Choice of modelling technique for evaluating health care interventions

Economic evaluation, such as cost effectiveness analysis, provides a method for comparing healthcare interventions. These evaluations often use modelling techniques such as decision trees, Markov processes and discrete event simulations (DES). With the aid of examples from coronary heart disease, the use of these techniques in different health care situations is discussed. Guidelines for the choice of modelling technique are developed according to the characteristics of the health care intervention.The choice of modelling technique is shown to depend on the acceptance of the modelling technique, model ‘error’, model appropriateness, dimensionality and ease and speed of model development. Generally decision trees are suitable for acute interventions but they cannot model recursion and Markov models are suitable for simple chronic interventions. It is further recommended that population based models be used in order to provide health care outcomes for the likely cost, health benefits and cost effectiveness of the intervention. The population approach will complicate the construction of the model. DES will allow the modeller to construct more complex, dynamic and accurate systems but these may involve a corresponding increase in development time and expense. The modeller will need to make a judgement on the necessary complexity of the model in terms of interaction of individuals and model size and whether queuing for resources, resource constraints or the interactions between individuals are significant issues in the health care system.     

Mixed Elastico-Plasticity Problems with Partially Unknown Boundaries

In this paper,we study mixed elastico-plasticity problems in which part of the boundary is known,while the other part of the boundary is unknown and is a free boundary.Under certain conditions,this problemcan be transformed into a Riemann-Hilbert boundary value problem for analytic functions and a mixed boundaryvalue problem for complex equations.Using the theory of generalized analytic functions,the solvability of theproblem is discussed.     

Bubble point pressure estimates from Gibbs ensemble simulations

Bubble pressure points of ethanol–1,1,1,2,3,3,3-heptafluoropropane (HFC-227ea refrigerant) mixtures from the third Industrial Fluid Properties Simulation Challenge are computed using publicly available molecular simulation software. Several published force fields are compared against the known answers provided in the contest guidelines and the best force fields are used to make predictions for the unknown results.     

Property (<Emphasis Type="Italic">T</Emphasis>) and rigidity for actions on Banach spaces

We study property (T) and the fixed-point property for actions on L ^p and other Banach spaces. We show that property (T) holds when L ² is replaced by L ^p (and even a subspace/quotient of L ^p ), and that in fact it is independent of 1≤p<∞. We show that the fixed-point property for L ^p follows from property (T) when 1<p< 2+ε. For simple Lie groups and their lattices, we prove that the fixed-point property for L ^p holds for any 1< p<∞ if and only if the rank is at least two. Finally, we obtain a superrigidity result for actions of irreducible lattices in products of general groups on superreflexive spaces. Bader partially supported by ISF grant 100146; Furman partially supported by NSF grants DMS-0094245 and DMS-0604611; Gelander partially supported by NSF grant DMS-0404557 and BSF grant 2004010; Monod partially supported by FNS (CH) and NSF (US).     

Risk and quality control in a supply chain: competitive and collaborative approaches

This paper provides a quantitative and comparative economic and risk approach to strategic quality control in a supply chain, consisting of one supplier and one producer, using a random payoff game. Such a game is first solved in a risk-neutral framework by assuming that both parties are competing with each other. We show in this case that there may be an interior solution to the inspection game. A similar analysis under a collaborative framework is shown to be trivial and not practical, with a solution to the inspection game being an ‘all or nothing’ solution to one or both the parties involved. For these reasons, the sampling random payoff game is transformed into a Neyman–Pearson risk constraints game, where the parties minimize the expected costs subject to a set of Neyman–Pearson risk (type I and type II) constraints. In this case, the number of potential equilibria can be large. A number of such solutions are developed and a practical (convex) approach is suggested by providing an interior (partial sampling) solution for the collaborative case. Numerical examples are developed to demonstrate the procedure used. Thus, unlike theoretical approaches to the solution of strategic quality control random payoff games, the approach we construct is both practical and consistent with the statistical risk Neyman–Pearson approach.     

Properties of<Emphasis Type="Italic">B</Emphasis><Subscript>c</Subscript> meson

The mass spectrum ofcb meson is investigated with an effective quark-antiquark potential of the form -α_c/r +Ar ^νwith ν varying from 0.5 to 2.0. TheS andP-wave masses, pseudoscalar decay constant, weak decay partial widths in spectator model and the lifetime ofB _cmeson are computed. The properties calculated here are found to be in good agreement with other theoretical and experimental values at potential index,ν = 1     

A graphical approach to computing Selmer groups of congruent number curves

Let E _n:y ²=x ³−n ² x denote the family of congruent number elliptic curves. Feng and Xiong (2004) equate the nontriviality of the Selmer groups associated with E _n to the presence of certain types of partitions of graphs associated with the prime factorization of n. In this paper, we extend the ideas of Feng and Xiong in order to compute the Selmer groups of E _n. 2000 Mathematics Subject Classification Primary—11G05; Secondary—14H52, 14H25, 05C90     

A New View on Fuzzy Hypermodules

We describe the relationship between the fuzzy sets and the algebraic hyperstructures. In fact, this paper is a continuation of the ideas presented by Davvaz in （Fuzzy Sets Syst., 117： 477- 484, 2001） and Bhakat and Das in （Fuzzy Sets Syst., 80： 359-368, 1996）. The concept of the quasicoincidence of a fuzzy interval value with an interval-valued fuzzy set is introduced and this is a natural generalization of the quasi-coincidence of a fuzzy point in fuzzy sets. By using this new idea, the concept of interval-valued （α,β）-fuzzy sub-hypermodules of a hypermodule is defined. This newly defined interval-valued （α,β）-fuzzy sub-hypermodule is a We shall study such fuzzy sub-hypermodules and sub-hypermodules of a hypermodule. generalization of the usual fuzzy sub-hypermodule. consider the implication-based interval-valued fuzzy     

Performance Analysis for Mobile Ad Hoc Network in Random Graph Models with Spatial Reuse

In this paper,we present a random graph model with spatial reuse for a mobile ad hoc network(MANET) based on the dynamic source routing protocol.Many important performance parameters of theMANET are obtained,such as the average flooding distance (AFD),the probability generating function of theflooding distance,and the probability of a flooding route to be symmetric.Compared with the random graphmodel without spatial reuse,this model is much more effective because it has a smaller value of AFD and alarger probability for finding a symmetric valid route.     

Learning Theory Estimates via Integral Operators and Their Approximations

The regression problem in learning theory is investigated with least square Tikhonov regularization schemes in reproducing kernel Hilbert spaces (RKHS). We follow our previous work and apply the sampling operator to the error analysis in both the RKHS norm and the L² norm. The tool for estimating the sample error is a Bennet inequality for random variables with values in Hilbert spaces. By taking the Hilbert space to be the one consisting of Hilbert-Schmidt operators in the RKHS, we improve the error bounds in the L² metric, motivated by an idea of Caponnetto and de Vito. The error bounds we derive in the RKHS norm, together with a Tsybakov function we discuss here, yield interesting applications to the error analysis of the (binary) classification problem, since the RKHS metric controls the one for the uniform convergence.