Let ${𝔽}_{}^{}$F be a filtration andτbe a random time. Let ${𝔾}_{}^{}$G be the progressive enlargement of ${𝔽}_{}^{}$F withτ. We study the following formula, called the optional splitting formula: For any ${𝔾}_{}^{}$G-optional processY, there exists an ${𝔽}_{}^{}$F-optional processY′ and a function Y′′ defined on [0,∞] × (ℝ+ × Ω) being $ℬ[0,\infty ]\otimes 𝒪\left({𝔽}_{}^{}\right)$ℬ[0,∞]⊗x1d4aa;(F) measurable, such that $Y=Y^{\text{'}}{1}_{[0,\tau )}^{}+Y^{\text{'}\text{'}}\left(\tau \right){\mathbb{1}}_{[\tau ,\infty )}^{}.$Y=Y′1[0,τ)+Y′′(τ)1[τ,∞). (This formula can also be formulated for multiple random timesτ1,...,τk). We are interested in this formula because of its fundamental role in many...

Subadditivity is the key property which distinguishes the popular risk measures Value-at-Risk and Expected Shortfall (ES). In this paper we offer seven proofs of the subadditivity of ES, some found in the literature and some not. One of the main objectives of this paper is to provide a general guideline for instructors to teach the subadditivity of ES in a course. We discuss the merits and suggest appropriate contexts for each proof.With different proofs, different important properties of ES are...

We have developed a chemical kinetics simulation that can be used as both an educational and research tool. The simulator is designed as an accessible, open-source project that can be run on a laptop with a student-friendly interface. The application can potentially be scaled to run in parallel for large simulations. The simulation has been successfully used in a classroom setting for teaching basic electrochemical properties. We have shown that...

We propose a novel approach to introducing hypothesis testing into the biology curriculum. Instead of telling students the hypothesis and what kind of data to collect followed by a rigid recipe of testing the hypothesis with a given test statistic, we ask students to develop a hypothesis and a mathematical model that describes the null hypothesis. Simulation of the model under the null hypothesis allows students to compare their experimental data...

The measurement of CFSE dilution by flow cytometry is a powerful experimental tool to measure lymphocyte proliferation. CFSE fluorescence precisely halves after each cell division in a highly predictable manner and is thus highly amenable to mathematical modelling. However, there are several biological and experimental conditions that can affect the quality of the proliferation data generated, which may be important to consider when modelling dye...

How does DNA, the molecule containing genetic information, change its three-dimensional shape during the complex cellular processes of replication, recombination and repair? This is one of the core questions in molecular biology which cannot be answered without help from mathematical modeling. Basic concepts of topology and geometry can be introduced in undergraduate teaching to help students understand counterintuitive complex structural transformations...

Linear oscillators are used for modeling a diverse array of natural systems, for instance acoustics, materials science, and chemical spectroscopy. In this paper I describe simple models of structural interactions in biological molecules, known as elastic network models, as a useful topic for undergraduate biology instruction in mathematical modeling. These models use coupled linear oscillators to model the fluctuations of molecular structures around the equilibrium state. I present many learning...

We propose a virus dynamics model with reaction-diffusion and logistic growth terms, intracellular state-dependent delay and a general non-linear infection rate functional response. Classical solutions with Lipschitz in-time initial functions are investigated. This type of solutions is adequate to the discontinuous change of parameters due to, for example, drug administration. The Lyapunov functions approach is used to analyse stability of interior infection equilibria which describe the cases of...

A virus dynamics model with two state-dependent delays and logistic growth term is investigated. A general class of nonlinear incidence rates is considered. The model describes the in-host interplay between viral infection and CTL (cytotoxic T lymphocytes) and antibody immune responses. The wellposedness of the model proposed and Lyapunov stability properties of interior infection equilibria which describe the cases of a chronic disease are studied. We choose a space of merely continuous initial...