An introduction to efficiency and productivity analysis

The second edition of An Introduction to Efficiency and Productivity Analysis is designed to be a general introduction for those who wish to study efficiency and productivity analysis. The book provides an accessible, well-written introduction to the four principal methods involved: econometric estimation of average response models; index numbers, data envelopment analysis (DEA); and stochastic frontier analysis (SFA). For each method, a detailed introduction to the basic concepts is presented, numerical examples are provided, and some of the more important extensions to the basic methods are discussed. Of special interest is the systematic use of detailed empirical applications using real-world data throughout the book. In recent years, there have been a number of excellent advance-level books published on performance measurement. This book, however, is the first systematic survey of performance measurement with the express purpose of introducing the field to a wide audience of students, researchers, and practitioners. Indeed, the 2nd Edition maintains its uniqueness: (1) It is a well-written introduction to the field. (2) It outlines, discusses and compares the four principal methods for efficiency and productivity analysis in a well-motivated presentation. (3) It provides detailed advice on computer programs that can be used to implement these performance measurement methods. The book contains computer instructions and output listings for the SHAZAM, LIMDEP, TFPIP, DEAP and FRONTIER computer programs. More extensive listings of data and computer instruction files are available on the book's website: (www.uq.edu.au/economics/cepa/crob2005).

Dynamical quantum noise in trapped Bose-Einstein condensates

We introduce the study of dynamical quantum noise in Bose-Einstein condensates through numerical simulation of stochastic partial differential equations obtained using phase-space representations. We derive evolution equations for a single trapped condensate in both the positive-P and Wigner representations and perform simulations to compare the predictions of the two methods. The positive-P approach is found to be highly susceptible to the stability problems that have been observed in other strongly nonlinear, weakly damped systems. Using the Wigner representation, we examine the evolution of several quantities of interest using from a variety of choices of initial stare for the condensate and compare results to those for single-mode models. [S1050-2947(98)06612-8].

A numerical study of large sparse matrix exponentials arising in Markov chains

Krylov subspace techniques have been shown to yield robust methods for the numerical computation of large sparse matrix exponentials and especially the transient solutions of Markov Chains. The attractiveness of these methods results from the fact that they allow us to compute the action of a matrix exponential operator on an operand vector without having to compute, explicitly, the matrix exponential in isolation. In this paper we compare a Krylov-based method with some of the current approaches used for computing transient solutions of Markov chains. After a brief synthesis of the features of the methods used, wide-ranging numerical comparisons are performed on a power challenge array supercomputer on three different models. (C) 1999 Elsevier Science B.V. All rights reserved.AMS Classification: 65F99; 65L05; 65U05.

Asymmetric MRI magnet design using a hybrid numerical method

This paper describes a hybrid numerical method for the design of asymmetric magnetic resonance imaging magnet systems. The problem is formulated as a field synthesis and the desired current density on the surface of a cylinder is first calculated by solving a Fredholm equation of the first kind. Nonlinear optimization methods are then invoked to fit practical magnet coils to the desired current density. The field calculations are performed using a semi-analytical method. A new type of asymmetric magnet is proposed in this work. The asymmetric MRI magnet allows the diameter spherical imaging volume to be positioned close to one end of the magnet. The main advantages of making the magnet asymmetric include the potential to reduce the perception of claustrophobia for the patient, better access to the patient by attending physicians, and the potential for reduced peripheral nerve stimulation due to the gradient coil configuration. The results highlight that the method can be used to obtain an asymmetric MRI magnet structure and a very homogeneous magnetic field over the central imaging volume in clinical systems of approximately 1.2 m in length. Unshielded designs are the focus of this work. This method is flexible and may be applied to magnets of other geometries. (C) 1999 Academic Press.

New methods for determining quasi-stationary distributions for Markov chains

We shall be concerned with the problem of determining quasi-stationary distributions for Markovian models directly from their transition rates Q. We shall present simple conditions for a mu-invariant measure m for Q to be mu-invariant for the transition function, so that if m is finite, it can be normalized to produce a quasi-stationary distribution. (C) 2000 Elsevier Science Ltd. All rights reserved.

A numerical study of flexural buckling of foliated rock slopes

The occurrence of foliated rock masses is common in mining environment. Methods employing continuum approximation in describing the deformation of such rock masses possess a clear advantage over methods where each rock layer and each inter-layer interface (joint) is explicitly modelled. In devising such a continuum model it is imperative that moment (couple) stresses and internal rotations associated with the bending of the rock layers be properly incorporated in the model formulation. Such an approach will lead to a Cosserat-type theory. In the present model, the behaviour of the intact rock layer is assumed to be linearly elastic and the joints are assumed to be elastic-perfectly plastic. Condition of slip at the interfaces are determined by a Mohr-Coulomb criterion with tension cut off at zero normal stress. The theory is valid for large deformations. The model is incorporated into the finite element program AFENA and validated against an analytical solution of elementary buckling problems of a layered medium under gravity loading. A design chart suitable for assessing the stability of slopes in foliated rock masses against flexural buckling failure has been developed. The design chart is easy to use and provides a quick estimate of critical loading factors for slopes in foliated rock masses. It is shown that the model based on Euler's buckling theory as proposed by Cavers (Rock Mechanics and Rock Engineering 1981; 14:87-104) substantially overestimates the critical heights for a vertical slope and underestimates the same for sub-vertical slopes. Copyright (C) 2001 John Wiley & Sons, Ltd.

A 2D numerical model for simulating the physics of fault systems

Simulations provide a powerful means to help gain the understanding of crustal fault system physics required to progress towards the goal of earthquake forecasting. Cellular Automata are efficient enough to probe system dynamics but their simplifications render interpretations questionable. In contrast, sophisticated elasto-dynamic models yield more convincing results but are too computationally demanding to explore phase space. To help bridge this gap, we develop a simple 2D elastodynamic model of parallel fault systems. The model is discretised onto a triangular lattice and faults are specified as split nodes along horizontal rows in the lattice. A simple numerical approach is presented for calculating the forces at medium and split nodes such that general nonlinear frictional constitutive relations can be modeled along faults. Single and multi-fault simulation examples are presented using a nonlinear frictional relation that is slip and slip-rate dependent in order to illustrate the model.

A stochastic frontier production function with flexible risk properties

This paper considers a stochastic frontier production function which has additive, heteroscedastic error structure. The model allows for negative or positive marginal production risks of inputs, as originally proposed by Just and Pope (1978). The technical efficiencies of individual firms in the sample are a function of the levels of the input variables in the stochastic frontier, in addition to the technical inefficiency effects. These are two features of the model which are not exhibited by the commonly used stochastic frontiers with multiplicative error structures, An empirical application is presented using cross-sectional data on Ethiopian peasant farmers. The null hypothesis of no technical inefficiencies of production among these farmers is accepted. Further, the flexible risk models do not fit the data on peasant farmers as well as the traditional stochastic frontier model with multiplicative error structure.

Predictions of quantum mechanics and stochastic electrodynamics in travelling wave second harmonic generation

We show that stochastic electrodynamics and quantum mechanics give quantitatively different predictions for the quantum nondemolition (QND) correlations in travelling wave second harmonic generation. Using phase space methods and stochastic integration, we calculate correlations in both the positive-P and truncated Wigner representations, the latter being equivalent to the semi-classical theory of stochastic electrodynamics. We show that the semiclassical results are different in the regions where the system performs best in relation to the QND criteria, and that they significantly overestimate the performance in these regions. (C) 2001 Published by Elsevier Science B.V.

Modern scientific methods and their potential in wastewater science and technology

Application of novel analytical and investigative methods such as fluorescence in situ hybridization, confocal laser scanning microscopy (CLSM), microelectrodes and advanced numerical simulation has led to new insights into micro-and macroscopic processes in bioreactors. However, the question is still open whether or not these new findings and the subsequent gain of knowledge are of significant practical relevance and if so, where and how. To find suitable answers it is necessary for engineers to know what can be expected by applying these modern analytical tools. Similarly, scientists could benefit significantly from an intensive dialogue with engineers in order to find out about practical problems and conditions existing in wastewater treatment systems. In this paper, an attempt is made to help bridge the gap between science and engineering in biological wastewater treatment. We provide an overview of recently developed methods in microbiology and in mathematical modeling and numerical simulation. A questionnaire is presented which may help generate a platform from which further technical and scientific developments can be accomplished. Both the paper and the questionnaire are aimed at encouraging scientists and engineers to enter into an intensive, mutually beneficial dialogue. (C) 2002 Elsevier Science Ltd. All rights reserved.

An atomistic simulation of solid state sintering using Monte Carlo methods

This paper presents results on the simulation of the solid state sintering of copper wires using Monte Carlo techniques based on elements of lattice theory and cellular automata. The initial structure is superimposed onto a triangular, two-dimensional lattice, where each lattice site corresponds to either an atom or vacancy. The number of vacancies varies with the simulation temperature, while a cluster of vacancies is a pore. To simulate sintering, lattice sites are picked at random and reoriented in terms of an atomistic model governing mass transport. The probability that an atom has sufficient energy to jump to a vacant lattice site is related to the jump frequency, and hence the diffusion coefficient, while the probability that an atomic jump will be accepted is related to the change in energy of the system as a result of the jump, as determined by the change in the number of nearest neighbours. The jump frequency is also used to relate model time, measured in Monte Carlo Steps, to the actual sintering time. The model incorporates bulk, grain boundary and surface diffusion terms and includes vacancy annihilation on the grain boundaries. The predictions of the model were found to be consistent with experimental data, both in terms of the microstructural evolution and in terms of the sintering time. (C) 2002 Elsevier Science B.V. All rights reserved.

The use of stochastic dynamic programming in optimal landscape reconstruction for metapopulations

A decision theory framework can be a powerful technique to derive optimal management decisions for endangered species. We built a spatially realistic stochastic metapopulation model for the Mount Lofty Ranges Southern Emu-wren (Stipiturus malachurus intermedius), a critically endangered Australian bird. Using diserete-time Markov,chains to describe the dynamics of a metapopulation and stochastic dynamic programming (SDP) to find optimal solutions, we evaluated the following different management decisions: enlarging existing patches, linking patches via corridors, and creating a new patch. This is the first application of SDP to optimal landscape reconstruction and one of the few times that landscape reconstruction dynamics have been integrated with population dynamics. SDP is a powerful tool that has advantages over standard Monte Carlo simulation methods because it can give the exact optimal strategy for every landscape configuration (combination of patch areas and presence of corridors) and pattern of metapopulation occupancy, as well as a trajectory of strategies. It is useful when a sequence of management actions can be performed over a given time horizon, as is the case for many endangered species recovery programs, where only fixed amounts of resources are available in each time step. However, it is generally limited by computational constraints to rather small networks of patches. The model shows that optimal metapopulation, management decisions depend greatly on the current state of the metapopulation,. and there is no strategy that is universally the best. The extinction probability over 30 yr for the optimal state-dependent management actions is 50-80% better than no management, whereas the best fixed state-independent sets of strategies are only 30% better than no management. This highlights the advantages of using a decision theory tool to investigate conservation strategies for metapopulations. It is clear from these results that the sequence of management actions is critical, and this can only be effectively derived from stochastic dynamic programming. The model illustrates the underlying difficulty in determining simple rules of thumb for the sequence of management actions for a metapopulation. This use of a decision theory framework extends the capacity of population viability analysis (PVA) to manage threatened species.

Product form approximations for highly linear loss networks with trunk reservation

Admission controls, such as trunk reservation, are often used in loss networks to optimise their performance. Since the numerical evaluation of performance measures is complex, much attention has been given to finding approximation methods. The Erlang Fixed-Point (EFP) approximation, which is based on an independent blocking assumption, has been used for networks both with and without controls. Several more elaborate approximation methods which account for dependencies in blocking behaviour have been developed for the uncontrolled setting. This paper is an exploratory investigation of extensions and synthesis of these methods to systems with controls, in particular, trunk reservation. In order to isolate the dependency factor, we restrict our attention to a highly linear network. We will compare the performance of the resulting approximations against the benchmark of the EFP approximation extended to the trunk reservation setting. By doing this, we seek to gain insight into the critical factors in constructing an effective approximation. (C) 2003 Elsevier Ltd. All rights reserved.

The modeling of turbulent reactive flows based on multiple mapping conditioning

A new modeling approach-multiple mapping conditioning (MMC)-is introduced to treat mixing and reaction in turbulent flows. The model combines the advantages of the probability density function and the conditional moment closure methods and is based on a certain generalization of the mapping closure concept. An equivalent stochastic formulation of the MMC model is given. The validity of the closuring hypothesis of the model is demonstrated by a comparison with direct numerical simulation results for the three-stream mixing problem. (C) 2003 American Institute of Physics.