Heterogeneous discounting in consumption-investment problems. Time consistent solutions

[cat] En aquest treball s'analitza un model estocàstic en temps continu en el que l'agent decisor descompta les utilitats instantànies i la funció final amb taxes de preferència temporal constants però diferents. En aquest context es poden modelitzar problemes en els quals, quan el temps s'acosta al moment final, la valoració de la funció final incrementa en comparació amb les utilitats instantànies. Aquest tipus d'asimetria no es pot descriure ni amb un descompte estàndard ni amb un variable. Per tal d'obtenir solucions consistents temporalment es deriva l'equació de programació dinàmica estocàstica, les solucions de la qual són equilibris Markovians. Per a aquest tipus de preferències temporals, s'estudia el model clàssic de consum i inversió (Merton, 1971) per a les funcions d'utilitat del tipus CRRA i CARA, comparant els equilibris Markovians amb les solucions inconsistents temporalment. Finalment es discuteix la introducció del temps final aleatori.

A multilevel multiscale finite volume method

The Multiscale Finite Volume (MsFV) method has been developed to efficiently solve reservoir-scale problems while conserving fine-scale details. The method employs two grid levels: a fine grid and a coarse grid. The latter is used to calculate a coarse solution to the original problem, which is interpolated to the fine mesh. The coarse system is constructed from the fine-scale problem using restriction and prolongation operators that are obtained by introducing appropriate localization assumptions. Through a successive reconstruction step, the MsFV method is able to provide an approximate, but fully conservative fine-scale velocity field. For very large problems (e.g. one billion cell model), a two-level algorithm can remain computational expensive. Depending on the upscaling factor, the computational expense comes either from the costs associated with the solution of the coarse problem or from the construction of the local interpolators (basis functions). To ensure numerical efficiency in the former case, the MsFV concept can be reapplied to the coarse problem, leading to a new, coarser level of discretization. One challenge in the use of a multilevel MsFV technique is to find an efficient reconstruction step to obtain a conservative fine-scale velocity field. In this work, we introduce a three-level Multiscale Finite Volume method (MlMsFV) and give a detailed description of the reconstruction step. Complexity analyses of the original MsFV method and the new MlMsFV method are discussed, and their performances in terms of accuracy and efficiency are compared.

A new method for the determination of plutonium and americium using high pressure microwave digestion and alpha-spectrometry or ICP-SMS

Plutonium and americium are radionuclides particularly difficult to measure in environmental samples because they are alpha-emitters and therefore necessitate a careful separation before any measurement, either using radiometric methods or ICP-SMS. Recent developments in extraction chromatography resins such as Eichrom (R) TRU and TEVA have resolved many of the analytical problems but drawbacks such as low recovery and spectral interferences still occasionally occur. Here, we report on the use of the new Eichrom (R) DGA resin in association with TEVA resin and high pressure microwave acid leaching for the sequential determination of plutonium and americium in environmental samples. The method results in average recoveries of 83 +/- 15% for plutonium and 73 +/- 22% for americium (n = 60), and a less than 10% deviation from reference values of four IAEA reference materials and three samples from intercomparisons exercises. The method is also suitable for measuring Pu-239 in water samples at the mu Bq/l level, if ICP-SMS is used for the measurement.

Automatic Tracer-Dilution Method Used for Stage-Discharge Ratings and Streamflow Hydrographs on Small Iowa Streams, HR-285, 1990

An automatic system was designed to concurrently measure stage and discharge for the purpose of developing stage-discharge ratings and high flow hydrographs on small streams. Stage, or gage height, is recorded by an analog-to-digital recorder and discharge is determined by the constant-rate tracer-dilution method. The system measures flow above a base stage set by the user. To test the effectiveness of the system and its components, eight systems, with a variety of equipment, were installed at crest-stage gaging stations across Iowa. A fluorescent dye, rhodamine-WT, was used as the tracer. Tracer-dilution discharge measurements were made during 14 flow periods at six stations from 1986 through 1988 water years. Ratings were developed at three stations with the aid of these measurements. A loop rating was identified at one station during rapidly-changing flow conditions. Incomplete mixing and dye loss to sediment apparently were problems at some stations. Stage hydrographs were recorded for 38 flows at seven stations. Limited data on background fluorescence during high flows were also obtained.

An operator formulation of the multiscale finite-volume method with correction function

The multiscale finite-volume (MSFV) method has been derived to efficiently solve large problems with spatially varying coefficients. The fine-scale problem is subdivided into local problems that can be solved separately and are coupled by a global problem. This algorithm, in consequence, shares some characteristics with two-level domain decomposition (DD) methods. However, the MSFV algorithm is different in that it incorporates a flux reconstruction step, which delivers a fine-scale mass conservative flux field without the need for iterating. This is achieved by the use of two overlapping coarse grids. The recently introduced correction function allows for a consistent handling of source terms, which makes the MSFV method a flexible algorithm that is applicable to a wide spectrum of problems. It is demonstrated that the MSFV operator, used to compute an approximate pressure solution, can be equivalently constructed by writing the Schur complement with a tangential approximation of a single-cell overlapping grid and incorporation of appropriate coarse-scale mass-balance equations.

An Adaptive Field Detection Method For Bridge Scour Monitoring Using Motion-Sensing Radio Transponders (RFIDs), TR-617, 2014

A comprehensive field detection method is proposed that is aimed at developing advanced capability for reliable monitoring, inspection and life estimation of bridge infrastructure. The goal is to utilize Motion-Sensing Radio Transponders (RFIDS) on fully adaptive bridge monitoring to minimize the problems inherent in human inspections of bridges. We developed a novel integrated condition-based maintenance (CBM) framework integrating transformative research in RFID sensors and sensing architecture, for in-situ scour monitoring, state-of-the-art computationally efficient multiscale modeling for scour assessment.

A simple gas chromatography method for the analysis of monoethanolamine in air

A simple method determining airborne monoethanolamine has been developed. Monoethanolamine determination has traditionally been difficult due to analytical separation problems. Even in recent sophisticated methods, this difficulty remains as the major issue often resulting in time-consuming sample preparations. Impregnated glass fiber filters were used for sampling. Desorption of monoethanolamine was followed by capillary GC analysis and nitrogen phosphorous selective detection. Separation was achieved using a specific column for monoethanolamines (35% diphenyl and 65% dimethyl polysiloxane). The internal standard was quinoline. Derivatization steps were not needed. The calibration range was 0.5-80 μg/mL with a good correlation (R(2) = 0.996). Averaged overall precisions and accuracies were 4.8% and -7.8% for intraday (n = 30), and 10.5% and -5.9% for interday (n = 72). Mean recovery from spiked filters was 92.8% for the intraday variation, and 94.1% for the interday variation. Monoethanolamine on stored spiked filters was stable for at least 4 weeks at 5°C. This newly developed method was used among professional cleaners and air concentrations (n = 4) were 0.42 and 0.17 mg/m(3) for personal and 0.23 and 0.43 mg/m(3) for stationary measurements. The monoethanolamine air concentration method described here was simple, sensitive, and convenient both in terms of sampling and analytical analysis.

Blind channel deconvolution of real world signals using source separation techniques

In this paper we present a method for blind deconvolution of linear channels based on source separation techniques, for real word signals. This technique applied to blind deconvolution problems is based in exploiting not the spatial independence between signals but the temporal independence between samples of the signal. Our objective is to minimize the mutual information between samples of the output in order to retrieve the original signal. In order to make use of use this idea the input signal must be a non-Gaussian i.i.d. signal. Because most real world signals do not have this i.i.d. nature, we will need to preprocess the original signal before the transmission into the channel. Likewise we should assure that the transmitted signal has non-Gaussian statistics in order to achieve the correct function of the algorithm. The strategy used for this preprocessing will be presented in this paper. If the receiver has the inverse of the preprocess, the original signal can be reconstructed without the convolutive distortion.

An Investigation of the Chemical Method of Determining the Cement Content of Hardened Concrete, MLR-71-01 and R-248, 1971

The Iowa State Highway Commission Laboratory is called upon to determine the cement content of hardened concrete when field problems relating to batch weights are encountered. The standard test for determining the cement content is ASTM C-85. An investigation of this method by the New Jersey State Highway Department involving duplicate samples and four cooperating laboratories produced very erratic results, however, the results obtained by this method have not been directly compared to known cement contents of concrete made with various cements and various aggregates used in Iowa.

Pediatric drug-related problems: a multicenter study in four French-speaking countries.

BACKGROUND: Pediatric intensive care patients represent a population at high risk for drug-related problems. There are few studies that compare the activity of clinical pharmacists between countries. OBJECTIVE: To describe the drug-related problems identified and interventions by four pharmacists in a pediatric cardiac and intensive care unit. SETTING: Four pediatric centers in France, Quebec, Switzerland and Belgium. METHOD: This was a six-month multicenter, descriptive and prospective study conducted from August 1, 2009 to January 31, 2010. Drug-related problems and clinical interventions were compiled from four pediatric centers in France, Quebec, Switzerland and Belgium. Data on patients, drugs, intervention, documentation, approval and estimated impact were compiled. MAIN OUTCOME MEASURE: Number and type of drug-related problems encountered in a large pediatric inpatient population. RESULTS: A total of 996 interventions were recorded: 238 (24 %) in France, 278 (28 %) in Quebec, 351 (35 %) in Switzerland and 129 (13 %) in Belgium. These interventions targeted 270 patients (median 21 months old, 53 % male): 88 (33 %) in France, 56 (21 %) in Quebec, 57 (21 %) in Switzerland and 69 (26 %) in Belgium. The main drug-related problems were inappropriate administration technique (29 %), untreated indication (25 %) and supra-therapeutic dose (11 %). The pharmacists' interventions were mostly optimizing the mode of administration (22 %), dose adjustment (20 %) and therapeutic monitoring (16 %). The two major drug classes that led to interventions were anti-infectives for systemic use (23 %) and digestive system and metabolism drugs (22 %). Interventions mainly involved residents and all clinical staff (21 %). Among the 878 (88 %) proposed interventions requiring physician approval, 860 (98 %) were accepted. CONCLUSION: This descriptive study illustrates drug-related problems and the ability of clinical pharmacists to identify and resolve them in pediatric intensive care units in four French-speaking countries.

Diffusion in stationary flow from mesoscopic nonequilibrium thermodynamics

We analyze the diffusion of a Brownian particle in a fluid under stationary flow. By using the scheme of nonequilibrium thermodynamics in phase space, we obtain the Fokker-Planck equation that is compared with others derived from the kinetic theory and projector operator techniques. This equation exhibits violation of the fluctuation-dissipation theorem. By implementing the hydrodynamic regime described by the first moments of the nonequilibrium distribution, we find relaxation equations for the diffusion current and pressure tensor, allowing us to arrive at a complete description of the system in the inertial and diffusion regimes. The simplicity and generality of the method we propose makes it applicable to more complex situations, often encountered in problems of soft-condensed matter, in which not only one but more degrees of freedom are coupled to a nonequilibrium bath.

On an asymptotic formula for the maximum voltage drop in a on-chip power distribution network

We present a new asymptotic formula for the maximum static voltage in a simplified model for on-chip power distribution networks of array bonded integrated circuits. In this model the voltage is the solution of a Poisson equation in an infinite planar domain whose boundary is an array of circular pads of radius ", and we deal with the singular limit Ɛ → 0 case. In comparison with approximations that appear in the electronic engineering literature, our formula is more complete since we have obtained terms up to order Ɛ15. A procedure will be presented to compute all the successive terms, which can be interpreted as using multipole solutions of equations involving spatial derivatives of functions. To deduce the formula we use the method of matched asymptotic expansions. Our results are completely analytical and we make an extensive use of special functions and of the Gauss constant G

Ydinvoimalan paineakun mallinnus

Tässä työssä on käytetty VTT:n ja Fortumin kehittämääAPROS simulaatio-ohjelmistoa vesi-ilma -täytteisen paineakun käyttäytymisen tutkimiseen. Tavoitteena oli tarkastella APROSin paineakkumallin käyttäytymistä alhaisessa lämpötilassa käyttäen 6-yhtälömallia sekä rakentaa vaihtoehtoiseksi laskentamenetelmäksi kaksi analyyttistä laskentamallia korvaamaan APROSin sisäinen laskenta. Kyseiset analyyttiset mallit ovat isentrooppinen ja isoterminen ja ne on rakennettu kokonaan käyttäen APROSin omia moduuleja. Työ sisältää APROSin version 5.06 sekä työn aikana kehitetyn kehitysversion vertailut eri alkulämpötiloista alkaneissa paisunnoissa, vertailun Pactelin purkaus¬kokeesta saadulla massavirralla sekä osion, jossa analyyttiset mallit on yhdistetty kokonaiseen Pactelin APROS-malliin. Myös purkauksen kulkeutumista primääripiirissä on tarkasteltu. Simulaatiot vahvistavat, että versiolla 5.06 on vaikeuksia paineen laskennassa, kun paisunnan alkulämpötila on alle 30 ºC. Kehitysversiossa painekäyttäytyminen on selvästi parantunut, mutta versio kärsii ongelmista, jotka liittyvät kaasun lämpötilan painumiseen APROSin sisäisten rajoitusten alapuolelleja tätä kautta ongelmiin materiaali¬ominaisuuksien ennustamisessa. Tämän johdosta APROSin kehitysversio päätyy erilaisiin tuloksiin myös tilanteissa, joissa alkuperäinen 5.06 ei kärsi alhaisen lämpötilan ongelmista. Analyyttisistä malleista isentrooppinen malli päätyy antamaan säännönmukaisesti muita malleja ja versioita alempia paineita. Isoterminen malli sen sijaan näyttää päätyvän version 5.06 kanssa melko samankaltaisiin tuloksiin. On kuitenkin muistettava, että kummatkin analyyttiset mallit olettavat kaasun olevan kuivaa ja jättävät massasiirron faasien välillä kokonaan huomiotta.

Analysis of a finite volume method for a cross-diffusion model in population dynamics

The main goal of this paper is to propose a convergent finite volume method for a reactionâeuro"diffusion system with cross-diffusion. First, we sketch an existence proof for a class of cross-diffusion systems. Then the standard two-point finite volume fluxes are used in combination with a nonlinear positivity-preserving approximation of the cross-diffusion coefficients. Existence and uniqueness of the approximate solution are addressed, and it is also shown that the scheme converges to the corresponding weak solution for the studied model. Furthermore, we provide a stability analysis to study pattern-formation phenomena, and we perform two-dimensional numerical examples which exhibit formation of nonuniform spatial patterns. From the simulations it is also found that experimental rates of convergence are slightly below second order. The convergence proof uses two ingredients of interest for various applications, namely the discrete Sobolev embedding inequalities with general boundary conditions and a space-time $L^1$ compactness argument that mimics the compactness lemma due to Kruzhkov. The proofs of these results are given in the Appendix.

Développement et validation d'une méthode de calcul indépendant des unités moniteur basée sur les simulations Monte Carlo pour la vérification des traitements IMRT

Résumé : La radiothérapie par modulation d'intensité (IMRT) est une technique de traitement qui utilise des faisceaux dont la fluence de rayonnement est modulée. L'IMRT, largement utilisée dans les pays industrialisés, permet d'atteindre une meilleure homogénéité de la dose à l'intérieur du volume cible et de réduire la dose aux organes à risque. Une méthode usuelle pour réaliser pratiquement la modulation des faisceaux est de sommer de petits faisceaux (segments) qui ont la même incidence. Cette technique est appelée IMRT step-and-shoot. Dans le contexte clinique, il est nécessaire de vérifier les plans de traitement des patients avant la première irradiation. Cette question n'est toujours pas résolue de manière satisfaisante. En effet, un calcul indépendant des unités moniteur (représentatif de la pondération des chaque segment) ne peut pas être réalisé pour les traitements IMRT step-and-shoot, car les poids des segments ne sont pas connus à priori, mais calculés au moment de la planification inverse. Par ailleurs, la vérification des plans de traitement par comparaison avec des mesures prend du temps et ne restitue pas la géométrie exacte du traitement. Dans ce travail, une méthode indépendante de calcul des plans de traitement IMRT step-and-shoot est décrite. Cette méthode est basée sur le code Monte Carlo EGSnrc/BEAMnrc, dont la modélisation de la tête de l'accélérateur linéaire a été validée dans une large gamme de situations. Les segments d'un plan de traitement IMRT sont simulés individuellement dans la géométrie exacte du traitement. Ensuite, les distributions de dose sont converties en dose absorbée dans l'eau par unité moniteur. La dose totale du traitement dans chaque élément de volume du patient (voxel) peut être exprimée comme une équation matricielle linéaire des unités moniteur et de la dose par unité moniteur de chacun des faisceaux. La résolution de cette équation est effectuée par l'inversion d'une matrice à l'aide de l'algorithme dit Non-Negative Least Square fit (NNLS). L'ensemble des voxels contenus dans le volume patient ne pouvant être utilisés dans le calcul pour des raisons de limitations informatiques, plusieurs possibilités de sélection ont été testées. Le meilleur choix consiste à utiliser les voxels contenus dans le Volume Cible de Planification (PTV). La méthode proposée dans ce travail a été testée avec huit cas cliniques représentatifs des traitements habituels de radiothérapie. Les unités moniteur obtenues conduisent à des distributions de dose globale cliniquement équivalentes à celles issues du logiciel de planification des traitements. Ainsi, cette méthode indépendante de calcul des unités moniteur pour l'IMRT step-andshootest validée pour une utilisation clinique. Par analogie, il serait possible d'envisager d'appliquer une méthode similaire pour d'autres modalités de traitement comme par exemple la tomothérapie. Abstract : Intensity Modulated RadioTherapy (IMRT) is a treatment technique that uses modulated beam fluence. IMRT is now widespread in more advanced countries, due to its improvement of dose conformation around target volume, and its ability to lower doses to organs at risk in complex clinical cases. One way to carry out beam modulation is to sum smaller beams (beamlets) with the same incidence. This technique is called step-and-shoot IMRT. In a clinical context, it is necessary to verify treatment plans before the first irradiation. IMRT Plan verification is still an issue for this technique. Independent monitor unit calculation (representative of the weight of each beamlet) can indeed not be performed for IMRT step-and-shoot, because beamlet weights are not known a priori, but calculated by inverse planning. Besides, treatment plan verification by comparison with measured data is time consuming and performed in a simple geometry, usually in a cubic water phantom with all machine angles set to zero. In this work, an independent method for monitor unit calculation for step-and-shoot IMRT is described. This method is based on the Monte Carlo code EGSnrc/BEAMnrc. The Monte Carlo model of the head of the linear accelerator is validated by comparison of simulated and measured dose distributions in a large range of situations. The beamlets of an IMRT treatment plan are calculated individually by Monte Carlo, in the exact geometry of the treatment. Then, the dose distributions of the beamlets are converted in absorbed dose to water per monitor unit. The dose of the whole treatment in each volume element (voxel) can be expressed through a linear matrix equation of the monitor units and dose per monitor unit of every beamlets. This equation is solved by a Non-Negative Least Sqvare fif algorithm (NNLS). However, not every voxels inside the patient volume can be used in order to solve this equation, because of computer limitations. Several ways of voxel selection have been tested and the best choice consists in using voxels inside the Planning Target Volume (PTV). The method presented in this work was tested with eight clinical cases, which were representative of usual radiotherapy treatments. The monitor units obtained lead to clinically equivalent global dose distributions. Thus, this independent monitor unit calculation method for step-and-shoot IMRT is validated and can therefore be used in a clinical routine. It would be possible to consider applying a similar method for other treatment modalities, such as for instance tomotherapy or volumetric modulated arc therapy.