Isotone Recursive Methods for Overlapping Generation Models with Stochastic Nonclassical Production

Based on an order-theoretic approach, we derive sufficient conditions for the existence, characterization, and computation of Markovian equilibrium decision processes and stationary Markov equilibrium on minimal state spaces for a large class of stochastic overlapping generations models. In contrast to all previous work, we consider reduced-form stochastic production technologies that allow for a broad set of equilibrium distortions such as public policy distortions, social security, monetary equilibrium, and production nonconvexities. Our order-based methods are constructive, and we provide monotone iterative algorithms for computing extremal stationary Markov equilibrium decision processes and equilibrium invariant distributions, while avoiding many of the problems associated with the existence of indeterminacies that have been well-documented in previous work. We provide important results for existence of Markov equilibria for the case where capital income is not increasing in the aggregate stock. Finally, we conclude with examples common in macroeconomics such as models with fiat money and social security. We also show how some of our results extend to settings with unbounded state spaces.

Recursive Methods for Construction of Balanced N-ary Block Designs

2000 Mathematics Subject Classification: Primary 05B05; secondary 62K10.

A Model of Near-Rational Exuberance

We study how the use of judgement or “add-factors” in forecasting may disturb the set of equilibrium outcomes when agents learn using recursive methods. We isolate conditions under which new phenomena, which we call exuberance equilibria, can exist in a standard self-referential environment. Local indeterminacy is not a requirement for existence. We construct a simple asset pricing example and find that exuberance equilibria, when they exist, can be extremely volatile relative to fundamental equilibria.

Real-time simulation of multibody systems with applications for working mobile vehicles

This dissertation describes an approach for developing a real-time simulation for working mobile vehicles based on multibody modeling. The use of multibody modeling allows comprehensive description of the constrained motion of the mechanical systems involved and permits real-time solving of the equations of motion. By carefully selecting the multibody formulation method to be used, it is possible to increase the accuracy of the multibody model while at the same time solving equations of motion in real-time. In this study, a multibody procedure based on semi-recursive and augmented Lagrangian methods for real-time dynamic simulation application is studied in detail. In the semirecursive approach, a velocity transformation matrix is introduced to describe the dependent coordinates into relative (joint) coordinates, which reduces the size of the generalized coordinates. The augmented Lagrangian method is based on usage of global coordinates and, in that method, constraints are accounted using an iterative process. A multibody system can be modelled as either rigid or flexible bodies. When using flexible bodies, the system can be described using a floating frame of reference formulation. In this method, the deformation mode needed can be obtained from the finite element model. As the finite element model typically involves large number of degrees of freedom, reduced number of deformation modes can be obtained by employing model order reduction method such as Guyan reduction, Craig-Bampton method and Krylov subspace as shown in this study The constrained motion of the working mobile vehicles is actuated by the force from the hydraulic actuator. In this study, the hydraulic system is modeled using lumped fluid theory, in which the hydraulic circuit is divided into volumes. In this approach, the pressure wave propagation in the hoses and pipes is neglected. The contact modeling is divided into two stages: contact detection and contact response. Contact detection determines when and where the contact occurs, and contact response provides the force acting at the collision point. The friction between tire and ground is modelled using the LuGre friction model, which describes the frictional force between two surfaces. Typically, the equations of motion are solved in the full matrices format, where the sparsity of the matrices is not considered. Increasing the number of bodies and constraint equations leads to the system matrices becoming large and sparse in structure. To increase the computational efficiency, a technique for solution of sparse matrices is proposed in this dissertation and its implementation demonstrated. To assess the computing efficiency, augmented Lagrangian and semi-recursive methods are implemented employing a sparse matrix technique. From the numerical example, the results show that the proposed approach is applicable and produced appropriate results within the real-time period.

Auge minero-energético, enfermedad holandesa e informalidad en Colombia: un análisis a partir de un modelo DSGE

El presente trabajo desarrolla un modelo macroeconómico de equilibrio general dinámico y estocástico (DSGE), con el fin de analizar los efectos macroeconómicos que se derivan de simular un choque positivo al componente estocástico de la productividad del sector minero-energético. Este hecho genera un aumento generalizado de los salarios en el sector formal y en el recaudo tributario, incrementando el consumo total de los miembros del hogar. Esto genera un incremento del precio de los bienes no transables relativo al precio de los bienes transables, disminuyendo la tasa de cambio real (apreciación) y provocando un desplazamiento de los recursos productivos, desde el sector transable (manufacturero) al no-transable, seguido de un aumento en el PIB y empleo formal de la economía. Esto hace que el sector formal agregado absorba trabajadores desde el sector informal a través del subsector formal no-transable, lo que disminuye el PIB informal. En consecuencia, el consumo neto de los miembros informales disminuye, lo que incentiva a que algunos miembros del hogar no se empleen en el sector informal y prefieran quedarse desempleados. Por lo tanto, el resultado final sobre el mercado laboral es una disminución de los trabajadores informales, de los cuales una parte se encuentra en el sector formal, y la parte restante está en condición de desempleo.

Dinâmica monetária eficiente sob encontros aleatórios: uma classe de métodos numéricos que exploram concavidade

A dificuldade em se caracterizar alocações ou equilíbrios não estacionários é uma das principais explicações para a utilização de conceitos e hipóteses que trivializam a dinâmica da economia. Tal dificuldade é especialmente crítica em Teoria Monetária, em que a dimensionalidade do problema é alta mesmo para modelos muito simples. Neste contexto, o presente trabalho relata a estratégia computacional de implementação do método recursivo proposto por Monteiro e Cavalcanti (2006), o qual permite calcular a sequência ótima (possivelmente não estacionária) de distribuições de moeda em uma extensão do modelo proposto por Kiyotaki e Wright (1989). Três aspectos deste cálculo são enfatizados: (i) a implementação computacional do problema do planejador envolve a escolha de variáveis contínuas e discretas que maximizem uma função não linear e satisfaçam restrições não lineares; (ii) a função objetivo deste problema não é côncava e as restrições não são convexas; e (iii) o conjunto de escolhas admissíveis não é conhecido a priori. O objetivo é documentar as dificuldades envolvidas, as soluções propostas e os métodos e recursos disponíveis para a implementação numérica da caracterização da dinâmica monetária eficiente sob a hipótese de encontros aleatórios.

Efficient calculation of gluon amplitudes with n legs and an implementation of parton showers using the dipole formalism

The conventional way to calculate hard scattering processes in perturbation theory using Feynman diagrams is not efficient enough to calculate all necessary processes - for example for the Large Hadron Collider - to a sufficient precision. Two alternatives to order-by-order calculations are studied in this thesis.rnrnIn the first part we compare the numerical implementations of four different recursive methods for the efficient computation of Born gluon amplitudes: Berends-Giele recurrence relations and recursive calculations with scalar diagrams, with maximal helicity violating vertices and with shifted momenta. From the four methods considered, the Berends-Giele method performs best, if the number of external partons is eight or bigger. However, for less than eight external partons, the recursion relation with shifted momenta offers the best performance. When investigating the numerical stability and accuracy, we found that all methods give satisfactory results.rnrnIn the second part of this thesis we present an implementation of a parton shower algorithm based on the dipole formalism. The formalism treats initial- and final-state partons on the same footing. The shower algorithm can be used for hadron colliders and electron-positron colliders. Also massive partons in the final state were included in the shower algorithm. Finally, we studied numerical results for an electron-positron collider, the Tevatron and the Large Hadron Collider.

Development and simulation of DSP filters for transformer differential protection / by Oskar Reynisson.

Transformer protection is one of the most challenging applications within the power system protective relay field. Transformers with a capacity rating exceeding 10 MVA are usually protected using differential current relays. Transformers are an aging and vulnerable bottleneck in the present power grid; therefore, quick fault detection and corresponding transformer de-energization is the key element in minimizing transformer damage. Present differential current relays are based on digital signal processing (DSP). They combine DSP phasor estimation and protective-logic-based decision making. The limitations of existing DSP-based differential current relays must be identified to determine the best protection options for sensitive and quick fault detection. The development, implementation, and evaluation of a DSP differential current relay is detailed. The overall goal is to make fault detection faster without compromising secure and safe transformer operation. A detailed background on the DSP differential current relay is provided. Then different DSP phasor estimation filters are implemented and evaluated based on their ability to extract desired frequency components from the measured current signal quickly and accurately. The main focus of the phasor estimation evaluation is to identify the difference between using non-recursive and recursive filtering methods. Then the protective logic of the DSP differential current relay is implemented and required settings made in accordance with transformer application. Finally, the DSP differential current relay will be evaluated using available transformer models within the ATP simulation environment. Recursive filtering methods were found to have significant advantage over non-recursive filtering methods when evaluated individually and when applied in the DSP differential relay. Recursive filtering methods can be up to 50% faster than non-recursive methods, but can cause false trip due to overshoot if the only objective is speed. The relay sensitivity is however independent of filtering method and depends on the settings of the relay’s differential characteristics (pickup threshold and percent slope).

Minimum-order stable recursive filter design via the genetic algorithm approach

In this paper, the minimum-order stable recursive filter design problem is proposed and investigated. This problem is playing an important role in pipeline implementation sin signal processing. Here, the existence of a high-order stable recursive filter is proved theoretically, in which the upper bound for the highest order of stable filters is given. Then the minimum-order stable linear predictor is obtained via solving an optimization problem. In this paper, the popular genetic algorithm approach is adopted since it is a heuristic probabilistic optimization technique and has been widely used in engineering designs. Finally, an illustrative example is sued to show the effectiveness of the proposed algorithm.

Recursive neuro fuzzy techniques for online identification and control

Dissertação para obtenção do Grau de Mestre em Engenharia Electrotécnica e de Computadores

Radiotherapy and temozolomide for newly diagnosed glioblastoma: recursive partitioning analysis of the EORTC 26981/22981-NCIC CE3 phase III randomized trial.

PURPOSE: The European Organisation for Research and Treatment of Cancer and National Cancer Institute of Canada trial on temozolomide (TMZ) and radiotherapy (RT) in glioblastoma (GBM) has demonstrated that the combination of TMZ and RT conferred a significant and meaningful survival advantage compared with RT alone. We evaluated in this trial whether the recursive partitioning analysis (RPA) retains its overall prognostic value and what the benefit of the combined modality is in each RPA class. PATIENTS AND METHODS: Five hundred seventy-three patients with newly diagnosed GBM were randomly assigned to standard postoperative RT or to the same RT with concomitant TMZ followed by adjuvant TMZ. The primary end point was overall survival. The European Organisation for Research and Treatment of Cancer RPA used accounts for age, WHO performance status, extent of surgery, and the Mini-Mental Status Examination. RESULTS: Overall survival was statistically different among RPA classes III, IV, and V, with median survival times of 17, 15, and 10 months, respectively, and 2-year survival rates of 32%, 19%, and 11%, respectively (P < .0001). Survival with combined TMZ/RT was higher in RPA class III, with 21 months median survival time and a 43% 2-year survival rate, versus 15 months and 20% for RT alone (P = .006). In RPA class IV, the survival advantage remained significant, with median survival times of 16 v 13 months, respectively, and 2-year survival rates of 28% v 11%, respectively (P = .0001). In RPA class V, however, the survival advantage of RT/TMZ was of borderline significance (P = .054). CONCLUSION: RPA retains its prognostic significance overall as well as in patients receiving RT with or without TMZ for newly diagnosed GBM, particularly in classes III and IV.

An effective recursive partitioning approach for the packing of identical rectangles in a rectangle

In this work, we deal with the problem of packing (orthogonally and without overlapping) identical rectangles in a rectangle. This problem appears in different logistics settings, such as the loading of boxes on pallets, the arrangements of pallets in trucks and the stowing of cargo in ships. We present a recursive partitioning approach combining improved versions of a recursive five-block heuristic and an L-approach for packing rectangles into larger rectangles and L-shaped pieces. The combined approach is able to rapidly find the optimal solutions of all instances of the pallet loading problem sets Cover I and II (more than 50 000 instances). It is also effective for solving the instances of problem set Cover III (almost 100 000 instances) and practical examples of a woodpulp stowage problem, if compared to other methods from the literature. Some theoretical results are also discussed and, based on them, efficient computer implementations are introduced. The computer implementation and the data sets are available for benchmarking purposes. Journal of the Operational Research Society (2010) 61, 306-320. doi: 10.1057/jors.2008.141 Published online 4 February 2009

Radiotherapy and temozolomide for newly diagnosed glioblastoma: recursive partitioning analysis of the EORTC 26981/22981-NCIC CE3 phase III randomized trial

PURPOSE: The European Organisation for Research and Treatment of Cancer and National Cancer Institute of Canada trial on temozolomide (TMZ) and radiotherapy (RT) in glioblastoma (GBM) has demonstrated that the combination of TMZ and RT conferred a significant and meaningful survival advantage compared with RT alone. We evaluated in this trial whether the recursive partitioning analysis (RPA) retains its overall prognostic value and what the benefit of the combined modality is in each RPA class. PATIENTS AND METHODS: Five hundred seventy-three patients with newly diagnosed GBM were randomly assigned to standard postoperative RT or to the same RT with concomitant TMZ followed by adjuvant TMZ. The primary end point was overall survival. The European Organisation for Research and Treatment of Cancer RPA used accounts for age, WHO performance status, extent of surgery, and the Mini-Mental Status Examination. RESULTS: Overall survival was statistically different among RPA classes III, IV, and V, with median survival times of 17, 15, and 10 months, respectively, and 2-year survival rates of 32%, 19%, and 11%, respectively (P < .0001). Survival with combined TMZ/RT was higher in RPA class III, with 21 months median survival time and a 43% 2-year survival rate, versus 15 months and 20% for RT alone (P = .006). In RPA class IV, the survival advantage remained significant, with median survival times of 16 v 13 months, respectively, and 2-year survival rates of 28% v 11%, respectively (P = .0001). In RPA class V, however, the survival advantage of RT/TMZ was of borderline significance (P = .054). CONCLUSION: RPA retains its prognostic significance overall as well as in patients receiving RT with or without TMZ for newly diagnosed GBM, particularly in classes III and IV.

A recursive algorithm to compute a basis of a similarity

Se definen conceptos y se aplica el teorema de Valverde para escribir un algoritmo que computa bases de similaridades. This paper studies sorne theory and methods to build a representation theorem basis of a similarity from the basis of its subsimilarities, providing an alternative recursive method to compute the basis of a similarity.

Simultaneous 3D object tracking and camera parameter estimation by Bayesian methods and transdimensional MCMC sampling

Multi-camera 3D tracking systems with overlapping cameras represent a powerful mean for scene analysis, as they potentially allow greater robustness than monocular systems and provide useful 3D information about object location and movement. However, their performance relies on accurately calibrated camera networks, which is not a realistic assumption in real surveillance environments. Here, we introduce a multi-camera system for tracking the 3D position of a varying number of objects and simultaneously refin-ing the calibration of the network of overlapping cameras. Therefore, we introduce a Bayesian framework that combines Particle Filtering for tracking with recursive Bayesian estimation methods by means of adapted transdimensional MCMC sampling. Addi-tionally, the system has been designed to work on simple motion detection masks, making it suitable for camera networks with low transmission capabilities. Tests show that our approach allows a successful performance even when starting from clearly inaccurate camera calibrations, which would ruin conventional approaches.