Measuring productivity growth when technological change is biased - a new index and an application to UK agriculture

Productivity growth is conventionally measured by indices representing discreet approximations of the Divisia TFP index under the assumption that technological change is Hicks-neutral. When this assumption is violated, these indices are no longer meaningful because they conflate the effects of factor accumulation and technological change. We propose a way of adjusting the conventional TFP index that solves this problem. The method adopts a latent variable approach to the measurement of technical change biases that provides a simple means of correcting product and factor shares in the standard Tornqvist-Theil TFP index. An application to UK agriculture over the period 1953-2000 demonstrates that technical progress is strongly biased. The implications of that bias for productivity measurement are shown to be very large, with the conventional TFP index severely underestimating productivity growth. The result is explained primarily by the fact that technological change has favoured the rapidly accumulating factors against labour, the factor leaving the sector. (C) 2004 Elsevier B.V. All rights reserved.

Comparison of sample size formulae for 2x2 cross-over designs applied to bioequivalence studies

We consider the comparison of two formulations in terms of average bioequivalence using the 2 × 2 cross-over design. In a bioequivalence study, the primary outcome is a pharmacokinetic measure, such as the area under the plasma concentration by time curve, which is usually assumed to have a lognormal distribution. The criterion typically used for claiming bioequivalence is that the 90% confidence interval for the ratio of the means should lie within the interval (0.80, 1.25), or equivalently the 90% confidence interval for the differences in the means on the natural log scale should be within the interval (-0.2231, 0.2231). We compare the gold standard method for calculation of the sample size based on the non-central t distribution with those based on the central t and normal distributions. In practice, the differences between the various approaches are likely to be small. Further approximations to the power function are sometimes used to simplify the calculations. These approximations should be used with caution, because the sample size required for a desirable level of power might be under- or overestimated compared to the gold standard method. However, in some situations the approximate methods produce very similar sample sizes to the gold standard method. Copyright © 2005 John Wiley & Sons, Ltd.

Optimal foraging when regulating intake of multiple nutrients

There is growing evidence that, rather than maximizing energy intake subject to constraints, many animals attempt to regulate intake of multiple nutrients independently. In the complex diets of animals such as herbivores, the consumption of nutritionally imbalanced foods is sometimes inevitable, forcing trade-offs between eating too much of nutrients present in the foods in relative excess against too little of those in deficit. Such situations are not adequately represented in existing formulations of foraging theory. Here we provide the necessary theory to fit this case, using an approach that combines state-space models of nutrition with Tilman's models of resource exploitation (Tilman 1982, Resource Competition and Community Structure, Princeton: Princeton University Press). Our approach was to construct a smooth fitness landscape over nutrient space, centred on a 'target' intake at which no fitness cost is incurred, and this leads to a natural classification of the simple possible fitness landscapes based on Taylor series approximations of landscape shape. We next examined how needs for multiple nutrients can be assessed experimentally using direct measures of animal performance as the common currency, so that the nutritional strategies of animals can be mapped on to the performance surface, including the position of regulated points of intake and points of nutrient balance when fed suboptimal foods. We surveyed published data and conducted an experiment to map out the performance landscape of a generalist leaf-feeding caterpillar, Spodoptera littoralis. (C) 2004 Tire Association for the Study of Animal Behaviour. Poblished by Elsevier Ltd. All rights reserved.

Bode's maximum available feedback and phase margin

'Maximum Available Feedback' is Bode's term for the highest possible loop gain over a given bandwidth, with specified stability margins, in a single loop feedback system. His work using asymptotic analysis allowed Bode to develop a methodology for achieving this. However, the actual system performance differs from that specified, due to the use of asymptotic approximations, and the author[2] has described how, for instance, the actual phase margin is often much lower than required when the bandwidth is high, and proposed novel modifications to the asymptotes to address the issue. This paper gives some new analysis of such systems, showing that the method also contravenes Bode's definition of phase margin, and shows how the author's modifications can be used for different amounts of bandwidth.

Achieving or exceeding maximum available feedback

A feedback system for control or electronics should have high loop gain, so that its output is close to its desired state, and the effects of changes in the system and of disturbances are minimised. Bode proposed a method for single loop feedback systems to obtain the maximum available feedback, defined as the largest possible loop gain over a bandwidth pertinent to the system, with appropriate gain and phase margins. The method uses asymptotic approximations, and this paper describes some novel adjustments to the asymptotes, so that the final system often exceeds the maximum available feedback. The implementation of the method requires the cascading of a series of lead-lag element. This paper describes a new way to determine how many elements should be used.

Wigner Transport models of the electron-phonon kinetics in quantum wires

Two quantum-kinetic models of ultrafast electron transport in quantum wires are derived from the generalized electron-phonon Wigner equation. The various assumptions and approximations allowing one to find closed equations for the reduced electron Wigner function are discussed with an emphasis on their physical relevance. The models correspond to the Levinson and Barker-Ferry equations, now generalized to account for a space-dependent evolution. They are applied to study the quantum effects in the dynamics of an initial packet of highly nonequilibrium carriers, locally generated in the wire. The properties of the two model equations are compared and analyzed.

Ocean acoustic models for low frequency propagation in 2D and 3D environments

In this paper we are mainly concerned with the development of efficient computer models capable of accurately predicting the propagation of low-to-middle frequency sound in the sea, in axially symmetric (2D) and in fully 3D environments. The major physical features of the problem, i.e. a variable bottom topography, elastic properties of the subbottom structure, volume attenuation and other range inhomogeneities are efficiently treated. The computer models presented are based on normal mode solutions of the Helmholtz equation on the one hand, and on various types of numerical schemes for parabolic approximations of the Helmholtz equation on the other. A new coupled mode code is introduced to model sound propagation in range-dependent ocean environments with variable bottom topography, where the effects of an elastic bottom, of volume attenuation, surface and bottom roughness are taken into account. New computer models based on finite difference and finite element techniques for the numerical solution of parabolic approximations are also presented. They include an efficient modeling of the bottom influence via impedance boundary conditions, they cover wide angle propagation, elastic bottom effects, variable bottom topography and reverberation effects. All the models are validated on several benchmark problems and versus experimental data. Results thus obtained were compared with analogous results from standard codes in the literature.

A new frequency-uniform coercive boundary integral equation for acoustic scattering

A new boundary integral operator is introduced for the solution of the soundsoft acoustic scattering problem, i.e., for the exterior problem for the Helmholtz equation with Dirichlet boundary conditions. We prove that this integral operator is coercive in L2(Γ) (where Γ is the surface of the scatterer) for all Lipschitz star-shaped domains. Moreover, the coercivity is uniform in the wavenumber k = ω/c, where ω is the frequency and c is the speed of sound. The new boundary integral operator, which we call the “star-combined” potential operator, is a slight modification of the standard combined potential operator, and is shown to be as easy to implement as the standard one. Additionally, to the authors' knowledge, it is the only second-kind integral operator for which convergence of the Galerkin method in L2(Γ) is proved without smoothness assumptions on Γ except that it is Lipschitz. The coercivity of the star-combined operator implies frequency-explicit error bounds for the Galerkin method for any approximation space. In particular, these error estimates apply to several hybrid asymptoticnumerical methods developed recently that provide robust approximations in the high-frequency case. The proof of coercivity of the star-combined operator critically relies on an identity first introduced by Morawetz and Ludwig in 1968, supplemented further by more recent harmonic analysis techniques for Lipschitz domains.

State estimation using model order reduction for unstable systems

The problem of state estimation occurs in many applications of fluid flow. For example, to produce a reliable weather forecast it is essential to find the best possible estimate of the true state of the atmosphere. To find this best estimate a nonlinear least squares problem has to be solved subject to dynamical system constraints. Usually this is solved iteratively by an approximate Gauss–Newton method where the underlying discrete linear system is in general unstable. In this paper we propose a new method for deriving low order approximations to the problem based on a recently developed model reduction method for unstable systems. To illustrate the theoretical results, numerical experiments are performed using a two-dimensional Eady model – a simple model of baroclinic instability, which is the dominant mechanism for the growth of storms at mid-latitudes. It is a suitable test model to show the benefit that may be obtained by using model reduction techniques to approximate unstable systems within the state estimation problem.

Wave trapping in a two-dimensional sound-soft or sound-hard acoustic waveguide of slowly-varying width

In this paper we derive novel approximations to trapped waves in a two-dimensional acoustic waveguide whose walls vary slowly along the guide, and at which either Dirichlet (sound-soft) or Neumann (sound-hard) conditions are imposed. The guide contains a single smoothly bulging region of arbitrary amplitude, but is otherwise straight, and the modes are trapped within this localised increase in width. Using a similar approach to that in Rienstra (2003), a WKBJ-type expansion yields an approximate expression for the modes which can be present, which display either propagating or evanescent behaviour; matched asymptotic expansions are then used to derive connection formulae which bridge the gap across the cut-off between propagating and evanescent solutions in a tapering waveguide. A uniform expansion is then determined, and it is shown that appropriate zeros of this expansion correspond to trapped mode wavenumbers; the trapped modes themselves are then approximated by the uniform expansion. Numerical results determined via a standard iterative method are then compared to results of the full linear problem calculated using a spectral method, and the two are shown to be in excellent agreement, even when $\epsilon$, the parameter characterising the slow variations of the guide’s walls, is relatively large.

Direct Computation of Stochastic Flow in Reservoirs with Uncertain Parameters

A direct method is presented for determining the uncertainty in reservoir pressure, flow, and net present value (NPV) using the time-dependent, one phase, two- or three-dimensional equations of flow through a porous medium. The uncertainty in the solution is modelled as a probability distribution function and is computed from given statistical data for input parameters such as permeability. The method generates an expansion for the mean of the pressure about a deterministic solution to the system equations using a perturbation to the mean of the input parameters. Hierarchical equations that define approximations to the mean solution at each point and to the field covariance of the pressure are developed and solved numerically. The procedure is then used to find the statistics of the flow and the risked value of the field, defined by the NPV, for a given development scenario. This method involves only one (albeit complicated) solution of the equations and contrasts with the more usual Monte-Carlo approach where many such solutions are required. The procedure is applied easily to other physical systems modelled by linear or nonlinear partial differential equations with uncertain data.

Numerical Methods for Stiff Two-Point Boundary Value Problems

We consider the two-point boundary value problem for stiff systems of ordinary differential equations. For systems that can be transformed to essentially diagonally dominant form with appropriate smoothness conditions, a priori estimates are obtained. Problems with turning points can be treated with this theory, and we discuss this in detail. We give robust difference approximations and present error estimates for these schemes. In particular we give a detailed description of how to transform a general system to essentially diagonally dominant form and then stretch the independent variable so that the system will satisfy the correct smoothness conditions. Numerical examples are presented for both linear and nonlinear problems.

Plane wave approximation of homogeneous Helmholtz solutions

In this paper, we study the approximation of solutions of the homogeneous Helmholtz equation Δu + ω 2 u = 0 by linear combinations of plane waves with different directions. We combine approximation estimates for homogeneous Helmholtz solutions by generalized harmonic polynomials, obtained from Vekua’s theory, with estimates for the approximation of generalized harmonic polynomials by plane waves. The latter is the focus of this paper. We establish best approximation error estimates in Sobolev norms, which are explicit in terms of the degree of the generalized polynomial to be approximated, the domain size, and the number of plane waves used in the approximations.

Error analysis of Trefftz-discontinuous Galerkin methods for the time-harmonic Maxwell equations

In this paper, we extend to the time-harmonic Maxwell equations the p-version analysis technique developed in [R. Hiptmair, A. Moiola and I. Perugia, Plane wave discontinuous Galerkin methods for the 2D Helmholtz equation: analysis of the p-version, SIAM J. Numer. Anal., 49 (2011), 264-284] for Trefftz-discontinuous Galerkin approximations of the Helmholtz problem. While error estimates in a mesh-skeleton norm are derived parallel to the Helmholtz case, the derivation of estimates in a mesh-independent norm requires new twists in the duality argument. The particular case where the local Trefftz approximation spaces are built of vector-valued plane wave functions is considered, and convergence rates are derived.

Numerical-asymptotic boundary integral methods in high-frequency acoustic scattering

In this article we describe recent progress on the design, analysis and implementation of hybrid numerical-asymptotic boundary integral methods for boundary value problems for the Helmholtz equation that model time harmonic acoustic wave scattering in domains exterior to impenetrable obstacles. These hybrid methods combine conventional piecewise polynomial approximations with high-frequency asymptotics to build basis functions suitable for representing the oscillatory solutions. They have the potential to solve scattering problems accurately in a computation time that is (almost) independent of frequency and this has been realized for many model problems. The design and analysis of this class of methods requires new results on the analysis and numerical analysis of highly oscillatory boundary integral operators and on the high-frequency asymptotics of scattering problems. The implementation requires the development of appropriate quadrature rules for highly oscillatory integrals. This article contains a historical account of the development of this currently very active field, a detailed account of recent progress and, in addition, a number of original research results on the design, analysis and implementation of these methods.