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.

On the number of two-line and three-line latin rectangles - an alternative approach

The number of two-line and three-line Latin rectangles is obtained by recursive methods in a setting slightly more general than usually considered. We show how this leads to a generalisation which is proved elsewhere.

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).

Generalized Methods for Discovering Frequent Poly-Regions in DNA

The problem of discovering frequent poly-regions (i.e. regions of high occurrence of a set of items or patterns of a given alphabet) in a sequence is studied, and three efficient approaches are proposed to solve it. The first one is entropy-based and applies a recursive segmentation technique that produces a set of candidate segments which may potentially lead to a poly-region. The key idea of the second approach is the use of a set of sliding windows over the sequence. Each sliding window covers a sequence segment and keeps a set of statistics that mainly include the number of occurrences of each item or pattern in that segment. Combining these statistics efficiently yields the complete set of poly-regions in the given sequence. The third approach applies a technique based on the majority vote, achieving linear running time with a minimal number of false negatives. After identifying the poly-regions, the sequence is converted to a sequence of labeled intervals (each one corresponding to a poly-region). An efficient algorithm for mining frequent arrangements of intervals is applied to the converted sequence to discover frequently occurring arrangements of poly-regions in different parts of DNA, including coding regions. The proposed algorithms are tested on various DNA sequences producing results of significant biological meaning.

Type Inference For Recursive Definitions

We consider type systems that combine universal types, recursive types, and object types. We study type inference in these systems under a rank restriction, following Leivant's notion of rank. To motivate our work, we present several examples showing how our systems can be used to type programs encountered in practice. We show that type inference in the rank-k system is decidable for k ≤ 2 and undecidable for k ≥ 3. (Similar results based on different techniques are known to hold for System F, without recursive types and object types.) Our undecidability result is obtained by a reduction from a particular adaptation (which we call "regular") of the semi-unification problem and whose undecidability is, interestingly, obtained by methods totally different from those used in the case of standard (or finite) semi-unification.

Two-Stage Orthogonal Least Squares Methods for Neural Network Construction

A number of neural networks can be formulated as the linear-in-the-parameters models. Training such networks can be transformed to a model selection problem where a compact model is selected from all the candidates using subset selection algorithms. Forward selection methods are popular fast subset selection approaches. However, they may only produce suboptimal models and can be trapped into a local minimum. More recently, a two-stage fast recursive algorithm (TSFRA) combining forward selection and backward model refinement has been proposed to improve the compactness and generalization performance of the model. This paper proposes unified two-stage orthogonal least squares methods instead of the fast recursive-based methods. In contrast to the TSFRA, this paper derives a new simplified relationship between the forward and the backward stages to avoid repetitive computations using the inherent orthogonal properties of the least squares methods. Furthermore, a new term exchanging scheme for backward model refinement is introduced to reduce computational demand. Finally, given the error reduction ratio criterion, effective and efficient forward and backward subset selection procedures are proposed. Extensive examples are presented to demonstrate the improved model compactness constructed by the proposed technique in comparison with some popular methods.

Dynamic State Estimation of Power Systems with Quantization Eects: A Recursive Filter Approach

In this paper, a recursive filter algorithm is developed to deal with the state estimation problem for power systems with quantized nonlinear measurements. The measurements from both the remote terminal units and the phasor measurement unit are subject to quantizations described by a logarithmic quantizer. Attention is focused on the design of a recursive filter such that, in the simultaneous presence of nonlinear measurements and quantization effects, an upper bound for the estimation error covariance is guaranteed and subsequently minimized. Instead of using the traditional approximation methods in nonlinear estimation that simply ignore the linearization errors, we treat both the linearization and quantization errors as norm-bounded uncertainties in the algorithm development so as to improve the performance of the estimator. For the power system with such kind of introduced uncertainties, a filter is designed in the framework of robust recursive estimation, and the developed filter algorithm is tested on the IEEE benchmark power system to demonstrate its effectiveness.

Synthesis of FPGA-based accelerators implementing recursive algorithms

O desenvolvimento de sistemas computacionais é um processo complexo, com múltiplas etapas, que requer uma análise profunda do problema, levando em consideração as limitações e os requisitos aplicáveis. Tal tarefa envolve a exploração de técnicas alternativas e de algoritmos computacionais para optimizar o sistema e satisfazer os requisitos estabelecidos. Neste contexto, uma das mais importantes etapas é a análise e implementação de algoritmos computacionais. Enormes avanços tecnológicos no âmbito das FPGAs (Field-Programmable Gate Arrays) tornaram possível o desenvolvimento de sistemas de engenharia extremamente complexos. Contudo, o número de transístores disponíveis por chip está a crescer mais rapidamente do que a capacidade que temos para desenvolver sistemas que tirem proveito desse crescimento. Esta limitação já bem conhecida, antes de se revelar com FPGAs, já se verificava com ASICs (Application-Specific Integrated Circuits) e tem vindo a aumentar continuamente. O desenvolvimento de sistemas com base em FPGAs de alta capacidade envolve uma grande variedade de ferramentas, incluindo métodos para a implementação eficiente de algoritmos computacionais. Esta tese pretende proporcionar uma contribuição nesta área, tirando partido da reutilização, do aumento do nível de abstracção e de especificações algorítmicas mais automatizadas e claras. Mais especificamente, é apresentado um estudo que foi levado a cabo no sentido de obter critérios relativos à implementação em hardware de algoritmos recursivos versus iterativos. Depois de serem apresentadas algumas das estratégias para implementar recursividade em hardware mais significativas, descreve-se, em pormenor, um conjunto de algoritmos para resolver problemas de pesquisa combinatória (considerados enquanto exemplos de aplicação). Versões recursivas e iterativas destes algoritmos foram implementados e testados em FPGA. Com base nos resultados obtidos, é feita uma cuidada análise comparativa. Novas ferramentas e técnicas de investigação que foram desenvolvidas no âmbito desta tese são também discutidas e demonstradas.

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