kmth price sealed-bid auctions with general independent values and equilibrium linear mark-ups

A generalised bidding model is developed to calculate a bidder’s expected profit and auctioners expected revenue/payment for both a General Independent Value and Independent Private Value (IPV) kmth price sealed-bid auction (where the mth bidder wins at the kth bid payment) using a linear (affine) mark-up function. The Common Value (CV) assumption, and highbid and lowbid symmetric and asymmetric First Price Auctions and Second Price Auctions are included as special cases. The optimal n bidder symmetric analytical results are then provided for the uniform IPV and CV models in equilibrium. Final comments concern implications, the assumptions involved and prospects for further research.

Novel non-linear elastic structural analysis with generalised transverse element loads using a refined finite element

In the finite element modelling of structural frames, external loads such as wind loads, dead loads and imposed loads usually act along the elements rather than at the nodes only. Conventionally, when an element is subjected to these general transverse element loads, they are usually converted to nodal forces acting at the ends of the elements by either lumping or consistent load approaches. In addition, it is especially important for an element subjected to the first- and second-order elastic behaviour, to which the steel structure is critically prone to; in particular the thin-walled steel structures, when the stocky element section may be generally critical to the inelastic behaviour. In this sense, the accurate first- and second-order elastic displacement solutions of element load effect along an element is vitally crucial, but cannot be simulated using neither numerical nodal nor consistent load methods alone, as long as no equilibrium condition is enforced in the finite element formulation, which can inevitably impair the structural safety of the steel structure particularly. It can be therefore regarded as a unique element load method to account for the element load nonlinearly. If accurate displacement solution is targeted for simulating the first- and second-order elastic behaviour on an element on the basis of sophisticated non-linear element stiffness formulation, the numerous prescribed stiffness matrices must indispensably be used for the plethora of specific transverse element loading patterns encountered. In order to circumvent this shortcoming, the present paper proposes a numerical technique to include the transverse element loading in the non-linear stiffness formulation without numerous prescribed stiffness matrices, and which is able to predict structural responses involving the effect of first-order element loads as well as the second-order coupling effect between the transverse load and axial force in the element. This paper shows that the principle of superposition can be applied to derive the generalized stiffness formulation for element load effect, so that the form of the stiffness matrix remains unchanged with respect to the specific loading patterns, but with only the magnitude of the loading (element load coefficients) being needed to be adjusted in the stiffness formulation, and subsequently the non-linear effect on element loadings can be commensurate by updating the magnitude of element load coefficients through the non-linear solution procedures. In principle, the element loading distribution is converted into a single loading magnitude at mid-span in order to provide the initial perturbation for triggering the member bowing effect due to its transverse element loads. This approach in turn sacrifices the effect of element loading distribution except at mid-span. Therefore, it can be foreseen that the load-deflection behaviour may not be as accurate as those at mid-span, but its discrepancy is still trivial as proved. This novelty allows for a very useful generalised stiffness formulation for a single higher-order element with arbitrary transverse loading patterns to be formulated. Moreover, another significance of this paper is placed on shifting the nodal response (system analysis) to both nodal and element response (sophisticated element formulation). For the conventional finite element method, such as the cubic element, all accurate solutions can be only found at node. It means no accurate and reliable structural safety can be ensured within an element, and as a result, it hinders the engineering applications. The results of the paper are verified using analytical stability function studies, as well as with numerical results reported by independent researchers on several simple frames.

Telomere length in circulating leukocytes is associated with lung function and disease

Several clinical studies suggest the involvement of premature ageing processes in chronic obstructive pulmonary disease (COPD). Using an epidemiological approach, we studied whether accelerated ageing indicated by telomere length, a marker of biological age, is associated with COPD and asthma, and whether intrinsic age-related processes contribute to the interindividual variability of lung function. Our meta-analysis of 14 studies included 934 COPD cases with 15 846 controls defined according to the Global Lungs Initiative (GLI) criteria (or 1189 COPD cases according to the Global Initiative for Chronic Obstructive Lung Disease (GOLD) criteria), 2834 asthma cases with 28 195 controls, and spirometric parameters (forced expiratory volume in 1 s (FEV1), forced vital capacity (FVC) and FEV1/FVC) of 12 595 individuals. Associations with telomere length were tested by linear regression, adjusting for age, sex and smoking status. We observed negative associations between telomere length and asthma (β= −0.0452, p=0.024) as well as COPD (β= −0.0982, p=0.001), with associations being stronger and more significant when using GLI criteria than those of GOLD. In both diseases, effects were stronger in females than males. The investigation of spirometric indices showed positive associations between telomere length and FEV1 (p=1.07×10−7), FVC (p=2.07×10−5), and FEV1/FVC (p=5.27×10−3). The effect was somewhat weaker in apparently healthy subjects than in COPD or asthma patients. Our results provide indirect evidence for the hypothesis that cellular senescence may contribute to the pathogenesis of COPD and asthma, and that lung function may reflect biological ageing primarily due to intrinsic processes, which are likely to be aggravated in lung diseases.

Developments of the total entropy utility function for the dual purpose of model discrimination and parameter estimation in Bayesian design

The total entropy utility function is considered for the dual purpose of Bayesian design for model discrimination and parameter estimation. A sequential design setting is proposed where it is shown how to efficiently estimate the total entropy utility for a wide variety of data types. Utility estimation relies on forming particle approximations to a number of intractable integrals which is afforded by the use of the sequential Monte Carlo algorithm for Bayesian inference. A number of motivating examples are considered for demonstrating the performance of total entropy in comparison to utilities for model discrimination and parameter estimation. The results suggest that the total entropy utility selects designs which are efficient under both experimental goals with little compromise in achieving either goal. As such, the total entropy utility is advocated as a general utility for Bayesian design in the presence of model uncertainty.

Linear and weakly nonlinear stability analyses of cooperative car-following models

Stability analyses have been widely used to better understand the mechanism of traffic jam formation. In this paper, we consider the impact of cooperative systems (a.k.a. connected vehicles) on traffic dynamics and, more precisely, on flow stability. Cooperative systems are emerging technologies enabling communication between vehicles and/or with the infrastructure. In a distributed communication framework, equipped vehicles are able to send and receive information to/from other equipped vehicles. Here, the effects of cooperative traffic are modeled through a general bilateral multianticipative car-following law that improves cooperative drivers' perception of their surrounding traffic conditions within a given communication range. Linear stability analyses are performed for a broad class of car-following models. They point out different stability conditions in both multianticipative and nonmultianticipative situations. To better understand what happens in unstable conditions, information on the shock wave structure is studied in the weakly nonlinear regime by the mean of the reductive perturbation method. The shock wave equation is obtained for generic car-following models by deriving the Korteweg de Vries equations. We then derive traffic-state-dependent conditions for the sign of the solitary wave (soliton) amplitude. This analytical result is verified through simulations. Simulation results confirm the validity of the speed estimate. The variation of the soliton amplitude as a function of the communication range is provided. The performed linear and weakly nonlinear analyses help justify the potential benefits of vehicle-integrated communication systems and provide new insights supporting the future implementation of cooperative systems.

Modeling strategies in longitudinal data analysis: Covariate, variance function and correlation structure selection

A modeling paradigm is proposed for covariate, variance and working correlation structure selection for longitudinal data analysis. Appropriate selection of covariates is pertinent to correct variance modeling and selecting the appropriate covariates and variance function is vital to correlation structure selection. This leads to a stepwise model selection procedure that deploys a combination of different model selection criteria. Although these criteria find a common theoretical root based on approximating the Kullback-Leibler distance, they are designed to address different aspects of model selection and have different merits and limitations. For example, the extended quasi-likelihood information criterion (EQIC) with a covariance penalty performs well for covariate selection even when the working variance function is misspecified, but EQIC contains little information on correlation structures. The proposed model selection strategies are outlined and a Monte Carlo assessment of their finite sample properties is reported. Two longitudinal studies are used for illustration.

Effects of variance-function misspecification in analysis of longitudinal data

The approach of generalized estimating equations (GEE) is based on the framework of generalized linear models but allows for specification of a working matrix for modeling within-subject correlations. The variance is often assumed to be a known function of the mean. This article investigates the impacts of misspecifying the variance function on estimators of the mean parameters for quantitative responses. Our numerical studies indicate that (1) correct specification of the variance function can improve the estimation efficiency even if the correlation structure is misspecified; (2) misspecification of the variance function impacts much more on estimators for within-cluster covariates than for cluster-level covariates; and (3) if the variance function is misspecified, correct choice of the correlation structure may not necessarily improve estimation efficiency. We illustrate impacts of different variance functions using a real data set from cow growth.

Analysing commercial catch and effort data from a penaeid trawl fishery: A comparison of linear models, mixed models, and generalised estimating equations approaches

Statistical methods are often used to analyse commercial catch and effort data to provide standardised fishing effort and/or a relative index of fish abundance for input into stock assessment models. Achieving reliable results has proved difficult in Australia's Northern Prawn Fishery (NPF), due to a combination of such factors as the biological characteristics of the animals, some aspects of the fleet dynamics, and the changes in fishing technology. For this set of data, we compared four modelling approaches (linear models, mixed models, generalised estimating equations, and generalised linear models) with respect to the outcomes of the standardised fishing effort or the relative index of abundance. We also varied the number and form of vessel covariates in the models. Within a subset of data from this fishery, modelling correlation structures did not alter the conclusions from simpler statistical models. The random-effects models also yielded similar results. This is because the estimators are all consistent even if the correlation structure is mis-specified, and the data set is very large. However, the standard errors from different models differed, suggesting that different methods have different statistical efficiency. We suggest that there is value in modelling the variance function and the correlation structure, to make valid and efficient statistical inferences and gain insight into the data. We found that fishing power was separable from the indices of prawn abundance only when we offset the impact of vessel characteristics at assumed values from external sources. This may be due to the large degree of confounding within the data, and the extreme temporal changes in certain aspects of individual vessels, the fleet and the fleet dynamics.

Representation of functional dependencies in relational databases using linear graphs

Functional dependencies in relational databases are investigated. Eight binary relations, viz., (1) dependency relation, (2) equipotence relation, (3) dissidence relation, (4) completion relation, and dual relations of each of them are described. Any one of these eight relations can be used to represent the functional dependencies in a database. Results from linear graph theory are found helpful in obtaining these representations. The dependency relation directly gives the functional dependencies. The equipotence relation specifies the dependencies in terms of attribute sets which functionally determine each other. The dissidence relation specifies the dependencies in terms of saturated sets in a very indirect way. Completion relation represents the functional dependencies as a function, the range of which turns out to be a lattice. Depletion relation which is the dual of the completion relation can also represent functional dependencies and similarly can the duals of dependency, equipotence, and dissidence relations. The class of depleted sets, which is the dual of saturated sets, is defined and used in the study of depletion relations.

Tree species diversity and ecosystem function: Can tropical multi-species plantations generate greater productivity?

Results from the humid tropics of Australia demonstrate that diverse plantations can achieve greater productivity than monocultures. We found that increases in both the observed species number and the effective species richness were significantly related to increased levels of productivity as measured by stand basal area or mean individual tree basal area. Four of five plantation species were more productive in mixtures with other species than in monocultures, offering on average, a 55% increase in mean tree basal area. A general linear model suggests that species richness had a significant effect on mean individual tree basal area when environmental variables were included in the model. As monoculture plantations are currently the preferred reforestation method throughout the tropics these results suggest that significant productivity and ecological gains could be made if multi-species plantations are more broadly pursued.

Non-linear resonance in strings under narrow band random excitation, part I: Planar response and stability

Non-linear planar response of a string to planar narrow band random excitation is investigated in this paper. A response equation for the mean square deflection σ2 is obtained under a single mode approximation by using the equivalent linearization technique. It is shown that the response is triple valued, as in the case of harmonic excitation, if the centre frequency of excitation Ω lies in a certain specified range. The triple valued response occurs only if the excitation bandwidth β is smaller than a critical value βcrit which is a monotonically increasing function of the intensity of excitation. An approximate method of investigating the almost sure asymptotic stability of the solution is presented and regions of instability in the Ω-σ2 plane have been charted. It is shown that planar response can become unstable either due to an unbounded growth of the in-plane component of motion or due to a spontaneous appearance of an out-of-plane component.

Representation of functional dependencies in relational databases using linear graphs

Functional dependencies in relational databases are investigated. Eight binary relations, viz., (1) dependency relation, (2) equipotence relation, (3) dissidence relation, (4) completion relation, and dual relations of each of them are described. Any one of these eight relations can be used to represent the functional dependencies in a database. Results from linear graph theory are found helpful in obtaining these representations. The dependency relation directly gives the functional dependencies. The equipotence relation specifies the dependencies in terms of attribute sets which functionally determine each other. The dissidence relation specifies the dependencies in terms of saturated sets in a very indirect way. Completion relation represents the functional dependencies as a function, the range of which turns out to be a lattice. Depletion relation which is the dual of the completion relation can also represent functional dependencies and similarly can the duals of dependency, equipotence, and dissidence relations. The class of depleted sets, which is the dual of saturated sets, is defined and used in the study of depletion relations.

Composition operators on vector-valued BMOA and related function spaces

A composition operator is a linear operator between spaces of analytic or harmonic functions on the unit disk, which precomposes a function with a fixed self-map of the disk. A fundamental problem is to relate properties of a composition operator to the function-theoretic properties of the self-map. During the recent decades these operators have been very actively studied in connection with various function spaces. The study of composition operators lies in the intersection of two central fields of mathematical analysis; function theory and operator theory. This thesis consists of four research articles and an overview. In the first three articles the weak compactness of composition operators is studied on certain vector-valued function spaces. A vector-valued function takes its values in some complex Banach space. In the first and third article sufficient conditions are given for a composition operator to be weakly compact on different versions of vector-valued BMOA spaces. In the second article characterizations are given for the weak compactness of a composition operator on harmonic Hardy spaces and spaces of Cauchy transforms, provided the functions take values in a reflexive Banach space. Composition operators are also considered on certain weak versions of the above function spaces. In addition, the relationship of different vector-valued function spaces is analyzed. In the fourth article weighted composition operators are studied on the scalar-valued BMOA space and its subspace VMOA. A weighted composition operator is obtained by first applying a composition operator and then a pointwise multiplier. A complete characterization is given for the boundedness and compactness of a weighted composition operator on BMOA and VMOA. Moreover, the essential norm of a weighted composition operator on VMOA is estimated. These results generalize many previously known results about composition operators and pointwise multipliers on these spaces.

A simple non-linear D/A converter

A simple generalized technique for realizing a non-linear digital to analogue converter (N-DAC), based on the principles of ' segment of equal digital interval ' is described. The simplicity of the proposed technique is demonstrated by realizing an N-DAC having a square law transfer function.

Random vibration of a second order non-linear elastic system

A method is presented for obtaining, approximately, the response covariance and probability distribution of a non-linear oscillator under a Gaussian excitation. The method has similarities with the hierarchy closure and the equivalent linearization approaches, but is different. A Gaussianization technique is used to arrive at the output autocorrelation and the input-output cross-correlation. This along with an energy equivalence criterion is used to estimate the response distribution function. The method is applicable in both the transient and steady state response analysis under either stationary or non-stationary excitations. Good comparison has been observed between the predicted and the exact steady state probability distribution of a Duffing oscillator under a white noise input.