Marco Papi

In this work, we investigate some theoretical aspects related to the estimation approach proposed by Liebermeister and Klipp, 2006, in which general rate laws, derived from standardized enzymatic mechanisms, are exploited to kinetically describe the fluxes of a metabolic reaction network, and multiple metabolic steady-state measurements are exploited to estimate the unknown kinetic parameters. Further mathematical details are deeply investigated, and necessary conditions on the amount of information required to solve the identification problem are given. Moreover, theoretical results for the parameter identifiability are provided, and symmetrical and modular properties of the proposed approach are highlighted when the global identification problem is decoupled into smaller and simpler identification problems related to the single reactions of the network. Among the advantages of the proposed innovative approach are (i) non-restrictive conditions to guarantee the solvability of the parameter estimation problem, (ii) the unburden of the usual computational complexity for such identification problems, and (iii) the ease of obtaining the required number of measurements, which are actually steady-state data, experimentally easier to obtain with respect to the time-dependent ones. A simple example concludes the paper, highlighting the mentioned advantages of the method and the implementation of the related theoretical result.

Coupled hybrid models, gathering the advantages of multiscale approaches, are nowadays spreading in the field of mathematical models for biological phenomena. The structure of the investigated system arises in modelling collective cell migrations and growth, and particularly fits to those scenarios in which the dynamics of discrete particles is influenced by a continuum chemical concentration. In this paper we focus on existence of solutions in the case of a local concentration. Our construction will rely on approximation techniques, involving a suitable family approximating problems with a nonlocal term in the corresponding Ode, and passage to the limit.

This work focuses on a new mathematical model able to describe in a simple manner the intestinal physiology, in order to better study drug absorption and bioavailability. The aim of our model is to overcome the limitations of physiological pharmacokinetics models of the literature, introducing a different modelling approach. The core of the new proposed model is a Discrete-Continuous Approach (DCA): a sequence of boluses travels in the investigated portion of the intestine, in counter-current with blood that flows in continuous mode. No empirical equations are implemented in this model. Simulation results show an excellent correlation between the predicted and experimental concentration profile used to validate our model. Our new approach provides a simple tool, with a good reliability, to analyze a very complex phenomenon, using only few parameters.

Starting from recent experimental observations of starlings and jackdaws, we propose a minimal agent-based mathematical model for bird flocks based on a system of second-order delayed stochastic differential equations with discontinuous (both in space and time) right-hand side. The model is specifically designed to reproduce self-organized spontaneous sudden changes of direction, not caused by external stimuli like predator’s attacks. The main novelty of the model is that every bird is a potential turn initiator, thus leadership is formed in a group of indistinguishable agents. We investigate some theoretical properties of the model and we show the numerical results. Biological insights are also discussed.

Starting from recent experimental observations of starlings and jackdaws, we propose a minimal agent-based mathematical model for bird flocks based on a system of second-order delayed stochastic differential equations with discontinuous (both in space and time) right-hand side. The model is specifically designed to reproduce self-organized spontaneous sudden changes of direction, not caused by external stimuli like predator's attacks. The main novelty of the model is that every bird is a potential turn initiator, thus leadership is formed in a group of indistinguishable agents. We investigate some theoretical properties of the model and we show the numerical results. Biological insights are also discussed.

We consider the model of Antonacci, Costantini, D’Ippoliti, Papi (arXiv:2010.05462 [q-fin.MF], 2020), which describes the joint evolution of inflation, the central bank interest rate, and the short-term interest rate. In the case when the diffusion coefficient does not depend on the central bank interest rate, we derive a semi-closed valuation formula for contingent derivatives, in particular for Zero Coupon Bonds (ZCBs). By using ZCB yields as observations, we implement the Kalman filter and obtain a dynamical estimate of the short-term interest rate. In turn, by this estimate, at each time step, we calibrate the model parameters under the risk-neutral measure and the coefficient of the risk premium. We compare the market values of German interest rate yields for several maturities with the corresponding values predicted by our model, from 2007 to 2015. The numerical results validate both our model and our numerical procedure.

In this paper we extend the stability results of cascaded closed-loop predictors for deterministic systems to stochastic linear systems with additive noise and arbitrarily large time-varying input delay, under suitable hypothesis on the delay function. We propose an output-feedback controller design based on a set of differential delay equations with size depending on the delay bound and we show that it ensures exponential stability in mean and mean square stability of the controlled system. The result is extended to multiple delays on separate input signals and to systems with arbitrarily large output delays.