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Menzies, Nicolas Alan. "Mathematical Modeling to Evaluate Disease Control Policy." Thesis, Harvard University, 2014. http://dissertations.umi.com/gsas.harvard:11356.
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In this dissertation I assessed three distinct policy questions: the implications of introducing a new tuberculosis diagnostic in southern Africa, the potential value of research related to HIV treatment policy in South Africa, and the causal effect of state cigarette taxes imposed between 1996 and 2013 on health outcomes in the United States.
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Fatouros, Dimitrios Michael. "Mathematical modelling for international tax planning." Thesis, Imperial College London, 1998. http://hdl.handle.net/10044/1/7954.
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Shockley, Jordan Murphy. "WHOLE FARM MODELING OF PRECISION AGRICULTURE TECHNOLOGIES." UKnowledge, 2010. http://uknowledge.uky.edu/gradschool_diss/105.
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This dissertation investigated farm management concerns faced by grain producers due to the acquisition of various precision agriculture technologies. The technologies evaluated in the three manuscripts included 1) auto-steer navigation, 2) automatic section control, and 3) autonomous machinery. Each manuscript utilized a multifaceted economic model in a whole-farm decision-making framework to determine the impact of precision agriculture technology on machinery management, production management, and risk management. This approach allowed for a thorough investigation into various precision agriculture technologies which helped address the relative dearth of economic studies of precision agriculture and farm management. Moreover, the research conducted on the above technologies provided a wide array of economic insight and information for researchers and developers to aid in the advancement of precision agriculture technologies. Such information included the risk management potential of auto-steer navigation and automatic section control, and the impact the technologies had on optimal production strategies. This dissertation was also able to provided information to guide engineers in the development of autonomous machinery by identifying critical characteristics and isolating the most influential operating machine. The inferences from this dissertation intend to be employed in an extension setting with the purpose of educating grain producers on the impacts of implementing such technologies.
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Blix, Magnus. "Essays in mathematical finance : modeling the futures price." Doctoral thesis, Handelshögskolan i Stockholm, Finansiell Ekonomi (FI), 2004. http://urn.kb.se/resolve?urn=urn:nbn:se:hhs:diva-534.
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This thesis consists of four papers dealing with the futures price process. In the first paper, we propose a two-factor futures volatility model designed for the US natural gas market, but applicable to any futures market where volatility decreases with maturity and varies with the seasons. A closed form analytical expression for European call options is derived within the model and used to calibrate the model to implied market volatilities. The result is used to price swaptions and calendar spread options on the futures curve. In the second paper, a financial market is specified where the underlying asset is driven by a d-dimensional Wiener process and an M dimensional Markov process. On this market, we provide necessary and, in the time homogenous case, sufficient conditions for the futures price to possess a semi-affine term structure. Next, the case when the Markov process is unobservable is considered. We show that the pricing problem in this setting can be viewed as a filtering problem, and we present explicit solutions for futures. Finally, we present explicit solutions for options on futures both in the observable and unobservable case. The third paper is an empirical study of the SABR model, one of the latest contributions to the field of stochastic volatility models. By Monte Carlo simulation we test the accuracy of the approximation the model relies on, and we investigate the stability of the parameters involved. Further, the model is calibrated to market implied volatility, and its dynamic performance is tested. In the fourth paper, co-authored with Tomas Björk and Camilla Landén, we consider HJM type models for the term structure of futures prices, where the volatility is allowed to be an arbitrary smooth functional of the present futures price curve. Using a Lie algebraic approach we investigate when the infinite dimensional futures price process can be realized by a finite dimensional Markovian state space model, and we give general necessary and sufficient conditions, in terms of the volatility structure, for the existence of a finite dimensional realization. We study a number of concrete applications including the model developed in the first paper of this thesis. In particular, we provide necessary and sufficient conditions for when the induced spot price is a Markov process. We prove that the only HJM type futures price models with spot price dependent volatility structures, generically possessing a spot price realization, are the affine ones. These models are thus the only generic spot price models from a futures price term structure point of view.Diss. Stockholm : Handelshögskolan, 2004
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Chow, Fung-kiu, and 鄒鳳嬌. "Modeling the minority-seeking behavior in complex adaptive systems." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2003. http://hub.hku.hk/bib/B29367487.
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Catney, Denise Catherine. "Mathematical modelling of abbatoir condemnation data." Thesis, Queen's University Belfast, 1997. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.388044.
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Melegaro, Alessia. "Epidemiology, mathematical modelling and economics of Streptococcus pneumoniae : assessing the potential impact of vaccination." Thesis, University of Warwick, 2005. http://wrap.warwick.ac.uk/61760/.
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This thesis explores aspects of Streptococcus pneumoniae (pneumococcus) epidemiology and control, in view of the possible widespread introduction of conjugate vaccines in England and Wales. A review and analysis of a range of different epidemiological data sources showed that the burden of pneumococcal disease in England and Wales is high and remains mostly a condition of the very young and the elderly. A meta-analysis demonstrated the effectiveness of the polysaccharide vaccine against invasive pneumococcal disease among healthy elderly, to whom vaccination was not recommended at the start of this work. Using this result, a costeffectiveness analysis assessed the economic acceptability of such a programme, from the public health perspective. A better understanding of pneumococcal carriage and transmission is required to assess the effectiveness and cost-effectiveness of mass vaccination strategies with the pneumococcal conjugate vaccine. A novel model framework was developed and fitted to a longitudinal dataset of carriage in UK families. The results demonstrated an inverse relationship between duration of carriage and age and highlighted the importance of both family size and composition for persistence in a household. Great dissimilarities were estimated among the specific serotypes in terms of transmissibility, duration of carriage and level of competition. Realistic age structured dynamic models were developed and used to investigate the impact of a range of vaccine strategies. The importance of serotype replacement, as a consequence of vaccination, was demonstrated. The economic acceptability of alternative interventions with the conjugate vaccine depended on the magnitude of its indirect effects. Herd immunity had a considerable impact on the overall cost-effectiveness of the programmes since it may substantially reduce the burden of disease in older age groups. However, serotype replacement may counterbalance this reduction and lead to a non cost-effective result.
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Tucker, Joseph James. "A Three Sector, Integrated Approach To Economic Growth Modeling: Production, Human Capital, and Health Education." University of Akron / OhioLINK, 2008. http://rave.ohiolink.edu/etdc/view?acc_num=akron1216491725.
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Pitcher, Ashley Brooke. "Mathematical modelling and optimal control of constrained systems." Thesis, University of Oxford, 2009. http://ora.ox.ac.uk/objects/uuid:044a26ab-99dc-4b34-b4a3-04e5c0d61ba0.
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This thesis is concerned with mathematical modelling and optimal control of constrained systems. Each of the systems under consideration is a system that can be controlled by one of the variables, and this control is subject to constraints. First, we consider middle-distance running where a runner's horizontal propulsive force is the control which is constrained to be within a given range. Middle-distance running is typically a strategy-intensive race as slipstreaming effects come into play since speeds are still relatively fast and runners can leave their starting lane. We formulate a two-runner coupled model and determine optimal strategies using optimal control theory. Second, we consider two applications of control systems with delay related to R&D expenditure. The first of these applications relates to the defence industry. The second relates to the pharmaceutical industry. Both applications are characterised by a long delay between initial investment in R&D and seeing the benefits of R&D realised. We formulate models tailored to each application and use optimal control theory to determine the optimal proportion of available funds to invest in R&D over a given time horizon. Third, we consider a mathematical model of urban burglary based on the Short model. We make some modifications to this model including the addition of deterrence due to police officer presence. Police officer density is the control variable, which is constrained due to a finite number of police officers. We look at different control strategies for the police and their effect on burglary hot-spot formation.
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Lindgren, Jonathan. "Modeling credit risk for an SME loan portfolio: An Error Correction Model approach." Thesis, Umeå universitet, Institutionen för matematik och matematisk statistik, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-136176.
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Sedan den globala finanskrisen 2008 har flera stora regelverk införts för att säkerställa att banker hanterar risker på sunt sätt. Bland dessa regelverk är Basel II som infört kapitalkrav för kreditrisk som baseras på Sannolikhet för Fallissemang och Förlust Givet Fallissemang. Basel II Advanced Internal-Based Approach ger banker möjligheten att skatta dessa riskmått för enskilda portföljer och göra interna kreditriskvärderingar. I överensstämmelse med Advanced Internal-Based-rating undersöker denna uppsats användningen av en Error Correction Model för modellering av Sannolikhet för Fallissemang. En modell som visat sin styrka inom stresstestning. Vidare implementeras en funktion för Förlust Givet Fallissemang som binder samman Sannolikhet för Fallissemang och Förlust Givet Fallissemang med systematisk risk. Error Correction Modellen modellerar Sannolikhet för Fallissemang av en SME-portfölj från en av de "fyra stora" bankerna i Sverige. Modellen utvärderas och stresstestas med Europeiska Bankmyndighetens stresstestscenario 2016 och analyseras, med lovande resultat.Since the global financial crisis of 2008, several big regulations have been implemented to assure that banks follow sound risk management. Among these are the Basel II Accords that implement capital requirements for credit risk. The core measures of credit risk evaluation are the Probability of Default and Loss Given Default. The Basel II Advanced Internal-Based-Rating Approach allows banks to model these measures for individual portfolios and make their own evaluations. This thesis, in compliance with the Advanced Internal-Based-rating approach, evaluates the use of an Error Correction Model when modeling the Probability of Default. A model proven to be strong in stress testing. Furthermore, a Loss Given Default function is implemented that ties Probability of Default and Loss Given Default to systematic risk. The Error Correction Model is implemented on an SME portfolio from one of the "big four" banks in Sweden. The model is evaluated and stress tested with the European Banking Authority's 2016 stress test scenario and analyzed, with promising results.
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Johnson, Joseph Davis. "Modeling Monitoring of An Industry In A Game-Theorectic Framework with Imperfect Information." University of Akron / OhioLINK, 2015. http://rave.ohiolink.edu/etdc/view?acc_num=akron1431097174.
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Steeneck, Daniel Waymouth. "Strategic Planning for the Reverse Supply Chain: Optimal End-of-Life Option, Product Design, and Pricing." Diss., Virginia Tech, 2014. http://hdl.handle.net/10919/51208.
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A company's decisions on how to manage its reverse supply chain (RSC) are important for both economic and environmental reasons. From a strategic standpoint, the key decision a manufacturer makes is whether or not to collect products at their end-of-life (EOL) (i.e., when their useful lives are over), and if so, how to recover value from the recovered products. We call this decision as the EOL option of a product, and it determines how the RSC is designed and managed overall. Many EOL options exist for a product such as resale, refurbishment, remanufacturing and part salvage. However, many factors influence the optimal EOL option. These factors include the product's: (i) characteristics, (ii) design, and (iii) pricing. A product's characteristics are its properties that impact the various costs incurred during its production, residual part values, and customer demand. In this work, the product design is viewed as the choice of quality for each of its parts. A part's quality-level determines, among other things, its cost, salvage value, and the likelihood of obtaining it in good condition from a disassembled used product. Finally, the manufacturer must determine how to price its new and used products. This decision depends on many considerations such as whether new and used products compete and whether competition exists from other manufacturers. The choice of appropriate EOL options for products constitutes a foundation of RSC design. In this work, we study how to optimally determine a product's optimal EOL option and consider the impact of product design and product pricing on this decision.
We present a full description of the system that details the relationships among all entities. The system description reveals the use of a production planning type of modeling strategy. Additionally, a comprehensive and general mathematical model is presented that takes into consideration multi-period planning and product inventory. A unique aspect of our model over previous production planning models for RSC is that we consider the product returns as being endogenous variables rather than them being exogenous. This model forms the basis of our research, and we use its special cases in our analysis.
To begin our analysis of the problem, we study the case in which the product design and price are fixed. Both non-mandated and mandated collection are considered. Our analysis focuses on a special case of the problem involving two stages: in the first stage, new products are produced, and in the second stage, the EOL products are collected for value recovery. For fixed product design and price, our analysis reveals a fundamental mapping of product characteristics onto optimal EOL options. It is germane to our understanding of the problem in general since a multi-period problem is separable into multiple two-stage problems. Necessary and sufficient optimality conditions are also presented for each possible solution of this two-stage problem. For the two-part problem, a graphical mapping of product characteristics onto optimal EOL options is also presented, which reveals how EOL options vary with product characteristics.
Additionally, we study the case of product design under mandated collection, as encountered in product leasing. We assume new production cost, part replacement cost, and part salvage value to be functions of the quality-level of a part along with the likelihood of recovering a good-part from a returned product. These are reasonable assumptions for leased products since the customer is paying for the usage of the product over a fixed contract period. In this case, the two-stage model can still be used to gain insights. For the two-part problem, a method for mapping part yields onto optimal EOL options is presented. Closed-form optimality conditions for joint determination of part yields and EOL options are not generally attainable for the two-stage case; however, computationally efficient methods for this problem are developed for some relatively non-restrictive special cases. It is found that, typically, a part may belong to one of three major categories: (i) it is of low quality and will need to be replaced to perform remanufacturing, (ii) it is of high quality and its surplus will be salvaged, or (iii) it is of moderate quality and just enough of its amount is collected to meet remanufactured product demand.
Finally, we consider the problem of determining optimal prices for new and remanufactured products under non-mandated manufacturer's choice of collection. New and remanufactured products may or may not compete, depending on market conditions. Additionally, we assume the manufacturer to have a monopoly on the product. Again, the two-stage problem is used and efficient solution methods are developed. Efficient solution methods and key insights are presented.Ph. D.
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Black, Derek J. "Development and feasibility of economical hardware and software in control theory application." Thesis, Kansas State University, 2017. http://hdl.handle.net/2097/38170.
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Master of ScienceDepartment of Mechanical and Nuclear Engineering
Dale E. Schinstock
Control theory is the study of feedback systems, and a methodology investigated by many engineering students throughout most universities. Because of control theory's broad and interdisciplinary nature, it necessitates further study by application through experimental learning and laboratory practice. Typically, the hardware used to connect the theoretical aspects of controls to the practical can be expensive, big, and time consuming to the students and instructors teaching on the equipment. Alternatively, using cheaper sensors and hardware, such as encoders and motor drivers, can obfuscate the collected data in a way that creates a disconnect between developed theoretical models and actual system results. This disconnect can dissuade the idea that systems can and will follow a modeled behavior. This thesis attempts to assess the feasibility of a piece of laboratory apparatus named the NERMLAB. Multiple experiments will be conducted on the NERMLAB system and compared against time-tested hardware to demonstrate the practicality of the NERMLAB system in control theory application.
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Aiyegbusi, Olufemi. "The Alberta carbon market : an exploration of alternative policy options through agent-based modeling." Thesis, Lethbridge, Alta. : University of Lethbridge, Faculty of Management, c2012, 2012. http://hdl.handle.net/10133/3434.
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Our study examines some design alternatives for a carbon market by exploring the fledgling Alberta carbon market. We attempt to evaluate the performance of these designs on the bases of trade volume, cost efficiency and stability. To achieve this we construct an empirically-calibrated but simple agent-based model, certain aspects of which we selectively modify to incorporate various design options. We make comparisons among these options based on data simulated from the ensuing family of models.
We find strong evidence that in general, market design features such as source-of-credits, the scale of the market, and pricing-mechanism are very important considerations that influence the performance of the market. In addition, we find support for the notion that the level of the price cap relative to the average cost of abatement in the market matters, and beyond a threshold, higher price caps are associated with lower levels of performance.vii, 155 leaves ; 29 cm
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Epstein, D. "Uncertain interest rate modelling." Thesis, University of Oxford, 1999. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.302139.
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In this thesis, we introduce a non-probabilistic model for the short-term interest rate. The key concepts involved in this new approach are the non-diffusive nature of the short rate process and the uncertainty in the model parameters. The model assumes the worst possible outcome for the short rate path when pricing a fixed-income product (from the point of view of the holder) and differs in many important ways from the traditional approaches of fully deterministic or stochastic rates. In this new model, delta hedging and unique pricing play no role, nor does any market price of risk term appear. We present the model and explore the analytical and numerical solutions of the associated partial differential equation. We show how to optimally hedge the interest rate risk of a fixed-income portfolio and price and hedge common and exotic fixed-income products. Finally, we consider extensions to the model and present conclusions and areas for further research.
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Paothong, Arnut. "Dynamic Processes in Network Goods: Modeling, Analysis and Applications." Scholar Commons, 2013. http://scholarcommons.usf.edu/etd/4558.
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The network externality function plays a very important role in the study of economic network industries. Moreover, the consumer group dynamic interactions coupled with network externality concept is going to play a dominant role in the network goods in the 21st century. The existing literature is stemmed on a choice of externality function with certain quantitative properties. The utility function coupled with the network externality function is used to investigate static properties of rational equilibrium. The aim of this work is to systematically initiate a development of quantitative effects of the concept of network externality and its influence on the characteristics of network market equilibrium.
We introduce several basic concepts, notably, network externality process and network goods. Formulating a principle of network externality, we developed a mathematical dynamic model (1) for the network externality process. A closed form solution of the mathematical model was determined and analyzed (2). The presented qualitative and quantitative analysis provides a systematic and unified way of constructing the existing network externality function. The solution process is called "Generalized Network Externality Function (GNEF)". Moreover, our study of quantitative description, parametric representation of attributes and sensitivity analysis of network externality process provides a tool for planning, policy and performance for network goods (3).
In the absence of desired data set, we presented an illustration to exhibit the significance of GNEF. We used two types of data sets on the US banking asset and deposit. Employing nonlinear regression methods and data sets, we developed statistical models for the US banking asset and deposit, and constructed two normalized the US banking deposit models (4). Finally, using the concept of theory of relative growth and GNEF (4), we developed two dynamic models for the network externality for the US banking asset with respect to the US banking deposit as a financial market share (5).
Incorporating the GNEF (2) in the consumer utility function, a concept of market share adjustment function is introduced and utilized to develop dynamic models for existing rational and static expectation processes (6). In fact, the role and scope of dynamic models of market share adjustment process are extended to the well-known adaptive expectation and its extension process (7). Using a fixed point theorem and the method of upper and lower solutions of discrete time processes, the existence of equilibrium states of developed dynamic models of market share adjustment processes are established in a systematic way (8). Furthermore, the qualitative properties (stability and oscillatory) of equilibrium states are investigated in terms of model and speed of adjustment parameters. Moreover, the system parameter space is decomposed according to qualitative properties (stability, instability and oscillatory) and the type of expectation processes.
Very recently, the idea of local network externality is utilized to characterize the rational equilibrium (under fulfilled expectation assumptions). From the study on two-scale network dynamic model of human mobility process an eco-socio-culture interactions, we note that heterogeneity in the network goods consumer community generates a local network externality. Furthermore, dynamic models of adaptive expectation processes (6,7) for network goods provide tool to extend the characterization of rational equilibrium study to static, current and lagged adaptive types equilibriums. Here, we treat the consumer decision to be a dynamic process. We formulate a dynamic structural representation of a consumer network structure, structure of utility function and decision rule under the influence of local network externality concept (9). For the consumer network structure, we generalize the one-dimensional Hotelling location line model to multi-dimensional location (10). This formulation generates a mathematical model for a consumer decision dynamic process (11). The byproduct of the dynamic model leads to an agent-based simulation model (12). The simulation model is employed to investigate different types of consumer decision dynamic market equilibriums. Moreover, prototype illustrations are given to exhibit the association between network attributes and its market equilibriums.
We extend the work of two firms (duopoly) into multi-firms (oligopoly and monopolistic competition). This work shed light on the policies for manager to meet performance goal of their firm in network goods industry.
In future, we propose to extend this work to incorporate random fluctuations, to remove restrictions and the local and global economic framework in the 21st century.
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Wang, Junyi. "A Normal Truncated Skewed-Laplace Model in Stochastic Frontier Analysis." TopSCHOLAR®, 2012. http://digitalcommons.wku.edu/theses/1177.
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Stochastic frontier analysis is an exciting method of economic production modeling that is relevant to hospitals, stock markets, manufacturing factories, and services. In this paper, we create a new model using the normal distribution and truncated skew-Laplace distribution, namely the normal-truncated skew-Laplace model. This is a generalized model of the normal-exponential case. Furthermore, we compute the true technical efficiency and estimated technical efficiency of the normal-truncated skewed-Laplace model. Also, we compare the technical efficiencies of normal-truncated skewed-Laplace model and normal-exponential model.
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Huang, Huilin. "Modelling structural change in the U.S. demand for meat." Thesis, Virginia Tech, 1991. http://hdl.handle.net/10919/42003.
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Recent empirical research on meat demand has debated whether or not
the effects of changing meat prices can explain all the observed changes
in meat consumption patterns. This thesis provides a framework for
modelling and testing for structural change using three commonly used
demand system -- a linear demand system, an inverse demand system, and
the Almost Ideal Demand System (AIDS). Emphasis is placed on the
statistical adequacy of the models. Two specific issues are carefully
addressed: consumer concern for cholesterol and its effect on meat
demand, and the dynamics of adjustment in meat consumption.
When modelling the demand for beef, pork, chicken and turkey, none
of the three demand systems are found to be statistically adequate, and
consequently, cannot be used to address structural change issues for
these particular data and commodities. The AIDS models are re-estimated
in an attempt to model the demand for beef, pork, chicken and fish
instead of turkey. The dynamic versions of the AIDS models using either
a gradual shift spline path, a Farley-Hinich path, a variable measuring
cholesterol awareness, or the log of the cholesterol awareness variable
are all statistically adequate. Likelihood ratio tests on these models
indicate that structural change has occurred. The significance of the
cholesterol variable in the demand models indicates that health concern
is an important factor in meat purchasing decisions.
Master of Science
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Wheeler, Scott Barry Ross. "Mathematical foundations for the use of genetic algorithms in economic models." Title page, abstract and contents only, 2002. http://web4.library.adelaide.edu.au/theses/09PH/09phw5644.pdf.
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"July 2002." Bibliography: leaves 119-126. !. Introduction -- 2. Preliminiaries -- 3. Genetic algorithms -- 4. Equilibria and stability in economic models -- 5. Stochastic representation of economic models -- 6. Two population models -- 7. Overview. The aim of this dissertation is to provide a mathematical foundation for the application of genetic algorithms to economic models.
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Coulon, Michael. "Modelling price dynamics through fundamental relationships in electricity and other energy markets." Thesis, University of Oxford, 2009. http://ora.ox.ac.uk/objects/uuid:ddc11641-920f-461f-85cd-a9e6351d9104.
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Energy markets feature a wide range of unusual price behaviour along with a complicated dependence structure between electricity, natural gas, coal and carbon, as well as other variables. We approach this broad modelling challenge by firstly developing a structural framework to modelling spot electricity prices, through an analysis of the underlying supply and demand factors which drive power prices, and the relationship between them. We propose a stochastic model for fuel prices, power demand and generation capacity availability, as well as a parametric form for the bid stack function which maps these price drivers to the spot electricity price. Based on the intuition of cost-related bids from generators, the model describes mathematically how different fuel prices drive different portions of the bid stack (i.e., the merit order) and hence influence power prices at varying levels of demand. Using actual bid data, we find high correlations between the movements of bids and the corresponding fuel prices (coal and gas). We fit the model to the PJM and New England markets in the US, and assess the performance of the model, in terms of capturing key properties of simulated price trajectories, as well as comparing the model’s forward prices with observed data. We then discuss various mathematical techniques (explicit solutions, approximations, simulations and other numerical techniques) for calibrating to observed fuel and electricity forward curves, as well as for pricing of various single and multi-commodity options. The model reveals that natural gas prices are historically the primary driver of power prices over long horizons in both markets, with shorter term dynamics driven also by fluctuations in demand and reserve margin. However, the framework developed in this thesis is very flexible and able to adapt to different markets or changing conditions, as well as capturing automatically the possibility of changes in the merit order of fuels. In particular, it allows us to begin to understand price movements in the recently-formed carbon emissions markets, which add a new level of complexity to energy price modelling. Thus, the bid stack model can be viewed as more than just an original and elegant new approach to spot electricity prices, but also a convenient and intuitive tool for understanding risks and pricing contracts in the global energy markets, an important, rapidly-growing and fascinating area of research.
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Oak, Neeraj. "Mathematical modelling of the economic dynamics of the renewable energy industry." Thesis, University of Bristol, 2014. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.649369.
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This thesis addresses problems in the economic modelling of renewable electricity generation industries, with a particular focus on the UK onshore wind industry. Many governments worldwide have instituted steep reduction targets for emissions of gases linked with climate change, in particular carbon dioxide. In order to achieve such reductions, the UK has chosen to support the growth of low-carbon renewable electricity generation industries such as wind, solar, wave and tidal power. Chapter 3 sets out a mathematical model of four financial support mechanisms for renewable energy, and considers the problem of how to control these mechanisms so that they produce the greatest degree of growth at the lowest cost possible. The mathematical model includes the concept of learning, through which production costs decline as experience of production increases. A 1992- 2010 UK onshore wind dataset was used to fit the models developed during the course of this thesis. This was stored in a novel networked database, described in chapter 2. Within economics, learning effects are often assumed to occur at the level of a technology, rather than within an individual company or organisation. Chapter 4 considers the opposite case, in which learning takes place at the level of an individual firm. Firms may choose to share the production cost reductions they gain from learning with other firms either unilaterally or through multilateral reciprocal arrangements known as cliques. The implications of state intervention to prevent monopolies are considered. It is shown that tax-enforced market share limits are superior to limit-by-dictat. However, any form of state intervention in a learning industry is shown to cause average productiOli costs to rise, potentially harming the interests of consumers. Finally, chapter 5 considers the question: is there a relationship between the propensity of a firm to experiment with a range of technologies and its likelihood of finding long-term success?
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Pavesi, Mariana. "Desenvolvimento de modelos matemáticos envolvendo níveis nutricionais, desempenho e rendimento de carcaça para otimização de resultados econômicos de frangos de corte fêmeas." Universidade de São Paulo, 2013. http://www.teses.usp.br/teses/disponiveis/74/74131/tde-30012015-162813/.
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Com o objetivo de elaborar modelos matemáticos, visando à otimização da relação custo benefício e definir estratégias nutricionais considerando características de desempenho, de carcaça e variáveis de mercado, foi realizado experimento com frangos de corte fêmeas. Foram avaliados seis programas nutricionais para cada fase de crescimento (pré-inicial, inicial, crescimento I, crescimento II e final).Os tratamentos compreenderam rações baseadas em seis níveis de energia metabolizável aparente corrigida para balanço de nitrogênio (EMAn), mantendo-se a relação EMAn:nutrientes. Utilizando como tratamento controle (T4), os níveis nutricionais indicados por Rostagno et al. (2005),os demais corresponderam a -15%(T1), -10%(T2), -5%(T3), +5%(T5) e +10%(T6) em relação ao programa padrão. Para cada tratamento, foram utilizadas seis repetições com trinta aves , em um delineamento inteiramente casualizado. Foram avaliadas as características de desempenho e de carcaça aos 35, 42 e 49 dias de idade, e, após a obtenção das equações de regressão, realizada a análise econômica, através de simulações de cenários de mercado, para estabelecer os níveis nutricionais mais adequados em cada situação. Conclui-se que a melhora no desempenho decorrente do aumento da densidade nutricional de dietas de frangos de corte fêmea não deve ser interpretada como aumento da lucratividade. Sendo assim, os modelos matemáticos são úteis para estabelecer a relação entre variáveis de importância e essenciais para avaliação e determinação de planos nutricionais e forma de comercialização da aves adequados para a maximização do lucro. Os modelos matemáticos desenvolvidos possibilitam a predição de ganho de peso, consumo de ração e conversão alimentar e a otimização da lucratividade através da adequação dos níveis nutricionais e idade de abate, de acordo com as situações de mercado.To elaborate mathematical models, aiming the optimization of cost-benefit ratio and define nutritional strategies considering performance, carcass caracteristics and market variables, was carried out an experiment with female broilers chickens. It was evaluated six nutritional programs for each phase of growth (pre-starter, starter, growth I, growth II and withdrawal). The treatments were based on six levels of metabolizable energy corrected to nitrogenm balance (AMEn), keeping the AMEn:nutrients ratio. Using as a control treatment (T4), nutritional levels acording to Rostagno et al. (2005), the others were calculated - -15%(T1), -10%(T2), -5%(T3), +5%(T5) and +10%(T6) compared to the standard program. For each treatment, was used six replicates with thirty birds, in a completely randomized design. Carcass and performance characteristics were evaluated at 35, 42 and 49 days of age and, after obtained the regression equations, it was elaborated an economic analysis to establish the best nutritional levels in each market situation. It was concluded that the improvement in performance due to increased nutrient density of diets of broilers female should not be interpreted as increased profitability. Thus, mathematical models are useful to establish the relationship between variables of importance and essential for evaluating and determining nutritional programs and manner of commercialization of birds suitable for profit maximization. The developed mathematical models are an important tool, because they allow prediction of variables such as weight gain, feed intake and feed conversion and the optimization through nutritional levels and slaughter age, according to market situations.
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Celebi, Emre. "MODELS OF EFFICIENT CONSUMER PRICING SCHEMES IN ELECTRICITY MARKETS." Thesis, University of Waterloo, 2005. http://hdl.handle.net/10012/811.
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Suppliers in competitive electricity markets regularly respond to prices that change hour by hour or even more frequently, but most consumers respond to price changes on a very different time scale, i. e. they observe and respond to changes in price as reflected on their monthly bills. This thesis examines mixed complementarity programming models of equilibrium that can bridge the speed of response gap between suppliers and consumers, yet adhere to the principle of marginal cost pricing of electricity. It develops a computable equilibrium model to estimate the time-of-use (TOU) prices that can be used in retail electricity markets. An optimization model for the supply side of the electricity market, combined with a price-responsive geometric distributed lagged demand function, computes the TOU prices that satisfy the equilibrium conditions. Monthly load duration curves are approximated and discretized in the context of the supplier's optimization model. The models are formulated and solved by the mixed complementarity problem approach. It is intended that the models will be useful (a) in the regular exercise of setting consumer prices (i. e. , TOU prices that reflect the marginal cost of electricity) by a regulatory body (e. g. , Ontario Energy Board) for jurisdictions (e. g. , Ontario) where consumers' prices are regulated, but suppliers offer into a competitive market, (b) for forecasting in markets without price regulation, but where consumers pay a weighted average of wholesale price, (c) in evaluation of the policies regarding time-of-use pricing compared to the single pricing, and (d) in assessment of the welfare changes due to the implementation of TOU prices.
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Phillips, Donovan D. "Mathematical modeling using MATLAB." Thesis, Monterey, Calif. : Springfield, Va. : Naval Postgraduate School ; Available from National Technical Information Service, 1998. http://handle.dtic.mil/100.2/ADA358796.
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Thesis (M.S. in Applied Mathematics) Naval Postgraduate School, December 1998."December 1998." Thesis advisor(s): Maurice D. Weir. Includes bibliographical references (p. 121). Also available online.
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Beauchamp, Robert Edward. "Mathematical modeling using Maple." Thesis, Monterey, Calif. : Springfield, Va. : Naval Postgraduate School ; Available from National Technical Information Service, 1996. http://handle.dtic.mil/100.2/ADA319951.
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Green, Terrell J. "Mathematical modeling of fire /." The Ohio State University, 1987. http://rave.ohiolink.edu/etdc/view?acc_num=osu1487331541710161.
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Brande, Maicon da Rocha. "Modelagem financeira e risco econômico da produção comercial de tilápia (Oreochromis niloticus) em lagos e reservatórios tropicais /." Jaboticabal, 2019. http://hdl.handle.net/11449/183342.
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Orientador: Guilherme Wolff BuenoResumo: O aumento exponencial da população em nível mundial tem crescido a demanda por proteínas de qualidade. Com isto, muitos produtores rurais têm migrado da atividade agrícola para a aquicultura, surgindo propriedades com diferentes níveis de produção de pescado. No entanto, com o desconhecimento das especificidades econômicas e zootécnicas, vários empreendimentos se tornaram insustentáveis economicamente, gerando endividamentos e falência dos negócios. Neste contexto, o objetivo desta pesquisa consistiu em realizar uma modelagem financeira e avaliar o risco econômico da produção comercial de tilápia (Oreochromis niloticus) em sistema de tanques-rede instalados em um reservatório tropical. O estudo é apresentado em dois capítulos, no primeiro avaliamos o risco financeiro e cenários econômicos de fazendas com grandes volumes de produção (VP), áreas aquícolas de 10 a 600 mil m³. No segundo capitulo, a partir das informações obtidas inicialmente desenvolvemos um modelo matemático de predição financeira (MMPF) integrado com o modelo matemático do coeficiente de crescimento térmico (TGC) o qual considerou variáveis de desempenho dos peixes e fatores econômicos da produção. Verificamos que os tanques-rede com volumes superiores a 51 mil m³ apresentam 38,67% de probabilidade de risco financeiro e econômico, com um Payback acima de 10 anos e podem atingir um Valor Presente Líquido (VPL) maior que zero com uma taxa interna de retorno (TIR) menor que 8,67%. Enquanto, fazendas com área infe... (Resumo completo, clicar acesso eletrônico abaixo)
Abstract: The exponential increase in population worldwide has been growing the demand for quality proteins. As a result, many farmers have migrated their agricultural to aquaculture, in this scenario the fish farms have different levels of scale production. However, the lack of knowledge of fish production and economic conditions, was promoted enterprises economically unsustainable, generating indebtedness and business failure. In this context, the objective of research was to perform a financial modeling and evaluate the economic risk of commercial production Nile tilapia (Oreochromis niloticus) in the cages installed in a tropical reservoir. The study is presented in two chapters. In the first chapter we assess the financial risk and economic scenarios of fish farms with large production volumes (VP), aquaculture areas from 10 to 600 thousand m³. In a second chapter, we used the information obtained from 1th chapter for developed a mathematical model for financial prediction (MMPF) integrated with the thermal growth coefficient mathematical model (TGC) considered fish performance variables and economic factors to tilapia production. We verified that cages with volumes over 51,000 m³ have a 38.67% probability to lower financial and economic risk, obtain a payback over 10 years and result a net present value (NPV) greater than zero with an internal rate of return (IRR) of less than 8.67%. Likewise, fish farms with area of less 50,000 m³ have a 51.17% the probability of financial failu... (Complete abstract click electronic access below)
Mestre
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Saad, Marcelo Brant Wurthmann. "Avaliação técnica e econômica preliminar da produção de etanol via hidrólise enzimática de bagaço de cana-de-açúcar." Universidade de São Paulo, 2010. http://www.teses.usp.br/teses/disponiveis/97/97131/tde-04102012-113629/.
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O principal objetivo deste trabalho foi avaliar o impacto de diferentes condições de processo no preço mínimo de venda do etanol produzido via hidrólise enzimática de bagaço da canade- açúcar. Para alcançar este objetivo o trabalho foi separado em três partes, a primeira para a modelagem das reações envolvidas no processo, a segunda para o dimensionamento dos equipamentos principais e a terceira para a avaliação econômica do projeto. Dessa forma, foi realizada a modelagem cinética das reações de pré-tratamento por explosão a vapor do bagaço de cana, da hidrólise enzimática do bagaço pré-tratado e da fermentação de xilose, os modelos obtidos foram utilizados para o dimensionamento de cada sistema reacional. Os dados experimentais para o pré-tratamento, hidrólise enzimática e fermentação de xilose foram obtidos da literatura. Todos os modelos propostos ajustaram adequadamente os dados experimentais de tal forma que os parâmetros cinéticos calculados foram estatisticamente significativos. O sistema de pré-tratamento foi projetado para operar em regime contínuo em reatores tubulares (PFR) e a hidrólise enzimática para operar em regime contínuo em reatores tipo tanque agitado (CSTR) e tubular em série. O sistema CSTR-PFR para a hidrólise enzimática é promissor para a realização desta reação, pois permite obter elevadas conversões em tempos de reação menores que aqueles necessários para os reatores CSTR. Neste sistema é possível alcançada a conversão de 74,3 % da celulose operando o CSTR e o PFR com tempo espacial de 24 h e 72 h, respectivamente. Foi possível avaliar o impacto das condições de pré-tratamento no dimensionamento do sistema de hidrólise enzimática. Além disso, o efeito da concentração inicial de bagaço e enzimas no rendimento de hidrólise enzimática foi avaliado frente aos resultados econômicos. A avaliação dos custos de capital foi realizada via curvas de custo de equipamentos. As diferentes condições de processo estudadas foram comparadas pela determinação do preço mínimo de venda do etanol (PMVE) obtido através da metodologia do lucro do empreendimento (LE). A avaliação econômica do processo mostrou que as condições que podem minimizar o PMVE são: realização do pré-tratamento a 200 °C por 5 min; realização da hidrólise enzimática com concentração inicial de celulose igual a 9,1 % (m/m) ou aproximadamente 17 % (m/m) de bagaço de cana, tempo espacial nos reatores CSTR e PFR de 24 h e 48 h, respectivamente; dosagem de enzimas igual a 40 FPU/g para celulase e 15 U/g para -glicosidase; capacidade de processamento da planta maior que 500 t/dia de bagaço (base seca) e necessariamente a utilizar da fração hemicelulósica para a produção de etanol. Operando nestas condições para uma planta com capacidade para 1000 t/dia o PMVE foi estimado em R$ 5,79 por litro. Dessa forma, este trabalho atingiu seus objetivos fornecendo subsídios para a escolha das condições mais favoráveis para a redução do PMVE, no entanto para a viabilização deste processo de produção de etanol outras configurações de processo devem ser estudas visando a redução dos custos de investimento e produção.The main objective of this study was to evaluate the impact of different process conditions on the minimum selling price of ethanol via enzymatic hydrolysis of sugarcane bagasse. To achieve this objective the work was separated into three parts, the first to model the reactions involved in the process, the second for the design of major equipment and the third for the economic evaluation of the project. Thus, we performed kinetic modeling of reactions pretreatment by steam explosion of bagasse, the enzymatic hydrolysis of pretreated bagasse and fermentation of xylose, the obtained models were used for the design of each reaction system. The experimental data for the pretreatment, enzymatic hydrolysis and fermentation of xylose were obtained from literature. All the proposed models adequately fitted the experimental data so that the kinetic parameters calculated were statistically significant. The system of pretreatment is designed to operate under a continuous tubular reactor (PFR) and enzymatic hydrolysis to operate in a continuous stirred tank reactor (CSTR) and tubular in series. The CSTR-PFR system for the enzymatic hydrolysis is promising to carry out this reaction, because it offers high conversions in shorter reaction times than those required for CSTR reactors. This system can achieved 74.3% conversion of cellulose operating the CSTR and PFR with space-time 24 h and 72 h, respectively. It was possible to assess the impact of the conditions of pretreatment in the design system of enzymatic hydrolysis. Furthermore, the effect of initial concentration of bagasse and enzymes on yield of enzymatic hydrolysis was evaluated in the face of economic results. The evaluation of capital costs was done through cost curves of equipment. The different process conditions studied were compared by determining the minimum ethanol selling price (MESP) obtained through the methodology of the venture profit (VP). The economic evaluation process showed that the conditions that can minimize the MESP are: completion of pre-treatment at 200 ° C for 5 min; completion of the enzymatic hydrolysis with initial concentration of cellulose of 9.1% (w / w) or about 17% (w / w) of bagasse, time in the reactors CSTR and PFR 24 h and 48 h, respectively, enzyme dosage of 40 FPU / g for cellulase and 15 U / g for -glucosidase; capacity processing plant more than 500 tonnes per day of bagasse (dry basis) and necessarily to use the hemicellulose fraction to ethanol production. Operating in these conditions for a plant with a capacity of 1000 t / day, the MESP was estimated at R$ 5.79 per liter. Thus, this work achieved its objectives by providing subsidies to select the most favorable conditions for the reduction of MESP, but for the viability of this process of ethanol production process of other settings should be studied in order to reduce investment costs and production.
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Князев, В. Р., and V. R. Kniazev. "Модели финансирования строительства Екатеринбургского метрополитена : магистерская диссертация." Master's thesis, б. и, 2020. http://hdl.handle.net/10995/94210.
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В выпускной квалификационной работе (магистерской диссертации) проведен анализ ситуации по финансированию строительства метрополитена в Екатеринбурге; проведена оценка существующих программ финансирования исходя из разных по структуре инвестирования; предложена унифицированная модель финансирования строительства указанного объекта. Актуальность исследования определяется дискуссионностью вопроса о потенциальной необходимости строительства следующей очереди метрополитена; показана экономическая нецелесообразность и высокая социальная значимость этого пассажирского логистического объекта. Цель магистерской диссертации – оценка жизнеспособности модели финансирования строительства метрополитена в г. Екатеринбурге.At this study, the analysis of the financing situation for the construction of the subway in Yekaterinburg was carried out; an assessment of existing financing programs was carried out based on different investment structures; proposed a unified model for financing the construction of the specified object. The relevance of the study is determined by the controversial nature of the question of the potential need for the construction of the next line of the metro; the economic inexpediency and high social significance of this passenger logistics facility are shown. The aim of the master's thesis is to assess the viability of the financing model for the construction of the subway in Yekaterinburg.
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Ninjbat, Uuganbaatar. "Essays on Mathematical Economics." Doctoral thesis, Handelshögskolan i Stockholm, Institutionen för Nationalekonomi, 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:hhs:diva-2233.
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Weens, William. "Mathematical modeling of liver tumor." Phd thesis, Université Pierre et Marie Curie - Paris VI, 2012. http://tel.archives-ouvertes.fr/tel-00779177.
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Comme démontre récemment pour la régénération du foie après un dommage cause par intoxication, l'organisation et les processus de croissance peuvent être systématiquement analyses par un protocole d'expériences, d'analyse d'images et de modélisation [43]. Les auteurs de [43] ont quantitativement caractérise l'architecture des lobules du foie, l'unité fonctionnelle fondamentale qui constitue le foie, et en ont conçu un modèle mathématique capable de prévoir un mécanisme jusqu'alors inconnu de division ordonnée des cellules. La prédiction du modèle fut ensuite validée expérimentalement. Dans ce travail, nous étendons ce modèle a l'échelle de plusieurs lobules sur la base de résultats expérimentaux sur la carcinogène dans le foie [15]. Nous explorons les scénarios possibles pouvant expliquer les différents phénotypes de tumeurs observés dans la souris. Notre modèle représente les hépatocytes, principal type de cellule dans le foie, comme des unités individuels avec un modèle a base d'agents centré sur les cellules et le système vasculaire est représenté comme un réseau d'objets extensibles. L'équation de Langevin qui modélise le mouvement des objets est calculée par une discrétisation explicite. Les interactions mécaniques entre cellules sont modélisées avec la force de Hertz ou de JKR. Le modèle est paramètre avec des valeurs mesurables a l'échelle de la cellule ou du tissue et ses résultats sont directement comparés avec les résultats expérimentaux. Dans une première étape fondamentale, nous étudions si les voies de transduction du signal de Wnt et Ras peuvent expliquer les observations de [15] où une prolifération instantanée dans les souris mutées est observée seulement si 70% des hépatocytes sont dépourvues d'APC. Dans une deuxième étape, nous présentons une analyse de sensibilité du modèle sur la rigidité de la vasculature et nous la mettons en relation avec un phénotype de tumeur (observe expérimentalement) où les cellules tumorales sont bien différentiées. Nous intégrons ensuite dans une troisième 'étape la destruction de la vasculature par les cellules tumorales et nous la mettons en relation avec un autre phénotype observe expérimentalement caractérise par l'absence de vaisseaux sanguins. Enfin, dans la dernière étape de notre étude nous montrons que des effets qui sont détectables dans les petits nodules tumoraux et qui reflètent les propriétés des cellules tumorales, ne sont plus présents dans la forme ou dans le phénotype des tumeurs d'une taille excédant la moitié de celle d'un lobule.
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Blomqvist, Oscar, Sebastian Bremberg, and Richard Zauer. "Mathematical modeling of flocking behavior." Thesis, KTH, Optimeringslära och systemteori, 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-103812.
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In this thesis, the ocking behaviour of prey when threatened by a group of predators, is investigated using dynamical systems. By implementing the unicycle model, a simulation is created using Simulink and Matlab. A set of forces are set up to describe the state of the prey, that in turn determines their behaviour in dierent scenarios. An eective strategy is found so all members of the ock can survive the predator attack, taking into account the advantages of the predator's greater translational velocity and the prey's higher angular velocity. Multiple obstacles and an energy constraint are added to make the model more realistic. The objective of this thesis is to develop a strategy that maximizes the chance of survival of each ock member by not only staying together in a group but also making use of environmental advantages.
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Keller, Peter. "Mathematical modeling of molecular motors." Universität Potsdam, 2013. http://opus.kobv.de/ubp/volltexte/2013/6304/.
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Amongst the many complex processes taking place in living cells, transport of cargoes across the cytosceleton is fundamental to cell viability and activity. To move cargoes between the different cell parts, cells employ Molecular Motors. The motors operate by transporting cargoes along the so-called cellular micro-tubules, namely rope-like structures that connect, for instance,
the cell-nucleus and outer membrane. We introduce a new Markov Chain, the killed Quasi-Random-Walk, for such transport molecules and derive properties like the maximal run length and time. Furthermore we introduce permuted balance, which is a more flexible extension of the ordinary reversibility and introduce the notion of Time Duality, which compares certain passage times pathwise. We give a number of sufficient conditions for Time Duality based on the geometry of the transition graph. Both notions are closely related to properties of the killed Quasi-Random-Walk.
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Wilmer, Archie. "Javelin analysis using mathematical modeling." Thesis, Monterey, Calif. : Springfield, Va. : Naval Postgraduate School ; Available from National Technical Information Service, 1994. http://handle.dtic.mil/100.2/ADA283466.
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Thesis (M.S. in Applied Mathematics) Naval Postgraduate School, June 1994.Thesis advisor(s): Bard K. Mansager, Maurice D. Weir. "June 1994." Includes bibliographical references. Also available online.
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Pratikakis, Nikolaos. "Mathematical modeling of rail gun." Thesis, Monterey, Calif. : Springfield, Va. : Naval Postgraduate School ; Available from National Technical Information Service, 2006. http://library.nps.navy.mil/uhtbin/hyperion/06Sep%5FPratikakis.pdf.
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Thesis (M.S. in Mechanical Engineering)--Naval Postgraduate School, September 2006.Thesis Advisor(s): Kwon Young. "September 2006." Includes bibliographical references (p. 77-78). Also available in print.
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Kleinstreuer, Nicole Churchill. "Mathematical modeling of renal autoregulation." Thesis, University of Canterbury. Bioengineering, 2009. http://hdl.handle.net/10092/2532.
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Renal autoregulation is unique and critically important in maintaining homeostasis in the body via control
of renal blood flow and filtration. The myogenic reflex responds directly to pressure variation and is present throughout the vasculature in varying degrees, while the tubuloglomerular feedback (TGF) mechanism adjusts microvascular resistance and glomerular filtration rate (GFR) to maintain distal tubular NaCl delivery. No simple models are available which allow the independent contributions of the myogenic and TGF responses to be compared and which include control over multiple metabolic and physiological parameters. Independently developed mathematical models of myogenic autoregulation and TGF control of GFR have been combined to produce a comprehensive model for the rat kidney which is responsive to multiple small step changes in mean arterial pressure. The system encompasses every level of the renal vasculature and the tubular system of the nephrons while simultaneously incorporating the modulatory effects of changes in viscosity and shear stress-induced nitric oxide (NO) production. The vasculature of the rat kidney has
previously been divided via a Strahler ordering scheme using morphological data derived from micro-CT imaging. This data, combined with an extensive literature review of the relevant experimental data, led to the development of order-specific parameter sets for each of the eleven vascular levels. The model of the myogenic response depends primarily on circumferential wall tension, corresponding to a distally dominant
resistance distribution with the highest contributions localized to the afferent arterioles and interlobular arteries. The constrictive response is tempered by the vasodilatory influence of flow-induced NO. Experimental
comparison with data from groups that inhibited the TGF mechanism showed that the model was able to accurately reproduce the characteristics of renal myogenic autoregulation. This myogenic model was coupled with a system of equations that represented both spatial and temporal changes in concentration of the filtrate in the tubular system of the nephrons and the corresponding resistance changes of the afferent arteriole via the TGF mechanism. Computer simulation results of the system response to pressure perturbations were examined, as well as the interaction between mechanisms and the modulatory influences of metabolic and hemodynamic factors on the steady state and transient characteristics of whole-organ renal autoregulation.
The responses of the model were consistent with experimental observations and showed that the frequency of the myogenic reflex was approximately 0.4 Hz while that of TGF was 0.06 Hz, corresponding to a 2-3
sec response time for myogenic contraction and 16.7 sec for TGF. Within the autoregulatory range step increases in pressure induced damped oscillations in tubular flow, macula densa NaCl concentration, arteriolar
diameter, and renal blood flow. The model demonstrated that these oscillations were triggered by TGF and
confined to vessels less than 100 micrometer in diameter. The pressure response in larger vessels remained
important in characterizing total autoregulatory efficacy. Examination of the steady-state and transient
characteristics of the model results demonstrates the necessity of considering the whole organ response in
studies of renal autoregulation. A comprehensive model of autoregulation also allows for the examination of
pathological states, such as the altered NO production in hypertension or the excess tubular reabsorption
of water seen in diabetes. The model was able to reproduce experimental results when simulating diseased
states, enabling the analysis of impaired autoregulation as well as the identification of key factors affecting
the autoregulatory response.
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Emmons, Nelson L. "Mathematical modeling using Microsoft Excel." Monterey, California. Naval Postgraduate School, 1997. http://hdl.handle.net/10945/26053.
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Approved for public release; distribution is unlimitedThe entry into higher mathematics begins with calculus. Rarely, however, does the calculus student recognize the full power and applications for the mathematical concepts and tools that are taught. Frank R. Giordano, Maurice D. Weir, and William P. Fox produced A First Course in Mathematical Modeling a unique text designed to address this shortcoming and teach the student how to identify, formulate, and interpret the real world in mathematical terms. Mathematical modeling is the application of mathematics to explain or predict real world behavior. Often real world data are collected and used to veriiy or validate (and sometimes formulate) a hypothetical model or scenario. Inevitably, in such situations, it is desirable and necessary to have computational support available to analyze the large amounts of data. Certainly this eliminates the tedious and inefficient hand calculations necessary to validate and apply the model (assuming the calculations can even be reasonably done by hand). The primary purpose of Mathematical Modeling Using Microsoft Excel is to provide instructions and examples for using the spreadsheet program Microsoft Excel to support a wide range of mathematical modeling applications. Microsoft Excel is a powerful spreadsheet program which allows the user to organize numerical data into an easy to follow on-screen grid of columns and rows. Our version of Excel is based on Microsoft Windows. In this text, it is not the intent to teach mathematical modeling, but rather to provide computer support for most of the modeling topics covered in A First Course in Mathematical Modeling. The examples given here are support that text as well
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Been, Amy L., and Amy L. Been. "Teacher Views of Mathematical Modeling." Thesis, The University of Arizona, 2016. http://hdl.handle.net/10150/621172.
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As mathematical modeling gains popularity in K-12 classrooms, it is important to define what this entails for both students and teachers. The following study reviews various definitions of mathematical modeling and how these definitions are relevant for middle grades (5-9) teachers. Following a professional development workshop on mathematical modeling, four middle school teachers expressed their views about teaching mathematics through modeling tasks. This study documents the teachers' perceptions of what it means to model with mathematics, which tasks are most appropriate for their students, and why this is important in each of their classrooms. Although the teachers varied in their views depending on the context and circumstances surrounding each modeling task, they agreed that mathematical modeling helps students build critical thinking skills and provides an opportunity to align mathematics concepts with engaging, realistic phenomena.
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Andrade, Restrepo Martín. "Mathematical modeling and evolutionary processes." Thesis, Sorbonne Paris Cité, 2019. http://www.theses.fr/2019USPCC021.
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La recherche présentée dans cette thèse concerne différents sujets dans le domaine de la biomathématique. J’aborde diverses questions en biologie (et liées aux systèmes complexes) avec des méthodes mathématiques et numériques. Ces questions sont les suivantes: (i) Les processus passifs sont-ils suffisants pour justifier la distribution asymétrique des protéines endommagées pendant et après la cytokinèse de la levure? (ii) Quels processus sont à l’origine des schémas complexes d’expansion de l’amyloïde bêta dans le cerveau des patients atteints de la maladie d’Alzheimer? (iii) Qu’y a-t-il derrière la dichotomie de ‘clusters’ vs. ‘cline-like’ dans les modèles d’évolution le long de gradients environnementaux? (iv) Comment cette dichotomie affecte-t-elle la dynamique spatiale des invasions? (v) Comment la multi-stabilité se manifeste-t-elle dans ces modèles? Ces questions sont abordées (à différentes échelles, certaines totalement et certaines partiellement) avec différentes méthodes théoriques. Les résultats devraient permettre de mieux comprendre les processus biologiques analysés et de motiver la poursuite des travaux expérimentaux et empiriques susceptibles de contribuer à résoudre les incertitudes persistantesThe research presented in this thesis concerns different topics in the field of Biomathematics. I address diverse questions arising in biology (and related to complex systems) with mathematical and numerical methods. These questions are: (i) Are passive-processes enough to justify the asymmetric distribution of damaged proteins during and after yeast cytokinesis? (ii) What processes are behind the complex patterns of expansion of Amyloid beta in the brains of patients with Alzheimer’s disease? (iii) What is behind the clustering and cline-like dichotomy in models of evolution along environmental gradients? (iv) How does this dichotomy affect the spatial dynamics of invasions and range expansions? (v) How does multi-stability manifest in these models? These questions are approached (at different scales, some fully and some partially) with different theoretical methods. Results are expected to shed light on the biological processes analyzed and to motivate further experimental and empirical work which can help solve lingering uncertainties
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Perdomo, Joana L. "Mathematical Modeling of Blood Coagulation." Scholarship @ Claremont, 2016. https://scholarship.claremont.edu/hmc_theses/71.
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Blood coagulation is a series of biochemical reactions that take place to form a blood clot. Abnormalities in coagulation, such as under-clotting or over- clotting, can lead to significant blood loss, cardiac arrest, damage to vital organs, or even death. Thus, understanding quantitatively how blood coagulation works is important in informing clinical decisions about treating deficiencies and disorders. Quantifying blood coagulation is possible through mathematical modeling. This review presents different mathematical models that have been developed in the past 30 years to describe the biochemistry, biophysics, and clinical applications of blood coagulation research. This review includes the strengths and limitations of models, as well as suggestions for future work.
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Shoemaker, Katherine L. Shoemaker. "The Mathematical Modeling of Magnetostriction." Bowling Green State University / OhioLINK, 2018. http://rave.ohiolink.edu/etdc/view?acc_num=bgsu1522694644858063.
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Masudi, Opese. "BelMod: a multi-sector, inter-regional general equilibrium model for Belgium." Doctoral thesis, Universite Libre de Bruxelles, 2012. http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/209692.
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The main objective of the dissertation is to develop a dynamic, inter-regional, and multi-sector general equilibrium model of the Belgian economy capable of analysing issues related to the environment, energy, fiscal policies and accounting for distributive effects between household groups. The dissertation focuses on BelMod, a computable general equilibrium model (CGE).BelMod is intended to act as an analytical and quantitative support for decision-making in the energy/environment field and fiscal policies. The tool would be in evaluating ex-ante the cost and benefit of different policies to be implemented. The winners and the losers may easily be identified. BelMod also aims at filling the gaps left by the other models currently used in Belgium, in particular by explicit bottom-up modelling of the three Belgian regions (Brussels, Flanders, Wallonia) in the full integrated framework, by further disaggregating the production and consumption blocks, by distinguishing different types of households to study the distributional effects of environmental and fiscal policies.
The effect of let’s say, carbon tax, may affect branches of activities, markets and institutions differently over time and space. Under the “Burden Sharing Agreement”, Belgium committed to reduce its greenhouse gas emissions by 7.5 % by 2008-2012 from the 1990 level. Therefore the efficient way of dealing with this issue requires an analytical tool which can take into account the interactions between institutional agents (regional governments, community’s governments, central government, households, firms and rest of the world), their behaviour and the time horizon. The most adequate tool to do so is the general equilibrium model.
A CGE model such as BelMod requires a consistent, detailed and well structured database in the form of a social accounting matrix (SAM). A SAM is a square matrix which takes into account the production, consumption, revenues, expenditures and transactions of institutions at a given period of time. The reference year for our SAM is 2003. The SAM we built contains sixty two (62) branches of activity, sixty nine (69) commodities, three (3) regional governments, the French Community, the Central Government, the capital accounts and the Rest of the World.
Finally, to illustrate the capabilities of the model we provide two scenario analyses. In the first policy scenario, we simulate the introduction of a carbon tax at 20 euro per ton of CO2 emissions in 2013-2020 and 30 euro per ton of CO2 emissions in 2021-2050. In the second policy scenario, we simulate a linear and gradual increase of the crude oil price to 150 US dollars per barrel in 2050. The increase starts in 2008 and the target (150 US dollars) is reached in 2050.
Doctorat en Sciences économiques et de gestion
info:eu-repo/semantics/nonPublished
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Wagner, Nicolas. "Dynamic equilibrium on a transportation network : mathematical porperties and economic application." Thesis, Paris Est, 2012. http://www.theses.fr/2012PEST1050.
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Cette thèse porte sur les modèles d'équilibre dynamique sur un réseau de transport et de leurs applications à l'affectation de trafic. Elle vise à proposer une formulation à la fois générale, mathématiquement rigoureuse et microéconomiquement cohérente de l'équilibre dynamique. Une attention toute particulière est accordée à la représentation de la demande de transport et plus spécifiquement à la modélisation des hétérogénéités dans les préférences des usagers du réseau, ainsi que de leurs stratégies de choix d'horaires dans leurs déplacements. Tout d'abord nous exprimons l'équilibre dynamique comme un jeu de Nash avec un continuum de joueurs. Cette formulation nous permet d'obtenir un résultat d'existence. Celui-ci s'applique notamment au plus simple des modèles d'équilibre dynamique, où les usagers sont identiques et ne choisissent pas leurs horaires de départ. Ensuite, nous présentons deux modèles d'équilibre pour lesquels une solution analytique peut être établie. Le premier est une généralisation du modèle de goulot de Vickrey. Alors que Vickrey considère une distribution des horaires préférés d'arrivée en forme de S, nous traitons de distributions quelconques. Le deuxième modèle proposé est un réseau à péage avec deux routes et des usagers dont la valeur du temps est distribuée. Ce modèle nous permet d'investiguer les efficacités relatives de différentes stratégies de tarification et de voir comment celles-ci sont affectés par le niveau d'hétérogénéité dans la valeur du temps. Pour finir, un modèle calculable est présenté et des méthodes de résolution sont proposées. Le modèle est testé sur le réseau routier national. Par ailleurs, il est exploité pour tester une tarification modulée en fonction du temps dont l'objectif est d'atténuer la congestion lors des grands départs de vacancesThis thesis is focused on dynamic user equilibrium (DUE) models and theirapplications to traffic assignment. It aims at providing a mathematically rigorous and general formulation for the DUE. Particular attention is paid to the representation of transport demand and more specifically to trip scheduling and users with heterogeneous preferences.The DUE is first expressed as a Nash game with a continuum of players. It strongly relies on up-to-date results from mathematical economics. This formulation allows to prove an existence result for DUE. This results notably applies to one of the simplest dynamic user equilibrium model, where users are homogeneous and departure time choice is not allowed.Then, two simple DUE models for which the solutions can be derived analytically are presented. The first one is a generalization of the Vickrey's bottleneck model. Whereas Vickrey assumed that the distribution of preferred arrival time is S-shaped, we consider more general distributions. In the second model, we have a two-route tolled network where users are continuously heterogeneous with respect to their value of time. This allows us to conduct a study on the relative efficiencies of various pricing strategy and how it is affected by the level of heterogeneity in users' value of time.Finally, a computable model is designed and corresponding solution methods are proposed. A test on the french national road network is conducted. The model is used to assess an hypothetical time-varying pricing scheme intended to ease summer traffic congestion
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Fanhani, Jonas Franceschini. "Avaliação de diferentes programas nutricionais e desenvolvimento de modelos matemáticos para predição do desempenho, características de carcaça de frangos de corte machos e elaboração de análises econômicas." Universidade de São Paulo, 2011. http://www.teses.usp.br/teses/disponiveis/74/74131/tde-26032012-161338/.
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Foram avaliados seis programas nutricionais diferentes baseados para cada fase de crescimento de frangos de corte machos (pré-inicial, inicial, crescimento I, crescimento II e final) e com os dados obtidos foram elaboradas equações de regressão, para predizer o ganho de peso, consumo de ração, conversão alimentar, índice de eficiência produtiva, consumo de energia, conversão calórica e viabilidade criatória em função dos níveis nutricionais da dieta. Os programas nutricionais correspondiam a -15%, -10%, -5%, controle, +5% e +10%, sendo o tratamento controle baseado nos níveis nutricionais indicados por Rostagno et al. (2005) e os demais calculados a partir do controle. O delineamento experimental utilizado foi o inteiramente casualizado com seis tratamentos e seis repetições com trinta aves cada, totalizando 1080 aves. Para realizar a análise econômica foi desenvolvido um programa no Microsoft Excel® para, com auxílio da ferramenta Solver, otimizar a relação custo-benefício e definir estratégias nutricionais considerando características de desempenho, de carcaça e variáveis de mercado. Foram avaliadas as características de desempenho e de carcaça aos 35, 42 e 49 dias de idade e, após a obtenção das equações de regressão foi realizada a análise econômica, através de simulações de cenários de mercado, para estabelecer os níveis nutricionais mais adequados em cada situação. Concluiu-se que o aumento dos níveis nutricionais das dietas promovem melhor desempenho em frangos de corte machos, embora o rendimento de carcaça e de cortes comerciais sejam pouco influenciados. Além disso, a formulação de máximo lucro proporciona maior rentabilidade na produção de frangos de corte e são influenciadas principalmente pelas variáveis idade de abate e produto a ser comercializado. A melhora do desempenho das aves com o aumento dos níveis nutricionais da ração não significa melhora nos resultados econômicos. Desta forma, os modelos matemáticos, são úteis para estabelecer o relacionamento entre variáveis de importância e essenciais para avaliação e determinação das condições de criação e nutrição adequadas para se obter maior lucratividade no sistema produtivo.It was evaluated six different nutritional plans based for each phase of growth of broilers (pre-starter, starter, growth I, growth II and slaughter) and with the obtained data were developed regression equations to predict weight gain, feed intake, feed conversion, productive efficiency index, energy consumption, caloric conversion and stock-breeding feasibility in terms of nutrient levels in the diet. Nutrition programs accounted for -15%, -10%, -5%, control, +5% and +10% with the control treatment based on nutritional levels indicated by Rostagno et al. (2005) and the others were calculated from the control. The experimental design was completely randomized with six treatments and six replicates of thirty birds each, totaling 1080 birds. To perform the economic analysis a program was developed in Microsoft Excel ® for, with the help of the Solver tool, optimize the relation cost-benefit and to define nutritional strategies considering performance characteristics, carcass and market variables. It was evaluated the performance characteristics and carcass at 35, 42 and 49 days old and, after obtaining the regression equations was carried out economic analysis, through simulations of market scenarios, to establish the most appropriate nutritional levels in each situation. It was concluded that the increase in nutrient levels of diets promote improved performance in broilers, although the yield of carcass and commercial cuts are little influenced. In addition, the formulation that provides maximum profit increased profitability in the production of broiler chickens and are mainly influenced by the variables age at slaughter and product to be marketed. The improved performance of birds with increasing levels of nutritional food does not mean an improvement in economic outcomes. Thus, mathematical models are useful to establish the relationship between variables of importance and essential for evaluation and determination of rearing conditions and adequate nutrition for greater profitability in the productive system.
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Sargent, Aitbala. "Modeling Ice Streams." Fogler Library, University of Maine, 2009. http://www.library.umaine.edu/theses/pdf/SargentA2009.pdf.
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Agi, Egemen. "Mathematical Modeling Of Gate Control Theory." Master's thesis, METU, 2009. http://etd.lib.metu.edu.tr/upload/3/12611468/index.pdf.
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The purpose of this thesis work is to model the gate control theory, which explains the modulation of pain signals, with a motivation of finding new possible targets for pain treatment and to find novel control algorithms that can be used in engineering practice. The difference of the current study from the previous modeling trials is that morphologies of neurons that constitute gate control system are also included in the model by which structure-function relationship can be observed. Model of an excitable neuron is constructed and the response of the model for different perturbations are investigated. The simulation results of the excitable cell model is obtained and when compared with the experimental findings obtained by using crayfish, it is found that they are in good agreement. Model encodes stimulation intensity information as firing frequency and also it can add sub-threshold inputs and fire action potentials as real neurons. Moreover, model is able to predict depolarization block. Absolute refractory period of the single cell model is found as 3.7 ms. The developed model, produces no action potentials when the sodium channels are blocked by tetrodotoxin. Also, frequency and amplitudes of generated action potentials increase when the reversal potential of Na is increased. In addition, propagation of signals along myelinated and unmyelinated fibers is simulated and input current intensity-frequency relationships for both type of fibers are constructed. Myelinated fiber starts to conduct when current input is about 400 pA whereas this minimum threshold value for unmyelinated fiber is around 1100 pA. Propagation velocity in the 1 cm long unmyelinated fiber is found as 0.43 m/s whereas velocity along myelinated fiber with the same length is found to be 64.35 m/s. Developed synapse model exhibits the summation and tetanization properties of real synapses while simulating the time dependency of neurotransmitter concentration in the synaptic cleft. Morphometric analysis of neurons that constitute gate control system are done in order to find electrophysiological properties according to dimensions of the neurons. All of the individual parts of the gate control system are connected and the whole system is simulated. For different connection configurations, results of the simulations predict the observed phenomena for the suppression of pain. If the myelinated fiber is dissected, the projection neuron generates action potentials that would convey to brain and elicit pain. However, if the unmyelinated fiber is dissected, projection neuron remains silent. In this study all of the simulations are preformed using Simulink.
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Kat, Bora. "Mathematical Modeling For Energy Policy Analysis." Phd thesis, METU, 2011. http://etd.lib.metu.edu.tr/upload/12613762/index.pdf.
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As is now generally accepted, climate change and environmental degradation has largely been triggered by carbon emissions and energy modeling for policy analysis has therefore attained renewed urgency. It is important for governments to satisfy emission targets and timetables set down by international agreements without disregarding macroeconomic concerns and restrictions. In this study, we present a large-scale nonlinear optimization model that allows the analysis of macroeconomic and multi-sectoral energy policies in respect of technological and environmental options and scenarios. The model consists of a detailed representation of energy activities and disaggregates the rest of the economy into five main sectors. Economy-wide solutions are obtained by computing a utility maximizing aggregate consumption bundle on the part of a representative household. Intersectoral and foreign transaction balances are maintained using a modified accounting matrix. The model also computes the impact on macroeconomic variables of greenhouse gas (GHG) emission strategies and abatement schemes. As such the model is capable of producing solutions that can be used to benchmark regulatory instruments and policies. Several scenarios are presented for the case of Turkey in which the impact of a nuclear power programme and power generation coupled with carbon-capture-and-storage schemes are investigated as well as setting quotas on total and sectoral GHG emissions.
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Wolska, Magdalena, and Ivana Kruijff-Korbayová. "Modeling anaphora in informal mathematical dialogue." Universität Potsdam, 2006. http://opus.kobv.de/ubp/volltexte/2006/1045/.
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We analyze anaphoric phenomena in
the context of building an input understanding
component for a conversational
system for tutoring mathematics.In this paper, we report the results of data analysis of two sets of corpora of dialogs on mathematical theorem proving. We exemplify anaphoric phenomena, identify factors relevant to anaphora resolution in our domain and extensions to the input interpretation component to support it.
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Fagereng, Christian. "Mathematical Modeling for Marine Crane Operations." Thesis, Norges teknisk-naturvitenskapelige universitet, Institutt for marin teknikk, 2011. http://urn.kb.se/resolve?urn=urn:nbn:no:ntnu:diva-15511.
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As mathematical models for marine vessel dynamics are frequently used for several different purposes there is a need for finding ways of facilitating connection of sub models to extend these models to include various equipment of interest which affects the vessel dynamics. The bond graph modeling language is a natural platform for this since it can be used to describe several different disciplines or energy domains using the same basic system elements. Thus for example electrical systems affecting mechanical systems can easily be modeled and connected. However the basic bond graph modeling concept has to be extended for use in multi-dimensional problems since standard procedures soon become difficult or impossible for larger systems. Using rigid body dynamics such systems can easily be created and incorporated with vessel dynamic equations. Rigid body bond graph can also be used to develop models of various other equipment. But when connecting several such systems together rigidly, causality problems will arise. The solution is to use the mathematical equivalent to a stiff spring in between the rigid bodies, thus the connection will not be entirely rigid. In this thesis the development of such multi-dimensional bond graph has been research. A model for a simplified barge has been developed. It is clear that such models has great potential, but as with all other mathematical models of marine vessel dynamics accurate simulation results rely on accurate hydrodynamic coefficients which can be hard to derive. Using the same procedure for multi-dimensional bond graph as for vessel modeling it is possible derive a model representing a pendulum. Which with some modification such as actuators represent a crane beam. Using three dimensional bond graph joints based on the concept of stiff springs to connect several such models a crane model is developed. The model is tested and it is found that the stiff springs in the connections may induce high vibrational natural frequencies which can affect simulation time. For such problems damping in the joint may be adopted. The barge model and the crane model are interfaced using bond graph joints and it is shown that the movement of the crane indeed will induce forces on the barge as expected. This proves that 6DOF systems (six degrees of freedom) for several different mechanical component can be interfaced and facilitate the modeling of marine vessel dynamics and the connection of sub systems. Thus an efficient way of modeling such systems has been achieved. To demonstrate the simulation result of the models developed in the thesis animations have been generated and is included in the attached CD.
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Tang, Terry, and University of Lethbridge Faculty of Arts and Science. "Mathematical modeling of eukaryotic gene expression." Thesis, Lethbridge, Alta. : University of Lethbridge, Dept. of Chemistry and Biochemistry, 2010, 2010. http://hdl.handle.net/10133/2567.
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Using the Gillespie algorithm, the export of the mRNA molecules from their transcription
site to the nuclear pore complex is simulated. The effect of various structures in the nu-
cleus on the efficiency of export is discussed. The results show that having some of the
space filled by chromatin near the mRNA synthesis site shortens the transport time. Next, the complete eukaryotic gene expression including transcription, splicing, mRNA export, translation, and mRNA degradation is modeled using delay stochastic simulation. This allows for the study of stochastic effects during the process and on the protein production rate patterns. Various protein production patterns can be produced by adjusting the poly-A tail length of the mRNA and the promoter efficiency of the gene. After that, the opposing effects of the chromatin density on the seeking time of the transcription factors for the promoter and the exit time of the mRNA product are discussed.xi, 102 leaves ; 28 cm