Spaces with Noetherian cohomology

Is the cohomology of the classifying space of a p-compact group, with Noetherian twisted coefficients, a Noetherian module? This note provides, over the ring of p-adic integers, such a generalization to p-compact groups of the Evens-Venkov Theorem. We consider the cohomology of a space with coefficients in a module, and we compare Noetherianity over the field with p elements, with Noetherianity over the p-adic integers, in the case when the fundamental group is a finite p-group.

Haar wavelets-based approach for quantifying credit portfolio losses

This paper proposes a new methodology to compute Value at Risk (VaR) for quantifying losses in credit portfolios. We approximate the cumulative distribution of the loss function by a finite combination of Haar wavelet basis functions and calculate the coefficients of the approximation by inverting its Laplace transform. The Wavelet Approximation (WA) method is specially suitable for non-smooth distributions, often arising in small or concentrated portfolios, when the hypothesis of the Basel II formulas are violated. To test the methodology we consider the Vasicek one-factor portfolio credit loss model as our model framework. WA is an accurate, robust and fast method, allowing to estimate VaR much more quickly than with a Monte Carlo (MC) method at the same level of accuracy and reliability.

Caracterización de materiales en banda W

Para medir los coeficientes de transmisión y reflexión, S21 y S11, de diferentes materiales o muestras planas, se usa un sistema de toma de medidas en espacio libre operando banda W (75 – 110 GHz). Usando estos parámetros, S21 y S11, podemos calcular la permitividad dieléctrica relativa compleja (Er ) y la permeabilidad magnética relativa compleja (μr) mediante un proceso llamado NRW (Nicolson-Ross-Weir). El sistema para medir consiste en dos antenas de bocina, una transmisora y otra receptora, dos espejos con los que obtenemos una onda plana para medir las propiedades del material y un ordenador o dispositivo que calcula los resultados. Este dispositivo requiere de calibración para la obtención de resultados óptimos. Dicho sistema se puede simular de manera ideal con un software llamado ADS (Assistance Design System) para el estudio y comparación de grosores, permitividades dieléctricas relativas y permeabilidades magnéticas relativas de los materiales en función de la frecuencia.

Distributions on the simplex

The simplex, the sample space of compositional data, can be structured as a real Euclidean space. This fact allows to work with the coefficients with respect to an orthonormal basis. Over these coefficients we apply standard real analysis, inparticular, we define two different laws of probability trought the density function and we study their main properties

Assessing the viability of power-supply systems: a tentative protocol

This Technical Report presents a tentative protocol used to assess the viability of powersupply systems. The viability of power-supply systems can be assessed by looking at the production factors (e.g. paid labor, power capacity, fossil-fuels) – needed for the system to operate and maintain itself – in relation to the internal constraints set by the energetic metabolism of societies. In fact, by using this protocol it becomes possible to link assessments of technical coefficients performed at the level of the power-supply systems with assessments of benchmark values performed at the societal level throughout the relevant different sectors. In particular, the example provided here in the case of France for the year 2009 makes it possible to see that in fact nuclear energy is not viable in terms of labor requirements (both direct and indirect inputs) as well as in terms of requirements of power capacity, especially when including reprocessing operations.

Gap probabilities for the cardinal sine

We study the zero set of random analytic functions generated by a sum of the cardinal sine functions which form an orthogonal basis for the Paley-Wiener space. As a model case, we consider real-valued Gaussian coefficients. It is shown that the asymptotic probability that there is no zero in a bounded interval decays exponentially as a function of the length.

Runaway Greenhouse Effect in a Semigray Radiative-Convective Model

The effects of the nongray absorption (i.e., atmospheric opacity varying with wavelength) on the possible upper bound of the outgoing longwave radiation (OLR) emitted by a planetary atmosphere have been examined. This analysis is based on the semigray approach, which appears to be a reasonable compromise between the complexity of nongray models and the simplicity of the gray assumption (i.e., atmospheric absorption independent of wavelength). Atmospheric gases in semigray atmospheres make use of constant absorption coefficients in finite-width spectral bands. Here, such a semigray absorption is introduced in a one-dimensional (1D) radiative– convective model with a stratosphere in radiative equilibrium and a troposphere fully saturated with water vapor, which is the semigray gas. A single atmospheric window in the infrared spectrum has been assumed. In contrast to the single absolute limit of OLR found in gray atmospheres, semigray ones may also show a relative limit. This means that both finite and infinite runaway effects may arise in some semigray cases. Of particular importance is the finding of an entirely new branch of stable steady states that does not appear in gray atmospheres. This new multiple equilibrium is a consequence of the nongray absorption only. It is suspected that this new set of stable solutions has not been previously revealed in analyses of radiative–convective models since it does not appear for an atmosphere with nongray parameters similar to those for the earth’s current state

Selected configuration interaction with truncation energy error and application to the Ne atom

Selected configuration interaction (SCI) for atomic and molecular electronic structure calculations is reformulated in a general framework encompassing all CI methods. The linked cluster expansion is used as an intermediate device to approximate CI coefficients BK of disconnected configurations (those that can be expressed as products of combinations of singly and doubly excited ones) in terms of CI coefficients of lower-excited configurations where each K is a linear combination of configuration-state-functions (CSFs) over all degenerate elements of K. Disconnected configurations up to sextuply excited ones are selected by Brown's energy formula, ΔEK=(E-HKK)BK2/(1-BK2), with BK determined from coefficients of singly and doubly excited configurations. The truncation energy error from disconnected configurations, Δdis, is approximated by the sum of ΔEKS of all discarded Ks. The remaining (connected) configurations are selected by thresholds based on natural orbital concepts. Given a model CI space M, a usual upper bound ES is computed by CI in a selected space S, and EM=E S+ΔEdis+δE, where δE is a residual error which can be calculated by well-defined sensitivity analyses. An SCI calculation on Ne ground state featuring 1077 orbitals is presented. Convergence to within near spectroscopic accuracy (0.5 cm-1) is achieved in a model space M of 1.4× 109 CSFs (1.1 × 1012 determinants) containing up to quadruply excited CSFs. Accurate energy contributions of quintuples and sextuples in a model space of 6.5 × 1012 CSFs are obtained. The impact of SCI on various orbital methods is discussed. Since ΔEdis can readily be calculated for very large basis sets without the need of a CI calculation, it can be used to estimate the orbital basis incompleteness error. A method for precise and efficient evaluation of ES is taken up in a companion paper

Select-divide-and-conquer method for large-scale configuration interaction

A select-divide-and-conquer variational method to approximate configuration interaction (CI) is presented. Given an orthonormal set made up of occupied orbitals (Hartree-Fock or similar) and suitable correlation orbitals (natural or localized orbitals), a large N-electron target space S is split into subspaces S0,S1,S2,...,SR. S0, of dimension d0, contains all configurations K with attributes (energy contributions, etc.) above thresholds T0={T0egy, T0etc.}; the CI coefficients in S0 remain always free to vary. S1 accommodates KS with attributes above T1≤T0. An eigenproblem of dimension d0+d1 for S0+S 1 is solved first, after which the last d1 rows and columns are contracted into a single row and column, thus freezing the last d1 CI coefficients hereinafter. The process is repeated with successive Sj(j≥2) chosen so that corresponding CI matrices fit random access memory (RAM). Davidson's eigensolver is used R times. The final energy eigenvalue (lowest or excited one) is always above the corresponding exact eigenvalue in S. Threshold values {Tj;j=0, 1, 2,...,R} regulate accuracy; for large-dimensional S, high accuracy requires S 0+S1 to be solved outside RAM. From there on, however, usually a few Davidson iterations in RAM are needed for each step, so that Hamiltonian matrix-element evaluation becomes rate determining. One μhartree accuracy is achieved for an eigenproblem of order 24 × 106, involving 1.2 × 1012 nonzero matrix elements, and 8.4×109 Slater determinants

A fractionally integrated approach to monetary policy and inflation dynamics

This paper relaxes the standard I(0) and I(1) assumptions typically stated in the monetary VAR literature by considering a richer framework that encompasses the previous two processes as well as other fractionally integrated possibilities. First, a timevarying multivariate spectrum is estimated for post WWII US data. Then, a structural fractionally integrated VAR (VARFIMA) is fitted to each of the resulting time dependent spectra. In this way, both the coefficients of the VAR and the innovation variances are allowed to evolve freely. The model is employed to analyze inflation persistence and to evaluate the stance of US monetary policy. Our findings indicate a strong decline in the innovation variances during the great disinflation, consistent with the view that the good performance of the economy during the 80’s and 90’s is in part a tale of good luck. However, we also find evidence of a decline in inflation persistence together with a stronger monetary response to inflation during the same period. This last result suggests that the Fed may still play a role in accounting for the observed differences in the US inflation history. Finally, we conclude that previous evidence against drifting coefficients could be an artifact of parameter restriction towards the stationary region. Keywords: monetary policy, inflation persistence, fractional integration, timevarying coefficients, VARFIMA. JEL Classification: E52, C32

Simulation methods with extended stability for stiff biochemical kinetics

Background: With increasing computer power, simulating the dynamics of complex systems in chemistry and biology is becoming increasingly routine. The modelling of individual reactions in (bio)chemical systems involves a large number of random events that can be simulated by the stochastic simulation algorithm (SSA). The key quantity is the step size, or waiting time, τ, whose value inversely depends on the size of the propensities of the different channel reactions and which needs to be re-evaluated after every firing event. Such a discrete event simulation may be extremely expensive, in particular for stiff systems where τ can be very short due to the fast kinetics of some of the channel reactions. Several alternative methods have been put forward to increase the integration step size. The so-called τ-leap approach takes a larger step size by allowing all the reactions to fire, from a Poisson or Binomial distribution, within that step. Although the expected value for the different species in the reactive system is maintained with respect to more precise methods, the variance at steady state can suffer from large errors as τ grows. Results: In this paper we extend Poisson τ-leap methods to a general class of Runge-Kutta (RK) τ-leap methods. We show that with the proper selection of the coefficients, the variance of the extended τ-leap can be well-behaved, leading to significantly larger step sizes.Conclusions: The benefit of adapting the extended method to the use of RK frameworks is clear in terms of speed of calculation, as the number of evaluations of the Poisson distribution is still one set per time step, as in the original τ-leap method. The approach paves the way to explore new multiscale methods to simulate (bio)chemical systems.

Inter-rater agreement and reliability of the COSMIN (COnsensus-based Standards for the selection of health status Measurement Instruments) Checklist

Background: The COSMIN checklist is a tool for evaluating the methodological quality of studies on measurement properties of health-related patient-reported outcomes. The aim of this study is to determine the inter-rater agreement and reliability of each item score of the COSMIN checklist (n = 114). Methods: 75 articles evaluating measurement properties were randomly selected from the bibliographic database compiled by the Patient-Reported Outcome Measurement Group, Oxford, UK. Raters were asked to assess the methodological quality of three articles, using the COSMIN checklist. In a one-way design, percentage agreement and intraclass kappa coefficients or quadratic-weighted kappa coefficients were calculated for each item. Results: 88 raters participated. Of the 75 selected articles, 26 articles were rated by four to six participants, and 49 by two or three participants. Overall, percentage agreement was appropriate (68% was above 80% agreement), and the kappa coefficients for the COSMIN items were low (61% was below 0.40, 6% was above 0.75). Reasons for low inter-rater agreement were need for subjective judgement, and accustom to different standards, terminology and definitions.Conclusions: Results indicated that raters often choose the same response option, but that it is difficult on item level to distinguish between articles. When using the COSMIN checklist in a systematic review, we recommend getting some training and experience, completing it by two independent raters, and reaching consensus on one final rating. Instructions for using the checklist are improved.

The Employment Precariousness Scale (EPRES): psychometric properties of a new tool for epidemiological studies among waged and salaried workers

Background: Despite the fact that labour market flexibility has resulted in an expansion of precarious employment in industrialized countries, to date there is limited empirical evidence about its health consequences. The Employment Precariousness Scale (EPRES) is a newly developed, theory-based, multidimensional questionnaire specifically devised for epidemiological studies among waged and salaried workers. Objective: To assess acceptability, reliability and construct validity of EPRES in a sample of waged and salaried workers in Spain. Methods: Cross-sectional study, using a sub-sample of 6.968 temporary and permanent workers from a population-based survey carried out in 2004-2005. The survey questionnaire was interviewer administered and included the six EPRES subscales, measures of the psychosocial work environment (COPSOQ ISTAS21), and perceived general and mental health (SF-36). Results: A high response rate to all EPRES items indicated good acceptability; Cronbach’s alpha coefficients, over 0.70 for all subscales and the global score, demonstrated good internal consistency reliability; exploratory factor analysis using principal axis analysis and varimax rotation confirmed the six-subscale structure and the theoretical allocation of all items. Patterns across known groups and correlation coefficients with psychosocial work environment measures and perceived health demonstrated the expected relations, providing evidence of construct validity. Conclusions: Our results provide evidence in support of the psychometric properties of EPRES, which appears to be a promising tool for the measurement of employment precariousness in public health research.

Self-reported social class in adolescents: validity and relationship with gradients in self-reported health

Background: Analyzing social differences in the health of adolescents is a challenge. The accuracy of adolescent's report on familial socio-economic position is unknown. The aims of the study were to examine the validity of measuring occupational social class and family level of education reported by adolescents aged 12 to 18, and the relationship between social position and self-reported health.Methods: A sample of 1453 Spanish adolescents 12 to 18 years old from urban and rural areas completed a self-administered questionnaire including the Child Health and Illness Profile-Adolescent Edition (CHIP-AE), and data on parental occupational social class (OSC) and level of education (LE). The responsible person for a sub-sample of teenagers (n = 91) were interviewed by phone. Kappa coefficients were estimated to analyze agreement between adolescents and proxy-respondents, and logistic regression models were adjusted to analyze factors associated with missing answers and disagreements. Effect size (ES) was calculated to analyze the relationship between OSC, LE and the CHIP-AE domain scores.Results: Missing answers were higher for father's (24.2%) and mother's (45.7%) occupational status than for parental education (8.4%, and 8.1% respectively), and belonging to a non-standard family was associated with more incomplete reporting of social position (OR = 4,98; 95%CI = 1,3–18,8) as was agreement between a parent and the adolescent. There were significant social class gradients, most notably for aspects of health related to resilience to threats to illness.ConclusionAdolescents can acceptably self-report on family occupation and level of education. Social class gradients are present in important aspects of health in adolescents.

Non-invasive monitoring of diaphragmatic timing by means of surface contact sensors: an experimental study in dogs

Background: Non-invasive monitoring of respiratory muscle function is an area of increasing research interest, resulting in the appearance of new monitoring devices, one of these being piezoelectric contact sensors. The present study was designed to test whether the use of piezoelectric contact (non-invasive) sensors could be useful in respiratory monitoring, in particular in measuring the timing of diaphragmatic contraction.Methods: Experiments were performed in an animal model: three pentobarbital anesthetized mongrel dogs. The motion of the thoracic cage was acquired by means of a piezoelectric contact sensor placed on the costal wall. This signal is compared with direct measurements of the diaphragmatic muscle length, made by sonomicrometry. Furthermore, to assess the diaphragmatic function other respiratory signals were acquired: respiratory airflow and transdiaphragmatic pressure. Diaphragm contraction time was estimated with these four signals. Using diaphragm length signal as reference, contraction times estimated with the other three signals were compared with the contraction time estimated with diaphragm length signal.Results: The contraction time estimated with the TM signal tends to give a reading 0.06 seconds lower than the measure made with the DL signal (-0.21 and 0.00 for FL and DP signals, respectively), with a standard deviation of 0.05 seconds (0.08 and 0.06 for FL and DP signals, respectively). Correlation coefficients indicated a close link between time contraction estimated with TM signal and contraction time estimated with DL signal (a Pearson correlation coefficient of 0.98, a reliability coefficient of 0.95, a slope of 1.01 and a Spearman's rank-order coefficient of 0.98). In general, correlation coefficients and mean and standard deviation of the difference were better in the inspiratory load respiratory test than in spontaneous ventilation tests.Conclusion: The technique presented in this work provides a non-invasive method to assess the timing of diaphragmatic contraction in canines, using a piezoelectric contact sensor placed on the costal wall.