On the construction of hierarchic models

One of the main problems in the field of model-based diagnosis of technical systems today is finding the most useful model or models of the system being diagnosed. Often, a model showing the physical components and the connections between them is all that is available. As systems grow larger and larger, the run-time performance of diagnostic algorithms decreases considerably when using these detailed models. A solution to this problem is using a hierarchic model. This allows us to first diagnose the system using an abstract model, and then use this solution to guide the diagnostic process using a more detailed model. The main problem with this approach is acquiring the hierarchic model. We give a generic hierarchic diagnostic algorithm and show how the use of certain classes of hierarchic models can increase the performance of this algorithm. We then present linear time algorithms for the automatic construction of these hierarchic models, using the detailed model and extra information about cost of probing points and invertibility of components

A Quantile Monte Carlo approach to measuring extreme credit risk

We apply a novel Quantile Monte Carlo (QMC) model to measure extreme risk of various European industrial sectors both prior to and during the Global Financial Crisis (GFC). The QMC model involves an application of Monte Carlo Simulation and Quantile Regression techniques to the Merton structural credit model. Two research questions are addressed in this study. The first question is whether there is a significant difference in distance to default (DD) between the 50% and 95% quantiles as measured by the QMC model. A substantial difference in DD between the two quantiles was found. The second research question is whether relative industry risk changes between the pre-GFC and GFC periods at the extreme quantile. Changes were found with the worst deterioration experienced by Energy, Utilities, Consumer Discretionary and Financials; and the strongest improvement shown by Telecommunication, IT and Consumer goods. Overall, we find a significant increase in credit risk for all sectors using this model as compared to the traditional Merton approach. These findings could be important to banks and regulators in measuring and providing for credit risk in extreme circumstances.Asset Selection, Factor Model, DEA, Quantile Regression

The Hobbit (October 29-31, November 6-7, 2009)

Program for The Hobbit (October 29-31, November 6-7, 2009). To view the photos from this production of The Hobbit, please click here

Exactly solvable model of superstring in Ramond-Ramond plane wave background

We describe in detail the solution of type IIB superstring theory in the maximally supersymmetric plane-wave background with constant null Ramond-Ramond 5-form field strength. The corresponding light-cone Green-Schwarz action found in hep-th/0112044 is quadratic in both bosonic and fermionic coordinates. We find the spectrum of the light-cone Hamiltonian and the string representation of the supersymmetry algebra. The superstring Hamiltonian has a ``harmonic-oscillator'' form in both the string-oscillator and the zero-mode parts and thus has discrete spectrum in all 8 transverse directions. We analyze the structure of the zero-mode sector of the theory, establishing the precise correspondence between the lowest-lying ``massless'' string states and the type IIB supergravity fluctuation modes in the plane-wave background. The zero-mode spectrum has certain similarity to the supergravity spectrum in AdS_5 x S^5 of which the plane-wave background is a special limit. We also compare the plane-wave string spectrum with expected form of the light-cone gauge spectrum of superstring in AdS_5 x S^5.Comment: 33 pages, latex. v4: minor sign corrections in (1.5) and (3.62), to appear in PR

Superparticle and superstring in AdS_3 x S^3 Ramond-Ramond background in light-cone gauge

We discuss superparticle and superstring dynamics in AdS_3 x S^3 supported by R-R 3-form background using light-cone gauge approach. Starting with the superalgebra psu(1,1|2) + psu(1,1|2) representing the basic symmetry of this background we find the light-cone superparticle Hamiltonian. We determine the harmonic decomposition of light-cone superfield describing fluctuations of type IIB supergravity fields expanded near AdS_3 x S^3 background and compute the corresponding Kaluza-Klein spectrum. We fix the fermionic and bosonic light-cone gauges in the covariant Green-Schwarz AdS_3 x S^3 superstring action and find the light-cone string Hamiltonian. We also obtain a realization of the generators of psu(1,1|2) + psu(1,1|2) in terms of the superstring 2-d fields in the light-cone gauge.Comment: 32 pages, late

Multiple surface wave solutions on linear viscoelastic media

We study the generic dispersion relation of surface waves on a semi-infinite viscoelastic medium bounded by a 2D viscoelastic interface, including the effects of gravitation, surface tension and bending rigidity. The classical Rayleigh, capillary-gravity and Lucassen wave solutions result as limiting cases. We identify an additional solution that differs from all previously described waves in that gravitation, surface tension and bulk shear viscosity must simultaneously be nonzero, and which exists on a pure air-water interface. For a surfactant monolayer on water, the number of coexisting wave solutions switches between one and three, depending on interfacial compressibility and frequency

Asymmetries in Mars' Exosphere: Implications for X-ray and ENA Imaging

Observations and simulations show that Mars' atmosphere has large seasonal variations. Total atmospheric density can have an order of magnitude latitudinal variation at exobase heights. By numerical simulations we show that these latitude variations in exobase parameters induce asymmetries in the hydrogen exosphere that propagate to large distances from the planet. We show that these asymmetries in the exosphere produce asymmetries in the fluxes of energetic neutral atoms (ENAs) and soft X-rays produced by charge exchange between the solar wind and exospheric hydrogen. This could be an explanation for asymmetries that have been observed in ENA and X-ray fluxes at Mars.Comment: Submitted to Space Science Review. v2: Minor changes in text and figure

Economics of Managing Invasive Species in Tropical and Sub-Tropical Areas of the U.S.A.: Case Study Development

Resource /Energy Economics and Policy,