R&D in clean technology: A project choice model with learning

In this study, we investigate the qualitative and quantitative effects of an R&D subsidy for a clean technology and a Pigouvian tax on a dirty technology on environmental R&D when it is uncertain how long the research takes to complete. The model is formulated as an optimal stopping problem, in which the number of successes required to complete the R&D project is finite and learning about the probability of success is incorporated. We show that the optimal R&D subsidy with the consideration of learning is higher than that without it. We also find that an R&D subsidy performs better than a Pigouvian tax unless suppliers have sufficient incentives to continue cost-reduction efforts after the new technology success-fully replaces the old one. Moreover, by using a two-project model, we show that a uniform subsidy is better than a selective subsidy.

Two-agent cooperative search using game models with endurance-time constraints

In this article, the problem of two Unmanned Aerial Vehicles (UAVs) cooperatively searching an unknown region is addressed. The search region is discretized into hexagonal cells and each cell is assumed to possess an uncertainty value. The UAVs have to cooperatively search these cells taking limited endurance, sensor and communication range constraints into account. Due to limited endurance, the UAVs need to return to the base station for refuelling and also need to select a base station when multiple base stations are present. This article proposes a route planning algorithm that takes endurance time constraints into account and uses game theoretical strategies to reduce the uncertainty. The route planning algorithm selects only those cells that ensure the agent will return to any one of the available bases. A set of paths are formed using these cells which the game theoretical strategies use to select a path that yields maximum uncertainty reduction. We explore non-cooperative Nash, cooperative and security strategies from game theory to enhance the search effectiveness. Monte-Carlo simulations are carried out which show the superiority of the game theoretical strategies over greedy strategy for different look ahead step length paths. Within the game theoretical strategies, non-cooperative Nash and cooperative strategy perform similarly in an ideal case, but Nash strategy performs better than the cooperative strategy when the perceived information is different. We also propose a heuristic based on partitioning of the search space into sectors to reduce computational overhead without performance degradation.

Bootstrap and Fast Double Bootstrap Tests of Cointegration Rank with Financial Time Series

The likelihood ratio test of cointegration rank is the most widely used test for cointegration. Many studies have shown that its finite sample distribution is not well approximated by the limiting distribution. The article introduces and evaluates by Monte Carlo simulation experiments bootstrap and fast double bootstrap (FDB) algorithms for the likelihood ratio test. It finds that the performance of the bootstrap test is very good. The more sophisticated FDB produces a further improvement in cases where the performance of the asymptotic test is very unsatisfactory and the ordinary bootstrap does not work as well as it might. Furthermore, the Monte Carlo simulations provide a number of guidelines on when the bootstrap and FDB tests can be expected to work well. Finally, the tests are applied to US interest rates and international stock prices series. It is found that the asymptotic test tends to overestimate the cointegration rank, while the bootstrap and FDB tests choose the correct cointegration rank.

The Power of Bootstrap Tests of Cointegration Rank with Financial Time Series

Bootstrap likelihood ratio tests of cointegration rank are commonly used because they tend to have rejection probabilities that are closer to the nominal level than the rejection probabilities of the correspond- ing asymptotic tests. The e¤ect of bootstrapping the test on its power is largely unknown. We show that a new computationally inexpensive procedure can be applied to the estimation of the power function of the bootstrap test of cointegration rank. The bootstrap test is found to have a power function close to that of the level-adjusted asymp- totic test. The bootstrap test estimates the level-adjusted power of the asymptotic test highly accurately. The bootstrap test may have low power to reject the null hypothesis of cointegration rank zero, or underestimate the cointegration rank. An empirical application to Euribor interest rates is provided as an illustration of the findings.

Measurement of the ttbar production cross section with an in situ calibration of b-jet identification efficiency

A measurement of the top-quark pair-production cross section in ppbar collisions at sqrt{s}=1.96 TeV using data corresponding to an integrated luminosity of 1.12/fb collected with the Collider Detector at Fermilab is presented. Decays of top-quark pairs into the final states e nu + jets and mu nu + jets are selected, and the cross section and the b-jet identification efficiency are determined using a new measurement technique which requires that the measured cross sections with exactly one and multiple identified b-quarks from the top-quark decays agree. Assuming a top-quark mass of 175 GeV/c^2, a cross section of 8.5+/-0.6(stat.)+/-0.7(syst.) pb is measured.

An examination of the BEBO model with the results of ab initio calculations of a reaction series

The BEBO (bond energy-bond order) model of Johnston and Parr is examined with the results of ab initio MO calculations on a series of metathetic reactions which involve hydrogen transfer. Energies are calculated at the 6-31G**/PMP2 = full//6-31G** level while the bond orders are estimated using the 6-31G** basis set with the geometry optimisation at the single configuration unrestricted Hartree-Fock frame. Our analysis reveals that the bond-order exponent in the BEBO theory is greater than unity for the reaction series and the entropy term becomes implicitly present in the BEBO model.

Supersolid Phase in One-Dimensional Bose-Hubbard Model With Extended Range Interactions: DMRG And Field Theoretic Study at Different Densities

We use the Density Matrix Renormalization Group and the Abelian bosonization method to study the effect of density on quantum phases of one-dimensional extended Bose-Hubbard model. We predict the existence of supersolid phase and also other quantum phases for this system. We have analyzed the role of extended range interaction parameters on solitonic phase near half-filling. We discuss the effects of dimerization in nearest neighbor hopping and interaction as well as next nearest neighbor interaction on the plateau phase at half-filling.

Scroll-Wave Dynamics in Human Cardiac Tissue: Lessons from a Mathematical Model with Inhomogeneities and Fiber Architecture

Cardiac arrhythmias, such as ventricular tachycardia (VT) and ventricular fibrillation (VF), are among the leading causes of death in the industrialized world. These are associated with the formation of spiral and scroll waves of electrical activation in cardiac tissue; single spiral and scroll waves are believed to be associated with VT whereas their turbulent analogs are associated with VF. Thus, the study of these waves is an important biophysical problem. We present a systematic study of the combined effects of muscle-fiber rotation and inhomogeneities on scroll-wave dynamics in the TNNP (ten Tusscher Noble Noble Panfilov) model for human cardiac tissue. In particular, we use the three-dimensional TNNP model with fiber rotation and consider both conduction and ionic inhomogeneities. We find that, in addition to displaying a sensitive dependence on the positions, sizes, and types of inhomogeneities, scroll-wave dynamics also depends delicately upon the degree of fiber rotation. We find that the tendency of scroll waves to anchor to cylindrical conduction inhomogeneities increases with the radius of the inhomogeneity. Furthermore, the filament of the scroll wave can exhibit drift or meandering, transmural bending, twisting, and break-up. If the scroll-wave filament exhibits weak meandering, then there is a fine balance between the anchoring of this wave at the inhomogeneity and a disruption of wave-pinning by fiber rotation. If this filament displays strong meandering, then again the anchoring is suppressed by fiber rotation; also, the scroll wave can be eliminated from most of the layers only to be regenerated by a seed wave. Ionic inhomogeneities can also lead to an anchoring of the scroll wave; scroll waves can now enter the region inside an ionic inhomogeneity and can display a coexistence of spatiotemporal chaos and quasi-periodic behavior in different parts of the simulation domain. We discuss the experimental implications of our study.

Fixed points in a Hopfield model with random asymmetric interactions

We calculate analytically the average number of fixed points in the Hopfield model of associative memory when a random antisymmetric part is added to the otherwise symmetric synaptic matrix. Addition of the antisymmetric part causes an exponential decrease in the total number of fixed points. If the relative strength of the antisymmetric component is small, then its presence does not cause any substantial degradation of the quality of retrieval when the memory loading level is low. We also present results of numerical simulations which provide qualitative (as well as quantitative for some aspects) confirmation of the predictions of the analytic study. Our numerical results suggest that the analytic calculation of the average number of fixed points yields the correct value for the typical number of fixed points.

Phase diagram of a two-species lattice model with a linear instability

We discuss the properties of a one-dimensional lattice model of a driven system with two species of particles in which the mobility of one species depends on the density of the other. This model was introduced by Lahiri and Ramaswamy (Phys. Rev. Lett., 79, 1150 (1997)) in the context of sedimenting colloidal crystals, and its continuum version was shown to exhibit an instability arising from linear gradient couplings. In this paper we review recent progress in understanding the full phase diagram of the model. There are three phases. In the first, the steady state can be determined exactly along a representative locus using the condition of detailed balance. The system shows phase separation of an exceptionally robust sort, termed strong phase separation, which survives at all temperatures. The second phase arises in the threshold case where the first species evolves independently of the second, but the fluctuations of the first influence the evolution of the second, as in the passive scalar problem. The second species then shows phase separation of a delicate sort, in which long-range order coexists with fluctuations which do not damp down in the large-size limit. This fluctuation-dominated phase ordering is associated with power law decays in cluster size distributions and a breakdown of the Porod law. The third phase is one with a uniform overall density, and along a representative locus the steady state is shown to have product measure form. Density fluctuations are transported by two kinematic waves, each involving both species and coupled at the nonlinear level. Their dissipation properties are governed by the symmetries of these couplings, which depend on the overall densities. In the most interesting case,, the dissipation of the two modes is characterized by different critical exponents, despite the nonlinear coupling.

Automatic energy-momentum conserving time integrators for hyperelastic waves

An energy-momentum conserving time integrator coupled with an automatic finite element algorithm is developed to study longitudinal wave propagation in hyperelastic layers. The Murnaghan strain energy function is used to model material nonlinearity and full geometric nonlinearity is considered. An automatic assembly algorithm using algorithmic differentiation is developed within a discrete Hamiltonian framework to directly formulate the finite element matrices without recourse to an explicit derivation of their algebraic form or the governing equations. The algorithm is illustrated with applications to longitudinal wave propagation in a thin hyperelastic layer modeled with a two-mode kinematic model. Solution obtained using a standard nonlinear finite element model with Newmark time stepping is provided for comparison. (C) 2012 Elsevier B.V. All rights reserved.

Low-frequency modes in an equatorial shallow-water model with moisture gradients

Motivated by observations of the mean state of tropical precipitable water (PW), a moist, first baroclinic mode, shallow-water system on an equatorial beta-plane with a background saturation profile that depends on latitude and longitude is studied. In the presence of a latitudinal moisture gradient, linear analysis of the non-rotating problem reveals large-scale, symmetric, eastward and westward propagating unstable modes. The introduction of a zonal moisture gradient breaks the east-west symmetry of the unstable modes. The effects of rotation are then included by numerically solving the resulting eigenvalue problem on an equatorial beta-plane. With a purely meridional moisture gradient, the system supports large-scale, low-frequency, eastward and westward moving neutral modes. Some of the similarities, and some of the discrepancies of these modes with intraseasonal tropical waves are pointed out. Finally, a zonal moisture gradient in the presence of rotation renders some of the aforementioned neutral modes unstable. In particular, according to observations of large-scale, low-frequency tropical variability, it is seen that regions where the background saturation profile increases (decreases) to the east favour eastward (westward) moving moist modes.