A mathematical programming approach to optimal Markovian switching of Poisson arrival streams to queueing systems

Motivated by certain situations in manufacturing systems and communication networks, we look into the problem of maximizing the profit in a queueing system with linear reward and cost structure and having a choice of selecting the streams of Poisson arrivals according to an independent Markov chain. We view the system as a MMPP/GI/1 queue and seek to maximize the profits by optimally choosing the stationary probabilities of the modulating Markov chain. We consider two formulations of the optimization problem. The first one (which we call the PUT problem) seeks to maximize the profit per unit time whereas the second one considers the maximization of the profit per accepted customer (the PAC problem). In each of these formulations, we explore three separate problems. In the first one, the constraints come from bounding the utilization of an infinite capacity server; in the second one the constraints arise from bounding the mean queue length of the same queue; and in the third one the finite capacity of the buffer reflect as a set of constraints. In the problems bounding the utilization factor of the queue, the solutions are given by essentially linear programs, while the problems with mean queue length constraints are linear programs if the service is exponentially distributed. The problems modeling the finite capacity queue are non-convex programs for which global maxima can be found. There is a rich relationship between the solutions of the PUT and PAC problems. In particular, the PUT solutions always make the server work at a utilization factor that is no less than that of the PAC solutions.

Application of nonlinear filtering to credit risk

Merton's model views equity as a call option on the asset of the firm. Thus the asset is partially observed through the equity. Then using nonlinear filtering an explicit expression for likelihood ratio for underlying parameters in terms of the nonlinear filter is obtained. As the evolution of the filter itself depends on the parameters in question, this does not permit direct maximum likelihood estimation, but does pave the way for the `Expectation-Maximization' method for estimating parameters. (C) 2010 Elsevier B.V. All rights reserved.

Testing concordance in species boundaries using acoustic, morphological, and molecular data in the field cricket genus Itaropsis (Orthoptera: Grylloidea, Gryllidae: Gryllinae)

In most taxa, species boundaries are inferred based on differences in morphology or DNA sequences revealed by taxonomic or phylogenetic analyses. In crickets, acoustic mating signals or calling songs have species-specific structures and provide a third data set to infer species boundaries. We examined the concordance in species boundaries obtained using acoustic, morphological, and molecular data sets in the field cricket genus Itaropsis. This genus is currently described by only one valid species, Itaropsis tenella, with a broad distribution in western peninsular India and Sri Lanka. Calling songs of males sampled from four sites in peninsular India exhibited significant differences in a number of call features, suggesting the existence of multiple species. Cluster analysis of the acoustic data, molecular phylogenetic analyses, and phylogenetic analyses combining all data sets suggested the existence of three clades. Whatever the differences in calling signals, no full congruence was obtained between all the data sets, even though the resultant lineages were largely concordant with the acoustic clusters. The genus Itaropsis could thus be represented by three morphologically cryptic incipient species in peninsular India; their distributions are congruent with usual patterns of endemism in the Western Ghats, India. Song evolution is analysed through the divergence in syllable period, syllable and call duration, and dominant frequency.

An interpreter for slips-An applicative language based on LAMBDA-Calculus

An applicative language based on the LAMBDA-Calculus is presented. The language, SLIPS (Small Language for Instruction Purposes), is described using the LAMBDA-Calculus as a metalanguage. A call-by-need mechanism of function invocation eliminates the drawbacks of both call-by-name and call-by-value. The system has been implemented in PASCAL.

Why is the influence of soil macrofauna on soil structure only considered by soil ecologists?

These last twenty years have seen the development of an abundant literature on the influence of soil macrofauna on soil structure. Amongst these organisms, earthworms, termites and ants are considered to play a key role in regulating the physical, chemical and microbiological properties of soils. Due to these influential impacts, soil ecologists consider these soil macro-invertebrates as `soil engineers' and their diversity and abundance are nowadays considered as relevant bioindicators of soil quality by many scientists and policy makers. Despite this abundant literature, the soil engineering concept remains a `preach to the choir' and bioturbation only perceived as important for soil ecologists. We discussed in this article the main mechanisms by which soil engineers impact soil structure and proposed to classify soil engineers with respect to their capacity to produce biostructures and modify them. We underlined the lack of studies considering biostructure dynamics and presented recent techniques in this purpose. We discussed why soil engineering concept is mainly considered by soil ecologists and call for a better collaboration between soil ecologists and soil physicists. Finally, we summarized main challenges and questions that need to be answered to integrate soil engineers activities in soil structure studies. (C) 2014 Elsevier B.V. All rights reserved.

Analogous Synaptic Plasticity Profiles Emerge from Disparate Channel Combinations

An open question within the Bienenstock-Cooper-Munro theory for synaptic modification concerns the specific mechanism that is responsible for regulating the sliding modification threshold (SMT). In this conductance-based modeling study on hippocampal pyramidal neurons, we quantitatively assessed the impact of seven ion channels (R- and T-type calcium, fast sodium, delayed rectifier, A-type, and small-conductance calcium-activated (SK) potassium and HCN) and two receptors (AMPAR and NMDAR) on a calcium-dependent Bienenstock-Cooper-Munro-like plasticity rule. Our analysis with R- and T-type calcium channels revealed that differences in their activation-inactivation profiles resulted in differential impacts on how they altered the SMT. Further, we found that the impact of SK channels on the SMT critically depended on the voltage dependence and kinetics of the calcium sources with which they interacted. Next, we considered interactions among all the seven channels and the two receptors through global sensitivity analysis on 11 model parameters. We constructed 20,000 models through uniform randomization of these parameters and found 360 valid models based on experimental constraints on their plasticity profiles. Analyzing these 360 models, we found that similar plasticity profiles could emerge with several nonunique parametric combinations and that parameters exhibited weak pairwise correlations. Finally, we used seven sets of virtual knock-outs on these 360 models and found that the impact of different channels on the SMT was variable and differential. These results suggest that there are several nonunique routes to regulate the SMT, and call for a systematic analysis of the variability and state dependence of the mechanisms underlying metaplasticity during behavior and pathology.

Low-pass filters and differential tympanal tuning in a paleotropical bushcricket with an unusually low frequency call

Low-frequency sounds are advantageous for long-range acoustic signal transmission, but for small animals they constitute a challenge for signal detection and localization. The efficient detection of sound in insects is enhanced by mechanical resonance either in the tracheal or tympanal system before subsequent neuronal amplification. Making small structures resonant at low sound frequencies poses challenges for insects and has not been adequately studied. Similarly, detecting the direction of long-wavelength sound using interaural signal amplitude and/or phase differences is difficult for small animals. Pseudophylline bushcrickets predominantly call at high, often ultrasonic frequencies, but a few paleotropical species use lower frequencies. We investigated the mechanical frequency tuning of the tympana of one such species, Onomarchus uninotatus, a large bushcricket that produces a narrow bandwidth call at an unusually low carrier frequency of 3.2. kHz. Onomarchus uninotatus, like most bushcrickets, has two large tympanal membranes on each fore-tibia. We found that both these membranes vibrate like hinged flaps anchored at the dorsal wall and do not show higher modes of vibration in the frequency range investigated (1.5-20. kHz). The anterior tympanal membrane acts as a low-pass filter, attenuating sounds at frequencies above 3.5. kHz, in contrast to the high-pass filter characteristic of other bushcricket tympana. Responses to higher frequencies are partitioned to the posterior tympanal membrane, which shows maximal sensitivity at several broad frequency ranges, peaking at 3.1, 7.4 and 14.4. kHz. This partitioning between the two tympanal membranes constitutes an unusual feature of peripheral auditory processing in insects. The complex tracheal shape of O. uninotatus also deviates from the known tube or horn shapes associated with simple band-pass or high-pass amplification of tracheal input to the tympana. Interestingly, while the anterior tympanal membrane shows directional sensitivity at conspecific call frequencies, the posterior tympanal membrane is not directional at conspecific frequencies and instead shows directionality at higher frequencies.

Call intensity is a repeatable and dominant acoustic feature determining male call attractiveness in a field cricket

Acoustic signal variation and female preference for different signal components constitute the prerequisite framework to study the mechanisms of sexual selection that shape acoustic communication. Despite several studies of acoustic communication in crickets, information on both male calling song variation in the field and female preference in the same system is lacking for most species. Previous studies on acoustic signal variation either were carried out on populations maintained in the laboratory or did not investigate signal repeatability. We therefore used repeatability analysis to quantify variation in the spectral, temporal and amplitudinal characteristics of the male calling song of the field cricket Plebeiogryllus guttiventris in a wild population, at two temporal scales, within and across nights. Carrier frequency (CF) was the most repeatable character across nights, whereas chirp period (CP) had low repeatability across nights. We investigated whether female preferences were more likely to be based on features with high (CF) or low (CP) repeatability. Females showed no consistent preferences for CF but were significantly more attracted towards signals with short CPs. The attractiveness of lower CP calls disappeared, however, when traded off with sound pressure level (SPL). SPL was the only acoustic feature that was significantly positively correlated with male body size. Since relative SPL affects female phonotaxis strongly and can vary unpredictably based on male spacing, our results suggest that even strong female preferences for acoustic features may not necessarily translate into greater advantage for males possessing these features in the field. (C) 2013 The Association for the Study of Animal Behaviour. Published by Elsevier Ltd. All rights reserved.