Entropy,spatial interaction models and discrete choice analysis: Static and dynamic analogies

This paper aims at analysing the existence of a formal correspondence between spatial interaction models emanating from entropy theory and micro-economic discrete choice theory (in particular, multinomial logit models.). After a concise review of the literature on this issue, the emphasis is placed on an interpretation of formal analogies between both classes of models in a dynamic context. A simple dynamic spatial interaction model—based on optimal control theory—is proposed, and it is shown that the results confirm also the existence of a formal analogy between (macro) dynamic interaction models and (micro) choice models. Similar results are also derived for Alonso's general theory of movement in a spatial system.     

A unified treatment of single component replacement models

In this paper we discuss a general framework for single component replacement models. This framework is based on the regenerative structure of these models and by using results from renewal theory a unified presentation of the discounted and average finite and infinite horizon cost models is given. Finally, some well-known replacement models are discussed, and making use of the previous results an easy derivation of their cost functions is presented.     

A comparison of strain gradient theories with applications to the functionally graded circular micro-plate

The strain gradient theory of Zhou et al. is re-expressed in a more direct form and the differences with other strain gradient theories are investigated by an application on static and dynamic analyses of FGM circular micro-plate. To facilitate the modeling, the strain gradient theory of Zhou et al. is re-expressed in cylindrical coordinates, and then the governing equation, boundary conditions and initial condition for circular plate are derived with the help of the Hamilton's principle. The present model can degenerate into other models based on the strain gradient theory of Lam et al., the couple stress theory, the modified couple stress theory or even the classical theory, respectively. The static bending and free vibration problems of a simply supported circular plate are solved. The results indicate that the consideration of strain gradients results in an increase in plate stiffness, and leads to a reduction of deflection and an increase in natural frequency. Compared with the reduced models, the present model can predict a stronger size effect since the contribution from all strain gradient components is considered, and the differences of results from all these models are diminishing when the plate thickness is far greater than the material length-sale parameter.     

Asymptotic Properties of Quasi-Maximum Likelihood Estimators for ARMA Models with Time-Dependent Coefficients

For about thirty years, time series models with time-dependent coefficients have sometimes been considered as an alternative to models with constant coefficients or non-linear models. Analysis based on models with time-dependent models has long suffered from the absence of an asymptotic theory except in very special cases. The purpose of this paper is to provide such a theory without using a locally stationary spectral representation and time rescaling. We consider autoregressive-moving average (ARMA) models with time-dependent coefficients and a heteroscedastic innovation process. The coefficients and the innovation variance are deterministic functions of time which depend on a finite number of parameters. These parameters are estimated by maximising the Gaussian likelihood function. Deriving conditions for consistency and asymptotic normality and obtaining the asymptotic covariance matrix are done using some assumptions on the functions of time in order to attenuate non-stationarity, mild assumptions for the distribution of the innovations, and also a kind of mixing condition. Theorems from the theory of martingales and mixtingales are used. Some simulation results are given and both theoretical and practical examples are treated. Received 2004; Final version 23 December 2004     

Global convergence analysis of a class of epidemic models

This paper addresses the global convergence of the epidemic models whose infected subsystems are monotone in the sense of Hirsch (1984). By invoking results from monotone system theory and nonlinear control theory, a simple method is proposed for determining the global asymptotic stability of a disease free equilibrium (DFE) and the global convergence to an endemic equilibrium (EE). Typical epidemic models are studied to illustrate the applicability of the proposed methodology.     

Strategies in localization proofs for one-dimensional random Schrödinger operators

Recent results on localization, both exponential and dynamical, for various models of one-dimensional, continuum, random Schrödinger operators are reviewed. This includes Anderson models with indefinite single site potentials, the BernoulliAnderson model, the Poisson model, and the random displacement model. Among the tools which are used to analyse these models are generalized spectral averaging techniques and results from inverse spectral and scattering theory. A discussion of open problems is included.     

The Stochastic Theory of Fluvial Landsurfaces

A stochastic theory of fluvial landsurfaces is developed for transport-limited erosion, using well-established models for the water and sediment fluxes. The mathematical models and analysis are developed showing that some aspects of landsurface evolution can be described by Markovian stochastic processes. The landsurfaces are described by nondeterministic stochastic processes, characterized by a statistical quantity, the variogram, that exhibits characteristic scalings. Thus the landsurfaces are shown to be self-organized critical (SOC) systems, possessing both an initial transient state and a stationary state, characterized by respectively temporal and spatial scalings. The mathematical theory of SOC systems is developed and used to identify three stochastic processes that shape the surface. The SOC theory of landsurfaces reproduces established numerical results and measurements from digital elevation models (DEMs).     

Generalizing realizability and Heyting models for constructive set theory

This article presents a common generalization of the two main methods for obtaining class models of constructive set theory. Heyting models are a generalization of the Boolean models for classical set theory which are a variant of forcing, while realizability is a decidedly constructive method that has first been developed for number theory by Kleene and was later very fruitfully adapted to constructive set theory. In order to achieve the generalization, a new kind of structure (applicative topologies) is introduced, which contains both elements of formal topology and applicative structures. This approach not only deepens the understanding of class models and leads to more efficiency in proofs about these kinds of models, but also makes it possible to prove new results about the two special cases that were not known before and to construct new models.     

Information geometry of small diffusions

Information geometrical quantities such as metric tensors and connection coefficients for small diffusion models are obtained. Asymptotic properties of bias-corrected estimators for small diffusion models are investigated from the viewpoint of information geometry. Several results analogous to those for independent and identically distributed (i.i.d.) models are obtained by using the asymptotic normality of the statistics appearing in asymptotic expansions. In contrast to the asymptotic theory for i.i.d.models, the geometrical quantities depend on the magnitude of noise.

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Model theory via set theory

We develop a technique for applying models of set theory to obtain results in the model theory of infinitary languages. Some results on Δ-logics are also discussed.     

On quasistatic inelastic models of gradient type with convex composite constitutive equations

This article defines and presents the mathematical analysis of a new class of models from the theory of inelastic deformations of metals. This new class, containing so called convex composite models, enlarges the class containing monotone models of gradient type defined in [1]. This paper starts to establish the existence theory for models from this new class; we restrict our investigations to the coercive and linear self-controlling case.     

Two-dimensional four-line models of the Ising model type

We briefly describe the theory of root transfer matrices for four-line models with the field in the new indexless form. We use theoretical and numerical methods to reveal new effects in the theory of singular points and phase transitions. A substantial part of the results is obtained using a numerical algorithm that drastically (at least exponentially) reduces the computational complexity of Ising-type models by using the extremely sparse root transfer matrix. __________ Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 149, No. 2, pp. 281–298, November, 2006.     

Kripke models for subtheories of CZF

In this paper a method to construct Kripke models for subtheories of constructive set theory is introduced that uses constructions from classical model theory such as constructible sets and generic extensions. Under the main construction all axioms except the collection axioms can be shown to hold in the constructed Kripke model. It is shown that by carefully choosing the classical models various instances of the collection axioms, such as exponentiation, can be forced to hold as well. The paper does not contain any deep results. It consists of first observations on the subject, and is meant to introduce some notions that could serve as a foundation for further research.     

Optimal closed-loop control stability and transient behaviour of a class of linear dynamic economic models

In this paper an attempt is made to apply results from linear systems theory and Liapunov stability theory to analyze a class of linear economic models. For a quadratic performance index, the Riccati equation can be used to derive the optimal control law in closed-loop form. Once the system is synthesized, the second method of Liapunov can be used to study the transient behaviour of the system. The approach is illustrated through two simple economic models.     

Arbitrage theory for non convex financial market models

We propose a unified approach where a security market is described by a liquidation value process. This allows to extend the frictionless models of the classical theory as well as the recent proportional transaction costs models to a larger class of financial markets with transaction costs including non proportional trading costs. The usual tools from convex analysis however become inadequate to characterize the absence of arbitrage opportunities in non-convex financial market models. The natural question is to which extent the results of the classical arbitrage theory are still valid. Our contribution is a first attempt to characterize the absence of arbitrage opportunities in non convex financial market models.     

A combination selection algorithm on forecasting

It is widely accepted in forecasting that a combination model can improve forecasting accuracy. One important challenge is how to select the optimal subset of individual models from all available models without having to try all possible combinations of these models. This paper proposes an optimal subset selection algorithm from all individual models using information theory. The experimental results in tourism demand forecasting demonstrate that the combination of the individual models from the selected optimal subset significantly outperforms the combination of all available individual models. The proposed optimal subset selection algorithm provides a theoretical approach rather than experimental assessments which dominate literature.     

Dynamics and Coarsening of Interfaces for the Viscous Cahn—Hilliard Equation in One Spatial Dimension

In one spatial dimension, the metastable dynamics and coarsening process of an n -layer pattern of internal layers is studied for the Cahn–Hilliard equation, the viscous Cahn–Hilliard equation, and the constrained Allen–Cahn equation. These models from the continuum theory of phase transitions provide a caricature of the physical process of the phase separation of a binary alloy. A homotopy parameter is used to encapsulate these three phase separation models into one parameter-dependent model. By studying a differential-algebraic system of ordinary differential equations describing the locations of the internal layers for a metastable pattern for this parameter-dependent model, we are able to provide detailed comparisons between the internal layer dynamics for the three models. Layer collapse events are studied in detail, and the analytical theory is supplemented by numerical results showing the different behaviors for the different models. Finally, an asymptotic-numerical algorithm, based on our asymptotic information of layer collapse events and the conservation of mass condition, is devised to characterize the entire coarsening process for each of these models. Numerical realizations of this algorithm are shown.     

基于灰色理论与统计学比较的包头市经济发展预测研究

本文研究了基于灰色理论与统计学比较的系统建模方法来对包头市未来的经济发展做出预测。在分析了包头市的经济发展状况后,作者通过国内生产总值的时间序列这个综合信息,应用灰色理论与有关统计学分别建立了包头市的经济增长的数学模型,并应用这些模型分别进行了预测。经过比较,最后给出了包头市的"十一五"期间的国内生产总值的预测值。     

Applications of mathematical systems theory in population biology

This paper is a review of recent developments of a research line proposed on the turn of the decades, 1980s to 1990s. The main results concern basic qualitative properties of nonlinear models of population biology, such as controllability and observability. The methods applied are different for the density-dependent models of population ecology and for the frequency-dependent models of population genetics and evolutionary theory. While in the first case the classical theorems of nonlinear systems theory can be used, in the second one an extension of classical results to systems with invariant manifold is necessary. Supported by the Hungarian NFSR (OTKA K 62000, K 68187).     

心理账户、损失厌恶与行为资产配置实证研究

基于前景理论和三参照点理论,建立了单心理账户和三心理账户下的线性损失厌恶行为投资组合模型,并利用中证基金指数数据构建了不同市场状态下的行为投资组合,实证研究不同损失厌恶系数、不同参照点、不同心理账户资金配置条件下模型的最优资产配置策略和投资组合绩效,研究发现线性损失厌恶模型更关注下侧损失,损失厌恶系数影响资产配置,注重安全性的投资者偏好低风险资产,而寻求实现抱负水平的投资者更偏好高收益资产。