A micro-level simulation for the prediction of intention and behaviour

In this contribution we aim at anchoring Agent-Based Modeling (ABM) simulations in actual models of human psychology. More specifically, we apply unidirectional ABM to social psychological models using low level agents (i.e., intra-individual) to examine whether they generate better predictions, in comparison to standard statistical approaches, concerning the intentions of performing a behavior and the behavior. Moreover, this contribution tests to what extent the predictive validity of models of attitude such as the Theory of Planned Behavior (TPB) or Model of Goal-directed Behavior (MGB) depends on the assumption that peoples’ decisions and actions are purely rational. Simulations were therefore run by considering different deviations from rationality of the agents with a trembling hand method. Two data sets concerning respectively the consumption of soft drinks and physical activity were used. Three key findings emerged from the simulations. First, compared to standard statistical approach the agent-based simulation generally improves the prediction of behavior from intention. Second, the improvement in prediction is inversely proportional to the complexity of the underlying theoretical model. Finally, the introduction of varying degrees of deviation from rationality in agents’ behavior can lead to an improvement in the goodness of fit of the simulations. By demonstrating the potential of ABM as a complementary perspective to evaluating social psychological models, this contribution underlines the necessity of better defining agents in terms of psychological processes before examining higher levels such as the interactions between individuals.

Boundary integral methods for singularly perturbed boundary value problems

In this paper we consider boundary integral methods applied to boundary value problems for the positive definite Helmholtz-type problem -DeltaU + alpha U-2 = 0 in a bounded or unbounded domain, with the parameter alpha real and possibly large. Applications arise in the implementation of space-time boundary integral methods for the heat equation, where alpha is proportional to 1/root deltat, and deltat is the time step. The corresponding layer potentials arising from this problem depend nonlinearly on the parameter alpha and have kernels which become highly peaked as alpha --> infinity, causing standard discretization schemes to fail. We propose a new collocation method with a robust convergence rate as alpha --> infinity. Numerical experiments on a model problem verify the theoretical results.

The key role of the western boundary in linking the AMOC strength to the north-south pressure gradient

A key idea in the study of the Atlantic meridional overturning circulation (AMOC) is that its strength is proportional to the meridional density gradient, or more precisely, to the strength of the meridional pressure gradient. A physical basis that would tell us how to estimate the relevant meridional pressure gradient locally from the density distribution in numerical ocean models to test such an idea, has been lacking however. Recently, studies of ocean energetics have suggested that the AMOC is driven by the release of available potential energy (APE) into kinetic energy (KE), and that such a conversion takes place primarily in the deep western boundary currents. In this paper, we develop an analytical description linking the western boundary current circulation below the interface separating the North Atlantic Deep Water (NADW) and Antarctic Intermediate Water (AAIW) to the shape of this interface. The simple analytical model also shows how available potential energy is converted into kinetic energy at each location, and that the strength of the transport within the western boundary current is proportional to the local meridional pressure gradient at low latitudes. The present results suggest, therefore, that the conversion rate of potential energy may provide the necessary physical basis for linking the strength of the AMOC to the meridional pressure gradient, and that this could be achieved by a detailed study of the APE to KE conversion in the western boundary current.

WAXS studies of global molecular orientation induced in nematic liquid crystals by simple shear flow

Global molecular orientation function coefficients for the nematic liquid crystal 4-cyano 4'-nn -pentylbiphenyl (5CB) in shear flow are presented, being extracted from 2-dimensional Wide-Angle X-ray Scattering data. A linear increase in orientation parameter P2 is observed with a logarithmic increase in shear rate. It is proposed that this arises from an increased number of LC directors aligning to the shear axis. Upon cessation of shear flow, the anisotropy is seen to relax away completely, over a time scale which is inversely proportional to the previously applied shear rate.

On fairness and claims

Perhaps the best known theory of fairness is John Broome’s: that fairness is the proportional satisfaction of claims. In this paper, I question whether claims are the appropriate focus for a theory of fairness, at least as Broome understands them in his current theory. If fairness is the proportionate satisfaction of claims, I argue, then the following would be true: fairness could not help determine the correct distribution of claims; fairness could not be used to evaluate the distribution of claims; fairness could not guide us in distributing claims (or unowed goods); we could not have a claim to be treated fairly; and we would not be wronged when treated unfairly. These entailments mean that it is questionable that fairness is concerned with claims in the way Broome suggests. At the very least, the relationship between fairness and claims appears to be more complex than the picture painted by Broome.

Timing and the holding periods of institutional real estate

The literature on investors’ holding periods for equities and bonds suggest that high transaction costs are associated with longer holding periods. Return volatility, by contrast, is associated with short-term trading and hence shorter holding periods. High transaction costs and the perceived illiquidity of the real estate market leads to an expectation of longer holding periods. Further, work on depreciation and obsolescence might suggest that there is an optimal holding period. However, there is little empirical work in the area. In this paper, data from the Investment Property Databank are used to investigate sales rate and holding period for UK institutional real estate between 1981 and 1994. Sales rates are investigated using the Cox proportional hazards framework. The results show longer holding periods than those claimed by investors. There are marked differences by type of property and sales rates vary over time. Contemporaneous returns are positively associated with an increase in the rate of sale. The results shed light on investor behaviour.

Feedback design for regularizing descriptor systems

This paper surveys numerical techniques for the regularization of descriptor (generalized state-space) systems by proportional and derivative feedback. We review generalizations of controllability and observability to descriptor systems along with definitions of regularity and index in terms of the Weierstraß canonical form. Three condensed forms display the controllability and observability properties of a descriptor system. The condensed forms are obtained through orthogonal equivalence transformations and rank decisions, so they may be computed by numerically stable algorithms. In addition, the condensed forms display whether a descriptor system is regularizable, i.e., when the system pencil can be made to be regular by derivative and/or proportional output feedback, and, if so, what index can be achieved. Also included is a a new characterization of descriptor systems that can be made to be regular with index 1 by proportional and derivative output feedback.

Regularization of descriptor systems by output feedback

Conditions are given under which a descriptor, or generalized state-space system can be regularized by output feedback. It is shown that under these conditions, proportional and derivative output feedback controls can be constructed such that the closed-loop system is regular and has index at most one. This property ensures the solvability of the resulting system of dynamic-algebraic equations. A reduced form is given that allows the system properties as well as the feedback to be determined. The construction procedures used to establish the theory are based only on orthogonal matrix decompositions and can therefore be implemented in a numerically stable way.

Minimum norm regularization of descriptor systems by mixed output feedback

We study the regularization problem for linear, constant coefficient descriptor systems Ex' = Ax+Bu, y1 = Cx, y2 = Γx' by proportional and derivative mixed output feedback. Necessary and sufficient conditions are given, which guarantee that there exist output feedbacks such that the closed-loop system is regular, has index at most one and E+BGΓ has a desired rank, i.e., there is a desired number of differential and algebraic equations. To resolve the freedom in the choice of the feedback matrices we then discuss how to obtain the desired regularizing feedback of minimum norm and show that this approach leads to useful results in the sense of robustness only if the rank of E is decreased. Numerical procedures are derived to construct the desired feedback gains. These numerical procedures are based on orthogonal matrix transformations which can be implemented in a numerically stable way.

Cyclic loss of open solar flux since 1868: the link to heliospheric current sheet tilt and implications for the Maunder Minimum

Open solar flux (OSF) variations can be described by the imbalance between source and loss terms. We use spacecraft and geomagnetic observations of OSF from 1868 to present and assume the OSF source, S, varies with the observed sunspot number, R. Computing the required fractional OSF loss, χ, reveals a clear solar cycle variation, in approximate phase with R. While peak R varies significantly from cycle to cycle, χ is surprisingly constant in both amplitude and waveform. Comparisons of χ with measures of heliospheric current sheet (HCS) orientation reveal a strong correlation. The cyclic nature of χ is exploited to reconstruct OSF back to the start of sunspot records in 1610. This agrees well with the available spacecraft, geomagnetic, and cosmogenic isotope observations. Assuming S is proportional to R yields near-zero OSF throughout the Maunder Minimum. However, χ becomes negative during periods of low R, particularly the most recent solar minimum, meaning OSF production is underestimated. This is related to continued coronal mass ejection (CME) activity, and therefore OSF production, throughout solar minimum, despite R falling to zero. Correcting S for this produces a better match to the recent solar minimum OSF observations. It also results in a cycling, nonzero OSF during the Maunder Minimum, in agreement with cosmogenic isotope observations. These results suggest that during the Maunder Minimum, HCS tilt cycled as over recent solar cycles, and the CME rate was roughly constant at the levels measured during the most recent two solar minima.

Measures of observation impact in non-Gaussian data assimilation

ABSTRACT Non-Gaussian/non-linear data assimilation is becoming an increasingly important area of research in the Geosciences as the resolution and non-linearity of models are increased and more and more non-linear observation operators are being used. In this study, we look at the effect of relaxing the assumption of a Gaussian prior on the impact of observations within the data assimilation system. Three different measures of observation impact are studied: the sensitivity of the posterior mean to the observations, mutual information and relative entropy. The sensitivity of the posterior mean is derived analytically when the prior is modelled by a simplified Gaussian mixture and the observation errors are Gaussian. It is found that the sensitivity is a strong function of the value of the observation and proportional to the posterior variance. Similarly, relative entropy is found to be a strong function of the value of the observation. However, the errors in estimating these two measures using a Gaussian approximation to the prior can differ significantly. This hampers conclusions about the effect of the non-Gaussian prior on observation impact. Mutual information does not depend on the value of the observation and is seen to be close to its Gaussian approximation. These findings are illustrated with the particle filter applied to the Lorenz ’63 system. This article is concluded with a discussion of the appropriateness of these measures of observation impact for different situations.

Effluent quality and ammonia emissions from out-wintering pads in England, Wales and Ireland

Out-wintering pads offer a reduced cost system for wintering cattle, minimising damage to pasture, providing animal welfare and production benefits, and generate, potentially, a more manageable effluent and lower ammonia emissions. The objectives of the present study were (i) to contribute to improved understanding of the factors impacting on effluent quality, ammonia emissions and animal welfare via observations on four farm-based out-wintering pads (ComOWPs) in England, Wales and Ireland and more detailed studies undertaken on four experimental OWPs (ExpOWPs) constructed at Rothamsted Research North Wyke, Devon, England and (ii) to corroborate the effluent quality data from both the ComOWPs and the ExpOWPs, with findings in the literature. Woodchip size, feeding management and area allowance were the treatment factors applied on the ExpOWPs. These three factors were randomised across the four ExpOWPs, over four 6–7 week periods. Effluent quality from the ExpOWPs was sampled frequently in a flow proportional way and analysed for total N (TN); total P (TP); total solids (TS); ammonium-N (NH4+-N); nitrate-N (NO3−-N). Beef cattle were periodically weighed for determination of live weight gain (LWG). An approximate nitrogen balance was calculated as a means of understanding its partitioning and fate during and after the ExpOWPs use. Effluent quality from the ComOWPs was sampled frequently, also in a flow-proportional way, and analysed for TN, TP, TS, NH4+-N, NO3−-N, total K and COD. Effluent quality data from the ExpOWPs showed no significant differences (P > 0.05) between treatments, with average concentrations of 1095 mg l−1, and 806 mg l−1, for TN and NH4+-N, respectively. Average effluent concentrations from the ComOWPs were 356 mg l−1 TN and 124 mg l−1 NH4+-N. Ammonia emissions from the ExpOWPs showed no significant differences (P > 0.05) between the treatments, with average mean emission rates of 2.5 g m−2 d−1 NH3-N, respectively. A positive correlation was established between NH3-N emission rate and wind speed. Emission rates from the ComOWPs ranged from 0.7 to 1.6 g m−2 d−1 NH3-N. Average daily LWG on the ExpOWPs was 1.33 kg steer−1 d−1. The effluent from both the ComOWPs and ExpOWPs were more similar with dirty water and of consistently lower strength than beef cattle slurry, as supported by findings in the literature, and therefore, it is suggested to be subject to the regulatory requirements of dirty water rather than slurry.

Coupled atmosphere-biophysics-hydrology models for environmental modeling

The formulation and implementation of LEAF-2, the Land Ecosystem–Atmosphere Feedback model, which comprises the representation of land–surface processes in the Regional Atmospheric Modeling System (RAMS), is described. LEAF-2 is a prognostic model for the temperature and water content of soil, snow cover, vegetation, and canopy air, and includes turbulent and radiative exchanges between these components and with the atmosphere. Subdivision of a RAMS surface grid cell into multiple areas of distinct land-use types is allowed, with each subgrid area, or patch, containing its own LEAF-2 model, and each patch interacts with the overlying atmospheric column with a weight proportional to its fractional area in the grid cell. A description is also given of TOPMODEL, a land hydrology model that represents surface and subsurface downslope lateral transport of groundwater. Details of the incorporation of a modified form of TOPMODEL into LEAF-2 are presented. Sensitivity tests of the coupled system are presented that demonstrate the potential importance of the patch representation and of lateral water transport in idealized model simulations. Independent studies that have applied LEAF-2 and verified its performance against observational data are cited. Linkage of RAMS and TOPMODEL through LEAF-2 creates a modeling system that can be used to explore the coupled atmosphere–biophysical–hydrologic response to altered climate forcing at local watershed and regional basin scales.

A practical comparison of blinded methods for sample size reviews in survival data clinical trials.

This paper presents practical approaches to the problem of sample size re-estimation in the case of clinical trials with survival data when proportional hazards can be assumed. When data are readily available at the time of the review, on a full range of survival experiences across the recruited patients, it is shown that, as expected, performing a blinded re-estimation procedure is straightforward and can help to maintain the trial's pre-specified error rates. Two alternative methods for dealing with the situation where limited survival experiences are available at the time of the sample size review are then presented and compared. In this instance, extrapolation is required in order to undertake the sample size re-estimation. Worked examples, together with results from a simulation study are described. It is concluded that, as in the standard case, use of either extrapolation approach successfully protects the trial error rates. Copyright © 2012 John Wiley & Sons, Ltd.

A unifying framework for metrics for aggregating the climate effect of different emissions

Multi-gas approaches to climate change policies require a metric establishing ‘equivalences’ among emissions of various species. Climate scientists and economists have proposed four kinds of such metrics and debated their relative merits. We present a unifying framework that clarifies the relationships among them. We show, as have previous authors, that the global warming potential (GWP), used in international law to compare emissions of greenhouse gases, is a special case of the global damage potential (GDP), assuming (1) a finite time horizon, (2) a zero discount rate, (3) constant atmospheric concentrations, and (4) impacts that are proportional to radiative forcing. Both the GWP and GDP follow naturally from a cost–benefit framing of the climate change issue. We show that the global temperature change potential (GTP) is a special case of the global cost potential (GCP), assuming a (slight) fall in the global temperature after the target is reached. We show how the four metrics should be generalized if there are intertemporal spillovers in abatement costs, distinguishing between private (e.g., capital stock turnover) and public (e.g., induced technological change) spillovers. Both the GTP and GCP follow naturally from a cost-effectiveness framing of the climate change issue. We also argue that if (1) damages are zero below a threshold and (2) infinitely large above a threshold, then cost-effectiveness analysis and cost–benefit analysis lead to identical results. Therefore, the GCP is a special case of the GDP. The UN Framework Convention on Climate Change uses the GWP, a simplified cost–benefit concept. The UNFCCC is framed around the ultimate goal of stabilizing greenhouse gas concentrations. Once a stabilization target has been agreed under the convention, implementation is clearly a cost-effectiveness problem. It would therefore be more consistent to use the GCP or its simplification, the GTP.