Hypothesis testing in an errors-in-variables model with heteroscedastic measurement errors

In many epidemiological studies it is common to resort to regression models relating incidence of a disease and its risk factors. The main goal of this paper is to consider inference on such models with error-prone observations and variances of the measurement errors changing across observations. We suppose that the observations follow a bivariate normal distribution and the measurement errors are normally distributed. Aggregate data allow the estimation of the error variances. Maximum likelihood estimates are computed numerically via the EM algorithm. Consistent estimation of the asymptotic variance of the maximum likelihood estimators is also discussed. Test statistics are proposed for testing hypotheses of interest. Further, we implement a simple graphical device that enables an assessment of the model`s goodness of fit. Results of simulations concerning the properties of the test statistics are reported. The approach is illustrated with data from the WHO MONICA Project on cardiovascular disease. Copyright (C) 2008 John Wiley & Sons, Ltd.

A DISCRETIZATION SCHEME FOR AN ONE-DIMENSIONAL REACTION-DIFFUSION EQUATION WITH DELAY AND ITS DYNAMICS

The goal of this paper is to present an approximation scheme for a reaction-diffusion equation with finite delay, which has been used as a model to study the evolution of a population with density distribution u, in such a way that the resulting finite dimensional ordinary differential system contains the same asymptotic dynamics as the reaction-diffusion equation.

Computational aspects of harmonic wavelet Galerkin methods and an application to a precipitation front propagation model

This article is dedicated to harmonic wavelet Galerkin methods for the solution of partial differential equations. Several variants of the method are proposed and analyzed, using the Burgers equation as a test model. The computational complexity can be reduced when the localization properties of the wavelets and restricted interactions between different scales are exploited. The resulting variants of the method have computational complexities ranging from O(N(3)) to O(N) (N being the space dimension) per time step. A pseudo-spectral wavelet scheme is also described and compared to the methods based on connection coefficients. The harmonic wavelet Galerkin scheme is applied to a nonlinear model for the propagation of precipitation fronts, with the front locations being exposed in the sizes of the localized wavelet coefficients. (C) 2011 Elsevier Ltd. All rights reserved.

Three-dimensional, fully adaptive simulations of phase-field fluid models

We present an efficient numerical methodology for the 31) computation of incompressible multi-phase flows described by conservative phase-field models We focus here on the case of density matched fluids with different viscosity (Model H) The numerical method employs adaptive mesh refinements (AMR) in concert with an efficient semi-implicit time discretization strategy and a linear, multi-level multigrid to relax high order stability constraints and to capture the flow`s disparate scales at optimal cost. Only five linear solvers are needed per time-step. Moreover, all the adaptive methodology is constructed from scratch to allow a systematic investigation of the key aspects of AMR in a conservative, phase-field setting. We validate the method and demonstrate its capabilities and efficacy with important examples of drop deformation, Kelvin-Helmholtz instability, and flow-induced drop coalescence (C) 2010 Elsevier Inc. All rights reserved

Stability of periodic travelling shallow-water waves determined by Newton`s equation

We study the existence and stability of periodic travelling-wave solutions for generalized Benjamin-Bona-Mahony and Camassa-Holm equations. To prove orbital stability, we use the abstract results of Grillakis-Shatah-Strauss and the Floquet theory for periodic eigenvalue problems.

Short Communication: A compelling argument for the gravity p-median model

The p-median model is used to locate P facilities to serve a geographically distributed population. Conventionally, it is assumed that the population always travels to the nearest facility. Drezner and Drezner (2006, 2007) provide three arguments on why this assumption might be incorrect, and they introduce the extended the gravity p-median model to relax the assumption. We favour the gravity p-median model, but we note that in an applied setting, Drezner and Drezner’s arguments are incomplete. In this communication, we point at the existence of a fourth compelling argument for the gravity p-median model.

Essays on growth and environment

This thesis consists of a summary and four self-contained papers. Paper [I] Following the 1987 report by The World Commission on Environment and Development, the genuine saving has come to play a key role in the context of sustainable development, and the World Bank regularly publishes numbers for genuine saving on a national basis. However, these numbers are typically calculated as if the tax system is non-distortionary. This paper presents an analogue to genuine saving in a second best economy, where the government raises revenue by means of distortionary taxation. We show how the social cost of public debt, which depends on the marginal excess burden, ought to be reflected in the genuine saving. We also illustrate by presenting calculations for Greece, Japan, Portugal, U.K., U.S. and OECD average, showing that the numbers published by the World Bank are likely to be biased and may even give incorrect information as to whether the economy is locally sustainable. Paper [II] This paper examines the relationships among per capita CO2 emissions, per capita GDP and international trade based on panel data spanning the period 1960-2008 for 150 countries. A distinction is also made between OECD and Non-OECD countries to capture the differences of this relationship between developed and developing economies. We apply panel unit root and cointegration tests, and estimate a panel error correction model. The results from the error correction model suggest that there are long-term relationships between the variables for the whole sample and for Non-OECD countries. Finally, Granger causality tests show that there is bi-directional short-term causality between per capita GDP and international trade for the whole sample and between per capita GDP and CO2 emissions for OECD countries. Paper [III] Fundamental questions in economics are why some regions are richer than others, why their growth rates differ, whether their growth rates tend to converge, and what key factors contribute to explain economic growth. This paper deals with the average income growth, net migration, and changes in unemployment rates at the municipal level in Sweden. The aim is to explore in depth the effects of possible underlying determinants with a particular focus on local policy variables. The analysis is based on a three-equation model. Our results show, among other things, that increases in the local public expenditure and income taxe rate have negative effects on subsequent income income growth. In addition, the results show conditional convergence, i.e. that the average income among the municipal residents tends to grow more rapidly in relatively poor local jurisdictions than in initially “richer” jurisdictions, conditional on the other explanatory variables. Paper [IV] This paper explores the relationship between income growth and income inequality using data at the municipal level in Sweden for the period 1992-2007. We estimate a fixed effects panel data growth model, where the within-municipality income inequality is one of the explanatory variables. Different inequality measures (Gini coefficient, top income shares, and measures of inequality in the lower and upper part of the income distribution) are examined. We find a positive and significant relationship between income growth and income inequality measured as the Gini coefficient and top income shares, respectively. In addition, while inequality in the upper part of the income distribution is positively associated with the income growth rate, inequality in the lower part of the income distribution seems to be negatively related to the income growth. Our findings also suggest that increased income inequality enhances growth more in municipalities with a high level of average income than in municipalities with a low level of average income.

Multi-agent simulation of sawmill yard operations

This paper reports the findings of using multi-agent based simulation model to evaluate the sawmill yard operations within a large privately owned sawmill in Sweden, Bergkvist Insjön AB in the current case. Conventional working routines within sawmill yard threaten the overall efficiency and thereby limit the profit margin of sawmill. Deploying dynamic work routines within the sawmill yard is not readily feasible in real time, so discrete event simulation model has been investigated to be able to report optimal work order depending on the situations. Preliminary investigations indicate that the results achieved by simulation model are promising. It is expected that the results achieved in the current case will support Bergkvist-Insjön AB in making optimal decisions by deploying efficient work order in sawmill yard.

A simplified heat pump model for use in solar plus heat pump system simulation studies

Solar plus heat pump systems are often very complex in design, with sometimes special heat pump arrangements and control. Therefore detailed heat pump models can give very slow system simulations and still not so accurate results compared to real heat pump performance in a system. The idea here is to start from a standard measured performance map of test points for a heat pump according to EN 14825 and then determine characteristic parameters for a simplified correlation based model of the heat pump. By plotting heat pump test data in different ways including power input and output form and not only as COP, a simplified relation could be seen. By using the same methodology as in the EN 12975 QDT part in the collector test standard it could be shown that a very simple model could describe the heat pump test data very accurately, by identifying 4 parameters in the correlation equation found. © 2012 The Authors.

A Model of Normative Power

A power describes the ability of an agent to act in some way. While this notion of power is critical in the context of organisational dynamics, and has been studied by others in this light, it must be constrained so as to be useful in any practical application. In particular, we are concerned with how power may be used by agents to govern the imposition and management of norms, and how agents may dynamically assign norms to other agents within a multi-agent system. We approach the problem by defining a syntax and semantics for powers governing the creation, deletion, or modification of norms within a system, which we refer to as normative powers. We then extend this basic model to accommodate more general powers that can modify other powers within the system, and describe how agents playing certain roles are able to apply powers, changing the system’s norms, and also the powers themselves. We examine how the powers found within a system may change as the status of norms change, and show how standard norm modification operations — such as the derogation, annulment and modification of norms— may be represented within our system.

Automating the product derivation process of multi-agent systems product lines

Agent-oriented software engineering and software product lines are two promising software engineering techniques. Recent research work has been exploring their integration, namely multi-agent systems product lines (MAS-PLs), to promote reuse and variability management in the context of complex software systems. However, current product derivation approaches do not provide specific mechanisms to deal with MAS-PLs. This is essential because they typically encompass several concerns (e.g., trust, coordination, transaction, state persistence) that are constructed on the basis of heterogeneous technologies (e.g., object-oriented frameworks and platforms). In this paper, we propose the use of multi-level models to support the configuration knowledge specification and automatic product derivation of MAS-PLs. Our approach provides an agent-specific architecture model that uses abstractions and instantiation rules that are relevant to this application domain. In order to evaluate the feasibility and effectiveness of the proposed approach, we have implemented it as an extension of an existing product derivation tool, called GenArch. The approach has also been evaluated through the automatic instantiation of two MAS-PLs, demonstrating its potential and benefits to product derivation and configuration knowledge specification.