Estimating variable returns to scale production frontiers with alternative stochastic assumptions

Two stochastic production frontier models are formulated within the generalized production function framework popularized by Zellner and Revankar (Rev. Econ. Stud. 36 (1969) 241) and Zellner and Ryu (J. Appl. Econometrics 13 (1998) 101). This framework is convenient for parsimonious modeling of a production function with returns to scale specified as a function of output. Two alternatives for introducing the stochastic inefficiency term and the stochastic error are considered. In the first the errors are added to an equation of the form h(log y, theta) = log f (x, beta) where y denotes output, x is a vector of inputs and (theta, beta) are parameters. In the second the equation h(log y,theta) = log f(x, beta) is solved for log y to yield a solution of the form log y = g[theta, log f(x, beta)] and the errors are added to this equation. The latter alternative is novel, but it is needed to preserve the usual definition of firm efficiency. The two alternative stochastic assumptions are considered in conjunction with two returns to scale functions, making a total of four models that are considered. A Bayesian framework for estimating all four models is described. The techniques are applied to USDA state-level data on agricultural output and four inputs. Posterior distributions for all parameters, for firm efficiencies and for the efficiency rankings of firms are obtained. The sensitivity of the results to the returns to scale specification and to the stochastic specification is examined. (c) 2004 Elsevier B.V. All rights reserved.

Estimating conditional volatility with neural networks

It is well known that one of the obstacles to effective forecasting of exchange rates is heteroscedasticity (non-stationary conditional variance). The autoregressive conditional heteroscedastic (ARCH) model and its variants have been used to estimate a time dependent variance for many financial time series. However, such models are essentially linear in form and we can ask whether a non-linear model for variance can improve results just as non-linear models (such as neural networks) for the mean have done. In this paper we consider two neural network models for variance estimation. Mixture Density Networks (Bishop 1994, Nix and Weigend 1994) combine a Multi-Layer Perceptron (MLP) and a mixture model to estimate the conditional data density. They are trained using a maximum likelihood approach. However, it is known that maximum likelihood estimates are biased and lead to a systematic under-estimate of variance. More recently, a Bayesian approach to parameter estimation has been developed (Bishop and Qazaz 1996) that shows promise in removing the maximum likelihood bias. However, up to now, this model has not been used for time series prediction. Here we compare these algorithms with two other models to provide benchmark results: a linear model (from the ARIMA family), and a conventional neural network trained with a sum-of-squares error function (which estimates the conditional mean of the time series with a constant variance noise model). This comparison is carried out on daily exchange rate data for five currencies.

Interocular masking and summation indicate two stages of divisive contrast gain control

Our understanding of early spatial vision owes much to contrast masking and summation paradigms. In particular, the deep region of facilitation at low mask contrasts is thought to indicate a rapidly accelerating contrast transducer (eg a square-law or greater). In experiment 1, we tapped an early stage of this process by measuring monocular and binocular thresholds for patches of 1 cycle deg-1 sine-wave grating. Threshold ratios were around 1.7, implying a nearly linear transducer with an exponent around 1.3. With this form of transducer, two previous models (Legge, 1984 Vision Research 24 385 - 394; Meese et al, 2004 Perception 33 Supplement, 41) failed to fit the monocular, binocular, and dichoptic masking functions measured in experiment 2. However, a new model with two-stages of divisive gain control fits the data very well. Stage 1 incorporates nearly linear monocular transducers (to account for the high level of binocular summation and slight dichoptic facilitation), and monocular and interocular suppression (to fit the profound 42 Oral presentations: Spatial vision Thursday dichoptic masking). Stage 2 incorporates steeply accelerating transduction (to fit the deep regions of monocular and binocular facilitation), and binocular summation and suppression (to fit the monocular and binocular masking). With all model parameters fixed from the discrimination thresholds, we examined the slopes of the psychometric functions. The monocular and binocular slopes were steep (Weibull ߘ3-4) at very low mask contrasts and shallow (ߘ1.2) at all higher contrasts, as predicted by all three models. The dichoptic slopes were steep (ߘ3-4) at very low contrasts, and very steep (ß>5.5) at high contrasts (confirming Meese et al, loco cit.). A crucial new result was that intermediate dichoptic mask contrasts produced shallow slopes (ߘ2). Only the two-stage model predicted the observed pattern of slope variation, so providing good empirical support for a two-stage process of binocular contrast transduction. [Supported by EPSRC GR/S74515/01]

Semi-analytical Q parameter estimate in linear and nonlinear transmission systems

We compare the Q parameter obtained from the semi-analytical model with scalar and vector models for two realistic transmission systems. First a linear system with a compensated dispersion map and second a soliton transmission system.

Developments and extensions of Roth's method of double Fourier series with applications to the solution of electromagnetic field problems

The first part of the thesis compares Roth's method with other methods, in particular the method of separation of variables and the finite cosine transform method, for solving certain elliptic partial differential equations arising in practice. In particular we consider the solution of steady state problems associated with insulated conductors in rectangular slots. Roth's method has two main disadvantages namely the slow rate of con­vergence of the double Fourier series and the restrictive form of the allowable boundary conditions. A combined Roth-separation of variables method is derived to remove the restrictions on the form of the boundary conditions and various Chebyshev approximations are used to try to improve the rate of convergence of the series. All the techniques are then applied to the Neumann problem arising from balanced rectangular windings in a transformer window. Roth's method is then extended to deal with problems other than those resulting from static fields. First we consider a rectangular insulated conductor in a rectangular slot when the current is varying sinusoidally with time. An approximate method is also developed and compared with the exact method.The approximation is then used to consider the problem of an insulated conductor in a slot facing an air gap. We also consider the exact method applied to the determination of the eddy-current loss produced in an isolated rectangular conductor by a transverse magnetic field varying sinusoidally with time. The results obtained using Roth's method are critically compared with those obtained by other authors using different methods. The final part of the thesis investigates further the application of Chebyshdev methods to the solution of elliptic partial differential equations; an area where Chebyshev approximations have rarely been used. A poisson equation with a polynomial term is treated first followed by a slot problem in cylindrical geometry.

On an indirect integral equation approach for stationary heat transfer in semi-infinite layered domains in R3 with cavities

Regions containing internal boundaries such as composite materials arise in many applications.We consider a situation of a layered domain in IR3 containing a nite number of bounded cavities. The model is stationary heat transfer given by the Laplace equation with piecewise constant conductivity. The heat ux (a Neumann condition) is imposed on the bottom of the layered region and various boundary conditions are imposed on the cavities. The usual transmission (interface) conditions are satised at the interface layer, that is continuity of the solution and its normal derivative. To eciently calculate the stationary temperature eld in the semi-innite region, we employ a Green's matrix technique and reduce the problem to boundary integral equations (weakly singular) over the bounded surfaces of the cavities. For the numerical solution of these integral equations, we use Wienert's approach [20]. Assuming that each cavity is homeomorphic with the unit sphere, a fully discrete projection method with super-algebraic convergence order is proposed. A proof of an error estimate for the approximation is given as well. Numerical examples are presented that further highlights the eciency and accuracy of the proposed method.

Computer methods for the heat conduction equation

The merits of various numerical methods for the solution of the one and two dimensional heat conduction equation with a radiation boundary condition have been examined from a practical standpoint in order to determine accuracies and efficiencies. It is found that the use of five increments to approximate the space derivatives gives sufficiently accurate results provided the time step is not too large; further, the implicit backward difference method of Liebmann (27) is found to be the most accurate method. On this basis, a new implicit method is proposed for the solution of the three-dimensional heat conduction equation with radiation boundary conditions. The accuracies of the integral and analogue computer methods are also investigated.

Tale of two studies:challenges in field research with low-literacy adult learners in a developed country

Efforts to address the problems of literacy are often focused on developing countries. However, functional illiteracy is a challenge encountered by up to 50% of adults in developed countries. In this paper we reflect on the challenges we faced in trying to design and study the use of a mobile application to support adult literacy with two user groups: adults enrolled in literacy classes and carpenters without a high school education enrolled in an essential skills program. We also elaborate on aspects of the evaluations that are specific to a marginalized, functionally illiterate, group in a developed country - aspects that are less frequently present in similar studies of mobile literacy support technologies in developing countries. We conclude with presenting the lessons learnt from our evaluations and the impact of the studies' specific challenges on the outcome and uptake of such mobile assistive technologies in providing practical support to low-literacy adults in conjunction with literacy and essential skills training.

Numerical Approximation of a Fractional-In-Space Diffusion Equation, I

2000 Mathematics Subject Classification: 26A33 (primary), 35S15 (secondary)

Accurate WKB Approximation for a 1D Problem with Low Regularity

2000 Mathematics Subject Classification: 34L40, 65L10, 65Z05, 81Q20.

Investigation and modelling of tremor reducer with the technology of targeted energy transfer

This thesis presents the study of a two-degree-of-freedom (2 DOF) nonlinear system consisting of two grounded linear oscillators coupled to two separate light weight nonlinear energy sinks of an essentially nonlinear stiffness. In this thesis, Targeted Energy Transfer (TET) and NES concept are introduced. Previous studies and research of Energy pumping and NES are presented. The characters in nonlinear energy pumping have been introduced at the start of the thesis. For the aim to design the application of a tremor reduction assessment device, the knowledge of tremor reduction has also been mentioned. Two main parties have been presented in the research: dynamical theoretic method of nonlinear energy pumping study and experiments of nonlinear vibration reduction model. In this thesis, nonlinear energy sink (NES) has been studied and used as a core attachment for the research. A new theoretic method of nonlinear vibration reduction which with two NESs has been attached to a primary system has been designed and tested with the technology of targeted energy transfer. Series connection and parallel connection structure systems have been designed to run the tests. Genetic algorithm has been used and presented in the thesis for searching the fit components. One more experiment has been tested with the final components. The results have been compared to find out most efficiency structure and components for the theoretic model. A tremor reduction experiment has been designed and presented in the thesis. The experiment is for designing an application for reducing human body tremor. By using the theoretic method earlier, the experiment has been designed and tested with a tremor reduction model. The experiment includes several tests, one single NES attached system and two NESs attached systems with different structures. The results of theoretic models and experiment models have been compared. The discussion has been made in the end. At the end of the thesis, some further work has been considered to designing the device of the tremor reduction.

Implementação de conversor de polarização linear-circular para antenas de microfita usando metasuperfícies

This work aims to propose a new model of metasurface with simplified basic cell, able to convert linearly polarized signals generated by planar antenna array in circularly polarized signals, for the ISM frequency band (2.45 GHz), with good bandwidth of return loss and axial ratio. To study the behavior of the proposed structure, the metasurface is coupled to three different structures. First, initial tests are made with the metasurface coupled to a microstrip antenna in its simple configuration. Then the metasurface is coupled to an array with two elements of patch type. And later it is coupled to an optimized array, that uses a stub in its main feed, to get a better impedance matching. The structures are analyzed numerically through Ansoft HFSS™, and to validate these results, the structures are characterized experimentally. The characteristics of transmissions simulated and measures are presented. A good agreement between simulated and measured results was obtained. The structure proposed here has the advantage of meeting the desired characteristics, with a simple geometry to be built using a low-cost substrate (FR-4).

Implementação de conversor de polarização linear-circular para antenas de microfita usando metasuperfícies

This work aims to propose a new model of metasurface with simplified basic cell, able to convert linearly polarized signals generated by planar antenna array in circularly polarized signals, for the ISM frequency band (2.45 GHz), with good bandwidth of return loss and axial ratio. To study the behavior of the proposed structure, the metasurface is coupled to three different structures. First, initial tests are made with the metasurface coupled to a microstrip antenna in its simple configuration. Then the metasurface is coupled to an array with two elements of patch type. And later it is coupled to an optimized array, that uses a stub in its main feed, to get a better impedance matching. The structures are analyzed numerically through Ansoft HFSS™, and to validate these results, the structures are characterized experimentally. The characteristics of transmissions simulated and measures are presented. A good agreement between simulated and measured results was obtained. The structure proposed here has the advantage of meeting the desired characteristics, with a simple geometry to be built using a low-cost substrate (FR-4).

Coal-fired Power Plants with Flexible Amine-based CCS and Co-located Wind Power: Environmental, Economic and Reliability Outcomes

Carbon Capture and Storage (CCS) technologies provide a means to significantly reduce carbon emissions from the existing fleet of fossil-fired plants, and hence can facilitate a gradual transition from conventional to more sustainable sources of electric power. This is especially relevant for coal plants that have a CO2 emission rate that is roughly two times higher than that of natural gas plants. Of the different kinds of CCS technology available, post-combustion amine based CCS is the best developed and hence more suitable for retrofitting an existing coal plant. The high costs from operating CCS could be reduced by enabling flexible operation through amine storage or allowing partial capture of CO2 during high electricity prices. This flexibility is also found to improve the power plant’s ramp capability, enabling it to offset the intermittency of renewable power sources. This thesis proposes a solution to problems associated with two promising technologies for decarbonizing the electric power system: the high costs of the energy penalty of CCS, and the intermittency and non-dispatchability of wind power. It explores the economic and technical feasibility of a hybrid system consisting of a coal plant retrofitted with a post-combustion-amine based CCS system equipped with the option to perform partial capture or amine storage, and a co-located wind farm. A techno-economic assessment of the performance of the hybrid system is carried out both from the perspective of the stakeholders (utility owners, investors, etc.) as well as that of the power system operator.

In order to perform the assessment from the perspective of the facility owners (e.g., electric power utilities, independent power producers), an optimal design and operating strategy of the hybrid system is determined for both the amine storage and partial capture configurations. A linear optimization model is developed to determine the optimal component sizes for the hybrid system and capture rates while meeting constraints on annual average emission targets of CO2, and variability of the combined power output. Results indicate that there are economic benefits of flexible operation relative to conventional CCS, and demonstrate that the hybrid system could operate as an energy storage system: providing an effective pathway for wind power integration as well as a mechanism to mute the variability of intermittent wind power.

In order to assess the performance of the hybrid system from the perspective of the system operator, a modified Unit Commitment/ Economic Dispatch model is built to consider and represent the techno-economic aspects of operation of the hybrid system within a power grid. The hybrid system is found to be effective in helping the power system meet an average CO2 emissions limit equivalent to the CO2 emission rate of a state-of-the-art natural gas plant, and to reduce power system operation costs and number of instances and magnitude of energy and reserve scarcity.

Experimental Study of Storage Ring Free-Electron Laser with Novel Capabilities

The Duke Free-electron laser (FEL) system, driven by the Duke electron storage ring, has been at the forefront of developing new light source capabilities over the past two decades. In 1999, the Duke FEL demonstrated the first lasing of a storage ring FEL in the vacuum ultraviolet (VUV) region at $194$ nm using two planar OK-4 undulators. With two helical undulators added to the outboard sides of the planar undulators, in 2005 the highest FEL gain ($47.8\%$) of a storage ring FEL was achieved using the Duke FEL system with a four-undulator configuration. In addition, the Duke FEL has been used as the photon source to drive the High Intensity $\gamma$-ray Source (HIGS) via Compton scattering of the FEL beam and electron beam inside the FEL cavity. Taking advantage of FEL's wavelength tunability as well as the adjustability of the energy of the electron beam in the storage ring, the nearly monochromatic $\gamma$-ray beam has been produced in a wide energy range from $1$ to $100$ MeV at the HIGS. To further push the FEL short wavelength limit and enhance the FEL gain in the VUV regime for high energy $\gamma$-ray production, two additional helical undulators were installed in 2012 using an undulator switchyard system to allow switching between the two planar and two helical undulators in the middle section of the FEL system. Using different undulator configurations made possible by the switchyard, a number of novel capabilities of the storage ring FEL have been developed and exploited for a wide FEL wavelength range from infrared (IR) to VUV. These new capabilities will eventually be made available to the $\gamma$-ray operation, which will greatly enhance the $\gamma$-ray user research program, creating new opportunities for certain types of nuclear physics research.

With the wide wavelength tuning range, the FEL is an intrinsically well-suited device to produce lasing with multiple colors. Taking advantage of the availability of an undulator system with multiple undulators, we have demonstrated the first two-color lasing of a storage ring FEL. Using either a three- or four-undulator configuration with a pair of dual-band high reflectivity mirrors, we have achieved simultaneous lasing in the IR and UV spectral regions. With the low-gain feature of the storage ring FEL, the power generated at the two wavelengths can be equally built up and precisely balanced to reach FEL saturation. A systematic experimental program to characterize this two-color FEL has been carried out, including precise power control, a study of the power stability of two-color lasing, wavelength tuning, and the impact of the FEL mirror degradation. Using this two-color laser, we have started to develop a new two-color $\gamma$-ray beam for scientific research at the HIGS.

Using the undulator switchyard, four helical undulators installed in the beamline can be configured to not only enhance the FEL gain in the VUV regime, but also allow for the full polarization control of the FEL beams. For the accelerator operation, the use of helical undulators is essential to extend the FEL mirror lifetime by reducing radiation damage from harmonic undulator radiation. Using a pair of helical undulators with opposite helicities, we have realized (1) fast helicity switching between left- and right-circular polarizations, and (2) the generation of fully controllable linear polarization. In order to extend these new capabilities of polarization control to the $\gamma$-ray operation in a wide energy range at the HIGS, a set of FEL polarization diagnostic systems need to be developed to cover the entire FEL wavelength range. The preliminary development of the polarization diagnostics for the wavelength range from IR to UV has been carried out.