Tayloring Brazil: a system dynamics model for monetary policy feedback

The thesis introduces a system dynamics Taylor rule model of new Keynesian nature for monetary policy feedback in Brazil. The nonlinear Taylor rule for interest rate changes con-siders gaps and dynamics of GDP growth and inflation. The model closely tracks the 2004 to 2011 business cycle and outlines the endogenous feedback between the real interest rate, GDP growth and inflation. The model identifies a high degree of endogenous feedback for monetary policy and inflation, while GDP growth remains highly exposed to exogenous eco-nomic conditions. The results also show that the majority of the monetary policy moves during the sample period was related to GDP growth, despite higher coefficients of inflation parameters in the Taylor rule. This observation challenges the intuition that inflation target-ing leads to a dominance of monetary policy moves with respect to inflation. Furthermore, the results suggest that backward looking price-setting with respect to GDP growth has been the dominant driver of inflation. Moreover, simulation exercises highlight the effects of the new BCB strategy initiated in August 2011 and also consider recession and inflation avoid-ance versions of the Taylor rule. In methodological terms, the Taylor rule model highlights the advantages of system dynamics with respect to nonlinear policies and to the stock-and-flow approach. In total, the strong historical fit and some counterintuitive observations of the Taylor rule model call for an application of the model to other economies.

Forecasting the need for medical specialists in Spain: application of a system dynamics model

[EN] Background: Spain has gone from a surplus to a shortage of medical doctors in very few years. Medium and long-term planning for health professionals has become a high priority for health authorities. Methods: We created a supply and demand/need simulation model for 43 medical specialties using system dynamics. The model includes demographic, education and labour market variables. Several scenarios were defined. Variables controllable by health planners can be set as parameters to simulate different scenarios. The model calculates the supply and the deficit or surplus. Experts set the ratio of specialists needed per 1000 inhabitants with a Delphi method. Results: In the scenario of the baseline model with moderate population growth, the deficit of medical specialists will grow from 2% at present (2800 specialists) to 14.3% in 2025 (almost 21 000). The specialties with the greatest medium-term shortages are Anesthesiology, Orthopedic and Traumatic Surgery, Pediatric Surgery, Plastic Aesthetic and Reparatory Surgery, Family and Community Medicine, Pediatrics, Radiology, and Urology. Conclusions: The model suggests the need to increase the number of students admitted to medical school. Training itineraries should be redesigned to facilitate mobility among specialties. In the meantime, the need to make more flexible the supply in the short term is being filled by the immigration of physicians from new members of the European Union and from Latin America.

Spectroscopic properties from hybrid QM, MM molecular dynamics simulation

The central aim of this thesis work is the application and further development of a hybrid quantum mechanical/molecular mechanics (QM/MM) based approach to compute spectroscopic properties of molecules in complex chemical environments from electronic structure theory. In the framework of this thesis, an existing density functional theory implementation of the QM/MM approach is first used to calculate the nuclear magnetic resonance (NMR) solvent shifts of an adenine molecule in aqueous solution. The findings show that the aqueous solvation with its strongly fluctuating hydrogen bond network leads to specific changes in the NMR resonance lines. Besides the absolute values, also the ordering of the NMR lines changes under the influence of the solvating water molecules. Without the QM/MM scheme, a quantum chemical calculation could have led to an incorrect assignment of these lines. The second part of this thesis describes a methodological improvement of the QM/MM method that is designed for cases in which a covalent chemical bond crosses the QM/MM boundary. The development consists in an automatized protocol to optimize a so-called capping potential that saturates the electronic subsystem in the QM region. The optimization scheme is capable of tuning the parameters in such a way that the deviations of the electronic orbitals between the regular and the truncated (and "capped") molecule are minimized. This in turn results in a considerable improvement of the structural and spectroscopic parameters when computed with the new optimized capping potential within the QM/MM technique. This optimization scheme is applied and benchmarked on the example of truncated carbon-carbon bonds in a set of small test molecules. It turns out that the optimized capping potentials yield an excellent agreement of NMR chemical shifts and protonation energies with respect to the corresponding full molecules. These results are very promising, so that the application to larger biological complexes will significantly improve the reliability of the prediction of the related spectroscopic properties.

A manufacturing systems modelling using system dynamics:forming a dedicated modelling tool

Discrete event simulation is a popular aid for manufacturing system design; however in application this technique can sometimes be unnecessarily complex. This paper is concerned with applying an alternative technique to manufacturing system design which may well provide an efficient form of rough-cut analysis. This technique is System Dynamics, and the work described in this paper has set about incorporating the principles of this technique into a computer based modelling tool that is tailored to manufacturing system design. This paper is structured to first explore the principles of System Dynamics and how they differ from Discrete Event Simulation. The opportunity for System Dynamics is then explored, and this leads to defining the capabilities that a suitable tool would need. This specification is then transformed into a computer modelling tool, which is then assessed by applying this tool to model an engine production facility. Read More: http://www.worldscientific.com/doi/abs/10.1142/S0219686703000228

An opportunity for system dynamics in manufacturing system modelling

The computer simulation of manufacturing systems is commonly carried out using discrete event simulation (DES). Indeed, there appears to be a lack of applications of continuous simulation methods, particularly system dynamics (SD), despite evidence that this technique is suitable for industrial modelling. This paper investigates whether this is due to a decline in the general popularity of SD, or whether modelling of manufacturing systems represents a missed opportunity for SD. On this basis, the paper first gives a review of the concept of SD and fully describes the modelling technique. Following on, a survey of the published applications of SD in the 1990s is made by developing and using a structured classification approach. From this review, observations are made about the application of the SD method and opportunities for future research are suggested.

Influences of change strategies to achieve organizational flexibility: a system dynamics approach.

257 p.

Molecular dynamics simulation of liquid trimethylphosphine

Structural and dynamical properties of liquid trimethylphosphine (TMP), (CH(3))(3)P, as a function of temperature is investigated by molecular dynamics (MD) simulations. The force field used in the MD simulations, which has been proposed from molecular mechanics and quantum chemistry calculations, is able to reproduce the experimental density of liquid TMP at room temperature. Equilibrium structure is investigated by the usual radial distribution function, g(r), and also in the reciprocal space by the static structure factor, S(k). On the basis of center of mass distances, liquid TMP behaves like a simple liquid of almost spherical particles, but orientational correlation due to dipole-dipole interactions is revealed at short-range distances. Single particle and collective dynamics are investigated by several time correlation functions. At high temperatures, diffusion and reorientation occur at the same time range as relaxation of the liquid structure. Decoupling of these dynamic properties starts below ca. 220 K, when rattling dynamics of a given TMP molecules due to the cage effect of neighbouring molecules becomes important. (C) 2011 American Institute of Physics. [doi: 10.1063/1.3624408]

Satellite observation and climate system model simulation of the St. Lawrence Island polynya

The St. Lawrence Island polynya (SLIP) is a commonly occurring winter phenomenon in the Bering Sea, in which dense saline water produced during new ice formation is thought to flow northward through the Bering Strait to help maintain the Arctic Ocean halocline. Winter darkness and inclement weather conditions have made continuous in situ and remote observation of this polynya difficult. However, imagery acquired from the European Space Agency ERS-1 Synthetic Aperture Radar (SAR) has allowed observation of the St. Lawrence Island polynya using both the imagery and derived ice displacement products. With the development of ARCSyM, a high resolution regional model of the Arctic atmosphere/sea ice system, simulation of the SLIP in a climate model is now possible. Intercomparisons between remotely sensed products and simulations can lead to additional insight into the SLIP formation process. Low resolution SAR, SSM/I and AVHRR infrared imagery for the St. Lawrence Island region are compared with the results of a model simulation for the period of 24-27 February 1992. The imagery illustrates a polynya event (polynya opening). With the northerly winds strong and consistent over several days, the coupled model captures the SLIP event with moderate accuracy. However, the introduction of a stability dependent atmosphere-ice drag coefficient, which allows feedbacks between atmospheric stability, open water, and air-ice drag, produces a more accurate simulation of the SLIP in comparison to satellite imagery. Model experiments show that the polynya event is forced primarily by changes in atmospheric circulation followed by persistent favorable conditions: ocean surface currents are found to have a small but positive impact on the simulation which is enhanced when wind forcing is weak or variable.

System Level Simulation and Radio Resource Management for Distributed Antenna Systems with Cognitive Radio and Multi-Cell Cooperation

4th International Conference on Future Generation Communication Technologies (FGCT 2015), Luton, United Kingdom.

Numerical methods in multibody system dynamics

"Series: Solid mechanics and its applications, vol. 226"

On the frictional contacts in multibody system dynamics

"Series title: Computational methods in applied sciences, ISSN1871-3033, vol. 42"

Forearm surface EMG signals recognition and muscoloskeletal system dynamics identification using intelligent computational methods

Biosignals processing, Biological Nonlinear and time-varying systems identification, Electomyograph signals recognition, Pattern classification, Fuzzy logic and neural networks methods

Ab initio modeling and molecular dynamics simulation of the alpha 1b-adrenergic receptor activation.

This work describes the ab initio procedure employed to build an activation model for the alpha 1b-adrenergic receptor (alpha 1b-AR). The first version of the model was progressively modified and complicated by means of a many-step iterative procedure characterized by the employment of experimental validations of the model in each upgrading step. A combined simulated (molecular dynamics) and experimental mutagenesis approach was used to determine the structural and dynamic features characterizing the inactive and active states of alpha 1b-AR. The latest version of the model has been successfully challenged with respect to its ability to interpret and predict the functional properties of a large number of mutants. The iterative approach employed to describe alpha 1b-AR activation in terms of molecular structure and dynamics allows further complications of the model to allow prediction and interpretation of an ever-increasing number of experimental data.

Brownian dynamics simulation of DNA condensation.

DNA condensation observed in vitro with the addition of polyvalent counterions is due to intermolecular attractive forces. We introduce a quantitative model of these forces in a Brownian dynamics simulation in addition to a standard mean-field Poisson-Boltzmann repulsion. The comparison of a theoretical value of the effective diameter calculated from the second virial coefficient in cylindrical geometry with some experimental results allows a quantitative evaluation of the one-parameter attractive potential. We show afterward that with a sufficient concentration of divalent salt (typically approximately 20 mM MgCl(2)), supercoiled DNA adopts a collapsed form where opposing segments of interwound regions present zones of lateral contact. However, under the same conditions the same plasmid without torsional stress does not collapse. The condensed molecules present coexisting open and collapsed plectonemic regions. Furthermore, simulations show that circular DNA in 50% methanol solutions with 20 mM MgCl(2) aggregates without the requirement of torsional energy. This confirms known experimental results. Finally, a simulated DNA molecule confined in a box of variable size also presents some local collapsed zones in 20 mM MgCl(2) above a critical concentration of the DNA. Conformational entropy reduction obtained either by supercoiling or by confinement seems thus to play a crucial role in all forms of condensation of DNA.