Public Inputs and Endogenous Growth in the Agricultural Sector: a Dynamic Dual Approach

This paper examines growth in the U.S. agricultural sector under the conditions hypothesized by endogenous growth theory. Public capital and R&D are explicitly considered to capture the effects of public inputs in a model based on dynamic duality theory. Results support some necessary conditions for this hypothesis to be true.International Development,

Permanence and almost periodic solution of a multispecies Lotka-Volterra mutualism system with time varying delays on time scales

In this paper, we consider the almost periodic dynamics of a multispecies Lotka-Volterra mutualism system with time varying delays on time scales. By establishing some dynamic inequalities on time scales, a permanence result for the model is obtained. Furthermore, by means of the almost periodic functional hull theory on time scales and Lyapunov functional, some criteria are obtained for the existence, uniqueness and global attractivity of almost periodic solutions of the model. Our results complement and extend some scientific work in recent years. Finally, an example is given to illustrate the main results.Comment: 31page

Simulating dynamic systems in health psychology : a thesis presented in partial fulfilment of the requirements for the degree of Master of Arts in Psychology at Massey University, Palmerston North, New Zealand

Despite their advocacy of the biopsychosocial model, health psychologists use a relatively narrow repertoire of techniques for developing and testing theory. These techniques have limited application to research questions concerning phenomena that are multidimensional, multilevel and change over time. This thesis demonstrates an alternative, dynamic systems approach to such questions in health psychology. It introduces some ideas in systems and dynamics and how we might model these. It uses an example to demonstrate the use of these ideas to develop a dynamic systems model in a health psychology context. The example is drawn from the epidemiological finding of a positive correlation between income inequality and mortality, and the proposal that this relationship may be mediated by processes that result in social disruption. The thesis explores the construction of a dynamic systems model to examine how a change in income inequality might affect the network of social relationships in a population. Social relationship processes in the model are based on some findings from social psychology, and these are incorporated into a network model, which is realised as a computer simulation. Simulation runs suggested that an increase in income inequality can produce a ripple of relationship breakdowns. Contrary to intuition, the number of relationships lost was limited if the change was introduced suddenly, and if there was a high rate of making and breaking relationships. Further, reversing the change did not reverse the loss of relationships. The development process and the results obtained are discussed, and it is argued that dynamic systems simulation may be useful for developing and testing theory that applies to multilevel, multidimensional processes in health psychology

Some Remarks on the Model Theory of Epistemic Plausibility Models

Classical logics of knowledge and belief are usually interpreted on Kripke models, for which a mathematically well-developed model theory is available. However, such models are inadequate to capture dynamic phenomena. Therefore, epistemic plausibility models have been introduced. Because these are much richer structures than Kripke models, they do not straightforwardly inherit the model-theoretical results of modal logic. Therefore, while epistemic plausibility structures are well-suited for modeling purposes, an extensive investigation of their model theory has been lacking so far. The aim of the present paper is to fill exactly this gap, by initiating a systematic exploration of the model theory of epistemic plausibility models. Like in 'ordinary' modal logic, the focus will be on the notion of bisimulation. We define various notions of bisimulations (parametrized by a language L) and show that L-bisimilarity implies L-equivalence. We prove a Hennesy-Milner type result, and also two undefinability results. However, our main point is a negative one, viz. that bisimulations cannot straightforwardly be generalized to epistemic plausibility models if conditional belief is taken into account. We present two ways of coping with this issue: (i) adding a modality to the language, and (ii) putting extra constraints on the models. Finally, we make some remarks about the interaction between bisimulation and dynamic model changes.Comment: 19 pages, 3 figure

The low-energy phase-only action in a superconductor: a comparison with the XY model

The derivation of the effective theory for the phase degrees of freedom in a superconductor is still, to some extent, an open issue. It is commonly assumed that the classical XY model and its quantum generalizations can be exploited as effective phase-only models. In the quantum regime, however, this assumption leads to spurious results, such as the violation of the Galilean invariance in the continuum model. Starting from a general microscopic model, in this paper we explicitly derive the effective low-energy theory for the phase, up to fourth-order terms. This expansion allows us to properly take into account dynamic effects beyond the Gaussian level, both in the continuum and in the lattice model. After evaluating the one-loop correction to the superfluid density we critically discuss the qualitative and quantitative differences between the results obtained within the quantum XY model and within the correct low-energy theory, both in the case of s-wave and d-wave symmetry of the superconducting order parameter. Specifically, we find dynamic anharmonic vertices, which are absent in the quantum XY model, and are crucial to restore Galilean invariance in the continuum model. As far as the more realistic lattice model is concerned, in the weak-to-intermediate-coupling regime we find that the phase-fluctuation effects are quantitatively reduced with respect to the XY model. On the other hand, in the strong-coupling regime we show that the correspondence between the microscopically derived action and the quantum XY model is recovered, except for the low-density regime.Comment: 29 pages, 11 figures. Slightly revised presentation, accepted for publication in Phys. Rev.

Recent advances on information transmission and storage assisted by noise

The interplay between nonlinear dynamic systems and noise has proved to be of great relevance in several application areas. In this presentation, we focus on the areas of information transmission and storage. We review some recent results on information transmission through nonlinear channels assisted by noise. We also present recent proposals of memory devices in which noise plays an essential role. Finally, we discuss new results on the influence of noise in memristors.Comment: To be published in "Theory and Applications of Nonlinear Dynamics: Model and Design of Complex Systems", Proceedings of ICAND 2012 (Springer, 2014

The cardiac bidomain model and homogenization

We provide a rather simple proof of a homogenization result for the bidomain model of cardiac electrophysiology. Departing from a microscopic cellular model, we apply the theory of two-scale convergence to derive the bidomain model. To allow for some relevant nonlinear membrane models, we make essential use of the boundary unfolding operator. There are several complications preventing the application of standard homogenization results, including the degenerate temporal structure of the bidomain equations and a nonlinear dynamic boundary condition on an oscillating surface.Comment: To appear in Networks and Heterogeneous Media, Special Issue on Mathematical Methods for Systems Biolog

Measuring market risk using extreme value theory

The adoption of Basel II standards by the Bangko Sentral ng Pilipinas initiates financial institutions to develop value-at-risk (VaR) models to measure market risk. In this paper, two VaR models are considered using the peaks-over-threshold (POT) approach of the extreme value theory: (1) static EVT model which is the straightforward application of POT to the bond benchmark rates; and (2) dynamic EVT model which applies POT to the residuals of the fitted AR-GARCH model. The results are compared with traditional VaR methods such as RiskMetrics and AR-GARCH-type models. The relative size, accuracy and efficiency of the models are assessed using mean relative bias, backtesting, likelihood ratio tests, loss function, mean relative scaled bias and computation of market risk charge. Findings show that the dynamic EVT model can capture market risk conservatively, accurately and efficiently. It is also practical to use because it has the potential to lower a bank’s capital requirements. Comparing the two EVT models, the dynamic model is better than static as the former can address some issues in risk measurement and effectively capture market risks.extreme value theory, peaks-over-threshold, value-at-risk, market risk, risk management