A spectral-based cusum test of evolutionary change

We develop a test of evolutionary change that incorporates a null hypothesis of homogeneity, which encompasses time invariance in the variance and autocovariance structure of residuals from estimated econometric relationships. The test framework is based on examining whether shifts in spectral decomposition between two frames of data are significant. Rejection of the null hypothesis will point not only to weak nonstationarity but to shifts in the structure of the second-order moments of the limiting distribution of the random process. This would indicate that the second-order properties of any underlying attractor set has changed in a statistically significant way, pointing to the presence of evolutionary change. A demonstration of the test's applicability to a real-world macroeconomic problem is accomplished by applying the test to the Australian Building Society Deposits (ABSD) model.

Genetic algorithms for design of liquid retaining structure

In this paper, genetic algorithm (GA) is applied to the optimum design of reinforced concrete liquid retaining structures, which comprise three discrete design variables, including slab thickness, reinforcement diameter and reinforcement spacing. GA, being a search technique based on the mechanics of natural genetics, couples a Darwinian survival-of-the-fittest principle with a random yet structured information exchange amongst a population of artificial chromosomes. As a first step, a penalty-based strategy is entailed to transform the constrained design problem into an unconstrained problem, which is appropriate for GA application. A numerical example is then used to demonstrate strength and capability of the GA in this domain problem. It is shown that, only after the exploration of a minute portion of the search space, near-optimal solutions are obtained at an extremely converging speed. The method can be extended to application of even more complex optimization problems in other domains.

The Western Alps from the Jurassic to Oligocene: spatio-temporal constraints and evolutionary reconstructions

Despite extensive research in the last 150 years, the regional tectonic reconstruction of the Western Alps has remained controversial. The curved orogenic belt consists of several ribbon-like continental terranes (Sesia/Austroalpine, Internal Crystalline Massifs, Brianconnais), which are separated by two or more ophiolitic sutures (Piemonte, Valais, Antrona?, Lanzo/ Canavese?). High-pressure (HP) metamorphism of each terrane occurred during distinct orogenic episodes: at similar to65 Ma in the Sesia/Austroalpine, at similar to45 Ma in the Piemonte zone and at similar to35 Ma in the Internal Crystalline Massifs. It is suggested that these events reflect individual accretionary episodes, which together with kinematic indicators and the speed and direction of plate motions, provide constraints for the discussed reconstruction model. The model involves a prolonged orogenic history that took place during relative convergence of Europe and Adria (here considered as a promontory of the African plate). The first accretionary event involved the Sesia/Austroalpine terrane. Final closure of the Piemonte Ocean occurred during the Eocene (similar to45 Ma) and involved ultra-high-pressure (UHP) metamorphism of the Piemonte oceanic crust. Incorporation of the Brianconnais terrane in the accretionary wedge occurred thereafter, possibly during or after subduction of the Valais Ocean in the late Eocene (45-35 Ma). This subduction was terminated at ca. 35 Ma, when the Internal Crystalline Massifs (i.e. the assumed internal parts of the Brianconnais terrane) were buried into great depths and underwent HP and UHP metamorphism. (C) 2004 Elsevier B.V. All rights reserved.

Robust algorithms for solving stochastic partial differential equations

A robust semi-implicit central partial difference algorithm for the numerical solution of coupled stochastic parabolic partial differential equations (PDEs) is described. This can be used for calculating correlation functions of systems of interacting stochastic fields. Such field equations can arise in the description of Hamiltonian and open systems in the physics of nonlinear processes, and may include multiplicative noise sources. The algorithm can be used for studying the properties of nonlinear quantum or classical field theories. The general approach is outlined and applied to a specific example, namely the quantum statistical fluctuations of ultra-short optical pulses in chi((2)) parametric waveguides. This example uses a non-diagonal coherent state representation, and correctly predicts the sub-shot noise level spectral fluctuations observed in homodyne detection measurements. It is expected that the methods used wilt be applicable for higher-order correlation functions and other physical problems as well. A stochastic differencing technique for reducing sampling errors is also introduced. This involves solving nonlinear stochastic parabolic PDEs in combination with a reference process, which uses the Wigner representation in the example presented here. A computer implementation on MIMD parallel architectures is discussed. (C) 1997 Academic Press.

Genetic algorithms for continuous optimization problems - a concept of parameter-space size adjustment

The concept of parameter-space size adjustment is pn,posed in order to enable successful application of genetic algorithms to continuous optimization problems. Performance of genetic algorithms with six different combinations of selection and reproduction mechanisms, with and without parameter-space size adjustment, were severely tested on eleven multiminima test functions. An algorithm with the best performance was employed for the determination of the model parameters of the optical constants of Pt, Ni and Cr.

Concurreny based transition refinement for the verification of distributed algorithms

We suggest a new notion of behaviour preserving transition refinement based on partial order semantics. This notion is called transition refinement. We introduced transition refinement for elementary (low-level) Petri Nets earlier. For modelling and verifying complex distributed algorithms, high-level (Algebraic) Petri nets are usually used. In this paper, we define transition refinement for Algebraic Petri Nets. This notion is more powerful than transition refinement for elementary Petri nets because it corresponds to the simultaneous refinement of several transitions in an elementary Petri net. Transition refinement is particularly suitable for refinement steps that increase the degree of distribution of an algorithm, e.g. when synchronous communication is replaced by asynchronous message passing. We study how to prove that a replacement of a transition is a transition refinement.