MA160exam00pdf

Exam questions and solutions in PDF

Exam 1998 pdf

Exam questions and solutions in PDF

Parametric pension reform and the intensive margin of labor supply, evidence from Colombia

We analyze the effect of a parametric reform of the fully-funded pension regime in Colombia on the intensive margin of the labor supply. We take advantage of a threshold defined by law in order to identify the causal effect using a regression discontinuity design. We find that a pension system that increases retirement age and the minimum weeks during which workers must contribute to claim pension benefits causes an increase of around 2 hours on the number of weekly worked hours; this corresponds to 4% of the average number of weekly worked hours or around 14% of a standard deviation of weekly worked hours. The effect is robust to different specifications, polynomial orders and sample sizes.

Ecuaciones diferenciales estocásticas con condición final y soluciones de viscosidad de EDPS semilineales de segundo orden

El objetivo de este documento es recopilar algunos resultados clasicos sobre existencia y unicidad ´ de soluciones de ecuaciones diferenciales estocasticas (EDEs) con condici ´ on final (en ingl ´ es´ Backward stochastic differential equations) con particular enfasis en el caso de coeficientes mon ´ otonos, y su cone- ´ xion con soluciones de viscosidad de sistemas de ecuaciones diferenciales parciales (EDPs) parab ´ olicas ´ y el´ıpticas semilineales de segundo orden.

Estimating and Forecasting the Term Structure of Interest Rates:US and Colombia Analysis

In this paper we use the most representative models that exist in the literature on term structure of interest rates. In particular, we explore affine one factor models and polynomial-type approximations such as Nelson and Siegel. Our empirical application considers monthly data of USA and Colombia for estimation and forecasting. We find that affine models do not provide adequate performance either in-sample or out-of-sample. On the contrary, parsimonious models such as Nelson and Siegel have adequate results in-sample, however out-of-sample they are not able to systematically improve upon random walk base forecast.

Reducció de vibracions residuals en moviments transitoris. Definició de lleis de moviment per mitjà de corbes B-spline

Molts sistemes mecànics existents tenen un comportament vibratori funcionalment perceptible, que es posa de manifest enfront d'excitacions transitòries. Normalment, les vibracions generades segueixen presents després del transitori (vibracions residuals), i poden provocar efectes negatius en la funció de disseny del mecanisme. El mètode que es proposa en aquesta tesi té com a objectiu principal la síntesi de lleis de moviment per reduir les vibracions residuals. Addicionalment, els senyals generats permeten complir dues condicions definides per l'usuari (anomenats requeriments funcionals). El mètode es fonamenta en la relació existent entre el contingut freqüencial d'un senyal transitori, i la vibració residual generada, segons sigui l'esmorteïment del sistema. Basat en aquesta relació, i aprofitant les propietats de la transformada de Fourier, es proposa la generació de lleis de moviment per convolució temporal de polsos. Aquestes resulten formades per trams concatenats de polinomis algebraics, cosa que facilita la seva implementació en entorns numèrics per mitjà de corbes B-spline.

Num novo paradigma para o Desenvolvimento Humano : «Comunicação e Cultura Inclusivas»

A «comunicação e a cultura inclusivas» constituem o móbil de um amplo desenvolvimento biopsicossocial e humano, numa dimensão de igualdade de circunstâncias e de oportunidades para todos, com lugar e qualidade de vida para todos, independentemente de dificuldades como, por exemplo, sensoriocognitivas, sociocognitivas, sociocomunicacionais, intelectuais, psíquicas, patologias neurogénicas da comunicação. Trata-se de uma «viagem» concisa, «passeando» num paradigma novo para o desenvolvimento humano, o da «educomunicção inclusiva», uma aglutinação conceptual consubstanciada no polinómio «educação+comunicação/TIC+cultura+pedagogia», que é o caminhar livre e seguro, digno e socializante, numa perspetiva ecoevolutiva humana profícua e eticizante da vida.

A collocation method for high frequency scattering by convex polygons

We consider the problem of scattering of a time-harmonic acoustic incident plane wave by a sound soft convex polygon. For standard boundary or finite element methods, with a piecewise polynomial approximation space, the computational cost required to achieve a prescribed level of accuracy grows linearly with respect to the frequency of the incident wave. Recently Chandler–Wilde and Langdon proposed a novel Galerkin boundary element method for this problem for which, by incorporating the products of plane wave basis functions with piecewise polynomials supported on a graded mesh into the approximation space, they were able to demonstrate that the number of degrees of freedom required to achieve a prescribed level of accuracy grows only logarithmically with respect to the frequency. Here we propose a related collocation method, using the same approximation space, for which we demonstrate via numerical experiments a convergence rate identical to that achieved with the Galerkin scheme, but with a substantially reduced computational cost.

A high-order arbitrarily unstructured finite-volume model of the global atmosphere: tests solving the shallow-water equations

Simulations of the global atmosphere for weather and climate forecasting require fast and accurate solutions and so operational models use high-order finite differences on regular structured grids. This precludes the use of local refinement; techniques allowing local refinement are either expensive (eg. high-order finite element techniques) or have reduced accuracy at changes in resolution (eg. unstructured finite-volume with linear differencing). We present solutions of the shallow-water equations for westerly flow over a mid-latitude mountain from a finite-volume model written using OpenFOAM. A second/third-order accurate differencing scheme is applied on arbitrarily unstructured meshes made up of various shapes and refinement patterns. The results are as accurate as equivalent resolution spectral methods. Using lower order differencing reduces accuracy at a refinement pattern which allows errors from refinement of the mountain to accumulate and reduces the global accuracy over a 15 day simulation. We have therefore introduced a scheme which fits a 2D cubic polynomial approximately on a stencil around each cell. Using this scheme means that refinement of the mountain improves the accuracy after a 15 day simulation. This is a more severe test of local mesh refinement for global simulations than has been presented but a realistic test if these techniques are to be used operationally. These efficient, high-order schemes may make it possible for local mesh refinement to be used by weather and climate forecast models.

Approximate factorization constraint preconditioners for saddle-point matrices

We consider the application of the conjugate gradient method to the solution of large, symmetric indefinite linear systems. Special emphasis is put on the use of constraint preconditioners and a new factorization that can reduce the number of flops required by the preconditioning step. Results concerning the eigenvalues of the preconditioned matrix and its minimum polynomial are given. Numerical experiments validate these conclusions.

Notations and conventions in molecular spectroscopy: part 1. General spectroscopic notation

The field of Molecular Spectroscopy was surveyed in order to determine a set of conventions and symbols which are in common use in the spectroscopic literature. This document, which is Part I in a series, establishes the notations and conventions used for general spectroscopic notations and deals with quantum mechanics, quantum numbers (vibrational states, angular momentum and energy levels), spectroscopic transitions, and miscellaneous notations (e.g. spectroscopic terms). Further parts will follow, dealing inter alia with symmetry notation, permutation and permutation-inversion symmetry notation, vibration-rotation spectroscopy and electronic spectroscopy.

Notations and conventions in molecular spectroscopy: part 2. Symmetry notation

The field of Molecular Spectroscopy was surveyed in order to determine a set of conventions and symbols which are in common use in the spectroscopic literature. This document, which is Part 2 in a series, establishes the notations and conventions used for the description of symmetry in rigid molecules, using the Schoenflies notation. It deals firstly with the symmetry operators of the molecular point groups (also drawing attention to the difference between symmetry operators and elements). The conventions and notations of the molecular point groups are then established, followed by those of the representations of these groups as used in molecular spectroscopy. Further parts will follow, dealing inter alia with permutation and permutation-inversion symmetry notation, vibration-rotation spectroscopy and electronic spectroscopy.

Vibration–rotation variational calculations: precise results on HCN up to 25 000 cm−1

Variation calculations of the vibration–rotation energy levels of many isotopomers of HCN are reported, for J=0, 1, and 2, extending up to approximately 8 quanta of each of the stretching vibrations and 14 quanta of the bending mode. The force field, which is represented as a polynomial expansion in Morse coordinates for the bond stretches and even powers of the angle bend, has been refined by least squares to fit simultaneously all observed data on the Σ and Π state vibrational energies, and the Σ state rotational constants, for both HCN and DCN. The observed vibrational energies are fitted to roughly ±0.5 cm−1, and the rotational constants to roughly ±0.0001 cm−1. The force field has been used to predict the vibration rotation spectra of many isotopomers of HCN up to 25 000 cm−1. The results are consistent with the axis‐switching assignments of some weak overtone bands reported recently by Jonas, Yang, and Wodtke, and they also fit and provide the assignment for recent observations by Romanini and Lehmann of very weak absorption bands above 20 000 cm−1.

Variational calculations of rovibrational states: a precise high-energy potential surface for HCN [and discussion]

We report the results of variational calculations of the rovibrational energy levels of HCN for J = 0, 1 and 2, where we reproduce all the ca. 100 observed vibrational states for all observed isotopic species, with energies up to 18000 cm$^{-1}$, to about $\pm $1 cm$^{-1}$, and the corresponding rotational constants to about $\pm $0.001 cm$^{-1}$. We use a hamiltonian expressed in internal coordinates r$_{1}$, r$_{2}$ and $\theta $, using the exact expression for the kinetic energy operator T obtained by direct transformation from the cartesian representation. The potential energy V is expressed as a polynomial expansion in the Morse coordinates y$_{i}$ for the bond stretches and the interbond angle $\theta $. The basis functions are built as products of appropriately scaled Morse functions in the bond-stretches and Legendre or associated Legendre polynomials of cos $\theta $ in the angle bend, and we evaluate matrix elements by Gauss quadrature. The hamiltonian matripx is factorized using the full rovibrational symmetry, and the basis is contracted to an optimized form; the dimensions of the final hamiltonian matrix vary from 240 $\times $ 240 to 1000 $\times $ 1000.We believe that our calculation is converged to better than 1 cm$^{-1}$ at 18 000 cm$^{-1}$. Our potential surface is expressed in terms of 31 parameters, about half of which have been refined by least squares to optimize the fit to the experimental data. The advantages and disadvantages and the future potential of calculations of this type are discussed.

Sequentially testing for a gene-drug interaction in a genomewide analysis

Assaying a large number of genetic markers from patients in clinical trials is now possible in order to tailor drugs with respect to efficacy. The statistical methodology for analysing such massive data sets is challenging. The most popular type of statistical analysis is to use a univariate test for each genetic marker, once all the data from a clinical study have been collected. This paper presents a sequential method for conducting an omnibus test for detecting gene-drug interactions across the genome, thus allowing informed decisions at the earliest opportunity and overcoming the multiple testing problems from conducting many univariate tests. We first propose an omnibus test for a fixed sample size. This test is based on combining F-statistics that test for an interaction between treatment and the individual single nucleotide polymorphism (SNP). As SNPs tend to be correlated, we use permutations to calculate a global p-value. We extend our omnibus test to the sequential case. In order to control the type I error rate, we propose a sequential method that uses permutations to obtain the stopping boundaries. The results of a simulation study show that the sequential permutation method is more powerful than alternative sequential methods that control the type I error rate, such as the inverse-normal method. The proposed method is flexible as we do not need to assume a mode of inheritance and can also adjust for confounding factors. An application to real clinical data illustrates that the method is computationally feasible for a large number of SNPs. Copyright (c) 2007 John Wiley & Sons, Ltd.