Guesstimation

Macroeconomic model builders attempting to construct forecasting models frequently face constraints of data scarcity in terms of short time series of data, and also of parameter non-constancy and underspecification. Hence, a realistic alternative is often to guess rather than to estimate parameters of such models. This paper concentrates on repetitive guessing (drawing) parameters from iteratively changing distributions, with the straightforward objective function being that of minimisation of squares of ex-post prediction errors, weighted by penalty weights and subject to a learning process. The numerical Monte Carlo examples are those of a regression problem and a dynamic disequilibrium model.estimation; short data series; macromodels; computations; methodology

Ex-ante dynamics of real effects of monetary policy: Theory and evidence for Poland and Russia, 2001-2003

The paper proposes a new indicator of expected real effects of a policy aimed at controlling inflation. The indicator, called real effect of inflation targeting (REIT), involves the comparison of expected and output-neutral inflation. It is shown that it can be derived from a simple two-dimensional vector autoregressive model of inflation and output gap. The microdynamics of such model are explained in terms of the foundations of Taylor-type staggered wage contracts. It is assumed that the monetary authority has some discretion regarding the timing of monetary actions. Here REIT can be used to set the optimal times for such actions, if the control of output is regarded as a secondary policy target. A simulation experiment illustrates the rationale of such a device for timing monetary measures. The REIT has been used by the Polish Monetary Policy Council since 2001 in it's inflation targeting and is thought to have contributed to a substantial decline in Polish inflation in 2003 and to an increase in output growth in 2004. A similar indicator computed for Russia as a means of monitoring monetary policy rather than as an active tool confirms that active expansionary policy in 2002 and 2003 might have contributed to Russian economic growth in 2004 and 2005, whereas similar policy measures for 2004 are likely to prove ineffective.

libcloudph++ 0.2: single-moment bulk, double-moment bulk, and particle-based warm-rain microphysics library in C++

This paper introduces a library of algorithms for representing cloud microphysics in numerical models. The library is written in C++, hence the name libcloudph++. In the current release, the library covers three warm-rain schemes: the single- and double-moment bulk schemes, and the particle-based scheme with Monte-Carlo coalescence. The three schemes are intended for modelling frameworks of different dimensionality and complexity ranging from parcel models to multi-dimensional cloud-resolving (e.g. large-eddy) simulations. A two-dimensional prescribed-flow framework is used in example simulations presented in the paper with the aim of highlighting the library features. The libcloudph++ and all its mandatory dependencies are free and open-source software. The Boost.units library is used for zero-overhead dimensional analysis of the code at compile time. The particle-based scheme is implemented using the Thrust library that allows to leverage the power of graphics processing units (GPU), retaining the possibility to compile the unchanged code for execution on single or multiple standard processors (CPUs). The paper includes complete description of the programming interface (API) of the library and a performance analysis including comparison of GPU and CPU setups.Comment: The library description has been updated to the new library API (i.e. v0.1 -> v0.2 update). The key difference is that the model state variables are now mixing ratios as opposed to densities. The particle-based scheme was supplemented with the "particle recycling" process. Numerous editorial corrections were mad

John Wheeler, relativity, and quantum information

In spring 1952, as John Wheeler neared the end of design work for the first thermonuclear explosion, he plotted a radical change of research direction: from particles and atomic nuclei to general relativity

Single-freeze-out model for ultra relativistic heavy-ion collisions at sNN=2.76\sqrt{s_{\rm NN}}=2.76 TeV and the LHC proton puzzle

The single-freeze-out model with parametrized hypersurface and flow geometry is employed to analyze the transverse-momentum spectra of hadrons produced in the Pb+Pb collisions at the collision energy of {$\sqrt{s_{\rm NN}}=2.76$ TeV} at the CERN Large Hadron Collider (LHC). With the notable exception for protons and antiprotons, we find a very good agreement between the model results and the data for the measured hadron species. The additional analysis of the HBT radii of pions helps us to select, from several different types of freeze-out studied in this work, the most realistic form of the freeze-out hypersurface. We find that discrepancy ratio between the model and experiment for the proton/antiproton spectra depends on $p_T$, dropping from 2 in the soft region to 1 around $p_T=1.5$ GeV.Comment: 9 pages, 10 figure

A ring of BEC pools as a trap for persistent flow

Mott insulator - superfluid transition in a periodic lattice of Josephson junctions can be driven by tunneling rate increase. Resulting winding numbers $W$ of the condensate wavefunction decrease with increasing quench time in accord with the Kibble-Zurek mechanism (KZM). However, in very slow quenches Bose-Hubbard dynamics rearranges wavefunction phase so that its random walk cools, $\bar{W^2}$ decreases and eventually the wavefunction becomes too cold to overcome potential barriers separating different $W$. Thus, in contrast with KZM, in very slow quenches $\bar{W^2}$ is set by random walk with "critical" step size, independently of $\tau_Q$.Comment: Decompressed version to appear in Phys. Rev.

Analyse praxéologique et approche systémique

Cette présentation introduit aux concepts fondamentaux de l’analyse praxéologique et à la relation de celle-ci avec l’approche systémique. Les sujets suivants seront abordés : l’efficacité et l’efficience de l’action, le travail, l’action humaine et son design, l’explication téléologique, les composants de l’action humaine ( réalisateur, buts, critères d’évaluation, outils, ressources, circonstances, temps, méthodes), l’efficacité méthodologique, le contexte axiologique de l’action humaine ou les rapports entre praxéologie et éthique.This presentation introduces the fundamental concepts of praxiological analysis and its relation to systems approach. The following topics are discussed in this paper: effectiveness and efficiency of action, work, human action and their design, teleological explanation, components of human action (realisers, purposes, evaluation criteria, tools, resources, circumstances, time, methods), methodological efficacy, axiological context of human action or praxiology and ethics

Quench from Mott Insulator to Superfluid

We study a linear ramp of the nearest-neighbor tunneling rate in the Bose-Hubbard model driving the system from the Mott insulator state into the superfluid phase. We employ the truncated Wigner approximation to simulate linear quenches of a uniform system in 1,2, and 3 dimensions, and in a harmonic trap in 3 dimensions. In all these setups the excitation energy decays like one over third root of the quench time. The -1/3 scaling arises from an impulse-adiabatic approximation - a variant of the Kibble-Zurek mechanism - describing a crossover from non-adiabatic to adiabatic evolution when the system begins to keep pace with the increasing tunneling rate.Comment: 10 pages, 13 figures; version published in Phys. Rev.