Essays in optimal resource allocation under uncertainty with capacity constraints

This thesis brings together four papers on optimal resource allocation under uncertainty with capacity constraints. The first is an extension of the Arrow-Debreu contingent claim model to a good subject to supply uncertainty for which delivery capacity has to be chosen before the uncertainty is resolved. The second compares an ex-ante contingent claims market to a dynamic market in which capacity is chosen ex-ante and output and consumption decisions are made ex-post. The third extends the analysis to a storable good subject to random supply. Finally, the fourth examines optimal allocation of water under an appropriative rights system.

The hydro-kinetic theory of liquid helium II

In Part I the kinetic theory of excitations in flowing liquid He II is developed to a higher order than that carried out previously, by Landau and Khalatnikov, in order to demonstrate the existence of non-equilibrium terms of a new nature in the hydrodynamic equations. It is then shown that these terms can lead to spontaneous destabilization in counter currents when the relative velocity of the normal and super fluids exceeds a critical value that depends on the temperature, but not on geometry. There are no adjustable parameters in the theory. The critical velocities are estimated to be in the 14-20 m/sec range for T ≤ 2.0° K, but tend to zero as T → T_λ. The possibility that these critical velocities may be related to the experimentally observed "intrinsic" critical velocities is discussed.

Part II consists of a semi-classical investigation of rotonquantized vortex line interactions. An essentially classical model is used for the collision and the behavior of the roton in the vortex field is investigated in detail. From this model it is possible to derive the HVBK mutual friction terms that appear in the phenomenalogical equations of motion for rotating liquid He II. Estimates of the Hall and Vinen B and B' coefficients are in good agreement with experiments. The claim is made that the theory does not contain any arbitrary adjustable parameters.

Markets and microstructure

This document contains three papers examining the microstructure of financial interaction in development and market settings. I first examine the industrial organization of financial exchanges, specifically limit order markets. In this section, I perform a case study of Google stock surrounding a surprising earnings announcement in the 3rd quarter of 2009, uncovering parameters that describe information flows and liquidity provision. I then explore the disbursement process for community-driven development projects. This section is game theoretic in nature, using a novel three-player ultimatum structure. I finally develop econometric tools to simulate equilibrium and identify equilibrium models in limit order markets.

In chapter two, I estimate an equilibrium model using limit order data, finding parameters that describe information and liquidity preferences for trading. As a case study, I estimate the model for Google stock surrounding an unexpected good-news earnings announcement in the 3rd quarter of 2009. I find a substantial decrease in asymmetric information prior to the earnings announcement. I also simulate counterfactual dealer markets and find empirical evidence that limit order markets perform more efficiently than do their dealer market counterparts.

In chapter three, I examine Community-Driven Development. Community-Driven Development is considered a tool empowering communities to develop their own aid projects. While evidence has been mixed as to the effectiveness of CDD in achieving disbursement to intended beneficiaries, the literature maintains that local elites generally take control of most programs. I present a three player ultimatum game which describes a potential decentralized aid procurement process. Players successively split a dollar in aid money, and the final player--the targeted community member--decides between whistle blowing or not. Despite the elite capture present in my model, I find conditions under which money reaches targeted recipients. My results describe a perverse possibility in the decentralized aid process which could make detection of elite capture more difficult than previously considered. These processes may reconcile recent empirical work claiming effectiveness of the decentralized aid process with case studies which claim otherwise.

In chapter four, I develop in more depth the empirical and computational means to estimate model parameters in the case study in chapter two. I describe the liquidity supplier problem and equilibrium among those suppliers. I then outline the analytical forms for computing certainty-equivalent utilities for the informed trader. Following this, I describe a recursive algorithm which facilitates computing equilibrium in supply curves. Finally, I outline implementation of the Method of Simulated Moments in this context, focusing on Indirect Inference and formulating the pseudo model.

Anatomical and developmental patterns of interleukin-2 gene expression in the mouse: analysis of IL-2 expressing cells and partial characterization of interactions involved in mediating IL-2 gene expression in vivo

Interleukin-2 (IL-2) is an important mediator in the vertebrate immune system. IL-2 is a potent growth factor that mature T lymphocytes use as a proliferation signal and the production of IL-2 is crucial for the clonal expansion of antigen-specific T cells in the primary immune response. IL-2 driven proliferation is dependent on the interaction of the lymphokine with its cognate multichain receptor. IL-2 expression is induced only upon stimulation and transcriptional activation of the IL-2 gene relies extensively on the coordinate interaction of numerous inducible and constitutive trans-acting factors. Over the past several years, thousands of papers have been published regarding molecular and cellular aspects of IL-2 gene expression and IL-2 function. The vast majority of these reports describe work that has been carried out in vitro. However, considerably less is known about control of IL-2 gene expression and IL-2 function in vivo.

To gain new insight into the regulation of IL-2 gene expression in vivo, anatomical and developmental patterns of IL-2 gene expression in the mouse were established by employing in situ hybridization and immunohistochemical staining methodologies to tissue sections generated from normal mice and mutant animals in which T -cell development was perturbed. Results from these studies revealed several interesting aspects of IL-2 gene expression, such as (1) induction of IL-2 gene expression and protein synthesis in the thymus, the primary site of T-cell development in the body, (2) cell-type specificity of IL-2 gene expression in vivo, (3) participation of IL-2 in the extrathymic expansion of mature T cells in particular tissues, independent of an acute immune response to foreign antigen, (4) involvement of IL-2 in maintaining immunologic balance in the mucosal immune system, and (5) potential function of IL-2 in early events associated with hematopoiesis.

Extensive analysis of IL-2 mRNA accumulation and protein production in the murine thymus at various stages of development established the existence of two classes of intrathymic IL-2 producing cells. One class of intrathymic IL-2 producers was found exclusively in the fetal thymus. Cells belonging to this subset were restricted to the outermost region of the thymus. IL-2 expression in the fetal thymus was highly transient; a dramatic peak ofiL-2 mRNA accumulation was identified at day 14.5 of gestation and maximal IL-2 protein production was observed 12 hours later, after which both IL-2 mRNA and protein levels rapidly decreased. Significantly, the presence of IL-2 expressing cells in the day 14-15 fetal thymus was not contingent on the generation of T-cell receptor (TcR) positive cells. The second class of IL-2 producing cells was also detectable in the fetal thymus (cells found in this class represented a minority subset of IL-2 producers in the fetal thymus) but persist in the thymus during later stages of development and after birth. Intrathymic IL-2 producers in postnatal animals were located in the subcapsular region and cortex, indicating that these cells reside in the same areas where immature T cells are consigned. The frequency of IL-2 expressing cells in the postnatal thymus was extremely low, indicating that induction of IL-2 expression and protein synthesis are indicative of a rare activation event. Unlike the fetal class of intrathymic IL-2 producers, the presence of IL-2 producing cells in the postnatal thymus was dependent on to the generation of TcR+ cells. Subsequent examination of intrathymic IL-2 production in mutant postnatal mice unable to produce either αβ or γδ T cells showed that postnatal IL-2 producers in the thymus belong to both αβ and γδ lineages. Additionally, further studies indicated that IL-2 synthesis by immature αβ -T cells depends on the expression of bonafide TcR αβ-heterodimers. Taken altogether, IL-2 production in the postnatal thymus relies on the generation of αβ or γδ-TcR^+ cells and induction of IL-2 protein synthesis can be linked to an activation event mediated via the TcR.

With regard to tissue specificity of IL-2 gene expression in vivo, analysis of whole body sections obtained from normal neonatal mouse pups by in situ hybridization demonstrated that IL-2 mRNA^+ cells were found in both lymphoid and nonlymphoid tissues with which T cells are associated, such as the thymus (as described above), dermis and gut. Tissues devoid of IL-2 mRNA^+ cells included brain, heart, lung, liver, stomach, spine, spinal cord, kidney, and bladder. Additional analysis of isolated tissues taken from older animals revealed that IL-2 expression was undetectable in bone marrow and in nonactivated spleen and lymph nodes. Thus, it appears that extrathymic IL-2 expressing cells in nonimmunologically challenged animals are relegated to particular epidermal and epithelial tissues in which characterized subsets of T cells reside and thatinduction of IL-2 gene expression associated with these tissues may be a result of T-cell activation therein.

Based on the neonatal in situ hybridization results, a detailed investigation into possible induction of IL-2 expression resulting in IL-2 protein synthesis in the skin and gut revealed that IL-2 expression is induced in the epidermis and intestine and IL-2 protein is available to drive cell proliferation of resident cells and/or participate in immune function in these tissues. Pertaining to IL-2 expression in the skin, maximal IL-2 mRNA accumulation and protein production were observed when resident Vγ_3^+ T-cell populations were expanding. At this age, both IL-2 mRNA^+ cells and IL-2 protein production were intimately associated with hair follicles. Likewise, at this age a significant number of CD3ε^+ cells were also found in association with follicles. The colocalization of IL-2 expression and CD3ε^+ cells suggests that IL-2 expression is induced when T cells are in contact with hair follicles. In contrast, neither IL-2 mRNA nor IL-2 protein were readily detected once T-cell density in the skin reached steady-state proportions. At this point, T cells were no longer found associated with hair follicles but were evenly distributed throughout the epidermis. In addition, IL-2 expression in the skin was contingent upon the presence of mature T cells therein and induction of IL-2 protein synthesis in the skin did not depend on the expression of a specific TcR on resident T cells. These newly disclosed properties of IL-2 expression in the skin indicate that IL-2 may play an additional role in controlling mature T-cell proliferation by participating in the extrathymic expansion of T cells, particularly those associated with the epidermis.

Finally, regarding IL-2 expression and protein synthesis in the gut, IL-2 producing cells were found associated with the lamina propria of neonatal animals and gut-associated IL-2 production persisted throughout life. In older animals, the frequency of IL-2 producing cells in the small intestine was not identical to that in the large intestine and this difference may reflect regional specialization of the mucosal immune system in response to enteric antigen. Similar to other instances of IL-2 gene expression in vivo, a failure to generate mature T cells also led to an abrogation of IL-2 protein production in the gut. The presence of IL-2 producing cells in the neonatal gut suggested that these cells may be generated during fetal development. Examination of the fetal gut to determine the distribution of IL-2 producing cells therein indicated that there was a tenfold increase in the number of gut-associated IL-2 producers at day 20 of gestation compared to that observed four days earlier and there was little difference between the frequency of IL-2 producing cells in prenatal versus neonatal gut. The origin of these fetally-derived IL-2 producing cells is unclear. Prior to the immigration of IL-2 inducible cells to the fetal gut and/or induction of IL-2 expression therein, IL-2 protein was observed in the fetal liver and fetal omentum, as well as the fetal thymus. Considering that induction of IL-2 protein synthesis may be an indication of future functional capability, detection of IL-2 producing cells in the fetal liver and fetal omentum raises the possibility that IL-2 producing cells in the fetal gut may be extrathymic in origin and IL-2 producing cells in these fetal tissues may not belong solely to the T lineage. Overall, these results provide increased understanding of the nature of IL-2 producing cells in the gut and how the absence of IL-2 production therein and in fetal hematopoietic tissues can result in the acute pathology observed in IL-2 deficient animals.

An examination of strategic opportunities provided by the conference committee procedure in the U.S. Congress

Deference to committees in Congress has been a much studied phenomena for close to 100 years. This deference can be characterized as the unwillingness of a potentially winning coalition on the House floor to impose its will on a small minority, a standing committee. The congressional scholar is then faced with two problems: observing such deference to committees, and explaining it. Shepsle and Weingast have proposed the existence of an ex-post veto for standing committees as an explanation of committee deference. They claim that as conference reports in the House and Senate are considered under a rule that does not allow amendments, the conferees enjoy agenda-setting power. In this paper I describe a test of such a hypothesis (along with competing hypotheses regarding the effects of the conference procedure). A random-utility model is utilized to estimate legislators' ideal points on appropriations bills from 1973 through 1980. I prove two things: 1) that committee deference can not be said to be a result of the conference procedure; and moreover 2) that committee deference does not appear to exist at all.

Completions of epsilon-dense partial Latin squares

A classical question in combinatorics is the following: given a partial Latin square $P$, when can we complete $P$ to a Latin square $L$? In this paper, we investigate the class of textbf{$epsilon$-dense partial Latin squares}: partial Latin squares in which each symbol, row, and column contains no more than $epsilon n$-many nonblank cells. Based on a conjecture of Nash-Williams, Daykin and H"aggkvist conjectured that all $frac{1}{4}$-dense partial Latin squares are completable. In this paper, we will discuss the proof methods and results used in previous attempts to resolve this conjecture, introduce a novel technique derived from a paper by Jacobson and Matthews on generating random Latin squares, and use this novel technique to study $ epsilon$-dense partial Latin squares that contain no more than $delta n^2$ filled cells in total.

In Chapter 2, we construct completions for all $ epsilon$-dense partial Latin squares containing no more than $delta n^2$ filled cells in total, given that $epsilon < frac{1}{12}, delta < frac{ left(1-12epsilonright)^{2}}{10409}$. In particular, we show that all $9.8 cdot 10^{-5}$-dense partial Latin squares are completable. In Chapter 4, we augment these results by roughly a factor of two using some probabilistic techniques. These results improve prior work by Gustavsson, which required $epsilon = delta leq 10^{-7}$, as well as Chetwynd and H"aggkvist, which required $epsilon = delta = 10^{-5}$, $n$ even and greater than $10^7$.

If we omit the probabilistic techniques noted above, we further show that such completions can always be found in polynomial time. This contrasts a result of Colbourn, which states that completing arbitrary partial Latin squares is an NP-complete task. In Chapter 3, we strengthen Colbourn's result to the claim that completing an arbitrary $left(frac{1}{2} + epsilonright)$-dense partial Latin square is NP-complete, for any $epsilon > 0$.

Colbourn's result hinges heavily on a connection between triangulations of tripartite graphs and Latin squares. Motivated by this, we use our results on Latin squares to prove that any tripartite graph $G = (V_1, V_2, V_3)$ such that begin{itemize} item $|V_1| = |V_2| = |V_3| = n$, item For every vertex $v in V_i$, $deg_+(v) = deg_-(v) geq (1- epsilon)n,$ and item $|E(G)| > (1 - delta)cdot 3n^2$ end{itemize} admits a triangulation, if $epsilon < frac{1}{132}$, $delta < frac{(1 -132epsilon)^2 }{83272}$. In particular, this holds when $epsilon = delta=1.197 cdot 10^{-5}$.

This strengthens results of Gustavsson, which requires $epsilon = delta = 10^{-7}$.

In an unrelated vein, Chapter 6 explores the class of textbf{quasirandom graphs}, a notion first introduced by Chung, Graham and Wilson cite{chung1989quasi} in 1989. Roughly speaking, a sequence of graphs is called "quasirandom"' if it has a number of properties possessed by the random graph, all of which turn out to be equivalent. In this chapter, we study possible extensions of these results to random $k$-edge colorings, and create an analogue of Chung, Graham and Wilson's result for such colorings.

Earthquakes of the Nepal Himalaya : towards a physical model of the seismic cycle

Home to hundreds of millions of souls and land of excessiveness, the Himalaya is also the locus of a unique seismicity whose scope and peculiarities still remain to this day somewhat mysterious. Having claimed the lives of kings, or turned ancient timeworn cities into heaps of rubbles and ruins, earthquakes eerily inhabit Nepalese folk tales with the fatalistic message that nothing lasts forever. From a scientific point of view as much as from a human perspective, solving the mysteries of Himalayan seismicity thus represents a challenge of prime importance. Documenting geodetic strain across the Nepal Himalaya with various GPS and leveling data, we show that unlike other subduction zones that exhibit a heterogeneous and patchy coupling pattern along strike, the last hundred kilometers of the Main Himalayan Thrust fault, or MHT, appear to be uniformly locked, devoid of any of the “creeping barriers” that traditionally ward off the propagation of large events. The approximately 20 mm/yr of reckoned convergence across the Himalaya matching previously established estimates of the secular deformation at the front of the arc, the slip accumulated at depth has to somehow elastically propagate all the way to the surface at some point. And yet, neither large events from the past nor currently recorded microseismicity nearly compensate for the massive moment deficit that quietly builds up under the giant mountains. Along with this large unbalanced moment deficit, the uncommonly homogeneous coupling pattern on the MHT raises the question of whether or not the locked portion of the MHT can rupture all at once in a giant earthquake. Univocally answering this question appears contingent on the still elusive estimate of the magnitude of the largest possible earthquake in the Himalaya, and requires tight constraints on local fault properties. What makes the Himalaya enigmatic also makes it the potential source of an incredible wealth of information, and we exploit some of the oddities of Himalayan seismicity in an effort to improve the understanding of earthquake physics and cipher out the properties of the MHT. Thanks to the Himalaya, the Indo-Gangetic plain is deluged each year under a tremendous amount of water during the annual summer monsoon that collects and bears down on the Indian plate enough to pull it away from the Eurasian plate slightly, temporarily relieving a small portion of the stress mounting on the MHT. As the rainwater evaporates in the dry winter season, the plate rebounds and tension is increased back on the fault. Interestingly, the mild waggle of stress induced by the monsoon rains is about the same size as that from solid-Earth tides which gently tug at the planets solid layers, but whereas changes in earthquake frequency correspond with the annually occurring monsoon, there is no such correlation with Earth tides, which oscillate back-and-forth twice a day. We therefore investigate the general response of the creeping and seismogenic parts of MHT to periodic stresses in order to link these observations to physical parameters. First, the response of the creeping part of the MHT is analyzed with a simple spring-and-slider system bearing rate-strengthening rheology, and we show that at the transition with the locked zone, where the friction becomes near velocity neutral, the response of the slip rate may be amplified at some periods, which values are analytically related to the physical parameters of the problem. Such predictions therefore hold the potential of constraining fault properties on the MHT, but still await observational counterparts to be applied, as nothing indicates that the variations of seismicity rate on the locked part of the MHT are the direct expressions of variations of the slip rate on its creeping part, and no variations of the slip rate have been singled out from the GPS measurements to this day. When shifting to the locked seismogenic part of the MHT, spring-and-slider models with rate-weakening rheology are insufficient to explain the contrasted responses of the seismicity to the periodic loads that tides and monsoon both place on the MHT. Instead, we resort to numerical simulations using the Boundary Integral CYCLes of Earthquakes algorithm and examine the response of a 2D finite fault embedded with a rate-weakening patch to harmonic stress perturbations of various periods. We show that such simulations are able to reproduce results consistent with a gradual amplification of sensitivity as the perturbing period get larger, up to a critical period corresponding to the characteristic time of evolution of the seismicity in response to a step-like perturbation of stress. This increase of sensitivity was not reproduced by simple 1D-spring-slider systems, probably because of the complexity of the nucleation process, reproduced only by 2D-fault models. When the nucleation zone is close to its critical unstable size, its growth becomes highly sensitive to any external perturbations and the timings of produced events may therefore find themselves highly affected. A fully analytical framework has yet to be developed and further work is needed to fully describe the behavior of the fault in terms of physical parameters, which will likely provide the keys to deduce constitutive properties of the MHT from seismological observations.

Ortho-positronium annihilation: steps toward computing the first order radiative corrections

The 0.2% experimental accuracy of the 1968 Beers and Hughes measurement of the annihilation lifetime of ortho-positronium motivates the attempt to compute the first order quantum electrodynamic corrections to this lifetime. The theoretical problems arising in this computation are here studied in detail up to the point of preparing the necessary computer programs and using them to carry out some of the less demanding steps -- but the computation has not yet been completed. Analytic evaluation of the contributing Feynman diagrams is superior to numerical evaluation, and for this process can be carried out with the aid of the Reduce algebra manipulation computer program.

The relation of the positronium decay rate to the electronpositron annihilation-in-flight amplitude is derived in detail, and it is shown that at threshold annihilation-in-flight, Coulomb divergences appear while infrared divergences vanish. The threshold Coulomb divergences in the amplitude cancel against like divergences in the modulating continuum wave function.

Using the lowest order diagrams of electron-positron annihilation into three photons as a test case, various pitfalls of computer algebraic manipulation are discussed along with ways of avoiding them. The computer manipulation of artificial polynomial expressions is preferable to the direct treatment of rational expressions, even though redundant variables may have to be introduced.

Special properties of the contributing Feynman diagrams are discussed, including the need to restore gauge invariance to the sum of the virtual photon-photon scattering box diagrams by means of a finite subtraction.

A systematic approach to the Feynman-Brown method of Decomposition of single loop diagram integrals with spin-related tensor numerators is developed in detail. This approach allows the Feynman-Brown method to be straightforwardly programmed in the Reduce algebra manipulation language.

The fundamental integrals needed in the wake of the application of the Feynman-Brown decomposition are exhibited and the methods which were used to evaluate them -- primarily dis persion techniques are briefly discussed.

Finally, it is pointed out that while the techniques discussed have permitted the computation of a fair number of the simpler integrals and diagrams contributing to the first order correction of the ortho-positronium annihilation rate, further progress with the more complicated diagrams and with the evaluation of traces is heavily contingent on obtaining access to adequate computer time and core capacity.

Eavan Boland and Paula Meehan : Irish voices of the past

History, myth, exile, identity—for generations those have been the themes of Irish poetry, an Irish poetry written almost exclusively by male poets. As women moved in to claim a voice the themes were often the same, though reworked in essential ways. The key to that reworking, the pivot for an Irish women’s poetry, was the development of a female poetic identity. Eavan Boland led the way. In particular, Boland’s struggles as the first prominent female poet of modern Irish Literature emphasize a search for self-identity. At the forefront of this movement and a precedent for those around her, she establishes themes that pave the way for Irish women writers. With Boland, comes a hopeful recovery of the contemporary female literary experience, with the perspective and approach towards self-identity endlessly evolving over time with each new poet. Inspired by Boland, but a generation younger, Paula Meehan explores similar themes of female constraint, yet raises her own distinctive concerns, in particular the division of male and female roles and generational conflict, exploring what is real and ordinary.

Random propagation in complex systems : nonlinear matrix recursions and epidemic spread

This dissertation studies long-term behavior of random Riccati recursions and mathematical epidemic model. Riccati recursions are derived from Kalman filtering. The error covariance matrix of Kalman filtering satisfies Riccati recursions. Convergence condition of time-invariant Riccati recursions are well-studied by researchers. We focus on time-varying case, and assume that regressor matrix is random and identical and independently distributed according to given distribution whose probability distribution function is continuous, supported on whole space, and decaying faster than any polynomial. We study the geometric convergence of the probability distribution. We also study the global dynamics of the epidemic spread over complex networks for various models. For instance, in the discrete-time Markov chain model, each node is either healthy or infected at any given time. In this setting, the number of the state increases exponentially as the size of the network increases. The Markov chain has a unique stationary distribution where all the nodes are healthy with probability 1. Since the probability distribution of Markov chain defined on finite state converges to the stationary distribution, this Markov chain model concludes that epidemic disease dies out after long enough time. To analyze the Markov chain model, we study nonlinear epidemic model whose state at any given time is the vector obtained from the marginal probability of infection of each node in the network at that time. Convergence to the origin in the epidemic map implies the extinction of epidemics. The nonlinear model is upper-bounded by linearizing the model at the origin. As a result, the origin is the globally stable unique fixed point of the nonlinear model if the linear upper bound is stable. The nonlinear model has a second fixed point when the linear upper bound is unstable. We work on stability analysis of the second fixed point for both discrete-time and continuous-time models. Returning back to the Markov chain model, we claim that the stability of linear upper bound for nonlinear model is strongly related with the extinction time of the Markov chain. We show that stable linear upper bound is sufficient condition of fast extinction and the probability of survival is bounded by nonlinear epidemic map.