Are agent-based simulations robust? The wholesale electricity trading case

Agent-based computational economics is becoming widely used in practice. This paperexplores the consistency of some of its standard techniques. We focus in particular on prevailingwholesale electricity trading simulation methods. We include different supply and demandrepresentations and propose the Experience-Weighted Attractions method to include severalbehavioural algorithms. We compare the results across assumptions and to economic theorypredictions. The match is good under best-response and reinforcement learning but not underfictitious play. The simulations perform well under flat and upward-slopping supply bidding,and also for plausible demand elasticity assumptions. Learning is influenced by the number ofbids per plant and the initial conditions. The overall conclusion is that agent-based simulationassumptions are far from innocuous. We link their performance to underlying features, andidentify those that are better suited to model wholesale electricity markets.

Optimization of multiclass queueing networks with changeover times via the achievable region approach: Part I, the single-station case

We address the performance optimization problem in a single-stationmulticlass queueing network with changeover times by means of theachievable region approach. This approach seeks to obtainperformance bounds and scheduling policies from the solution of amathematical program over a relaxation of the system's performanceregion. Relaxed formulations (including linear, convex, nonconvexand positive semidefinite constraints) of this region are developedby formulating equilibrium relations satisfied by the system, withthe help of Palm calculus. Our contributions include: (1) newconstraints formulating equilibrium relations on server dynamics;(2) a flow conservation interpretation of the constraintspreviously derived by the potential function method; (3) newpositive semidefinite constraints; (4) new work decomposition lawsfor single-station multiclass queueing networks, which yield newconvex constraints; (5) a unified buffer occupancy method ofperformance analysis obtained from the constraints; (6) heuristicscheduling policies from the solution of the relaxations.

Is the capture success of orchid bees (Hymenoptera, Apoidea) influenced by different baited trap designs? A case study from southern Brazil

Orchid bees are increasingly applied on Neotropical biomonitoring and bioindication studies due to the relative easiness of sampling and identification when compared to other bee groups. A considerable number of orchid bee community studies have been adopting baited traps as a sampling method, especially for replication purposes. However, the trap attributes are variable, and hitherto no evaluation of different designs was carried out. Here, five attributes of baited traps were tested: trap volume, number of entrance holes, presence of landing platform, kind of landing platform, and fixation content. We use Mann-Whitney tests to access differences in richness and abundance capture rates for each trap design. We found that volume, number of entrance holes, and fixation content do not influence orchid bees capture. However, the design without landing platforms had a significantly higher capture rate for richness when compared with sanded landing platforms. On the other hand, analyzing the kind of landing platform, we detected a significantly higher richness and abundance for the trap with landing platforms glued with sand. Despite the fact that the effects of different designs tested here were very punctual, we consider that results from samples taken with different baited trap designs are comparable. Some adjustments on trap design can be done according to the particularities of future studies.

Rate and processes of river network rearrangement during incipient faulting: The case of the Cahabon river, Guatemala

Deeply incised river networks are generally regarded as robust features that are not easily modified by erosion or tectonics. Although the reorganization of deeply incised drainage systems has been documented, the corresponding importance with regard to the overall landscape evolution of mountain ranges and the factors that permit such reorganizations are poorly understood. To address this problem, we have explored the rapid drainage reorganization that affected the Cahabon River in Guatemala during the Quaternary. Sediment-provenance analysis, field mapping, and electrical resistivity tomography (ERT) imaging are used to reconstruct the geometry of the valley before the river was captured. Dating of the abandoned valley sediments by the Be-10-Al-26 burial method and geomagnetic polarity analysis allow us to determine the age of the capture events and then to quantify several processes, such as the rate of tectonic deformation of the paleovalley, the rate of propagation of post-capture drainage reversal, and the rate at which canyons that formed at the capture sites have propagated along the paleovalley. Transtensional faulting started 1 to 3 million years ago, produced ground tilting and ground faulting along the Cahabon River, and thus generated differential uplift rate of 0.3 +/- 0.1 up to 0.7 +/- 0.4 mm . y(-1) along the river's course. The river responded to faulting by incising the areas of relative uplift and depositing a few tens of meters of sediment above the areas of relative subsidence. Then, the river experienced two captures and one avulsion between 700 ky and 100 ky. The captures breached high-standing ridges that separate the Cahabon River from its captors. Captures occurred at specific points where ridges are made permeable by fault damage zones and/or soluble rocks. Groundwater flow from the Cahabon River down to its captors likely increased the erosive power of the captors thus promoting focused erosion of the ridges. Valley-fill formation and capture occurred in close temporal succession, suggesting a genetic link between the two. We suggest that the aquifers accumulated within the valley-fills, increased the head along the subterraneous system connecting the Cahabon River to its captors, and promoted their development. Upon capture, the breached valley experienced widespread drainage reversal toward the capture sites. We attribute the generalized reversal to combined effects of groundwater sapping in the valley-fill, axial drainage obstruction by lateral fans, and tectonic tilting. Drainage reversal increased the size of the captured areas by a factor of 4 to 6. At the capture sites, 500 m deep canyons have been incised into the bedrock and are propagating upstream at a rate of 3 to 11 mm . y(-1) deepening at a rate of 0.7 to 1 5 mm . y(-1). At this rate, 1 to 2 million years will be necessary for headward erosion to completely erase the topographic expression of the paleovalley. It is concluded that the rapid reorganization of this drainage system was made possible by the way the river adjusted to the new tectonic strain field, which involved transient sedimentation along the river's course. If the river had escaped its early reorganization and had been given the time necessary to reach a new dynamic equilibrium, then the transient conditions that promoted capture would have vanished and its vulnerability to capture would have been strongly reduced.

The cervical spine in calcium pyrophosphate dihydrate deposition disease. A prevalent case-control study.

OBJECTIVE: To test the hypothesis that calcium pyrophosphate dihydrate (CPPD) deposition disease is a risk factor for neck pain. METHODS: A prevalent case-control study was conducted to assess cervical calcifications and neck pain between patients with and without known peripheral CPPD deposition disease. CPPD cases were included if diagnosed with CPPD deposition disease of peripheral joints, and excluded if their chief complaint was neck pain. Controls were randomly selected among consecutive patients, hospitalized for conditions unrelated to CPPD deposition disease or neck pain, and matched to CPPD cases by age and sex. Cervical calcifications were assessed by lateral cervical radiographs and computed tomography scans of the upper cervical spine; neck pain and cervical function were appraised by a validated questionnaire. RESULTS: Cervical calcifications were found in 24 out of 35 patients (69%) in the CPPD group compared to 4 out of 35 patients (11%) in the control group (p < 0.001). Patients with CPPD deposition disease reported significantly more neck pain and discomfort than controls (p < 0.001), and were 5 times more likely to report any neck pain (odds ratio 5.5; 95% confidence interval: 1.9, 21.9). Among male patients, more extensive cervical calcified deposits correlated with more severe neck pain (rs = 0.58, p = 0.03). CONCLUSION: These results suggest that CPPD deposition disease frequently involves the cervical spine and may be associated with the development of neck pain.

Non-constant discounting in finite horizon: The free terminal time case

This paper derives the HJB (Hamilton-Jacobi-Bellman) equation for sophisticated agents in a finite horizon dynamic optimization problem with non-constant discounting in a continuous setting, by using a dynamic programming approach. A simple example is used in order to illustrate the applicability of this HJB equation, by suggesting a method for constructing the subgame perfect equilibrium solution to the problem.Conditions for the observational equivalence with an associated problem with constantdiscounting are analyzed. Special attention is paid to the case of free terminal time. Strotz¿s model (an eating cake problem of a nonrenewable resource with non-constant discounting) is revisited.

Individualizing exposure therapy of PTSD: the case of Caroline

In therapy for chronic posttraumatic stress disorder (PTSD), prolonged exposure (PE) to stimuli associated with an original trauma experience is considered a state-of-the-art treatment method. The present case report outlines the use of Foa and Rothbaum's (1998) manual for this type of treatment in the year-long, 40-session treatment of Caroline, an adult female victim of child sexual abuse. The manual was supplemented by Caspar's (1995, 2007) Plan Analysis technique for individualized case formulation and treatment planning, along with Caspar's concept of the Motive-Oriented Therapeutic Relationship (MOTR). As indicated by standardized, quantitative measures, by changes in the client's behavior patterns, and by the client's subjective report, the treatment was very effective. An analysis of the therapy process illustrates the importance of a combination of manual-based procedures with individualized case formulations and interventions. The case is discussed in the context of enhancing the cognitive-behavioral treatment of PTSD.

Proposal for an index to classify irrigation water quality: a case study in northeastern Brazil

One way of classifying water quality is by means of indices, in which a series of parameters analyzed are joined a single value, facilitating the interpretation of extensive lists of variables or indicators, underlying the classification of water quality. The objective of this study was to develop a statistically based index to classify water according to the Irrigation Water Quality Index (IWQI), to evaluate the ionic composition of water for use in irrigation and classify it by its source. For this purpose, the database generated during the Technology Generation and Adaptation (GAT) program was used, in which, as of 1988, water samples were collected monthly from water sources in the states of Paraíba, Rio Grande do Norte and Ceará. To evaluate water quality, the electrical conductivity (EC) of irrigation water was taken as a reference, with values corresponding to 0.7 dS m-1. The chemical variables used in this study were: pH, EC, Ca, Mg, Na, K, Cl, HCO3, CO3, and SO4. The data of all characteristics evaluated were standardized and data normality was confirmed by Lilliefors test. Then the irrigation water quality index was determined by an equation that relates the standardized value of the variable with the number of characteristics evaluated. Thus, the IWQI was classified based on indices, considering normal distribution. Finally, these indices were subjected to regression analysis. The method proposed for the IWQI allowed a satisfactory classification of the irrigation water quality, being able to estimate it as a function of EC for the three water sources. Variation in the ionic composition was observed among the three sources and within a single source. Although the water quality differed, it was good in most cases, with the classification IWQI II.

Natural selection in a postglacial range expansion: the case of the colour cline in the European barn owl.

Gradients of variation-or clines-have always intrigued biologists. Classically, they have been interpreted as the outcomes of antagonistic interactions between selection and gene flow. Alternatively, clines may also establish neutrally with isolation by distance (IBD) or secondary contact between previously isolated populations. The relative importance of natural selection and these two neutral processes in the establishment of clinal variation can be tested by comparing genetic differentiation at neutral genetic markers and at the studied trait. A third neutral process, surfing of a newly arisen mutation during the colonization of a new habitat, is more difficult to test. Here, we designed a spatially explicit approximate Bayesian computation (ABC) simulation framework to evaluate whether the strong cline in the genetically based reddish coloration observed in the European barn owl (Tyto alba) arose as a by-product of a range expansion or whether selection has to be invoked to explain this colour cline, for which we have previously ruled out the actions of IBD or secondary contact. Using ABC simulations and genetic data on 390 individuals from 20 locations genotyped at 22 microsatellites loci, we first determined how barn owls colonized Europe after the last glaciation. Using these results in new simulations on the evolution of the colour phenotype, and assuming various genetic architectures for the colour trait, we demonstrate that the observed colour cline cannot be due to the surfing of a neutral mutation. Taking advantage of spatially explicit ABC, which proved to be a powerful method to disentangle the respective roles of selection and drift in range expansions, we conclude that the formation of the colour cline observed in the barn owl must be due to natural selection.

LEVERAGING SANDBOX IMMERSIVE 3D VIRTUAL WORLDS TO DEVELOP DO-IT- YOURSELF TEACHING GAMES: IMPLEMENTATION TO MARKETING CASE STUDY TEACHING IN SECOND LIFE

Games are powerful and engaging. On average, one billion people spend at least 1 hour a day playing computer and videogames. This is even more true with the younger generations. Our students have become the < digital natives >, the < gamers >, the < virtual generation >. Research shows that those who are most at risk for failure in the traditional classroom setting, also spend more time than their counterparts, using video games. They might strive, given a different learning environment. Educators have the responsibility to align their teaching style to these younger generation learning styles. However, many academics resist the use of computer-assisted learning that has been "created elsewhere". This can be extrapolated to game-based teaching: even if educational games were more widely authored, their adoption would still be limited to the educators who feel a match between the authored games and their own beliefs and practices. Consequently, game-based teaching would be much more widespread if teachers could develop their own games, or at least customize them. Yet, the development and customization of teaching games are complex and costly. This research uses a design science methodology, leveraging gamification techniques, active and cooperative learning theories, as well as immersive sandbox 3D virtual worlds, to develop a method which allows management instructors to transform any off-the-shelf case study into an engaging collaborative gamified experience. This method is applied to marketing case studies, and uses the sandbox virtual world of Second Life. -- Les jeux sont puissants et motivants, En moyenne, un milliard de personnes passent au moins 1 heure par jour jouer à des jeux vidéo sur ordinateur. Ceci se vérifie encore plus avec les jeunes générations, Nos étudiants sont nés à l'ère du numérique, certains les appellent des < gamers >, d'autres la < génération virtuelle >. Les études montrent que les élèves qui se trouvent en échec scolaire dans les salles de classes traditionnelles, passent aussi plus de temps que leurs homologues à jouer à des jeux vidéo. lls pourraient potentiellement briller, si on leur proposait un autre environnement d'apprentissage. Les enseignants ont la responsabilité d'adapter leur style d'enseignement aux styles d'apprentissage de ces jeunes générations. Toutefois, de nombreux professeurs résistent lorsqu'il s'agit d'utiliser des contenus d'apprentissage assisté par ordinateur, développés par d'autres. Ceci peut être extrapolé à l'enseignement par les jeux : même si un plus grand nombre de jeux éducatifs était créé, leur adoption se limiterait tout de même aux éducateurs qui perçoivent une bonne adéquation entre ces jeux et leurs propres convictions et pratiques. Par conséquent, I'enseignement par les jeux serait bien plus répandu si les enseignants pouvaient développer leurs propres jeux, ou au moins les customiser. Mais le développement de jeux pédagogiques est complexe et coûteux. Cette recherche utilise une méthodologie Design Science pour développer, en s'appuyant sur des techniques de ludification, sur les théories de pédagogie active et d'apprentissage coopératif, ainsi que sur les mondes virtuels immersifs < bac à sable > en 3D, une méthode qui permet aux enseignants et formateurs de management, de transformer n'importe quelle étude de cas, provenant par exemple d'une centrale de cas, en une expérience ludique, collaborative et motivante. Cette méthode est appliquée aux études de cas Marketing dans le monde virtuel de Second Life.

Experimental Method to Determine Some Physical Properties in Physics Classes

ABSTRACT Particle density, gravimetric and volumetric water contents and porosity are important basic concepts to characterize porous systems such as soils. This paper presents a proposal of an experimental method to measure these physical properties, applicable in experimental physics classes, in porous media samples consisting of spheres with the same diameter (monodisperse medium) and with different diameters (polydisperse medium). Soil samples are not used given the difficulty of working with this porous medium in laboratories dedicated to teaching basic experimental physics. The paper describes the method to be followed and results of two case studies, one in monodisperse medium and the other in polydisperse medium. The particle density results were very close to theoretical values for lead spheres, whose relative deviation (RD) was -2.9 % and +0.1 % RD for the iron spheres. The RD of porosity was also low: -3.6 % for lead spheres and -1.2 % for iron spheres, in the comparison of procedures – using particle and porous medium densities and saturated volumetric water content – and monodisperse and polydisperse media.

An adaptive multiscale method for density-driven instabilities

Accurate modeling of flow instabilities requires computational tools able to deal with several interacting scales, from the scale at which fingers are triggered up to the scale at which their effects need to be described. The Multiscale Finite Volume (MsFV) method offers a framework to couple fine-and coarse-scale features by solving a set of localized problems which are used both to define a coarse-scale problem and to reconstruct the fine-scale details of the flow. The MsFV method can be seen as an upscaling-downscaling technique, which is computationally more efficient than standard discretization schemes and more accurate than traditional upscaling techniques. We show that, although the method has proven accurate in modeling density-driven flow under stable conditions, the accuracy of the MsFV method deteriorates in case of unstable flow and an iterative scheme is required to control the localization error. To avoid large computational overhead due to the iterative scheme, we suggest several adaptive strategies both for flow and transport. In particular, the concentration gradient is used to identify a front region where instabilities are triggered and an accurate (iteratively improved) solution is required. Outside the front region the problem is upscaled and both flow and transport are solved only at the coarse scale. This adaptive strategy leads to very accurate solutions at roughly the same computational cost as the non-iterative MsFV method. In many circumstances, however, an accurate description of flow instabilities requires a refinement of the computational grid rather than a coarsening. For these problems, we propose a modified iterative MsFV, which can be used as downscaling method (DMsFV). Compared to other grid refinement techniques the DMsFV clearly separates the computational domain into refined and non-refined regions, which can be treated separately and matched later. This gives great flexibility to employ different physical descriptions in different regions, where different equations could be solved, offering an excellent framework to construct hybrid methods.

Non-constant discounting in finite horizon: The free terminal time case

This paper derives the HJB (Hamilton-Jacobi-Bellman) equation for sophisticated agents in a finite horizon dynamic optimization problem with non-constant discounting in a continuous setting, by using a dynamic programming approach. A simple example is used in order to illustrate the applicability of this HJB equation, by suggesting a method for constructing the subgame perfect equilibrium solution to the problem.Conditions for the observational equivalence with an associated problem with constantdiscounting are analyzed. Special attention is paid to the case of free terminal time. Strotz¿s model (an eating cake problem of a nonrenewable resource with non-constant discounting) is revisited.

Comparative performance of supertree algorithms in large data sets using the soapberry family (Sapindaceae) as a case study.

For the last 2 decades, supertree reconstruction has been an active field of research and has seen the development of a large number of major algorithms. Because of the growing popularity of the supertree methods, it has become necessary to evaluate the performance of these algorithms to determine which are the best options (especially with regard to the supermatrix approach that is widely used). In this study, seven of the most commonly used supertree methods are investigated by using a large empirical data set (in terms of number of taxa and molecular markers) from the worldwide flowering plant family Sapindaceae. Supertree methods were evaluated using several criteria: similarity of the supertrees with the input trees, similarity between the supertrees and the total evidence tree, level of resolution of the supertree and computational time required by the algorithm. Additional analyses were also conducted on a reduced data set to test if the performance levels were affected by the heuristic searches rather than the algorithms themselves. Based on our results, two main groups of supertree methods were identified: on one hand, the matrix representation with parsimony (MRP), MinFlip, and MinCut methods performed well according to our criteria, whereas the average consensus, split fit, and most similar supertree methods showed a poorer performance or at least did not behave the same way as the total evidence tree. Results for the super distance matrix, that is, the most recent approach tested here, were promising with at least one derived method performing as well as MRP, MinFlip, and MinCut. The output of each method was only slightly improved when applied to the reduced data set, suggesting a correct behavior of the heuristic searches and a relatively low sensitivity of the algorithms to data set sizes and missing data. Results also showed that the MRP analyses could reach a high level of quality even when using a simple heuristic search strategy, with the exception of MRP with Purvis coding scheme and reversible parsimony. The future of supertrees lies in the implementation of a standardized heuristic search for all methods and the increase in computing power to handle large data sets. The latter would prove to be particularly useful for promising approaches such as the maximum quartet fit method that yet requires substantial computing power.

A multilevel multiscale finite volume method

The Multiscale Finite Volume (MsFV) method has been developed to efficiently solve reservoir-scale problems while conserving fine-scale details. The method employs two grid levels: a fine grid and a coarse grid. The latter is used to calculate a coarse solution to the original problem, which is interpolated to the fine mesh. The coarse system is constructed from the fine-scale problem using restriction and prolongation operators that are obtained by introducing appropriate localization assumptions. Through a successive reconstruction step, the MsFV method is able to provide an approximate, but fully conservative fine-scale velocity field. For very large problems (e.g. one billion cell model), a two-level algorithm can remain computational expensive. Depending on the upscaling factor, the computational expense comes either from the costs associated with the solution of the coarse problem or from the construction of the local interpolators (basis functions). To ensure numerical efficiency in the former case, the MsFV concept can be reapplied to the coarse problem, leading to a new, coarser level of discretization. One challenge in the use of a multilevel MsFV technique is to find an efficient reconstruction step to obtain a conservative fine-scale velocity field. In this work, we introduce a three-level Multiscale Finite Volume method (MlMsFV) and give a detailed description of the reconstruction step. Complexity analyses of the original MsFV method and the new MlMsFV method are discussed, and their performances in terms of accuracy and efficiency are compared.