Cyclical Features of Uzawa-Lucas Endogenous Growth Model

This paper analyzes the cyclical properties of a generalized version of Uzawa-Lucas endogenous growth model. We study the dynamic features of different cyclical components of this model characterized by a variety of decomposition methods. The decomposition methods considered can be classified in two groups. On the one hand, we consider three statistical filters: the Hodrick-Prescott filter, the Baxter-King filter and Gonzalo-Granger decomposition. On the other hand, we use four model-based decomposition methods. The latter decomposition procedures share the property that the cyclical components obtained by these methods preserve the log-linear approximation of the Euler-equation restrictions imposed by the agent’s intertemporal optimization problem. The paper shows that both model dynamics and model performance substantially vary across decomposition methods. A parallel exercise is carried out with a standard real business cycle model. The results should help researchers to better understand the performance of Uzawa-Lucas model in relation to standard business cycle models under alternative definitions of the business cycle.

PICES-GLOBEC International Program on Climate Change and Carrying Capacity: Report of 2001 BASS/MODEL, MONITOR and REX Workshops, and the 2002 MODEL/REX Workshop

Table of Contents [pdf, 0.22 Mb] Executive Summary [pdf, 0.31 Mb] Report of the 2001 BASS/MODEL Workshop [pdf, 0.65 Mb] To review ecosystem models for the subarctic gyres Report of the 2001 MONITOR Workshop [pdf, 0.7 Mb] To review ecosystem models for the subarctic gyres Workshop presentations: Sonia D. Batten PICES Continuous Plankton Recorder pilot project Phillip R. Mundy GEM (Exxon Valdez Oil Spill Trustee Council`s "Gulf Ecosystem Monitoring" initiative) and U.S. GOOS plans in the North Pacific Ron McLaren and Brian O`Donnell A proposal for a North Pacific Action group of the international Data Buoy Cooperation Panel Gilberto Gaxiola-Castrol and Sila Najera-Martinez The Mexican oceanographic North Pacific program: IMECOCAL Sydney Levitus Building global ocean profile and plankton databases for scientific research Report of the 2001 REX Workshop [pdf, 1.73 Mb] On temporal variations in size-at-age for fish species in coastal areas around the Pacific Rim Workshop presentations: Brian J. Pyper, Randall M. Peterman, Michael F. Lapointe and Carl J. Walters [pdf, 0.33 Mb] Spatial patterns of covariation in size-at-age of British Columbia and Alaska sockeye salmon stocks and effects of abundance and ocean temperature R. Bruce MacFarlane, Steven Ralston, Chantell Royer and Elizabeth C. Norton [pdf, 0.4 Mb] Influences of the 1997-1998 El Niño and 1999 La Niña on juvenile Chinook salmon in the Gulf of the Farallones Olga S. Temnykh and Sergey L. Marchenko [pdf, 0.5 Mb] Variability of the pink salmon sizes in relation with abundance of Okhotsk Sea stocks Ludmila A. Chernoivanova, Alexander N. Vdoven and D.V. Antonenko [pdf, 0.3 Mb] The characteristic growth rate of herring in Peter the Great Bay (Japan/East Sea) Nikolay I. Naumenko [pdf, 0.5 Mb] Temporal variations in size-at-age of the western Bering Sea herring Evelyn D. Brown [pdf, 0.45 Mb] Effects of climate on Pacific herring, Clupea pallasii, in the northern Gulf of Alaska and Prince William Sound, Alaska Jake Schweigert, Fritz Funk, Ken Oda and Tom Moore [pdf, 0.6 Mb] Herring size-at-age variation in the North Pacific Ron W. Tanasichuk [pdf, 0.3 Mb] Implications of variation in euphausiid productivity for the growth, production and resilience of Pacific herring (Clupea pallasi) from the southwest coast of Vancouver Island Chikako Watanabe, Ahihiko Yatsu and Yoshiro Watanabe [pdf, 0.3 Mb] Changes in growth with fluctuation of chub mackerel abundance in the Pacific waters off central Japan from 1970 to 1997 Yoshiro Watanabe, Yoshiaki Hiyama, Chikako Watanabe and Shiro Takayana [pdf, 0.35 Mb] Inter-decadal fluctuations in length-at-age of Hokkaido-Sakhalin herring and Japanese sardine in the Sea of Japan Pavel A. Balykin and Alexander V. Buslov [pdf, 0.4 Mb] Long-term variability in length of walley pollock in the western Bering Sea and east Kamchtka Alexander A. Bonk [pdf, 0.4 Mb] Effect of population abundance increase on herring distribution in the western Bering Sea Sergey N. Tarasyuk [pdf, 0.4 Mb] Survival of yellowfin sole (Limanda aspera Pallas) in the northern part of the Tatar Strait (Sea of Japan) during the second half of the 20th century Report of the 2002 MODEL/REX Workshop [pdf, 1.2 Mb] To develop a marine ecosystem model of the North Pacific Ocean including pelagic fishes Summary and Overview [pdf, 0.4 Mb] Workshop presentations: Bernard A. Megrey, Kenny Rose, Francisco E. Werner, Robert A. Klumb and Douglas E. Hay [pdf, 0.47 Mb] A generalized fish bioenergetics/biomass model with an application to Pacific herring Robert A. Klumb [pdf, 0.34 Mb] Review of Clupeid biology with emphasis on energetics Douglas E. Hay [pdf, 0.47 Mb] Reflections of factors affecting size-at-age and strong year classes of herring in the North Pacific Shin-ichi Ito, Yutaka Kurita, Yoshioki Oozeki, Satoshi Suyama, Hiroya Sugisaki and Yongjin Tian [pdf, 0.34 Mb] Review for Pacific saury (Cololabis saira) study under the VENFISH project lexander V. Leonov and Gennady A. Kantakov [pdf, 0.34 Mb] Formalization of interactions between chemical and biological compartments in the mathematical model describing the transformation of nitrogen, phosphorus, silicon and carbon compounds Herring group report and model results [pdf, 0.34 Mb] Saury group report and model results [pdf, 0.46 Mb] Model experiments and hypotheses Recommendations [pdf, 0.4 Mb] Achievements and future steps Acknowledgements [pdf, 0.29 Mb] References [pdf, 0.32 Mb] Appendix 1. List of Participants [pdf, 0.32 Mb] Appendices 2-5. FORTRAN codes [pdf, 0.4 Mb] (Document pdf contains 182 pages)

A predictive model of the export behaviour of small and medium sized firms: an application to the case of Castilla-La Mancha

[EN] Based on an extensive theoretical review, the aim of this paper is to carry out a closer examination of the differences between exporters according to their commitment to the international market. Once the main disparities are identified by means of a non-parametric test, a logistic analysis based upon data collected from small and medium sized manufacturing firms is conducted in order to construct a classificatory model.

Sampling and learning the Mallows and Generalized Mallows models under the Cayley distance

[EN]The Mallows and Generalized Mallows models are compact yet powerful and natural ways of representing a probability distribution over the space of permutations. In this paper we deal with the problems of sampling and learning (estimating) such distributions when the metric on permutations is the Cayley distance. We propose new methods for both operations, whose performance is shown through several experiments. We also introduce novel procedures to count and randomly generate permutations at a given Cayley distance both with and without certain structural restrictions. An application in the field of biology is given to motivate the interest of this model.

Generalized modal identification of linear and nonlinear dynamic systems

This dissertation is concerned with the problem of determining the dynamic characteristics of complicated engineering systems and structures from the measurements made during dynamic tests or natural excitations. Particular attention is given to the identification and modeling of the behavior of structural dynamic systems in the nonlinear hysteretic response regime. Once a model for the system has been identified, it is intended to use this model to assess the condition of the system and to predict the response to future excitations.

A new identification methodology based upon a generalization of the method of modal identification for multi-degree-of-freedom dynaimcal systems subjected to base motion is developed. The situation considered herein is that in which only the base input and the response of a small number of degrees-of-freedom of the system are measured. In this method, called the generalized modal identification method, the response is separated into "modes" which are analogous to those of a linear system. Both parametric and nonparametric models can be employed to extract the unknown nature, hysteretic or nonhysteretic, of the generalized restoring force for each mode.

In this study, a simple four-term nonparametric model is used first to provide a nonhysteretic estimate of the nonlinear stiffness and energy dissipation behavior. To extract the hysteretic nature of nonlinear systems, a two-parameter distributed element model is then employed. This model exploits the results of the nonparametric identification as an initial estimate for the model parameters. This approach greatly improves the convergence of the subsequent optimization process.

The capability of the new method is verified using simulated response data from a three-degree-of-freedom system. The new method is also applied to the analysis of response data obtained from the U.S.-Japan cooperative pseudo-dynamic test of a full-scale six-story steel-frame structure.

The new system identification method described has been found to be both accurate and computationally efficient. It is believed that it will provide a useful tool for the analysis of structural response data.

Defining plausible migration rates based on historical tagging data: a Bayesian mark-recapture model applied to English sole (Parophrys vetulus)

A generalized Bayesian population dynamics model was developed for analysis of historical mark-recapture studies. The Bayesian approach builds upon existing maximum likelihood methods and is useful when substantial uncertainties exist in the data or little information is available about auxiliary parameters such as tag loss and reporting rates. Movement rates are obtained through Markov-chain Monte-Carlo (MCMC) simulation, which are suitable for use as input in subsequent stock assessment analysis. The mark-recapture model was applied to English sole (Parophrys vetulus) off the west coast of the United States and Canada and migration rates were estimated to be 2% per month to the north and 4% per month to the south. These posterior parameter distributions and the Bayesian framework for comparing hypotheses can guide fishery scientists in structuring the spatial and temporal complexity of future analyses of this kind. This approach could be easily generalized for application to other species and more data-rich fishery analyses.

An environmentally based growth model that uses finite difference calculus with maximum likelihood method: its application to the brackish water bivalve Corbicula japonica in Lake Abashiri, Japan

We present a growth analysis model that combines large amounts of environmental data with limited amounts of biological data and apply it to Corbicula japonica. The model uses the maximum-likelihood method with the Akaike information criterion, which provides an objective criterion for model selection. An adequate distribution for describing a single cohort is selected from available probability density functions, which are expressed by location and scale parameters. Daily relative increase rates of the location parameter are expressed by a multivariate logistic function with environmental factors for each day and categorical variables indicating animal ages as independent variables. Daily relative increase rates of the scale parameter are expressed by an equation describing the relationship with the daily relative increase rate of the location parameter. Corbicula japonica grows to a modal shell length of 0.7 mm during the first year in Lake Abashiri. Compared with the attain-able maximum size of about 30 mm, the growth of juveniles is extremely slow because their growth is less susceptible to environmental factors until the second winter. The extremely slow growth in Lake Abashiri could be a geographical genetic variation within C. japonica.

Towards identification of a general model of damping

Characterization of damping forces in a vibrating structure has long been an active area of research in structural dynamics. In spite of a large amount of research, understanding of damping mechanisms is not well developed. A major reason for this is that unlike inertia and stiffness forces it is not in general clear what are the state variables that govern the damping forces. The most common approach is to use `viscous damping' where the instantaneous generalized velocities are the only relevant state variables. However, viscous damping by no means the only damping model within the scope of linear analysis. Any model which makes the energy dissipation functional non-negative is a possible candidate for a valid damping model. This paper is devoted to develop methodologies for identification of such general damping models responsible for energy dissipation in a vibrating structure. The method uses experimentally identified complex modes and complex natural frequencies and does not a-priori assume any fixed damping model (eg., viscous damping) but seeks to determine parameters of a general damping model described by the so called `relaxation function'. The proposed method and several related issues are discussed by considering a numerical example of a linear array of damped spring-mass oscillators.

Generalized vector control for brushless doubly fed machines with nested-loop rotor

This paper presents a generalized vector control system for a generic brushless doubly fed (induction) machine (BDFM) with nested-loop type rotor. The generic BDFM consists of p1/p2 pole-pair stator windings and a nested-loop rotor with N number of loops per nest. The vector control system is derived based on the basic BDFM equation in the synchronous mode accompanied with an appropriate synchronization approach to the grid. An analysis is performed for the vector control system using the generic BDFM vector model. The analysis proves the efficacy of the proposed approach in BDFM electromagnetic torque and rotor flux control. In fact, in the proposed vector control system, the BDFM torque can be controlled very effectively promising a high-performance BDFM shaft speed control system. A closed-loop shaft speed control system is composed based on the presented vector control system whose performance is examined both in simulations and experiments. The results confirm the high performance of the proposed approach in BDFM shaft speed control as well as a very close agreement between the simulations and experiments. Tests are performed on a 180-frame prototype BDFM. © 2012 IEEE.

An organizing center in a planar model of neuronal excitability

This paper studies the excitability properties of a generalized FitzHugh-Nagumo model. The model differs from the classical FitzHugh-Nagumo model in that it accounts for the effect of cooperative gating variables such as activation of calcium currents. Excitability is explored by unfolding a pitchfork bifurcation that is shown to organize five different types of excitability. In addition to the three classical types of neuronal excitability, two novel types are described and distinctly associated to the presence of cooperative variables. © 2012 Society for Industrial and Applied Mathematics.

Generalized Viscoplastic Modeling of Debris Flow

Various concepts have been proposed or used in the development of rheological models for debris flow. The earliest model developed by Bagnold was based on the concept of the “dispersive” pressure generated by grain collisions. Bagnold’s concept appears to be theoretically sound, but his empirical model has been found to be inconsistent with most theoretical models developed from non-Newtonian fluid mechanics. Although the generality of Bagnold’s model is still at issue, debris-flow modelers in Japan have generally accepted Takahashi’s formulas derived from Bagnold’s model. Some efforts have recently been made by theoreticians in non-Newtonian fluid mechanics to modify or improve Bagnold’s concept or model. A viable rheological model should consist both of a rate-independent part and a rate-dependent part. A generalized viscoplastic fluid (GVF) model that has both parts as well as two major rheological properties (i.e., the normal stress effect and soil yield criterion) is shown to be sufficiently accurate, yet practical, for general use in debris-flow modeling. In fact, Bagnold’s model is found to be only a particular case of the GVF model. Analytical solutions for (steady) uniform debris flows in wide channels are obtained from the GVF model based on Bagnold’s simplified assumption of constant grain concentration.

Logistic Map耦合格子模型模拟环带

本论文采用Logistic Map耦合格子模型对高聚物中特有的环带球晶进行了模拟，所得到的模拟结果与实验结果吻合较好。同时，研究结果能够对实验制备环带球晶样品提供可靠的理论指导。 首先，我们对Logistic Map耦合格子模型及模型中的两个模拟参量μ和ε进行分析，同时结合实验中各种实验条件对聚合物结晶行为的影响，认为Logistic Map的动力学特征与聚合物结晶行为非常相似，并且参量μ与实验中的结晶温度相关，即随温度的升高而减小，而参量ε与实验中影响扩散的因素有关，即随温度的升高而增大、随分子量的增大而减小，并且随样品厚度的增大而增大。我们对模型的整个参数空间进行计算，得到了可以形成环带球晶形貌的参数范围，通过进一步研究发现环带图案的带宽随参量μ的增大而变窄，随参量ε的增大而变宽。上述研究结果与实验中带宽随实验条件的变化规律是一致的。 在得到环带图案的基础上，我们又进一步计算得到了靶状和螺旋状形貌的参量μ和ε的具体取值范围。通过改变μ和ε的参数取值，模拟了环带球晶形貌由靶状过渡到螺旋状的过程，即靶状图案的环带由外层向内层逐渐断裂成较短的条带结构，所有的条带结构呈现出以空间某处为中心团聚在一起的形貌；随后，这种“团聚”的形貌逐渐消失了，空间中小的条带结构的排列呈无序状态。随着参数的进一步变化，短的条带结构变成较长的带状结构，并且这些带状结构的边缘逐渐发生卷曲，最终形成了螺旋状图案。我们还考察了系统初值和耦合方式对上述图案的影响，结果发现，形成环带球晶的参数范围对系统初值没有明显的依赖性，然而靶状和螺旋状图案的分布受初值的影响较大。此外，发现只有采用交替耦合、并考虑长程耦合作用的Logistic Map耦合格子模型才可以得到环带球晶图案。 为了更好地与实验结果进行对比，我们利用Logistic Map耦合格子模型对二维空间中的几种受限体系进行了模拟。（一）对温度梯度场中的环带球晶进行模拟，发现环带球晶在低温处较易成核，向高温处生长，并且，高温处环带的带宽比低温处宽。（二）对格子宽度受限情况进行了模拟，发现随着受限方向的宽度越来越窄，球晶尺寸逐渐变小，相邻两个环带球晶碰撞产生的界线变短，三个相邻环带球晶所形成的界线的交汇点减少。（三）研究了受限边界上的成核作用对狭长格子中环带球晶的影响，结果发现，随着受限边界上成核点密度的不断增加，其形貌转变分为三个不同阶段：①当成核密度稍有增大时，环带球晶数量增加，直径变小；②继续增大边界成核密度，使得大量晶层从受限边界向格子内生长，导致环带球晶的数量减少，直径也减小；③当成核点增加到一定程度时，整个空间中只有极少数由格子内部成核生长且直径非常小的环带球晶，而占主导地位的是由成核点垂直于受限边界生长出的穿透晶层。这些模拟结果均与实验结果相符合。 我们将Logistic Map耦合映象格子模型发展到三维空间格子中，得到了与环带球晶形貌一致的图案，并且其带宽随模拟参量μ的增大而变窄，随ε的增大而变宽。这一规律性结果与二维正方格子的模拟结果是一致的。这一部分的研究结果还表明，边界条件和格子尺寸对模拟结果有显著的影响，周期性边界条件导致在小体积立方格子中只能得到靶状图案；而当格子尺寸很大时，可以得到螺旋状环带球晶的图案。最后，通过调节垂直于薄膜平面方向上的格子数来研究薄膜厚度对环带图案带宽的影响，发现环带的带宽随厚度的增加而变宽，这与实验中环带球晶的带宽随样品厚度的增加而变大的结论是一致的。

Improvement of a Fission-Like Model for Nuclear alpha Decay

The alpha decay constant is the product of the penetrability P and assault frequency nu(0) in the fission-like model. An effective assault frequency P-nu replacing the previous assault frequency nu(0) is introduced for improvement of a fission-like model named the generalized liquid drop model (GLDM) to describe the nuclear alpha decay process more accurately. Two analytical formulae are proposed for the effective assault frequency due to experimental data within the GLDM. The improved model can be used to give accurate calculations for alpha decay half-lives.

Supervised Gaussian Process Latent Variable Model for Dimensionality Reduction

The Gaussian process latent variable model (GP-LVM) has been identified to be an effective probabilistic approach for dimensionality reduction because it can obtain a low-dimensional manifold of a data set in an unsupervised fashion. Consequently, the GP-LVM is insufficient for supervised learning tasks (e. g., classification and regression) because it ignores the class label information for dimensionality reduction. In this paper, a supervised GP-LVM is developed for supervised learning tasks, and the maximum a posteriori algorithm is introduced to estimate positions of all samples in the latent variable space. We present experimental evidences suggesting that the supervised GP-LVM is able to use the class label information effectively, and thus, it outperforms the GP-LVM and the discriminative extension of the GP-LVM consistently. The comparison with some supervised classification methods, such as Gaussian process classification and support vector machines, is also given to illustrate the advantage of the proposed method.

A Computational Model of Skill Acquisition

This thesis confronts the nature of the process of learning an intellectual skill, the ability to solve problems efficiently in a particular domain of discourse. The investigation is synthetic; a computational performance model, HACKER, is displayed. Hacker is a computer problem-solving system whose performance improves with practice. HACKER maintains performance knowledge as a library of procedures indexed by descriptions of the problem types for which the procedures are appropriate. When applied to a problem, HACKER tries to use a procedure from this "Answer Library". If no procedure is found to be applicable, HACKER writes one using more general knowledge of the problem domain and of programming techniques. This new program may be generalized and added to the Answer Library.