability, segregation and compressive strength. These parameters are important for the successful development of medium strength self-compacting concrete (MS-SCC). The parameters considered in the study were the contents of cement and pulverised fuel ash (PFA), water-to-powder ratio (W/P), and dosage of superplasticizer (SP). The responses of the derived statistical models are slump flow, fluidity loss, rheological parameters, Orimet time, V-funnel time, L-box, JRing combined to Orimet, JRing combined to cone, fresh segregation, and compressive strength at 7, 28 and 90 days. The models are valid for mixes made with 0.38 to 0.72 W/P ratio, 60 to 216 kg/m3 of cement content, 183 to 317 kg/m3 of PFA and 0 to 1% of SP, by mass of powder. The utility of such models to optimize concrete mixes to achieve good balance between filling ability, passing ability, segregation, compressive strength, and cost is discussed. Examples highlighting the usefulness of the models are presented using isoresponse surfaces to demonstrate single and coupled effects of mix parameters on slump flow, loss of fluidity, flow resistance, segregation, JRing combined to Orimet, and compressive strength at 7 and 28 days. Cost analysis is carried out to show trade-offs between cost of materials and specified consistency levels and compressive strength at 7 and 28 days that can be used to identify economic mixes. The paper establishes the usefulness of the mathematical models as a tool to facilitate the test protocol required to optimise medium strength SCC.

Optimal control and numerical optimization applied to epidemiological models

A relação entre a epidemiologia, a modelação matemática e as ferramentas computacionais permite construir e testar teorias sobre o desenvolvimento e combate de uma doença. Esta tese tem como motivação o estudo de modelos epidemiológicos aplicados a doenças infeciosas numa perspetiva de Controlo Ótimo, dando particular relevância ao Dengue. Sendo uma doença tropical e subtropical transmitida por mosquitos, afecta cerca de 100 milhões de pessoas por ano, e é considerada pela Organização Mundial de Saúde como uma grande preocupação para a saúde pública. Os modelos matemáticos desenvolvidos e testados neste trabalho, baseiam-se em equações diferenciais ordinárias que descrevem a dinâmica subjacente à doença nomeadamente a interação entre humanos e mosquitos. É feito um estudo analítico dos mesmos relativamente aos pontos de equilíbrio, sua estabilidade e número básico de reprodução. A propagação do Dengue pode ser atenuada através de medidas de controlo do vetor transmissor, tais como o uso de inseticidas específicos e campanhas educacionais. Como o desenvolvimento de uma potencial vacina tem sido uma aposta mundial recente, são propostos modelos baseados na simulação de um hipotético processo de vacinação numa população. Tendo por base a teoria de Controlo Ótimo, são analisadas as estratégias ótimas para o uso destes controlos e respetivas repercussões na redução/erradicação da doença aquando de um surto na população, considerando uma abordagem bioeconómica. Os problemas formulados são resolvidos numericamente usando métodos diretos e indiretos. Os primeiros discretizam o problema reformulando-o num problema de optimização não linear. Os métodos indiretos usam o Princípio do Máximo de Pontryagin como condição necessária para encontrar a curva ótima para o respetivo controlo. Nestas duas estratégias utilizam-se vários pacotes de software numérico. Ao longo deste trabalho, houve sempre um compromisso entre o realismo dos modelos epidemiológicos e a sua tratabilidade em termos matemáticos.

Design of neuro-fuzzy models by evolutionary and gradient-based algorithms

All systems found in nature exhibit, with different degrees, a nonlinear behavior. To emulate this behavior, classical systems identification techniques use, typically, linear models, for mathematical simplicity. Models inspired by biological principles (artificial neural networks) and linguistically motivated (fuzzy systems), due to their universal approximation property, are becoming alternatives to classical mathematical models. In systems identification, the design of this type of models is an iterative process, requiring, among other steps, the need to identify the model structure, as well as the estimation of the model parameters. This thesis addresses the applicability of gradient-basis algorithms for the parameter estimation phase, and the use of evolutionary algorithms for model structure selection, for the design of neuro-fuzzy systems, i.e., models that offer the transparency property found in fuzzy systems, but use, for their design, algorithms introduced in the context of neural networks. A new methodology, based on the minimization of the integral of the error, and exploiting the parameter separability property typically found in neuro-fuzzy systems, is proposed for parameter estimation. A recent evolutionary technique (bacterial algorithms), based on the natural phenomenon of microbial evolution, is combined with genetic programming, and the resulting algorithm, bacterial programming, advocated for structure determination. Different versions of this evolutionary technique are combined with gradient-based algorithms, solving problems found in fuzzy and neuro-fuzzy design, namely incorporation of a-priori knowledge, gradient algorithms initialization and model complexity reduction.

Mathematical modelling of supercritical CO2 extraction of volatile oils from aromatic plants

The modelling of the experimental data of the extraction of the volatile oil from six aromatic plants (coriander, fennel, savoury, winter savoury, cotton lavender and thyme) was performed using five mathematical models, based on differential mass balances. In all cases the extraction was internal diffusion controlled and the internal mass transfer coefficienty (k(s)) have been found to change with pressure, temperature and particle size. For fennel, savoury and cotton lavender, the external mass transfer and the equilibrium phase also influenced the second extraction period, since k(s) changed with the tested flow rates. In general, the axial dispersion coefficient could be neglected for the conditions studied, since Peclet numbers were high. On the other hand, the solute-matrix interaction had to be considered in order to ensure a satisfactory description of the experimental data.

Estratégias de investimento em mercados liberalizados de energia elétrica

Dissertação para obtenção do grau de Mestre em Engenharia Electrotécnica Ramo Energia

Mathematical model for HIV dynamics in HIV-specific helper cells

In this paper we study a delay mathematical model for the dynamics of HIV in HIV-specific CD4 + T helper cells. We modify the model presented by Roy and Wodarz in 2012, where the HIV dynamics is studied, considering a single CD4 + T cell population. Non-specific helper cells are included as alternative target cell population, to account for macrophages and dendritic cells. In this paper, we include two types of delay: (1) a latent period between the time target cells are contacted by the virus particles and the time the virions enter the cells and; (2) virus production period for new virions to be produced within and released from the infected cells. We compute the reproduction number of the model, R0, and the local stability of the disease free equilibrium and of the endemic equilibrium. We find that for values of R0<1, the model approaches asymptotically the disease free equilibrium. For values of R0>1, the model approximates asymptotically the endemic equilibrium. We observe numerically the phenomenon of backward bifurcation for values of R0⪅1. This statement will be proved in future work. We also vary the values of the latent period and the production period of infected cells and free virus. We conclude that increasing these values translates in a decrease of the reproduction number. Thus, a good strategy to control the HIV virus should focus on drugs to prolong the latent period and/or slow down the virus production. These results suggest that the model is mathematically and epidemiologically well-posed.