The emergence and use of diagramming in system dynamics: a critical account

The paper reviews the leading diagramming methods employed in system dynamics to communicate the contents of models. The main ideas and historical development of the field are first outlined. Two diagramming methods—causal loop diagrams (CLDs) and stock/flow diagrams (SFDs)—are then described and their advantages and limitations discussed. A set of broad research directions is then outlined. These concern: the abilities of different diagrams to communicate different ideas, the role that diagrams have in group model building, and the question of whether diagrams can be an adequate substitute for simulation modelling. The paper closes by suggesting that although diagrams alone are insufficient, they have many benefits. However, since these benefits have emerged only as ‘craft wisdom’, a more rigorous programme of research into the diagrams' respective attributes is called for.

Public sector applications of the system dynamics approach

The article discusses various reports published within the issue, including one by Carmine Bianchi on understanding public sector from different levels and perspectives, one by Mauro Lo Tennero on the aspiration and structure of Sicily to enforce public policy, and one by Nuno Videira and colleagues on the use of group model building in the public sector to concur sustainable policies.

Wave-activity conservation laws and stability theorems for semi-geostrophic dynamics: part 2. pseudoenergy-based theory

This paper represents the second part of a study of semi-geostrophic (SG) geophysical fluid dynamics. SG dynamics shares certain attractive properties with the better known and more widely used quasi-geostrophic (QG) model, but is also a good prototype for balanced models that are more accurate than QG dynamics. The development of such balanced models is an area of great current interest. The goal of the present work is to extend a central body of QG theory, concerning the evolution of disturbances to prescribed basic states, to SG dynamics. Part 1 was based on the pseudomomentum; Part 2 is based on the pseudoenergy. A pseudoenergy invariant is a conserved quantity, of second order in disturbance amplitude relative to a prescribed steady basic state, which is related to the time symmetry of the system. We derive such an invariant for the semi-geostrophic equations, and use it to obtain: (i) a linear stability theorem analogous to Arnol'd's ‘first theorem’; and (ii) a small-amplitude local conservation law for the invariant, obeying the group-velocity property in the WKB limit. The results are analogous to their quasi-geostrophic forms, and reduce to those forms in the limit of small Rossby number. The results are derived for both the f-plane Boussinesq form of semi-geostrophic dynamics, and its extension to β-plane compressible flow by Magnusdottir & Schubert. Novel features particular to semi-geostrophic dynamics include apparently unnoticed lateral boundary stability criteria. Unlike the boundary stability criteria found in the first part of this study, however, these boundary criteria do not necessarily preclude the construction of provably stable basic states. The interior semi-geostrophic dynamics has an underlying Hamiltonian structure, which guarantees that symmetries in the system correspond naturally to the system's invariants. This is an important motivation for the theoretical approach used in this study. The connection between symmetries and conservation laws is made explicit using Noether's theorem applied to the Eulerian form of the Hamiltonian description of the interior dynamics.

Wave-activity conservation laws and stability theorems for semi-geostrophic dynamics: part 1. pseudomomentum-based theory

There exists a well-developed body of theory based on quasi-geostrophic (QG) dynamics that is central to our present understanding of large-scale atmospheric and oceanic dynamics. An important question is the extent to which this body of theory may generalize to more accurate dynamical models. As a first step in this process, we here generalize a set of theoretical results, concerning the evolution of disturbances to prescribed basic states, to semi-geostrophic (SG) dynamics. SG dynamics, like QG dynamics, is a Hamiltonian balanced model whose evolution is described by the material conservation of potential vorticity, together with an invertibility principle relating the potential vorticity to the advecting fields. SG dynamics has features that make it a good prototype for balanced models that are more accurate than QG dynamics. In the first part of this two-part study, we derive a pseudomomentum invariant for the SG equations, and use it to obtain: (i) linear and nonlinear generalized Charney–Stern theorems for disturbances to parallel flows; (ii) a finite-amplitude local conservation law for the invariant, obeying the group-velocity property in the WKB limit; and (iii) a wave-mean-flow interaction theorem consisting of generalized Eliassen–Palm flux diagnostics, an elliptic equation for the stream-function tendency, and a non-acceleration theorem. All these results are analogous to their QG forms. The pseudomomentum invariant – a conserved second-order disturbance quantity that is associated with zonal symmetry – is constructed using a variational principle in a similar manner to the QG calculations. Such an approach is possible when the equations of motion under the geostrophic momentum approximation are transformed to isentropic and geostrophic coordinates, in which the ageostrophic advection terms are no longer explicit. Symmetry-related wave-activity invariants such as the pseudomomentum then arise naturally from the Hamiltonian structure of the SG equations. We avoid use of the so-called ‘massless layer’ approach to the modelling of isentropic gradients at the lower boundary, preferring instead to incorporate explicitly those boundary contributions into the wave-activity and stability results. This makes the analogy with QG dynamics most transparent. This paper treats the f-plane Boussinesq form of SG dynamics, and its recent extension to β-plane, compressible flow by Magnusdottir & Schubert. In the limit of small Rossby number, the results reduce to their respective QG forms. Novel features particular to SG dynamics include apparently unnoticed lateral boundary stability criteria in (i), and the necessity of including additional zonal-mean eddy correlation terms besides the zonal-mean potential vorticity fluxes in the wave-mean-flow balance in (iii). In the companion paper, wave-activity conservation laws and stability theorems based on the SG form of the pseudoenergy are presented.

The dependent variable problem in quantitative studies of Active Labour Market Programmes: uncovering hidden dynamics?

The question of what explains variation in expenditures on Active Labour Market Programs (ALMPs) has attracted significant scholarship in recent years. Significant insights have been gained with respect to the role of employers, unions and dual labour markets, openness, and partisanship. However, there remain significant disagreements with respects to key explanatory variables such the role of unions or the impact of partisanship. Qualitative studies have shown that there are both good conceptual reasons as well as historical evidence that different ALMPs are driven by different dynamics. There is little reason to believe that vastly different programs such as training and employment subsidies are driven by similar structural, interest group or indeed partisan dynamics. The question is therefore whether different ALMPs have the same correlation with different key explanatory variables identified in the literature? Using regression analysis, this paper shows that the explanatory variables identified by the literature have different relation to distinct ALMPs. This refinement adds significant analytical value and shows that disagreements are at least partly due to a dependent variable problem of ‘over-aggregation’.

Looking in the wrong place for healthcare improvements: a system dynamics study of an accident and emergency department

Accident and Emergency (A&E) units provide a route for patients requiring urgent admission to acute hospitals. Public concern over long waiting times for admissions motivated this study, whose aim is to explore the factors which contribute to such delays. The paper discusses the formulation and calibration of a system dynamics model of the interaction of demand pattern, A&E resource deployment, other hospital processes and bed numbers; and the outputs of policy analysis runs of the model which vary a number of the key parameters. Two significant findings have policy implications. One is that while some delays to patients are unavoidable, reductions can be achieved by selective augmentation of resources within, and relating to, the A&E unit. The second is that reductions in bed numbers do not increase waiting times for emergency admissions, their effect instead being to increase sharply the number of cancellations of admissions for elective surgery. This suggests that basing A&E policy solely on any single criterion will merely succeed in transferring the effects of a resource deficit to a different patient group.

House price dynamics and bank herding: European empirical evidence

This paper investigates the behavior of residential property and examines the linkages between house price dynamics and bank herding behavior. The analysis presents evidence that irrational behaviour may have played a significant role in several countries, including; United Kingdom, Spain, Denmark, Sweden and Ireland. In addition, we also provide evidence indicative of herding behaviour in the European residential mortgage loan market. Granger Causality tests indicate that non-fundamentally justified prices dynamics contributed to herding by lenders and that this behaviour was a response by the banks as a group to common information on residential property assets. In contrast, in Germany, Portugal and Austria, residential property prices were largely explained by fundamentals. Furthermore, these countries show no evidence of either irrational price bubbles or herd behaviour in the mortgage market. Granger Causality tests indicate that both variables are independent.

Interventions in social networks: impact on mood and network dynamics

Results from two studies on longitudinal friendship networks are presented, exploring the impact of a gratitude intervention on positive and negative affect dynamics in a social network. The gratitude intervention had been previously shown to increase positive affect and decrease negative affect in an individual but dynamic group effects have not been considered. In the first study the intervention was administered to the whole network. In the second study two social networks are considered and in each only a subset of individuals, initially low/high in negative affect respectively received the intervention as `agents of change'. Data was analyzed using stochastic actor based modelling techniques to identify resulting network changes, impact on positive and negative affect and potential contagion of mood within the group. The first study found a group level increase in positive and a decrease in negative affect. Homophily was detected with regard to positive and negative affect but no evidence of contagion was found. The network itself became more volatile along with a fall in rate of change of negative affect. Centrality measures indicated that the best broadcasters were the individuals with the least negative affect levels at the beginning of the study. In the second study, the positive and negative affect levels for the whole group depended on the initial levels of negative affect of the intervention recipients. There was evidence of positive affect contagion in the group where intervention recipients had low initial level of negative affect and contagion in negative affect for the group where recipients had initially high level of negative affect.

The dynamics of temperature extremes

Changes in the occurrence of atmospheric circulation patterns are not well understood. A study finds that these have been a big factor in observed changes in regional temperature extremes during recent decades.

Analysis of the genome of Spodoptera frugiperda nucleopolyhedrovirus (SfMNPV-19) and of the high genomic heterogeneity in group II nucleopolyhedroviruses

The genome of the most virulent among 22 Brazilian geographical isolates of Spodoptera frugiperda nucleopolyhedrovirus, isolate 19 (SfMNPV-1 9), was completely sequenced and shown to comprise 132 565 bp and 141 open reading frames (ORFs). A total of 11 ORFs with no homology to genes in the GenBank database were found. Of those, four had typical baculovirus; promoter motifs and polyadenylation sites. Computer-simulated restriction enzyme cleavage patterns of SfMNPV-1 9 were compared with published physical maps of other SfMNPV isolates. Differences were observed in terms of the restriction profiles and genome size. Comparison of SfMNPV-1 9 with the sequence of the SfMNPV isolate 3AP2 indicated that they differed due to a 1427 bp deletion, as well as by a series of smaller deletions and point mutations. The majority of genes of SfMNPV-1 9 were conserved in the closely related Spodoptera exigua NPV (SeMNPV) and Agrotis segetum NPV (AgseMNPV-A), but a few regions experienced major changes and rearrangements. Synthenic maps for the genomes of group 11 NPVs revealed that gene collinearity was observed only within certain clusters. Analysis of the dynamics of gene gain and loss along the phylogenetic tree of the NPVs showed that group 11 had only five defining genes and supported the hypothesis that these viruses form ten highly divergent ancient lineages. Crucially, more than 60% of the gene gain events followed a power-law relation to genetic distance among baculoviruses, indicative of temporal organization in the gene accretion process.

Sequence diversity and evolutionary dynamics of the dimorphic antigen merozoite surface protein-6 and other Msp genes of Plasmodium falciparum

Immune evasion by Plasmodium falciparum is favored by extensive allelic diversity of surface antigens. Some of them, most notably the vaccine-candidate merozoite surface protein (MSP)-1, exhibit a poorly understood pattern of allelic dimorphism, in which all observed alleles group into two highly diverged allelic families with few or no inter-family recombinants. Here we describe contrasting levels and patterns of sequence diversity in genes encoding three MSP-1-associated surface antigens of P. falciparum, ranging from an ancient allelic dimorphism in the Msp-6 gene to a near lack of allelic divergence in Msp-9 to a more classical multi-allele polymorphism in Msp-7 Other members of the Msp-7 gene family exhibit very little polymorphism in non-repetitive regions. A comparison of P. falciparum Msp-6 sequences to an orthologous sequence from P. reichenowi provided evidence for distinct evolutionary histories of the 5` and 3` segments of the dimorphic region in PfMsp-6, consistent with one dimorphic lineage having arisen from recombination between now-extinct ancestral alleles. In addition. we uncovered two surprising patterns of evolution in repetitive sequence. Firsts in Msp-6, large deletions are associated with (nearly) identical sequence motifs at their borders. Second, a comparison of PfMsp-9 with the P. reichenowi ortholog indicated retention of a significant inter-unit diversity within an 18-base pair repeat within the coding region of P. falciparum, but homogenization in P. reichenowi. (C) 2009 Elsevier B.V. All rights reserved.

Fluorescent probes with malononitrile side group in methyl methacrylate copolymers

Fluorescent probes derivated from auramine, 1-aminopyrene, and 9-aminoacridine containing a malononitrile group are copolymerized with methyl methacrylate. These new fluorescent polymeric materials are studied in solution of different solvents by steady-state and time-resolved emission techniques. Their spectroscopic properties and excited state dynamics are driven by charge transfer from the aromatic group to the electron withdrawing CN groups, and this factor is responsible for the non-exponential emission decay behavior. (c) 2008 Elsevier B.V. All rights reserved.

On the interaction of bovine serum albumin with ionic surfactants: Temperature induced EPR changes of a maleimide nitroxide reflect local protein dynamics and probe solvent accessibility

The interaction of bovine serum albumin (BSA) with the ionic surfactants sodium dodecylsulfate (SDS, anionic), cetyltrimethylammonium chloride (CTAC, cationic) and N-hexadecyl-N,N-dimethyl-3-ammonio-1-propanesulfonate (HPS, zwitterionic) was studied by electron paramagnetic resonance (EPR) spectroscopy of spin label covalently bound to the single free thiol group of the protein. EPR spectra simulation allows to monitor the protein dynamics at the labeling site and to estimate the changes in standard Gibbs free energy, enthalpy and entropy for transferring the nitroxide side chain from the more motionally restricted to the less restricted component. Whereas SDS and CTAC showed similar increases in the dynamics of the protein backbone for all measured concentrations. HPS presented a smaller effect at concentrations above 1.5 mM. At 10 mM of surfactants and 0.15 mM BSA, the standard Gibbs free energy change was consistent with protein backbone conformations more expanded and exposed to the solvent as compared to the native protein, but with a less pronounced effect for HPS. In the presence of the surfactants, the enthalpy change, related to the energy required to dissociate the nitroxide side chain from the protein, was greater, suggesting a lower water activity. The nitroxide side chain also detected a higher viscosity environment in the vicinity of the paramagnetic probe induced by the addition of the surfactants. The results suggest that the surfactant-BSA interaction, at higher surfactant concentration, is affected by the affinities of the surfactant to its own micelles and micelle-like aggregates. Complementary DLS data suggests that the temperature induced changes monitored by the nitroxide probe reflects local changes in the vicinity of the single thiol group of Cys-34 BSA residue. (C) 2011 Elsevier B.V. All rights reserved.

Using system dynamics for collaborative design : a case study

Background  In order to facilitate the collaborative design, system dynamics (SD) with a group modelling approach was used in the early stages of planning a new stroke unit. During six workshops a SD model was created in a multiprofessional group. Aim To explore to which extent and how the use of system dynamics contributed to the collaborative design process. Method A case study was conducted using several data sources. Results SD supported a collaborative design, by facilitating an explicit description of stroke care process, a dialogue and a joint understanding. The construction of the model obliged the group to conceptualise the stroke care and experimentation with the model gave the opportunity to reflect on care. Conclusion SD facilitated the collaborative design process and should be integrated in the early stages of the design process as a quality improvement tool.

On the interaction of bovine serum albumin with ionic surfactants: Temperature induced EPR changes of a maleimide nitroxide reflect local protein dynamics and probe solvent accessibility

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)