Society by Numbers : Studies on Model-Based Explanations in the Social Sciences

The aim of this dissertation is to provide conceptual tools for the social scientist for clarifying, evaluating and comparing explanations of social phenomena based on formal mathematical models. The focus is on relatively simple theoretical models and simulations, not statistical models. These studies apply a theory of explanation according to which explanation is about tracing objective relations of dependence, knowledge of which enables answers to contrastive why and how-questions. This theory is developed further by delineating criteria for evaluating competing explanations and by applying the theory to social scientific modelling practices and to the key concepts of equilibrium and mechanism. The dissertation is comprised of an introductory essay and six published original research articles. The main theses about model-based explanations in the social sciences argued for in the articles are the following. 1) The concept of explanatory power, often used to argue for the superiority of one explanation over another, compasses five dimensions which are partially independent and involve some systematic trade-offs. 2) All equilibrium explanations do not causally explain the obtaining of the end equilibrium state with the multiple possible initial states. Instead, they often constitutively explain the macro property of the system with the micro properties of the parts (together with their organization). 3) There is an important ambivalence in the concept mechanism used in many model-based explanations and this difference corresponds to a difference between two alternative research heuristics. 4) Whether unrealistic assumptions in a model (such as a rational choice model) are detrimental to an explanation provided by the model depends on whether the representation of the explanatory dependency in the model is itself dependent on the particular unrealistic assumptions. Thus evaluating whether a literally false assumption in a model is problematic requires specifying exactly what is supposed to be explained and by what. 5) The question of whether an explanatory relationship depends on particular false assumptions can be explored with the process of derivational robustness analysis and the importance of robustness analysis accounts for some of the puzzling features of the tradition of model-building in economics. 6) The fact that economists have been relatively reluctant to use true agent-based simulations to formulate explanations can partially be explained by the specific ideal of scientific understanding implicit in the practise of orthodox economics.

Efficient Content-based Routing, Mobility-aware Topologies, and Temporal Subspace Matching

Event-based systems are seen as good candidates for supporting distributed applications in dynamic and ubiquitous environments because they support decoupled and asynchronous many-to-many information dissemination. Event systems are widely used, because asynchronous messaging provides a flexible alternative to RPC (Remote Procedure Call). They are typically implemented using an overlay network of routers. A content-based router forwards event messages based on filters that are installed by subscribers and other routers. The filters are organized into a routing table in order to forward incoming events to proper subscribers and neighbouring routers. This thesis addresses the optimization of content-based routing tables organized using the covering relation and presents novel data structures and configurations for improving local and distributed operation. Data structures are needed for organizing filters into a routing table that supports efficient matching and runtime operation. We present novel results on dynamic filter merging and the integration of filter merging with content-based routing tables. In addition, the thesis examines the cost of client mobility using different protocols and routing topologies. We also present a new matching technique called temporal subspace matching. The technique combines two new features. The first feature, temporal operation, supports notifications, or content profiles, that persist in time. The second feature, subspace matching, allows more expressive semantics, because notifications may contain intervals and be defined as subspaces of the content space. We also present an application of temporal subspace matching pertaining to metadata-based continuous collection and object tracking.

Quantum Chemical Studies of Intermolecular Interactions

This thesis studies the intermolecular interactions in (i) boron-nitrogen based systems for hydrogen splitting and storage, (ii) endohedral complexes, A@C60, and (iii) aurophilic dimers. We first present an introduction of intermolecular interactions. The theoretical background is then described. The research results are summarized in the following sections. In the boron-nitrogen systems, the electrostatic interaction is found to be the leading contribution, as 'Coulomb Pays for Heitler and London' (CHL). For the endohedral complex, the intermolecular interaction is formulated by a one-center expansion of the Coulomb operator 1/rab. For the aurophilic attraction between two C2v monomers, a London-type formula was derived by fully accounting for the anisotropy and point-group symmetry of the monomers.

Mathematical Aspects of Financial Markets with Frictions

Frictions are factors that hinder trading of securities in financial markets. Typical frictions include limited market depth, transaction costs, lack of infinite divisibility of securities, and taxes. Conventional models used in mathematical finance often gloss over these issues, which affect almost all financial markets, by arguing that the impact of frictions is negligible and, consequently, the frictionless models are valid approximations. This dissertation consists of three research papers, which are related to the study of the validity of such approximations in two distinct modeling problems. Models of price dynamics that are based on diffusion processes, i.e., continuous strong Markov processes, are widely used in the frictionless scenario. The first paper establishes that diffusion models can indeed be understood as approximations of price dynamics in markets with frictions. This is achieved by introducing an agent-based model of a financial market where finitely many agents trade a financial security, the price of which evolves according to price impacts generated by trades. It is shown that, if the number of agents is large, then under certain assumptions the price process of security, which is a pure-jump process, can be approximated by a one-dimensional diffusion process. In a slightly extended model, in which agents may exhibit herd behavior, the approximating diffusion model turns out to be a stochastic volatility model. Finally, it is shown that when agents' tendency to herd is strong, logarithmic returns in the approximating stochastic volatility model are heavy-tailed. The remaining papers are related to no-arbitrage criteria and superhedging in continuous-time option pricing models under small-transaction-cost asymptotics. Guasoni, Rásonyi, and Schachermayer have recently shown that, in such a setting, any financial security admits no arbitrage opportunities and there exist no feasible superhedging strategies for European call and put options written on it, as long as its price process is continuous and has the so-called conditional full support (CFS) property. Motivated by this result, CFS is established for certain stochastic integrals and a subclass of Brownian semistationary processes in the two papers. As a consequence, a wide range of possibly non-Markovian local and stochastic volatility models have the CFS property.

XML Messaging for Mobile Devices

In recent years, XML has been widely adopted as a universal format for structured data. A variety of XML-based systems have emerged, most prominently SOAP for Web services, XMPP for instant messaging, and RSS and Atom for content syndication. This popularity is helped by the excellent support for XML processing in many programming languages and by the variety of XML-based technologies for more complex needs of applications. Concurrently with this rise of XML, there has also been a qualitative expansion of the Internet's scope. Namely, mobile devices are becoming capable enough to be full-fledged members of various distributed systems. Such devices are battery-powered, their network connections are based on wireless technologies, and their processing capabilities are typically much lower than those of stationary computers. This dissertation presents work performed to try to reconcile these two developments. XML as a highly redundant text-based format is not obviously suitable for mobile devices that need to avoid extraneous processing and communication. Furthermore, the protocols and systems commonly used in XML messaging are often designed for fixed networks and may make assumptions that do not hold in wireless environments. This work identifies four areas of improvement in XML messaging systems: the programming interfaces to the system itself and to XML processing, the serialization format used for the messages, and the protocol used to transmit the messages. We show a complete system that improves the overall performance of XML messaging through consideration of these areas. The work is centered on actually implementing the proposals in a form usable on real mobile devices. The experimentation is performed on actual devices and real networks using the messaging system implemented as a part of this work. The experimentation is extensive and, due to using several different devices, also provides a glimpse of what the performance of these systems may look like in the future.

Spatial ecology of an oak-associated herbivore community : A metacommunity of herbivores

Habitat fragmentation is currently affecting many species throughout the world. As a consequence, an increasing number of species are structured as metapopulations, i.e. as local populations connected by dispersal. While excellent studies of metapopulations have accumulated over the past 20 years, the focus has recently shifted from single species to studies of multiple species. This has created the concept of metacommunities, where local communities are connected by the dispersal of one or several of their member species. To understand this higher level of organisation, we need to address not only the properties of single species, but also establish the importance of interspecific interactions. However, studies of metacommunities are so far heavily biased towards laboratory-based systems, and empirical data from natural systems are urgently needed. My thesis focuses on a metacommunity of insect herbivores on the pedunculate oak Quercus robur a tree species known for its high diversity of host-specific insects. Taking advantage of the amenability of this system to both observational and experimental studies, I quantify and compare the importance of local and regional factors in structuring herbivore communities. Most importantly, I contrast the impact of direct and indirect competition, host plant genotype and local adaptation (i.e. local factors) to that of regional processes (as reflected by the spatial context of the local community). As a key approach, I use general theory to generate testable hypotheses, controlled experiments to establish causal relations, and observational data to validate the role played by the pinpointed processes in nature. As the central outcome of my thesis, I am able to relegate local forces to a secondary role in structuring oak-based insect communities. While controlled experiments show that direct competition does occur among both conspecifics and heterospecifics, that indirect interactions can be mediated by both the host plant and the parasitoids, and that host plant genotype may affect local adaptation, the size of these effects is much smaller than that of spatial context. Hence, I conclude that dispersal between habitat patches plays a prime role in structuring the insect community, and that the distribution and abundance of the target species can only be understood in a spatial framework. By extension, I suggest that the majority of herbivore communities are dependent on the spatial structure of their landscape and urge fellow ecologists working on other herbivore systems to either support or refute my generalization.

The Path to a Porous Semiconductor Multilayer

Thin films are the basis of much of recent technological advance, ranging from coatings with mechanical or optical benefits to platforms for nanoscale electronics. In the latter, semiconductors have been the norm ever since silicon became the main construction material for a multitude of electronical components. The array of characteristics of silicon-based systems can be widened by manipulating the structure of the thin films at the nanoscale - for instance, by making them porous. The different characteristics of different films can then to some extent be combined by simple superposition. Thin films can be manufactured using many different methods. One emerging field is cluster beam deposition, where aggregates of hundreds or thousands of atoms are deposited one by one to form a layer, the characteristics of which depend on the parameters of deposition. One critical parameter is deposition energy, which dictates how porous, if at all, the layer becomes. Other parameters, such as sputtering rate and aggregation conditions, have an effect on the size and consistency of the individual clusters. Understanding nanoscale processes, which cannot be observed experimentally, is fundamental to optimizing experimental techniques and inventing new possibilities for advances at this scale. Atomistic computer simulations offer a window to the world of nanometers and nanoseconds in a way unparalleled by the most accurate of microscopes. Transmission electron microscope image simulations can then bridge this gap by providing a tangible link between the simulated and the experimental. In this thesis, the entire process of cluster beam deposition is explored using molecular dynamics and image simulations. The process begins with the formation of the clusters, which is investigated for Si/Ge in an Ar atmosphere. The structure of the clusters is optimized to bring it as close to the experimental ideal as possible. Then, clusters are deposited, one by one, onto a substrate, until a sufficiently thick layer has been produced. Finally, the concept is expanded by further deposition with different parameters, resulting in multiple superimposed layers of different porosities. This work demonstrates how the aggregation of clusters is not entirely understood within the scope of the approximations used in the simulations; yet, it is also shown how the continued deposition of clusters with a varying deposition energy can lead to a novel kind of nanostructured thin film: a multielemental porous multilayer. According to theory, these new structures have characteristics that can be tailored for a variety of applications, with precision heretofore unseen in conventional multilayer manufacture.