Rigorous derivation of a nonlinear diffusion equation as fast-reaction limit of a continuous coagulation-fragmentation model with diffusion

Weak solutions of the spatially inhomogeneous (diffusive) Aizenmann-Bak model of coagulation-breakup within a bounded domain with homogeneous Neumann boundary conditions are shown to converge, in the fast reaction limit, towards local equilibria determined by their mass. Moreover, this mass is the solution of a nonlinear diffusion equation whose nonlinearity depends on the (size-dependent) diffusion coefficient. Initial data are assumed to have integrable zero order moment and square integrable first order moment in size, and finite entropy. In contrast to our previous result [CDF2], we are able to show the convergence without assuming uniform bounds from above and below on the number density of clusters.

Estimation of dynamic latent variable models using simulated nonparametric moments

Abstract. Given a model that can be simulated, conditional moments at a trial parameter value can be calculated with high accuracy by applying kernel smoothing methods to a long simulation. With such conditional moments in hand, standard method of moments techniques can be used to estimate the parameter. Because conditional moments are calculated using kernel smoothing rather than simple averaging, it is not necessary that the model be simulable subject to the conditioning information that is used to define the moment conditions. For this reason, the proposed estimator is applicable to general dynamic latent variable models. It is shown that as the number of simulations diverges, the estimator is consistent and a higher-order expansion reveals the stochastic difference between the infeasible GMM estimator based on the same moment conditions and the simulated version. In particular, we show how to adjust standard errors to account for the simulations. Monte Carlo results show how the estimator may be applied to a range of dynamic latent variable (DLV) models, and that it performs well in comparison to several other estimators that have been proposed for DLV models.

Dynamic stackelberg game with risk-averse players: optimal risk-sharing under asymmetric information

The objective of this paper is to clarify the interactive nature of the leader-follower relationship when both players are endogenously risk-averse. The analysis is placed in the context of a dynamic closed-loop Stackelberg game with private information. The case of a risk-neutral leader, very often discussed in the literature, is only a borderline possibility in the present study. Each player in the game is characterized by a risk-averse type which is unknown to his opponent. The goal of the leader is to implement an optimal incentive compatible risk-sharing contract. The proposed approach provides a qualitative analysis of adaptive risk behavior profiles for asymmetrically informed players in the context of dynamic strategic interactions modelled as incentive Stackelberg games.

Nash equilibrium strategies in discrete-time finite-horizon dynamic games with risk-and effort-averse players

The objective of this paper is to re-examine the risk-and effort attitude in the context of strategic dynamic interactions stated as a discrete-time finite-horizon Nash game. The analysis is based on the assumption that players are endogenously risk-and effort-averse. Each player is characterized by distinct risk-and effort-aversion types that are unknown to his opponent. The goal of the game is the optimal risk-and effort-sharing between the players. It generally depends on the individual strategies adopted and, implicitly, on the the players' types or characteristics.

Signaling in Dynamic Contests: Some Impossibility Results

General signaling results in dynamic Tullock contests have been missing for long. The reason is the tractability of the problems. In this paper, an uninformed contestant with valuation vx competes against an informed opponent with valuation, either high vh or low vl. We show that; (i) When the hierarchy of valuations is vh ≥ vx ≥ vl, there is no pooling. Sandbagging is too costly for the high type. (ii) When the order of valuations is vx ≥ vh ≥ vl, there is no separation if vh and vl are close. Sandbagging is cheap due to the proximity of valuations. However, if vh and vx are close, there is no pooling. First period cost of pooling is high. (iii) For valuations satisfying vh ≥ vl ≥ vx, there is no separation if vh and vl are close. Bluffing in the first period is cheap for the low valuation type. Conversely, if vx and vl are close there is no pooling. Bluffing in the first stage is too costly. JEL: C72, C73, D44, D82. KEYWORDS: Signaling, Dynamic Contests, Non-existence, Sandbag Pooling, Bluff Pooling, Separating

Candidate quality in a Downsian Model with a continuous policy space

This paper characterizes a mixed strategy Nash equilibrium in a one-dimensional Downsian model of two-candidate elections with a continuous policy space, where candidates are office motivated and one candidate enjoys a non-policy advantage over the other candidate. We assume that voters have quadratic preferences over policies and that their ideal points are drawn from a uniform distribution over the unit interval. In our equilibrium the advantaged candidate chooses the expected median voter with probability one and the disadvantaged candidate uses a mixed strategy that is symmetric around it. We show that this equilibrium exists if the number of voters is large enough relative to the size of the advantage.

Registre isotòpic d'alquenones i lípids terrestres en sediment marí: una reconstrucció paleoclimàtica a l'oceà Índic

Projecte de recerca elaborat a partir d’una estada a la Institute of mineralogy and geochemistry de la University of Lausanne, Suïssa, entre 2007 i 2009. Durant l’última dècada, la comunitat científica ha reconegut que les zones tropicals juguen un paper clau en els processos dinàmics que controlen el canvi climàtic global, probablement com a desencadenant dels canvis succeïts en altes latituds. A més a més, els sediments dels oceans tropicals, en trobar-se fora de l’impacte directe de les plaques de gel continentals creades durant les glaciacions, proporcionen un registre continu de les variacions climàtiques del planeta. Malgrat tot, encara hi ha moltes incògnites sobre el paper específic de les zones tropicals, especialment pel que fa a les variacions brusques suborbitals, degut als pocs registres d’alta resolució estudiats en aquestes àrees que abastin varis cicles glacial/interglacial. Per tal d’ajudar a clarificar el paper de les zones tropicals de l’hemisferi sud en el control del clima a escala mil•lenària s’ha estudiat la distribució i la composició isotòpica de biomarcadors moleculars marins i terrestres, a baixa resolució, en el testimoni MD98-2165 (9º39’S, 118º20’E, 2100 m de profunditat d’aigua, 42.3 m de llarg) està situat al sud-oest d’Indonèsia, on s’enregistren les temperatures superficials del mar més elevades del planeta i una elevada activitat convectiva, que té una influència en la distribució de la humitat atmosfèrica en una extensa superfície de la Terra. Les distribucions observades de biomarcadors terrígens (C23-C33 n-alcans i C20-C32 n-alcan-1-ols) són típiques del lipids de plantes superiors que arriben a l’oceà principalment per via eòlica. L’alcà de 31 àtoms de carboni i els alcohols de 28 o 32 àtoms de carboni són els homòlegs més abundants en ambdós testimonis. Cal destacar l’alcohol C32 com a homòleg principal durant les èpoques glacials, tot suggerint una expansió de les plantes tropicals C4 associada a unes condicions més àrides. La procedència d’aquests lipids queda corroborada mitjançant la seva composició isotòpica de carboni, que ens permet diferenciar la ruta fotosintètica emprada i per tant, entre el tipus de plantes.

Dynamic product diversity

The goal of this paper is to study the frequency of new product introductions in monopoly markets where demand is subject to transitory saturation. We focus on those types of goods for which consumers purchase at most one unit of each variety, but repeat purchases in the same product category. The model considers infinitely-lived, forward-looking consumers and firms. We show that the share of potential surplus that a monopolist is able to appropriate increases with the frequency of introduction of new products and the intensity of transitory saturation. If the latter is sufficiently strong then the rate of introduction of new products is higher than socially desirable (excessive dynamic product diversity.)

A new automated method versus continuous positive airway pressure method for measuring pressure-volume curves in patients with acute lung injury

Objective: To compare pressure–volume (P–V) curves obtained with the Galileo ventilator with those obtained with the CPAP method in patients with ALI or ARDS receiving mechanical ventilation. P–V curves were fitted to a sigmoidal equation with a mean R2 of 0.994 ± 0.003. Lower (LIP) and upper inflection (UIP), and deflation maximum curvature (PMC) points calculated from the fitted variables showed a good correlation between methods with high intraclass correlation coefficients. Bias and limits of agreement for LIP, UIP and PMC obtained with the two methods in the same patient were clinically acceptable.

DynBTS Dynamic Bug Tracker System

L'objectiu final d'aquest projecte és realitzar un Sistema Traçador d' Errors, però potser mésimportant és l'objectiu d'aprendre noves tecnologies, que sovint estan a disposició de l'usuari però l'usuari les desconeix.

Dynamic graphics of parametrically linked multivariate methods used in compositional data analysis

Many multivariate methods that are apparently distinct can be linked by introducing oneor more parameters in their definition. Methods that can be linked in this way arecorrespondence analysis, unweighted or weighted logratio analysis (the latter alsoknown as "spectral mapping"), nonsymmetric correspondence analysis, principalcomponent analysis (with and without logarithmic transformation of the data) andmultidimensional scaling. In this presentation I will show how several of thesemethods, which are frequently used in compositional data analysis, may be linkedthrough parametrizations such as power transformations, linear transformations andconvex linear combinations. Since the methods of interest here all lead to visual mapsof data, a "movie" can be made where where the linking parameter is allowed to vary insmall steps: the results are recalculated "frame by frame" and one can see the smoothchange from one method to another. Several of these "movies" will be shown, giving adeeper insight into the similarities and differences between these methods

Implementation of a robust coded structured light technique for dynamic 3D measurements

This paper presents the implementation details of a coded structured light system for rapid shape acquisition of unknown surfaces. Such techniques are based on the projection of patterns onto a measuring surface and grabbing images of every projection with a camera. Analyzing the pattern deformations that appear in the images, 3D information of the surface can be calculated. The implemented technique projects a unique pattern so that it can be used to measure moving surfaces. The structure of the pattern is a grid where the color of the slits are selected using a De Bruijn sequence. Moreover, since both axis of the pattern are coded, the cross points of the grid have two codewords (which permits to reconstruct them very precisely), while pixels belonging to horizontal and vertical slits have also a codeword. Different sets of colors are used for horizontal and vertical slits, so the resulting pattern is invariant to rotation. Therefore, the alignment constraint between camera and projector considered by a lot of authors is not necessary

Dynamic bandwidth management as part of an integrated network management system based on distributed agents

We present a system for dynamic network resource configuration in environments with bandwidth reservation and path restoration mechanisms. Our focus is on the dynamic bandwidth management results, although the main goal of the system is the integration of the different mechanisms that manage the reserved paths (bandwidth, restoration, and spare capacity planning). The objective is to avoid conflicts between these mechanisms. The system is able to dynamically manage a logical network such as a virtual path network in ATM or a label switch path network in MPLS. This system has been designed to be modular in the sense that in can be activated or deactivated, and it can be applied only in a sub-network. The system design and implementation is based on a multi-agent system (MAS). We also included details of its architecture and implementation

Discrete and continuous compositions

This paper examines a dataset which is modeled well by thePoisson-Log Normal process and by this process mixed with LogNormal data, which are both turned into compositions. Thisgenerates compositional data that has zeros without any need forconditional models or assuming that there is missing or censoreddata that needs adjustment. It also enables us to model dependenceon covariates and within the composition