Two dynamic discrete choice estimation problems and simulation method solutions

This paper considers two problems that frequently arise in dynamic discrete choice problems but have not received much attention with regard to simulation methods. The first problem is how to simulate unbiased simulators of probabilities conditional on past history. The second is simulating a discrete transition probability model when the underlying dependent variable is really continuous. Both methods work well relative to reasonable alternatives in the application discussed. However, in both cases, for this application, simpler methods also provide reasonably good results.

Approximate solutions to stochastic dynamic programs

This paper examines the properties of various approximation methods for solving stochastic dynamic programs in structural estimation problems. The problem addressed is evaluating the expected value of the maximum of available choices. The paper shows that approximating this by the maximum of expected values frequently has poor properties. It also shows that choosing a convenient distributional assumptions for the errors and then solving exactly conditional on the distributional assumption leads to small approximation errors even if the distribution is misspecified. © 1997 Cambridge University Press.

Some solutions for a compressible isotropic elastic material

In this article we obtain closed-form solutions for the combined inflation and axial shear of an elastic tube in respect of the compressible Isotropic elastic material introduced by Levinson and Burgess. Several other boundary-value problems are also examined, including the bending of a rectangular block and straightening of a cylindrical sector, both coupled with stretching and shearing, and an axially varying twist deformation. Some of the solutions appear in closed form, others are expressible in terms of elliptic functions.

Multivariate statistical analysis of hydrochemical data to assess alluvial aquifer–stream connectivity during drought and flood : Cressbrook Creek, southeast Queensland, Australia

A catchment-scale multivariate statistical analysis of hydrochemistry enabled assessment of interactions between alluvial groundwater and Cressbrook Creek, an intermittent drainage system in southeast Queensland, Australia. Hierarchical cluster analyses and principal component analysis were applied to time-series data to evaluate the hydrochemical evolution of groundwater during periods of extreme drought and severe flooding. A simple three-dimensional geological model was developed to conceptualise the catchment morphology and the stratigraphic framework of the alluvium. The alluvium forms a two-layer system with a basal coarse-grained layer overlain by a clay-rich low-permeability unit. In the upper and middle catchment, alluvial groundwater is chemically similar to streamwater, particularly near the creek (reflected by high HCO3/Cl and K/Na ratios and low salinities), indicating a high degree of connectivity. In the lower catchment, groundwater is more saline with lower HCO3/Cl and K/Na ratios, notably during dry periods. Groundwater salinity substantially decreased following severe flooding in 2011, notably in the lower catchment, confirming that flooding is an important mechanism for both recharge and maintaining groundwater quality. The integrated approach used in this study enabled effective interpretation of hydrological processes and can be applied to a variety of hydrological settings to synthesise and evaluate large hydrochemical datasets.

Oscillating magnetic field current drive in a spherical plasma device

The continuous steady-state current drive in a spherical argon plasma by transverse oscillating magnetic field (OMF) is investigated. The experimental results reveal that a rotating magnetic field is generated, and its amplitude depends linearly on the external steady vertical magnetic field. It has been shown that steady toroidal currents of up to about 400 A can be driven by a 490 kHz OMF with an input power of 1.4 kW. The generation of steady toroidal magnetic fields directed oppositely in the upper and lower hemispheres have been recorded. The measurements of time-varying magnetic fields unveil a strong nonlinear effect of the frequency-doubled field harmonics generation. The electron number density and temperature of up to 6.2×1018 m-3 and 12 eV have been obtained. The observed effects validate the existing theory of the OMF current drive in spherical plasmas.

Shared generation of pseudo-random functions

In Crypto’95, Micali and Sidney proposed a method for shared generation of a pseudo-random function f(·) among n players in such a way that for all the inputs x, any u players can compute f(x) while t or fewer players fail to do so, where 0⩽tupper and a lower bound for d. Finally we give a simple, yet efficient, approximation greedy algorithm for generating the secret seeds S in which d is close to the optimum by a factor of at most u ln 2.

Shared generation of pseudo-random functions with cumulative maps

In Crypto’95, Micali and Sidney proposed a method for shared generation of a pseudo-random function f(·) among n players in such a way that for all the inputs x, any u players can compute f(x) while t or fewer players fail to do so, where 0 ≤ t < u ≤ n. The idea behind the Micali-Sidney scheme is to generate and distribute secret seeds S = s1, . . . , sd of a poly-random collection of functions, among the n players, each player gets a subset of S, in such a way that any u players together hold all the secret seeds in S while any t or fewer players will lack at least one element from S. The pseudo-random function is then computed as where f s i (·)’s are poly-random functions. One question raised by Micali and Sidney is how to distribute the secret seeds satisfying the above condition such that the number of seeds, d, is as small as possible. In this paper, we continue the work of Micali and Sidney. We first provide a general framework for shared generation of pseudo-random function using cumulative maps. We demonstrate that the Micali-Sidney scheme is a special case of this general construction.We then derive an upper and a lower bound for d. Finally we give a simple, yet efficient, approximation greedy algorithm for generating the secret seeds S in which d is close to the optimum by a factor of at most u ln 2.

Lower partial moment and information entropy-based dynamic electricity purchasing strategy

In the electricity market environment, load-serving entities (LSEs) will inevitably face risks in purchasing electricity because there are a plethora of uncertainties involved. To maximize profits and minimize risks, LSEs need to develop an optimal strategy to reasonably allocate the purchased electricity amount in different electricity markets such as the spot market, bilateral contract market, and options market. Because risks originate from uncertainties, an approach is presented to address the risk evaluation problem by the combined use of the lower partial moment and information entropy (LPME). The lower partial moment is used to measure the amount and probability of the loss, whereas the information entropy is used to represent the uncertainty of the loss. Electricity purchasing is a repeated procedure; therefore, the model presented represents a dynamic strategy. Under the chance-constrained programming framework, the developed optimization model minimizes the risk of the electricity purchasing portfolio in different markets because the actual profit of the LSE concerned is not less than the specified target under a required confidence level. Then, the particle swarm optimization (PSO) algorithm is employed to solve the optimization model. Finally, a sample example is used to illustrate the basic features of the developed model and method.

A fluorenone based low band gap solution processable copolymer for air stable and high mobility organic field effect transistors

A fluorenone based alternating copolymer (PFN-DPPF) with a furan based fused aromatic moiety has been designed and synthesized. PFN-DPPF exhibits a small band gap with a lower HOMO value. Testing this polymer semiconductor as the active layer in organic thin-film transistors results in hole mobilities as high as 0.15 cm2 V-1 s-1 in air.

A case study of the Iranian national railway and its absolute capacity expansion using analytical models

Identifying railway capacity is an important task that can identify "in principal" whether the network can handle an intended traffic flow, and whether there is any free capacity left for additional train services. Capacity determination techniques can also be used to identify how best to improve an existing network, and at least cost. In this article an optimization approach has been applied to a case study of the Iran national railway, in order to identify its current capacity and to optimally expand it given a variety of technical conditions. This railway is very important in Iran and will be upgraded extensively in the coming years. Hence the conclusions in this article may help in that endeavor. A sensitivity analysis is recommended to evaluate a wider range of possible scenarios. Hence more useful lower and upper bounds can be provided for the performance of the system

Connecting two wind turbine generators to the grid using only one three level NPC inverter

This paper explores the possibility of connecting two Wind Turbine Generators (WTG) to the grid using a single three level inverter. In the proposed system the rectified output of one WTG is connected across the upper dc-link capacitor of a standard diode clamped three level inverter. Similarly the rectified output of the other WTG is connected across the lower capacitor. This particular combination has several advantages such as, direct connection to the grid, reduced parts count, improved reliability and high power capacity. However, the major problem in the proposed system is the imminent imbalance of dc-link voltages. Under such conditions conventional modulation methods fail to produce desired voltage and current waveforms. A detailed analysis on this issue and a novel space vector modulation method, as the solution, are proposed in this paper. To track the Maximum power point of each WTG a power sharing algorithm is proposed. Simulation results are presented to attest the efficacy of the proposed system.

Emerging Opportunities for "Design Thinking" to Deliver Sustainable Solutions in the Built Environment

In the built environment sector, a range of innovations are delivering environmental improvements with mixed success worldwide. The authors of this paper argue that a more “disruptive” form of innovation is needed to bring about significant and systemic change within the sector. Critical to this transition is the development of new behaviours and values. In particular, built environment professionals need to become active change agents in cultivating these new behaviours and values through the development of collaborative visions, scenarios, practices, and ideas. This paper identifies and discusses the critical role that design (in its broadest sense) can play in this process. Drawing on a comprehensive review of literature, the authors highlight a number of transformational opportunities for cross professional learning and sharing between design and built environment disciplines in achieving environmental innovation (eco-innovation). The paper also considers several design-based concepts that have a potential application in the built environment sector including: design thinking, social innovation (human-centered), and disruptive innovation (transformational) approaches. The research findings will assist in building the capabilities of designers and innovators to create sustainable solutions to global problems, and in supporting the social diffusion of systems-changing ideas in the built environment sector.

Cross cultural adaptation and validation of a Spanish version of the lower limb functional index

Background: The Lower Limb Functional Index (LLFI) is a relatively recently published regional outcome measure. The development article showed the LLFI had robust and valid clinimetric properties with sound psychometric and practical characteristics when compared to the Lower Limb Extremity Scale (LEFS) criterion standard. Objective: The purpose of this study was cross cultural adaptation and validation of the LLFI Spanish-version (LLFI-Sp) in a Spanish population. Methods: A two stage observational study was conducted. The LLFI was initially cross-culturally adapted to Spanish through double forward and single backward translation; then subsequently validated for the psychometric characteristics of validity, internal consistency, reliability, error score and factor structure. Participants (n = 136) with various lower limb conditions of >12 weeks duration completed the LLFI-Sp, Western Ontario and McMaster University Osteoarthritis Index (WOMAC) and the Euroqol Health Questionnaire 5 Dimensions (EQ-5D-3 L). The full sample was employed to determine internal consistency, concurrent criterion validity, construct validity and factor structure; a subgroup (n = 45) determined reliability at seven days concurrently completing a global rating of change scale. Results: The LLFI-Sp demonstrated high but not excessive internal consistency (α = 0.91) and high reliability (ICC = 0.96). The factor structure was one-dimensional which supported the construct validity. Criterion validity with the WOMAC was strong (r = 0.77) and with the EQ-5D-3 L fair and inversely correlated (r = -0.62). The study limitations included the lack of longitudinal data and the determination of responsiveness. Conclusions: The LLFI-Sp supports the findings of the original English version as being a valid lower limb regional outcome measure. It demonstrated similar psychometric properties for internal consistency, validity, reliability, error score and factor structure.

Studying upper-limb kinematic using inertial sensors embedded in smartphones

Background: In recent years, there have been investigations concerning upper-limbs kinematics by various devices. The latest generation of smartphones often includes inertial sensors with subunits which can detect inertial kinematics. The use of smartphones is presented as a convenient and portable analysis method for studying kinematics in terms of angular mobility and linear acceleration Objective: The aim of this study was to study humerus kinematics through six physical properties that correspond to angular mobility and acceleration in the three axes of space, obtained by a smartphone. Methods: This cross-sectional study recruited healthy young adult subjects. Descriptive and anthropometric independent variables related to age, gender, weight, size, and BMI were included. Six physical properties were included corresponding to two dependent variables for each of three special axes: mobility angle (degrees) and lineal acceleration (meters/seconds2), which were obtained thought the inertial measurement sensor embedded in the iPhone4 smartphone equipped with three two elements for the detection of kinematic variables: a gyroscope and an accelerometer. Apple uses an LIS302DL accelerometer in the iPhone4. The application used to obtain kinematic data was xSensor Pro, Crossbow Technology, Inc., available at the Apple AppStore. The iPhone4 has storage capacity of 20MB. The data-sampling rate was set to 32 Hz, and the data for each analytical task was transmitted as email for analysis and postprocessing The iPhone4 was placed in the right half of the body of each subject located in the middle third of the humerus slightly posterior snugly secured by a neoprene fixation belt. Tasks were explained concisely and clearly. The beginning and the end were decided by a verbal order by the researcher. Participants were placed standing, starting from neutral position, performing the following analytical tasks: 180º right shoulder abduction (eight repetitions) and, after a break of about 3 minutes, 180º right shoulder flexion (eight repetitions). Both tasks were performed with the elbow extended, wrist in neutral position and the palmar area of the hand toward the midline at the beginning and end of the movement. Results: A total of 11 subjects (8 men, 3 woman) were measured, whose mean of age was 24.7 years (SD = 4.22 years) and their average BMI was 22.64 Kg/m2 (SD = 2.29 Kg/m2). The mean of angular mobility collected by the smartphone was bigger in pitch axis for flexion (= 157.28°, SD= 12.35°) and abduction (= 151.71°, SD= 9.70°). With regard to acceleration, the highest peak mean value was shown in the Y motion axis during flexion (= 19.5°/s2, SD = 0.8°/s2) and abduction (= 19.4°/s2, SD = 0.8°/s2). Also, descriptive graphics of analytical tasks performed were obtained. Conclusions: This study shows how humerus contributes to upper-limb motion and it identified movement patterns. Therefore, it supports smartphone as a useful device to analyze upper-limb kinematics. Thanks to this study it´s possible to develop a simple application that facilitates the evaluation of the patient.

Going through the obstruction, the Torrens System Assurance Fund and contemporary solutions : a tale weaved from a story of a nun, a romantic triangle and sibling corruption

Private title insurance has been the subject of much debate by law reform bodies and academics. This article adds a new dimension to the discussion by analysing its role against a recent scenario where a nun was betrayed by the actions of her brother, and compensation payable from the assurance fund, after much challenge by the registrar, amounted to in excess of $4 million.We ask whether the slow burning of title insurance into the psyche of Australian home purchasers will see state-based assurance fundings looking to minismise their role in the Torrens system. We also query how the rather more immediate electronic establishment of electronic conveyancing will alter the balance between the assurance fund, private title insurance and the increasing responsibilities on stakeholdes involved in conveyancing.