Semidiscretization and long-time asymptotics of nonlinear diffusion equations

We review several results concerning the long time asymptotics of nonlinear diffusion models based on entropy and mass transport methods. Semidiscretization of these nonlinear diffusion models are proposed and their numerical properties analysed. We demonstrate the long time asymptotic results by numerical simulation and we discuss several open problems based on these numerical results. We show that for general nonlinear diffusion equations the long-time asymptotics can be characterized in terms of fixed points of certain maps which are contractions for the euclidean Wasserstein distance. In fact, we propose a new scaling for which we can prove that this family of fixed points converges to the Barenblatt solution for perturbations of homogeneous nonlinearities for values close to zero.

Intermediate asymptotics beyond homogeneity and self-similarity: long time behavior for [formula]

"Vegeu el resum a l'inici del document del fitxer adjunt."

Forecasting volatility using a continuous time model

This paper evaluates the forecasting performance of a continuous stochastic volatility model with two factors of volatility (SV2F) and compares it to those of GARCH and ARFIMA models. The empirical results show that the volatility forecasting ability of the SV2F model is better than that of the GARCH and ARFIMA models, especially when volatility seems to change pattern. We use ex-post volatility as a proxy of the realized volatility obtained from intraday data and the forecasts from the SV2F are calculated using the reprojection technique proposed by Gallant and Tauchen (1998).

Commuters' valuation of travel time variability in Barcelona

The value given by commuters to the variability of travel times is empirically analysed using stated preference data from Barcelona (Spain). Respondents are asked to choose between alternatives that differ in terms of cost, average travel time, variability of travel times and departure time. Different specifications of a scheduling choice model are used to measure the influence of various socioeconomic characteristics. Our results show that travel time variability.

Experimental Time Study (Rome)

Combined media on photographic paper. 76" x 40"

Infinite time aggregation for the critical Patlak-Keller-Segel model in R2

We analyze the two-dimensional parabolic-elliptic Patlak-Keller-Segel model in the whole Euclidean space R2. Under the hypotheses of integrable initial data with finite second moment and entropy, we first show local in time existence for any mass of "free-energy solutions", namely weak solutions with some free energy estimates. We also prove that the solution exists as long as the entropy is controlled from above. The main result of the paper is to show the global existence of free-energy solutions with initial data as before for the critical mass 8 Π/Χ. Actually, we prove that solutions blow-up as a delta dirac at the center of mass when t→∞ keeping constant their second moment at any time. Furthermore, all moments larger than 2 blow-up as t→∞ if initially bounded.

Planificación de aplicaciones best-effort y soft real-time en NOWs

La aparición de nuevos tipos de aplicaciones, como vídeo bajo demanda, realidad virtual y videoconferencias entre otras, caracterizadas por la necesidad de cumplir sus deadlines. Este tipo de aplicaciones, han sido denominadas en la literatura aplicaciones soft-real time (SRT) periódicas. Este trabajo se centra en el problema de la planificación temporal de este nuevo tipo de aplicaciones en clusters no dedicados.

Behavior of triatomines (Hemiptera, Reduviidae) vectors of Chagas' disease. II. Influence of feeding, lighting and time of day on the number of mating, mating speed and duration of copulation of Panstrongylus megistus (Burm, 1835) under laboratory conditions

To determine in influence of feeding, lighting and time of day on the copulating behavior of Panstrongylus megistus, 480 insect pairs were divided into four groups of 120 each and tested in the following respective situations: without food deprivation (F.D.), with five days of F.D., with ten days of F.D., and with 20 days of F. D. The tests were performed between 9:00 a.m. to 12:00a.m. and 7:00 p.m. to 10:00 p.m., with light (700-1400 lux) and in the dark (1.4-2.8 lux) and behavior was recorded by the time sampling technique. Mating spped (MS) and duration of copulation (DC) were also calculated for each situation. The maximum frequency of copulation was observed after five days of F.D., at night, in the dark (n = 16), and the minimum was observed for recently-fed pairs, at night, with light (n = 4). Males approached females more often than females approached males. MS was lowest in pairs with twenty days of F.D., at night, with light (X = 23.0 ± 16.0 minutes), and highest in recently-fed pairs, during the day, with light (X = 2.9 ± 2.5 minutes). DC was shortest in recently-fed insects, during the day, in the dark (X = 23.5 ± 6.7 minutes), and longest in recently-fed animals, at night, in the dark (X = 38.3 ± 6.9 minutes).

Co-movements between US and UK stock prices: the roles of macroeconomic information and time-series varying conditional correlations

This paper provides evidence on the sources of co-movement in monthly US and UK stock price movements by investigating the role of macroeconomic and financial variables in a bivariate system with time-varying conditional correlations. Crosscountry communality in response is uncovered, with changes in the US Federal Funds rate, UK bond yields and oil prices having similar negative effects in both markets. Other variables also play a role, especially for the UK market. These effects do not, however, explain the marked increase in cross-market correlations observed from around 2000, which we attribute to time variation in the correlations of shocks to these markets. A regime-switching smooth transition model captures this time variation well and shows the correlations increase dramatically around 1999-2000. JEL classifications: C32, C51, G15 Keywords: international stock returns, DCC-GARCH model, smooth transition conditional correlation GARCH model, model evaluation.

Performance of matrix-assisted laser desorption ionization-time of flight mass spectrometry for identification of bacterial strains routinely isolated in a clinical microbiology laboratory.

Matrix-assisted laser desorption ionization-time of flight mass spectrometry (MALDI-TOF MS) has recently been introduced in diagnostic microbiology laboratories for the identification of bacterial and yeast strains isolated from clinical samples. In the present study, we prospectively compared MALDI-TOF MS to the conventional phenotypic method for the identification of routine isolates. Colonies were analyzed by MALDI-TOF MS either by direct deposition on the target plate or after a formic acid-acetonitrile extraction step if no valid result was initially obtained. Among 1,371 isolates identified by conventional methods, 1,278 (93.2%) were putatively identified to the species level by MALDI-TOF MS and 73 (5.3%) were identified to the genus level, but no reliable identification was obtained for 20 (1.5%). Among the 1,278 isolates identified to the species level by MALDI-TOF MS, 63 (4.9%) discordant results were initially identified. Most discordant results (42/63) were due to systematic database-related taxonomical differences, 14 were explained by poor discrimination of the MALDI-TOF MS spectra obtained, and 7 were due to errors in the initial conventional identification. An extraction step was required to obtain a valid MALDI-TOF MS identification for 25.6% of the 1,278 valid isolates. In conclusion, our results show that MALDI-TOF MS is a fast and reliable technique which has the potential to replace conventional phenotypic identification for most bacterial strains routinely isolated in clinical microbiology laboratories.

Pelvic floor dysfunction 6 years post-anal sphincter tear at the time of vaginal delivery.

INTRODUCTION AND HYPOTHESIS: This study aims to estimate fecal, urinary incontinence, and sexual function 6 years after an obstetrical anal sphincter tear. METHODS: Among 13,213 women who had a vaginal delivery of a cephalic singleton at term, 196 women sustained an anal sphincter tear. They were matched to 588 controls. Validated questionnaires grading fecal and urinary incontinence, and sexual dysfunction were completed by the participants. RESULTS: Severe fecal incontinence was more frequently reported by women who had sustained an anal sphincter tear compared to the controls. Women with an anal sphincter tear had no increased risk of urinary incontinence, but reported significantly more pain, difficulty with vaginal lubrication, and difficulty achieving orgasm compared to the controls. A fetal occiput posterior position during childbirth was an independent risk factor for both severe urinary incontinence and severe sexual dysfunction. CONCLUSIONS: Fecal incontinence is strongly associated with an anal sphincter tear. A fetal occiput posterior position represents a risk factor for urinary incontinence and sexual dysfunction.

Real time GPS precise positioning of LEO satellites

Report for the scientific sojourn at the German Aerospace Center (DLR) , Germany, during June and July 2006. The main objective of the two months stay has been to apply the techniques of LEO (Low Earth Orbiters) satellites GPS navigation which DLR currently uses in real time navigation. These techniques comprise the use of a dynamical model which takes into account the precise earth gravity field and models to account for the effects which perturb the LEO’s motion (such as drag forces due to earth’s atmosphere, solar pressure, due to the solar radiation impacting on the spacecraft, luni-solar gravity, due to the perturbation of the gravity field for the sun and moon attraction, and tidal forces, due to the ocean and solid tides). A high parameterized software was produced in the first part of work, which has been used to asses which accuracy could be reached exploring different models and complexities. The objective was to study the accuracy vs complexity, taking into account that LEOs at different heights have different behaviors. In this frame, several LEOs have been selected in a wide range of altitudes, and several approaches with different complexity have been chosen. Complexity is a very important issue, because processors onboard spacecrafts have very limited computing and memory resources, so it is mandatory to keep the algorithms simple enough to let the satellite process it by itself.

In situ evaluation of single-cell lysis by cytosol extraction observation through fluorescence decay and dielectrophoretic trapping time

We present a new method for lysis of single cells in continuous flow, where cells are sequentially trapped, lysed and released in an automatic process. Using optimized frequencies, dielectrophoretic trapping allows exposing cells in a reproducible way to high electrical fields for long durations, thereby giving good control on the lysis parameters. In situ evaluation of cytosol extraction on single cells has been studied for Chinese hamster ovary (CHO) cells through out-diffusion of fluorescent molecules for different voltage amplitudes. A diffusion model is proposed to correlate this out-diffusion to the total area of the created pores, which is dependent on the potential drop across the cell membrane and enables evaluation of the total pore area in the membrane. The dielectrophoretic trapping is no longer effective after lysis because of the reduced conductivity inside the cells, leading to cell release. The trapping time is linked to the time required for cytosol extraction and can thus provide additional validation of the effective cytosol extraction for non-fluorescent cells. Furthermore, the application of one single voltage for both trapping and lysis provides a fully automatic process including cell trapping, lysis, and release, allowing operating the device in continuous flow without human intervention.

Flying High and Laying Low in the Public and Private Sectors: A Comparison of Pay Differentials for Full-Time Male Employees in Britain

Using new linked employee-employer data for Britain in 2004, this paper shows that, on average, full-time male public sector employees earn 11.7 log wage points more than their private sector counterparts. Decomposition analysis reveals that the majority of this pay premium is associated with public sector employees having individual characteristics associated with higher pay and to their working in higher paid occupations. Further focussing analysis on the highly skilled and unskilled occupations in both sectors, reveals evidence of workplace segregation positively impacting on earnings in the private sector for the highly skilled, and in the public sector for the unskilled. Substantial earnings gaps between the highly skilled and unskilled are found, and the unexplained components in these gaps are very similar regardless of sector.

Bayesian Inference in the Time Varying Cointegration Model

There are both theoretical and empirical reasons for believing that the parameters of macroeconomic models may vary over time. However, work with time-varying parameter models has largely involved Vector autoregressions (VARs), ignoring cointegration. This is despite the fact that cointegration plays an important role in informing macroeconomists on a range of issues. In this paper we develop time varying parameter models which permit cointegration. Time-varying parameter VARs (TVP-VARs) typically use state space representations to model the evolution of parameters. In this paper, we show that it is not sensible to use straightforward extensions of TVP-VARs when allowing for cointegration. Instead we develop a specification which allows for the cointegrating space to evolve over time in a manner comparable to the random walk variation used with TVP-VARs. The properties of our approach are investigated before developing a method of posterior simulation. We use our methods in an empirical investigation involving a permanent/transitory variance decomposition for inflation.