Stochastic differential equations with random coefficients

In this paper we establish the existence and uniqueness of a solution for different types of stochastic differential equation with random initial conditions and random coefficients. The stochastic integral is interpreted as a generalized Stratonovich integral, and the techniques used to derive these results are mainly based on the path properties of the Brownian motion, and the definition of the Stratonovich integral.

Linear random knots and their scaling behavior

We present here a nonbiased probabilistic method that allows us to consistently analyze knottedness of linear random walks with up to several hundred noncorrelated steps. The method consists of analyzing the spectrum of knots formed by multiple closures of the same open walk through random points on a sphere enclosing the walk. Knottedness of individual "frozen" configurations of linear chains is therefore defined by a characteristic spectrum of realizable knots. We show that in the great majority of cases this method clearly defines the dominant knot type of a walk, i.e., the strongest component of the spectrum. In such cases, direct end-to-end closure creates a knot that usually coincides with the knot type that dominates the random closure spectrum. Interestingly, in a very small proportion of linear random walks, the knot type is not clearly defined. Such walks can be considered as residing in a border zone of the configuration space of two or more knot types. We also characterize the scaling behavior of linear random knots.

Constructability in the Bridge Design Process, HR-320, 1991

In the United States many bridge structures have been designed without consideration for their unique construction problems. Many problems could have been avoided if construction knowledge and experience was utilized in the design process. A systematic process is needed to create and capture construction knowledge for use in the design process. This study was conducted to develop a system to capture construction considerations from field people and incorporate it into a knowledge-base for use by the bridge designers. This report presents the results of this study. As a part of this study a microcomputer-based constructability system has been developed. The system is a user-friendly microcomputer database which codifies construction knowledge, provides easy access to specifications, and provides simple design computation checks for the designer. A structure for the final database was developed and used in the prototype system. A process for collecting, developing and maintaining the database is presented and explained. The study involved a constructability survey, interviews with designers and constructors, and visits to construction sites to collect constuctability concepts. The report describes the development of the constructability system and addresses the future needs for the Iowa Department of Transportation to make the system operational. A user's manual for the system is included along with the report.

Development of a New Process for Determining Design Year Traffic Demands, TR-528, 2007

Researchers should continuously ask how to improve the models we rely on to make financial decisions in terms of the planning, design, construction, and maintenance of roadways. This project presents an alternative tool that will supplement local decision making but maintain a full appreciation of the complexity and sophistication of today’s regional model and local traffic impact study methodologies. This alternative method is tailored to the desires of local agencies, which requested a better, faster, and easier way to evaluate land uses and their impact on future traffic demands at the sub-area or project corridor levels. A particular emphasis was placed on scenario planning for currently undeveloped areas. The scenario planning tool was developed using actual land use and roadway information for the communities of Johnston and West Des Moines, Iowa. Both communities used the output from this process to make regular decisions regarding infrastructure investment, design, and land use planning. The City of Johnston case study included forecasting future traffic for the western portion of the city within a 2,600-acre area, which included 42 intersections. The City of West Des Moines case study included forecasting future traffic for the city’s western growth area covering over 30,000 acres and 331 intersections. Both studies included forecasting a.m. and p.m. peak-hour traffic volumes based upon a variety of different land use scenarios. The tool developed took goegraphic information system (GIS)-based parcel and roadway information, converted the data into a graphical spreadsheet tool, allowed the user to conduct trip generation, distribution, and assignment, and then to automatically convert the data into a Synchro roadway network which allows for capacity analysis and visualization. The operational delay outputs were converted back into a GIS thematic format for contrast and further scenario planning. This project has laid the groundwork for improving both planning and civil transportation decision making at the sub-regional, super-project level.

Optimal dividend strategies for a compound Poisson risk process under transaction costs and power utility

We characterize the value function of maximizing the total discounted utility of dividend payments for a compound Poisson insurance risk model when strictly positive transaction costs are included, leading to an impulse control problem. We illustrate that well known simple strategies can be optimal in the case of exponential claim amounts. Finally we develop a numerical procedure to deal with general claim amount distributions.

Group selection and kin selection: two concepts but one process.

In a recent paper, Traulsen and Nowak use a multilevel selection model to show that cooperation can be favored by group selection in finite populations [Traulsen A, Nowak M (2006) Proc Natl Acad Sci USA 103:10952-10955]. The authors challenge the view that kin selection may be an appropriate interpretation of their results and state that group selection is a distinctive process "that permeates evolutionary processes from the emergence of the first cells to eusociality and the economics of nations." In this paper, we start by addressing Traulsen and Nowak's challenge and demonstrate that all their results can be obtained by an application of kin selection theory. We then extend Traulsen and Nowak's model to life history conditions that have been previously studied. This allows us to highlight the differences and similarities between Traulsen and Nowak's model and typical kin selection models and also to broaden the scope of their results. Our retrospective analyses of Traulsen and Nowak's model illustrate that it is possible to convert group selection models to kin selection models without disturbing the mathematics describing the net effect of selection on cooperation.

Estudio sobre los procesos de integración laboral de los inmigrantes. Study of immigrants' labour integration process

El presente trabajo pretende mostrar los resultados de un estudio cuya intención era identificar posibles variables que afectan a los procesos y estrategias de integración laboral de personas procedentes de otros países; las necesidades formativas en relación al colectivo de referencia y ampliar el conocimiento del fenómeno en aras de la intervención psicoeducativa y social. A partir de una metodología de investigación de orientación cualitativa se ha concluido que las diferencias en cuanto a las estrategias de integración y sus logros están más determinadas por los niveles de cualificación en el país de origen que por las propias diferencias culturales. The article shows the results of a study carried out by the authors to identify possible variables that affect the processes and strategies of occupational integration of people coming from other countries, to establish training needs in relation to the reference group and to extend the knowledge of the phenomenon for the sake of the educational and social intervention. Using a qualitative research methodology, it was concluded that the differences in integration strategies and their accomplishments are better explained by the levels of qualification attained in the country of origin than by cultural differences.

Estudio sobre los procesos de integración laboral de los inmigrantes. Study of immigrants' labour integration process

El presente trabajo pretende mostrar los resultados de un estudio cuya intención era identificar posibles variables que afectan a los procesos y estrategias de integración laboral de personas procedentes de otros países; las necesidades formativas en relación al colectivo de referencia y ampliar el conocimiento del fenómeno en aras de la intervención psicoeducativa y social. A partir de una metodología de investigación de orientación cualitativa se ha concluido que las diferencias en cuanto a las estrategias de integración y sus logros están más determinadas por los niveles de cualificación en el país de origen que por las propias diferencias culturales. The article shows the results of a study carried out by the authors to identify possible variables that affect the processes and strategies of occupational integration of people coming from other countries, to establish training needs in relation to the reference group and to extend the knowledge of the phenomenon for the sake of the educational and social intervention. Using a qualitative research methodology, it was concluded that the differences in integration strategies and their accomplishments are better explained by the levels of qualification attained in the country of origin than by cultural differences.

Spatial pattern and process at the plant neighbourhood scale: insights from communities dominated by the clonal grass Elymus repens (L.) Gould.

Question: How do clonal traits of a locally dominant grass (Elymus repens (L.) Gould.) respond to soil heterogeneity and shape spatial patterns of its tillers? How do tiller spatial patterns constrain seedling recruitment within the community?Locations: Artificial banks of the River Rhone, France.Material and Methods: We examined 45 vegetation patches dominated by Elymus repens. During a first phase we tested relationships between soil variables and three clonal traits (spacer length, number of clumping tillers and branching rate), and between the same clonal traits and spatial patterns (i.e. density and degree of spatial aggregation) of tillers at a very fine scale. During a second phase, we performed a sowing experiment to investigate effects of density and spatial patterns of E. repens on recruitment of eight species selected from the regional species pool.Results: Clonal traits had clear effects - especially spacer length - on densification and aggregation of E. repens tillers and, at the same time, a clear response of these same clonal traits as soil granulometry changed. The density and degree of aggregation of E. repens tillers was positively correlated to total seedling cover and diversity at the finest spatial scales.Conclusions: Spatial patterning of a dominant perennial grass responds to soil heterogeneity through modifications of its clonal morphology as a trade-off between phalanx and guerrilla forms. In turn, spatial patterns have strong effects on abundance and diversity of seedlings. Spatial patterns of tillers most probably led to formation of endogenous gaps in which the recruitment of new plant individuals was enhanced. Interestingly, we also observed more idiosyncratic effects of tiller spatial patterns on seedling cover and diversity when focusing on different growth forms of the sown species.

Debris flows as a factor of hillslope evolution controlled by a continuous or a pulse process?

Flood effectiveness observations imply that two families of processes describe the formation of debris flow volume. One is related to the rainfall?erosion relationship, and can be seen as a gradual process, and one is related to additional geological/geotechnical events, those named hereafter extraordinary events. In order to discuss the hypothesis of coexistence of two modes of volume formation, some methodologies are applied. Firstly, classical approaches consisting in relating volume to catchments characteristics are considered. These approaches raise questions about the quality of the data rather than providing answers concerning the controlling processes. Secondly, we consider statistical approaches (cumulative number of events distribution and cluster analysis) and these suggest the possibility of having two distinct families of processes. However the quantitative evaluation of the threshold differs from the one that could be obtained from the first approach, but they all agree in the sense of the coexistence of two families of events. Thirdly, a conceptual model is built exploring how and why debris flow volume in alpine catchments changes with time. Depending on the initial condition (sediment production), the model shows that large debris flows (i.e. with important volume) are observed in the beginning period, before a steady-state is reached. During this second period debris flow volume such as is observed in the beginning period is not observed again. Integrating the results of the three approaches, two case studies are presented showing: (1) the possibility to observe in a catchment large volumes that will never happen again due to a drastic decrease in the sediment availability, supporting its difference from gradual erosion processes; (2) that following a rejuvenation of the sediment storage (by a rock avalanche) the magnitude?frequency relationship of a torrent can be differentiated into two phases, the beginning one with large and frequent debris flow and a later one with debris flow less intense and frequent, supporting the results of the conceptual model. Although the results obtained cannot identify a clear threshold between the two families of processes, they show that some debris flows can be seen as pulse of sediment differing from that expected from gradual erosion.