962 resultados para Constrained Minimization
Resumo:
A continental subduction-related and multistage exhumation process for the Tso Morari ultra-high pressure nappe is proposed. The model is constrained by published thermo-barometry and age data, combined with new geological and tectonic maps. Additionally, observations on the structural and metamorphic evolution of the Tso Morari area and the North Himalayan nappes are presented. The northern margin of the Indian continental crust was subducted to a depth of >90 km below Asia after continental collision some 55 Ma ago. The underthrusting was accompanied by the detachment and accretion of Late Proterozoic to Early Eocene sediments, creating the North Himalayan accretionary wedge, in front of the active Asian margin and the 103-50 Ma Ladakh arc batholith. The basic dikes in the Ordovician Tso Morari granite were transformed to eclogites with crystallization of coesite, some 53 Ma ago at a depth of >90 kin (>27 kbar) and temperatures of 500 to 600 degrees C. The detachment and extrusion of the low density Tso Morari nappe, composed of 70% of the Tso Morari granite and 30% of graywackes with some eclogitic dikes, occurred by ductile pure and simple shear deformation. It was pushed by buoyancy forces and by squeezing between the underthrusted Indian lithosphere and the Asian mantle wedge. The extruding Tso Morari nappe reached a depth of 35 km at the base of the North Himalayan accretionary wedge some 48 Ma ago. There the whole nappe stack recrystallized under amphibolite facies conditions of a Barrovian regional metamorphism with a metamorphic field gradient of 20 degrees C/km. An intense schistosity with a W-E oriented stretching lineation L, and top-to-the E shear criteria and crystallization of oriented sillimanite needles after kyanite, testify to the Tso Morari nappe extrusion and pressure drop. The whole nappe stack, comprising from the base to top the Tso Morari, Tetraogal, Karzok and Mata-Nyimaling-Tsarap nappes, was overprinted by new schistosities with a first N-directed and a second NE-directed stretching lineation L-2 and L-3 reaching the base of the North Himalayan accretionary wedge. They are characterized by top-to-the S and SW shear criteria. This structural overprint was related to an early N- and a younger NE-directed underthrusting of the Indian plate below Asia that was accompanied by anticlockwise rotation of India. The warping of the Tso Morari dome started already some 48 Ma ago with the formation of an extruding nappe at depth. The Tso Morari dome reached a depth of 15 km about 40 Ma ago in the eastern Kiagar La region and 30 Ma ago in the western Nuruchan region. The extrusion rate was of about 3 cm/yr between 53 and 48 Ma, followed by an uplift rate of 1.2 mm/yr between 48 and 30 Ma and of only 0.5 mm/yr after 30 Ma. Geomorphology observations show that the Tso Morari dome is still affected by faults, open regional dome, and basin and pull-apart structures, in a zone of active dextral transpression parallel to the Indus Suture zone.
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Optimum experimental designs depend on the design criterion, the model andthe design region. The talk will consider the design of experiments for regressionmodels in which there is a single response with the explanatory variables lying ina simplex. One example is experiments on various compositions of glass such asthose considered by Martin, Bursnall, and Stillman (2001).Because of the highly symmetric nature of the simplex, the class of models thatare of interest, typically Scheff´e polynomials (Scheff´e 1958) are rather differentfrom those of standard regression analysis. The optimum designs are also ratherdifferent, inheriting a high degree of symmetry from the models.In the talk I will hope to discuss a variety of modes for such experiments. ThenI will discuss constrained mixture experiments, when not all the simplex is availablefor experimentation. Other important aspects include mixture experimentswith extra non-mixture factors and the blocking of mixture experiments.Much of the material is in Chapter 16 of Atkinson, Donev, and Tobias (2007).If time and my research allows, I would hope to finish with a few comments ondesign when the responses, rather than the explanatory variables, lie in a simplex.ReferencesAtkinson, A. C., A. N. Donev, and R. D. Tobias (2007). Optimum ExperimentalDesigns, with SAS. Oxford: Oxford University Press.Martin, R. J., M. C. Bursnall, and E. C. Stillman (2001). Further results onoptimal and efficient designs for constrained mixture experiments. In A. C.Atkinson, B. Bogacka, and A. Zhigljavsky (Eds.), Optimal Design 2000,pp. 225–239. Dordrecht: Kluwer.Scheff´e, H. (1958). Experiments with mixtures. Journal of the Royal StatisticalSociety, Ser. B 20, 344–360.1
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Micas are commonly used in Ar-40/Ar-39 thermochronological studies of variably deformed rocks yet the physical basis by which deformation may affect radiogenic argon retention in mica is poorly constrained. This study examines the relationship between deformation and deformation-induced microstructures on radiogenic argon retention in muscovite, A combination of furnace step-heating and high-spatial resolution in situ UV-laser ablation Ar-40/Ar-39 analyses are reported for deformed muscovites sampled from a granitic pegmatite vein within the Siviez-Mischabel Nappe, western Swiss Alps (Penninic domain, Brianconnais unit). The pegmatite forms part of the Variscan (similar to 350 Ma) Alpine basement and exhibits a prominent Alpine S-C fabric including numerous mica `fish' that developed under greenschist facies metamorphic conditions, during the dominant Tertiary Alpine tectonic phase of nappe emplacement. Furnace step-heating of milligram quantities of separated muscovite grains yields an Ar-40/Ar-39 age spectrum with two distinct staircase segments but without any statistical plateau, consistent with a previous study from the same area. A single (3 X 5 mm) muscovite porphyroclast (fish) was investigated by in situ UV-laser ablation. A histogram plot of 170 individual Ar-40/Ar-39 UV-laser ablation ages exhibit a range from 115 to 387 Ma with modes at approximately 340 and 260 Ma. A variogram statistical treatment of the (40)Ad/Ar-39 results reveals ages correlated with two directions; a highly correlated direction at 310 degrees and a lesser correlation at 0 degrees relative to the sense of shearing. Using the highly correlated direction a statistically generated (Kriging method) age contour map of the Ar-40/Ar-39 data reveals a series of elongated contours subparallel to the C-surfaces which where formed during Tertiary nappe emplacement. Similar data distributions and slightly younger apparent ages are recognized in a smaller mica fish. The observed intragrain age variations are interpreted to reflect the partial loss of radiogenic argon during Alpine (similar to 35 Ma) greenschist facies metamorphism. One-dirnensional diffusion modelling results are consistent with the idea that the zones of youngest apparent age represent incipient shear band development within the mica porphyroclasts, thus providing a network of fast diffusion pathways. During Alpine greenschist facies metamorphism the incipient shear bands enhanced the intragrain loss of radiogenic argon. The structurally controlled intragrain age variations observed in this investigation imply that deformation has a direct control on the effective length scale for argon diffusion, which is consistent with the heterogeneous nature of deformation. (C) 2001 Elsevier Science B.V. All rights reserved.
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Directed evolution of life through millions of years, such as increasing adult body size, is one of the most intriguing patterns displayed by fossil lineages. Processes and causes of such evolutionary trends are still poorly understood. Ammonoids (externally shelled marine cephalopods) are well known to have experienced repetitive morphological evolutionary trends of their adult size, shell geometry and ornamentation. This study analyses the evolutionary trends of the family Acrochordiceratidae Arthaber, 1911 from the Early to Middle Triassic (251228 Ma). Exceptionally large and bed-rock-controlled collections of this ammonoid family were obtained from strata of Anisian age (Middle Triassic) in north-west Nevada and north-east British Columbia. They enable quantitative and statistical analyses of its morphological evolutionary trends. This study demonstrates that the monophyletic clade Acrochordiceratidae underwent the classical evolute to involute evolutionary trend (i.e. increasing coiling of the shell), an increase in its shell adult size (conch diameter) and an increase in the indentation of its shell suture shape. These evolutionary trends are statistically robust and seem more or less gradual. Furthermore, they are nonrandom with the sustained shift in the mean, the minimum and the maximum of studied shell characters. These results can be classically interpreted as being constrained by the persistence and common selection pressure on this mostly anagenetic lineage characterized by relatively moderate evolutionary rates. Increasing involution of ammonites is traditionally interpreted by increasing adaptation mostly in terms of improved hydrodynamics. However, this trend in ammonoid geometry can also be explained as a case of Copes rule (increasing adult body size) instead of functional explanation of coiling, because both shell diameter and shell involution are two possible paths for ammonoids to accommodate size increase.
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Abundace and body size distribution of invertebrates of leaf litter in Amazonian forest, Brazil. Based on 605 invertebrates sampled of the litter in an Amazonian Forest, some basic macroecological patterns for this assemblage were described. The relationship between abundance and body size, at logarithmic scale, was triangular, and the distribution of species was constrained in an asymmetric triangular envelope, that was tested using null model procedures in ECOSIM (P= 0,0002). The most abundant species were at an intermediated body size. The relationship between maximum abundance with different mean body size classes confirmed the Energetic Equivalent Rule (b = -1,069; t-0,75 = -2,13; P = 0.079). This way, species tend to consume energy from the community independent of their body size, since requirements are compensated by local population density.
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Many empirical studies of business cycles have followed the practise ofapplying the Hodrick-Prescott filter for cross-country comparisons. Thestandard procedure is to set the weight \lambda, which determines the'smoothness' of the trend equal to 1600. We show that if this value isused for against common wisdom about business cycles. As an example, weshow that the long recession occurred inSpain between 1975 and 1985 goesunnotoced by the HP filter. We propose a method for adjusting \lambda byreinterpreting the HP-filter as the solution to a constrained minimizationproblem. We argue that the common practice of fixing \lambda across countriesamounts to chankging the constraints on trend variability across countries.Our proposed method is easy to apply, retains all the virtues of thestandard HP-filter and when applied to Spanish data the results are inthe line with economic historian's view. Applying the method to a numberof OECD countries we find that, with the exception of Spain, Italy andJapan, the standard choice of \lambda=1600 is sensible.
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One of the assumptions of the Capacitated Facility Location Problem (CFLP) is thatdemand is known and fixed. Most often, this is not the case when managers take somestrategic decisions such as locating facilities and assigning demand points to thosefacilities. In this paper we consider demand as stochastic and we model each of thefacilities as an independent queue. Stochastic models of manufacturing systems anddeterministic location models are put together in order to obtain a formula for thebacklogging probability at a potential facility location.Several solution techniques have been proposed to solve the CFLP. One of the mostrecently proposed heuristics, a Reactive Greedy Adaptive Search Procedure, isimplemented in order to solve the model formulated. We present some computationalexperiments in order to evaluate the heuristics performance and to illustrate the use ofthis new formulation for the CFLP. The paper finishes with a simple simulationexercise.
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This paper shows how to introduce liquidity into the well known mean-variance framework of portfolio selection. Either by estimating mean-variance liquidity constrained frontiers or directly estimating optimal portfolios for alternative levels of risk aversion and preference for liquidity, we obtain strong effects of liquidity on optimal portfolio selection. In particular, portfolio performance, measured by the Sharpe ratio relative to the tangency portfolio, varies significantly with liquidity. Moreover, although mean-variance performance becomes clearly worse, the levels of liquidity onoptimal portfolios obtained when there is a positive preference for liquidity are much lower than on those optimal portfolios where investors show no sign of preference for liquidity.
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The use of simple and multiple correspondence analysis is well-established in socialscience research for understanding relationships between two or more categorical variables.By contrast, canonical correspondence analysis, which is a correspondence analysis with linearrestrictions on the solution, has become one of the most popular multivariate techniques inecological research. Multivariate ecological data typically consist of frequencies of observedspecies across a set of sampling locations, as well as a set of observed environmental variablesat the same locations. In this context the principal dimensions of the biological variables aresought in a space that is constrained to be related to the environmental variables. Thisrestricted form of correspondence analysis has many uses in social science research as well,as is demonstrated in this paper. We first illustrate the result that canonical correspondenceanalysis of an indicator matrix, restricted to be related an external categorical variable, reducesto a simple correspondence analysis of a set of concatenated (or stacked ) tables. Then weshow how canonical correspondence analysis can be used to focus on, or partial out, aparticular set of response categories in sample survey data. For example, the method can beused to partial out the influence of missing responses, which usually dominate the results of amultiple correspondence analysis.
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Graphical displays which show inter--sample distances are importantfor the interpretation and presentation of multivariate data. Except whenthe displays are two--dimensional, however, they are often difficult tovisualize as a whole. A device, based on multidimensional unfolding, isdescribed for presenting some intrinsically high--dimensional displays infewer, usually two, dimensions. This goal is achieved by representing eachsample by a pair of points, say $R_i$ and $r_i$, so that a theoreticaldistance between the $i$-th and $j$-th samples is represented twice, onceby the distance between $R_i$ and $r_j$ and once by the distance between$R_j$ and $r_i$. Self--distances between $R_i$ and $r_i$ need not be zero.The mathematical conditions for unfolding to exhibit symmetry are established.Algorithms for finding approximate fits, not constrained to be symmetric,are discussed and some examples are given.
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Small sample properties are of fundamental interest when only limited data is avail-able. Exact inference is limited by constraints imposed by speci.c nonrandomizedtests and of course also by lack of more data. These e¤ects can be separated as we propose to evaluate a test by comparing its type II error to the minimal type II error among all tests for the given sample. Game theory is used to establish this minimal type II error, the associated randomized test is characterized as part of a Nash equilibrium of a .ctitious game against nature.We use this method to investigate sequential tests for the di¤erence between twomeans when outcomes are constrained to belong to a given bounded set. Tests ofinequality and of noninferiority are included. We .nd that inference in terms oftype II error based on a balanced sample cannot be improved by sequential sampling or even by observing counter factual evidence providing there is a reasonable gap between the hypotheses.
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This paper presents a case study of a well-informed investor in the South Sea bubble. We argue that Hoare's Bank, a fledgling West End London banker, knew that a bubble was in progress and nonetheless invested in the stock; it was profitable to "ride the bubble." Using a unique dataset on daily trades, we show that this sophisticated investor was not constrained by institutional factors such as restrictions on short sales or agency problems. Instead, this study demonstrates that predictable investor sentiment can prevent attacks on a bubble; rational investors may only attack when some coordinating event promotes joint action.
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We construct a utility-based model of fluctuations, with nominal rigidities andunemployment, and draw its implications for the unemployment-inflation trade-off and for the conduct of monetary policy.We proceed in two steps. We first leave nominal rigidities aside. We show that,under a standard utility specification, productivity shocks have no effect onunemployment in the constrained efficient allocation. We then focus on theimplications of alternative real wage setting mechanisms for fluctuations in un-employment. We show the role of labor market frictions and real wage rigiditiesin determining the effects of productivity shocks on unemployment.We then introduce nominal rigidities in the form of staggered price setting byfirms. We derive the relation between inflation and unemployment and discusshow it is influenced by the presence of labor market frictions and real wagerigidities. We show the nature of the tradeoff between inflation and unemployment stabilization, and its dependence on labor market characteristics. We draw the implications for optimal monetary policy.
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This paper studies the efficiency of equilibria in a productive OLG economy where the process of financial intermediation is characterized by costly state verification. Both competitive equilibria and Constrained Pareto Optimal allocations are characterized. It is shown that market outcomes can be socially inefficient, even when a weaker notion than Pareto optimality is considered.
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We consider a dynamic multifactor model of investment with financing imperfections,adjustment costs and fixed and variable capital. We use the model to derive a test offinancing constraints based on a reduced form variable capital equation. Simulation resultsshow that this test correctly identifies financially constrained firms even when the estimationof firms investment opportunities is very noisy. In addition, the test is well specified inthe presence of both concave and convex adjustment costs of fixed capital. We confirmempirically the validity of this test on a sample of small Italian manufacturing companies.