General method to determine replica symmetry breaking transitions

We introduce a new parameter to investigate replica symmetry breaking transitions using finite-size scaling methods. Based on exact equalities initially derived by F. Guerra this parameter is a direct check of the self-averaging character of the spin-glass order parameter. This new parameter can be used to study models with time reversal symmetry but its greatest interest lies in models where this symmetry is absent. We apply the method to long-range and short-range Ising spin-glasses with and without a magnetic field as well as short-range multispin interaction spin-glasses.

Asymmetries in the capacity-inflation trade-off

This paper analyzes the joint dynamics of two key macroeconomic variables for the conduct of monetary policy: inflation and the aggregate capacity utilization rate. An econometric procedure useful for estimating dynamic rational expectation models with unobserved components is developed and applied in this context. The method combines the flexibility of the unobserved components approach, based on the Kalman recursion, with the power of the general method of moments estimation procedure. A 'hyb id' Phillips curve relating inflation to the capacity utilization gap and incorporating forward and backward looking components is estimated. The results show that such a relationship in non-linear: the slope of the Phillips curve depends significantly on the magnitude of the capacity gap. These findings provide support for studying the implications of asymmetricmonetary policy rules.

Gaussian estimates for the density of the non-linear stochastic heat equation in any space dimension

In this paper, we establish lower and upper Gaussian bounds for the probability density of the mild solution to the stochastic heat equation with multiplicative noise and in any space dimension. The driving perturbation is a Gaussian noise which is white in time with some spatially homogeneous covariance. These estimates are obtained using tools of the Malliavin calculus. The most challenging part is the lower bound, which is obtained by adapting a general method developed by Kohatsu-Higa to the underlying spatially homogeneous Gaussian setting. Both lower and upper estimates have the same form: a Gaussian density with a variance which is equal to that of the mild solution of the corresponding linear equation with additive noise.

Critical clusters and efficient dynamics for frustrated spin models

A general method to find, in a systematic way, efficient Monte Carlo cluster dynamics among the avast class of dynamics introduced by Kandel et al. [Phys. Rev. Lett. 65, 941 (1990)] is proposed. The method is successfully applied to a class of frustrated two-dimensional Ising systems. In the case of the fully frustrated model, we also find the intriguing result that critical clusters consist of self-avoiding walk at the theta point.

Modelo de comportamiento en sevicio para estructuras reticulares de hormigón. Parte I: Descripción del modelo y ejemplos de aplicación

A general method for instantaneous and time-dependent serviceability analysis of plane concrete frames is presented. The methodology is based in an extension of the classic matrix formulation for bars. The main aspects influencing the behaviour of the structural concrete are considered: cracking, creep, shrinkage or prestress losses. To simulate the effect of cracking a smeared model (developed in Part II) based on the modification of the tensile branch of the concrete stress-strain relationship is adopted. The general approach considered permits the application to different materials and constitutive laws. Sequential construction (sectional and structural), incorporation of reinforcement, consideration of the loads history; placing and removing shores, and restraining or releasing in boundary conditions are considered. Some examples are included to highlight the capabilities of the model

El fotorreactor elíptico

In this paper, the mathematical model of the elliptical photoreactor , an special type of reactor that uses ultraviolet radiation, is presented. In the elliptical photoreactor the cylindrical reactor is irradiated from the outside by placing the lamp and the reactor at the foci of an elliptical reflector. The two main models of radiation -radial and difusse- are studied, an finally the general method of resolution of the mathematical model and its resolution in certain simple cases is shown.

Markov chain montecarlo method applied to rounding zeros of compositional data: first approach

As stated in Aitchison (1986), a proper study of relative variation in a compositional data set should be based on logratios, and dealing with logratios excludes dealing with zeros. Nevertheless, it is clear that zero observations might be present in real data sets, either because the corresponding part is completelyabsent –essential zeros– or because it is below detection limit –rounded zeros. Because the second kind of zeros is usually understood as “a trace too small to measure”, it seems reasonable to replace them by a suitable small value, and this has been the traditional approach. As stated, e.g. by Tauber (1999) and byMartín-Fernández, Barceló-Vidal, and Pawlowsky-Glahn (2000), the principal problem in compositional data analysis is related to rounded zeros. One should be careful to use a replacement strategy that does not seriously distort the general structure of the data. In particular, the covariance structure of the involvedparts –and thus the metric properties– should be preserved, as otherwise further analysis on subpopulations could be misleading. Following this point of view, a non-parametric imputation method isintroduced in Martín-Fernández, Barceló-Vidal, and Pawlowsky-Glahn (2000). This method is analyzed in depth by Martín-Fernández, Barceló-Vidal, and Pawlowsky-Glahn (2003) where it is shown that thetheoretical drawbacks of the additive zero replacement method proposed in Aitchison (1986) can be overcome using a new multiplicative approach on the non-zero parts of a composition. The new approachhas reasonable properties from a compositional point of view. In particular, it is “natural” in the sense thatit recovers the “true” composition if replacement values are identical to the missing values, and it is coherent with the basic operations on the simplex. This coherence implies that the covariance structure of subcompositions with no zeros is preserved. As a generalization of the multiplicative replacement, in thesame paper a substitution method for missing values on compositional data sets is introduced

Revenue management under general discrete choice model of consumer behavior

Customer choice behavior, such as 'buy-up' and 'buy-down', is an importantphe-nomenon in a wide range of industries. Yet there are few models ormethodologies available to exploit this phenomenon within yield managementsystems. We make some progress on filling this void. Specifically, wedevelop a model of yield management in which the buyers' behavior ismodeled explicitly using a multi-nomial logit model of demand. Thecontrol problem is to decide which subset of fare classes to offer ateach point in time. The set of open fare classes then affects the purchaseprobabilities for each class. We formulate a dynamic program todetermine the optimal control policy and show that it reduces to a dynamicnested allocation policy. Thus, the optimal choice-based policy caneasily be implemented in reservation systems that use nested allocationcontrols. We also develop an estimation procedure for our model based onthe expectation-maximization (EM) method that jointly estimates arrivalrates and choice model parameters when no-purchase outcomes areunobservable. Numerical results show that this combined optimization-estimation approach may significantly improve revenue performancerelative to traditional leg-based models that do not account for choicebehavior.

Analysis of warm season thunderstorms using an object-oriented tracking method based on radar and total lightning data

Monitoring thunderstorms activity is an essential part of operational weather surveillance given their potential hazards, including lightning, hail, heavy rainfall, strong winds or even tornadoes. This study has two main objectives: firstly, the description of a methodology, based on radar and total lightning data to characterise thunderstorms in real-time; secondly, the application of this methodology to 66 thunderstorms that affected Catalonia (NE Spain) in the summer of 2006. An object-oriented tracking procedure is employed, where different observation data types generate four different types of objects (radar 1-km CAPPI reflectivity composites, radar reflectivity volumetric data, cloud-to-ground lightning data and intra-cloud lightning data). In the framework proposed, these objects are the building blocks of a higher level object, the thunderstorm. The methodology is demonstrated with a dataset of thunderstorms whose main characteristics, along the complete life cycle of the convective structures (development, maturity and dissipation), are described statistically. The development and dissipation stages present similar durations in most cases examined. On the contrary, the duration of the maturity phase is much more variable and related to the thunderstorm intensity, defined here in terms of lightning flash rate. Most of the activity of IC and CG flashes is registered in the maturity stage. In the development stage little CG flashes are observed (2% to 5%), while for the dissipation phase is possible to observe a few more CG flashes (10% to 15%). Additionally, a selection of thunderstorms is used to examine general life cycle patterns, obtained from the analysis of normalized (with respect to thunderstorm total duration and maximum value of variables considered) thunderstorm parameters. Among other findings, the study indicates that the normalized duration of the three stages of thunderstorm life cycle is similar in most thunderstorms, with the longest duration corresponding to the maturity stage (approximately 80% of the total time).

Satisfaction survey with DNA cards method to collect genetic samples for pharmacogenetics studies

Background: Pharmacogenetic studies are essential in understanding the interindividual variability of drug responses. DNA sample collection for genotyping is a critical step in genetic studies. A method using dried blood samples from finger-puncture, collected on DNA-cards, has been described as an alternative to the usual venepuncture technique. The purpose of this study is to evaluate the implementation of the DNA cards method in a multicentre clinical trial, and to assess the degree of investigators' satisfaction and the acceptance of the patients perceived by the investigators.Methods: Blood samples were collected on DNA-cards. The quality and quantity of DNA recovered were analyzed. Investigators were questioned regarding their general interest, previous experience, safety issues, preferences and perceived patient satisfaction. Results: 151 patients' blood samples were collected. Genotyping of GST polymorphisms was achieved in all samples (100%). 28 investigators completed the survey. Investigators perceived patient satisfaction as very good (60.7%) or good (39.3%), without reluctance to finger puncture. Investigators preferred this method, which was considered safer and better than the usual methods. All investigators would recommend using it in future genetic studies. Conclusion: Within the clinical trial setting, the DNA-cards method was very well accepted by investigators and patients (in perception of investigators), and was preferred to conventional methods due to its ease of use and safety.

General electromagnetic simulation tool to predict the microwave nonlinear response of planar, arbitrarily-shaped HTS structures

This work describes a simulation tool being developed at UPC to predict the microwave nonlinear behavior of planar superconducting structures with very few restrictions on the geometry of the planar layout. The software is intended to be applicable to most structures used in planar HTS circuits, including line, patch, and quasi-lumped microstrip resonators. The tool combines Method of Moments (MoM) algorithms for general electromagnetic simulation with Harmonic Balance algorithms to take into account the nonlinearities in the HTS material. The Method of Moments code is based on discretization of the Electric Field Integral Equation in Rao, Wilton and Glisson Basis Functions. The multilayer dyadic Green's function is used with Sommerfeld integral formulation. The Harmonic Balance algorithm has been adapted to this application where the nonlinearity is distributed and where compatibility with the MoM algorithm is required. Tests of the algorithm in TM010 disk resonators agree with closed-form equations for both the fundamental and third-order intermodulation currents. Simulations of hairpin resonators show good qualitative agreement with previously published results, but it is found that a finer meshing would be necessary to get correct quantitative results. Possible improvements are suggested.

Early adversity and 5-HTT-BDNF genes: New evidences of Gene-Environment interactions on depressive symptoms in a general population

Background Adverse childhood experiences have been described as one of the major environmental risk factors for depressive disorder. Similarly, the deleterious impact of early traumatic experiences on depression seems to be moderated by individual genetic variability. Serotonin transporter (5-HTT) and brain-derived neurotrophic factor (BDNF) modulate the effect of childhood adversity on adult depression, although inconsistencies across studies have been found. Moreover, the gene×environment (G×E) interaction concerning the different types of childhood adversity remains poorly understood. The aim of this study was to analyse the putative interaction between the 5-HTT gene (5-HTTLPR polymorphism), the BDNF gene (Val66Met polymorphism) and childhood adversity in accounting for adult depressive symptoms. Method A sample of 534 healthy individuals filled in self-report questionnaires of depressive symptomatology [the Symptom Check List 90 Revised (SCL-90-R)] and different types of childhood adversities [the Childhood Trauma Questionnaire (CTQ)]. The 5-HTTLPR polymorphism (5-HTT gene) and the Val66Met polymorphism (BDNF gene) were genotyped in the whole sample. Results Total childhood adversity (β=0.27, p<0.001), childhood sexual abuse (CSA; β=0.17, p<0.001), childhood emotional abuse (β=0.27, p<0.001) and childhood emotional neglect (β=0.22, p<0.001) had an impact on adult depressive symptoms. CSA had a greater impact on depressive symptoms in Met allele carriers of the BDNF gene than in the Val/Val group (F=5.87, p<0.0001), and in S carriers of the 5-HTTLPR polymorphism (5-HTT gene) (F=5.80, p<0.0001). Conclusions Childhood adversity per se predicted higher levels of adult depressive symptoms. In addition, BDNF Val66Met and 5-HTTLPR polymorphisms seemed to moderate the effect of CSA on adult depressive symptoms.