Two dynamic discrete choice estimation problems and simulation method solutions

This paper considers two problems that frequently arise in dynamic discrete choice problems but have not received much attention with regard to simulation methods. The first problem is how to simulate unbiased simulators of probabilities conditional on past history. The second is simulating a discrete transition probability model when the underlying dependent variable is really continuous. Both methods work well relative to reasonable alternatives in the application discussed. However, in both cases, for this application, simpler methods also provide reasonably good results.

Cohabitation, marriage, and divorce in a model of match quality

The objective of this research is to further our understanding of how and why individuals enter and leave coresidential relationships. We develop and estimate an economic model of nonmarital cohabitation, marriage, and divorce that is consistent with current data on the formation and dissolution of relationships. Jovanovic's (Journal of Political Economy 87 (1979), 972-90) theoretical matching model is extended to help explain household formation and dissolution behavior. Implications of the model reveal what factors influence the decision to start a relationship, what form this relationship will take, and the relative stability of the various types of unions. The structural parameters of the model are estimated using longitudinal data from a sample of female high school seniors from the United States. New numerical methods are developed to reduce computational costs associated with estimation. The empirical results have interesting interpretations given the structural model. They show that a significant cause of cohabitation is the need to learn about potential partners and to hedge against future bad shocks. The estimated parameters are used to conduct several comparative dynamic experiments. For example, we show that policy experiments changing the cost of divorce have little effect on relationship choices.

Approximate solutions to stochastic dynamic programs

This paper examines the properties of various approximation methods for solving stochastic dynamic programs in structural estimation problems. The problem addressed is evaluating the expected value of the maximum of available choices. The paper shows that approximating this by the maximum of expected values frequently has poor properties. It also shows that choosing a convenient distributional assumptions for the errors and then solving exactly conditional on the distributional assumption leads to small approximation errors even if the distribution is misspecified. © 1997 Cambridge University Press.

A dynamic Web agent for verifying the security and integrity of a Web site's contents

To harness safe operation of Web-based systems in Web environments, we propose an SSPA (Server-based SHA-1 Page-digest Algorithm) to verify the integrity of Web contents before the server issues an HTTP response to a user request. In addition to standard security measures, our Java implementation of the SSPA, which is called the Dynamic Security Surveillance Agent (DSSA), provides further security in terms of content integrity to Web-based systems. Its function is to prevent the display of Web contents that have been altered through the malicious acts of attackers and intruders on client machines. This is to protect the reputation of organisations from cyber-attacks and to ensure the safe operation of Web systems by dynamically monitoring the integrity of a Web site's content on demand. We discuss our findings in terms of the applicability and practicality of the proposed system. We also discuss its time metrics, specifically in relation to its computational overhead at the Web server, as well as the overall latency from the clients' point of view, using different Internet access methods. The SSPA, our DSSA implementation, some experimental results and related work are all discussed

Improvement of a dynamic accumulator at ICICS 07 and its application in multi-user keyword-based retrieval on encrypted data

A dynamic accumulator is an algorithm, which merges a large set of elements into a constant-size value such that for an element accumulated, there is a witness confirming that the element was included into the value, with a property that accumulated elements can be dynamically added and deleted into/from the original set. Recently Wang et al. presented a dynamic accumulator for batch updates at ICICS 2007. However, their construction suffers from two serious problems. We analyze them and propose a way to repair their scheme. We use the accumulator to construct a new scheme for common secure indices with conjunctive keyword-based retrieval.

Formation and electron field emission of graphene films grown by hot filament chemical vapor deposition

Graphene films with different structures were catalytically grown on the silicon substrate pre-deposited with a gold film by hot filament chemical vapor deposition under different conditions, where methane, hydrogen and nitrogen were used as the reactive gases. The morphological and compositional properties of graphene films were studied using advanced instruments including field emission scanning electron microscopy, micro-Raman spectroscopy and X-ray photoelectron spectroscopy. The results indicate that the structure and composition of graphene films are changed with the variation of the growth conditions. According to the theory related to thermodynamics, the formation of graphene films was theoretically analyzed and the results indicate that the formation of graphene films is related to the fast incorporation and precipitation of carbon. The electron field emission (EFE) properties of graphene films were studied in a high vacuum system of ∼10-6 Pa and the EFE results show that the turn-on field is in a range of 5.2-5.64 V μm-1 and the maximum current density is about 63 μ A cm-2 at the field of 7.7 V μm-1. These results are important to control the structure of graphene films and have the potential applications of graphene in various nanodevices.

Observations on the formation, growth and chemical composition of aerosols in an urban environment

The charge and chemical composition of ambient particles in an urban environment were determined using a Neutral Particle and Air Ion Spectrometer and an Aerodyne compact Time-Of-Flight Aerosol Mass Spectrometer. Particle formation and growth events were observed on 20 of the 36 days of sampling, with eight of these events classified as strong. During these events, peaks in the concentration of intermediate and large ions were followed by peaks in the concentration of ammonium and sulphate, which were not observed in the organic fraction. Comparison of days with and without particle formation events revealed that ammonium and sulphate were the dominant species on particle formation days while high concentrations of biomass burning OA inhibited particle growth. Analyses of the degree of particle neutralisation lead us to conclude that an excess of ammonium enabled particle formation and growth. In addition, the large ion concentration increased sharply during particle growth, suggesting that during nucleation the neutral gaseous species ammonia and sulphuric acid react to form ammonium and sulphate ions. Overall, we conclude that the mechanism of particle formation and growth involved ammonia and sulphuric acid, with limited input from organics.

Ge/Si quantum dot formation from non-uniform cluster fluxes

The controlled growth of ultra-small Ge/Si quantum dot (QD) nuclei (≈1 nm) suitable for the synthesis of uniform nanopatterns with high surface coverage, is simulated using atom-only and size non-uniform cluster fluxes. It is found that seed nuclei of more uniform sizes are formed when clusters of non-uniform size are deposited. This counter-intuitive result is explained via adatom-nanocluster interactions on Si(100) surfaces. Our results are supported by experimental data on the geometric characteristics of QD patterns synthesized by nanocluster deposition. This is followed by a description of the role of plasmas as non-uniform cluster sources and the impact on surface dynamics. The technique challenges conventional growth modes and is promising for deterministic synthesis of nanodot arrays.

Dynamic self-organization phenomena in complex ionized gas systems : new paradigms and technological aspects

An overview of dynamic self-organization phenomena in complex ionized gas systems, associated physical phenomena, and industrial applications is presented. The most recent experimental, theoretical, and modeling efforts to understand the growth mechanisms and dynamics of nano- and micron-sized particles, as well as the unique properties of the plasma-particle systems (colloidal, or complex plasmas) and the associated physical phenomena are reviewed and the major technological applications of micro- and nanoparticles are discussed. Until recently, such particles were considered mostly as a potential hazard for the microelectronic manufacturing and significant efforts were applied to remove them from the processing volume or suppress the gas-phase coagulation. Nowadays, fine clusters and particulates find numerous challenging applications in fundamental science as well as in nanotechnology and other leading high-tech industries.

Suppression of cluster ions during particle formation events in the atmosphere

Cluster ions and charged and neutral nanoparticle concentrations were monitored using a neutral cluster and air ion spectrometer (NAIS) over a period of one year in Brisbane, Australia. The study yielded 242 complete days of usable data, of which particle formation events were observed on 101 days. Small, intermediate and large ion concentrations were evaluated in real time. In the diurnal cycle, small ion concentration was highest during the second half of the night while large ion concentrations were a maximum during the day. The small ion concentration showed a decrease when the large ion concentration increased. Particle formation was generally followed by a peak in the intermediate ion concentration. The rate of increase of intermediate ions was used as the criteria for identifying particle formation events. Such events were followed by a period of growth to larger sizes and usually occurred between 8 am and 2 pm. Particle formation events were found to be related to the wind direction. The gaseous precursors for the production of secondary particles in the urban environment of Brisbane have been shown to be ammonia and sulfuric acid. During these events, the nanoparticle number concentrations in the size range 1.6 to 42 nm, which were normally lower than 1x104 cm-3, often exceeded 5x104 cm-3 with occasional values over 1x105 cm-3. Cluster ions generally occurred in number concentrations between 300 and 600 cm-3 but decreased significantly to about 200 cm-3 during particle formation events. This was accompanied by an increase in the large ion concentration. We calculated the fraction of nanoparticles that were charged and investigated the occurrence of possible overcharging during particle formation events. Overcharging is defined as the condition where the charged fraction of particles is higher than in charge equilibrium. This can occur when cluster ions attach to neutral particles in the atmosphere, giving rise to larger concentrations of charged particles in the short term. Ion-induced nucleation is one of the mechanisms of particle formation in the atmosphere, and overcharging has previously been considered as an indicator of this process. The possible role of ions in particle formation was investigated.

Corner and finger formation in Hele-Shaw flow with kinetic undercooling regularisation

We examine the effect of a kinetic undercooling condition on the evolution of a free boundary in Hele--Shaw flow, in both bubble and channel geometries. We present analytical and numerical evidence that the bubble boundary is unstable and may develop one or more corners in finite time, for both expansion and contraction cases. This loss of regularity is interesting because it occurs regardless of whether the less viscous fluid is displacing the more viscous fluid, or vice versa. We show that small contracting bubbles are described to leading order by a well-studied geometric flow rule. Exact solutions to this asymptotic problem continue past the corner formation until the bubble contracts to a point as a slit in the limit. Lastly, we consider the evolving boundary with kinetic undercooling in a Saffman--Taylor channel geometry. The boundary may either form corners in finite time, or evolve to a single long finger travelling at constant speed, depending on the strength of kinetic undercooling. We demonstrate these two different behaviours numerically. For the travelling finger, we present results of a numerical solution method similar to that used to demonstrate the selection of discrete fingers by surface tension. With kinetic undercooling, a continuum of corner-free travelling fingers exists for any finger width above a critical value, which goes to zero as the kinetic undercooling vanishes. We have not been able to compute the discrete family of analytic solutions, predicted by previous asymptotic analysis, because the numerical scheme cannot distinguish between solutions characterised by analytic fingers and those which are corner-free but non-analytic.

Keyword field-free conjunctive keyword searches on encrypted data and extension for dynamic groups

We consider the following problem: a user stores encrypted documents on an untrusted server, and wishes to retrieve all documents containing some keywords without any loss of data confidentiality. Conjunctive keyword searches on encrypted data have been studied by numerous researchers over the past few years, and all existing schemes use keyword fields as compulsory information. This however is impractical for many applications. In this paper, we propose a scheme of keyword field-free conjunctive keyword searches on encrypted data, which affirmatively answers an open problem asked by Golle et al. at ACNS 2004. Furthermore, the proposed scheme is extended to the dynamic group setting. Security analysis of our constructions is given in the paper.

Lower partial moment and information entropy-based dynamic electricity purchasing strategy

In the electricity market environment, load-serving entities (LSEs) will inevitably face risks in purchasing electricity because there are a plethora of uncertainties involved. To maximize profits and minimize risks, LSEs need to develop an optimal strategy to reasonably allocate the purchased electricity amount in different electricity markets such as the spot market, bilateral contract market, and options market. Because risks originate from uncertainties, an approach is presented to address the risk evaluation problem by the combined use of the lower partial moment and information entropy (LPME). The lower partial moment is used to measure the amount and probability of the loss, whereas the information entropy is used to represent the uncertainty of the loss. Electricity purchasing is a repeated procedure; therefore, the model presented represents a dynamic strategy. Under the chance-constrained programming framework, the developed optimization model minimizes the risk of the electricity purchasing portfolio in different markets because the actual profit of the LSE concerned is not less than the specified target under a required confidence level. Then, the particle swarm optimization (PSO) algorithm is employed to solve the optimization model. Finally, a sample example is used to illustrate the basic features of the developed model and method.

Influence of the diesel fuel sulfur content on the formation of nanoparticles

In recent years fine and ultra fine particles emitted from internal combustion engines have attracted an increasing level of attention. This attention has arisen from epidemiological studies conducted by a number of research groups and pointing to the health effects resulting from inhalation of fine particles. Previous studies on the influence of fuel sulfur level on diesel vehicle emissions were mainly concentrated on particle mass emissions. This study aims at investigating the influence of the reduction of diesel fuel sulfur level on the emission and formation of nanoparticles

Detection of dynamic primary user with cooperative spectrum sensing

In this paper we demonstrate that existing cooperative spectrum sensing formulated for static primary users cannot accurately detect dynamic primary users regardless of the information fusion method. Performance error occurs as the sensing parameters calculated by the conventional detector result in sensing performance that violates the sensing requirements. Furthermore, the error is accumulated and compounded by the number of cooperating nodes. To address this limitation, we design and implement the duty cycle detection model for the context of cooperative spectrum sensing to accurately calculate the sensing parameters that satisfy the sensing requirements. We show that longer sensing duration is required to compensate for dynamic primary user traffic.