Econometric analysis of microscopic simulation models

Microscopic simulation models are often evaluated based on visual inspection of the results. This paper presents formal econometric techniques to compare microscopic simulation (MS) models with real-life data. A related result is a methodology to compare different MS models with each other. For this purpose, possible parameters of interest, such as mean returns, or autocorrelation patterns, are classified and characterized. For each class of characteristics, the appropriate techniques are presented. We illustrate the methodology by comparing the MS model developed by He and Li [J. Econ. Dynam. Control, 2007, 31, 3396-3426, Quant. Finance, 2008, 8, 59-79] with actual data.

Creating replicas of scultural heritage through 3D reconstruction and low cost 3D printer in Education

The process of making replicas of heritage has traditionally been developed by public agencies, corporations and museums and is not commonly used in schools. Currently there are technologies that allow creating cheap replicas. The new 3D reconstruction software, based on photographs and low cost 3D printers allow to make replicas at a cost much lower than traditional. This article describes the process of creating replicas of the sculpture Goslar Warrior of artist Henry Moore, located in Santa Cruz de Tenerife. To make this process, first, a digital model have been created using Autodesk Recap 360, Autodesk 123D Catch and Autodesk Meshmixer MarkerBot MakerWare applications. Physical replication, has been reproduced in polylactic acid (PLA) by MakerBot Replicator 2 3D printer. In addition, a cost analysis using, in one hand, the printer mentioned, and in the other hand, 3D printing services both online and local, is included. Finally, there has been a specific action with 141 students and 12 high school teachers, who filled a questionnary about the use of sculptural replicas in education.

Mohammad Yunus and microfinance: The creation of a glocal marketspace

This paper reveals how Grameen has been following a Glocal vision in microfinance and defends that following such will ultimately benefit the social and financial objectives of microfinance institutions. Furthermore, this study identified that microfinance institutions are facing various environmental and organizational constraints in the implementation of a Glocal approach. The research follows a case-study methodology and makes a comparison between Grameen Bank, two of its replicator programs in Pakistan and India and two microfinance organizations in Portugal and France.

Genome-wide location analysis and expression studies reveal a role for p110 CUX1 in the activation of DNA replication genes.

Proteolytic processing of the CUX1 transcription factor generates an isoform, p110 that accelerates entry into S phase. To identify targets of p110 CUX1 that are involved in cell cycle progression, we performed genome-wide location analysis using a promoter microarray. Since there are no antibodies that specifically recognize p110, but not the full-length protein, we expressed physiological levels of a p110 isoform with two tags and purified chromatin by tandem affinity purification (ChAP). Conventional ChIP performed on synchronized populations of cells confirmed that p110 CUX1 is recruited to the promoter of cell cycle-related targets preferentially during S phase. Multiple approaches including silencing RNA (siRNA), transient infection with retroviral vectors, constitutive expression and reporter assays demonstrated that most cell cycle targets are activated whereas a few are repressed or not affected by p110 CUX1. Functional classes that were over-represented among targets included DNA replication initiation. Consistent with this finding, constitutive expression of p110 CUX1 led to a premature and more robust induction of replication genes during cell cycle progression, and stimulated the long-term replication of a plasmid bearing the oriP replicator of Epstein Barr virus (EBV).

Analysis of Fluctuations in the Early Universe Using Fokker-Planck Formalism

The thesis begins with a review of basic elements of general theory of relativity (GTR) which forms the basis for the theoretical interpretation of the observations in cosmology. The first chapter also discusses the standard model in cosmology, namely the Friedmann model, its predictions and problems. We have also made a brief discussion on fractals and inflation of the early universe in the first chapter. In the second chapter we discuss the formulation of a new approach to cosmology namely a stochastic approach. In this model, the dynam ics of the early universe is described by a set of non-deterministic, Langevin type equations and we derive the solutions using the Fokker—Planck formalism. Here we demonstrate how the problems with the standard model, can be eliminated by introducing the idea of stochastic fluctuations in the early universe. Many recent observations indicate that the present universe may be approximated by a many component fluid and we assume that only the total energy density is conserved. This, in turn, leads to energy transfer between different components of the cosmic fluid and fluctuations in such energy transfer can certainly induce fluctuations in the mean to factor in the equation of state p = wp, resulting in a fluctuating expansion rate for the universe. The third chapter discusses the stochastic evolution of the cosmological parameters in the early universe, using the new approach. The penultimate chapter is about the refinements to be made in the present model, by means of a new deterministic model The concluding chapter presents a discussion on other problems with the conventional cosmology, like fractal correlation of galactic distribution. The author attempts an explanation for this problem using the stochastic approach.

Mathematical modelling of decision making processes in construction projects

Many different individuals, who have their own expertise and criteria for decision making, are involved in making decisions on construction projects. Decision-making processes are thus significantly affected by communication, in which a dynamic performance of human intentions leads to unpredictable outcomes. In order to theorise the decision making processes including communication, it is argued here that the decision making processes resemble evolutionary dynamics in terms of both selection and mutation, which can be expressed by the replicator-mutator equation. To support this argument, a mathematical model of decision making has been made from an analogy with evolutionary dynamics, in which there are three variables: initial support rate, business hierarchy, and power of persuasion. On the other hand, a survey of patterns in decision making in construction projects has also been performed through self-administered mail questionnaire to construction practitioners. Consequently, comparison between the numerical analysis of mathematical model and the statistical analysis of empirical data has shown a significant potential of the replicator-mutator equation as a tool to study dynamic properties of intentions in communication.

Evolution in software systems: foundations of the SPE classification scheme

The SPE taxonomy of evolving software systems, first proposed by Lehman in 1980, is re-examined in this work. The primary concepts of software evolution are related to generic theories of evolution, particularly Dawkins' concept of a replicator, to the hermeneutic tradition in philosophy and to Kuhn's concept of paradigm. These concepts provide the foundations that are needed for understanding the phenomenon of software evolution and for refining the definitions of the SPE categories. In particular, this work argues that a software system should be defined as of type P if its controlling stakeholders have made a strategic decision that the system must comply with a single paradigm in its representation of domain knowledge. The proposed refinement of SPE is expected to provide a more productive basis for developing testable hypotheses and models about possible differences in the evolution of E- and P-type systems than is provided by the original scheme. Copyright (C) 2005 John Wiley & Sons, Ltd.

Comparing the UK Met Office climate prediction system DePreSys with idealized predictability in the HadCM3 model

The initial condition effect on climate prediction skill over a 2-year hindcast time-scale has been assessed from ensemble HadCM3 climate model runs using anomaly initialization over the period 1990–2001, and making comparisons with runs without initialization (equivalent to climatological conditions), and to anomaly persistence. It is shown that the assimilation improves the prediction skill in the first year globally, and in a number of limited areas out into the second year. Skill in hindcasting surface air temperature anomalies is most marked over ocean areas, and is coincident with areas of high sea surface temperature and ocean heat content skill. Skill improvement over land areas is much more limited but is still detectable in some cases. We found little difference in the skill of hindcasts using three different sets of ocean initial conditions, and we obtained the best results by combining these to form a grand ensemble hindcast set. Results are also compared with the idealized predictability studies of Collins (Clim. Dynam. 2002; 19: 671–692), which used the same model. The maximum lead time for which initialization gives enhanced skill over runs without initialization varies in different regions but is very similar to lead times found in the idealized studies, therefore strongly supporting the process representation in the model as well as its use for operational predictions. The limited 12-year period of the study, however, means that the regional details of model skill should probably be further assessed under a wider range of observational conditions.

Ciclos clássicos num ambiente de racionalidade limitada

O presente trabalho toma como ponto de partida o modelo macrodinâmico de Richard M. Goodwin, apresentado no clássico artigo A Growth Cycle (1967). Neste modelo a interação entre distribuição de renda e acumulação de capital gera um ciclo de crescimento que oscila em torno de uma trajetória de crescimento equilibrado. O objetivo do presente trabalho é investigar a possibilidade de existência de ciclos goodwinianos com heterogeneidade de salários e de taxas de lucro. Essa análise é realizada considerando o processo de concorrência entre trabalhadores num ambiente de racionalidade limitada. Para formalizar o processo de concorrência entre trabalhadores foram utilizados dois recursos: (i) a alegoria das ilhas , que tem sido amplamente adotada na macroeconomia moderna, a fim de apreender situações de informação imperfeita; e (ii) os instrumentos analíticos desenvolvidos pela teoria dos jogos evolucionários aplicada a ambientes sociais. O modelo construído combina o modelo de Goodwin com uma formalização estilizada do fluxo de trabalho como um processo de imitação num ambiente de racionalidade limitada (dinâmica de replicação num contexto social). Neste modelo demonstra-se a possibilidade de o sistema econômico não convergir para um estado de equilíbrio de longo prazo e a possibilidade do sistema econômico convergir para um ciclo goodwiniano caracterizado por heterogeneidade de salários e de taxas de lucro.

Sistemas dinâmicos finitos: Paciência Búlgara (Shift em partições e composições cíclicas)

Pós-graduação em Matemática - IBILCE

Desenvolvimento e aplicação da instrumentação virtual na unidade móvel de ensaios na barra de tração - UMEB

Pós-graduação em Agronomia (Energia na Agricultura) - FCA

Influence of nonlinear stiffness on the dynamics of a slender elastic beam under torsional oscillations

This study focuses on analysing the effects of nonlinear torsional stiffness on the dynam-ics of a slender elastic beam under torsional oscillations, which can be subject to helical buckling.The helical buckling of an elastic beam confined in a cylinder is relevant to many applications. Someexamples include oil drilling, medical cateters and even the conformation and functioning of DNAmolecules. A recent study showed that the formation of the helical configuration is a result of onlythe torsional load, confirming that there is a different path to helical buckling which is not related tothe sinusoidal buckling, stressing the importance of the geometrical behaviour of the beam. A lowdimensional model of an elastic beam under torsional oscillations is used to analyse its dynamical be-haviour with different stiffness characteristics, which are present before and after the helical buckling.Hardening and softening characteristics are present, as the effects of torsion and bending are coupled.With the use of numerical algorithms applied to nonlinear dynamics, such as bifurcation diagramsand basins of attraction, it is shown that the nonlinear stiffness can shift the bifurcations and inducechanges in the stability of the desirable and undesirable solutions. Therefore, the proper modellingof these stiffness nonlinearities seems to be important for a better understanding of the dynamicalbehaviour of such beams.

Biogenic composition of the sea-surface microlayer from a mesocosm study (Bergen 2011)

The sea-surface microlayer (SML) is the ocean's uppermost boundary to the atmosphere and in control of climate relevant processes like gas exchange and emission of marine primary organic aerosols (POA). The SML represents a complex surface film including organic components like polysaccharides, pro- teins, and marine gel particles, and harbors diverse microbial communities. Despite the potential relevance of the SML in ocean-atmosphere interactions, still little is known about its structural characteristics and sen- sitivity to a changing environment such as increased oceanic uptake of anthropogenic CO2. Here we report results of a large-scale mesocosm study, indicating that ocean acidification can affect the abundance and activity of microorganisms during phytoplankton blooms, resulting in changes in composition and dynam- ics of organic matter in the SML. Our results reveal a potential coupling between anthropogenic CO2 emis- sions and the biogenic properties of the SML, pointing to a hitherto disregarded feedback process between ocean and atmosphere under climate change.

Multiple sites of replication initiation in the human β-globin gene locus

The cell cycle-dependent, ordered assembly of protein prereplicative complexes suggests that eukaryotic replication origins determine when genomic replication initiates. By comparison, the factors that determine where replication initiates relative to the sites of prereplicative complex formation are not known. In the human globin gene locus previous work showed that replication initiates at a single site 5′ to the β-globin gene when protein synthesis is inhibited by emetine. The present study has examined the pattern of initiation around the genetically defined β-globin replicator in logarithmically growing HeLa cells, using two PCR-based nascent strand assays. In contrast to the pattern of initiation detected in emetine-treated cells, analysis of the short nascent strands at five positions spanning a 40 kb globin gene region shows that replication initiates at more than one site in non-drug-treated cells. Quantitation of nascent DNA chains confirmed that replication begins at several locations in this domain, including one near the initiation region (IR) identified in emetine-treated cells. However, the abundance of short nascent strands at another initiation site ∼20 kb upstream is ∼4-fold as great as that at the IR. The latter site abuts an early S phase replicating fragment previously defined at low resolution in logarithmically dividing cells.