Models of Switching in Biophysical Contexts

Size: px
Start display at page:

Download "Models of Switching in Biophysical Contexts"

Transcription

1 Models of Switching in Biophysical Contexts Martin R. Evans SUPA, School of Physics and Astronomy, University of Edinburgh, U.K. March 7, 2011 Collaborators: Paolo Visco (MSC, Paris) Rosalind J. Allen (Edinburgh) Satya N. Majumdar (LPTMS, Paris)

2 Plan Plan I Thoughts on biophysical modelling II Switching between states III Microscopic dynamics: model linear feedback switch IV Macroscopic dynamics: population growth in a catastrophic environment References: P. Visco, R. J. Allen, M. R. Evans, Phys. Rev. Lett. 2008, Phys. Rev. E 2009 P. Visco, R. J. Allen, S. N. Majumdar, M. R. Evans, Biophysical Journal 2010

3 Physics vs Biology Physics vs Biology Physics Unifying Principles Effective Theories; minimal models Mathematical proof e.g. Free energy minimisation Biology System details Models with many parameters to fit data Argumentation e.g. Evolutionary pressures

4 What can physicists bring to biophysical modelling? Ideas from (statistical) physics many particle behaviour non equilibrium phenomena fluctuations and stochastic effects idea of scales Model building savoir faire minimal models exact solutions; good approximations

5 What can physicists bring to biophysical modelling? Ideas from (statistical) physics many particle behaviour non equilibrium phenomena fluctuations and stochastic effects idea of scales Model building savoir faire minimal models exact solutions; good approximations What physicists shouldn t bring Arrogance and ignorance

6 Plan Plan I Thoughts on biophysical modelling II Switching between states III Microscopic dynamics: model linear feedback switch IV Macroscopic dynamics: population growth in a catastrophic environment References: P. Visco, R. J. Allen, M. R. Evans, Phys. Rev. Lett. 2008, Phys. Rev. E 2009 P. Visco, R. J. Allen, S. N. Majumdar, M. R. Evans, Biophysical Journal 2010

7 II Switching: Basic Biology for Physicists Gene Stretch of DNA 1000 base pairs long Transcription by RNAp mrna Translation amino acids production of proteins... Phenotype Regulation regulatory sites at ends of gene known as operators gene switched off/on by binding of repressors/enhancers known as Transcription factors genes can produce transcription factors for themselves or other genes genetic network

8 Heterogeneity Populations of bacteria are often heterogeneous even if environmentally and genetically identical Happens when bacteria frequently switches between different states: Multistable genetic switches Stochastic oscillation between different states It represents a strategy against environmental changes and stresses Examples: Bacterial persistence Phase variation (e.g.: fimbriae)

9 Example: Bacterial persistence Non persistent state Persistent state Vulnerable to antibiotics Resists against antibiotics Fast growth Very slow growth Balaban, Merrin, Chait, Kowalik, Leibler, Science, 2004

10 Examples of population strategies Bet Hedging small fraction of population in unfit persistor state which can survive catastrophes e.g. antibiotics Once and for all Population splits into groups with long lived phenotypes i.e. bistability Defence against immune response small fraction of population in fit state since too successful a population would evoke an immune response

11 Models of genetic switches Existing models for bistable gene regulatory networks Mutually repressing genes Positive feedback loop Typically: bistable systems effective potential But this is not how the most common bacterial phase variation systems work! state state 1 state 2

12 Example: Uropathogenic E.Coli Urinary tract Attached, fimbriated Detached, fimbriated Detached, non fimbriated Attached vulnerable to immune system Detached vulnerable to flushing

13 Example: Uropathogenic E. Coli Non fimbriated state Fimbriated state M. R. Evans Models of Switching in Biophysical Contexts

14 The fim switch DNA inversion switch fim system controls production of fimbriae short piece of DNA can be inserted in two orientations in one orientation fimbrial genes transcribed and fimbriae produced ( on state ) inversion of DNA element mediated by recombinase enzymes FimE recombinase which flips the switch on to off is produced more strongly in the on state orientational control

15 III Model of stochastic linear feedback switch Reaction network k R 1 1 k S 2 on Son + R 1 k S on + R on 3 1 S off + R 1 k 4 S on k4 S off R 1 variations switching reactions Reaction rates k 1 k 2 k on R 1 decay R 1 production 3 R 1 mediated switching (only on to off) k 4 spontaneous switching (both directions)

16 III Model of stochastic linear feedback switch Reaction network k R 1 1 k S 2 on Son + R 1 k S on + R on 3 1 S off + R 1 k 4 S on k4 S off R 1 variations switching reactions In the on state: dn dt = k 2 k 1 n

17 III Model of stochastic linear feedback switch Reaction network k R 1 1 k S 2 on Son + R 1 k S on + R on 3 1 S off + R 1 k 4 S on k4 S off R 1 variations switching reactions In the on state: n(t) = k 2 k 1 [1 exp( k 1 t)] n k 2 k 1 t

18 III Model of stochastic linear feedback switch Reaction network k R 1 1 k S 2 on Son + R 1 k S on + R on 3 1 S off + R 1 k 4 S on k4 S off R 1 variations switching reactions In the off state: dn dt = k 1 n n k 2 k 1 t

19 III Model of stochastic linear feedback switch Reaction network k R 1 1 k S 2 on Son + R 1 k S on + R on 3 1 S off + R 1 k 4 S on k4 S off R 1 variations switching reactions In the off state: n(t) = n 0 exp( k 1 t) n k 2 k 1 t

20 Scales k 2 k 1 0 n τ R τ on Three timescales τ off t τ R relaxation time of n: 1/k 1 τ on on to off switching time: 1/( n on k3 on + k on τ off off to on switching time: 1/k4 off Two n scales n on asymptotic value of n in the on state: k 2 /k 1 n off asymptotic value of n in the off state: 0 4 )

21 Some examples τ R τ S τ R τ S τ R τ S

22 Statistical description Define p s (n, t) probability that there are n enzymes and the switch is in position s {on, off} at time t. Master equation dp s (n) dt = k 1 [(n + 1)p s (n + 1) np s (n)] + k s 2 [p s(n 1) p s (n)] + n[k 1 s 3 p 1 s (n) k s 3 p s(n)] + k 4 [p 1 s (n) p s (n)] Removal of R 1 Production of R 1 (if the switch is on) R 1 mediated switching spontaneous switching

23 Steady state: two coupled equations (n + 1)k 1 p on (n + 1) + k 2 p on (n 1) + k 4 p off (n) (n + 1)k 1 p off (n + 1) + nk on 3 p on(n) + k 4 p on (n) = (nk 1 + k 2 + nk on 3 + k 4)p on (n) = (nk 1 + k 4 )p off (n) Exact solution p on (n) = a 0 (u 1 u 0 ) n n! (η) n (ζ) n 1F 1 (η + n, ζ + n, u 0 ) p off (n) = κδ n,0 + k 2 p on (n 1) p on (n) k 1 n where u 1, u 0, η, ζ are combinations of the reaction rates and κ, a 0 are normalising constants

24 Test against simulations Plot of p(n) = p on (n) + p off (n) Perfect agreement

25 Flipping time distribution Flipping time distribution F on (t)dt probability that the switch flips at time t t + dt Compare with mean first passage times and persistence distributions of stochastic processes We would like to see peak around typical time to be in on-state F(t) m t Can the model achieve this? require df(t) dt > 0 t=0

26 Measurement ensemble F (T ) depends on the initial condition of n i Two choices: Switch change ensemble SCE Steady state ensemble SSE Initial distribution W (n i ) defines the ensemble

27 Relation between ensembles on switch position T T 1 T 2 off Probability that t is an interval T : Prob(T )dt = t time T F SCE (T )dt 0 T F SCE (T )dt Prob(T 2 T )dt = θ(t T 2)dT T (uniform) F SSE (T 2 ) = T 2 Prob(T 2 T )Prob(T )dt = T 2 0 F SCE (T )dt TF SCE (T )dt General relation from renewal theory: df SSE dt = FSCE (T ) T SCE

28 Peak in the distribution never a peak in SSE in SCE require k 2 k on 3 (k 4) 2 k on 3 (k 1 + 2k 4 ) n W (k on 3 )2 n 2 W > 0 k k 2 = k 2 = k3 on Visco, Allen, Evans, PRL (2008);

29 IV Population dynamics in changing environments Consider whether switching rate to a less fit state is advantageous for the population Previous studies Thattai and Van Oudenaarden, Genetics environments, 2 phenotypes, Poissonian environmental changes Kussell and Leibler, Science 2005 many environments and phenotypes, different phentotypes have preferred environment Random switching between phenotypes good strategy when environmental changes unpredictable

30 General scenario Single environment Population of bacteria, say, with two possibles states for individuals: Fit state has fast growth Unfit (persistor) state has slow growth but withstands catastrophes Catastrophes occur stochastically, coupled to growth of population Question: what is best strategy of population to maximise growth?

31 Model Deterministic growth Two subpopulations n A and n B. Exponential growth rates γ A > γ B Individuals switch states with rates k A, k B dn A dt dn B dt = γ A n A + k B n B k A n A, = γ B n B + k A n A k B n B. Stochastic catastrophes Catastrophe rate β(n A, n B ) β is the environmental response function When a catastrophe occurs n A n A < n A, with probability density ν(n A n A ). ν is the catastrophe strength distribution

32 Fitness Biological definition: instantaneous growth rate of population Here f is fraction of population in fit state dn dt Deterministic growth: n A f = n A + n B = γ A n A + γ B n B = (γ B + γf )n df dt = v(f ) = γ(f + f )(f f ), where γ = γ A γ B and f ± are the roots of ( f 2 1 k ) A + k B f k B γ γ = 0.

33 Typical trajectory log(n A ) log(n B ) f + f(t) t Piecewise Deterministic Markov Processes - used extensively in context of queueing theory

34 Catastrophe rate Threshold sigmoid function Catastrophes triggered when a threshold is reached Our choice: β λ (f ) = ξ 2 ( 1 + ) f f λ2 + (f f ) 2 parameters ξ plateau value f threshold value βλ(f) 1 λ = 0.01 λ = 0.1 λ = 1 λ = 10 λ sharpness of the transition f

35 Catastrophe strength n A n A = u n A, where 0 < u < 1 is a random number sampled from: P(u) = (α + 1)u α α > 1 n ν(n n) α = 0.5 α = 0 α = 1 α = 10 1 < α < 0 strong catastrophes α > 0 weak catastrophes n /n To each jump n A n A corresponds a jump f f Catastrophe strengh distribution µ(f f ), where µ(f f ) = Θ(f f ) d m(f ) df m(f ) with m(f ) = ( f ) 1+α 1 f

36 Exact Solution for Stationary State Constant flux condition v(f ) 0 f f f f + β(f )µ(f f ) Recall df dt = v(f ) µ(f f ) = d m(f ) df m(f ) ( ) 1+α f m(f ) = 1 f p(f )v(f ) = f+ f df df p(f )β(f )µ(f f ) f 0

37 Exact Solution for Stationary State Constant flux condition v(f ) 0 f f f f + β(f )µ(f f ) Recall df dt = v(f ) µ(f f ) = d m(f ) df m(f ) ( ) 1+α f m(f ) = 1 f p(f )v(f ) = f+ f df p(f )β(f ) m(f ) f df 0 d df m(f )

38 Exact Solution for Stationary State Constant flux condition v(f ) 0 f f f f + β(f )µ(f f ) Recall df dt = v(f ) µ(f f ) = d m(f ) df m(f ) ( ) 1+α f m(f ) = 1 f p(f )v(f ) m(f ) = f+ f df p(f )β(f ) m(f )

39 Exact Solution for Stationary State Constant flux condition v(f ) 0 f f f f + β(f )µ(f f ) Recall df dt = v(f ) µ(f f ) = d m(f ) df m(f ) ( ) 1+α f m(f ) = 1 f d p(f )v(f ) p(f )β(f ) = df m(f ) m(f )

40 Exact Solution for Stationary State Constant flux condition v(f ) 0 f f f f + β(f )µ(f f ) Recall df dt = v(f ) µ(f f ) = d m(f ) df m(f ) ( ) 1+α f m(f ) = 1 f d p(f )v(f ) p(f )β(f ) = df m(f ) m(f ) p(f ) = C m(f ) ( ) β(f ) v(f ) exp v(f )

41 Examples 1.5 (a) (b) p(f/f+) (c) (d) p(f/f+) f /f f /f +

42 Optimal strategies We characterise the population strategy by the value of k A, which is the control parameter for the population balance. We define Optimal Strategies as the values of k A which maximise the average fitness f in the stationary state. Two optimal strategies emerge: f λ = 10 λ = 1 λ = 0.1 λ = k A

43 Optimal strategies cont. Two possible optimal strategies 1 k A = 0 (no switching to unfit state) 2 k A ka where ka yields f + = f (saturation fitness = response threshold) f(t) 1 no switching switching t t

44 Conclusions for population dynamics in changing environments New kind of environments Catastrophic Responsive Switching can be a good strategy Threshold mechanism (different from bet hedging) Two main strategies: no switching: grow faster oblivious to catastrophes switching: grow slower but try not to get caught Outlook: Generalise to saturating populations

45 Summary Plan I Thoughts on biophysical modelling II Switching between states III Microscopic dynamics: model linear feedback switch IV Macroscopic dynamics: population growth in a catastrophic environment References: P. Visco, R. J. Allen, M.R. Evans, Phys. Rev. Lett 2008, Phys. Rev. E 2009 P. Visco, R. J. Allen, S. N. Majumdar, M.R. Evans, Biophysical Journal 2010

Supplement to Call Centers with Delay Information: Models and Insights

Supplement to Call Centers with Delay Information: Models and Insights Supplement to Call Centers with Delay Information: Models and Insights Oualid Jouini 1 Zeynep Akşin 2 Yves Dallery 1 1 Laboratoire Genie Industriel, Ecole Centrale Paris, Grande Voie des Vignes, 92290

More information

Stochastic Gene Expression in Prokaryotes: A Point Process Approach

Stochastic Gene Expression in Prokaryotes: A Point Process Approach Stochastic Gene Expression in Prokaryotes: A Point Process Approach Emanuele LEONCINI INRIA Rocquencourt - INRA Jouy-en-Josas Mathematical Modeling in Cell Biology March 27 th 2013 Emanuele LEONCINI (INRIA)

More information

A Mathematical Model of a Synthetically Constructed Genetic Toggle Switch

A Mathematical Model of a Synthetically Constructed Genetic Toggle Switch BENG 221 Mathematical Methods in Bioengineering Project Report A Mathematical Model of a Synthetically Constructed Genetic Toggle Switch Nick Csicsery & Ricky O Laughlin October 15, 2013 1 TABLE OF CONTENTS

More information

Chapter 6: Biological Networks

Chapter 6: Biological Networks Chapter 6: Biological Networks 6.4 Engineering Synthetic Networks Prof. Yechiam Yemini (YY) Computer Science Department Columbia University Overview Constructing regulatory gates A genetic toggle switch;

More information

Stochastic Gene Expression in Prokaryotes: A Point Process Approach

Stochastic Gene Expression in Prokaryotes: A Point Process Approach Stochastic Gene Expression in Prokaryotes: A Point Process Approach Emanuele LEONCINI INRIA Rocquencourt - INRA Jouy-en-Josas ASMDA Mataró June 28 th 2013 Emanuele LEONCINI (INRIA) Stochastic Gene Expression

More information

Hydrodynamic Limits of Randomized Load Balancing Networks

Hydrodynamic Limits of Randomized Load Balancing Networks Hydrodynamic Limits of Randomized Load Balancing Networks Kavita Ramanan and Mohammadreza Aghajani Brown University Stochastic Networks and Stochastic Geometry a conference in honour of François Baccelli

More information

The search process for small targets in cellular microdomains! Jürgen Reingruber

The search process for small targets in cellular microdomains! Jürgen Reingruber The search process for small targets in cellular microdomains! Jürgen Reingruber Department of Computational Biology Ecole Normale Supérieure Paris, France Outline 1. Search processes in cellular biology

More information

Equation-free analysis of two-component system signalling model reveals the emergence of co-existing phenotypes in the absence of multistationarity

Equation-free analysis of two-component system signalling model reveals the emergence of co-existing phenotypes in the absence of multistationarity 1 Equation-free analysis of two-component system signalling model reveals the emergence of co-existing phenotypes in the absence of multistationarity Rebecca B. Hoyle 1,, Daniele Avitabile 2, Andrzej M.

More information

Positive Feedback and Bistable Systems. Copyright 2008: Sauro

Positive Feedback and Bistable Systems. Copyright 2008: Sauro Positive Feedback and Bistable Systems 1 Copyright 2008: Sauro Non-Hysteretic Switches; Ultrasensitivity; Memoryless Switches Output These systems have no memory, that is, once the input signal is removed,

More information

Additional Modeling Information

Additional Modeling Information 1 Additional Modeling Information Temperature Control of Fimbriation Circuit Switch in Uropathogenic Escherichia coli: Quantitative Analysis via Automated Model Abstraction Hiroyuki Kuwahara, Chris J.

More information

Brownian Motion and Stochastic Flow Systems. J.M Harrison

Brownian Motion and Stochastic Flow Systems. J.M Harrison Brownian Motion and Stochastic Flow Systems 1 J.M Harrison Report written by Siva K. Gorantla I. INTRODUCTION Brownian motion is the seemingly random movement of particles suspended in a fluid or a mathematical

More information

Planning And Scheduling Maintenance Resources In A Complex System

Planning And Scheduling Maintenance Resources In A Complex System Planning And Scheduling Maintenance Resources In A Complex System Martin Newby School of Engineering and Mathematical Sciences City University of London London m.j.newbycity.ac.uk Colin Barker QuaRCQ Group

More information

Lecture 1 MODULE 3 GENE EXPRESSION AND REGULATION OF GENE EXPRESSION. Professor Bharat Patel Office: Science 2, 2.36 Email: b.patel@griffith.edu.

Lecture 1 MODULE 3 GENE EXPRESSION AND REGULATION OF GENE EXPRESSION. Professor Bharat Patel Office: Science 2, 2.36 Email: b.patel@griffith.edu. Lecture 1 MODULE 3 GENE EXPRESSION AND REGULATION OF GENE EXPRESSION Professor Bharat Patel Office: Science 2, 2.36 Email: b.patel@griffith.edu.au What is Gene Expression & Gene Regulation? 1. Gene Expression

More information

A Uniform Asymptotic Estimate for Discounted Aggregate Claims with Subexponential Tails

A Uniform Asymptotic Estimate for Discounted Aggregate Claims with Subexponential Tails 12th International Congress on Insurance: Mathematics and Economics July 16-18, 2008 A Uniform Asymptotic Estimate for Discounted Aggregate Claims with Subexponential Tails XUEMIAO HAO (Based on a joint

More information

DNA Insertions and Deletions in the Human Genome. Philipp W. Messer

DNA Insertions and Deletions in the Human Genome. Philipp W. Messer DNA Insertions and Deletions in the Human Genome Philipp W. Messer Genetic Variation CGACAATAGCGCTCTTACTACGTGTATCG : : CGACAATGGCGCT---ACTACGTGCATCG 1. Nucleotide mutations 2. Genomic rearrangements 3.

More information

Qualitative modeling of biological systems

Qualitative modeling of biological systems Qualitative modeling of biological systems The functional form of regulatory relationships and kinetic parameters are often unknown Increasing evidence for robustness to changes in kinetic parameters.

More information

Qualitative analysis of regulatory networks

Qualitative analysis of regulatory networks Qualitative analsis of regulator networks Denis THIEFFRY (LGPD-IBDM, Marseille, France) Introduction Formal tools for the analsis of gene networks Graph-based representation of regulator networks Dnamical

More information

α α λ α = = λ λ α ψ = = α α α λ λ ψ α = + β = > θ θ β > β β θ θ θ β θ β γ θ β = γ θ > β > γ θ β γ = θ β = θ β = θ β = β θ = β β θ = = = β β θ = + α α α α α = = λ λ λ λ λ λ λ = λ λ α α α α λ ψ + α =

More information

RNA & Protein Synthesis

RNA & Protein Synthesis RNA & Protein Synthesis Genes send messages to cellular machinery RNA Plays a major role in process Process has three phases (Genetic) Transcription (Genetic) Translation Protein Synthesis RNA Synthesis

More information

Some stability results of parameter identification in a jump diffusion model

Some stability results of parameter identification in a jump diffusion model Some stability results of parameter identification in a jump diffusion model D. Düvelmeyer Technische Universität Chemnitz, Fakultät für Mathematik, 09107 Chemnitz, Germany Abstract In this paper we discuss

More information

Localised Sex, Contingency and Mutator Genes. Bacterial Genetics as a Metaphor for Computing Systems

Localised Sex, Contingency and Mutator Genes. Bacterial Genetics as a Metaphor for Computing Systems Localised Sex, Contingency and Mutator Genes Bacterial Genetics as a Metaphor for Computing Systems Outline Living Systems as metaphors Evolutionary mechanisms Mutation Sex and Localized sex Contingent

More information

CellLine, a stochastic cell lineage simulator: Manual

CellLine, a stochastic cell lineage simulator: Manual CellLine, a stochastic cell lineage simulator: Manual Andre S. Ribeiro, Daniel A. Charlebois, Jason Lloyd-Price July 23, 2007 1 Introduction This document explains how to work with the CellLine modules

More information

Trading activity as driven Poisson process: comparison with empirical data

Trading activity as driven Poisson process: comparison with empirical data Trading activity as driven Poisson process: comparison with empirical data V. Gontis, B. Kaulakys, J. Ruseckas Institute of Theoretical Physics and Astronomy of Vilnius University, A. Goštauto 2, LT-008

More information

Viscoelasticity of Polymer Fluids.

Viscoelasticity of Polymer Fluids. Viscoelasticity of Polymer Fluids. Main Properties of Polymer Fluids. Entangled polymer fluids are polymer melts and concentrated or semidilute (above the concentration c) solutions. In these systems polymer

More information

Final Mathematics 5010, Section 1, Fall 2004 Instructor: D.A. Levin

Final Mathematics 5010, Section 1, Fall 2004 Instructor: D.A. Levin Final Mathematics 51, Section 1, Fall 24 Instructor: D.A. Levin Name YOU MUST SHOW YOUR WORK TO RECEIVE CREDIT. A CORRECT ANSWER WITHOUT SHOWING YOUR REASONING WILL NOT RECEIVE CREDIT. Problem Points Possible

More information

Dynamics of Biological Systems

Dynamics of Biological Systems Dynamics of Biological Systems Part I - Biological background and mathematical modelling Paolo Milazzo (Università di Pisa) Dynamics of biological systems 1 / 53 Introduction The recent developments in

More information

Semi-Markov model for market microstructure and HF trading

Semi-Markov model for market microstructure and HF trading Semi-Markov model for market microstructure and HF trading LPMA, University Paris Diderot and JVN Institute, VNU, Ho-Chi-Minh City NUS-UTokyo Workshop on Quantitative Finance Singapore, 26-27 september

More information

Computation of Switch Time Distributions in Stochastic Gene Regulatory Networks

Computation of Switch Time Distributions in Stochastic Gene Regulatory Networks Computation of Switch Time Distributions in Stochastic Gene Regulatory Networks Brian Munsky and Mustafa Khammash Center for Control, Dynamical Systems and Computation University of California Santa Barbara,

More information

Self-Organization in Nonequilibrium Systems

Self-Organization in Nonequilibrium Systems Self-Organization in Nonequilibrium Systems From Dissipative Structures to Order through Fluctuations G. Nicolis Universite Libre de Bruxelles Belgium I. Prigogine Universite Libre de Bruxelles Belgium

More information

Supporting Material to Crowding of molecular motors determines microtubule depolymerization

Supporting Material to Crowding of molecular motors determines microtubule depolymerization Supporting Material to Crowding of molecular motors determines microtubule depolymerization Louis Reese Anna Melbinger Erwin Frey Arnold Sommerfeld Center for Theoretical Physics and Center for NanoScience,

More information

Consensus and Polarization in a Three-State Constrained Voter Model

Consensus and Polarization in a Three-State Constrained Voter Model Consensus and Polarization in a Three-State Constrained Voter Model Department of Applied Mathematics University of Leeds The Unexpected Conference, Paris 14-16/11/2011 Big questions Outline Talk based

More information

The Exponential Distribution

The Exponential Distribution 21 The Exponential Distribution From Discrete-Time to Continuous-Time: In Chapter 6 of the text we will be considering Markov processes in continuous time. In a sense, we already have a very good understanding

More information

EXIT TIME PROBLEMS AND ESCAPE FROM A POTENTIAL WELL

EXIT TIME PROBLEMS AND ESCAPE FROM A POTENTIAL WELL EXIT TIME PROBLEMS AND ESCAPE FROM A POTENTIAL WELL Exit Time problems and Escape from a Potential Well Escape From a Potential Well There are many systems in physics, chemistry and biology that exist

More information

2038-20. Conference: From DNA-Inspired Physics to Physics-Inspired Biology. 1-5 June 2009. How Proteins Find Their Targets on DNA

2038-20. Conference: From DNA-Inspired Physics to Physics-Inspired Biology. 1-5 June 2009. How Proteins Find Their Targets on DNA 2038-20 Conference: From DNA-Inspired Physics to Physics-Inspired Biology 1-5 June 2009 How Proteins Find Their Targets on DNA Anatoly B. KOLOMEISKY Rice University, Department of Chemistry Houston TX

More information

The Joint Distribution of Server State and Queue Length of M/M/1/1 Retrial Queue with Abandonment and Feedback

The Joint Distribution of Server State and Queue Length of M/M/1/1 Retrial Queue with Abandonment and Feedback The Joint Distribution of Server State and Queue Length of M/M/1/1 Retrial Queue with Abandonment and Feedback Hamada Alshaer Université Pierre et Marie Curie - Lip 6 7515 Paris, France Hamada.alshaer@lip6.fr

More information

Gene Switches Teacher Information

Gene Switches Teacher Information STO-143 Gene Switches Teacher Information Summary Kit contains How do bacteria turn on and turn off genes? Students model the action of the lac operon that regulates the expression of genes essential for

More information

Performance Analysis of a Telephone System with both Patient and Impatient Customers

Performance Analysis of a Telephone System with both Patient and Impatient Customers Performance Analysis of a Telephone System with both Patient and Impatient Customers Yiqiang Quennel Zhao Department of Mathematics and Statistics University of Winnipeg Winnipeg, Manitoba Canada R3B 2E9

More information

Pricing of an Exotic Forward Contract

Pricing of an Exotic Forward Contract Pricing of an Exotic Forward Contract Jirô Akahori, Yuji Hishida and Maho Nishida Dept. of Mathematical Sciences, Ritsumeikan University 1-1-1 Nojihigashi, Kusatsu, Shiga 525-8577, Japan E-mail: {akahori,

More information

Modelling the performance of computer mirroring with difference queues

Modelling the performance of computer mirroring with difference queues Modelling the performance of computer mirroring with difference queues Przemyslaw Pochec Faculty of Computer Science University of New Brunswick, Fredericton, Canada E3A 5A3 email pochec@unb.ca ABSTRACT

More information

Radioactivity III: Measurement of Half Life.

Radioactivity III: Measurement of Half Life. PHY 192 Half Life 1 Radioactivity III: Measurement of Half Life. Introduction This experiment will once again use the apparatus of the first experiment, this time to measure radiation intensity as a function

More information

2. Illustration of the Nikkei 225 option data

2. Illustration of the Nikkei 225 option data 1. Introduction 2. Illustration of the Nikkei 225 option data 2.1 A brief outline of the Nikkei 225 options market τ 2.2 Estimation of the theoretical price τ = + ε ε = = + ε + = + + + = + ε + ε + ε =

More information

Nonparametric adaptive age replacement with a one-cycle criterion

Nonparametric adaptive age replacement with a one-cycle criterion Nonparametric adaptive age replacement with a one-cycle criterion P. Coolen-Schrijner, F.P.A. Coolen Department of Mathematical Sciences University of Durham, Durham, DH1 3LE, UK e-mail: Pauline.Schrijner@durham.ac.uk

More information

Optimal order placement in a limit order book. Adrien de Larrard and Xin Guo. Laboratoire de Probabilités, Univ Paris VI & UC Berkeley

Optimal order placement in a limit order book. Adrien de Larrard and Xin Guo. Laboratoire de Probabilités, Univ Paris VI & UC Berkeley Optimal order placement in a limit order book Laboratoire de Probabilités, Univ Paris VI & UC Berkeley Outline 1 Background: Algorithm trading in different time scales 2 Some note on optimal execution

More information

Name Class Date. Figure 13 1. 2. Which nucleotide in Figure 13 1 indicates the nucleic acid above is RNA? a. uracil c. cytosine b. guanine d.

Name Class Date. Figure 13 1. 2. Which nucleotide in Figure 13 1 indicates the nucleic acid above is RNA? a. uracil c. cytosine b. guanine d. 13 Multiple Choice RNA and Protein Synthesis Chapter Test A Write the letter that best answers the question or completes the statement on the line provided. 1. Which of the following are found in both

More information

Neural Networks and Learning Systems

Neural Networks and Learning Systems Neural Networks and Learning Systems Exercise Collection, Class 9 March 2010 x 1 x 2 x N w 11 3 W 11 h 3 2 3 h N w NN h 1 W NN y Neural Networks and Learning Systems Exercise Collection c Medical Informatics,

More information

Implementing the combing method in the dynamic Monte Carlo. Fedde Kuilman PNR_131_2012_008

Implementing the combing method in the dynamic Monte Carlo. Fedde Kuilman PNR_131_2012_008 Implementing the combing method in the dynamic Monte Carlo Fedde Kuilman PNR_131_2012_008 Faculteit Technische Natuurwetenschappen Implementing the combing method in the dynamic Monte Carlo. Bachelor End

More information

MAINTAINED SYSTEMS. Harry G. Kwatny. Department of Mechanical Engineering & Mechanics Drexel University ENGINEERING RELIABILITY INTRODUCTION

MAINTAINED SYSTEMS. Harry G. Kwatny. Department of Mechanical Engineering & Mechanics Drexel University ENGINEERING RELIABILITY INTRODUCTION MAINTAINED SYSTEMS Harry G. Kwatny Department of Mechanical Engineering & Mechanics Drexel University OUTLINE MAINTE MAINTE MAINTAINED UNITS Maintenance can be employed in two different manners: Preventive

More information

Tutorial: Genetic circuits and noise

Tutorial: Genetic circuits and noise Tutorial: Genetic circuits and noise Matt Scott Quantitative Approaches to Gene Regulatory Systems Summer School, July 2006 University of California, San Diego The analysis of natural genetic networks

More information

Understanding the dynamics and function of cellular networks

Understanding the dynamics and function of cellular networks Understanding the dynamics and function of cellular networks Cells are complex systems functionally diverse elements diverse interactions that form networks signal transduction-, gene regulatory-, metabolic-

More information

Online Appendix to Stochastic Imitative Game Dynamics with Committed Agents

Online Appendix to Stochastic Imitative Game Dynamics with Committed Agents Online Appendix to Stochastic Imitative Game Dynamics with Committed Agents William H. Sandholm January 6, 22 O.. Imitative protocols, mean dynamics, and equilibrium selection In this section, we consider

More information

Reaction Engineering of Polymer Electrolyte Membrane Fuel Cells

Reaction Engineering of Polymer Electrolyte Membrane Fuel Cells Reaction Engineering of Polymer Electrolyte Membrane Fuel Cells A new approach to elucidate the operation and control of Polymer Electrolyte Membrane (PEM) fuel cells is being developed. A global reactor

More information

arxiv:cond-mat/0005235 v1 15 May 2000

arxiv:cond-mat/0005235 v1 15 May 2000 arxiv:cond-mat/0005235 v1 15 May 2000 Stability and noise in biochemical switches William Bialek NEC Research Institute 4 Independence Way Princeton, New Jersey 08540 bialek@research.nj.nec.com December

More information

University of Maryland Fraternity & Sorority Life Spring 2015 Academic Report

University of Maryland Fraternity & Sorority Life Spring 2015 Academic Report University of Maryland Fraternity & Sorority Life Academic Report Academic and Population Statistics Population: # of Students: # of New Members: Avg. Size: Avg. GPA: % of the Undergraduate Population

More information

Structure and Function of DNA

Structure and Function of DNA Structure and Function of DNA DNA and RNA Structure DNA and RNA are nucleic acids. They consist of chemical units called nucleotides. The nucleotides are joined by a sugar-phosphate backbone. The four

More information

RNA Structure and folding

RNA Structure and folding RNA Structure and folding Overview: The main functional biomolecules in cells are polymers DNA, RNA and proteins For RNA and Proteins, the specific sequence of the polymer dictates its final structure

More information

STUDENT VERSION INSECT COLONY SURVIVAL OPTIMIZATION

STUDENT VERSION INSECT COLONY SURVIVAL OPTIMIZATION STUDENT VERSION INSECT COLONY SURVIVAL OPTIMIZATION STATEMENT We model insect colony propagation or survival from nature using differential equations. We ask you to analyze and report on what is going

More information

Monte Carlo Methods in Finance

Monte Carlo Methods in Finance Author: Yiyang Yang Advisor: Pr. Xiaolin Li, Pr. Zari Rachev Department of Applied Mathematics and Statistics State University of New York at Stony Brook October 2, 2012 Outline Introduction 1 Introduction

More information

PHYSICAL REVIEW LETTERS

PHYSICAL REVIEW LETTERS PHYSICAL REVIEW LETTERS VOLUME 86 28 MAY 21 NUMBER 22 Mathematical Analysis of Coupled Parallel Simulations Michael R. Shirts and Vijay S. Pande Department of Chemistry, Stanford University, Stanford,

More information

A Mathematical Study of Purchasing Airline Tickets

A Mathematical Study of Purchasing Airline Tickets A Mathematical Study of Purchasing Airline Tickets THESIS Presented in Partial Fulfillment of the Requirements for the Degree Master of Mathematical Science in the Graduate School of The Ohio State University

More information

Limitations of Equilibrium Or: What if τ LS τ adj?

Limitations of Equilibrium Or: What if τ LS τ adj? Limitations of Equilibrium Or: What if τ LS τ adj? Bob Plant, Laura Davies Department of Meteorology, University of Reading, UK With thanks to: Steve Derbyshire, Alan Grant, Steve Woolnough and Jeff Chagnon

More information

CHAPTER 6: Continuous Uniform Distribution: 6.1. Definition: The density function of the continuous random variable X on the interval [A, B] is.

CHAPTER 6: Continuous Uniform Distribution: 6.1. Definition: The density function of the continuous random variable X on the interval [A, B] is. Some Continuous Probability Distributions CHAPTER 6: Continuous Uniform Distribution: 6. Definition: The density function of the continuous random variable X on the interval [A, B] is B A A x B f(x; A,

More information

Nuclear Physics. Nuclear Physics comprises the study of:

Nuclear Physics. Nuclear Physics comprises the study of: Nuclear Physics Nuclear Physics comprises the study of: The general properties of nuclei The particles contained in the nucleus The interaction between these particles Radioactivity and nuclear reactions

More information

MATH4427 Notebook 2 Spring 2016. 2 MATH4427 Notebook 2 3. 2.1 Definitions and Examples... 3. 2.2 Performance Measures for Estimators...

MATH4427 Notebook 2 Spring 2016. 2 MATH4427 Notebook 2 3. 2.1 Definitions and Examples... 3. 2.2 Performance Measures for Estimators... MATH4427 Notebook 2 Spring 2016 prepared by Professor Jenny Baglivo c Copyright 2009-2016 by Jenny A. Baglivo. All Rights Reserved. Contents 2 MATH4427 Notebook 2 3 2.1 Definitions and Examples...................................

More information

Integrating DNA Motif Discovery and Genome-Wide Expression Analysis. Erin M. Conlon

Integrating DNA Motif Discovery and Genome-Wide Expression Analysis. Erin M. Conlon Integrating DNA Motif Discovery and Genome-Wide Expression Analysis Department of Mathematics and Statistics University of Massachusetts Amherst Statistics in Functional Genomics Workshop Ascona, Switzerland

More information

Fractional approaches to dielectric broadband spectroscopy

Fractional approaches to dielectric broadband spectroscopy Fractional approaches to dielectric broadband spectroscopy Simon Candelaresi, Rudolf Hilfer ICP, Uni Stuttgart 2008-02-26 Overview Dielectric Broadband Spectroscopy Use composite fractional time evolution

More information

Online Appendix. Supplemental Material for Insider Trading, Stochastic Liquidity and. Equilibrium Prices. by Pierre Collin-Dufresne and Vyacheslav Fos

Online Appendix. Supplemental Material for Insider Trading, Stochastic Liquidity and. Equilibrium Prices. by Pierre Collin-Dufresne and Vyacheslav Fos Online Appendix Supplemental Material for Insider Trading, Stochastic Liquidity and Equilibrium Prices by Pierre Collin-Dufresne and Vyacheslav Fos 1. Deterministic growth rate of noise trader volatility

More information

Statistical mechanics for real biological networks

Statistical mechanics for real biological networks Statistical mechanics for real biological networks William Bialek Joseph Henry Laboratories of Physics, and Lewis-Sigler Institute for Integrative Genomics Princeton University Initiative for the Theoretical

More information

4. DNA replication Pages: 979-984 Difficulty: 2 Ans: C Which one of the following statements about enzymes that interact with DNA is true?

4. DNA replication Pages: 979-984 Difficulty: 2 Ans: C Which one of the following statements about enzymes that interact with DNA is true? Chapter 25 DNA Metabolism Multiple Choice Questions 1. DNA replication Page: 977 Difficulty: 2 Ans: C The Meselson-Stahl experiment established that: A) DNA polymerase has a crucial role in DNA synthesis.

More information

A stochastic individual-based model for immunotherapy of cancer

A stochastic individual-based model for immunotherapy of cancer A stochastic individual-based model for immunotherapy of cancer Loren Coquille - Joint work with Martina Baar, Anton Bovier, Hannah Mayer (IAM Bonn) Michael Hölzel, Meri Rogava, Thomas Tüting (UniKlinik

More information

Second Order Systems

Second Order Systems Second Order Systems Second Order Equations Standard Form G () s = τ s K + ζτs + 1 K = Gain τ = Natural Period of Oscillation ζ = Damping Factor (zeta) Note: this has to be 1.0!!! Corresponding Differential

More information

Topic 2: Energy in Biological Systems

Topic 2: Energy in Biological Systems Topic 2: Energy in Biological Systems Outline: Types of energy inside cells Heat & Free Energy Energy and Equilibrium An Introduction to Entropy Types of energy in cells and the cost to build the parts

More information

Disease Transmission Networks

Disease Transmission Networks Dynamics of Disease Transmission Networks Winfried Just Ohio University Presented at the workshop Teaching Discrete and Algebraic Mathematical Biology to Undergraduates MBI, Columbus, OH, July 31, 2013

More information

BIOE 370 1. Lotka-Volterra Model L-V model with density-dependent prey population growth

BIOE 370 1. Lotka-Volterra Model L-V model with density-dependent prey population growth BIOE 370 1 Populus Simulations of Predator-Prey Population Dynamics. Lotka-Volterra Model L-V model with density-dependent prey population growth Theta-Logistic Model Effects on dynamics of different functional

More information

Efficient Load Balancing by Adaptive Bypasses for the Migration on the Internet

Efficient Load Balancing by Adaptive Bypasses for the Migration on the Internet Efficient Load Balancing by Adaptive Bypasses for the Migration on the Internet Yukio Hayashi yhayashi@jaist.ac.jp Japan Advanced Institute of Science and Technology ICCS 03 Workshop on Grid Computing,

More information

Genetic information (DNA) determines structure of proteins DNA RNA proteins cell structure 3.11 3.15 enzymes control cell chemistry ( metabolism )

Genetic information (DNA) determines structure of proteins DNA RNA proteins cell structure 3.11 3.15 enzymes control cell chemistry ( metabolism ) Biology 1406 Exam 3 Notes Structure of DNA Ch. 10 Genetic information (DNA) determines structure of proteins DNA RNA proteins cell structure 3.11 3.15 enzymes control cell chemistry ( metabolism ) Proteins

More information

Transcription and Translation of DNA

Transcription and Translation of DNA Transcription and Translation of DNA Genotype our genetic constitution ( makeup) is determined (controlled) by the sequence of bases in its genes Phenotype determined by the proteins synthesised when genes

More information

Non-equilibrium Thermodynamics

Non-equilibrium Thermodynamics Chapter 2 Non-equilibrium Thermodynamics 2.1 Response, Relaxation and Correlation At the beginning of the 21st century, the thermodynamics of systems far from equilibrium remains poorly understood. However,

More information

Generating Random Numbers Variance Reduction Quasi-Monte Carlo. Simulation Methods. Leonid Kogan. MIT, Sloan. 15.450, Fall 2010

Generating Random Numbers Variance Reduction Quasi-Monte Carlo. Simulation Methods. Leonid Kogan. MIT, Sloan. 15.450, Fall 2010 Simulation Methods Leonid Kogan MIT, Sloan 15.450, Fall 2010 c Leonid Kogan ( MIT, Sloan ) Simulation Methods 15.450, Fall 2010 1 / 35 Outline 1 Generating Random Numbers 2 Variance Reduction 3 Quasi-Monte

More information

Real-time PCR: Understanding C t

Real-time PCR: Understanding C t APPLICATION NOTE Real-Time PCR Real-time PCR: Understanding C t Real-time PCR, also called quantitative PCR or qpcr, can provide a simple and elegant method for determining the amount of a target sequence

More information

The Dynamics of a Genetic Algorithm on a Model Hard Optimization Problem

The Dynamics of a Genetic Algorithm on a Model Hard Optimization Problem The Dynamics of a Genetic Algorithm on a Model Hard Optimization Problem Alex Rogers Adam Prügel-Bennett Image, Speech, and Intelligent Systems Research Group, Department of Electronics and Computer Science,

More information

Section A. Index. Section A. Planning, Budgeting and Forecasting Section A.2 Forecasting techniques... 1. Page 1 of 11. EduPristine CMA - Part I

Section A. Index. Section A. Planning, Budgeting and Forecasting Section A.2 Forecasting techniques... 1. Page 1 of 11. EduPristine CMA - Part I Index Section A. Planning, Budgeting and Forecasting Section A.2 Forecasting techniques... 1 EduPristine CMA - Part I Page 1 of 11 Section A. Planning, Budgeting and Forecasting Section A.2 Forecasting

More information

MDM. Metabolic Drift Mutations - Attenuation Technology

MDM. Metabolic Drift Mutations - Attenuation Technology MDM Metabolic Drift Mutations - Attenuation Technology Seite 2 Origin of MDM attenuation technology Prof. Dr. Klaus Linde Pioneer in R&D of human and animal vaccines University of Leipzig Germany Origin

More information

Problem Solving 8: RC and LR Circuits

Problem Solving 8: RC and LR Circuits MASSACHUSETTS INSTITUTE OF TECHNOLOGY Department of Physics Problem Solving 8: RC and LR Circuits Section Table and Group (e.g. L04 3C ) Names Hand in one copy per group at the end of the Friday Problem

More information

Biological Sciences Initiative. Human Genome

Biological Sciences Initiative. Human Genome Biological Sciences Initiative HHMI Human Genome Introduction In 2000, researchers from around the world published a draft sequence of the entire genome. 20 labs from 6 countries worked on the sequence.

More information

Self-organized exploration and automatic sensor integration from the homeokinetic principle

Self-organized exploration and automatic sensor integration from the homeokinetic principle Self-organized exploration and automatic sensor integration from the homeokinetic principle Ralf Der, Frank Hesse and René Liebscher Universität Leipzig, Institut für Informatik POB 920 D-04009 Leipzig

More information

Lecture 13 Linear quadratic Lyapunov theory

Lecture 13 Linear quadratic Lyapunov theory EE363 Winter 28-9 Lecture 13 Linear quadratic Lyapunov theory the Lyapunov equation Lyapunov stability conditions the Lyapunov operator and integral evaluating quadratic integrals analysis of ARE discrete-time

More information

Graph theoretic approach to analyze amino acid network

Graph theoretic approach to analyze amino acid network Int. J. Adv. Appl. Math. and Mech. 2(3) (2015) 31-37 (ISSN: 2347-2529) Journal homepage: www.ijaamm.com International Journal of Advances in Applied Mathematics and Mechanics Graph theoretic approach to

More information

13.4 Gene Regulation and Expression

13.4 Gene Regulation and Expression 13.4 Gene Regulation and Expression Lesson Objectives Describe gene regulation in prokaryotes. Explain how most eukaryotic genes are regulated. Relate gene regulation to development in multicellular organisms.

More information

RANDOM INTERVAL HOMEOMORPHISMS. MICHA L MISIUREWICZ Indiana University Purdue University Indianapolis

RANDOM INTERVAL HOMEOMORPHISMS. MICHA L MISIUREWICZ Indiana University Purdue University Indianapolis RANDOM INTERVAL HOMEOMORPHISMS MICHA L MISIUREWICZ Indiana University Purdue University Indianapolis This is a joint work with Lluís Alsedà Motivation: A talk by Yulij Ilyashenko. Two interval maps, applied

More information

An exact formula for default swaptions pricing in the SSRJD stochastic intensity model

An exact formula for default swaptions pricing in the SSRJD stochastic intensity model An exact formula for default swaptions pricing in the SSRJD stochastic intensity model Naoufel El-Bachir (joint work with D. Brigo, Banca IMI) Radon Institute, Linz May 31, 2007 ICMA Centre, University

More information

Chapter 13 Introduction to Nonlinear Regression( 非 線 性 迴 歸 )

Chapter 13 Introduction to Nonlinear Regression( 非 線 性 迴 歸 ) Chapter 13 Introduction to Nonlinear Regression( 非 線 性 迴 歸 ) and Neural Networks( 類 神 經 網 路 ) 許 湘 伶 Applied Linear Regression Models (Kutner, Nachtsheim, Neter, Li) hsuhl (NUK) LR Chap 10 1 / 35 13 Examples

More information

2.500 Threshold. 2.000 1000e - 001. Threshold. Exponential phase. Cycle Number

2.500 Threshold. 2.000 1000e - 001. Threshold. Exponential phase. Cycle Number application note Real-Time PCR: Understanding C T Real-Time PCR: Understanding C T 4.500 3.500 1000e + 001 4.000 3.000 1000e + 000 3.500 2.500 Threshold 3.000 2.000 1000e - 001 Rn 2500 Rn 1500 Rn 2000

More information

Hedging Options In The Incomplete Market With Stochastic Volatility. Rituparna Sen Sunday, Nov 15

Hedging Options In The Incomplete Market With Stochastic Volatility. Rituparna Sen Sunday, Nov 15 Hedging Options In The Incomplete Market With Stochastic Volatility Rituparna Sen Sunday, Nov 15 1. Motivation This is a pure jump model and hence avoids the theoretical drawbacks of continuous path models.

More information

Chemical Kinetics. Reaction Rate: The change in the concentration of a reactant or a product with time (M/s). Reactant Products A B

Chemical Kinetics. Reaction Rate: The change in the concentration of a reactant or a product with time (M/s). Reactant Products A B Reaction Rates: Chemical Kinetics Reaction Rate: The change in the concentration of a reactant or a product with time (M/s). Reactant Products A B change in number of moles of B Average rate = change in

More information

Universitätsstrasse 1, D-40225 Düsseldorf, Germany 3 Current address: Institut für Festkörperforschung,

Universitätsstrasse 1, D-40225 Düsseldorf, Germany 3 Current address: Institut für Festkörperforschung, Lane formation in oppositely charged colloidal mixtures - supplementary information Teun Vissers 1, Adam Wysocki 2,3, Martin Rex 2, Hartmut Löwen 2, C. Patrick Royall 1,4, Arnout Imhof 1, and Alfons van

More information

THE DYING FIBONACCI TREE. 1. Introduction. Consider a tree with two types of nodes, say A and B, and the following properties:

THE DYING FIBONACCI TREE. 1. Introduction. Consider a tree with two types of nodes, say A and B, and the following properties: THE DYING FIBONACCI TREE BERNHARD GITTENBERGER 1. Introduction Consider a tree with two types of nodes, say A and B, and the following properties: 1. Let the root be of type A.. Each node of type A produces

More information

Part 2: Analysis of Relationship Between Two Variables

Part 2: Analysis of Relationship Between Two Variables Part 2: Analysis of Relationship Between Two Variables Linear Regression Linear correlation Significance Tests Multiple regression Linear Regression Y = a X + b Dependent Variable Independent Variable

More information

Decay of Radioactivity. Radioactive decay. The Math of Radioactive decay. Robert Miyaoka, PhD. Radioactive decay:

Decay of Radioactivity. Radioactive decay. The Math of Radioactive decay. Robert Miyaoka, PhD. Radioactive decay: Decay of Radioactivity Robert Miyaoka, PhD rmiyaoka@u.washington.edu Nuclear Medicine Basic Science Lectures https://www.rad.washington.edu/research/research/groups/irl/ed ucation/basic-science-resident-lectures/2011-12-basic-scienceresident-lectures

More information

e.g. arrival of a customer to a service station or breakdown of a component in some system.

e.g. arrival of a customer to a service station or breakdown of a component in some system. Poisson process Events occur at random instants of time at an average rate of λ events per second. e.g. arrival of a customer to a service station or breakdown of a component in some system. Let N(t) be

More information

STCE. Fast Delta-Estimates for American Options by Adjoint Algorithmic Differentiation

STCE. Fast Delta-Estimates for American Options by Adjoint Algorithmic Differentiation Fast Delta-Estimates for American Options by Adjoint Algorithmic Differentiation Jens Deussen Software and Tools for Computational Engineering RWTH Aachen University 18 th European Workshop on Automatic

More information