Total factor productivity growth and convergence in the petroleum industry : empirical analysis testing for convexity

While economic theory acknowledges that some features of technology (e.g., indivisibilities, economies of scale and specialization) can fundamentally violate the traditional convexity assumption, almost all empirical studies accept the convexity property on faith. In this contribution, we apply two alternative flexible production technologies to measure total factor productivity growth and test the significance of the convexity axiom using a nonparametric test of closeness between unknown distributions. Based on unique field level data on the petroleum industry, the empirical results reveal significant differences, indicating that this production technology is most likely non-convex. Furthermore, we also show the impact of convexity on answers to traditional convergence questions in the productivity growth literature.

Mapping Hydrophobicity on the Protein Molecular Surface at Atom-Level Resolution

A precise representation of the spatial distribution of hydrophobicity, hydrophilicity and charges on the molecular surface of proteins is critical for the understanding of the interaction with small molecules and larger systems. The representation of hydrophobicity is rarely done at atom-level, as this property is generally assigned to residues. A new methodology for the derivation of atomic hydrophobicity from any amino acid-based hydrophobicity scale was used to derive 8 sets of atomic hydrophobicities, one of which was used to generate the molecular surfaces for 35 proteins with convex structures, 5 of which, i.e., lysozyme, ribonuclease, hemoglobin, albumin and IgG, have been analyzed in more detail. Sets of the molecular surfaces of the model proteins have been constructed using spherical probes with increasingly large radii, from 1.4 to 20 A˚, followed by the quantification of (i) the surface hydrophobicity; (ii) their respective molecular surface areas, i.e., total, hydrophilic and hydrophobic area; and (iii) their relative densities, i.e., divided by the total molecular area; or specific densities, i.e., divided by property-specific area. Compared with the amino acid-based formalism, the atom-level description reveals molecular surfaces which (i) present an approximately two times more hydrophilic areas; with (ii) less extended, but between 2 to 5 times more intense hydrophilic patches; and (iii) 3 to 20 times more extended hydrophobic areas. The hydrophobic areas are also approximately 2 times more hydrophobicity-intense. This, more pronounced "leopard skin"-like, design of the protein molecular surface has been confirmed by comparing the results for a restricted set of homologous proteins, i.e., hemoglobins diverging by only one residue (Trp37). These results suggest that the representation of hydrophobicity on the protein molecular surfaces at atom-level resolution, coupled with the probing of the molecular surface at different geometric resolutions, can capture processes that are otherwise obscured to the amino acid-based formalism.

Adaptive online gradient descent

We study the rates of growth of the regret in online convex optimization. First, we show that a simple extension of the algorithm of Hazan et al eliminates the need for a priori knowledge of the lower bound on the second derivatives of the observed functions. We then provide an algorithm, Adaptive Online Gradient Descent, which interpolates between the results of Zinkevich for linear functions and of Hazan et al for strongly convex functions, achieving intermediate rates between [square root T] and [log T]. Furthermore, we show strong optimality of the algorithm. Finally, we provide an extension of our results to general norms.

Estimating link-dependent origin-destination matrices from sample trajectories and traffic counts

In transport networks, Origin-Destination matrices (ODM) are classically estimated from road traffic counts whereas recent technologies grant also access to sample car trajectories. One example is the deployment in cities of Bluetooth scanners that measure the trajectories of Bluetooth equipped cars. Exploiting such sample trajectory information, the classical ODM estimation problem is here extended into a link-dependent ODM (LODM) one. This much larger size estimation problem is formulated here in a variational form as an inverse problem. We develop a convex optimization resolution algorithm that incorporates network constraints. We study the result of the proposed algorithm on simulated network traffic.

Discrete families of Saffman–Taylor fingers with exotic shapes

The mathematical problem of determining the shape of a steadily propagating Saffman–Taylor finger in a rectangular Hele-Shaw cell is known to have a countably infinite number of solutions for each fixed surface tension value. For sufficiently large surface tension values, we find that fingers on higher solution branches are non-convex. The tips of the fingers have increasingly exotic shapes as the branch number increases.

Persistent anterior chamber silicone oil and myopia

A 60-year-old male experienced a marked unilateral myopic shift of 20 D following attempted removal of intravitreal heavy silicone oil (HSO) used in the treatment of inferior proliferative vitreous retinopathy following retinal detachment. Examination revealed HSO adherent to the corneal endothelium forming a convex interface with the aqueous, obscuring the entire pupil, which required surgical intervention to restore visual acuity. This case highlights the potential ocular complications associated with silicone oil migration into the anterior chamber, which include corneal endothelial decompensation and a significant increase in myopia.

Estimating link-dependent origin-destination matrices from sample trajectories and traffic counts

Origin-Destination matrices (ODM) estimation can benefits of the availability of sample trajectories which can be measured thanks to recent technologies. This paper focus on the case of transport networks where traffic counts are measured by magnetic loops and sample trajectories available. An example of such network is the city of Brisbane, where Bluetooth detectors are now operating. This additional data source is used to extend the classical ODM estimation to a link-specific ODM (LODM) one using a convex optimisation resolution that incorporates networks constraints as well. The proposed algorithm is assessed on a simulated network.

Linear programming for large-scale Markov decision problems

We consider the problem of controlling a Markov decision process (MDP) with a large state space, so as to minimize average cost. Since it is intractable to compete with the optimal policy for large scale problems, we pursue the more modest goal of competing with a low-dimensional family of policies. We use the dual linear programming formulation of the MDP average cost problem, in which the variable is a stationary distribution over state-action pairs, and we consider a neighborhood of a low-dimensional subset of the set of stationary distributions (defined in terms of state-action features) as the comparison class. We propose a technique based on stochastic convex optimization and give bounds that show that the performance of our algorithm approaches the best achievable by any policy in the comparison class. Most importantly, this result depends on the size of the comparison class, but not on the size of the state space. Preliminary experiments show the effectiveness of the proposed algorithm in a queuing application.

Twist phase in Gaussian-beam optics

The recently discovered twist phase is studied in the context of the full ten-parameter family of partially coherent general anisotropic Gaussian Schell-model beams. It is shown that the nonnegativity requirement on the cross-spectral density of the beam demands that the strength of the twist phase be bounded from above by the inverse of the transverse coherence area of the beam. The twist phase as a two-point function is shown to have the structure of the generalized Huygens kernel or Green's function of a first-order system. The ray-transfer matrix of this system is exhibited. Wolf-type coherent-mode decomposition of the twist phase is carried out. Imposition of the twist phase on an otherwise untwisted beam is shown to result in a linear transformation in the ray phase space of the Wigner distribution. Though this transformation preserves the four-dimensional phase-space volume, it is not symplectic and hence it can, when impressed on a Wigner distribution, push it out of the convex set of all bona fide Wigner distributions unless the original Wigner distribution was sufficiently deep into the interior of the set.

Reconstruction from incomplete data in cone-beam tomography

A method for reconstruction of an object f(x) x=(x,y,z) from a limited set of cone-beam projection data has been developed. This method uses a modified form of convolution back-projection and projection onto convex sets (POCS) for handling the limited (or incomplete) data problem. In cone-beam tomography, one needs to have a complete geometry to completely reconstruct the original three-dimensional object. While complete geometries do exist, they are of little use in practical implementations. The most common trajectory used in practical scanners is circular, which is incomplete. It is, however, possible to recover some of the information of the original signal f(x) based on a priori knowledge of the nature of f(x). If this knowledge can be posed in a convex set framework, then POCS can be utilized. In this report, we utilize this a priori knowledge as convex set constraints to reconstruct f(x) using POCS. While we demonstrate the effectiveness of our algorithm for circular trajectories, it is essentially geometry independent and will be useful in any limited-view cone-beam reconstruction.

Nanopatterning by solid-state dewetting on reconstructed ceramic surfaces

We demonstrate ordered array formation of Au nanoparticles by controlled solid-state dewetting of a metal film on stepped alumina substrates. In situ transmission electron microscopy studies reveal that the dewetting process starts with nucleation of ordered dry regions on the substrate. The chemical potential difference between concave and convex surface regions induces anisotropic metal diffusion leading to the formation of nanowires in the valleys. The nanowires fragment due to Rayleigh instability forming arrays of metal nanoparticles on the substrate. The length scale of reconstruction relative to the starting film thickness is an important parameter in controlling the spatial order of the nanoparticles.

Learning with symmetric label noise: The importance of being unhinged

Convex potential minimisation is the de facto approach to binary classification. However, Long and Servedio [2008] proved that under symmetric label noise (SLN), minimisation of any convex potential over a linear function class can result in classification performance equivalent to random guessing. This ostensibly shows that convex losses are not SLN-robust. In this paper, we propose a convex, classification-calibrated loss and prove that it is SLN-robust. The loss avoids the Long and Servedio [2008] result by virtue of being negatively unbounded. The loss is a modification of the hinge loss, where one does not clamp at zero; hence, we call it the unhinged loss. We show that the optimal unhinged solution is equivalent to that of a strongly regularised SVM, and is the limiting solution for any convex potential; this implies that strong l2 regularisation makes most standard learners SLN-robust. Experiments confirm the unhinged loss’ SLN-robustness.

Plastic response of orthotropic spherical shells under blast loading

The plastic response of a segment of a simply supported orthotropic spherical shell under a uniform blast loading applied on the convex surface of the shell is presented. The blast is assumed to impart a uniform velocity to the shell surface initially. The material of the shell is orthotropic obeying a modified Tresca yield hypersurface conditions and the associated flow rules. The deformation of the shell is determined during all phases of its motion by considering the motion of plastic hinges in different regimes of flow. Numerical results presented include the permanent deformed configuration of the shell and the total time of shell response for different degrees of orthotropy. Conclusions regarding the plastic behaviour of spherical shells with circumferential and meridional stiffening under uniform blast load are presented.

Aspects of atomic decompositions and Bergman projections

The concept of an atomic decomposition was introduced by Coifman and Rochberg (1980) for weighted Bergman spaces on the unit disk. By the Riemann mapping theorem, functions in every simply connected domain in the complex plane have an atomic decomposition. However, a decomposition resulting from a conformal mapping of the unit disk tends to be very implicit and often lacks a clear connection to the geometry of the domain that it has been mapped into. The lattice of points, where the atoms of the decomposition are evaluated, usually follows the geometry of the original domain, but after mapping the domain into another this connection is easily lost and the layout of points becomes seemingly random. In the first article we construct an atomic decomposition directly on a weighted Bergman space on a class of regulated, simply connected domains. The construction uses the geometric properties of the regulated domain, but does not explicitly involve any conformal Riemann map from the unit disk. It is known that the Bergman projection is not bounded on the space L-infinity of bounded measurable functions. Taskinen (2004) introduced the locally convex spaces LV-infinity consisting of measurable and HV-infinity of analytic functions on the unit disk with the latter being a closed subspace of the former. They have the property that the Bergman projection is continuous from LV-infinity onto HV-infinity and, in some sense, the space HV-infinity is the smallest possible substitute to the space H-infinity of analytic functions. In the second article we extend the above result to a smoothly bounded strictly pseudoconvex domain. Here the related reproducing kernels are usually not known explicitly, and thus the proof of continuity of the Bergman projection is based on generalised Forelli-Rudin estimates instead of integral representations. The minimality of the space LV-infinity is shown by using peaking functions first constructed by Bell (1981). Taskinen (2003) showed that on the unit disk the space HV-infinity admits an atomic decomposition. This result is generalised in the third article by constructing an atomic decomposition for the space HV-infinity on a smoothly bounded strictly pseudoconvex domain. In this case every function can be presented as a linear combination of atoms such that the coefficient sequence belongs to a suitable Köthe co-echelon space.

The structure of turbulent boundary layers along mildly curved surfaces

This paper describes a detailed study of the structure of turbulence in boundary layers along mildly curved convex and concave surfaces. The surface curvature studied corresponds to δ/Rw = ± 0·01, δ being the boundary-layer thickness and Rw the radius of curvature of the wall, taken as positive for convex and negative for concave curvature. Measurements of turbulent energy balance, autocorrelations, auto- and cross-power spectra, amplitude probability distributions and conditional correlations are reported. It is observed that even mild curvature has very strong effects on the various aspects of the turbulent structure. For example, convex curvature suppresses the diffusion of turbulent energy away from the wall, reduces drastically the integral time scales and shifts the spectral distributions of turbulent energy and Reynolds shear stress towards high wavenumbers. Exactly opposite effects, though generally of a smaller magnitude, are produced by concave wall curvature. It is also found that curvature of either sign affects the v fluctuations more strongly than the u fluctuations and that curvature effects are more significant in the outer region of the boundary layer than in the region close to the wall. The data on the conditional correlations are used to study, in detail, the mechanism of turbulent transport in curved boundary layers. (Published Online April 12 2006)