Regulation of early steps of GPVI signal transduction by phosphatases: a systems biology approach

We present a data-driven mathematical model of a key initiating step in platelet activation, a central process in the prevention of bleeding following Injury. In vascular disease, this process is activated inappropriately and causes thrombosis, heart attacks and stroke. The collagen receptor GPVI is the primary trigger for platelet activation at sites of injury. Understanding the complex molecular mechanisms initiated by this receptor is important for development of more effective antithrombotic medicines. In this work we developed a series of nonlinear ordinary differential equation models that are direct representations of biological hypotheses surrounding the initial steps in GPVI-stimulated signal transduction. At each stage model simulations were compared to our own quantitative, high-temporal experimental data that guides further experimental design, data collection and model refinement. Much is known about the linear forward reactions within platelet signalling pathways but knowledge of the roles of putative reverse reactions are poorly understood. An initial model, that includes a simple constitutively active phosphatase, was unable to explain experimental data. Model revisions, incorporating a complex pathway of interactions (and specifically the phosphatase TULA-2), provided a good description of the experimental data both based on observations of phosphorylation in samples from one donor and in those of a wider population. Our model was used to investigate the levels of proteins involved in regulating the pathway and the effect of low GPVI levels that have been associated with disease. Results indicate a clear separation in healthy and GPVI deficient states in respect of the signalling cascade dynamics associated with Syk tyrosine phosphorylation and activation. Our approach reveals the central importance of this negative feedback pathway that results in the temporal regulation of a specific class of protein tyrosine phosphatases in controlling the rate, and therefore extent, of GPVI-stimulated platelet activation.

A fast and robust statistical test based on likelihood ratio with Bartlett correction to identify Granger causality between gene sets

We propose a likelihood ratio test ( LRT) with Bartlett correction in order to identify Granger causality between sets of time series gene expression data. The performance of the proposed test is compared to a previously published bootstrapbased approach. LRT is shown to be significantly faster and statistically powerful even within non- Normal distributions. An R package named gGranger containing an implementation for both Granger causality identification tests is also provided.

Pair trading in Bovespa with a quantitative approach: cointegration, Ornstein-Uhlenbeck equation and Kelly criterion.

Pair trading is an old and well-known technique among traders. In this paper, we discuss an important element not commonly debated in Brazil: the cointegration between pairs, which would guarantee the spread stability. We run the Dickey-Fuller test to check cointegration, and then compare the results with non-cointegrated pairs. We found that the Sharpe ratio of cointegrated pairs is greater than the non-cointegrated. We also use the Ornstein-Uhlenbeck equation in order to calculate the half-life of the pairs. Again, this improves their performance. Last, we use the leverage suggested by Kelly Formula, once again improving the results.

Solutions of the Fokker-Planck equation for a Morse isospectral potential

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Inverse scattering approach for massive Thirring models with integrable type-II defects

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

A RIEMANN INTEGRAL APPROACH TO FEYNMANS PATH-INTEGRAL

It is a well known result that the Feynman's path integral (FPI) approach to quantum mechanics is equivalent to Schrodinger's equation when we use as integration measure the Wiener-Lebesgue measure. This results in little practical applicability due to the great algebraic complexibity involved, and the fact is that almost all applications of (FPI) - ''practical calculations'' - are done using a Riemann measure. In this paper we present an expansion to all orders in time of FPI in a quest for a representation of the latter solely in terms of differentiable trajetories and Riemann measure. We show that this expansion agrees with a similar expansion obtained from Schrodinger's equation only up to first order in a Riemann integral context, although by chance both expansions referred to above agree for the free. particle and harmonic oscillator cases. Our results permit, from the mathematical point of view, to estimate the many errors done in ''practical'' calculations of the FPI appearing in the literature and, from the physical point of view, our results supports the stochastic approach to the problem.

DIRAC CONFINEMENT BY A VARIATIONAL APPROACH

An analytical approximate method for the Dirac equation with confining power law scalar plus vector potentials, applicable to the problem of the relativistic quark confinement, is presented. The method consists in an improved version of a saddle-point variational approach and it is applied to the fundamental state of massless single quarks for some especial cases of physical interest. Our treatment emphasizes aspects such as the quantum-mechanical relativistic Virial theorem, the saddle-point character of the critical point of the expectation value of the total energy, as well as the Klein paradox and the behaviour of the saddle-point variational energies and wave functions.

Numerical simulation of viscous three-dimensional flow over aerospace vehicles using Euler/boundary-layer zonal approach

This paper presents a viscous three-dimensional simulations coupling Euler and boundary layer codes for calculating flows over arbitrary surfaces. The governing equations are written in a general non orthogonal coordinate system. The Levy-Lees transformation generalized to three-dimensional flows is utilized. The inviscid properties are obtained from the Euler equations using the Beam and Warming implicit approximate factorization scheme. The resulting equations are discretized and approximated by a two-point fmitedifference numerical scheme. The code developed is validated and applied to the simulation of the flowfield over aerospace vehicle configurations. The results present good correlation with the available data.

Two-body Dirac equation approach to the deuteron

The two-body Dirac(Breit) equation with potentials associated to one-boson-exchanges with cutoff masses is solved for the deuteron and its observables calculated. The 16-component wave-function for the Jπ = 1+ state contains four independent radial functions which satisfy a system of four coupled differential equations of first order. This system is numerically integrated, from infinity towards the origin, by fixing the value of the deuteron binding energy and imposing appropriate boundary conditions at infinity. For the exchange potential of the pion, a mixture of direct plus derivative couplings to the nucleon is considered. We varied the pion-nucleon coupling constant, and the best results of our calculations agree with the lower values recently determined for this constant.

Improved numerical approach for the time-independent Gross-Pitaevskii nonlinear Schrödinger equation

In the present work, we improve a numerical method, developed to solve the Gross-Pitaevkii nonlinear Schrödinger equation. A particular scaling is used in the equation, which permits us to evaluate the wave-function normalization after the numerical solution. We have a two-point boundary value problem, where the second point is taken at infinity. The differential equation is solved using the shooting method and Runge-Kutta integration method, requiring that the asymptotic constants, for the function and its derivative, be equal for large distances. In order to obtain fast convergence, the secant method is used. © 1999 The American Physical Society.

On the integrable perturbations of the Camassa-Holm equation

We present an investigation of the nonlinear partial differential equations (PDE) which are asymptotically representable as a linear combination of the equations from the Camassa-Holm hierarchy. For this purpose we use the infinitesimal transformations of dependent and independent variables of the original PDE. This approach is helpful for the analysis of the systems of the PDE which can be asymptotically represented as the evolution equations of polynomial structure. © 2000 American Institute of Physics.

Galilean covariance and the Duffin-Kemmer-Petiau equation

We use a five-dimensional approach to Galilean covariance to investigate the non-relativistic Duffin-Kemmer-Petiau first-order wave equations for spinless particles. The corresponding representation is generated by five 6 × 6 matrices. We consider the harmonic oscillator as an example.

Numerical study of the coupled time-dependent Gross-Pitaevskii equation: Application to Bose-Einstein condensation

The Bose-Einstein condensate of several types of trapped bosons at ultralow temperature was described using the coupled time dependent Gross-Pitaevskii equation. Both the stationary and time evolution problems were analyzed using this approach. The ground state stationary wave functions were found to be sharply peaked near the origin for attractive interatomic interaction for larger nonlinearity while for a repulsive interatomic interaction the wave function extends over a larger region of space.

Fractal approach to ac impedance spectroscopy studies of ceramic materials

A novel fractal model for grain boundary regions of ceramic materials was developed. The model considers laterally inhomogeneous distribution of charge carriers in the vicinity of grain boundaries as the main cause of the non-Debye behaviour and distribution of relaxation times in ceramic materials. Considering the equivalent circuit the impedance of the grain boundary region was expressed. It was shown that the impedance of the grain boundary region has the form of the Davidson-Cole equation. The fractal dimension of the inhomogeneous distribution of charge carriers in the region close to the grain boundaries could be calculated based on the relation ds = 1 + β, where β is the constant from the Davidson-Cole equation.