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.     

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 role of separation in compression wave generation by a train entering a tunnel hood with a window

An approximate analytical theory is proposed for calculatingthe compression wave generated when a train enters a tunnelfitted with an entrance hood with an open window. The pressurerise ahead of the entering train causes air to exhaust fromthe window in the form of a high-speed jet. The profile of thecompression wave transmitted into the tunnel is modified by theinteraction of the train nose with the window, by multiple reflectionsof wave energy between the window and the hood portal priorto transmission into the tunnel, and in addition by the productionof a pressure pulse by the jet. The wave generation problemcan be formulated in a quasi-one-dimensional manner, wherebythe pressure field generated in front of and to the sides ofthe train in the absence of the window is assumed to be scatteredby the window. A self-consistent solution is obtained by evaluatingthe jet flow from the window using a nonlinear empirical quationproposed and validated by Cummings (1984, Amer. Inst. Aeron.Astron. J., 22, 786–792; 1986, J. Acoust. Soc. Amer.,79, 942–951) for the velocity in the window-exit plane.Predictions are found to be in excellent agreement with measurementsof compression wave profiles obtained in model scale experimentsreported by Howe et al. (2003, J. Fluid Mech., 487, 211–243)at train speeds 350 km h^–1.     

On Fusion in Unipotent Blocks

The context of this note is as follows. One considers a connectedreductive group G and a Frobenius endomorphism F: G G definingG over a finite field of order q. One denotes by G^F the associated(finite) group of fixed points. Let l be a prime not dividing q. We are interested in the l-blocksof the finite group G^F. Such a block is called unipotent ifthere is a unipotent character (see, for instance, [6, Definition12.1]) among its representations in characteristic zero. Roughlyspeaking, it is believed that the study of arbitrary blocksof G^F might be reduced to unipotent blocks (see [2, Théorème2.3], [5, Remark 3.6]). In view of certain conjectures aboutblocks (see, for instance, [9]), it would be interesting tofurther reduce the study of unipotent blocks to the study ofprincipal blocks (blocks containing the trivial character).Our Theorem 7 is a step in that direction: we show that thelocal structure of any unipotent block of G^F is very close tothat of a principal block of a group of related type (notionof ‘control of fusion’, see [13, 49]). 1991 MathematicsSubject Classification 20Cxx.     

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.     

Optimality conditions for n x n infinite-order parabolic coupled systems with control constraints and general performance index

W. Kotarski Institute of Informatics, Silesian University, Bedzinska 60, 41-200 Sosnowiec, Poland Email: bahaa_gm{at}hotmail.com Email: kotarski{at}gate.math.us.edu.pl Received on March 14, 2006; Accepted on December 20, 2006 A distributed control problem for n x n parabolic coupled systemsinvolving operators with infinite order 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, the necessary and sufficientconditions of optimality are derived for the Dirichlet problem.Yet, the problem considered here is more general than the problemsin El-Saify & Bahaa (2002, Optimal control for n x n hyperbolicsystems involving operators of infinite order. Math. Slovaca,52, 409–424), El-Zahaby (2002, Optimal control of systemsgoverned by infinite order operators. Proceeding (Abstracts)of the International Conference of Mathematics (Trends and Developments)of the Egyptian Mathematical Society, Cairo, Egypt, 28–31December 2002. J. Egypt. Math. Soc. (submitted)), Gali &El-Saify (1983, Control of system governed by infinite orderequation of hyperbolic type. Proceeding of the InternationalConference on Functional-Differential Systems and Related Topics,vol. III. Poland, pp. 99–103), Gali et al. (1983, Distributedcontrol of a system governed by Dirichlet and Neumann problemsfor elliptic equations of infinite order. Proceeding of theInternational Conference on Functional-Differential Systemsand Related Topics, vol. III. Poland, pp. 83–87) and Kotarskiet al. (200b, Optimal control problem for a hyperbolic systemwith mixed control-state constraints involving operator of infiniteorder. Int. J. Pure Appl. Math., 1, 241–254).     

Weakly Almost Periodic Functions on N with a Negative Base

Weakly almost periodic compactifications have been seriouslystudied for over 30 years. In the pioneering papers of de Leeuwand Glicksberg [4] and [5], the approach adopted was operator-theoretic.The current definition is more likely to be created from theperspective of universal algebra (see [1, Chapter 3]). For adiscrete group or semigroup S, the weakly almost periodic compactificationwS is the largest compact semigroup which (i) contains S asa dense subsemigroup, and (ii) has multiplication continuousin each variable separately (where largest means that any othercompact semigroup with the properties (i) and (ii) is a quotientof wS). A third viewpoint is to envisage wS as the Gelfand spaceof the C*-algebra of bounded weakly almost periodic functionson S (for the definition of such functions, see below). In this paper, we are concerned only with the simplest semigroup(N, +). The three approaches described above give three methodsof obtaining information about wN. An early striking resultabout wN, that it contains more than one idempotent, was obtainedby T. T. West using operator theory [13]. He considered theweak operator closure of the semigroup {T, T², T³, ...} of iteratesof a single operator T on the Hilbert space L²(µ) fora particular measure µ on [0, 1]. Brown and Moran, ina series of papers culminating in [2], used sophisticated techniquesfrom harmonic analysis to produce measures µ that permittedthe detection of further structure in wN; in particular, theyfound 2^cdistinct idempotents. However, for many years, no otherway of showing the existence of more than one idempotent inwN was found. The breakthrough came in 1991, and it was made by Ruppert [11].In his paper, he created a direct construction of a family ofweakly almost periodic functions which could detect 2^c differentidempotents in wN. His method was very ingenious (he used aunique variant of the p-adic expansion of integers) and rathercomplicated. Our main aim in this paper is to construct weaklyalmost periodic functions which are easy to describe and soappear more ‘natural’ than Ruppert's. We also showthat there are enough functions of our type to distinguish 2^cidempotentsin wN.     

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.     

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.     

On Lp boundedness of wave operators for 4-dimensional Schrodinger operators with threshold singularities

Let H=–+V(x) be a Schrödinger operator on L²(R⁴),H₀=–. Assume that |V(x)|+| V(x)|C x ^– for some>8. Let be the wave operators. It is known that W_± extend to bounded operators in L^p(R⁴)for all 1p, if 0 is neither an eigenvalue nor a resonance ofH. We show that if 0 is an eigenvalue, but not a resonance ofH, then the W_± are still bounded in L^p(R⁴) for all psuch that 4/3<p<4.     

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.     

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].     

Intertwining Maps from Certain Group Algebras

In [17, 18, 19], we began to investigate the continuity propertiesof homomorphisms from (non-abelian) group algebras. Alreadyin [19], we worked with general intertwining maps [3, 12]. Thesemaps not only provide a unified approach to both homomorphismsand derivations, but also have some significance in their ownright in connection with the cohomology comparison problem [4]. The present paper is a continuation of [17, 18, 19]; this timewe focus on groups which are connected or factorizable in thesense of [26]. In [26], G. A. Willis showed that if G is a connectedor factorizable, locally compact group, then every derivationfrom L¹(G) into a Banach L¹(G)-module is automatically continuous.For general intertwining maps from L¹(G), this conclusion isfalse: if G is connected and, for some nN, has an infinite numberof inequivalent, n-dimensional, irreducible unitary representations,then there is a discontinuous homomorphism from L¹(G into aBanach algebra by [18, Theorem 2.2] (provided that the continuumhypothesis is assumed). Hence, for an arbitrary intertwiningmap from L¹(G), the best we can reasonably hope for is a resultasserting the continuity of on a ‘large’, preferablydense subspace of L¹(G). Even if the target space of is a Banachmodule (which implies that the continuity ideal I() of is closed),it is not a priori evident that is automatically continuous:the proofs of the automatic continuity theorems in [26] relyon the fact that we can always confine ourselves to restrictionsto L¹(G) of derivations from M(G) [25, Lemmas 3.1 and 3.4].It is not clear if this strategy still works for an arbitraryintertwining map from L¹(G) into a Banach L¹(G)-module.     

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.     

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.     

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.     

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.     

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     

On Artin's Conjecture, I: Systems of Diagonal Forms

As a special case of a well-known conjecture of Artin, it isexpected that a system of R additive forms of degree k, say [formula] with integer coefficients a_ij, has a non-trivial solution inQ_p for all primes p whenever [formula] Here we adopt the convention that a solution of (1) is non-trivialif not all the x_i are 0. To date, this has been verified onlywhen R=1, by Davenport and Lewis [4], and for odd k when R=2,by Davenport and Lewis [7]. For larger values of R, and in particularwhen k is even, more severe conditions on N are required toassure the existence of p-adic solutions of (1) for all primesp. In another important contribution, Davenport and Lewis [6]showed that the conditions [formula] are sufficient. There have been a number of refinements of theseresults. Schmidt [13] obtained N>>R²k³ log k, and Low,Pitman and Wolff [10] improved the work of Davenport and Lewisby showing the weaker constraints [formula] to be sufficient for p-adic solubility of (1). A noticeable feature of these results is that for even k, onealways encounters a factor k³ log k, in spite of the expectedk² in (2). In this paper we show that one can reach the expectedorder of magnitude k². 1991 Mathematics Subject Classification11D72, 11D79.     

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.