Modeling spontaneous three-dimensional polymerization

For human beings, the origin of life has always been an interesting and mysterious matter, particularly how life arose from inorganic matter through natural processes. Polymerization is always involved in such processes. In this paper we built what we refer to as ideal and physical models to simulate spontaneous polymerization based on certain physical principles. As the modeling confirms, without taking external energy, small and simple inorganic molecules formed bigger and more complicated molecules, which are necessary ingredients of all living organisms. In our simulations, we utilized actual ranges of parameters according to their experimentally observed values. The results from the simulations led to a good agreement with the nature of polymerization. After sorting out through all the models that were built, we arrived at a final model that, it is hoped, can be used to simply and efficiently describe spontaneous polymerization using only three parameters: the dipole moment, the distance between molecules, and the temperature.

Modélisation du carnet d'ordres limites et prévision de séries temporelles

Le contenu de cette thèse est divisé de la façon suivante. Après un premier chapitre d’introduction, le Chapitre 2 est consacré à introduire aussi simplement que possible certaines des théories qui seront utilisées dans les deux premiers articles. Dans un premier temps, nous discuterons des points importants pour la construction de l’intégrale stochastique par rapport aux semimartingales avec paramètre spatial. Ensuite, nous décrirons les principaux résultats de la théorie de l’évaluation en monde neutre au risque et, finalement, nous donnerons une brève description d’une méthode d’optimisation connue sous le nom de dualité. Les Chapitres 3 et 4 traitent de la modélisation de l’illiquidité et font l’objet de deux articles. Le premier propose un modèle en temps continu pour la structure et le comportement du carnet d’ordres limites. Le comportement du portefeuille d’un investisseur utilisant des ordres de marché est déduit et des conditions permettant d’éliminer les possibilités d’arbitrages sont données. Grâce à la formule d’Itô généralisée il est aussi possible d’écrire la valeur du portefeuille comme une équation différentielle stochastique. Un exemple complet de modèle de marché est présenté de même qu’une méthode de calibrage. Dans le deuxième article, écrit en collaboration avec Bruno Rémillard, nous proposons un modèle similaire mais cette fois-ci en temps discret. La question de tarification des produits dérivés est étudiée et des solutions pour le prix des options européennes de vente et d’achat sont données sous forme explicite. Des conditions spécifiques à ce modèle qui permettent d’éliminer l’arbitrage sont aussi données. Grâce à la méthode duale, nous montrons qu’il est aussi possible d’écrire le prix des options européennes comme un problème d’optimisation d’une espérance sur en ensemble de mesures de probabilité. Le Chapitre 5 contient le troisième article de la thèse et porte sur un sujet différent. Dans cet article, aussi écrit en collaboration avec Bruno Rémillard, nous proposons une méthode de prévision des séries temporelles basée sur les copules multivariées. Afin de mieux comprendre le gain en performance que donne cette méthode, nous étudions à l’aide d’expériences numériques l’effet de la force et la structure de dépendance sur les prévisions. Puisque les copules permettent d’isoler la structure de dépendance et les distributions marginales, nous étudions l’impact de différentes distributions marginales sur la performance des prévisions. Finalement, nous étudions aussi l’effet des erreurs d’estimation sur la performance des prévisions. Dans tous les cas, nous comparons la performance des prévisions en utilisant des prévisions provenant d’une série bivariée et d’une série univariée, ce qui permet d’illustrer l’avantage de cette méthode. Dans un intérêt plus pratique, nous présentons une application complète sur des données financières.

A importância da matemática e da modelação matemática no mestrado integrado em ciências farmacêuticas

A Matemática e as Ciências Farmacêuticas encontram-se relacionadas desde há muito, no entanto, foi a partir do séc. XVII, período de notável agitação cultural e científico que os métodos experimentais foram sustentados com cálculos matemáticos. Esta ciência e as técnicas de modelagem matemática tornaram-se numa ferramenta amplamente utilizada, de tal modo, que nos dias de hoje são consideradas como fundamentais na generalidade das profissões e em especial nas Ciências Farmacêuticas. Contudo, para muitos ainda não é vista como fundamental e essencial para a formação de futuros farmacêuticos. Deste modo, pretende-se demonstrar como a Matemática e as técnicas de modelagem se tornaram ao longo dos anos nesta poderosa ferramenta. Quer pelos instrumentos, quer pelas competências que nos proporcionam. Pretende-se também, com recurso aos conteúdos programáticos desta unidade curricular, avaliar se os conhecimentos, sistemas de avaliação e distribuição da carga horária são efetuados de forma homogénea pelas diferentes instituições portuguesas, públicas ou privadas que lecionam o Mestrado Integrado em Ciências Farmacêuticas. Verificou-se que a Matemática é uma ciência plena de capacidades e recursos e que estabelece uma relação interdisciplinar com as Ciências Farmacêuticas. Quer pela componente utilitária, quer pela componente formativa que proporciona. A análise dos conteúdos programáticos demonstra que apesar de serem transversais, as Universidades que não lecionam Sistemas de Equações Lineares e Equações diferenciais deveriam faze-lo e também realizarem um melhor controlo da carga horária por temática.

Modelando matematicamente questões ambientais relacionadas com a água a propósito do ensino-aprendizagem de funções na 1ª série do ensino médio

Este trabalho apresenta uma forma possível de se conceber e materializar a Modelagem Matemática como método de ensino-aprendizagem em cursos regulares. Tal perspectiva de Modelagem foi organizada após considerações feitas sobre os obstáculos já apontados por aqueles que nos antecederam na área. Para observar como a professora e os alunos se envolvem em atividades de Modelagem e discutir, à luz de todo o conhecimento já produzido por pesquisas anteriores, os efeitos desse envolvimento para a prática docente no referido método, para a formação geral do educando bem como para o processo de ensino-aprendizagem da Matemática, a proposta de Modelagem foi aplicada em uma turma de primeira série do ensino Médio e avaliada quanto à produção de aprendizagens significativas de funções polinomiais do 10 e 20 graus, função exponencial e logaritmos, com enfoques de ferramentas para a compreensão de questões ambientais relacionadas com a água. Os resultados obtidos apontam que o ensino por Modelagem pode levar o aluno a tomar-se co-participe de seu processo de ensino-aprendizagem e, por conseqüência, ter sua aprendizagem signifIcativa facilitada. Por outro lado, para o professor, entre o reconhecimento das vantagens quanto à utilização da Modelagem para o ensino e a sua aplicação, existe um caminho permeado de estudo e de pesquisa, que, para ser trilhado precisa de disposição e audácia para vencer os obstáculos que se afigurem.

Matemática e Cartografia: como a cartografia pode contribuir no processo de ensino-aprendizagem da matemática?

O Ensino da Matemática vem sofrendo transformações, ao longo dos últimos anos, com o intuito de tornar-se mais prazeroso e menos desgastante para o aluno, contribuindo dessa forma para a melhoria do seu aprendizado. A busca do aperfeiçoamento do ensino da Matemática, através de metodologias, alternativas é a tônica no momento. A modelagem matemática representa uma dessas metodologias. Utilizando seus preceitos e orientações, o presente trabalho objetiva associar a cartografia como modelo matemático, as ferramentas contemporâneas que alicerçam o processo de ensino-aprendizagem da Matemática. A cartografia, entendida como um conjunto de tecnologias de interpretação e de representação gráfica da superfície terrestre, cujos fundamentos são essencialmente matemáticos, tem-se constituído uma grande ferramenta de representação de dados e informações da superfície por diversos profissionais. Neste trabalho, advoga-se a favor da sua aplicação através da modelagem matemática para o processo de fortalecimento do ensino-aprendizagem da Matemática.

Cogeração em uma indústria automobilística

The search for energy efficiency improvement is a common concern in many companies. Cogeneration is a well known technique but not so spread in Brazil, despite its potential for energy costs reduction through heat recovery from prime movers. In this work, a preliminary technical and economic study is carried out for a cogeneration plant application in an automotive industry of São Paulo. Though mathematics modeling, three 2435 kW internal combustion engines are selected. When compared to the current status (no cogeneration), annual savings of about 2,2 MR$ are obtained, resulting a almost 3 years payback

MODELING SCIENTIFIC AGENTS FOR A BETTER SCIENCE

Science is a fundamental human activity and we trust its results because it has several error-correcting mechanisms. It is subject to experimental tests that are replicated by independent parts. Given the huge amount of information available and the information asymetry between producers and users of knowledge, scientists have to rely on the reports of others. This makes it possible for social effects to influence the scientific community. Here, an Opinion Dynamics agent model is proposed to describe this situation. The influence of Nature through experiments is described as an external field that acts on the experimental agents. We will see that the retirement of old scientists can be fundamental in the acceptance of a new theory. We will also investigate the interplay between social influence and observations. This will allow us to gain insight in the problem of when social effects can have negligible effects in the conclusions of a scientific community and when we should worry about them.

Hybrid modeling of convective laminar flow in a permeable tube associated with the cross-flow process

The confined flows in tubes with permeable surfaces arc associated to tangential filtration processes (microfiltration or ultrafiltration). The complexity of the phenomena do not allow for the development of exact analytical solutions, however, approximate solutions are of great interest for the calculation of the transmembrane outflow and estimate of the concentration, polarization phenomenon. In the present work, the generalized integral transform technique (GITT) was employed in solving the laminar and permanent flow in permeable tubes of Newtonian and incompressible fluid. The mathematical formulation employed the parabolic differential equation of chemical species conservation (convective-diffusive equation). The velocity profiles for the entrance region flow, which are found in the connective terms of the equation, were assessed by solutions obtained from literature. The velocity at the permeable wall was considered uniform, with the concentration at the tube wall regarded as variable with an axial position. A computational methodology using global error control was applied to determine the concentration in the wall and concentration boundary layer thickness. The results obtained for the local transmembrane flux and the concentration boundary layer thickness were compared against others in literature. (C) 2007 Elsevier B.V. All rights reserved.

Wavelet-Galerkin method for one-dimensional elastoplasticity and damage problems: Constitutive modeling and computational aspects

This work presents an analysis of the wavelet-Galerkin method for one-dimensional elastoplastic-damage problems. Time-stepping algorithm for non-linear dynamics is presented. Numerical treatment of the constitutive models is developed by the use of return-mapping algorithm. For spacial discretization we can use wavelet-Galerkin method instead of standard finite element method. This approach allows to locate singularities. The discrete formulation developed can be applied to the simulation of one-dimensional problems for elastic-plastic-damage models. (C) 2007 Elsevier Inc. All rights reserved.

Modeling and measuring double-frequency jitter in one-way master-slave networks

The double-frequency jitter is one of the main problems in clock distribution networks. In previous works, sonic analytical and numerical aspects of this phenomenon were studied and results were obtained for one-way master-slave (OWMS) architectures. Here, an experimental apparatus is implemented, allowing to measure the power of the double-frequency signal and to confirm the theoretical conjectures. (C) 2008 Elsevier B.V. All rights reserved.

Finite element modeling of fluid-rock interaction problems in pore-fluid saturated hydrothermal/sedimentary basins

In order to use the finite element method for solving fluid-rock interaction problems in pore-fluid saturated hydrothermal/sedimentary basins effectively and efficiently, we have presented, in this paper, the new concept and numerical algorithms to deal with the fundamental issues associated with the fluid-rock interaction problems. These fundamental issues are often overlooked by some purely numerical modelers. (1) Since the fluid-rock interaction problem involves heterogeneous chemical reactions between reactive aqueous chemical species in the pore-fluid and solid minerals in the rock masses, it is necessary to develop the new concept of the generalized concentration of a solid mineral, so that two types of reactive mass transport equations, namely, the conventional mass transport equation for the aqueous chemical species in the pore-fluid and the degenerated mass transport equation for the solid minerals in the rock mass, can be solved simultaneously in computation. (2) Since the reaction area between the pore-fluid and mineral surfaces is basically a function of the generalized concentration of the solid mineral, there is a definite need to appropriately consider the dependence of the dissolution rate of a dissolving mineral on its generalized concentration in the numerical analysis. (3) Considering the direct consequence of the porosity evolution with time in the transient analysis of fluid-rock interaction problems; we have proposed the term splitting algorithm and the concept of the equivalent source/sink terms in mass transport equations so that the problem of variable mesh Peclet number and Courant number has been successfully converted into the problem of constant mesh Peclet and Courant numbers. The numerical results from an application example have demonstrated the usefulness of the proposed concepts and the robustness of the proposed numerical algorithms in dealing with fluid-rock interaction problems in pore-fluid saturated hydrothermal/sedimentary basins. (C) 2001 Elsevier Science B.V. All rights reserved.

A Dynamical Modeling to Study the Adaptive Immune System and the Influence of Antibodies in the Immune Memory

Immunological systems have been an abundant inspiration to contemporary computer scientists. Problem solving strategies, stemming from known immune system phenomena, have been successfully applied to chall enging problems of modem computing. Simulation systems and mathematical modeling are also beginning use to answer more complex immunological questions as immune memory process and duration of vaccines, where the regulation mechanisms are not still known sufficiently (Lundegaard, Lund, Kesmir, Brunak, Nielsen, 2007). In this article we studied in machina a approach to simulate the process of antigenic mutation and its implications for the process of memory. Our results have suggested that the durability of the immune memory is affected by the process of antigenic mutation.and by populations of soluble antibodies in the blood. The results also strongly suggest that the decrease of the production of antibodies favors the global maintenance of immune memory.

Making sense of AMPA receptor trafficking by modeling molecular mechanisms of synaptic plasticity.

Synaptic plasticity involves a complex molecular machinery with various protein interactions but it is not yet clear how its components give rise to the different aspects of synaptic plasticity. Here we ask whether it is possible to mathematically model synaptic plasticity by making use of known substances only. We present a model of a multistable biochemical reaction system and use it to simulate the plasticity of synaptic transmission in long-term potentiation (LTP) or long-term depression (LTD) after repeated excitation of the synapse. According to our model, we can distinguish between two phases: first, a "viscosity" phase after the first excitation, the effects of which like the activation of NMDA receptors and CaMKII fade out in the absence of further excitations. Second, a "plasticity" phase actuated by an identical subsequent excitation that follows after a short time interval and causes the temporarily altered concentrations of AMPA subunits in the postsynaptic membrane to be stabilized. We show that positive feedback is the crucial element in the core chemical reaction, i.e. the activation of the short-tail AMPA subunit by NEM-sensitive factor, which allows generating multiple stable equilibria. Three stable equilibria are related to LTP, LTD and a third unfixed state called ACTIVE. Our mathematical approach shows that modeling synaptic multistability is possible by making use of known substances like NMDA and AMPA receptors, NEM-sensitive factor, glutamate, CaMKII and brain-derived neurotrophic factor. Furthermore, we could show that the heteromeric combination of short- and long-tail AMPA receptor subunits fulfills the function of a memory tag.