Multilevel flexible specification of the production function in health economics

^** Email: grassetti{at}stat.unipd.it^*** Email: e.gori{at}dss.uniud.it^**** Email: simona.minotti{at}unicatt.it Previous studies on hospitals' efficiency often refer to quiterestrictive functional forms for the technology (Aigner et al.,1977, J. Econom., 6, 21–37). In this paper, referringto a study about some hospitals in Lombardy, we formulate convenientcorrectives to a statistical model based on the translogarithmicfunction—the most widely used flexible functional form(Christensen et al., 1973, Rev. Econ. Stat., 55, 28–45).More specifically, in order to take into consideration the hierarchicalstructure of the data (as in Gori et al., 2002, Stat. Appl.,14, 247–275), we propose a multilevel model, ignoringfor the moment the one-side error specification, typical ofstochastic frontier analysis (Aigner et al., 1977, J. Econom.,6, 21–37). Given this simplification, however, we areeasily able to take into account some typical econometric problemsas, e.g. heteroscedasticity. The estimated production functioncan be used to identify the technical inefficiency of hospitals(as already seen in previous works), but also to draw some economicconsiderations about scale elasticity, scale efficiency andoptimal resource allocation of the productive units. We willshow, in fact, that for the translogarithmic specification itis possible to obtain the elasticity of the output (regardingan input) at hospital level as a weighted sum of elasticitiesat ward level. Analogous results can be achieved for scale elasticity,which measures how output changes in response to simultaneousinputs variation. In addition, referring to scale efficiencyand to optimal resource allocation, we will consider the resultsof Ray (1998, J. Prod. Anal., 11, 183–194) to our context.The interpretation of the results is surely an interesting administrativeinstrument for decision makers in order to analyse the productiveconditions of each hospital and its single wards and also todecide the preferable interventions.     

A Functional Relation for Accessory Parameters for Genus 2 Algebraic Curves with an Order 4 Automorphism

Let C be a genus 2 algebraic curve defined by an equation ofthe form y² = x(x² – 1)(x – a)(x – 1/a). Asis well known, the five accessory parameters for such an equationcan all be expressed in terms of a and the accessory parameter b corresponding to a. The main result of the paper is thatif a' = 1 – a², which in general yields a non-isomorphiccurve C', then b'a'(a'² – 1) = – – ba(a²– 1). This is proven by it being shown how the uniformizing functionfrom the unit disk to C' can be explicitly described in termsof the uniformizing function for C.     

Beardon's Diophantine Equations and Non-Free Mobius Groups

Let µ be a real number. The Möbius group G_µis the matrix group generated by It is known that G_µ is free if |µ| 2 (see [1])or if µ is transcendental (see [3, 8]). Moreover, thereis a set of irrational algebraic numbers µ which is densein (–2, 2) and for which G_µ is non-free [2, p. 528].We may assume that µ > 0, and in this paper we considerrational µ in (0, 2). The following problem is difficult. Let G^nf denote the set of all rational numbers µ in (0,2) for which G_µ is non-free. In 1969 Lyndon and Ullman[8] proved that G^nf contains the elements of the forms p/(p²+ 1) and 1/(p + 1), where p = 1, 2, ..., and that if µ₀ G^nf, then µ₀/p G^nf for p = 1, 2, .... In 1993 Beardon[2] studied problem (P) by means of the words of the form A^rB^s A^t and A^r B^s A^t B^u A^v, and he obtained a sufficient conditionfor solvability of (P), included implicitly in [2, pp. 530–531],by means of the following Diophantine equations: 1991 Mathematics SubjectClassification 20E05, 20H20, 11D09.     

On the computation of the generalized inverse of a polynomial matrix

The main purpose of this paper is to present a quicker and less memory-expensive algorithm for the generalized inversionof polynomial matrices than those presented earlier (Karampetakis,1997a Computation of the generalized inverse of a polynomialmatrix and applications. Linear Algebr. Appl. 252, 35–60 and Karampetakis, 1997b Generalized inverses of two variable polynomial matrices and applications. Circuit Syst. & Signal Process. 16, 439–453). Received 24 January, 1999. ⁺ karampetakis@ccf.auth.gr     

Shape-preserving interpolation by G1 and G2 PH quintic splines

The interpolation of a planar sequence of points p₀, ..., p_Nby shape-preserving G¹ or G² PH quintic splines with specifiedend conditions is considered. The shape-preservation propertyis secured by adjusting ‘tension’ parameters thatarise upon relaxing parametric continuity to geometric continuity.In the G² case, the PH spline construction is based on applyingNewton–Raphson iterations to a global system of equations,commencing with a suitable initialization strategy—thisgeneralizes the construction described previously in NumericalAlgorithms 27, 35–60 (2001). As a simpler and cheaperalternative, a shape-preserving G¹ PH quintic spline schemeis also introduced. Although the order of continuity is lower,this has the advantage of allowing construction through purelylocal equations.     

Multiple Positive Solutions of Semilinear Differential Equations with Singularities

The existence of positive solutions of a second order differentialequation of the form z'+g(t)f(z)=0 (1.1) with the separated boundary conditions: z(0) – ßz'(0)= 0 and z(1)+z'(1) = 0 has proved to be important in physicsand applied mathematics. For example, the Thomas–Fermiequation, where f = z^3/2 and g = t^–1/2 (see [12, 13, 24]),so g has a singularity at 0, was developed in studies of atomicstructures (see for example, [24]) and atomic calculations [6].The separated boundary conditions are obtained from the usualThomas–Fermi boundary conditions by a change of variableand a normalization (see [22, 24]). The generalized Emden–Fowlerequation, where f = z^p, p > 0 and g is continuous (see [24,28]) arises in the fields of gas dynamics, nuclear physics,chemically reacting systems [28] and in the study of multipoletoroidal plasmas [4]. In most of these applications, the physicalinterest lies in the existence and uniqueness of positive solutions.     

Asymptotic expansions of the generalized Epstein-Hubbell integral

The generalized Epstein–Hubbell integral recently introducedby Kalla & Tuan (Comput. Math. Applic. 32, 1996) is consideredfor values of the variable k close to its upper limit k = 1.Distributional approach is used for deriving two convergentexpansions of this integral in increasing powers of 1 –k². For certain values of the parameters, one of these expansionsinvolves also a logarithmic term in the asymptotic variable1 – k². Coefficients of these expansions are given interms of the Appell function and its derivative. All the expansionsare accompanied by an error bound at any order of the approximation.Numerical experiments show that this bound is considerably accurate.     

Optimal control for cooperative parabolic systems governed by Schrodinger operator with control constraints

^** Email: Bahaa_gm{at}hotmail.com A distributed control problem for cooperative parabolic systemsgoverned by Schrödinger operator is considered. The performanceindex is more general than the quadratic one and has an integralform. Constraints on controls are imposed. Making use of theDubovitskii–Milyutin theorem given by Walczak (1984, Onesome control problems. Acta Univ. Lod. Folia Math., 1, 187–196),the optimality conditions are derived for the Dirichlet problem.     

On the formation of acceleration and reaction-diffusion wavefronts in autocatalytic-type reaction-diffusion systems

^** Email: d.j.needham{at}reading.ac.uk We consider generalization of the theory for the evolution ofreaction–diffusion and accelerating wavefronts in KPP-typesystems as developed in Needham (2004, Proc. R. Soc. Lond. A,460, 1921–1934) (DN). These generalizations allow forthe removal of a number of technical restrictions imposed inthe paper of DN.     

Euler Characteristics of Real Varieties

In this paper we show how to associate to any real projectivealgebraic variety Z RP^n–1 a real polynomial F₁:Rⁿ,0 R, 0 with an algebraically isolated singularity, having theproperty that (Z) = (1 – deg (grad F₁), where deg (gradF₁ is the local real degree of the gradient grad F₁:Rⁿ, 0 Rⁿ,0. This degree can be computed algebraically by the method ofEisenbud and Levine, and Khimshiashvili [5]. The variety Z neednot be smooth. This leads to an expression for the Euler characteristic ofany compact algebraic subset of Rⁿ, and the link of a quasihomogeneousmapping f: Rⁿ, 0 Rⁿ, 0 again in terms of the local degree ofa gradient with algebraically isolated singularity. Similar expressions for the Euler characteristic of an arbitraryalgebraic subset of Rⁿ and the link of any polynomial map aregiven in terms of the degrees of algebraically finite gradientmaps. These maps do involve ‘sufficiently small’constants, but the degrees involved ar (theoretically, at least)algebraically computable.     

An Euler-Type Version of the Local Steiner Formula for Convex Bodies

The purpose of this note is to establish a new version of thelocal Steiner formula and to give an application to convex bodiesof constant width. This variant of the Steiner formula generalizesresults of Hann [3] and Hug [6], who use much less elementarytechniques than the methods of this paper. In fact, Hann askedfor a simpler proof of these results [4, Problem 2, p. 900].We remark that our formula can be considered as a Euclideananalogue of a spherical result proved in [2, p. 46], and thatour method can also be applied in hyperbolic space. For some remarks on related formulas in certain two-dimensionalMinkowski spaces, see Hann [5, p. 363]. For further information about the notions used below, we referto Schneider's book [9]. Let Kⁿ be the set of all convex bodiesin Euclidean space Rⁿ, that is, the set of all compact, convex,non-empty subsets of Rⁿ. Let S^n–1 be the unit sphere.For KKⁿ, let NorK be the set of all support elements of K, thatis, the pairs (x, u)RⁿxS^n–1 such that x is a boundarypoint of K and u is an outer unit normal vector of K at thepoint x. The support measures (or generalized curvature measures)of K, denoted by ₀(K.), ..., _n–1(K.), are the unique Borelmeasures on RⁿxS^n–1 that are concentrated on NorK andsatisfy [formula] for all integrable functions f:RⁿR; here denotes the Lebesguemeasure on Rⁿ. Equation (1), which is a consequence and a slightgeneralization of Theorem 4.2.1 in Schneider [9], is calledthe local Steiner formula. Our main result is the following.1991 Mathematics Subject Classification 52A20, 52A38, 52A55.     

Limits Along Parallel Lines and the Classical Fine Topology

The fine topology on Rⁿ (n2) is the coarsest topology for whichall superharmonic functions on Rⁿ are continuous. We refer toDoob [11, 1.XI] for its basic properties and its relationshipto the notion of thinness. This paper presents several theoremsrelating the fine topology to limits of functions along parallellines. (Results of this nature for the minimal fine topologyhave been given by Doob – see [10, Theorem 3.1] or [11,1.XII.23] – and the second author [15].) In particular,we will establish improvements and generalizations of resultsof Lusin and Privalov [18], Evans [12], Rudin [20], Bagemihland Seidel [6], Schneider [21], Berman [7], and Armitage andNelson [4], and will also solve a problem posed by the latterauthors. An early version of our first result is due to Evans [12, p.234], who proved that, if u is a superharmonic function on R³,then there is a set ER²x{0}, of two-dimensional measure 0, suchthat u(x, y,·) is continuous on R whenever (x, y, 0)E.We denote a typical point of Rⁿ by X=(X' x), where X'R^n–1and xR. Let :RⁿR^n–1x{0} denote the projection map givenby (X', x) = (X', 0). For any function f:Rⁿ[–, +] andpoint X we define the vertical and fine cluster sets of f atX respectively by C_V(f;X)={l[–, +]: there is a sequence (t_m) of numbersin R\{x} such that t_mx and f(X', t_m)l}| and C_F(f;X)={l[–, +]: for each neighbourhood N of l in [–,+], the set f^–1(N) is non-thin at X}. Sets which are open in the fine topology will be called finelyopen, and functions which are continuous with respect to thefine topology will be called finely continuous. Corollary 1(ii)below is an improvement of Evans' result.     

The Helmholtz equation in a locally perturbed half-plane with passive boundary

^** Email: mduran{at}ing.puc.cl^*** Email: ignacio.muga{at}ucv.cl^**** Email: nedelec{at}cmapx.polytechnique.fr In this article, we study the existence and uniqueness of outgoingsolutions for the Helmholtz equation in locally perturbed half-planeswith passive boundary. We establish an explicit outgoing radiationcondition which is somewhat different from the usual Sommerfeld'sone due to the appearance of surface waves. We work with thehelp of Fourier analysis and a half-plane Green's function framework.This is an extended and detailed version of the previous articleDurán et al. (2005, The Helmholtz equation with impedancein a half-plane. C. R. Acad. Sci. Paris, Ser. I, 340, 483–488).     

On the Discreteness and Convergence in n-Dimensional Mobius Groups

Throughout this paper, we adopt the same notations as in [1,6, 8] such as the Möbius group M(Rⁿ), the Clifford algebraC_n–1, the Clifford matrix group SL(2, _n), the Cliffordnorm of ||A||=(|a|²+|b|²+|c|²+|d|²) (1) and the Clifford metric of SL(2, _n) or of the Möbius groupM(Rⁿ) d(A₁,A₂)=||A₁–A₂||(|a₁–a₂|²+|b₁–b₂|²+|c₁–c₂|²+|d₁–d₂|²)(2) where |·| is the norm of a Clifford number and represents f_i M(), i = 1,2, and so on. In addition, we adopt some notions in [6, 12]:the elementary group, the uniformly bounded torsion, and soon. For example, the definition of the uniformly bounded torsionis as follows.     

Hypersurface Singularities with 2-Dimensional Critical Locus

Consider an analytic germ f:(C^m, 0)(C, 0) (m3) whose criticallocus is a 2-dimensional complete intersection with an isolatedsingularity (icis). We prove that the homotopy type of the Milnorfiber of f is a bouquet of spheres, provided that the extendedcodimension of the germ f is finite. This result generalizesthe cases when the dimension of the critical locus is zero [8],respectively one [12]. Notice that if the critical locus isnot an icis, then the Milnor fiber, in general, is not homotopicallyequivalent to a wedge of spheres. For example, the Milnor fiberof the germ f:(C⁴, 0)(C, 0), defined by f(x₁, x₂, x₃, x₄) =x₁x₂x₃x₄ has the homotopy type of S¹xS¹xS¹. On the other hand,the finiteness of the extended codimension seems to be the rightgeneralization of the isolated singularity condition; see forexample [9–12, 17, 18]. In the last few years different types of ‘bouquet theorems’have appeared. Some of them deal with germs f:(X, x)(C, 0) wheref defines an isolated singularity. In some cases, similarlyto the Milnor case [8], F has the homotopy type of a bouquetof (dim X–1)-spheres, for example when X is an icis [2],or X is a complete intersection [5]. Moreover, in [13] Siersmaproved that F has a bouquet decomposition FF₀Sⁿ...Sⁿ (whereF₀ is the complex link of (X, x)), provided that both (X, x)and f have an isolated singularity. Actually, Siersma conjecturedand Tibr proved [16] a more general bouquet theorem for thecase when (X, x) is a stratified space and f defines an isolatedsingularity (in the sense of the stratified spaces). In thiscase F_iF_i, where the F_i are repeated suspensions of complexlinks of strata of X. (If (X, x) has the ‘Milnor property’,then the result has been proved by Lê; for details see[6].) In our situation, the space-germ (X, x) is smooth, but f hasbig singular locus. Surprisingly, for dim Sing f^–1(0)2,the Milnor fiber is again a bouquet (actually, a bouquet ofspheres, maybe of different dimensions). This result is in thespirit of Siersma's paper [12], where dim Sing f^–1(0)= 1. In that case, there is only a rather small topologicalobstruction for the Milnor fiber to be homotopically equivalentto a bouquet of spheres (as explained in Corollary 2.4). Inthe present paper, we attack the dim Sing f^–1(0) = 2 case.In our investigation some results of Zaharia are crucial [17,18].     

Stability of uniformly Morse-Smale gradient-like numerical methods for flows

In Garay (1996, Numer. Math., 72, 449–479) and Li (1997b,SIAM J. Math. Anal., 28, 381–388), it was shown that thequalitative properties of a Morse–Smale gradient-likeflow are preserved by its numerical approximations. In thispaper, we show that the qualitative properties of a family ofuniformly Morse–Smale gradient-like numerical methodsare preserved by the approximated flow. The techniques usedin the study of the structural stability theorem for diffeomorphismsare the main tools for this work.     

Binary Quadratic Forms with Large Discriminants and Sums of Two Squareful Numbers II

Let F = (F₁, ..., F_m) be an m-tuple of primitive positive binaryquadratic forms and let U_F(x) be the number of integers notexceeding x that can be represented simultaneously by all theforms F_j, j = 1, ... , m. Sharp upper and lower bounds for U_F(x)are given uniformly in the discriminants of the quadratic forms. As an application, a problem of Erds is considered. Let V(x)be the number of integers not exceeding x that are representableas a sum of two squareful numbers. Then V(x) = x(log x)^–+o(1)with = 1 – 2^–1/3 = 0.206....     

Funk-Hecke Formula for Orthogonal Polynomials on Spheres and on Balls

Analogues of the Funk–Hecke formula for spherical harmonicsare proved for Dunkl's h-harmonics associated to the reflectiongroups, and for orthogonal polynomials related to h-harmonicson the unit ball. In particular, an analogue and its applicationare discussed for the weight function (1–|x|²)^µ–1/2on the unit ball in R^d. 2000 Mathematics Subject Classification33C50, 33C55, 42C10.     

Capillary waves past a flat plate in water of finite depth

Free-surface flow past a semi-infinite flat plate in a channelof finite depth is considered. The fluid is assumed to be inviscidand incompressible, and the flow to be two-dimensional and irrotational.Surface tension is included in the dynamic boundary conditionbut the effects of gravity are neglected. It is shown that thereis a three-parameter family of solutions with waves in the farfield and a discontinuity in slope at the separation point.This family includes as particular cases the solutions previouslycomputed by Osborn & Stump (2001, Phys. Fluids, 13, 616–623)and by Andersson & Vanden-Broeck (1996, Proc. R. Soc., 452,1985–1997).     

Hedging entry and exit decisions: optimizing location under exchange rate uncertainty

^** Email: alexru00{at}ms41.hinet.net^*** Email: ctlin{at}mail.yust.edu.tw The Cobb–Douglas production function with Abel's (1983,Am. Econ. Rev., 173, 228–233) model is extended herein,and real options analysis (ROA) for entry–exit decision-makingestablished utilizing Dixit's (1989b) decision model under exchangerate uncertainty. This work considers the effects of real exchangerates on strategies that determine the locations of productionby firms that are entering markets in two countries. The ROAis also adopted to evaluate the switching location between twocountries. A continuous-time model optimization problem is solvedin closed-form. This provides a useful beginning to an importantanalysis of the effects on industry of exchange rate fluctuationswhen the optimal entry (exit) trigger for transferring locationsis important for a basic global logistics model. Furthermore,a myopic solution of the optimal entry (exit) trigger, sensitivityanalysis and some characteristics of the optimal productionstrategy are sought. This paper contributes to the problem ofchoice of foreign production strategy.