Local Utility Functions and Local Probability Transformations

This note shows that, under appropriate conditions, preferences may be locally approximated by the linear utility or risk-neutral preference functional associated with a local probability transformation.

Efficient accommodation of local minima in watershed model calibration

The Gauss-Marquardt-Levenberg (GML) method of computer-based parameter estimation, in common with other gradient-based approaches, suffers from the drawback that it may become trapped in local objective function minima, and thus report optimized parameter values that are not, in fact, optimized at all. This can seriously degrade its utility in the calibration of watershed models where local optima abound. Nevertheless, the method also has advantages, chief among these being its model-run efficiency, and its ability to report useful information on parameter sensitivities and covariances as a by-product of its use. It is also easily adapted to maintain this efficiency in the face of potential numerical problems (that adversely affect all parameter estimation methodologies) caused by parameter insensitivity and/or parameter correlation. The present paper presents two algorithmic enhancements to the GML method that retain its strengths, but which overcome its weaknesses in the face of local optima. Using the first of these methods an intelligent search for better parameter sets is conducted in parameter subspaces of decreasing dimensionality when progress of the parameter estimation process is slowed either by numerical instability incurred through problem ill-posedness, or when a local objective function minimum is encountered. The second methodology minimizes the chance of successive GML parameter estimation runs finding the same objective function minimum by starting successive runs at points that are maximally removed from previous parameter trajectories. As well as enhancing the ability of a GML-based method to find the global objective function minimum, the latter technique can also be used to find the locations of many non-global optima (should they exist) in parameter space. This can provide a useful means of inquiring into the well-posedness of a parameter estimation problem, and for detecting the presence of bimodal parameter and predictive probability distributions. The new methodologies are demonstrated by calibrating a Hydrological Simulation Program-FORTRAN (HSPF) model against a time series of daily flows. Comparison with the SCE-UA method in this calibration context demonstrates a high level of comparative model run efficiency for the new method. (c) 2006 Elsevier B.V. All rights reserved.

Derivation of the probability distribution function for the local density of states of a disordered quantum wire via the replica trick and supersymmetry

We consider the statistical properties of the local density of states of a one-dimensional Dirac equation in the presence of various types of disorder with Gaussian white-noise distribution. It is shown how either the replica trick or supersymmetry can be used to calculate exactly all the moments of the local density of states.' Careful attention is paid to how the results change if the local density of states is averaged over atomic length scales. For both the replica trick and supersymmetry the problem is reduced to finding the ground state of a zero-dimensional Hamiltonian which is written solely in terms of a pair of coupled spins which are elements of u(1, 1). This ground state is explicitly found for the particular case of the Dirac equation corresponding to an infinite metallic quantum wire with a single conduction channel. The calculated moments of the local density of states agree with those found previously by Al'tshuler and Prigodin [Sov. Phys. JETP 68 (1989) 198] using a technique based on recursion relations for Feynman diagrams. (C) 2001 Elsevier Science B.V. All rights reserved.

A comparison of low-storage strategies for spectral analysis in dissipative systems: filter diagonalisation in the Lanczos representation and harmonic inversion of the Chebychev-order-domain autocorrelation function

We compare the performance of two different low-storage filter diagonalisation (LSFD) strategies in the calculation of complex resonance energies of the HO2, radical. The first is carried out within a complex-symmetric Lanczos subspace representation [H. Zhang, S.C. Smith, Phys. Chem. Chem. Phys. 3 (2001) 2281]. The second involves harmonic inversion of a real autocorrelation function obtained via a damped Chebychev recursion [V.A. Mandelshtam, H.S. Taylor, J. Chem. Phys. 107 (1997) 6756]. We find that while the Chebychev approach has the advantage of utilizing real algebra in the time-consuming process of generating the vector recursion, the Lanczos, method (using complex vectors) requires fewer iterations, especially for low-energy part of the spectrum. The overall efficiency in calculating resonances for these two methods is comparable for this challenging system. (C) 2001 Elsevier Science B.V. All rights reserved.

Investigation of electrical conductivity as a function of dopant-ion radius in the systems Zr0.75Ce0.08M0.17O1.92 (M=Nd, Sm, Gd, Dy, Ho, Y, Er, Yb, Sc)

Electrical conductivity versus dopant ionic radius studies in zirconia- and ceria-based, solid oxide fuel cell (SOFC) electrolyte systems have shown that oxygen-ion conductivity is highest when the host and dopant ions are similar in size [J. Am. Ceram. Soc. 48 (1965) 286; Solid State Ionics 37 (1989) 67; Solid State Ionics 5 (1981) 547]. Under these conditions, it is thought that the conduction paths within the crystal lattice become less distorted [Solid State Ionics 8 (1983) 201]. In this study, binary ZrO2-M2O3 unit cells were expanded, via the partial substitution of Ce+4 for Zr+4 into the lattice, in an attempt to identify new, ternary, zirconia/ceria-based electrolyte systems with enhanced electrical conductivity. The compositions Zr0.75Ce0.08M0.17O1.92 (M = Nd, Sm, Gd, Dy, Ho, Y, Yb, Sc) were prepared using traditional solid state techniques. Bulk phase characterisation and precise lattice parameter measurements were performed with X-ray diffraction techniques. Four-probe DC conductivity measurements between 400 and 900 degreesC showed that the dopant-ion radius influenced electrical conductivity. The conductivity versus dopant-ion radius trends previously observed in zirconia-based, binary systems are clearly apparent in the ternary systems investigated in this study. The addition of ceria was found to have a negative influence on the electrical conductivity over the temperature range 400-900 degreesC. It is suggested that distortion of the oxygen-ion conduction path by the presence of the larger M+3 and Ce+4 species (relative to Zr+4) is the reason for the decreasing electrical conductivity as a function of increasing dopant size and ceria addition, respectively. (C) 2002 Elsevier Science B.V. All rights reserved.

Estimating the specific heat capacity of starch-water-glycerol systems as a function of temperature and compositions

Increasing interests in the use of starch as biodegradable plastic materials demand, amongst others, accurate information on thermal properties of starch systems particularly in the processing of thermoplastic starch (TPS), where plasticisers (water and glycerol) are added. The specific heat capacity of starch-water-glycerol mixtures was determined within a temperature range of 40-120degreesC. A modulated temperature differential scanning calorimeter (MTDSC) was employed and regression equations were obtained to predict the specific heat capacity as a function of temperature, water and glycerol content for four maize starches of differing amylose content (0 - 85%). Generally, temperature and water content are directly proportional to the specific heat capacity of the systems, but the influence of glycerol content on the thermal property varied according to the starch type.

Functional-structural plant modelling using a combination of architectural analysis, L-systems and a canonical model of function

This paper presents a new method for producing a functional-structural plant model that simulates response to different growth conditions, yet does not require detailed knowledge of underlying physiology. The example used to present this method is the modelling of the mountain birch tree. This new functional-structural modelling approach is based on linking an L-system representation of the dynamic structure of the plant with a canonical mathematical model of plant function. Growth indicated by the canonical model is allocated to the structural model according to probabilistic growth rules, such as rules for the placement and length of new shoots, which were derived from an analysis of architectural data. The main advantage of the approach is that it is relatively simple compared to the prevalent process-based functional-structural plant models and does not require a detailed understanding of underlying physiological processes, yet it is able to capture important aspects of plant function and adaptability, unlike simple empirical models. This approach, combining canonical modelling, architectural analysis and L-systems, thus fills the important role of providing an intermediate level of abstraction between the two extremes of deeply mechanistic process-based modelling and purely empirical modelling. We also investigated the relative importance of various aspects of this integrated modelling approach by analysing the sensitivity of the standard birch model to a number of variations in its parameters, functions and algorithms. The results show that using light as the sole factor determining the structural location of new growth gives satisfactory results. Including the influence of additional regulating factors made little difference to global characteristics of the emergent architecture. Changing the form of the probability functions and using alternative methods for choosing the sites of new growth also had little effect. (c) 2004 Elsevier B.V. All rights reserved.

Central Cardiovascular Anatomy and Function in Crocodilia

Abstract: Among the vertebrates, crocodilians have the most complex anatomy of the heart and outflow channels. Their cardiovascular anatomy may also be the most func­tionally sophisticated, combining as it does the best features of both reptilian and mammalian (and avian) systems. The puzzlingly complex "plumbing" of crocodilians has fascinated ana­tomists and physiologists for a very long time, the first paper being that by Panizza (1833). Gradually, with the application of successive techniques of investigation as they became available, its functional significance has become reasonably clear, and the complexity is now revealed as a cardiovascular system of considerable elegance. In this paper I will review the main anatomical features of the heart and outflow channels, discuss what is known about the way they work, and speculate about the probable functional significance.

Integrability of the Russian doll BCS model

We show that integrability of the BCS model extends beyond Richardson's model (where all Cooper pair scatterings have equal coupling) to that of the Russian doll BCS model for which the couplings have a particular phase dependence that breaks time-reversal symmetry. This model is shown to be integrable using the quantum inverse scattering method, and the exact solution is obtained by means of the algebraic Bethe ansatz. The inverse problem of expressing local operators in terms of the global operators of the monodromy matrix is solved. This result is used to find a determinant formulation of a correlation function for fluctuations in the Cooper pair occupation numbers. These results are used to undertake exact numerical analysis for small systems at half-filling.

Periodic or Bounded Solutions of Carathéodory Systems of Ordinary Differential Equations

In this paper we extend the guiding function approach to show that there are periodic or bounded solutions for first order systems of ordinary differential equations of the form x1 =f(t,x), a.e. epsilon[a,b], where f satisfies the Caratheodory conditions. Our results generalize recent ones of Mawhin and Ward.

Quantum open-systems approach to current noise in resonant tunneling junctions

A quantum Markovian master equation is derived to describe the current noise in resonant tunneling devices. This equation includes both incoherent and coherent quantum tunneling processes. We show how to obtain the population master equation by adiabatic elimination of quantum coherences in the presence of elastic scattering. We calculate the noise spectrum for a double well device and predict subshot noise statistics for strong tunneling between the wells. The method is an alternative to Green's function methods and population master equations for very small coherently coupled quantum dots.

Finite element analysis of flow patterns near geological lenses in hydrodynamic and hydrothermal systems

We use theoretical and numerical methods to investigate the general pore-fluid flow patterns near geological lenses in hydrodynamic and hydrothermal systems respectively. Analytical solutions have been rigorously derived for the pore-fluid velocity, stream function and excess pore-fluid pressure near a circular lens in a hydrodynamic system. These analytical solutions provide not only a better understanding of the physics behind the problem, but also a valuable benchmark solution for validating any numerical method. Since a geological lens is surrounded by a medium of large extent in nature and the finite element method is efficient at modelling only media of finite size, the determination of the size of the computational domain of a finite element model, which is often overlooked by numerical analysts, is very important in order to ensure both the efficiency of the method and the accuracy of the numerical solution obtained. To highlight this issue, we use the derived analytical solutions to deduce a rigorous mathematical formula for designing the computational domain size of a finite element model. The proposed mathematical formula has indicated that, no matter how fine the mesh or how high the order of elements, the desired accuracy of a finite element solution for pore-fluid flow near a geological lens cannot be achieved unless the size of the finite element model is determined appropriately. Once the finite element computational model has been appropriately designed and validated in a hydrodynamic system, it is used to examine general pore-fluid flow patterns near geological lenses in hydrothermal systems. Some interesting conclusions on the behaviour of geological lenses in hydrodynamic and hydrothermal systems have been reached through the analytical and numerical analyses carried out in this paper.