Looking Back in Mathematical Modeling: Classroom Observations and Instructional Strategies

Theorists often characterize modeling as a cyclic problem-solving process. One builds the model, assesses its validity with regard to the underlying problem situation, and revises accordingly. The process halts when, in the opinion of the modeler, the model generates a valid solution to the underlying problem. Recent research suggests that students, like experts, employ cyclic modeling processes. Extensive observations of university and high school students’ modeling efforts, however, suggest the use of linear rather than cyclic modeling strategies. That is, novice modelers often fail to look back or revise their initial models. This paper offers empirical evidence on behalf of the linear modeling theory and identifies five factors that promote the use of linear modeling strategies: students’ conceptions of models and the modeling process, the perceived objectives of the modeling activity, constraints on time and resources, statistical misconceptions, and an overall lack of interest. The paper concludes with several promising instructional strategies (strategies that address students’ difficulties and promote reflective modeling behavior), as well as suggestions for future research.     

Spin-trapped hydroxyl free radicals studied at low field by Field-Cycled Dynamic Nuclear Polarization

The technique of Field-Cycled Dynamic Nuclear Polarization (FC-DNP) involves the EPR irradiation of a free radical solution and the subsequent observation of the NMR signal, the experiment being carried out at a range of magnetic field strengths in order to measure the free radical’s EPR spectrum. In this work FC-DNP has been used to study the EPR spectrum of DMPO spin-trapped hydroxyl free radicals at magnetic field strengths between 0.5 mT and 13.0 mT (5–130 Gauss). The low-field EPR spectrum contains six separate EPR lines, in contrast to the well-known X-band spectrum where only four are seen. Knowledge of the spin-adduct’s EPR spectrum will be of use to workers involved in low-field EPR, especially those conducting biological or in-vivo spin-trapping experiments.     

Assembly of bifunctional receptors via the melamine-barbiturate structural motif

An assembly of cation receptor 1 and anion receptor 2 via the hydrogen bonding melamine-barbiturate structural motif complexes sodium thiocyanate, sodium iodide, and sodium azide in apolar solvents.     

Sprouting side chain conformations in X-PLOR simulations of peptides

A scheme for sprouting peptide side chains using X-PLOR is introduced using an example from the collagen system to show how reasonable starting structures for minimization studies may be created. © 1993 John Wiley & Sons, Inc.     

Commutative idempotent residuated lattices

We investigate the variety of residuated lattices with a commutative and idempotent monoid reduct.     

Neutral Community Theory: How Stochasticity and Dispersal-Limitation Can Explain Species Coexistence

Neutral community theory explains biodiversity, i.e. the coexistence of several species, as the result of a stochastic balance between immigration and extinction on a local level, and between speciation and extinction on a regional level. The most popular model, presented by Hubbell in 2001, has seen many analytical developments in recent years, which can be used in model analysis, model testing and model comparison. We review these developments here, and present alternative derivations and shine previously unnoticed lights on them.     

On the chromatic polynomial of a graph

Let P(G,λ) be the chromatic polynomial of a graph G with n vertices, independence number α and clique number ω. We show that for every λ≥n, ()^α≤≤ () ^{n −ω}. We characterize the graphs that yield the lower bound or the upper bound.?These results give new bounds on the mean colour number μ(G) of G: n− (n−ω)() ^{n −ω}≤μ(G)≤n−α() ^α. Received: December 12, 2000 / Accepted: October 18, 2001?Published online February 14, 2002     

Optimal Investment in a Levy Market

In this paper we consider the optimal investment problem in a market where the stock price process is modeled by a geometric Levy process (taking into account jumps). Except for the geometric Brownian model and the geometric Poissonian model, the resulting models are incomplete and there are many equivalent martingale measures. However, the model can be completed by the so-called power-jump assets. By doing this we allow investment in these new assets and we can try to maximize the expected utility of these portfolios. As particular cases we obtain the optimal portfolios based in stocks and bonds, showing that the new assets are superfluous for certain martingale measures that depend on the utility function we use.