Trapezoidal rule and sampling designs for the nonparametric estimation of the regression function in models with correlated errors

The problem of estimating the regression function in a fixed design models with correlated observations is considered. Such observations are obtained from several experimental units, each of them forms a time series. Based on the trapezoidal rule, we propose a simple kernel estimator and we derive the asymptotic expression of its integrated mean squared error IMSE and its asymptotic normality. The problems of the optimal bandwidth and the optimal design with respect to the asymptotic IMSE are also investigated. Finally, a simulation study is conducted to study the performance of the new estimator and to compare it with the classical estimator of Gasser and M\"uller in a finite sample set. In addition, we study the robustness of the optimal design with respect to the misspecification of the autocovariance function.Comment: 36 pages, 3 figure

Instabilities in freely expanding sheets of associating viscoelastic fluids

We use the impact of drops on a small solid target as a tool to investigate the behavior of viscoelastic fluids under extreme deformation rates. We study two classes of transient networks: semidilute solutions of supramolecular polymers and suspensions of spherical oil droplets reversibly linked by polymers. The two types of samples display very similar linear viscoelastic properties, which can be described with a Maxwell fluid model, but contrasting nonlinear properties due to different network structure. Upon impact, weakly viscoelastic samples exhibit a behavior qualitatively similar to that of Newtonian fluids: A smooth and regular sheet forms, expands, and then retracts. By contrast, for highly viscoelastic fluids, the thickness of the sheet is found to be very irregular, leading to instabilities and eventually formation of holes. We find that material rheological properties rule the onset of instabilities. We first provide a simple image analysis of the expanding sheets to determine the onset of instabilities. We then demonstrate that a Deborah number related to the shortest relaxation time associated to the sample structure following a high shear is the relevant parameter that controls the heterogeneities in the thickness of the sheet, eventually leading to the formation of holes. When the sheet tears-up, data suggest by contrast that the opening dynamics depends also on the expansion rate of the sheet.Comment: accepted for publication in Soft Matte

A functional central limit theorem for interacting particle systems on transitive graphs

Abstract A nite range interacting particle system on a transitive graph is considered. Assuming that the dynamics and the initial measure are invariant, the normalized empirical distribution process converges in distribution to a centered diusion process. As an application, a central limit theorem for certain hitting times, interpreted as failure times of a coherent system in reliability, is derived

Methods for environment: productivity trade-off analysis in agricultural systems

Trade-off analysis has become an increasingly important approach for evaluating system level outcomes of agricultural production and for prioritising and targeting management interventions in multi-functional agricultural landscapes. We review the strengths and weakness of different techniques available for performing trade-off analysis. These techniques, including mathematical programming and participatory approaches, have developed substantially in recent years aided by mathematical advancement, increased computing power, and emerging insights into systems behaviour. The strengths and weaknesses of the different approaches are identified and discussed, and we make suggestions for a tiered approach for situations with different data availability. This chapter is a modified and extended version of Klapwijk et al. (2014)

A Generic Bio-Economic Farm Model for Environmental and Economic Assessment of Agricultural Systems

Bio-economic farm models are tools to evaluate ex-post or to assess ex-ante the impact of policy and technology change on agriculture, economics and environment. Recently, various BEFMs have been developed, often for one purpose or location, but hardly any of these models are re-used later for other purposes or locations. The Farm System Simulator (FSSIM) provides a generic framework enabling the application of BEFMs under various situations and for different purposes (generating supply response functions and detailed regional or farm type assessments). FSSIM is set up as a component-based framework with components representing farmer objectives, risk, calibration, policies, current activities, alternative activities and different types of activities (e.g., annual and perennial cropping and livestock). The generic nature of FSSIM is evaluated using five criteria by examining its applications. FSSIM has been applied for different climate zones and soil types (criterion 1) and to a range of different farm types (criterion 2) with different specializations, intensities and sizes. In most applications FSSIM has been used to assess the effects of policy changes and in two applications to assess the impact of technological innovations (criterion 3). In the various applications, different data sources, level of detail (e.g., criterion 4) and model configurations have been used. FSSIM has been linked to an economic and several biophysical models (criterion 5). The model is available for applications to other conditions and research issues, and it is open to be further tested and to be extended with new components, indicators or linkages to other models

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Taha Toros Arşivi, Dosya No: 112-Lokantalarİstanbul Kalkınma Ajansı (TR10/14/YEN/0033) İstanbul Development Agency (TR10/14/YEN/0033