969 resultados para Stochastic dynamic programming
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This contribution builds upon a former paper by the authors (Lipps and Betz 2004), in which a stochastic population projection for East- and West Germany is performed. Aim was to forecast relevant population parameters and their distribution in a consistent way. We now present some modifications, which have been modelled since. First, population parameters for the entire German population are modelled. In order to overcome the modelling problem of the structural break in the East during reunification, we show that the adaptation process of the relevant figures by the East can be considered to be completed by now. As a consequence, German parameters can be modelled just by using the West German historic patterns, with the start-off population of entire Germany. Second, a new model to simulate age specific fertility rates is presented, based on a quadratic spline approach. This offers a higher flexibility to model various age specific fertility curves. The simulation results are compared with the scenario based official forecasts for Germany in 2050. Exemplary for some population parameters (e.g. dependency ratio), it can be shown that the range spanned by the medium and extreme variants correspond to the s-intervals in the stochastic framework. It seems therefore more appropriate to treat this range as a s-interval covering about two thirds of the true distribution.
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[spa] El objetivo de este trabajo es analizar si los municipios españoles se ajustan en presencia de un shock presupuestario y (si es así) qué elementos del presupuesto son los que realizan el ajuste. La metodología utilizada para contestar estas preguntas es un mecanismo de corrección del error, VECM, que estimamos con un panel de datos de los municipios españoles durante el período 1988-2006. Nuestros resultados confirman que, en primer lugar, los municipios se ajustan en presencia de un shock fiscal (es decir, el déficit es estacionario en el largo plazo). En segundo lugar, obtenemos que cuando el shock afecta a los ingresos el ajuste lo soporta principalmente el municipio reduciendo el gasto, las transferencias tienen un papel muy reducido en este proceso de ajuste. Por el contrario, cuando el shock afecta al gasto, el ajuste es compartido en términos similares entre el municipio – incrementado los impuestos – y los gobiernos de niveles superiores – incrementando las transferencias. Estos resultados sugieren que la viabilidad de las finanzas pública locales es factible con diferentes entornos institucionales.
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Relevant features of the dynamic structure function S(q,¿) in 3-4He mixtures at zero temperature are investigated starting from known properties of the ground state. Sum rules are used to fix rigorous constraints to the different contributions to S(q,¿), coming from 3He and 4He elementary excitations, as well as to explore the role of the cross term S(3,4)(q,¿). Both the low-q (phonon-roton 4He excitations and 1p-1h 3He excitations) and high-q (deep-inelastic-scattering) ranges are discussed.
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Summary
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Recent findings suggest that the visuo-spatial sketchpad (VSSP) may be divided into two sub-components processing dynamic or static visual information. This model may be useful to elucidate the confusion of data concerning the functioning of the VSSP in schizophrenia. The present study examined patients with schizophrenia and matched controls in a new working memory paradigm involving dynamic (the Ball Flight Task - BFT) or static (the Static Pattern Task - SPT) visual stimuli. In the BFT, the responses of the patients were apparently based on the retention of the last set of segments of the perceived trajectory, whereas control subjects relied on a more global strategy. We assume that the patients' performances are the result of a reduced capacity in chunking visual information since they relied mainly on the retention of the last set of segments. This assumption is confirmed by the poor performance of the patients in the static task (SPT), which requires a combination of stimulus components into object representations. We assume that the static/dynamic distinction may help us to understand the VSSP deficits in schizophrenia. This distinction also raises questions about the hypothesis that visuo-spatial working memory can simply be dissociated into visual and spatial sub-components.
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We study the dynamics of generic reaction-diffusion fronts, including pulses and chemical waves, in the presence of multiplicative noise. We discuss the connection between the reaction-diffusion Langevin-like field equations and the kinematic (eikonal) description in terms of a stochastic moving-boundary or sharp-interface approximation. We find that the effective noise is additive and we relate its strength to the noise parameters in the original field equations, to first order in noise strength, but including a partial resummation to all orders which captures the singular dependence on the microscopic cutoff associated with the spatial correlation of the noise. This dependence is essential for a quantitative and qualitative understanding of fluctuating fronts, affecting both scaling properties and nonuniversal quantities. Our results predict phenomena such as the shift of the transition point between the pushed and pulled regimes of front propagation, in terms of the noise parameters, and the corresponding transition to a non-Kardar-Parisi-Zhang universality class. We assess the quantitative validity of the results in several examples including equilibrium fluctuations and kinetic roughening. We also predict and observe a noise-induced pushed-pulled transition. The analytical predictions are successfully tested against rigorous results and show excellent agreement with numerical simulations of reaction-diffusion field equations with multiplicative noise.
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We demonstrate that wetting effects at moving contact lines have a strong impact in viscous fingering patterns. Experiments in a rotating Hele-Shaw (HS) cell, dry or prewetted, show consistent morphological differences. When the wetting fluid invades a dry region, contact angle dynamics yield a kinetic contribution to the interface pressure drop that scales with capillary number as Ca2¿3 but is significantly larger than the Park-Homsy kinetic correction. Numerical results are in very good agreement with experiments and show that standard HS equations work best for prewetted cells.
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A precise and simple computational model to generate well-behaved two-dimensional turbulent flows is presented. The whole approach rests on the use of stochastic differential equations and is general enough to reproduce a variety of energy spectra and spatiotemporal correlation functions. Analytical expressions for both the continuous and the discrete versions, together with simulation algorithms, are derived. Results for two relevant spectra, covering distinct ranges of wave numbers, are given.
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We study front propagation in stirred media using a simplified modelization of the turbulent flow. Computer simulations reveal the existence of the two limiting propagation modes observed in recent experiments with liquid phase isothermal reactions. These two modes respectively correspond to a wrinkled although sharp propagating interface and to a broadened one. Specific laws relative to the enhancement of the front velocity in each regime are confirmed by our simulations.
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We study nonstationary non-Markovian processes defined by Langevin-type stochastic differential equations with an OrnsteinUhlenbeck driving force. We concentrate on the long time limit of the dynamical evolution. We derive an approximate equation for the correlation function of a nonlinear nonstationary non-Markovian process, and we discuss its consequences. Non-Markovicity can introduce a dependence on noise parameters in the dynamics of the correlation function in cases in which it becomes independent of these parameters in the Markovian limit. Several examples are discussed in which the relaxation time increases with respect to the Markovian limit. For a Brownian harmonic oscillator with fluctuating frequency, the non-Markovicity of the process decreases the domain of stability of the system, and it can change an infradamped evolution into an overdamped one.
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The adoption of no-tillage systems (NT) and the maintenance of crop residues on the soil surface result in the long-term increase of carbon (C) in the system, promoting C sequestration and reducing C-CO2 emissions to the atmosphere. The purpose of this study was to evaluate the C sequestration rate and the minimum amount of crop residues required to maintain the dynamic C equilibrium (dC/dt = 0) of two soils (Typic Hapludox) with different textural classes. The experiment was arranged in a 2 x 2 x 2 randomized block factorial design. The following factors were analyzed: (a) two soil types: Typic Hapludox (Oxisol) with medium texture (LVTM) and Oxisol with clay texture (LVTA), (b) two sampling layers (0-5 and 5-20 cm), and (c) two sampling periods (P1 - October 2007; P2 - September 2008). Samples were collected from fields under a long-term (20 years) NT system with the following crop rotations: wheat/soybean/black oat + vetch/maize (LVTM) and wheat/maize/black oat + vetch/soybean (LVTA). The annual C sequestration rates were 0.83 and 0.76 Mg ha-1 for LVTM and LVTA, respectively. The estimates of the minimum amount of crop residues required to maintain a dynamic equilibrium (dC/dt = 0) were 7.13 and 6.53 Mg ha-1 year-1 for LVTM and LVTA, respectively. The C conversion rate in both studied soils was lower than that reported in other studies in the region, resulting in a greater amount of crop residues left on the soil surface.
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Stochastic processes defined by a general Langevin equation of motion where the noise is the non-Gaussian dichotomous Markov noise are studied. A non-FokkerPlanck master differential equation is deduced for the probability density of these processes. Two different models are exactly solved. In the second one, a nonequilibrium bimodal distribution induced by the noise is observed for a critical value of its correlation time. Critical slowing down does not appear in this point but in another one.