Economies of Scale and Cost Efficiencies: A Panel-Data Stochastic-Frontier Analysis of Real Estate Investment Trusts

This paper extends the existing research on real estate investment trust (REIT) operating efficiencies. We estimate a stochastic-frontier panel-data model specifying a translog cost function, covering 1995 to 2003. The results disagree with previous research in that we find little evidence of scale economies and some evidence of scale diseconomies. Moreover, we also generally find smaller inefficiencies than those shown by other REIT studies. Contrary to previous research, the results also show that self-management of a REIT associates with more inefficiency when we measure output with assets. When we use revenue to measure output, selfmanagement associates with less inefficiency. Also contrary with previous research, higher leverage associates with more efficiency. The results further suggest that inefficiency increases over time in three of our four specifications.

A Dynamic Stochastic Frontier Production Model with Time-Varying Efficiency

In this paper we introduce technical efficiency via the intercept that evolve over time as a AR(1) process in a stochastic frontier (SF) framework in a panel data framework. Following are the distinguishing features of the model. First, the model is dynamic in nature. Second, it can separate technical inefficiency from fixed firm-specific effects which are not part of inefficiency. Third, the model allows one to estimate technical change separate from change in technical efficiency. We propose the ML method to estimate the parameters of the model. Finally, we derive expressions to calculate/predict technical inefficiency (efficiency).

Advanced Physical Chemistry Problems (VI), Free Energies

This is a set of P. Chem. problems posed at a slightly higher level than the normal textbook level, for students who are continuing in the study of this subject.

EVALUATION OF THE EFFECTIVENESS OF ANISOTROPIC ANALYTICAL ALGORITHM IN FLATTENED AND FLATTENING-FILTER-FREE BEAMS FOR HIGH ENERGY LUNG DOSE DELIVERY USING THE RADIOLOGICAL PHYSICS CENTER LUNG PHANTOM

The effectiveness of the Anisotropic Analytical Algorithm (AAA) implemented in the Eclipse treatment planning system (TPS) was evaluated using theRadiologicalPhysicsCenteranthropomorphic lung phantom using both flattened and flattening-filter-free high energy beams. Radiation treatment plans were developed following the Radiation Therapy Oncology Group and theRadiologicalPhysicsCenterguidelines for lung treatment using Stereotactic Radiation Body Therapy. The tumor was covered such that at least 95% of Planning Target Volume (PTV) received 100% of the prescribed dose while ensuring that normal tissue constraints were followed as well. Calculated doses were exported from the Eclipse TPS and compared with the experimental data as measured using thermoluminescence detectors (TLD) and radiochromic films that were placed inside the phantom. The results demonstrate that the AAA superposition-convolution algorithm is able to calculate SBRT treatment plans with all clinically used photon beams in the range from 6 MV to 18 MV. The measured dose distribution showed a good agreement with the calculated distribution using clinically acceptable criteria of ±5% dose or 3mm distance to agreement. These results show that in a heterogeneous environment a 3D pencil beam superposition-convolution algorithms with Monte Carlo pre-calculated scatter kernels, such as AAA, are able to reliably calculate dose, accounting for increased lateral scattering due to the loss of electronic equilibrium in low density medium. The data for high energy plans (15 MV and 18 MV) showed very good tumor coverage in contrast to findings by other investigators for less sophisticated dose calculation algorithms, which demonstrated less than expected tumor doses and generally worse tumor coverage for high energy plans compared to 6MV plans. This demonstrates that the modern superposition-convolution AAA algorithm is a significant improvement over previous algorithms and is able to calculate doses accurately for SBRT treatment plans in the highly heterogeneous environment of the thorax for both lower (≤12 MV) and higher (greater than 12 MV) beam energies.

Response threshold models, stochastic learning automata and ant colony optimization-based decentralized self-coordination algorithms for heterogeneous multi-tasks distribution in multi-robot systems

In recent decades, there has been an increasing interest in systems comprised of several autonomous mobile robots, and as a result, there has been a substantial amount of development in the eld of Articial Intelligence, especially in Robotics. There are several studies in the literature by some researchers from the scientic community that focus on the creation of intelligent machines and devices capable to imitate the functions and movements of living beings. Multi-Robot Systems (MRS) can often deal with tasks that are dicult, if not impossible, to be accomplished by a single robot. In the context of MRS, one of the main challenges is the need to control, coordinate and synchronize the operation of multiple robots to perform a specic task. This requires the development of new strategies and methods which allow us to obtain the desired system behavior in a formal and concise way. This PhD thesis aims to study the coordination of multi-robot systems, in particular, addresses the problem of the distribution of heterogeneous multi-tasks. The main interest in these systems is to understand how from simple rules inspired by the division of labor in social insects, a group of robots can perform tasks in an organized and coordinated way. We are mainly interested on truly distributed or decentralized solutions in which the robots themselves, autonomously and in an individual manner, select a particular task so that all tasks are optimally distributed. In general, to perform the multi-tasks distribution among a team of robots, they have to synchronize their actions and exchange information. Under this approach we can speak of multi-tasks selection instead of multi-tasks assignment, which means, that the agents or robots select the tasks instead of being assigned a task by a central controller. The key element in these algorithms is the estimation ix of the stimuli and the adaptive update of the thresholds. This means that each robot performs this estimate locally depending on the load or the number of pending tasks to be performed. In addition, it is very interesting the evaluation of the results in function in each approach, comparing the results obtained by the introducing noise in the number of pending loads, with the purpose of simulate the robot's error in estimating the real number of pending tasks. The main contribution of this thesis can be found in the approach based on self-organization and division of labor in social insects. An experimental scenario for the coordination problem among multiple robots, the robustness of the approaches and the generation of dynamic tasks have been presented and discussed. The particular issues studied are: Threshold models: It presents the experiments conducted to test the response threshold model with the objective to analyze the system performance index, for the problem of the distribution of heterogeneous multitasks in multi-robot systems; also has been introduced additive noise in the number of pending loads and has been generated dynamic tasks over time. Learning automata methods: It describes the experiments to test the learning automata-based probabilistic algorithms. The approach was tested to evaluate the system performance index with additive noise and with dynamic tasks generation for the same problem of the distribution of heterogeneous multi-tasks in multi-robot systems. Ant colony optimization: The goal of the experiments presented is to test the ant colony optimization-based deterministic algorithms, to achieve the distribution of heterogeneous multi-tasks in multi-robot systems. In the experiments performed, the system performance index is evaluated by introducing additive noise and dynamic tasks generation over time.

Sustainability of irrigated farming systems in a Tunisian region: A recursive stochastic programming analysis

The aim of this study was to evaluate the sustainability of farm irrigation systems in the Cébalat district in northern Tunisia. It addressed the challenging topic of sustainable agriculture through a bio-economic approach linking a biophysical model to an economic optimisation model. A crop growth simulation model (CropSyst) was used to build a database to determine the relationships between agricultural practices, crop yields and environmental effects (salt accumulation in soil and leaching of nitrates) in a context of high climatic variability. The database was then fed into a recursive stochastic model set for a 10-year plan that allowed analysing the effects of cropping patterns on farm income, salt accumulation and nitrate leaching. We assumed that the long-term sustainability of soil productivity might be in conflict with farm profitability in the short-term. Assuming a discount rate of 10% (for the base scenario), the model closely reproduced the current system and allowed to predict the degradation of soil quality due to long-term salt accumulation. The results showed that there was more accumulation of salt in the soil for the base scenario than for the alternative scenario (discount rate of 0%). This result was induced by applying a higher quantity of water per hectare for the alternative as compared to a base scenario. The results also showed that nitrogen leaching is very low for the two discount rates and all climate scenarios. In conclusion, the results show that the difference in farm income between the alternative and base scenarios increases over time to attain 45% after 10 years.

Matrix-free time-stepping methods for the solution of TriGlobal instability problems

La inmensa mayoría de los flujos de relevancia ingenieril permanecen sin estudiar en el marco de la teoría de estabilidad global. Esto es debido a dos razones fundamentalmente, las dificultades asociadas con el análisis de los flujos turbulentos y los inmensos recursos computacionales requeridos para obtener la solución del problema de autovalores asociado al análisis de inestabilidad de flujos tridimensionales, también conocido como problema TriGlobal. En esta tesis se aborda el problema asociado con la tridimensionalidad. Se ha desarrollado una metodología general para obtener soluciones de problemas de análisis modal de las inestabilidades lineales globales mediante el acoplamiento de métodos de evolución temporal, desarrollados en este trabajo, con códigos de mecánica de fluidos computacional de segundo orden, utilizados de forma general en la industria. Esta metodología consiste en la resolución del problema de autovalores asociado al análisis de inestabilidad mediante métodos de proyección en subespacios de Krylov, con la particularidad de que dichos subespacios son generados por medio de la integración temporal de un vector inicial usando cualquier código de mecánica de fluidos computacional. Se han elegido tres problemas desafiantes en función de la exigencia de recursos computacionales necesarios y de la complejidad física para la demostración de la presente metodología: (i) el flujo en el interior de una cavidad tridimensional impulsada por una de sus tapas, (ii) el flujo alrededor de un cilindro equipado con aletas helicoidales a lo largo su envergadura y (iii) el flujo a través de una cavidad abierta tridimensinal en ausencia de homogeneidades espaciales. Para la validación de la tecnología se ha obtenido la solución del problema TriGlobal asociado al flujo en la cavidad tridimensional, utilizando el método de evolución temporal desarrollado acoplado con los operadores numéricos de flujo incompresible del código CFD OpenFOAM (código libre). Los resultados obtenidos coinciden plentamente con la literatura. La aplicación de esta metodología al estudio de inestabilidades globales de flujos abiertos tridimensionales ha proporcionado por primera vez, información sobre la transición tridimensional de estos flujos. Además, la metodología ha sido adaptada para resolver problemas adjuntos TriGlobales, permitiendo el control de flujo basado en modificaciones de las inestabilidades globales. Finalmente, se ha demostrado que la cantidad moderada de los recursos computacionales requeridos para la solución del problema de valor propio TriGlobal usando este método numérico, junto a su versatilidad al poder acoplarse a cualquier código aerodinámico, permite la realización de análisis de inestabilidad global y control de flujos complejos de relevancia industrial. Abstract Most flows of engineering relevance still remain unexplored in a global instability theory context for two reasons. First, because of the difficulties associated with the analysis of turbulent flows and, second, for the formidable computational resources required for the solution of the eigenvalue problem associated with the instability analysis of three-dimensional base flows, also known as TriGlobal problem. In this thesis, the problem associated with the three-dimensionality is addressed by means of the development of a general approach to the solution of large-scale global linear instability analysis by coupling a time-stepping approach with second order aerodynamic codes employed in industry. Three challenging flows in the terms of required computational resources and physical complexity have been chosen for demonstration of the present methodology; (i) the flow inside a wall-bounded three-dimensional lid-driven cavity, (ii) the flow past a cylinder fitted with helical strakes and (iii) the flow over a inhomogeneous three-dimensional open cavity. Results in excellent agreement with the literature have been obtained for the three-dimensional lid-driven cavity by using this methodology coupled with the incompressible solver of the open-source toolbox OpenFOAM®, which has served as validation. Moreover, significant physical insight of the instability of three-dimensional open flows has been gained through the application of the present time-stepping methodology to the other two cases. In addition, modifications to the present approach have been proposed in order to perform adjoint instability analysis of three-dimensional base flows and flow control; validation and TriGlobal examples are presented. Finally, it has been demonstrated that the moderate amount of computational resources required for the solution of the TriGlobal eigenvalue problem using this method enables the performance of instability analysis and control of flows of industrial relevance.

Fault isolation schemes for a class of continuous-time stochastic dynamical systems

In this paper a new method for fault isolation in a class of continuous-time stochastic dynamical systems is proposed. The method is framed in the context of model-based analytical redundancy, consisting in the generation of a residual signal by means of a diagnostic observer, for its posterior analysis. Once a fault has been detected, and assuming some basic a priori knowledge about the set of possible failures in the plant, the isolation task is then formulated as a type of on-line statistical classification problem. The proposed isolation scheme employs in parallel different hypotheses tests on a statistic of the residual signal, one test for each possible fault. This isolation method is characterized by deriving for the unidimensional case, a sufficient isolability condition as well as an upperbound of the probability of missed isolation. Simulation examples illustrate the applicability of the proposed scheme.

A syntactic and functional correspondence between reduction semantics and reduction-free full normalisers

Olivier Danvy and others have shown the syntactic correspondence between reduction semantics (a small-step semantics) and abstract machines, as well as the functional correspondence between reduction-free normalisers (a big-step semantics) and abstract machines. The correspondences are established by program transformation (so-called interderivation) techniques. A reduction semantics and a reduction-free normaliser are interderivable when the abstract machine obtained from them is the same. However, the correspondences fail when the underlying reduction strategy is hybrid, i.e., relies on another sub-strategy. Hybridisation is an essential structural property of full-reducing and complete strategies. Hybridisation is unproblematic in the functional correspondence. But in the syntactic correspondence the refocusing and inlining-of-iterate-function steps become context sensitive, preventing the refunctionalisation of the abstract machine. We show how to solve the problem and showcase the interderivation of normalisers for normal order, the standard, full-reducing and complete strategy of the pure lambda calculus. Our solution makes it possible to interderive, rather than contrive, full-reducing abstract machines. As expected, the machine we obtain is a variant of Pierre Crégut s full Krivine machine KN.

Context modelling for natural Human Computer Interaction applications in e-health

The conception of IoT (Internet of Things) is accepted as the future tendency of Internet among academia and industry. It will enable people and things to be connected at anytime and anyplace, with anything and anyone. IoT has been proposed to be applied into many areas such as Healthcare, Transportation，Logistics, and Smart environment etc. However, this thesis emphasizes on the home healthcare area as it is the potential healthcare model to solve many problems such as the limited medical resources, the increasing demands for healthcare from elderly and chronic patients which the traditional model is not capable of. A remarkable change in IoT in semantic oriented vision is that vast sensors or devices are involved which could generate enormous data. Methods to manage the data including acquiring, interpreting, processing and storing data need to be implemented. Apart from this, other abilities that IoT is not capable of are concluded, namely, interoperation, context awareness and security & privacy. Context awareness is an emerging technology to manage and take advantage of context to enable any type of system to provide personalized services. The aim of this thesis is to explore ways to facilitate context awareness in IoT. In order to realize this objective, a preliminary research is carried out in this thesis. The most basic premise to realize context awareness is to collect, model, understand, reason and make use of context. A complete literature review for the existing context modelling and context reasoning techniques is conducted. The conclusion is that the ontology-based context modelling and ontology-based context reasoning are the most promising and efficient techniques to manage context. In order to fuse ontology into IoT, a specific ontology-based context awareness framework is proposed for IoT applications. In general, the framework is composed of eight components which are hardware, UI (User Interface), Context modelling, Context fusion, Context reasoning, Context repository, Security unit and Context dissemination. Moreover, on the basis of TOVE (Toronto Virtual Enterprise), a formal ontology developing methodology is proposed and illustrated which consists of four stages: Specification & Conceptualization, Competency Formulation, Implementation and Validation & Documentation. In addition, a home healthcare scenario is elaborated by listing its well-defined functionalities. Aiming at representing this specific scenario, the proposed ontology developing methodology is applied and the ontology-based model is developed in a free and open-source ontology editor called Protégé. Finally, the accuracy and completeness of the proposed ontology are validated to show that this proposed ontology is able to accurately represent the scenario of interest.

Efficient Trafficking of TGN38 from the Endosome to the trans-Golgi Network Requires a Free Hydroxyl Group at Position 331 in the Cytosolic Domain

TGN38 is one of the few known resident integral membrane proteins of the trans-Golgi network (TGN). Since it cycles constitutively between the TGN and the plasma membrane, TGN38 is ideally suited as a model protein for the identification of post-Golgi trafficking motifs. Several studies, employing chimeric constructs to detect such motifs within the cytosolic domain of TGN38, have identified the sequence 333YQRL336 as an autonomous signal capable of localizing reporter proteins to the TGN. In addition, one group has found that an upstream serine residue, S331, may also play a role in TGN38 localization. However, the nature and degree of participation of S331 in the localization of TGN38 remain uncertain, and the effect has been studied in chimeric constructs only. Here we investigate the role of S331 in the context of full-length TGN38. Mutations that abolish the hydroxyl moiety at position 331 (A, D, and E) lead to missorting of endocytosed TGN38 to the lysosome. Conversely, mutation of S331 to T has little effect on the endocytic trafficking of TGN38. Together, these findings indicate that the S331 hydroxyl group has a direct or indirect effect on the ability of the cytosolic tail of TGN38 to interact with trafficking and/or sorting machinery at the level of the early endosome. In addition, mutation of S331 to either A or D results in increased levels of TGN38 at the cell surface. The results confirm that S331 plays a critical role in the intracellular trafficking of TGN38 and further reveal that TGN38 undergoes a signal-mediated trafficking step at the level of the endosome.

Destabilization of Ca2+-free gelsolin may not be responsible for proteolysis in Familial Amyloidosis of Finnish Type

Mutations at position 187 in secreted gelsolin enable aberrant proteolysis at the 172–173 and 243–244 amide bonds, affording the 71-residue amyloidogenic peptide deposited in Familial Amyloidosis of Finnish Type (FAF). Thermodynamic comparisons of two different domain 2 constructs were carried out to study possible effects of the mutations on proteolytic susceptibility. In the construct we consider to be most representative of domain 2 in the context of the full-length protein (134–266), the D187N FAF variant is slightly destabilized relative to wild type (WT) under the conditions of urea denaturation, but exhibits a Tm identical to WT. The D187Y variant is less stable to intermediate urea concentrations and exhibits a Tm that is estimated to be ≈5°C lower than WT (pH 7.4, Ca2+-free). Although the thermodynamic data indicate that the FAF mutations may slightly destabilize domain 2, these changes are probably not sufficient to shift the native to denatured state equilibrium enough to enable the proteolysis leading to FAF. Biophysical data indicate that these two FAF variants may have different native state structures and possibly different pathways of amyloidosis.

Structural studies of p21Waf1/Cip1/Sdi1 in the free and Cdk2-bound state: conformational disorder mediates binding diversity.

The cyclin-dependent kinase (Cdk) inhibitor p21Waf1/Cip1/Sdi1, important for p53-dependent cell cycle control, mediates G1/S arrest through inhibition of Cdks and possibly through inhibition of DNA replication. Cdk inhibition requires a sequence of approximately 60 amino acids within the p21 NH2 terminus. We show, using proteolytic mapping, circular dichroism spectropolarimetry, and nuclear magnetic resonance spectroscopy, that p21 and NH2-terminal fragments that are active as Cdk inhibitors lack stable secondary or tertiary structure in the free solution state. In sharp contrast to the disordered free state, however, the p21 NH2 terminus adopts an ordered stable conformation when bound to Cdk2, as shown directly by NMR spectroscopy. We have, thus, identified a striking disorder-order transition for p21 upon binding to one of its biological targets, Cdk2. This structural transition has profound implications in light of the ability of p21 to bind and inhibit a diverse family of cyclin-Cdk complexes, including cyclin A-Cdk2, cyclin E-Cdk2, and cyclin D-Cdk4. Our findings suggest that the flexibility, or disorder, of free p21 is associated with binding diversity and offer insights into the role for structural disorder in mediating binding specificity in biological systems. Further, these observations challenge the generally accepted view of proteins that stable secondary and tertiary structure are prerequisites for biological activity and suggest that a broader view of protein structure should be considered in the context of structure-activity relationships.

Force-free twisted magnetospheres of neutron stars

Context. The X-ray spectra observed in the persistent emission of magnetars are evidence for the existence of a magnetosphere. The high-energy part of the spectra is explained by resonant cyclotron upscattering of soft thermal photons in a twisted magnetosphere, which has motivated an increasing number of efforts to improve and generalize existing magnetosphere models. Aims. We want to build more general configurations of twisted, force-free magnetospheres as a first step to understanding the role played by the magnetic field geometry in the observed spectra. Methods. First we reviewed and extended previous analytical works to assess the viability and limitations of semi-analytical approaches. Second, we built a numerical code able to relax an initial configuration of a nonrotating magnetosphere to a force-free geometry, provided any arbitrary form of the magnetic field at the star surface. The numerical code is based on a finite-difference time-domain, divergence-free, and conservative scheme, based of the magneto-frictional method used in other scenarios. Results. We obtain new numerical configurations of twisted magnetospheres, with distributions of twist and currents that differ from previous analytical solutions. The range of global twist of the new family of solutions is similar to the existing semi-analytical models (up to some radians), but the achieved geometry may be quite different. Conclusions. The geometry of twisted, force-free magnetospheres shows a wider variety of possibilities than previously considered. This has implications for the observed spectra and opens the possibility of implementing alternative models in simulations of radiative transfer aiming at providing spectra to be compared with observations.

Does the key to a WMD-free Middle East lie in a nuclear Iran? CEPS Commentary, 10 June 2013

After the presidential elections on June 14th, the Iranian regime will continue its catch-me-if-you-can game with the international community until it has reached the nuclear threshold. Paradoxically, the key to a solution on the nuclear issue might just lie in discussions on a WMD-free Middle East, but only after Iran has obtained nuclear military capability. At that point, and in the context of a new arms race, both regional and international players may be persuaded that the Middle East has more to gain from negotiations on non-proliferation than from prolonged isolation and the prospect of intractable war.