Solving heterogeneous-agent models by projection and perturbation

The paper proposes a numerical solution method for general equilibrium models with a continuum of heterogeneous agents, which combines elements of projection and of perturbation methods. The basic idea is to solve first for the stationary solutionof the model, without aggregate shocks but with fully specified idiosyncratic shocks. Afterwards one computes a first-order perturbation of the solution in the aggregate shocks. This approach allows to include a high-dimensional representation of the cross-sectional distribution in the state vector. The method is applied to a model of household saving with uninsurable income risk and liquidity constraints. The model includes not only productivity shocks, but also shocks to redistributive taxation, which cause substantial short-run variation in the cross-sectional distribution of wealth. If those shocks are operative, it is shown that a solution method based on very few statistics of the distribution is not suitable, while the proposed method can solve the model with high accuracy, at least for the case of small aggregate shocks. Techniques are discussed to reduce the dimension of the state space such that higher order perturbations are feasible.Matlab programs to solve the model can be downloaded.

Evolution in heterogeneous populations: from migration models to fixation probabilities.

Although dispersal is recognized as a key issue in several fields of population biology (such as behavioral ecology, population genetics, metapopulation dynamics or evolutionary modeling), these disciplines focus on different aspects of the concept and often make different implicit assumptions regarding migration models. Using simulations, we investigate how such assumptions translate into effective gene flow and fixation probability of selected alleles. Assumptions regarding migration type (e.g. source-sink, resident pre-emption, or balanced dispersal) and patterns (e.g. stepping-stone versus island dispersal) have large impacts when demes differ in sizes or selective pressures. The effects of fragmentation, as well as the spatial localization of newly arising mutations, also strongly depend on migration type and patterns. Migration rate also matters: depending on the migration type, fixation probabilities at an intermediate migration rate may lie outside the range defined by the low- and high-migration limits when demes differ in sizes. Given the extreme sensitivity of fixation probability to characteristics of dispersal, we underline the importance of making explicit (and documenting empirically) the crucial ecological/ behavioral assumptions underlying migration models.

Solving a concrete sleepers production scheduling by genetic algorithms

PRECON S.A is a manufacturing company dedicated to produce prefabricatedconcrete parts to several industries as rail transportation andagricultural industries.Recently, PRECON signed a contract with RENFE,the Spanish Nnational Rail Transportation Company to manufacturepre-stressed concrete sleepers for siding of the new railways of the highspeed train AVE. The scheduling problem associated with the manufacturingprocess of the sleepers is very complex since it involves severalconstraints and objectives. The constraints are related with productioncapacity, the quantity of available moulds, satisfying demand and otheroperational constraints. The two main objectives are related withmaximizing the usage of the manufacturing resources and minimizing themoulds movements. We developed a deterministic crowding genetic algorithmfor this multiobjective problem. The algorithm has proved to be a powerfuland flexible tool to solve the large-scale instance of this complex realscheduling problem.

Learning and adaptation in physical heterogeneous teams of robots

In this paper we present a novel approach to assigning roles to robots in a team of physical heterogeneous robots. Its members compete for these roles and get rewards for them. The rewards are used to determine each agent’s preferences and which agents are better adapted to the environment. These aspects are included in the decision making process. Agent interactions are modelled using the concept of an ecosystem in which each robot is a species, resulting in emergent behaviour of the whole set of agents. One of the most important features of this approach is its high adaptability. Unlike some other learning techniques, this approach does not need to start a whole exploitation process when the environment changes. All this is exemplified by means of experiments run on a simulator. In addition, the algorithm developed was applied as applied to several teams of robots in order to analyse the impact of heterogeneity in these systems

Comparing Random-based and k-Anonymity-Based Algorithms for Graph Anonymization

Recently, several anonymization algorithms have appeared for privacy preservation on graphs. Some of them are based on random-ization techniques and on k-anonymity concepts. We can use both of them to obtain an anonymized graph with a given k-anonymity value. In this paper we compare algorithms based on both techniques in orderto obtain an anonymized graph with a desired k-anonymity value. We want to analyze the complexity of these methods to generate anonymized graphs and the quality of the resulting graphs.

High specificity of line-immunoassay based algorithms for recent HIV-1 infection independent of viral subtype and stage of disease.

ABSTRACT: BACKGROUND: Serologic testing algorithms for recent HIV seroconversion (STARHS) provide important information for HIV surveillance. We have shown that a patient's antibody reaction in a confirmatory line immunoassay (INNO-LIATM HIV I/II Score, Innogenetics) provides information on the duration of infection. Here, we sought to further investigate the diagnostic specificity of various Inno-Lia algorithms and to identify factors affecting it. METHODS: Plasma samples of 714 selected patients of the Swiss HIV Cohort Study infected for longer than 12 months and representing all viral clades and stages of chronic HIV-1 infection were tested blindly by Inno-Lia and classified as either incident (up to 12 m) or older infection by 24 different algorithms. Of the total, 524 patients received HAART, 308 had HIV-1 RNA below 50 copies/mL, and 620 were infected by a HIV-1 non-B clade. Using logistic regression analysis we evaluated factors that might affect the specificity of these algorithms. RESULTS: HIV-1 RNA <50 copies/mL was associated with significantly lower reactivity to all five HIV-1 antigens of the Inno-Lia and impaired specificity of most algorithms. Among 412 patients either untreated or with HIV-1 RNA ≥50 copies/mL despite HAART, the median specificity of the algorithms was 96.5% (range 92.0-100%). The only factor that significantly promoted false-incident results in this group was age, with false-incident results increasing by a few percent per additional year. HIV-1 clade, HIV-1 RNA, CD4 percentage, sex, disease stage, and testing modalities exhibited no significance. Results were similar among 190 untreated patients. CONCLUSIONS: The specificity of most Inno-Lia algorithms was high and not affected by HIV-1 variability, advanced disease and other factors promoting false-recent results in other STARHS. Specificity should be good in any group of untreated HIV-1 patients.

Heterogeneous discounting in consumption-investment problems. Time consistent solutions

[cat] En aquest treball s'analitza un model estocàstic en temps continu en el que l'agent decisor descompta les utilitats instantànies i la funció final amb taxes de preferència temporal constants però diferents. En aquest context es poden modelitzar problemes en els quals, quan el temps s'acosta al moment final, la valoració de la funció final incrementa en comparació amb les utilitats instantànies. Aquest tipus d'asimetria no es pot descriure ni amb un descompte estàndard ni amb un variable. Per tal d'obtenir solucions consistents temporalment es deriva l'equació de programació dinàmica estocàstica, les solucions de la qual són equilibris Markovians. Per a aquest tipus de preferències temporals, s'estudia el model clàssic de consum i inversió (Merton, 1971) per a les funcions d'utilitat del tipus CRRA i CARA, comparant els equilibris Markovians amb les solucions inconsistents temporalment. Finalment es discuteix la introducció del temps final aleatori.

Endoleak and in-stent thrombus detection with CT angiography in a thoracic aortic aneurysm phantom at different tube energies using filtered back projection and iterative algorithms.

PURPOSE: To determine the lower limit of dose reduction with hybrid and fully iterative reconstruction algorithms in detection of endoleaks and in-stent thrombus of thoracic aorta with computed tomographic (CT) angiography by applying protocols with different tube energies and automated tube current modulation. MATERIALS AND METHODS: The calcification insert of an anthropomorphic cardiac phantom was replaced with an aortic aneurysm model containing a stent, simulated endoleaks, and an intraluminal thrombus. CT was performed at tube energies of 120, 100, and 80 kVp with incrementally increasing noise indexes (NIs) of 16, 25, 34, 43, 52, 61, and 70 and a 2.5-mm section thickness. NI directly controls radiation exposure; a higher NI allows for greater image noise and decreases radiation. Images were reconstructed with filtered back projection (FBP) and hybrid and fully iterative algorithms. Five radiologists independently analyzed lesion conspicuity to assess sensitivity and specificity. Mean attenuation (in Hounsfield units) and standard deviation were measured in the aorta to calculate signal-to-noise ratio (SNR). Attenuation and SNR of different protocols and algorithms were analyzed with analysis of variance or Welch test depending on data distribution. RESULTS: Both sensitivity and specificity were 100% for simulated lesions on images with 2.5-mm section thickness and an NI of 25 (3.45 mGy), 34 (1.83 mGy), or 43 (1.16 mGy) at 120 kVp; an NI of 34 (1.98 mGy), 43 (1.23 mGy), or 61 (0.61 mGy) at 100 kVp; and an NI of 43 (1.46 mGy) or 70 (0.54 mGy) at 80 kVp. SNR values showed similar results. With the fully iterative algorithm, mean attenuation of the aorta decreased significantly in reduced-dose protocols in comparison with control protocols at 100 kVp (311 HU at 16 NI vs 290 HU at 70 NI, P ≤ .0011) and 80 kVp (400 HU at 16 NI vs 369 HU at 70 NI, P ≤ .0007). CONCLUSION: Endoleaks and in-stent thrombus of thoracic aorta were detectable to 1.46 mGy (80 kVp) with FBP, 1.23 mGy (100 kVp) with the hybrid algorithm, and 0.54 mGy (80 kVp) with the fully iterative algorithm.

Accurate and efficient simulation of multiphase flow in a heterogeneous reservoir by using error estimate and control in the multiscale finite-volume framework

The multiscale finite-volume (MSFV) method is designed to reduce the computational cost of elliptic and parabolic problems with highly heterogeneous anisotropic coefficients. The reduction is achieved by splitting the original global problem into a set of local problems (with approximate local boundary conditions) coupled by a coarse global problem. It has been shown recently that the numerical errors in MSFV results can be reduced systematically with an iterative procedure that provides a conservative velocity field after any iteration step. The iterative MSFV (i-MSFV) method can be obtained with an improved (smoothed) multiscale solution to enhance the localization conditions, with a Krylov subspace method [e.g., the generalized-minimal-residual (GMRES) algorithm] preconditioned by the MSFV system, or with a combination of both. In a multiphase-flow system, a balance between accuracy and computational efficiency should be achieved by finding a minimum number of i-MSFV iterations (on pressure), which is necessary to achieve the desired accuracy in the saturation solution. In this work, we extend the i-MSFV method to sequential implicit simulation of time-dependent problems. To control the error of the coupled saturation/pressure system, we analyze the transport error caused by an approximate velocity field. We then propose an error-control strategy on the basis of the residual of the pressure equation. At the beginning of simulation, the pressure solution is iterated until a specified accuracy is achieved. To minimize the number of iterations in a multiphase-flow problem, the solution at the previous timestep is used to improve the localization assumption at the current timestep. Additional iterations are used only when the residual becomes larger than a specified threshold value. Numerical results show that only a few iterations on average are necessary to improve the MSFV results significantly, even for very challenging problems. Therefore, the proposed adaptive strategy yields efficient and accurate simulation of multiphase flow in heterogeneous porous media.

Contribution of Topography and Incident Solar Radiation to Variation of Soil and Plant Litter at an Area with Heterogeneous Terrain

Natural processes that determine soil and plant litter properties are controlled by multiple factors. However, little attention has been given to distinguishing the effects of environmental factors from the effects of spatial structure of the area on the distribution of soil and litter properties in tropical ecosystems covering heterogeneous topographies. The aim of this study was to assess patterns of soil and litter variation in a tropical area that intercepts different levels of solar radiation throughout the year since its topography has slopes predominantly facing opposing geographic directions. Soil data (pH, C, N, P, H+Al, Ca, Mg, K, Al, Na, sand, and silt) and plant litter data (N, K, Ca, P, and Mg) were gathered together with the geographic coordinates (to model the spatial structure) of 40 sampling units established at two sites composed of slopes predominantly facing northwest and southeast (20 units each). Soil and litter chemical properties varied more among slopes within similar geographic orientations than between the slopes facing opposing directions. Both the incident solar radiation and the spatial structure of the area were relevant in explaining the patterns detected in variation of soil and plant litter. Individual contributions of incident solar radiation to explain the variation in the properties evaluated suggested that this and other environmental factors may play a particularly relevant role in determining soil and plant litter distribution in tropical areas with heterogeneous topography. Furthermore, this study corroborates that the spatial structure of the area also plays an important role in the distribution of soil and litter within this type of landscape, which appears to be consistent with the action of water movement mechanisms in such areas.

Adaptive diversity in heterogeneous environments for populations regulated by a mixture of soft and hard selection

The stable co-existence of two haploid genotypes or two species is studied in a spatially heterogeneous environment submitted to a mixture of soft selection (within-patch regulation) and hard selection (outside-patch regulation) and where two kinds of resource are available. This is analysed both at an ecological time-scale (short term) and at an evolutionary time-scale (long term). At an ecological scale, we show that co-existence is very unlikely if the two competitors are symmetrical specialists exploiting different resources. In this case, the most favourable conditions are met when the two resources are equally available, a situation that should favour generalists at an evolutionary scale. Alternatively, low within-patch density dependence (soft selection) enhances the co-existence between two slightly different specialists of the most available resource. This results from the opposing forces that are acting in hard and soft regulation modes. In the case of unbalanced accessibility to the two resources, hard selection favours the most specialized genotype, whereas soft selection strongly favours the less specialized one. Our results suggest that competition for different resources may be difficult to demonstrate in the wild even when it is a key factor in the maintenance of adaptive diversity. At an evolutionary scale, a monomorphic invasive evolutionarily stable strategy (ESS) always exists. When a linear trade-off exists between survival in one habitat versus that in another, this ESS lies between an absolute adjustment of survival to niche size (for mainly soft-regulated populations) and absolute survival (specialization) in a single niche (for mainly hard-regulated populations). This suggests that environments in agreement with the assumptions of such models should lead to an absence of adaptive variation in the long term.

Adaptive colour polymorphism of Acrida ungarica H. (Orthoptera: Acrididae) in a spatially heterogeneous environment

Intra-specific colour polymorphism provides a cryptic camouflage from predators in heterogeneous habitats. The orthoptera species, Acrida ungarica (Herbst, 1786) possess two well-distinguished colour morphs: brown and green and displays several disruptive colouration patterns within each morph to improve the crypsis. This study focused on how the features of the background environment relate to the proportion of the two morphs and to the intensity of disruptive colouration patterns in A. ungarica. As the two sexes are very distinct with respect to mass and length, we also distinctively tested the relationship for each sex. In accordance with the background matching hypothesis, we found that, for both sexes, the brown morph was in higher proportion at sites with a brown-dominant environment, and green morphs were in higher proportion in green-dominant environments. Globally, individuals in drier sites and in the drier year also had more intense disruptive colouration patterns, and brown morphs and females were also more striped. Colour patterns differed largely between populations and were significantly correlated with relevant environmental features. Even if A. ungarica is a polymorphic specialist, disruptive colouration still appears to provide strong benefits, particularly in some habitats. Moreover, because females are larger, they are less able to flee, which might explain the difference between sexes

Heterogeneous discounting in consumption-investment problems. Time consistent solutions

[cat] En aquest treball s'analitza un model estocàstic en temps continu en el que l'agent decisor descompta les utilitats instantànies i la funció final amb taxes de preferència temporal constants però diferents. En aquest context es poden modelitzar problemes en els quals, quan el temps s'acosta al moment final, la valoració de la funció final incrementa en comparació amb les utilitats instantànies. Aquest tipus d'asimetria no es pot descriure ni amb un descompte estàndard ni amb un variable. Per tal d'obtenir solucions consistents temporalment es deriva l'equació de programació dinàmica estocàstica, les solucions de la qual són equilibris Markovians. Per a aquest tipus de preferències temporals, s'estudia el model clàssic de consum i inversió (Merton, 1971) per a les funcions d'utilitat del tipus CRRA i CARA, comparant els equilibris Markovians amb les solucions inconsistents temporalment. Finalment es discuteix la introducció del temps final aleatori.

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.

Characterization of surface functional groups present on laboratory-generated and ambient aerosol particles by means of heterogeneous titration reactions

A Knudsen flow reactor has been used to quantify surface functional groups on aerosols collected in the field. This technique is based on a heterogeneous titration reaction between a probe gas and a specific functional group on the particle surface. In the first part of this work, the reactivity of different probe gases on laboratory-generated aerosols (limonene SOA, Pb(NO3)2, Cd(NO3)2) and diesel reference soot (SRM 2975) has been studied. Five probe gases have been selected for the quantitative determination of important functional groups: N(CH3)3 (for the titration of acidic sites), NH2OH (for carbonyl functions), CF3COOH and HCl (for basic sites of different strength), and O3 (for oxidizable groups). The second part describes a field campaign that has been undertaken in several bus depots in Switzerland, where ambient fine and ultrafine particles were collected on suitable filters and quantitatively investigated using the Knudsen flow reactor. Results point to important differences in the surface reactivity of ambient particles, depending on the sampling site and season. The particle surface appears to be multi-functional, with the simultaneous presence of antagonistic functional groups which do not undergo internal chemical reactions, such as acid-base neutralization. Results also indicate that the surface of ambient particles was characterized by a high density of carbonyl functions (reactivity towards NH2OH probe in the range 0.26-6 formal molecular monolayers) and a low density of acidic sites (reactivity towards N(CH3)3 probe in the range 0.01-0.20 formal molecular monolayer). Kinetic parameters point to fast redox reactions (uptake coefficient ?0>10-3 for O3 probe) and slow acid-base reactions (?0<10-4 for N(CH3)3 probe) on the particle surface. [Authors]