STABILITY ANALYSIS WITH APPLICATIONS OF A TWO-DIMENSIONAL DYNAMICAL SYSTEM ARISING FROM A STOCHASTIC MODEL FOR AN ASSET MARKET

We analyze the stability properties of equilibrium solutions and periodicity of orbits in a two-dimensional dynamical system whose orbits mimic the evolution of the price of an asset and the excess demand for that asset. The construction of the system is grounded upon a heterogeneous interacting agent model for a single risky asset market. An advantage of this construction procedure is that the resulting dynamical system becomes a macroscopic market model which mirrors the market quantities and qualities that would typically be taken into account solely at the microscopic level of modeling. The system`s parameters correspond to: (a) the proportion of speculators in a market; (b) the traders` speculative trend; (c) the degree of heterogeneity of idiosyncratic evaluations of the market agents with respect to the asset`s fundamental value; and (d) the strength of the feedback of the population excess demand on the asset price update increment. This correspondence allows us to employ our results in order to infer plausible causes for the emergence of price and demand fluctuations in a real asset market. The employment of dynamical systems for studying evolution of stochastic models of socio-economic phenomena is quite usual in the area of heterogeneous interacting agent models. However, in the vast majority of the cases present in the literature, these dynamical systems are one-dimensional. Our work is among the few in the area that construct and study analytically a two-dimensional dynamical system and apply it for explanation of socio-economic phenomena.

Multiple Brake Orbits and Homoclinics in Riemannian Manifolds

Let (M, g) be a complete Riemannian manifold, Omega subset of Man open subset whose closure is homeomorphic to an annulus. We prove that if a,Omega is smooth and it satisfies a strong concavity assumption, then there are at least two distinct geodesics in starting orthogonally to one connected component of a,Omega and arriving orthogonally onto the other one. Using the results given in Giamb et al. (Adv Differ Equ 10:931-960, 2005), we then obtain a proof of the existence of two distinct homoclinic orbits for an autonomous Lagrangian system emanating from a nondegenerate maximum point of the potential energy, and a proof of the existence of two distinct brake orbits for a class of Hamiltonian systems. Under a further symmetry assumption, the result is improved by showing the existence of at least dim(M) pairs of geometrically distinct geodesics as above, brake orbits and homoclinic orbits. In our proof we shall use recent deformation results proved in Giamb et al. (Nonlinear Anal Ser A: Theory Methods Appl 73:290-337, 2010).

Effects of Micelles and Vesicles on the Oximolysis of p-Nitrophenyl Diphenyl Phosphate: A Model System for Surfactant-Based Skin-defensive Formulations against Organophosphates

The rates of oximolysis of p-nitrophenyl diphenyl phosphate (PNPDPP) by Acetophenoxime; 10-phenyl-10-hydi-oxyiminodecanoic acid; 4-(9-carboxynonanyl)-1-(9-carboxy-1-hydroyiminononanyl) benzene; 1-dodecyl-2-[(hydroxyimino)methyl]-pyridinium chloride (IV) and N-methylpyridinium-2-aldoxime chloride were determined in micelles of N-hexadecyl-N,N,N-trimethylammonium chloride (CTAC), N-hexadecyl-N,N-dimethylammonium propanesulfonate and dioctadecyldimethylammonium chloride (DODAC) vesicles. The effects of CTAC micelles and DODAC vesicles on the rates of oxymolysis of O,O-Diethyl O-(4-nitrophenyl) phosphate (paraoxon) by oxime IV were also determined. Analysis of micellar and vesicular effects on oximolysis of PNPDPP, using pseudophase or pseudophase with explicit consideration of ion exchange models, required the determination of the aggregate`s effects on the pK(a), of oximes and on the rates of PNPDPP hydrolysis. All aggregates increased the rate of oximolysis of PNPDPP and the results were analyzed quantitatively. In particular, DODAC vesicles catalyzed the reaction and increased the rate of oximolysis of PNPDPP by IV several million fold at pH`s compatible with pharmaceutical formulations. The rate increase produced by DODAC vesicles on the rate of oximolysis paraoxon by IV demonstrates the pharmaceutical potential of this system, since the substrate is used as an agricultural defensive agent and the surfactant is extensively employed in cosmetic formulations. (C) 2008 Wiley-Liss, Inc. and the American Pharmacists Association J Pharm Sci 98:1040-1052, 2009

Host-guest system of 4-nerolidylcatechol in 2-hydroxypropyl-beta-cyclodextrin: preparation, characterization and molecular modeling

The interaction of 4-nerolidylcatechol (4-NRC), a potent antioxidant agent, and 2-hydroxypropyl-beta-cyclodextrin (HP-beta-CD) was investigated by the solubility method using Fourier transform infrared (FTIR) methods in addition to UV-Vis, (1)H-nuclear magnetic resonance (NMR) spectroscopy and molecular modeling. The inclusion complexes were prepared using grinding, kneading and freeze-drying methods. According to phase solubility studies in water a B(S)-type diagram was found, displaying a stoichiometry complexation of 2:1 (drug:host) and stability constant of 6494 +/- A 837 M(-1). Stoichiometry was established by the UV spectrophotometer using Job`s plot method and, also confirmed by molecular modeling. Data from (1)H-NMR, and FTIR, experiments also provided formation evidence of an inclusion complex between 4-NRC and HP-beta-CD. 4-NRC complexation indeed led to higher drug solubility and stability which could probably be useful to improve its biological properties and make it available to oral administration and topical formulations.

Measuring Application Availability,Usage and Performance : Implementation of EnView System

The main objective for this degree project is to implement an Application Availability Monitoring (AAM) system named Softek EnView for Fujitsu Services. The aim of implementing the AAM system is to proactively identify end user performance problems, such as application and site performance, before the actual end users experience them. No matter how well applications and sites are designed and nomatter how well they meet business requirements, they are useless to the end users if the performance is slow and/or unreliable. It is important for the customers to find out whether the end user problems are caused by the network or application malfunction. The Softek EnView was comprised of the following EnView components: Robot, Monitor, Reporter, Collector and Repository. The implemented system, however, is designed to use only some of these EnView elements: Robot, Reporter and depository. Robots can be placed at any key user location and are dedicated to customers, which means that when the number of customers increases, at the sametime the amount of Robots will increase. To make the AAM system ideal for the company to use, it was integrated with Fujitsu Services’ centralised monitoring system, BMC PATROL Enterprise Manager (PEM). That was actually the reason for deciding to drop the EnView Monitor element. After the system was fully implemented, the AAM system was ready for production. Transactions were (and are) written and deployed on Robots to simulate typical end user actions. These transactions are configured to run with certain intervals, which are defined collectively with customers. While they are driven against customers’ applicationsautomatically, transactions collect availability data and response time data all the time. In case of a failure in transactions, the robot immediately quits the transactionand writes detailed information to a log file about what went wrong and which element failed while going through an application. Then an alert is generated by a BMC PATROL Agent based on this data and is sent to the BMC PEM. Fujitsu Services’ monitoring room receives the alert, reacts to it according to the incident management process in ITIL and by alerting system specialists on critical incidents to resolve problems. As a result of the data gathered by the Robots, weekly reports, which contain detailed statistics and trend analyses of ongoing quality of IT services, is provided for the Customers.

Production and Delivery (Optimization of production system and reliability)

This thesis is done to solve two issues for Sayid Paper Mill Ltd Pakistan. Section one deals with a practical problem arise in SPM that is cutting a given set of raw paper rolls of known length and width, and a set of product paper rolls of known length (equal to the length of raw paper rolls) and width, practical cutting constraints on a single cutting machine, according to demand orders for all customers. To solve this problem requires to determine an optimal cutting schedule to maximize the overall cutting process profitability while satisfying all demands and cutting constraints. The aim of this part of thesis is to develop a mathematical model which solves this problem.Second section deals with a problem of delivering final product from warehouse to different destinations by finding shortest paths. It is an operational routing problem to decide the daily routes for sending trucks to different destination to deliver their final product. This industrial problem is difficult and includes aspect such as delivery to a single destination and multiple destinations with limited resources. The aim of this part of thesis is to develop a process which helps finding shortest path.

A web-based system for visualizing upper limb motor performance of Parkinson’s disease patients

Objective To design, develop and set up a web-based system for enabling graphical visualization of upper limb motor performance (ULMP) of Parkinson’s disease (PD) patients to clinicians. Background Sixty-five patients diagnosed with advanced PD have used a test battery, implemented in a touch-screen handheld computer, in their home environment settings over the course of a 3-year clinical study. The test items consisted of objective measures of ULMP through a set of upper limb motor tests (finger to tapping and spiral drawings). For the tapping tests, patients were asked to perform alternate tapping of two buttons as fast and accurate as possible, first using the right hand and then the left hand. The test duration was 20 seconds. For the spiral drawing test, patients traced a pre-drawn Archimedes spiral using the dominant hand, and the test was repeated 3 times per test occasion. In total, the study database consisted of symptom assessments during 10079 test occasions. Methods Visualization of ULMP The web-based system is used by two neurologists for assessing the performance of PD patients during motor tests collected over the course of the said study. The system employs animations, scatter plots and time series graphs to visualize the ULMP of patients to the neurologists. The performance during spiral tests is depicted by animating the three spiral drawings, allowing the neurologists to observe real-time accelerations or hesitations and sharp changes during the actual drawing process. The tapping performance is visualized by displaying different types of graphs. Information presented included distribution of taps over the two buttons, horizontal tap distance vs. time, vertical tap distance vs. time, and tapping reaction time over the test length. Assessments Different scales are utilized by the neurologists to assess the observed impairments. For the spiral drawing performance, the neurologists rated firstly the ‘impairment’ using a 0 (no impairment) – 10 (extremely severe) scale, secondly three kinematic properties: ‘drawing speed’, ‘irregularity’ and ‘hesitation’ using a 0 (normal) – 4 (extremely severe) scale, and thirdly the probable ‘cause’ for the said impairment using 3 choices including Tremor, Bradykinesia/Rigidity and Dyskinesia. For the tapping performance, a 0 (normal) – 4 (extremely severe) scale is used for first rating four tapping properties: ‘tapping speed’, ‘accuracy’, ‘fatigue’, ‘arrhythmia’, and then the ‘global tapping severity’ (GTS). To achieve a common basis for assessment, initially one neurologist (DN) performed preliminary ratings by browsing through the database to collect and rate at least 20 samples of each GTS level and at least 33 samples of each ‘cause’ category. These preliminary ratings were then observed by the two neurologists (DN and PG) to be used as templates for rating of tests afterwards. In another track, the system randomly selected one test occasion per patient and visualized its items, that is tapping and spiral drawings, to the two neurologists. Statistical methods Inter-rater agreements were assessed using weighted Kappa coefficient. The internal consistency of properties of tapping and spiral drawing tests were assessed using Cronbach’s α test. One-way ANOVA test followed by Tukey multiple comparisons test was used to test if mean scores of properties of tapping and spiral drawing tests were different among GTS and ‘cause’ categories, respectively. Results When rating tapping graphs, inter-rater agreements (Kappa) were as follows: GTS (0.61), ‘tapping speed’ (0.89), ‘accuracy’ (0.66), ‘fatigue’ (0.57) and ‘arrhythmia’ (0.33). The poor inter-rater agreement when assessing “arrhythmia” may be as a result of observation of different things in the graphs, among the two raters. When rating animated spirals, both raters had very good agreement when assessing severity of spiral drawings, that is, ‘impairment’ (0.85) and irregularity (0.72). However, there were poor agreements between the two raters when assessing ‘cause’ (0.38) and time-information properties like ‘drawing speed’ (0.25) and ‘hesitation’ (0.21). Tapping properties, that is ‘tapping speed’, ‘accuracy’, ‘fatigue’ and ‘arrhythmia’ had satisfactory internal consistency with a Cronbach’s α coefficient of 0.77. In general, the trends of mean scores of tapping properties worsened with increasing levels of GTS. The mean scores of the four properties were significantly different to each other, only at different levels. In contrast from tapping properties, kinematic properties of spirals, that is ‘drawing speed’, ‘irregularity’ and ‘hesitation’ had a questionable consistency among them with a coefficient of 0.66. Bradykinetic spirals were associated with more impaired speed (mean = 83.7 % worse, P < 0.001) and hesitation (mean = 77.8% worse, P < 0.001), compared to dyskinetic spirals. Both these ‘cause’ categories had similar mean scores of ‘impairment’ and ‘irregularity’. Conclusions In contrast from current approaches used in clinical setting for the assessment of PD symptoms, this system enables clinicians to animate easily and realistically the ULMP of patients who at the same time are at their homes. Dynamic access of visualized motor tests may also be useful when observing and evaluating therapy-related complications such as under- and over-medications. In future, we foresee to utilize these manual ratings for developing and validating computer methods for automating the process of assessing ULMP of PD patients.

Agent-Oriented Data Curation in Bioinformatics

The practitioners of bioinformatics require increasing sophistication from their software tools to take into account the particular characteristics that make their domain complex. For example, there is a great variation of experience of researchers, from novices who would like guidance from experts in the best resources to use to experts that wish to take greater management control of the tools used in their experiments. Also, the range of available, and conflicting, data formats is growing and there is a desire to automate the many trivial manual stages of in-silico experiments. Agent-oriented software development is one approach to tackling the design of complex applications. In this paper, we argue that, in fact, agent-oriented development is a particularly well-suited approach to developing bioinformatics tools that take into account the wider domain characteristics. To illustrate this, we design a data curation tool, which manages the format of experimental data, extend it to better account for the extra requirements placed by the domain characteristics, and show how the characteristics lead to a system well suited to an agent-oriented view.

Agent-Oriented Data Curation in Bioinformatics

The practitioners of bioinformatics require increasing sophistication from their software tools to take into account the particular characteristics that make their domain complex. For example, there is a great variation of experience of researchers, from novices who would like guidance from experts in the best resources to use to experts that wish to take greater management control of the tools used in their experiments. Also, the range of available, and conflicting, data formats is growing and there is a desire to automate the many trivial manual stages of in-silico experiments. Agent-oriented software development is one approach to tackling the design of complex applications. In this paper, we argue that, in fact, agent-oriented development is a particularly well-suited approach to developing bioinformatics tools that take into account the wider domain characteristics. To illustrate this, we design a data curation tool, which manages the format of experimental data, extend it to better account for the extra requirements placed by the domain characteristics, and show how the characteristics lead to a system well suited to an agent-oriented view.

Designing Agent-Oriented Systems by Analysing Agent Interactions

We propose a preliminary methodology for agent-oriented software engineering based on the idea of agent interaction analysis. This approach uses interactions between undetermined agents as the primary component of analysis and design. Agents as a basis for software engineering are useful because they provide a powerful and intuitive abstraction which can increase the comprehensiblity of a complex design. The paper describes a process by which the designer can derive the interactions that can occur in a system satisfying the given requirements and use them to design the structure of an agent-based system, including the identification of the agents themselves. We suggest that this approach has the flexibility necessary to provide agent-oriented designs for open and complex applications, and has value for future maintenance and extension of these systems.

Implementing Policy Management through BDI

The requirement for Grid middleware to be largely transparent to individual users and at the same time act in accordance with their personal needs is a difficult challenge. In e-science scenarios, users cannot be repeatedly interrogated for each operational decision made when enacting experiments on the Grid. It is thus important to specify and enforce policies that enable the environment to be configured to take user preferences into account automatically. In particular, we need to consider the context in which these policies are applied, because decisions are based not only on the rules of the policy but also on the current state of the system. Consideration of context is explicitly addressed, in the agent perspective, when deciding how to balance the achievement of goals and reaction to the environment. One commonly-applied abstraction that balances reaction to multiple events with context-based reasoning in the way suggested by our requirements is the belief-desire-intention (BDI) architecture, which has proven successful in many applications. In this paper, we argue that BDI is an appropriate model for policy enforcement, and describe the application of BDI to policy enforcement in personalising Grid service discovery. We show how this has been implemented in the myGrid registry to provide bioinformaticians with control over the services returned to them by the service discovery process.

Agents and the Grid: Service Discovery

The Grid is a large-scale computer system that is capable of coordinating resources that are not subject to centralised control, whilst using standard, open, general-purpose protocols and interfaces, and delivering non-trivial qualities of service. In this chapter, we argue that Grid applications very strongly suggest the use of agent-based computing, and we review key uses of agent technologies in Grids: user agents, able to customize and personalise data; agent communication languages offering a generic and portable communication medium; and negotiation allowing multiple distributed entities to reach service level agreements. In the second part of the chapter, we focus on Grid service discovery, which we have identified as a prime candidate for use of agent technologies: we show that Grid-services need to be located via personalised, semantic-rich discovery processes, which must rely on the storage of arbitrary metadata about services that originates from both service providers and service users. We present UDDI-MT, an extension to the standard UDDI service directory approach that supports the storage of such metadata via a tunnelling technique that ties the metadata store to the original UDDI directory. The outcome is a flexible service registry which is compatible with existing standards and also provides metadata-enhanced service discovery.

Extending Agent Languages for Autonomy

BDI agent languages provide a useful abstraction for complex systems comprised of interactive autonomous entities, but they have been used mostly in the context of single agents with a static plan library of behaviours invoked reactively. These languages provide a theoretically sound basis for agent design but are very limited in providing direct support for autonomy and societal cooperation needed for large scale systems. Some techniques for autonomy and cooperation have been explored in the past in ad hoc implementations, but not incorporated in any agent language. In order to address these shortcomings we extend the well known AgentSpeak(L) BDI agent language to include behaviour generation through planning, declarative goals and motivated goal adoption. We also develop a language-specific multiagent cooperation scheme and, to address potential problems arising from autonomy in a multiagent system, we extend our agents with a mechanism for norm processing leveraging existing theoretical work. These extensions allow for greater autonomy in the resulting systems, enabling them to synthesise new behaviours at runtime and to cooperate in non-scripted patterns.

Modelling and Administration of Contract-Based Systems

Mirroring the paper versions exchanged between businesses today, electronic contracts offer the possibility of dynamic, automatic creation and enforcement of restrictions and compulsions on agent behaviour that are designed to ensure business objectives are met. However, where there are many contracts within a particular application, it can be difficult to determine whether the system can reliably fulfil them all; computer-parsable electronic contracts may allow such verification to be automated. In this paper, we describe a conceptual framework and architecture specification in which normative business contracts can be electronically represented, verified, established, renewed, etc. In particular, we aim to allow systems containing multiple contracts to be checked for conflicts and violations of business objectives. We illustrate the framework and architecture with an aerospace example.