Macroeconomic governmental regulation and self-regulation of market equilibrium

Conditions for the gross domestic product (GDP) growth are established based on the developed mathematical model of market equilibrium regulation. Governmental regulation measures necessary to ensure GDP growth without overproduction crises are identified. The Ukrainian economy is used as an example to analyze market equilibrium regulation. __________ Translated from Kibernetika i Sistemnyi Analiz, No. 5, pp. 106–121, September–October 2006.     

Congestion and Fiscal Policy in a Two-Sector Economy with Public Capital: A Quantitative Assessment

This paper analyzes the role of public capital when the services it yields is subject to two forms of congestion, which we characterize as relative and aggregate. We employ a two-sector growth model in which there are conventional profit-maximizing private firms, together with “public firms”, whose objective is to produce a specified quantity of government investment goods – determined by government policy – at minimum cost. We characterize the equilibrium dynamics, and analyze two forms of fiscal disturbances – an increase in public investment, and a decrease in the tax on capital income – by simulating a calibrated economy. We contrast the effects of these two types of congestion on both the existing steady-state equilibrium, as well as for the effectiveness of fiscal policy.     

Modelling the Evolution of National Economies Based on Input–Output Networks

Uncovering the evolutionary dynamics of economies is helpful for us to design economic policy. This paper develops an economic evolution model by examining the coupled dynamics of industry growth and interindustry structure. For each industry, its economic properties (mainly characterized by price and quantity) are incorporated into the model. The input–output relationships among different industries are described as input–output networks, in which nodes represent industries, and weights represent technological and economic constraints between pairing industries. By measuring the dynamic importance of each node, we find that all the nodes in the input–output networks have the same dynamic importance. On the basis of this empirical regularity and the rational expectation assumption, we show that the coupled dynamics of the economic properties of nodes and input–output networks can explain the evolutionary dynamics of national economies.     

A software system for growth analysis of mealy automata

A software system for the growth analysis of Mealy automata during iterations is discussed. The mathematical basis of the system is described. The main difficulties arising during the analysis are studied. The structure and software implementation of the system are described. __________ Translated from Kibernetika i Sistemnyi Analiz, No. 2, pp. 125–141, March–April 2006.     

Heteroepitaxial growth of Pt (0 0 1) films on SrTiO3 by pulsed laser deposition

 New functional materials are being considered having in perspective an important role in the development of microsystems. In particular, in an experiment of pulsed laser deposition (equipped with in situ reflection high-energy diffraction of the growth surface) thin Pt epitaxial layers have been deposited on SrTiO₃ (0 0 1) substrates. It is shown that thin single-crystal layers of metallic Pt (0 0 1) can be heteroepitaxially grown on SrTiO₃ (0 0 1). Furthermore complex SrTiO₃–Pt–SrTiO₃ heteroepitaxial structures have been deposited. This result is of relevant importance for the growth of new functional materials consisting of heteroepitaxial structures involving both complex oxides and standard metals. These materials may reasonably open up new prospects in the field of microsystem technologies. Received: 31 March 1999/Accepted: 12 April 1999     

Transition Dynamics in Endogenous Recombinant Growth Models by Means of Projection Methods

This study provides a step further in the computation of the transition path of a continuous time endogenous growth model discussed by Privileggi (Nonlinear dynamics in economics, finance and social sciences: essays in honour of John Barkley Rosser Jr., Springer, Berlin, Heidelberg, pp. 251–278, 2010)—based on the setting first introduced by Tsur and Zemel (J Econ Dyn Control 31:3459–3477, 2007)—in which knowledge evolves according to the Weitzman (Q J Econ 113:331–360, 1998) recombinant process. A projection method, based on the least squares of the residual function corresponding to the ODE defining the optimal policy of the ‘detrended’ model, allows for the numeric approximation of such policy for a positive Lebesgue measure range of values of the efficiency parameter characterizing the probability function of the recombinant process. Although the projection method’s performance rapidly degenerates as one departs from a benchmark value for the efficiency parameter, we are able to numerically compute time-path trajectories which are sufficiently regular to allow for sensitivity analysis under changes in parameters’ values.     

Homoclinic and Heteroclinic Bifurcations in an Overlapping Generations Model with Credit Market Imperfection

We analyze a nonlinear OLG model with credit market imperfection and endogenous labor supply. When the investors’ protection is perfect, the model reduces to the standard one sector growth model proposed by Reichlin (JET 40:89–102, 1986), while the model reduces to the one studied by Matsuyama (Econometrica 72:853–884, 2004) when the agents’ labor supply is exogenous. Our goal is to highlight that the local analysis of the perfect foresight equilibrium may lead to misleading conclusions because the local analysis neglects the occurrence of different global bifurcation scenarios. In particular, the existence of a heteroclinic connection or the occurrence of a homoclinic bifurcation may be associated with global indeterminacy even when all steady states are locally determinate.     

Coupled flow and reaction during natural convection PCR

Polymerase chain reaction (PCR) in a microfluidic Rayleigh–Benard convection cell represents a promising route towards portable PCR for point-of-care uses. In the present contribution, the coupled fluid mechanics and heat transport processes are solved numerically for a 2-D flow cell. The resultant velocity and temperature fields serve as the inputs to a convection-diffusion-reaction model for the DNA amplification, wherein the reaction kinetics are modeled by Gaussian distributions around the conventional bulk PCR reaction temperatures. These evolution equations are integrated to determine the exponential growth rate of the double-stranded DNA concentration. The predicted doubling time is approximately 10–25 s, increasing with the Péclet number. This effect is attributed to low velocity, slow kinetics “dead zones” located at the center of the reactor. The latter observation provides an alternative rationalization for the use of loop-based natural convection PCR systems.     

Asset pricing with dynamic programming

The study of asset price characteristics of stochastic growth models such as the risk-free interest rate, equity premium, and the Sharpe-ratio has been limited by the lack of global and accurate methods to solve dynamic optimization models. In this paper, a stochastic version of a dynamic programming method with adaptive grid scheme is applied to compute the asset price characteristics of a stochastic growth model. The stochastic growth model is of the type as developed by [Brock and Mirman (1972), Journal of Economic Theory, 4, 479–513 and Brock (1979), Part I: The growth model (pp. 165–190). New York: Academic Press; The economies of information and uncertainty (pp. 165–192). Chicago: University of Chicago Press. (1982). It has become the baseline model in the stochastic dynamic general equilibrium literature. In a first step, in order to test our procedure, it is applied to this basic stochastic growth model for which the optimal consumption and asset prices can analytically be computed. Since, as shown, our method produces only negligible errors, as compared to the analytical solution, in a second step, we apply it to more elaborate stochastic growth models with adjustment costs and habit formation. In the latter model preferences are not time separable and past consumption acts as a constraint on current consumption. This model gives rise to an additional state variable. We here too apply our stochastic version of a dynamic programming method with adaptive grid scheme to compute the above mentioned asset price characteristics. We show that our method is very suitable to be used as solution technique for such models with more complicated decision structure.      

Image segmentation using a multilayer level-set approach

We propose an efficient multilayer segmentation method based on implicit curve evolution and on variational approach. The proposed formulation uses the minimal partition problem as formulated by D. Mumford and J. Shah, and can be seen as a more efficient extension of the segmentation models previously proposed in Chan and Vese (Scale-Space Theories in Computer Vision, Lecture Notes in Computer Science, Vol. 1682, pp. 141–151, 1999, IEEE Trans Image Process 10(2):266–277, 2001), and Vese and Chan (Int J Comput Vis 50(3):271–293, 2002). The set of unknown discontinuities is represented implicitly by several nested level lines of the same function, as inspired from prior work on island dynamics for epitaxial growth (Caflisch et al. in Appl Math Lett 12(4):13, 1999; Chen et al. in J Comput Phys 167:475, 2001). We present the Euler–Lagrange equations of the proposed minimizations together with theoretical results of energy decrease, existence of minimizers and approximations. We also discuss the choice of the curve regularization and conclude with several experimental results and comparisons for piecewise-constant segmentation of gray-level and color images.     

An efficient wavelet collocation method for nonlinear two-space dimensional Fisher–Kolmogorov–Petrovsky–Piscounov equation and two-space dimensional extended Fisher–Kolmogorov equation

Engineering with Computers - In this paper, we consider two-space dimensional nonlinear Fisher–Kolmogorov–Petrovsky–Piscounov (Fisher–KPP) equation and two-space dimensional...     

Inflation function of the money supply and level of unemployment under equilibrium conditions in a market system

Based on a mathematical model of market self-regulation of inflation, it is shown that a positive inflation rate is the necessary condition of annual economic growth. Inflation is less by one than the product of money deflator and production deflator. The money deflator is proportional to the money supply in annual circulation, and it is inversely proportional to the cost of the capital invested in production sphere. The production deflator is an increasing function of the level of unemployment. An analysis of market self-regulation of inflation is illustrated by the example of the Ukraine economy. __________ Translated from Kibernetika i Sistemnyi Analiz, No. 4, pp. 146–161, July–August 2007.     

Optimization methods for compound poisson risk processes

In this article we introduce the notion of the family of compound Poisson risk processes that depend on a finite-dimensional parameter; we describe examples of such families that arise during formalization of surplus, quota, and quota-surplus reinsurance contracts; the optimization problem is stated for the growth rate of insurance company capital subject to a given constraint on the probability of ruin; numerical methods for solving this problem by Lagrange function saddle-point techniques are reviewed. The research described in this publication was made possible in part by Grant No. UAL000 from the International Science Foundation. Translated from Kibernetika i Sistemnyi Analiz, No. 2, pp. 87–96, March–April, 1998.     

Empirical Characterization of Session–Based Workload and Reliability for Web Servers

The growing availability of Internet access has led to significant increase in the use of World Wide Web. If we are to design dependable Web–based systems that deal effectively with the increasing number of clients and highly variable workload, it is important to be able to describe the Web workload and errors accurately. In this paper we focus on the detailed empirical analysis of the session–based workload and reliability based on the data extracted from actual Web logs of eleven Web servers. First, we introduce and rigourously analyze several intra–session and inter–session metrics that collectively describe Web workload in terms of user sessions. Then, we analyze Web error characteristics and estimate the request–based and session–based reliability of Web servers. Finally, we identify the invariants of the Web workload and reliability that apply through all data sets considered. The results presented in this paper show that session–based workload and reliability are better indicators of the users perception of the Web quality than the request–based metrics.     

Extended multi bottom–up tree transducers

Extended multi bottom–up tree transducers are defined and investigated. They are an extension of multi bottom–up tree transducers by arbitrary, not just shallow, left-hand sides of rules; this includes rules that do not consume input. It is shown that such transducers, even linear ones, can compute all transformations that are computed by linear extended top–down tree transducers, which are a theoretical model for syntax-based machine translation. Moreover, the classical composition results for bottom–up tree transducers are generalized to extended multi bottom–up tree transducers. Finally, characterizations in terms of extended top–down tree transducers and tree bimorphisms are presented.     

Age differences rendezvousing: reminders for side-stepping

This paper reports a diary study of the use of mobile telephones for rendezvousing by young adults (aged 18–30) and mature adults (aged 31–45) in the UK. A number of age differences were found. Specifically, 31–45s more frequently: (1) attributed problems rendezvousing to the overrunning of previous activities, and to the spontaneous performance of additional tasks (‘side-stepping’); (2) reported that ‘problem’ rendezvous resulted in unnecessary sacrifices; and (3) changed plans for the rendezvous. These differences arose, because additional family commitments encouraged 31–45s to pack their daily programme of activities more tightly than 18–30s. Mobile phones might better target 31–45s, if they, for example, enhanced To Do Lists with context-sensitive reminders, in the first instance, reminders triggered by location (GSM network cellID) and logging off from PCs.

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GHZ States,Almost-Complex Structure and Yang–Baxter Equation

Recent research suggests that there are natural connections between quantum information theory and the Yang–Baxter equation. In this paper, in terms of the almost-complex structure and with the help of its algebra, we define the Bell matrix to yield all the Greenberger–Horne–Zeilinger (GHZ) states from the product basis, prove it to form a unitary braid representation and presents a new type of solution of the quantum Yang–Baxter equation. We also study Yang–Baxterization, Hamiltonian, projectors, diagonalization, noncommutative geometry, quantum algebra and FRT dual algebra associated with this generalized Bell matrix.      

A Hopfield neural network approach for power optimization of real-time operating systems

The RTOS (Real-Time Operating System) is a critical component in the SoC (System-on-a-Chip), which is the main body for consuming total system energy. Power optimization based on hardware–software partitioning of a RTOS (RTOS–Power partitioning) can significantly minimize the energy consumption of a SoC. This paper presents a new model for RTOS–Power partitioning, which helps in understanding the essence of the RTOS–Power partitioning techniques. A discrete Hopfield neural network approach for implementing the RTOS–Power partitioning is proposed, where a novel energy function, operating equation and coefficients of the neural network are redefined. Simulations are carried out with comparison to other optimization techniques. Experimental results demonstrate that the proposed method can achieve higher energy savings up to 60% at relatively low costs of less than 4k PLBs while increasing the performance compared to the purely software realized SoC–RTOS.     

A framework for exploring numerical solutions of advection–reaction–diffusion equations using a GPU-based approach

In this paper we describe a general purpose, graphics processing unit (GP-GPU)-based approach for solving partial differential equations (PDEs) within advection–reaction–diffusion models. The GP-GPU-based approach provides a platform for solving PDEs in parallel and can thus significantly reduce solution times over traditional CPU implementations. This allows for a more efficient exploration of various advection–reaction–diffusion models, as well as, the parameters that govern them. Although the GPU does impose limitations on the size and accuracy of computations, the PDEs describing the advection–reaction–diffusion models of interest to us fit comfortably within these constraints. Furthermore, the GPU technology continues to rapidly increase in speed, memory, and precision, thus applying these techniques to larger systems should be possible in the future. We chose to solve the PDEs using two numerical approaches: for the diffusion, a first-order explicit forward Euler solution and a semi-implicit second order Crank–Nicholson solution; and, for the advection and reaction, a first-order explicit solution. The goal of this work is to provide motivation and guidance to the application scientist interested in exploring the use of the GP-GPU computational framework in the course of their research. In this paper, we present a rigorous comparison of our GPU-based advection–reaction–diffusion code model with a CPU-based analog, finding that the GPU model out-performs the CPU implementation in one-to-one comparisons.     

CVD-diamond-based thermocouple for high sensitive temperature measurements

The possibility to realize a high sensitive thermocouple by means of boron doped chemical vapour deposition (CVD) diamond was investigated. The thermoelectric power of p-type diamond, grown by plasma enhanced CVD was studied for films of electrical resistivity in the 0.2–40 Ω cm range in order to asses the dependence of thermocouple sensitivity on the doping level. The p-type diamond films were prepared by CH₃OH + B₂O₃ vapour addition to a 1% CH₄–H₂ gas mixture during the growth. The conductive films were then tested tracing the I–V characteristic in order to study the conduction properties of the films. An appropriate experimental setup was built to evaluate the thermoelectric properties of the grown samples for different temperatures imposed between two ends of the samples. Firstly, the output voltage was measured maintaining a reference temperature of 273 K at one end and varying the second temperature between 275.5 and 360.5 K. A constant value of the temperature drop of 5 K was then used for an accurate evaluation of the thermoelectric properties of the diamond films for different value of the average temperature. The measurements provided values of thermoelectric power in the range 0.3–0.6 mV/K while conductivity increases. These values showed different decreasing behaviour with increasing temperature for different resistivity of the sample. In particular, more relevant changes in thermoelectric power were measured for high resistive samples.