Complex dynamics in simple systems with periodic parameter oscillations

We study systems with periodically oscillating parameters that can give way to complex periodic or nonperiodic orbits. Performing the long time limit, we can define ergodic averages such as Lyapunov exponents, where a negative maximal Lyapunov exponent corresponds to a stable periodic orbit. By this, extremely complicated periodic orbits composed of contracting and expanding phases appear in a natural way. Employing the technique of ϵ-uncertain points, we find that values of the control parameters supporting such periodic motion are densely embedded in a set of values for which the motion is chaotic. When a tiny amount of noise is coupled to the system, dynamics with positive and with negative nontrivial Lyapunov exponents are indistinguishable. We discuss two physical systems, an oscillatory flow inside a duct and a dripping faucet with variable water supply, where such a mechanism seems to be responsible for a complicated alternation of laminar and turbulent phases.

The lottery-panel task for bi-dimensional parameter-free elicitation of risk attitudes

We propose first, a simple task for the eliciting attitudes toward risky choice, the SGG lottery-panel task, which consists in a series of lotteries constructed to compensate riskier options with higher risk-return trade-offs. Using Principal Component Analysis technique, we show that the SGG lottery-panel task is capable of capturing two dimensions of individual risky decision making i.e. subjects’ average risk taking and their sensitivity towards variations in risk-return. From the results of a large experimental dataset, we confirm that the task systematically captures a number of regularities such as: A tendency to risk averse behavior (only around 10% of choices are compatible with risk neutrality); An attraction to certain payoffs compared to low risk lotteries, compatible with over-(under-) weighting of small (large) probabilities predicted in PT and; Gender differences, i.e. males being consistently less risk averse than females but both genders being similarly responsive to the increases in risk-premium. Another interesting result is that in hypothetical choices most individuals increase their risk taking responding to the increase in return to risk, as predicted by PT, while across panels with real rewards we see even more changes, but opposite to the expected pattern of riskier choices for higher risk-returns. Therefore, we conclude from our data that an “economic anomaly” emerges in the real reward choices opposite to the hypothetical choices. These findings are in line with Camerer's (1995) view that although in many domains, paid subjects probably do exert extra mental effort which improves their performance, choice over money gambles is not likely to be a domain in which effort will improve adherence to rational axioms (p. 635). Finally, we demonstrate that both dimensions of risk attitudes, average risk taking and sensitivity towards variations in the return to risk, are desirable not only to describe behavior under risk but also to explain behavior in other contexts, as illustrated by an example. In the second study, we propose three additional treatments intended to elicit risk attitudes under high stakes and mixed outcome (gains and losses) lotteries. Using a dataset obtained from a hypothetical implementation of the tasks we show that the new treatments are able to capture both dimensions of risk attitudes. This new dataset allows us to describe several regularities, both at the aggregate and within-subjects level. We find that in every treatment over 70% of choices show some degree of risk aversion and only between 0.6% and 15.3% of individuals are consistently risk neutral within the same treatment. We also confirm the existence of gender differences in the degree of risk taking, that is, in all treatments females prefer safer lotteries compared to males. Regarding our second dimension of risk attitudes we observe, in all treatments, an increase in risk taking in response to risk premium increases. Treatment comparisons reveal other regularities, such as a lower degree of risk taking in large stake treatments compared to low stake treatments and a lower degree of risk taking when losses are incorporated into the large stake lotteries. Results that are compatible with previous findings in the literature, for stake size effects (e.g., Binswanger, 1980; Antoni Bosch-Domènech & Silvestre, 1999; Hogarth & Einhorn, 1990; Holt & Laury, 2002; Kachelmeier & Shehata, 1992; Kühberger et al., 1999; B. J. Weber & Chapman, 2005; Wik et al., 2007) and domain effect (e.g., Brooks and Zank, 2005, Schoemaker, 1990, Wik et al., 2007). Whereas for small stake treatments, we find that the effect of incorporating losses into the outcomes is not so clear. At the aggregate level an increase in risk taking is observed, but also more dispersion in the choices, whilst at the within-subjects level the effect weakens. Finally, regarding responses to risk premium, we find that compared to only gains treatments sensitivity is lower in the mixed lotteries treatments (SL and LL). In general sensitivity to risk-return is more affected by the domain than the stake size. After having described the properties of risk attitudes as captured by the SGG risk elicitation task and its three new versions, it is important to recall that the danger of using unidimensional descriptions of risk attitudes goes beyond the incompatibility with modern economic theories like PT, CPT etc., all of which call for tests with multiple degrees of freedom. Being faithful to this recommendation, the contribution of this essay is an empirically and endogenously determined bi-dimensional specification of risk attitudes, useful to describe behavior under uncertainty and to explain behavior in other contexts. Hopefully, this will contribute to create large datasets containing a multidimensional description of individual risk attitudes, while at the same time allowing for a robust context, compatible with present and even future more complex descriptions of human attitudes towards risk.

A critical revision of the estimation of the latent heat flux from two-wavelength scintillometry

Simultaneous scintillometer measurements at multiple wavelengths (pairing visible or infrared with millimetre or radio waves) have the potential to provide estimates of path-averaged surface fluxes of sensible and latent heat. Traditionally, the equations to deduce fluxes from measurements of the refractive index structure parameter at the two wavelengths have been formulated in terms of absolute humidity. Here, it is shown that formulation in terms of specific humidity has several advantages. Specific humidity satisfies the requirement for a conserved variable in similarity theory and inherently accounts for density effects misapportioned through the use of absolute humidity. The validity and interpretation of both formulations are assessed and the analogy with open-path infrared gas analyser density corrections is discussed. Original derivations using absolute humidity to represent the influence of water vapour are shown to misrepresent the latent heat flux. The errors in the flux, which depend on the Bowen ratio (larger for drier conditions), may be of the order of 10%. The sensible heat flux is shown to remain unchanged. It is also verified that use of a single scintillometer at optical wavelengths is essentially unaffected by these new formulations. Where it may not be possible to reprocess two-wavelength results, a density correction to the latent heat flux is proposed for scintillometry, which can be applied retrospectively to reduce the error.

Parameter spaces of environmental fields responsible for cyclone development from tropics to extratropics

Objective cyclone tracking applied to a 30-yr reanalysis dataset shows that cyclone development in the summer and autumn seasons is active in the tropics and extratropics and inactive in the subtropics. To understand this geographically bimodal distribution of cyclone development associated with tropical and extratropical cyclones quantitatively, the direct relationship between cyclone types and their environments are assessed by using a parameter space of environmental variables [environmental parameter space (EPS)]. The number of cyclones is analyzed in terms of two different factors: the environmental conditions favorable for cyclone development and the area size that satisfies the favorable condition. The EPS analysis is mainly conducted for two representative environmental parameters that are commonly used for cyclone analysis: potential intensity for tropical cyclones and baroclinicity for extratropical cyclones. The geographically bimodal distribution is attributed to the high sensitivity of the cyclone development to the change in the environmental fields from tropics to extratropics. In addition, the bimodal distribution is partly attributed to the rapid change in the environmental fields from tropics to extratropics. The EPS analysis also shows that other environmental parameters, including relative humidity and vertical velocity, may enhance the contrast between the tropics (extratropics) and subtropics, whereas they are not essential for determining cyclone types. The relationship between cyclones and their environments is found to be similar between the hemispheres in the EPS, although the geographical distribution, particularly the longitudinal uniformity, is markedly different between the hemispheres.

Two-way CSI-assisted AF relaying with HPA nonlinearity

In this paper, we investigate half-duplex two-way dual-hop channel state information (CSI)-assisted amplify-and-forward (AF) relaying in the presence of high-power amplifier (HPA) nonlinearity at relays. The expression for the end-to-end signal-to-noise ratio (SNR) is derived as per the modified system model by taking into account the interference caused by relaying scheme and HPA nonlinearity. The system performance of the considered relaying network is evaluated in terms of average symbol error probability (SEP) in Nakagami-$m$ fading channels, by making use of the moment-generating function (MGF) approach. Numerical results are provided and show the effects of several parameters, such as quadrature amplitude modulation (QAM) order, number of relays, HPA parameters, and Nakagami parameter, on performance.

The Syntax of Pronominal Subjects in L2 Spanish: Comparing Two L2 Populations with Different Exposure

The purpose of this article is two-fold. First, via a critical review of available studies on the adult L2 resetting of the Null-Subject Parameter (NSP) and in light of a typologically wide sampling of languages, we conclude that the NSP cluster is much narrower in scope than is reflected in the design and discussion of most L2 studies. Secondly, we present original research on the L2 resetting of the NSP by two groups of adult English intermediate learners of L2 Spanish: a study-abroad group and a class-room only group. We seek to quantify the extent to which study-abroad experience, that is, increased exposure to native input, is beneficial specifically as it relates to the acquisition of new functional features needed for parameter re-setting (cf. Isabelli 2004). Despite the observable and clandestine linguistic benefits to study-abroad, our data suggest that for the resetting of the NSP, at least, such exposure to native input is not particularly gainful.

Longitudinal Study of Growth of Children With Unilateral Cleft-Lip Palate From Birth to Two Years of Age

Objective: To study the growth of children with complete unilateral cleft lip and palate (UCLP) from birth to 2 years of age and to construct specific UCLP growth curves. Design: Physical growth was a secondary outcome measure of a National Institutes of Health-sponsored longitudinal, prospective clinical trial involving the University of Florida (United States) and the University of Sao Paulo (Brazil). Patients: Six hundred twenty-seven children with UCLP, nonsyndromic, both genders. Methods: Length, weight, and head circumference were prospectively measured for a group of children enrolled in a clinical trial. Median growth curves for the three parameters (length, weight, head circumference) were performed and compared with the median for the National Center for Health Statistics (NCHS) curves. The median values for length, weight, and head circumference at birth and 6, 12, 18, and 24 months of age were plotted against NCHS median values and statistically compared at birth and 24 months. Setting: Hospital de Reabilitacao de Anomalias Craniofaciais, Universidade de Sao Paulo, Bauru, Brazil (HRAC-USP). Results: At birth, children of both genders with UCLP presented with smaller body dimensions in relation to NCHS median values, but the results suggest a catch-up growth for length, weight, and head circumference for girls and for weight (to some degree) and head circumference for boys. Conclusions: Weight was the most compromised parameter for both genders, followed by length and then head circumference. There was no evidence of short stature. This study established growth curves for children with UCLP.

Two case studies of sulfate scavenging processes in the Amazon region (Rondonia)

The scavenging processes of chemical species have been previously studied with numerical modeling, in order to understand the gas and particulate matter intra-reservoir transferences. In this study, the atmospheric (RAMS) and scavenging (B.V.2) models were used, in order to simulate sulfate concentrations in rainwater using scavenging processes as well as the local atmospheric conditions obtained within the LBA Project in the State of Rondonia, during a dry-to-wet transition season. Two case studies were conducted. The RAMS atmospheric simulation of these events presented satisfactory results, showing the detailed microphysical processes of clouds in the Amazonian region. On the other hand, with cloud entrainments, observed values have been overestimated. Modeled sulfate rainwater concentration, using exponential decay and cloud heights of 16 km and no entrainments, presented the best results, reaching 97% of the observed value. The results, using shape parameter 5, are the best, improving the overall result. (C) 2008 Elsevier Ltd. All rights reserved.

ON THE DOUBLE NATURED SOLUTIONS OF THE TWO-TEMPERATURE EXTERNAL SOFT PHOTON COMPTONIZED ACCRETION DISKS

We have analyzed pair production in the innermost region of a two-temperature external soft photon Comptonized accretion disk. We have shown that, if the viscosity parameter is greater than a critical value alpha(c), the solution to the disk equation is double valued: one, advection dominated, and the other, radiation dominated. When alpha <= alpha(c), the accretion rate has to satisfy (m) over dot(1) <= (m) over dot <= (m) over dot(c) in order to have two steady-state solutions. It is shown that these critical parameters (m) over dot(1), (m) over dot(c) are functions of r, alpha, and theta(e), and alpha(c) is a function of r and theta(e). Depending on the combination of the parameters, the advection-dominated solution may not be physically consistent. It is also shown that the electronic temperature is maximum at the onset of the thermal instability, from which results this inner region. These solutions are stable against perturbations in the electron temperature and in the density of pairs.

Constraints from the old quasar APM 08279+5255 on two classes of Lambda(t)-cosmologies

The viability of two different classes of Lambda(t)CDM cosmologies is tested by using the APM 08279+5255, an old quasar at redshift z = 3.91. In the first class of models, the cosmological term scales as Lambda(t) similar to R(-n). The particular case n = 0 describes the standard Lambda CDM model whereas n = 2 stands for the Chen and Wu model. For an estimated age of 2 Gyr, it is found that the power index has a lower limit n > 0.21, whereas for 3 Gyr the limit is n > 0.6. Since n can not be so large as similar to 0.81, the Lambda CDM and Chen and Wu models are also ruled out by this analysis. The second class of models is the one recently proposed by Wang and Meng which describes several Lambda(t)CDM cosmologies discussed in the literature. By assuming that the true age is 2 Gyr it is found that the epsilon parameter satisfies the lower bound epsilon > 0.11 while for 3 Gyr, a lower limit of epsilon > 0.52 is obtained. Such limits are slightly modified when the baryonic component is included.

Spacetime noncommutativity with a bifermionic parameter

We consider a Moyal plane and propose to make the noncommutativity parameter Theta(mu nu) bifermionic, i.e. composed of two fermionic (Grassmann odd) parameters. The Moyal product then contains a finite number of derivatives, which avoid the difficulties of the standard approach. As an example, we construct a two-dimensional noncommutative field theory model based on the Moyal product with a bifermionic parameter and show that it has a locally conserved energy-momentum tensor. The model has no problem with the canonical quantization and appears to be renormalizable.

Two-photon absorption spectrum of the photoinitiator Lucirin TPO-L

Two-photon absorption induced polymerization provides a powerful method for the fabrication of intricate three-dimensional microstructures. Recently, Lucirin TPO-L was shown to be a photoinitiator with several advantageous properties for two-photon induced polymerization. Here we measure the two-photon absorption cross-section spectrum of Lucirin TPO-L, which presents a maximum of 1.2 GM at 610 nm. Despite its small two-photon absorption cross-section, it is possible to fabricate excellent microstructures by two-photon polymerization due to the high polymerization quantum yield of Lucirin TPO-L. These results indicate that optimization of the two-photon absorption cross-section is not the only material parameter to be considered when searching for new photoinitiators for microfabrication via two-photon absorption.

Improved likelihood inference for the shape parameter in Weibull regression

We obtain adjustments to the profile likelihood function in Weibull regression models with and without censoring. Specifically, we consider two different modified profile likelihoods: (i) the one proposed by Cox and Reid [Cox, D.R. and Reid, N., 1987, Parameter orthogonality and approximate conditional inference. Journal of the Royal Statistical Society B, 49, 1-39.], and (ii) an approximation to the one proposed by Barndorff-Nielsen [Barndorff-Nielsen, O.E., 1983, On a formula for the distribution of the maximum likelihood estimator. Biometrika, 70, 343-365.], the approximation having been obtained using the results by Fraser and Reid [Fraser, D.A.S. and Reid, N., 1995, Ancillaries and third-order significance. Utilitas Mathematica, 47, 33-53.] and by Fraser et al. [Fraser, D.A.S., Reid, N. and Wu, J., 1999, A simple formula for tail probabilities for frequentist and Bayesian inference. Biometrika, 86, 655-661.]. We focus on point estimation and likelihood ratio tests on the shape parameter in the class of Weibull regression models. We derive some distributional properties of the different maximum likelihood estimators and likelihood ratio tests. The numerical evidence presented in the paper favors the approximation to Barndorff-Nielsen`s adjustment.

Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors

This paper considers two-sided tests for the parameter of an endogenous variable in an instrumental variable (IV) model with heteroskedastic and autocorrelated errors. We develop the nite-sample theory of weighted-average power (WAP) tests with normal errors and a known long-run variance. We introduce two weights which are invariant to orthogonal transformations of the instruments; e.g., changing the order in which the instruments appear. While tests using the MM1 weight can be severely biased, optimal tests based on the MM2 weight are naturally two-sided when errors are homoskedastic. We propose two boundary conditions that yield two-sided tests whether errors are homoskedastic or not. The locally unbiased (LU) condition is related to the power around the null hypothesis and is a weaker requirement than unbiasedness. The strongly unbiased (SU) condition is more restrictive than LU, but the associated WAP tests are easier to implement. Several tests are SU in nite samples or asymptotically, including tests robust to weak IV (such as the Anderson-Rubin, score, conditional quasi-likelihood ratio, and I. Andrews' (2015) PI-CLC tests) and two-sided tests which are optimal when the sample size is large and instruments are strong. We refer to the WAP-SU tests based on our weights as MM1-SU and MM2-SU tests. Dropping the restrictive assumptions of normality and known variance, the theory is shown to remain valid at the cost of asymptotic approximations. The MM2-SU test is optimal under the strong IV asymptotics, and outperforms other existing tests under the weak IV asymptotics.

Bayesian inference in genetic parameter estimation of visual scores in Nellore beef-cattle

The aim of this study was to estimate the components of variance and genetic parameters for the visual scores which constitute the Morphological Evaluation System (MES), such as body structure (S), precocity (P) and musculature (M) in Nellore beef-cattle at the weaning and yearling stages, by using threshold Bayesian models. The information used for this was gleaned from visual scores of 5,407 animals evaluated at the weaning and 2,649 at the yearling stages. The genetic parameters for visual score traits were estimated through two-trait analysis, using the threshold animal model, with Bayesian statistics methodology and MTGSAM (Multiple Trait Gibbs Sampler for Animal Models) threshold software. Heritability estimates for S, P and M were 0.68, 0.65 and 0.62 (at weaning) and 0.44, 0.38 and 0.32 (at the yearling stage), respectively. Heritability estimates for S, P and M were found to be high, and so it is expected that these traits should respond favorably to direct selection. The visual scores evaluated at the weaning and yearling stages might be used in the composition of new selection indexes, as they presented sufficient genetic variability to promote genetic progress in such morphological traits.