Rate of convergence of a particle method to the solution of the Mc Kean-Vlasov's equation

This paper studies the rate of convergence of an appropriatediscretization scheme of the solution of the Mc Kean-Vlasovequation introduced by Bossy and Talay. More specifically,we consider approximations of the distribution and of thedensity of the solution of the stochastic differentialequation associated to the Mc Kean - Vlasov equation. Thescheme adopted here is a mixed one: Euler/weakly interactingparticle system. If $n$ is the number of weakly interactingparticles and $h$ is the uniform step in the timediscretization, we prove that the rate of convergence of thedistribution functions of the approximating sequence in the $L^1(\Omega\times \Bbb R)$ norm and in the sup norm is of theorder of $\frac 1{\sqrt n} + h $, while for the densities is ofthe order $ h +\frac 1 {\sqrt {nh}}$. This result is obtainedby carefully employing techniques of Malliavin Calculus.

Factor structure of the SOCRATES questionnaire in hospitalized medical patients.

The Stages of Change Readiness and Treatment Eagerness Scale (SOCRATES), a 19-item instrument developed to assess readiness to change alcohol use among individuals presenting for specialized alcohol treatment, has been used in various populations and settings. Its factor structure and concurrent validity has been described for specialized alcohol treatment settings and primary care. The purpose of this study was to determine the factor structure and concurrent validity of the SOCRATES among medical inpatients with unhealthy alcohol use not seeking help for specialized alcohol treatment. The subjects were 337 medical inpatients with unhealthy alcohol use, identified during their hospital stay. Most of them had alcohol dependence (76%). We performed an Alpha Factor Analysis (AFA) and Principal Component Analysis (PCA) of the 19 SOCRATES items, and forced 3 factors and 2 components, in order to replicate findings from Miller and Tonigan (Miller, W. R., & Tonigan, J. S., (1996). Assessing drinkers' motivations for change: The Stages of Change Readiness and Treatment Eagerness Scale (SOCRATES). Psychology of Addictive Behavior, 10, 81-89.) and Maisto et al. (Maisto, S. A., Conigliaro, J., McNeil, M., Kraemer, K., O'Connor, M., & Kelley, M. E., (1999). Factor structure of the SOCRATES in a sample of primary care patients. Addictive Behavior, 24(6), 879-892.). Our analysis supported the view that the 2 component solution proposed by Maisto et al. (Maisto, S.A., Conigliaro, J., McNeil, M., Kraemer, K., O'Connor, M., & Kelley, M.E., (1999). Factor structure of the SOCRATES in a sample of primary care patients. Addictive Behavior, 24(6), 879-892.) is more appropriate for our data than the 3 factor solution proposed by Miller and Tonigan (Miller, W. R., & Tonigan, J. S., (1996). Assessing drinkers' motivations for change: The Stages of Change Readiness and Treatment Eagerness Scale (SOCRATES). Psychology of Addictive Behavior, 10, 81-89.). The first component measured Perception of Problems and was more strongly correlated with severity of alcohol-related consequences, presence of alcohol dependence, and alcohol consumption levels (average number of drinks per day and total number of binge drinking days over the past 30 days) compared to the second component measuring Taking Action. Our findings support the view that the SOCRATES is comprised of two important readiness constructs in general medical patients identified by screening.

The struggle against creative accounting: Is "true and fair view" part of the problem or part of the solution?

Creative accounting is a growing issue of interest in Spain. In this article we argue that the concept true and fair view can limit or promote the use of creative accounting depending upon its interpretation. We review the range of meanings that true and fair view can take at an international level and compare the experience of the United Kingdom with the Australian one by analysing the use of true and fair view to limit creative accounting. Finally, we suggest lines of action to be considered by the Spanish accounting standards-setting institutions.

Implementing TURF analysis through binary linear programming

This paper introduces the approach of using Total Unduplicated Reach and Frequency analysis (TURF) to design a product line through a binary linear programming model. This improves the efficiency of the search for the solution to the problem compared to the algorithms that have been used to date. The results obtained through our exact algorithm are presented, and this method shows to be extremely efficient both in obtaining optimal solutions and in computing time for very large instances of the problem at hand. Furthermore, the proposed technique enables the model to be improved in order to overcome the main drawbacks presented by TURF analysis in practice.

Solving heterogeneous-agent models by projection and perturbation

The paper proposes a numerical solution method for general equilibrium models with a continuum of heterogeneous agents, which combines elements of projection and of perturbation methods. The basic idea is to solve first for the stationary solutionof the model, without aggregate shocks but with fully specified idiosyncratic shocks. Afterwards one computes a first-order perturbation of the solution in the aggregate shocks. This approach allows to include a high-dimensional representation of the cross-sectional distribution in the state vector. The method is applied to a model of household saving with uninsurable income risk and liquidity constraints. The model includes not only productivity shocks, but also shocks to redistributive taxation, which cause substantial short-run variation in the cross-sectional distribution of wealth. If those shocks are operative, it is shown that a solution method based on very few statistics of the distribution is not suitable, while the proposed method can solve the model with high accuracy, at least for the case of small aggregate shocks. Techniques are discussed to reduce the dimension of the state space such that higher order perturbations are feasible.Matlab programs to solve the model can be downloaded.

On bounds for network revenue management

The Network Revenue Management problem can be formulated as a stochastic dynamic programming problem (DP or the\optimal" solution V *) whose exact solution is computationally intractable. Consequently, a number of heuristics have been proposed in the literature, the most popular of which are the deterministic linear programming (DLP) model, and a simulation based method, the randomized linear programming (RLP) model. Both methods give upper bounds on the optimal solution value (DLP and PHLP respectively). These bounds are used to provide control values that can be used in practice to make accept/deny decisions for booking requests. Recently Adelman [1] and Topaloglu [18] have proposed alternate upper bounds, the affine relaxation (AR) bound and the Lagrangian relaxation (LR) bound respectively, and showed that their bounds are tighter than the DLP bound. Tight bounds are of great interest as it appears from empirical studies and practical experience that models that give tighter bounds also lead to better controls (better in the sense that they lead to more revenue). In this paper we give tightened versions of three bounds, calling themsAR (strong Affine Relaxation), sLR (strong Lagrangian Relaxation) and sPHLP (strong Perfect Hindsight LP), and show relations between them. Speciffically, we show that the sPHLP bound is tighter than sLR bound and sAR bound is tighter than the LR bound. The techniques for deriving the sLR and sPHLP bounds can potentially be applied to other instances of weakly-coupled dynamic programming.

Radial measures of public services deficit for regional allocation of public funds

The goal of this paper is to present an optimal resource allocation model for the regional allocation of public service inputs. Theproposed solution leads to maximise the relative public service availability in regions located below the best availability frontier, subject to exogenous budget restrictions and equality ofaccess for equal need criteria (equity-based notion of regional needs). The construction of non-parametric deficit indicators is proposed for public service availability by a novel application of Data Envelopment Analysis (DEA) models, whose results offer advantages for the evaluation and improvement of decentralised public resource allocation systems. The method introduced in this paper has relevance as a resource allocation guide for the majority of services centrally funded by the public sector in a given country, such as health care, basic and higher education, citizen safety, justice, transportation, environmental protection, leisure, culture, housing and city planning, etc.

Dessalinização da Água do Mar Através da Energia Solar - Caso de Estudo Salamansa – Cabo Verde

principal objectivo deste trabalho é o estudo da viabilidade técnica e económica da dessalinização da água do mar, utilizando a energia solar, tomando como caso de aplicação uma pequena comunidade rural de Cabo Verde, a vila piscatória de Salamansa, local onde há graves problemas com a disponibilidade de água potável. No entanto, a proximidade do mar e a disponibilidade de energia solar sugerem a dessalinização como processo para mitigar a falta de água. A dessalinização da água do mar pode ser obtida através de diversas técnicas que podem ser agrupadas de acordo com os princípios em que estes processos se baseiam: processos de dessalinização térmica (destilação solar, destilação multi-estágio, destilação multi-efeito, etc.) e processos de dessalinização por membranas (electrodiálise e osmose inversa). A destilação solar passiva foi a tecnologia de dessalinização estudada neste trabalho e que se pode vir a tornar uma alternativa promissora para um fornecimento regular de água. Por outro lado, o uso de fontes alternativas de energia, como a solar, apresenta-se como uma solução para viabilizar a dessalinização em meios semi-áridos como o deste caso de estudo. Fez-se uma modelação matemática da unidade de destilação solar proposta utilizando o Engineering Equation Solver (EES) como ferramenta para ajudar a resolver as equações de balanço térmico. O projecto do destilador solar proposto poderá atender às necessidades de água doce para consumo de 18 famílias constituídas por 5 agregados (92 pessoas) e apresenta uma eficiência média diária de aproximadamente 78% no Verão e 77% no Inverno.

A simple optimised search heuristic for the job-shop scheduling problem

This paper presents a simple Optimised Search Heuristic for the Job Shop Scheduling problem that combines a GRASP heuristic with a branch-and-bound algorithm. The proposed method is compared with similar approaches and leads to better results in terms of solution quality and computing times.

Direct visualization of supercoiled DNA molecules in solution.

The shape of supercoiled DNA molecules in solution is directly visualized by cryo-electron microscopy of vitrified samples. We observe that: (i) supercoiled DNA molecules in solution adopt an interwound rather than a toroidal form, (ii) the diameter of the interwound superhelix changes from about 12 nm to 4 nm upon addition of magnesium salt to the solution and (iii) the partition of the linking deficit between twist and writhe can be quantitatively determined for individual molecules.

Two new species of Mycodrosophila (Diptera, Drosophilidae) proposed by molecular and morphological approaches, with a key to American species

ABSTRACT There are approximately 130 species of MycodrosophilaOldenberg, 1914 worldwide, although only nine species were recorded in American countries so far, three of which are exclusively Nearctic, five exclusively Neotropical and one found in both biogeographic regions (Mycodrosophila projectans). Such a small number of American species is likely a consequence of collecting bias, which favors the capture of frugivorous drosophilids, and to the general absence of Neotropical Mycodrosophila studies in the last 50 years. Here, we describe two commonly sampled species of Mycodrosophila from the Amazonian and Pampa Brazilian biomes, which share morphological similarities with Mycodrosophila neoprojectans and M. projectans, respectively. We compared sequences of the mitochondrial gene cytochrome oxidase subunit I (COI), external morphology characteristics and male terminalia among these species. Based on a DNA barcoding approach coupled to morphological differences, we proposed the delimitation of two new species, Mycodrosophila hofmanni sp. nov. and Mycodrosophila valentae sp. nov. An updated key to identifying Neotropical and Nearctic Mycodrosophila species is also provided.