Adaptive stepsize based on control theory for stochastic differential equations

The numerical solution of stochastic differential equations (SDEs) has been focussed recently on the development of numerical methods with good stability and order properties. These numerical implementations have been made with fixed stepsize, but there are many situations when a fixed stepsize is not appropriate. In the numerical solution of ordinary differential equations, much work has been carried out on developing robust implementation techniques using variable stepsize. It has been necessary, in the deterministic case, to consider the best choice for an initial stepsize, as well as developing effective strategies for stepsize control-the same, of course, must be carried out in the stochastic case. In this paper, proportional integral (PI) control is applied to a variable stepsize implementation of an embedded pair of stochastic Runge-Kutta methods used to obtain numerical solutions of nonstiff SDEs. For stiff SDEs, the embedded pair of the balanced Milstein and balanced implicit method is implemented in variable stepsize mode using a predictive controller for the stepsize change. The extension of these stepsize controllers from a digital filter theory point of view via PI with derivative (PID) control will also be implemented. The implementations show the improvement in efficiency that can be attained when using these control theory approaches compared with the regular stepsize change strategy. (C) 2004 Elsevier B.V. All rights reserved.

Genetic resource impacts of habitat loss and degradation; reconciling empirical evidence and predicted theory for neotropical trees

The theoretical impacts of anthropogenic habitat degradation on genetic resources have been well articulated. Here we use a simulation approach to assess the magnitude of expected genetic change, and review 31 studies of 23 neotropical tree species to assess whether empirical case studies conform to theory. Major differences in the sensitivity of measures to detect the genetic health of degraded populations were obvious. Most studies employing genetic diversity (nine out of 13) found no significant consequences, yet most that assessed progeny inbreeding (six out of eight), reproductive output (seven out of 10) and fitness (all six) highlighted significant impacts. These observations are in line with theory, where inbreeding is observed immediately following impact, but genetic diversity is lost slowly over subsequent generations, which for trees may take decades. Studies also highlight the ecological, not just genetic, consequences of habitat degradation that can cause reduced seed set and progeny fitness. Unexpectedly, two studies examining pollen flow using paternity analysis highlight an extensive network of gene flow at smaller spatial scales (less than 10 km). Gene flow can thus mitigate against loss of genetic diversity and assist in long-term population viability, even in degraded landscapes. Unfortunately, the surveyed studies were too few and heterogeneous to examine concepts of population size thresholds and genetic resilience in relation to life history. Future suggested research priorities include undertaking integrated studies on a range of species in the same landscapes; better documentation of the extent and duration of impact; and most importantly, combining neutral marker, pollination dynamics, ecological consequences, and progeny fitness assessment within single studies.

Self-determination theory: A case study of evidence-based coaching

The coach is central to the development of expertise in sport (Bloom, 1985) and is subsequently key to facilitating adaptive forms of motivation to enhance the quality of sport performance (Mallett & Hanrahan, 2004). In designing optimal training environments that are sensitive to the underlying motives of athletes, the coach requires an in-depth understanding of motivation. This paper reports on the application of self-determination theory (SDT; Deci & Ryan, 1985; Ryan & Deci, 2000) to coaching elite athletes. Specifically, the application of SDT to designing an autonomy-supportive motivational climate is outlined, which was used in preparing Australia's two men's relay teams for the 2004 Olympic Games in Athens.

An Incremental EM-based Learning Approach for On-Line Prediction of Hospital Resource Utilization

Objective: Inpatient length of stay (LOS) is an important measure of hospital activity, health care resource consumption, and patient acuity. This research work aims at developing an incremental expectation maximization (EM) based learning approach on mixture of experts (ME) system for on-line prediction of LOS. The use of a batchmode learning process in most existing artificial neural networks to predict LOS is unrealistic, as the data become available over time and their pattern change dynamically. In contrast, an on-line process is capable of providing an output whenever a new datum becomes available. This on-the-spot information is therefore more useful and practical for making decisions, especially when one deals with a tremendous amount of data. Methods and material: The proposed approach is illustrated using a real example of gastroenteritis LOS data. The data set was extracted from a retrospective cohort study on all infants born in 1995-1997 and their subsequent admissions for gastroenteritis. The total number of admissions in this data set was n = 692. Linked hospitalization records of the cohort were retrieved retrospectively to derive the outcome measure, patient demographics, and associated co-morbidities information. A comparative study of the incremental learning and the batch-mode learning algorithms is considered. The performances of the learning algorithms are compared based on the mean absolute difference (MAD) between the predictions and the actual LOS, and the proportion of predictions with MAD < 1 day (Prop(MAD < 1)). The significance of the comparison is assessed through a regression analysis. Results: The incremental learning algorithm provides better on-line prediction of LOS when the system has gained sufficient training from more examples (MAD = 1.77 days and Prop(MAD < 1) = 54.3%), compared to that using the batch-mode learning. The regression analysis indicates a significant decrease of MAD (p-value = 0.063) and a significant (p-value = 0.044) increase of Prop(MAD

The effect of human resource management policies on organisational performance in Greek manufacturing

This paper investigates if HRM policies have an impact on organisational performance. The research is based on a sample of 178 organisations operating in the Greek manufacturing sector. The 'universalistic model’ of HRM is adopted to conduct the investigation. The results show strong support for the model, indicating that the HRM policies of recruitment, training, promotion, incentives, benefits, involvement, and health and safety are positively related with organisational performance. The study contributes to both HRM theory and has important messages for practitioners.

Human resource management systems and organizational performance:a test of a mediating model in the Greek manufacturing context

This paper investigates the relationship between systems of HRM policies and organizational performance. The research is based on a sample of 178 organizations operating in the Greek manufacturing sector. A mediation model is tested to examine the link between HRM and organizational performance. The results of this study support the hypothesis that the relationship between the HRM systems of resourcing-development and reward-relations, and organizational performance, is mediated through the HRM outcomes of skills and attitudes. The paper not only supports the theory that HRM systems have a positive impact on organizational performance but also explains the mechanisms through which HRM systems improve organizational performance.

The effect of human resource management policies on organizational performance in Greek manufacturing firms

This article investigates if human resource management (HRM) policies have an impact on organizational performance in the Greek manufacturing context. The research is based on a sample of 178 firms. The "universalistic model" of HRM is adopted to conduct the investigation. The results show strong support for the model, indicating that the HRM policies of recruitment, training, promotion, incentives, benefits, involvement, and health and safety are positively related with organizational performance. The study both contributes to HRM theory and has important implications for practitioners. © 2007 Wiley Periodicals, Inc.

The adoption of value-based management in large UK companies:a case for diffusion theory

Purpose – In the 1990s, a growing number of companies adopted value-based management (VBM) techniques in the UK. The purpose of this paper is to explore the motivations for the adoption or non-adoption of VBM for managing a business. Design/methodology/approach – An interview-based study of 37 large UK companies. Insights from diffusion theory and institutional theory are utilised to theorise these motivations. Findings – It was found that the rate of adoption of VBM in the sample companies does follow the classical S-shape. It also suggests that the supply-side of the diffusion process, most notably the role played by consultants, was an influence on many companies. This was not, however, a sufficient condition for companies to adopt the technique. The research also finds evidence of relocation diffusion, as several adopters are influenced by new officers, for example chief executive officers and finance directors, importing VBM techniques that they have used in organizations within which they have previously worked. Research limitations/implications – It is quite a small scale study and further work would be needed to develop the findings. Practical implications – Understanding and theorising the adoption of new management techniques will help understand the management of a business. Originality/value – This research adds further evidence to the value of studying management accounting, and more specifically management accounting change, in practice. It shows the developments in the adoption of a new technique and hence how a technique becomes accepted in practice.

What does endogenous growth theory tell about regional economies? Empirics of R&D worker-based productivity growth

What does endogenous growth theory tell about regional economies? Empirics of R&D worker-based productivity growth, Regional Studies. Endogenous growth theory emerged in the 1990s as ‘new growth theory’ accounting for technical progress in the growth process. This paper examines the role of research and development (R&D) workers underlying the Romer model (1990) and its subsequent modifications, and compares it with a model based on the accumulation of human capital engaged in R&D. Cross-section estimates of the models against productivity growth of European regions in the 1990s suggest that each R&D worker has a unique set of knowledge while his/her contributions are enhanced by knowledge sharing within a region as well as spillovers from other regions in proximity.

Assessing the effectiveness of business support services in England:evidence from a theory based evaluation

In England, publicly supported advice to small firms is organized primarily through the Business Link (BL) network. Using the programme theory underlying this business support, we develop four propositions and test these empirically using data from a new survey of over 3000 English SMEs. We find strong support for the value to BL operators of a high profile to boost take-up. We find support for the BL’s market segmentation that targets intensive assistance to younger firms and those with limited liability. Allowing for sample selection, we find no significant effects on growth from ‘other’ assistance but find a significant employment boost from intensive assistance. This partially supports the programme theory assertion that BL improves business growth and strongly supports the proposition that there are differential outcomes from intensive and other assistance. This suggests an improvement in the BL network, compared with earlier studies, notably Roper et al. (2001), Roper and Hart (2005).