Estimating economic relationships subject to firm- and time-varying equality and inequality constraints

Applied econometricians often fail to impose economic regularity constraints in the exact form economic theory prescribes. We show how the Singular Value Decomposition (SVD) Theorem and Markov Chain Monte Carlo (MCMC) methods can be used to rigorously impose time- and firm-varying equality and inequality constraints. To illustrate the technique we estimate a system of translog input demand functions subject to all the constraints implied by economic theory, including observation-varying symmetry and concavity constraints. Results are presented in the form of characteristics of the estimated posterior distributions of functions of the parameters. Copyright (C) 2001 John Wiley Sons, Ltd.

An aggregate sales model for consumer durables incorporating a time-varying mean replacement age

Forecasting category or industry sales is a vital component of a company's planning and control activities. Sales for most mature durable product categories are dominated by replacement purchases. Previous sales models which explicitly incorporate a component of sales due to replacement assume there is an age distribution for replacements of existing units which remains constant over time. However, there is evidence that changes in factors such as product reliability/durability, price, repair costs, scrapping values, styling and economic conditions will result in changes in the mean replacement age of units. This paper develops a model for such time-varying replacement behaviour and empirically tests it in the Australian automotive industry. Both longitudinal census data and the empirical analysis of the replacement sales model confirm that there has been a substantial increase in the average aggregate replacement age for motor vehicles over the past 20 years. Further, much of this variation could be explained by real price increases and a linear temporal trend. Consequently, the time-varying model significantly outperformed previous models both in terms of fitting and forecasting the sales data. Copyright (C) 2001 John Wiley & Sons, Ltd.

Two-link approximation schemes for loss networks with linear structure and trunk reservation

Loss networks have long been used to model various types of telecommunication network, including circuit-switched networks. Such networks often use admission controls, such as trunk reservation, to optimize revenue or stabilize the behaviour of the network. Unfortunately, an exact analysis of such networks is not usually possible, and reduced-load approximations such as the Erlang Fixed Point (EFP) approximation have been widely used. The performance of these approximations is typically very good for networks without controls, under several regimes. There is evidence, however, that in networks with controls, these approximations will in general perform less well. We propose an extension to the EFP approximation that gives marked improvement for a simple ring-shaped network with trunk reservation. It is based on the idea of considering pairs of links together, thus making greater allowance for dependencies between neighbouring links than does the EFP approximation, which only considers links in isolation.

On the fast approximation of Green's functions in MPIE formulations for planar layered media

The numerical implementation of the complex image approach for the Green's function of a mixed-potential integralequation formulation is examined and is found to be limited to low values of k(0) rho (in this context k(0) rho = 2 pirho/ lambda(0), where rho is the distance between the source and the field points of the Green's function and lambda(0) is the free space wavelength). This is a clear limitation for problems of large dimension or high frequency where this limit is easily exceeded. This paper examines the various strategies and proposes a hybrid method whereby most of the above problems can be avoided. An efficient integral method that is valid for large k(0) rho is combined with the complex image method in order to take advantage of the relative merits of both schemes. It is found that a wide overlapping region exists between the two techniques allowing a very efficient and consistent approach for accurately calculating the Green's functions. In this paper, the method developed for the computation of the Green's function is used for planar structures containing both lossless and lossy media.

Control of chaotic instability in a dual-spin spacecraft with dissipation using energy methods

Control of chaotic instability in a rotating multibody system in the form of a dual-spin spacecraft with an axial nutational damper is achieved using an algorithm derived using energy methods. The control method is implemented on two realistic spacecraft parameter configurations which have been found to exhibit chaotic instability when a sinusoidally varying torque is applied to the spacecraft for a range of forcing amplitudes and frequencies. Such a torque, in practice, may arise under malfunction of the control system or from an unbalanced rotor. Chaotic instabilities arising from these torques could introduce uncertainties and irregularities into a spacecraft's attitude and consequently impair pointing accuracy. The control method is formulated from nutational stability results derived using an energy sink approximation for a dual-spin spacecraft with an asymmetric platform and axisymmetric rotor. The effectiveness of the control method is shown numerically and the results are studied by means of time history, phase space, Poincare map, Lyapunov characteristic exponents and Bifurcation diagrams.

Micro-mechanical approximation to the stress field around an inclined fiber of FRCC

Matrix spalling or crushing is one of the important mechanisms of fiber-matrix interaction of fiber reinforced cementitious composites (FRCC). The fiber pullout mechanisms have been extensively studied for an aligned fiber but matrix failure is rarely investigated since it is thought not to be a major affect. However, for an inclined fiber, the matrix failure should not be neglected. Due to the complex process of matrix spalling, experimental investigation and analytical study of this mechanism are rarely found in literature. In this paper, it is assumed that the load transfer is concentrated within the short length of the inclined fiber from the exit point towards anchored end and follows the exponential law. The Mindlin formulation is employed to calculate the 3D stress field. The simulation gives much information about this field. The 3D approximation of the stress state around an inclined fiber helps to qualitatively understand the mechanism of matrix failure. Finally, a spalling criterion is proposed by which matrix spalling occurs only when the stress in a certain volume, rather than the stress at a small point, exceeds the material strength. This implies some local stress redistribution after first yield. The stress redistribution results in more energy input and higher load bearing capacity of the matrix. In accordance with this hypothesis, the evolution of matrix spalling is demonstrated. The accurate prediction of matrix spalling needs the careful determination of the parameters in this model. This is the work of further study. (C) 2002 Elsevier Science Ltd. All rights reserved.

Effect of varying levels of mental workload on startle eyeblink modulation

Previous research using punctuate reaction time and counting tasks has found that the startle eyeblink reflex is sensitive to attentional demands. The present experiment explored whether startle eyeblink is also modulated during a complex continuous task and is sensitive to different levels of mental workload. Participants (N=14) performed a visual horizontal tracking task either alone (single-task condition) or in combination with a visual gauge monitoring task (multiple-task condition) for three minutes. On some task trials, the startle eyeblink reflex was elicited by a noise burst. Results showed that startle eyeblink was attenuated during both tasks and that the attenuation was greater during the multiple-task condition than during the single-task condition. Subjective ratings, endogenous eyeblink rate, heart period, and heart period variability provided convergent validity of the workload manipulations. The findings suggest that the startle eyeblink is sensitive to the workload demands associated with a continuous visual task. The application of startle eyeblink modulation as a workload metric and the possibility that it may be diagnostic of workload demands in different stimulus modalities is discussed.

Fast, scalable master equation solution algorithms. IV. Lanczos iteration with diffusion approximation preconditioned iterative inversion

In this paper we propose a second linearly scalable method for solving large master equations arising in the context of gas-phase reactive systems. The new method is based on the well-known shift-invert Lanczos iteration using the GMRES iteration preconditioned using the diffusion approximation to the master equation to provide the inverse of the master equation matrix. In this way we avoid the cubic scaling of traditional master equation solution methods while maintaining the speed of a partial spectral decomposition. The method is tested using a master equation modeling the formation of propargyl from the reaction of singlet methylene with acetylene, proceeding through long-lived isomerizing intermediates. (C) 2003 American Institute of Physics.

Fast, scalable master equation solution algorithms. III. Direct time propagation accelerated by a diffusion approximation preconditioned iterative solver

In this paper we propose a novel fast and linearly scalable method for solving master equations arising in the context of gas-phase reactive systems, based on an existent stiff ordinary differential equation integrator. The required solution of a linear system involving the Jacobian matrix is achieved using the GMRES iteration preconditioned using the diffusion approximation to the master equation. In this way we avoid the cubic scaling of traditional master equation solution methods and maintain the low temperature robustness of numerical integration. The method is tested using a master equation modelling the formation of propargyl from the reaction of singlet methylene with acetylene, proceeding through long lived isomerizing intermediates. (C) 2003 American Institute of Physics.

Biaxial failure model for fiber reinforced concrete

Steel fiber reinforced concrete (SFRC) is widely applied in the construction industry. Numerical elastoplastic analysis of the macroscopic behavior is complex. This typically involves a piecewise linear failure curve including corner singularities. This paper presents a single smooth biaxial failure curve for SFRC based on a semianalytical approximation. Convexity of the proposed model is guaranteed so that numerical problems are avoided. The model has sufficient flexibility to closely match experimental results. The failure curve is also suitable for modeling plain concrete under biaxial loading. Since this model is capable of simulating the failure states in all stress regimes with a single envelope, the elastoplastic formulation is very concise and simple. The finite element implementation is developed to demonstrate the conciseness and the effectiveness of the model. The computed results display good agreement with published experimental data.

A reduced load approximation accounting for link interactions in a loss network

This paper is concerned with evaluating the performance of loss networks. Accurate determination of loss network performance can assist in the design and dimen- sioning of telecommunications networks. However, exact determination can be difficult and generally cannot be done in reasonable time. For these reasons there is much interest in developing fast and accurate approximations. We develop a reduced load approximation that improves on the famous Erlang fixed point approximation (EFPA) in a variety of circumstances. We illustrate our results with reference to a range of networks for which the EFPA may be expected to perform badly.