Modeling of hybrid systems by piecewise decomposition

Piecewise linear models systems arise as mathematical models of systems in many practical applications, often from linearization for nonlinear systems. There are two main approaches of dealing with these systems according to their continuous or discrete-time aspects. We propose an approach which is based on the state transformation, more particularly the partition of the phase portrait in different regions where each subregion is modeled as a two-dimensional linear time invariant system. Then the Takagi-Sugeno model, which is a combination of local model is calculated. The simulation results show that the Alpha partition is well-suited for dealing with such a system

Consumer Neuroscience as a reserach issue, concepts and applications. A paradigmatic approach

Consumer neuroscience allows a fullest and objective understanding about desires andactions of consumers, turning itself in a fickle tool to the use of the companies and to improve their Marketing strategies. The use of the Neuroscientific methods to the analysis, description and comprehension of human behavior related to consume open a lot of unknown possibilities to discover. Neuromarketing or The consumer Neuroscience as is known too is the study of mental process been part of the consumer behavior and contexts concerning the marketing as well, apply and follow in the environment of the real life of human been. Its supported by the paradigms and the technological development of Neurosciences whose progress has made possible for the seekers to deep in knowledge abouthow the brain work. Physiological operations of mind are a product of a structural and functional ensemble including the brain, as organ, and mind, emotion and cognition, asfunctions. Mind events just can be understood in the middle of the interaction between the organism and his environment. Neuromarketing paradigm it’s still in his infancy and whatfor it’s full of research possibilities. Inside the consumer neuroscience the ethic building doesn’t collapse, the morality isn’t threaten, inside the normal individual Will it’s alwaysWill. The present paper looking for a place to the consumer neuroscience paradigm over the perspective of research open to the Marketing, from the technological advances and hermeneutical vision offer by Neuroscience; it’s propose some of several possibilities ofresearch and practice been explored actually. To give an example its offer one of methods of research as is the Evoked Potentials.

Option pricing in market models driven by telegraph processes with jumps

Esta tesis está dividida en dos partes: en la primera parte se presentan y estudian los procesos telegráficos, los procesos de Poisson con compensador telegráfico y los procesos telegráficos con saltos. El estudio presentado en esta primera parte incluye el cálculo de las distribuciones de cada proceso, las medias y varianzas, así como las funciones generadoras de momentos entre otras propiedades. Utilizando estas propiedades en la segunda parte se estudian los modelos de valoración de opciones basados en procesos telegráficos con saltos. En esta parte se da una descripción de cómo calcular las medidas neutrales al riesgo, se encuentra la condición de no arbitraje en este tipo de modelos y por último se calcula el precio de las opciones Europeas de compra y venta.

Modeling the monetary policy reaction function of the colombian central bank

This paper proposes a simple Ordered Probit model to analyse the monetary policy reaction function of the Colombian Central Bank. There is evidence that the reaction function is asymmetric, in the sense that the Bank increases the Bank rate when the gap between observed inflation and the inflation target (lagged once) is positive, but it does not reduce the Bank rate when the gap is negative. This behaviour suggests that the Bank is more interested in fulfilling the announced inflation target rather than in reducing inflation excessively. The forecasting performance of the model, both within and beyond the estimation period, appears to be particularly good.

Business cycle asymmentries: An investment cost approach

In this paper, investment cost asymmetry is introduced in order to test wheter this kind of asymmetry can account for asymmetries in business cycles. By using a smooth transition function, asymmetric investment cost is modeled and introduced in a canonical RBC model. Simulations of the model with Perturbations Method (PM) are very close to simulations through Parameterized Expectations Algorithm (PEA), which allows the use of the former for the sake of time reduction and computational costs. Both symmetric and asymmetric models were simulated and compared. Deterministic and stochastic impulse-response excersices revealed that it is possible to adequately reproduce asymmetric business cycles by modeling asymmetric investment costs. Simulations also showed that higher order moments are insu_cient to detect asymmetries. Instead, methods such as Generalized Impulse Response Analysis (GIRA) and Nonlinear Econometrics prove to be more e_cient diagnostic tools.

Abordajes teóricos en la comprensión de la influencia de los recursos económicos en la actividad física

Estudio cualitativo que analiza los abordajes teóricos utilizados por diferentes autores en la comprensión de la influencia de los recursos económicos en la actividad física desde los modelos de determinantes y determinación social.

Comparing meta-analysis and ecological-longitudinal analysis in time-series studies: a case study of the effects of air pollution on mortality in three Spanish cities

The objective of this paper is to introduce a diVerent approach, called the ecological-longitudinal, to carrying out pooled analysis in time series ecological studies. Because it gives a larger number of data points and, hence, increases the statistical power of the analysis, this approach, unlike conventional ones, allows the complementation of aspects such as accommodation of random effect models, of lags, of interaction between pollutants and between pollutants and meteorological variables, that are hardly implemented in conventional approaches. Design—The approach is illustrated by providing quantitative estimates of the short-termeVects of air pollution on mortality in three Spanish cities, Barcelona,Valencia and Vigo, for the period 1992–1994. Because the dependent variable was a count, a Poisson generalised linear model was first specified. Several modelling issues are worth mentioning. Firstly, because the relations between mortality and explanatory variables were nonlinear, cubic splines were used for covariate control, leading to a generalised additive model, GAM. Secondly, the effects of the predictors on the response were allowed to occur with some lag. Thirdly, the residual autocorrelation, because of imperfect control, was controlled for by means of an autoregressive Poisson GAM. Finally, the longitudinal design demanded the consideration of the existence of individual heterogeneity, requiring the consideration of mixed models. Main results—The estimates of the relative risks obtained from the individual analyses varied across cities, particularly those associated with sulphur dioxide. The highest relative risks corresponded to black smoke in Valencia. These estimates were higher than those obtained from the ecological-longitudinal analysis. Relative risks estimated from this latter analysis were practically identical across cities, 1.00638 (95% confidence intervals 1.0002, 1.0011) for a black smoke increase of 10 μg/m3 and 1.00415 (95% CI 1.0001, 1.0007) for a increase of 10 μg/m3 of sulphur dioxide. Because the statistical power is higher than in the individual analysis more interactions were statistically significant,especially those among air pollutants and meteorological variables. Conclusions—Air pollutant levels were related to mortality in the three cities of the study, Barcelona, Valencia and Vigo. These results were consistent with similar studies in other cities, with other multicentric studies and coherent with both, previous individual, for each city, and multicentric studies for all three cities

Integrated management of urban wastewater systems: a model-based approach

The main objective pursued in this thesis targets the development and systematization of a methodology that allows addressing management problems in the dynamic operation of Urban Wastewater Systems. The proposed methodology will suggest operational strategies that can improve the overall performance of the system under certain problematic situations through a model-based approach. The proposed methodology has three main steps: The first step includes the characterization and modeling of the case-study, the definition of scenarios, the evaluation criteria and the operational settings that can be manipulated to improve the system’s performance. In the second step, Monte Carlo simulations are launched to evaluate how the system performs for a wide range of operational settings combinations, and a global sensitivity analysis is conducted to rank the most influential operational settings. Finally, the third step consists on a screening methodology applying a multi-criteria analysis to select the best combinations of operational settings.

Implementation and application of basis set superposition error-correction schemes to the theoretical modeling of weak intermolecular interactions

This thesis deals with the so-called Basis Set Superposition Error (BSSE) from both a methodological and a practical point of view. The purpose of the present thesis is twofold: (a) to contribute step ahead in the correct characterization of weakly bound complexes and, (b) to shed light the understanding of the actual implications of the basis set extension effects in the ab intio calculations and contribute to the BSSE debate. The existing BSSE-correction procedures are deeply analyzed, compared, validated and, if necessary, improved. A new interpretation of the counterpoise (CP) method is used in order to define counterpoise-corrected descriptions of the molecular complexes. This novel point of view allows for a study of the BSSE-effects not only in the interaction energy but also on the potential energy surface and, in general, in any property derived from the molecular energy and its derivatives A program has been developed for the calculation of CP-corrected geometry optimizations and vibrational frequencies, also using several counterpoise schemes for the case of molecular clusters. The method has also been implemented in Gaussian98 revA10 package. The Chemical Hamiltonian Approach (CHA) methodology has been also implemented at the RHF and UHF levels of theory for an arbitrary number interacting systems using an algorithm based on block-diagonal matrices. Along with the methodological development, the effects of the BSSE on the properties of molecular complexes have been discussed in detail. The CP and CHA methodologies are used for the determination of BSSE-corrected molecular complexes properties related to the Potential Energy Surfaces and molecular wavefunction, respectively. First, the behaviour of both BSSE-correction schemes are systematically compared at different levels of theory and basis sets for a number of hydrogen-bonded complexes. The Complete Basis Set (CBS) limit of both uncorrected and CP-corrected molecular properties like stabilization energies and intermolecular distances has also been determined, showing the capital importance of the BSSE correction. Several controversial topics of the BSSE correction are addressed as well. The application of the counterpoise method is applied to internal rotational barriers. The importance of the nuclear relaxation term is also pointed out. The viability of the CP method for dealing with charged complexes and the BSSE effects on the double-well PES blue-shifted hydrogen bonds is also studied in detail. In the case of the molecular clusters the effect of high-order BSSE effects introduced with the hierarchical counterpoise scheme is also determined. The effect of the BSSE on the electron density-related properties is also addressed. The first-order electron density obtained with the CHA/F and CHA/DFT methodologies was used to assess, both graphically and numerically, the redistribution of the charge density upon BSSE-correction. Several tools like the Atoms in Molecules topologycal analysis, density difference maps, Quantum Molecular Similarity, and Chemical Energy Component Analysis were used to deeply analyze, for the first time, the BSSE effects on the electron density of several hydrogen bonded complexes of increasing size. The indirect effect of the BSSE on intermolecular perturbation theory results is also pointed out It is shown that for a BSSE-free SAPT study of hydrogen fluoride clusters, the use of a counterpoise-corrected PES is essential in order to determine the proper molecular geometry to perform the SAPT analysis.

Hierarchical modeling of entangled polymers

We demonstrate that it is possible to link multi-chain molecular dynamics simulations with the tube model using a single chain slip-links model as a bridge. This hierarchical approach allows significant speed up of simulations, permitting us to span the time scales relevant for a comparison with the tube theory. Fitting the mean-square displacement of individual monomers in molecular dynamics simulations with the slip-spring model, we show that it is possible to predict the stress relaxation. Then, we analyze the stress relaxation from slip-spring simulations in the framework of the tube theory. In the absence of constraint release, we establish that the relaxation modulus can be decomposed as the sum of contributions from fast and longitudinal Rouse modes, and tube survival. Finally, we discuss some open questions regarding possible future directions that could be profitable in rendering the tube model quantitative, even for mildly entangled polymers

Regional Differences in the Prediction of Extratropical Cyclones by the ECMWF Ensemble Prediction System

A regional study of the prediction of extratropical cyclones by the European Centre for Medium-Range Weather Forecasts (ECMWF) Ensemble Prediction System (EPS) has been performed. An objective feature-tracking method has been used to identify and track the cyclones along the forecast trajectories. Forecast error statistics have then been produced for the position, intensity, and propagation speed of the storms. In previous work, data limitations meant it was only possible to present the diagnostics for the entire Northern Hemisphere (NH) or Southern Hemisphere. A larger data sample has allowed the diagnostics to be computed separately for smaller regions around the globe and has made it possible to explore the regional differences in the prediction of storms by the EPS. Results show that in the NH there is a larger ensemble mean error in the position of storms over the Atlantic Ocean. Further analysis revealed that this is mainly due to errors in the prediction of storm propagation speed rather than in direction. Forecast storms propagate too slowly in all regions, but the bias is about 2 times as large in the NH Atlantic region. The results show that storm intensity is generally overpredicted over the ocean and underpredicted over the land and that the absolute error in intensity is larger over the ocean than over the land. In the NH, large errors occur in the prediction of the intensity of storms that originate as tropical cyclones but then move into the extratropics. The ensemble is underdispersive for the intensity of cyclones (i.e., the spread is smaller than the mean error) in all regions. The spatial patterns of the ensemble mean error and ensemble spread are very different for the intensity of cyclones. Spatial distributions of the ensemble mean error suggest that large errors occur during the growth phase of storm development, but this is not indicated by the spatial distributions of the ensemble spread. In the NH there are further differences. First, the large errors in the prediction of the intensity of cyclones that originate in the tropics are not indicated by the spread. Second, the ensemble mean error is larger over the Pacific Ocean than over the Atlantic, whereas the opposite is true for the spread. The use of a storm-tracking approach, to both weather forecasters and developers of forecast systems, is also discussed.

Estimating surface CO2 fluxes from space-borne dry air mole fraction observations using an Ensemble Kalman filter

We have developed an ensemble Kalman Filter (EnKF) to estimate 8-day regional surface fluxes of CO2 from space-borne CO2 dry-air mole fraction observations (XCO2) and evaluate the approach using a series of synthetic experiments, in preparation for data from the NASA Orbiting Carbon Observatory (OCO). The 32-day duty cycle of OCO alternates every 16 days between nadir and glint measurements of backscattered solar radiation at short-wave infrared wavelengths. The EnKF uses an ensemble of states to represent the error covariances to estimate 8-day CO2 surface fluxes over 144 geographical regions. We use a 12×8-day lag window, recognising that XCO2 measurements include surface flux information from prior time windows. The observation operator that relates surface CO2 fluxes to atmospheric distributions of XCO2 includes: a) the GEOS-Chem transport model that relates surface fluxes to global 3-D distributions of CO2 concentrations, which are sampled at the time and location of OCO measurements that are cloud-free and have aerosol optical depths <0.3; and b) scene-dependent averaging kernels that relate the CO2 profiles to XCO2, accounting for differences between nadir and glint measurements, and the associated scene-dependent observation errors. We show that OCO XCO2 measurements significantly reduce the uncertainties of surface CO2 flux estimates. Glint measurements are generally better at constraining ocean CO2 flux estimates. Nadir XCO2 measurements over the terrestrial tropics are sparse throughout the year because of either clouds or smoke. Glint measurements provide the most effective constraint for estimating tropical terrestrial CO2 fluxes by accurately sampling fresh continental outflow over neighbouring oceans. We also present results from sensitivity experiments that investigate how flux estimates change with 1) bias and unbiased errors, 2) alternative duty cycles, 3) measurement density and correlations, 4) the spatial resolution of estimated flux estimates, and 5) reducing the length of the lag window and the size of the ensemble. At the revision stage of this manuscript, the OCO instrument failed to reach its orbit after it was launched on 24 February 2009. The EnKF formulation presented here is also applicable to GOSAT measurements of CO2 and CH4.

Controlling nitrate pollution: an integrated approach

The introduction of the EU Water Framework Directive requires policy to address non-point source pollution as part of an overall integrated strategy to improve the ecological status of water bodies. In this paper, we combine an economic optimisation framework with a dynamic simulation model of N transport in the Kennet Catchment to link decisions taken at the farm level to reductions in nitrate concentrations in the River Kennet. We examine a variety of policies targeted at reducing fertiliser use and changing the way in which farm land is used. We find that a tax on nitrogen emerges as the best policy both in terms of cost- and environmental effectiveness. Such a policy involves a considerable reduction in fertiliser use, as well as, a restructuring of land-use away from arable towards increased use of set-aside. Budgetary implications of such a radical move towards set-aside would be huge and hence unlikely to be politically palatable given the objective of reducing the EU budgetary allocation to agriculture. Additionally, the current rise in world demand for food may also mitigate calls for increasing the proportion of land taken out of agricultural production. Although the study succeeds in establishing a link between actions on the farm and nitrate concentrations in the stream water, further work is required to explore the effect of the retention of nitrates in the unsaturated zone and groundwater on this link.

A semi-quantitative approach to deriving a model structure for the uptake of organic chemicals by vegetation

An expert elicitation exercise was undertaken to determine those components and processes that are most important for modeling plant uptake of organic chemicals. The state of our knowledge of these processes was also assessed. This semi-quantitative analysis allowed the construction of an idealized model with seven compartments; soil bulk, soil water, roots, stem, leaves, fruit, and air. Three main areas were identified further research: 1) the uptake of organic chemicals by fruit; 2) the internal transfer of organic chemicals between plant structures (e.g., stem and leaves); and 3) the transfer via the soil-air-plant pathway. Until new data becomes available to quantify these processes, it is proposed that an equilibrium partitioning approach is used between plant components other than fruit or that models consist of both an edible and inedible compartment.

An ichnofabric approach to the depositional interpretation of the intensely burrowed Bateig Limestone, Miocene, SE Spain

The foraminiferal-rich pelagic Bateig Limestone forms several varieties of the important building stones quarried at Bateig Hill in southeastern Spain. Three principal ichnofabrics (Bichordites, mottled-Palaeophycus and mottled-Ophiomorpha) are recognized, which are present in at least two (possibly up to four) repeated successions (cycles). Each succession begins with an erosional event. The Bichordites ichnofabric represents a new type of facies, formed as thin turbidity/grain flow, stratiform units derived from sediment slips off a fault into deep water. Each slipped unit became almost completely bioturbated by infaunal echinoids, colonizing by lateral migration. Because of the thinness of the units, successive colonizations tended to truncate the underlying burrows giving rise to a pseudo-stratification. As the Bichordites ichnofabric accumulated on the fault apron, thus reducing the effective height of the fault scarp, the substrate gradually came under the influence of currents traversing the shelf. This led to a change in hydraulic regime, and to the mottled-Palaeophycus and mottled-Ophiomorpha ichnofabrics in sediment deposited under bed load transport, and associated with laminar and cross-stratified beds and local muddy intervals. Reactivation of the fault triggered erosion and channeling and a return to grain flow sedimentation, and to the Bichordites ichnofabric of the succeeding cycle. The highest unit of the Bateig Limestone is formed entirely of cross-stratified calcarenites with occasional Ophiomorpha (Ophiomorpha-primary lamination ichnofabric) and is similar to many shallow marine facies but they still bear a significant content of pelagic foraminifera. The sedimentary setting bears resemblance with that described for the Pleistocene Monte Torre Paleostrait and the modem Strait of Messina (Italy), where the narrow morphology of the depositional area enhanced tidal currents and allowed for high-energy sandy deposition in relatively deep areas. More data on the Miocene paleogeography of the Bateig area should provide further testing for this hypothesis. The ichnofacies and stacking of the Bateig Limestone differ from the classic Seilacherian model in that they reflect changes in hydraulic process and are associated with faulting and subsidence and changes in sediment supply. Recognition of the unusual ichnofabrics and their relationships provides a clear indication of the overall dynamic setting. (c) 2006 Elsevier B.V. All rights reserved.