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  • 1
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    Bulletin of mathematical biology 58 (1996), S. 43-63 
    ISSN: 1522-9602
    Source: Springer Online Journal Archives 1860-2000
    Topics: Biology , Mathematics
    Notes: Abstract The parameter domain for which the quasi-steady state assumption is valid can be considerably extended merely by a simple change of variable. This is demonstrated for a variety of biologically significant examples taken from enzyme kinetics, immunology and ecology.
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  • 2
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    Bulletin of mathematical biology 58 (1996), S. 103-127 
    ISSN: 1522-9602
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    Notes: Abstract The ability of random fluctuations in selection to maintain genetic diversity is greatly increased when generations overlap. This result has been derived previously using genetic models with very special assumptions about the population age structure. Here we explore its robustness in more realistic population models, with very general age structure or physiological structure. For a range of genetic models (haploid, diploid, single and multilocus) we find that the condition for maintaining genetic diversity generalizes almost without change. Genetic diversity is maintained by selection if a product of the form (generation overlap)×(selection intensity)×(variability in the selection regime) is sufficiently large, where the generation overlap is measured in units of Fisher's reproductive value. This conclusion is based on a local evolutionary stability analysis, which differs from the standard “protected polymorphism” criterion for the maintenance of genetic diversity. Simulation results match the predictions from the local stability analysis, but not those from the protected polymorphism criterion. The condition obtained here for maintaining genetic diversity requires fitness fluctuations that are substantial but well within the range observed in many studies of natural populations.
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  • 3
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    Bulletin of mathematical biology 58 (1996), S. 203-206 
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  • 4
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    Bulletin of mathematical biology 58 (1996), S. 265-283 
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    Notes: Abstract Premised on relatively simple assumptions, mathematical models like those of Monod, Pirt or Droop inadequately explain the complex transient behavior of microbial populations. In particular, these models fail to explain many aspects of the dynamics of aTetrahymena pyriformis-Escherichia coli community. In this study an alternative approach, an individual-based model, is employed to investigate the growth and interactions ofTetrahymena pyriformis andE. coli in a batch culture. Due to improved representation of physiological processes, the model provides a better agreement with experimental data of bacterial density and ciliate biomass than previous modeling studies. It predicts a much larger coexistence domain than rudimentary models, dependence of biomass dynamics on initial conditions (bacteria to ciliate biomasses ratio) and appropriate timing of minimal bacteria density. Moreover, it is found that accumulation ofE. coli sized particles andE. coli toxic metabolites has a stabilizing effect on the system.
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    Bulletin of mathematical biology 58 (1996), S. 313-365 
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    Topics: Biology , Mathematics
    Notes: Abstract At the core of contemporarymorphometrics—the quantitative study of biological shape variation—is a synthesis of two originally divergent methodological styles. One contributory tradition is the multivariate analysis of covariance matrices originally developed as biometrics and now dominant across a broad expanse of applied statistics. This approach, couched solely in the linear geometry of covariance structures, ignores biomathematical aspects of the original measurements. The other tributary emphasizes the direct visualization of changes in biological form. However, making objective the biological meaning of the features seen in those diagrams was always problematical; also, the representation of variation, as distinct from pairwise difference, proved infeasible. To combine these two variants of biomathematical modeling into a valid praxis for quantitative studies of biological shape was a goal earnestly sought though most of this century. That goal was finally achieved in the 1980s when techniques from mathematical statistics, multivariate biometrics, non-Euclidean geometry and computer graphics were combined in a coherent new system of tools for the complete regionalized quantitative analysis oflandmark points together with the biomedical images in which they are seen. In this morphometric synthesis, correspondence of landmarks (biologically labeled geometric points, like “bridge of the nose”) across specimens is taken as a biomathematical primitive. The shapes of configurations of landmarks are defined as equivalence classes with respect to the Euclidean similarity group and then represented as single points in David Kendall'sshape space, a Riemannian manifold with Procrustes distance as metric. All conventional multivariate strategies carry over to the study of shape variation and covariation when shapes are interpreted in the tangent space to the shape manifold at an average shape. For biomathematical interpretation of such analyses, one needs a basis for the tangent space compatible with the reality of local biotheoretical processes and explanations at many different geometric scales, and one needs graphics for visualizing average shape differences and other statistical contrasts there. Both of these needs are managed by thethin-plate spline, a deformation function that has an unusually helpful linear algebra. The spline also links the biometrics of landmarks to deformation analysis of the images from which the landmarks originally arose. This article reviews the history and principal tools of this synthesis in their biomathematical and biometrical context and demonstrates their usefulness in a study of focal neuroanatomical anomalies in schizophrenia.
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    Bulletin of mathematical biology 58 (1996), S. 425-447 
    ISSN: 1522-9602
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    Topics: Biology , Mathematics
    Notes: Abstract A competition model describing tumor-normal cell interaction with the added effects of periodically pulsed chemotherapy is discussed. The model describes parameter conditions needed to prevent relapse following attempts to remove the tumor or tumor metastasis. The effects of resistant tumor subpopulations are also investigated and recurrence prevention strategies are explored.
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  • 7
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    Bulletin of mathematical biology 58 (1996), S. 409-424 
    ISSN: 1522-9602
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    Notes: Abstract Increasing attention is being paid to the configuration and development of vascular structures and their possible correlations with physiological events. The study of angiogenesis in normal and pathological states as well as in the embryo and adult has provided new insights into the mechanism of vessel growth and organization of the vasculature. Various mathematical branching models have been developed. These constructions are mainly geometrical and only involve a branching phenomenon. We propose the use of a deterministic non-linear model based on physiological laws and hydrodynamics. Growth, branching and anastomosis, the three actual main events occurring in vascular growth, are included in this model. Space growth, including cells and vessels, is defined by a decreasing transformation. Space density and the length of new sprouts are controlled by a set of parameters. The conditions on these parameters are well established, which allows the production of realistic patterns.
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    Bulletin of mathematical biology 58 (1996), S. 555-568 
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    Notes: Abstract The quasi-stationary distribution of a population within a system of interacting populations is approximated by a stochastic logistic process. The parameters of this process can be expressed in the parameters of the full system. Using the diffusion approximation, an expression for the expected extinction time is derived from this logistic process. Since the expected extinction time is expressed in the parameters of the full system, the effect of these parameters on the extinction risk can be easily evaluated, which may be of use for studies in ecology, conservation biology and epidemiology. The outcome is compared with simulation results for the case of a prey-predator system.
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  • 9
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    Notes: Abstract The cytokines are the information superhighway of the immune system. They are an important component of the integrated behavior of the system. In order to be able to have a good understanding of the immune system, we must be able to model the effect of cytokines and their combined effect. This work is a step in that direction. We study the combined effect of two cytokines: interleukin-2 (IL-2) and interleukin-4 (IL-4) on some cells of the immune system. Interleukin-2 and interleukin-4 are important growth and differentiation factors for B and T cells. Interleukin-4 antagonizes the effect of interleukin-2 on B cells and some T cells while it synergizes with interleukin-2 on other T cells. We build a mathematical model of the interaction of both cytokines on T and B cells as a building block toward a model of the Th1/Th2 cross-regulation. The response of a given cell to the combination of interleukin-2 and interleukin-4 is shown to involve competing dynamical effects which can lead to either antagnostic or synergistic combined effect.
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    Bulletin of mathematical biology 58 (1996), S. 661-717 
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    Notes: Abstract We propose a mathematical approach to the modelling of self-organizing hierarchies in animal societies. This approach relies on a basic positive feedback mechanism that reinforces the ability of a given individual to win or to lose in a hierarchical interaction, depending on how many times it won or lost in previous interactions. Motivated by experiments carried out on primitively eusocial waspsPolistes, the model, is based on coupled differential equations supplemented with a small stochastic term. Numerical integrations allow many different hierarchical profiles to be obtained depending on the model parameters: (1) the particular form of the probability for an individual to win or lose a fight given its history, (2) the probability of interaction between two individuals, (3) the forgetting strength, which determines the rate at which events in the past are forgotten and no longer influence the force of an individual and (4) two individual recognition parameters, which set the contribution of individual recognition in the process of hierarchical genesis. We compare the results, expressed in terms of a hierarchical index or of the Landau number that describes the degree of linearity of the hierarchy, with various experimental results.
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  • 11
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    Bulletin of mathematical biology 58 (1996), S. 809-810 
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    Bulletin of mathematical biology 58 (1996), S. 787-808 
    ISSN: 1522-9602
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    Topics: Biology , Mathematics
    Notes: Abstract The normal process of dermal wound healing fails in some cases, due to fibro-proliferative disorders such as keloid and hypertrophic scars. These types of abnormal healing may be regarded as pathologically excessive responses to wounding in terms of fibroblastic cell profiles and their inflammatory growth-factor mediators. Biologically, these conditions are poorly understood and current medical treatments are thus unreliable. In this paper, the authors apply an existing deterministic mathematical model for fibroplasia and wound contraction in adult mammalian dermis (Olsenet al., J. theor. Biol. 177, 113–128, 1995) to investigate key clinical problems concerning these healing disorders. A caricature model is proposed which retains the fundamental cellular and chemical components of the full model, in order to analyse the spatiotemporal dynamics of the initiation, progression, cessation and regression of fibro-contractive diseases in relation to normal healing. This model accounts for fibroblastic cell migration, proliferation and death and growth-factor diffusion, production by cells and tissue removal/decay. Explicit results are obtained in terms of the model processes and parameters. The rate of cellular production of the chemical is shown to be critical to the development of a stable pathological state. Further, cessation and/or regression of the disease depend on appropriate spatiotemporally varying forms for this production rate, which can be understood in terms of the bistability of the normal dermal and pathological steady states—a central property of the model, which is evident from stability and bifurcation analyses. The work predicts novel, biologically realistic and testable pathogenic and control mechanisms, the understanding of which will lead toward more effective strategies for clinical therapy of fibro-proliferative disorders.
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    Bulletin of mathematical biology 58 (1996), S. 907-922 
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    Notes: Abstract Populations often exhibit abrupt changes in abundance associated with a smooth, continuous change in some component of their environment, with the abruptness usually attributed to inter-specific interactions or physical extremes. This paper presents a spatially explicit single-species population model in which intra-specific interactions alone are responsible for such an abrupt change. The essential mechanism involves cooperation in both colonization (through enhanced recruitment near other individuals) and mortality (protection through a “safety-in-numbers” interaction). Large fluctuations in population density would likely be observable near the transition region.
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  • 14
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    Bulletin of mathematical biology 58 (1996), S. 1019-1022 
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  • 15
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    Notes: Abstract A mathematical model of the nitrogen transformation cycle in an aquatic environment is studied. Using Pontryagin's maximum principle, a preferential utilization of ammonium to nitrate by phytoplankton is explained and verified by experimental data. A multiparameter bifurcation is given. The model was found to have four types of equilibrium sets. It is shown that a Hopf bifurcation may occur.
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    Bulletin of mathematical biology 58 (1996), S. 1075-1097 
    ISSN: 1522-9602
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    Notes: Abstract Parallel computation employing a domain decomposition method was used to calculate precisely without approximations the spatio-temporal distribution of Ca2+ in nerve terminals. The results showed, contrary to expectations, that for equal admitted Ca2+ currents at low (one channel open) and high (four channels open) depolarization, the average Ca2+ concentration at the release area is higher at the low depolarization. These calculations provide additional support for the Ca2+-voltage hypothesis for neurotransmitter release.
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    Bulletin of mathematical biology 58 (1996), S. 1099-1121 
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    Notes: Abstract Type I hypersensitivity, which functions to protect the organism from parasites, is caused by binding of antigen to IgE antibodies pre-attached to the cell surface of tissue mast cells and their circulating counterparts, the basophils. In “allergy,” type I hypersensitivity is inappropriately induced by protein-based foreign substances (such as pollen) or protein components of insect stings, which in the normal course of events would be cleared from the organism without causing any damage. Paradoxically, a successful clinical treatment of allergy involves repeated immunization of allergic persons with low doses of the allergen—immunotherapy. Investigation of the available experimental evidence leads to the conclusion that the phenomena of immunotherapy are best addressed in terms of the interplay among the mechanism(s) of immune memory—Th1/Th2 cross-regulation—and the physical compart-mentalization of the immune system. These conclusions are illustrated with a numerical simulation.
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    Bulletin of mathematical biology 58 (1996), S. 835-859 
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    Notes: Abstract In the presence of seasonal forcing, predator-prey models with quadratic interaction terms and weak dissipation can exhibit infinite numbers of coexisting periodic attractors corresponding to cycles of different magnitude and frequency. These motions are best understood with reference to the conservative case, for which the degree of dissipation is, by definition, zero. Here one observes the familiar mix of “regular” (neutrally stable orbits and tori) and chaotic motion typical of non-integrable Hamiltonian systems. Perturbing away from the conservative limit, the chaos becomes transitory. In addition, the invariant tori are destroyed and the neutrally stable periodic orbits becomes stable limit cycles, the basins of attraction of which are intertwined in a complicated fashion. As a result, stochastic perturbations can bounce the system from one basin to another with consequent changes in system behavior. Biologically, weak dissipation corresponds to the case in which predators are able to regulate the density of their prey well below carrying capacity.
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    Bulletin of mathematical biology 58 (1996), S. 923-938 
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    Notes: Abstract The standard method for measuringin vitro antibiotic efficacy is based on a point observation of bacterial activity 18 hours after inoculation. The method, while simple, forgoes significant information by ignoring the dynamics of the interations between antibiotic and bacteria. This paper proposes a simple dynamic model describing these interactions. The model consists of two non-linear differential equations of the S-system type. Its parameter values are estimated, through the minimization of residual errors, from data on the effect of the carbapenem antibiotic imipenem onPseudomonas aeruginosa. The model adequately describes the dynamic behavior of the bacterial populations in the presence of the antibiotic: beginning with drug administration, then through the decline of the bacterial population and possibly ending with bacterial resurgence.
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    Bulletin of mathematical biology 58 (1996), S. 1001-1018 
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    Notes: Abstract We have studied an ecological system of two species, which we denotestrong andweak, respectively, that compete for a single food resource. This system is modelled as a three component reaction-diffusion process. In the presence of a solitary pulse of increased resources, the weaker competitor can diffuse toward this surplus, gaining a competitive advantage and hence persisting in contraposition with the classical Lotka-Volterra result. An exact analytical solution has been found through a quantum mechanical analogy. A stability analysis of this solution against changes in different parameters has been carried out.
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    Bulletin of mathematical biology 58 (1996), S. 1023-1046 
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    Notes: Abstract Collapsible-tube flow with self-excited oscillations has been extensively investigated. Though physiologically relevant, forced oscillation coupled with self-excited oscillation has received little attention in this context. Based on an ODE model of collapsible-tube flow, the present study applies modern dynamics methods to investigate numerically the responses of forced oscillation to a limit-cycle oscillation which has topological characteristics discovered in previous unforced experiments. A devil's staircase and period-doubling cascades are presented with forcing frequency and amplitude as control parameters. In both cases, details are provided in a bifurcation diagram. Poincaré sections, a frequency spectrum and the largest Lyapunov exponents verify the existence of chaos in some circumstances. The thin fractal structure found in the strange attractors is believed to be a result of high damping and low stiffness in such systems.
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    Bulletin of mathematical biology 58 (1996), S. 1155-1170 
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    Notes: Abstract In this work, we show that a one-dimensional model of the blood flow across the lungs can reproduce the evolution of a bolus versus the time. Solving the differential equation governing the bolus concentration in the framework of this model, we determine the solution which fulfills Gaussian initial boundary conditions. An effective parameter related to the ratio of a diffusion coefficient to the square of the mean speed of the flow is defined. The determination of its numerical values following a semi-empirical approach enables us to know accurately the mean transit time and the cardiac output. The results have been compared to other methods, and were found in good agreement. Such an approach could be of interest in all studies where the knowledge of flow—including micro-circulation—is needed.
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    Bulletin of mathematical biology 58 (1996), S. 1187-1207 
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    Notes: Abstract How two species interact during and after colonization influences which of them will be present in each stage of succession. In the tolerance model of ecological succession in a patchy environment, empty patches can be colonized by any species, but the ability to tolerate reduced resource levels determines which species will exclude the other. Here, we analyze a meta-population model of the possible roles of competition in colonization and succession, using non-linear Markov chains as a mathematical framework. Different kinds of competition affect the final equilibrial, abundances of the species involved in qualitatively different ways. An explicit criterion is given to determine which interactions have stronger effects on the final equilibrial levels of the weaker, species. Precise conditions are stated for the co-existence of both species. Both species are more likely to co-exist in the presence of an intermediate disturbance frequency.
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    The journal of Fourier analysis and applications 3 (1996), S. 131-192 
    ISSN: 1531-5851
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    Topics: Mathematics
    Notes: Abstract We study boundary value problems for the time-harmonic form of the Maxwell equations, as well as for other related systems of equations, on arbitrary Lipschitz domains in the three-dimensional Euclidean space. The main goal is to develop the corresponding theory for Lp-integrable bounday data for optimal values of p's. We also discuss a number of relevant applications in electromagnetic scattering.
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    The journal of Fourier analysis and applications 3 (1996), S. 103-129 
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    Notes: Abstract Beurling's algebra $A^*=\{f:\sum_{k=0}^{\infty} \sup_{k\le |m|} |\hat f (m)| 〈 \infty \}$ is considered. A* arises quite naturally in problems of summability of the Fourier series at Lebesgue points, whereas Wiener's algebra A of functions with absolutely convergent Fourier series arises when studying the norm convergence of linear means. Certainly, both algebras are used in some other areas. A* has many properties similar to those of A, but there are certain essential distinctions. A* is a regular Banach algebra, its space of maximal ideals coincides with $[-\pi,\pi],$ and its dual space is indicated. Analogs of Herz's and Wiener-Ditkin's theorems hold. Quantitative parameters in an analog of the Beurling-Pollard theorem differ from those for A. Several inclusion results comparing the algebra A* with certain Banach spaces of smooth functions are given. Some special properties of the analogous space for Fourier transforms on the real axis are presented. The paper ends with a summary of some open problems.
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    The journal of Fourier analysis and applications 3 (1996), S. 193-205 
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    Notes: Abstract We construct an algebra of left-invariant pseudodifferential operators on SU(2). We require only that the symbols be homogeneous and C2. For Fourier-bandlimited symbols, we derive the expected formulae for composition and commutators and construct an orthonormal basis of common approximate eigenvectors that could be used to study spectral theory. Some remarks on applications to matrices of operators are made.
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    Notes: Abstract A global kinetic analysis of a model consisting of an autocatalytic zymogen-activation process, in which an irreversible inhibitor competes with the zymogen for the active site of the proteinase, and a monitoring coupled reaction, in which the enzyme acts upon one of its substrates, is presented. This analysis is based on the progress curves of any of the two products released in the monitoring reaction. The general solution is applied to an important particular case in which rapid equilibrium conditions prevail. Finally, we suggest a procedure to predict whether the inhibition or activation route dominates in the steady state of the system. These results generalize our previous analysis of simpler mechanisms.
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    Bulletin of mathematical biology 58 (1996), S. 129-140 
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    Notes: Abstract In this work, treating the artery as a thick-walled cylindrical shell made of an incompressible, isotropic and elastic solid, utilizing the large deformation theory and the stress-strain relation proposed by Demiray (1976b,Trans. ASME Ser. E, J. Appl. Mech.,98, 194–197), an explicit expression for the pulse speed is obtained and the effect of lumen pressure and the axial stretch on wave speed is discussed. Numerical results indicate that the wave speed increases with lumen pressure but decreases with the axial stretch. The results of the present model are compared with our previous work (Demiray, 1988,J. Biomech. 21, 55–58) on the same subject.
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    Bulletin of mathematical biology 58 (1996), S. 175-202 
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    Notes: Abstract For a one-locus selection model, Svirezhev introduced an integral variational principle by defining a Lagrangian which remained stationary on the trajectory followed by the population undergoing selection. It is shown here (i) that this principle can be extended to multiple loci in some simple cases and (ii) that the Lagrangian is defined by a straightforward generalization of the one-locus case, but (iii) that in two-locus or more general models there is no straightforward extension of this principle if linkage and epistasis are present. The population trajectories can be constructed as trajectories of steepest ascent in a Riemannian metric space. A general method is formulated to find the metric tensor and the surface in the metric space on which the trajectories, which characterize the variations in the gene structure of the population, lie. The local optimality principle holds good in such a space. In the special case when all possible linkage disequilibria are zero, the phase point of then-locus genetic system moves on the surface of the product space ofn higher dimensional unit spheres in a certain Riemannian metric space of gene frequencies so that the rate of change of mean fitness is maximum along the trajectory. In the two-locus case the corresponding surface is a hyper-torus.
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    Bulletin of mathematical biology 58 (1996), S. 285-312 
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    Notes: Abstract Most recent models of the immune network are based upon a phenomenological log bell-shaped interaction function. This function depends on a single parameter, the “field”, which is the sum of all ligand concentrations weighted by their respective affinities. The typical behavior of these models is dominated by percolation, a phenomenon in which a local stimulus spreads globally throughout the network. The usual reason for employing a log bell-shaped interaction function is that B cells are activated by cross-linking of their surface immunoglobulin receptors. Here we formally derive a new phenomenological log bell-shaped function from the chemistry of receptor cross-linking by bivalent ligand. Specifying how this new function depends on the ligand concentrations requires two fields: a binding field and a cross-linking field. When we compare the activation functions for ligand-receptor pairs with different affinities, the one-field and the two-field functions differ markedly. In the case of the one-field activation function, its graph is shifted to increasingly higher concentration as the affinity decreases but keeps its width and height. In the case of the two-field activation function, the graph of a low-affinity interaction is nested within the graphs of all higher-affinity interactions. We show that this difference in the relations among activation functions for different affinities radically changes the network behavior. In models that described B cell proliferation using the one-field activation function, network behavior was dominated by low-affinity interactions. Conversely, in our new model, the high-affinity interactions are the most significant. As a consequence, percolation is no longer the only typical network behavior.
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    Notes: Abstract The dynamics of a microbial community consisting of a eucaryotic ciliateTetrahymena pyriformis and procaryoticEscherichia coli in a batch culture is explored by employing an individual-based approach. In this portion of the article, Part I, population models are presented. Because both models are individual-based, models of individual organisms are developed prior to construction of the population models. The individual models use an energy budget method in which growth depends on energy gain from feeding and energy sinks such as maintenance and reproduction. These models are not limited by simplifying assumptions about constant yield, constant energy sinks and Monod growth kinetics as are traditional models of microbal organisms. Population models are generated from individual models by creating distinct individual types and assigning to each type the number of real individuals they represent. A population is a compilation of individual types that vary in a phase of cell cycle and physiological parameters such as filtering rate for ciliates and maximum anabolic rate for bacteria. An advantage of the developed models is that they realistically describe the growth of the individual cells feeding on resource which varies in density and composition. Part II, the core of the project, integrates models into a dynamic microbial community and provides model analysis based upon available data.
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    Bulletin of mathematical biology 58 (1996), S. 367-390 
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    Notes: Abstract Mathematical models are developed for the chemotherapy of AIDS. The models are systems of differential equations describing the interaction of the HIV infected immune system with AZT chemotherapy. The models produce the three types of qualitative clinical behavior: anuninfected steady state, aninfected steady state (latency) and aprogression to AIDS state. The effect of treatment is to perturb the system from progression to AIDS back to latency. Simulation of treatment schedules is provided for the consideration of treatment regimes. The following issues of chemotherapy are addressed: (i) daily frequency of treatment, (ii) early versus late initiation of treatment and (iii) intermittent treatment with intervals of no treatment. The simulations suggest the following properties of AZT chemotherapy: (i) the daily period of treatment does not affect the outcome of the treatment, (ii) treatment should not begin until after the final decline of T cells begins (not until the T cell population falls below approximately 300 mm−3) and then, it should be administered immediately and (iii) a possible strategy for treatment which may cope with side effects and/or resistance, is to treat intermittently with chemotherapy followed by interruptions in the treatment during which either a different drug or no treatment is administered. These properties are revealed in the simulations, as the model equations incorporate AZT chemotherapy as a weakly effective treatment process. We incorporate into the model the fact that AZT treatment does not eliminate HIV, but only restrains its progress. The mathematical model, although greatly simplified as a description of an extremely complex process, offers a means to pose hypotheses concerning treatment protocols, simulate alternative strategies and guide the qualitative understanding of AIDS chemotherapy.
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    Bulletin of mathematical biology 58 (1996), S. 471-492 
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    Notes: Abstract A stochastic cellular automata model for the population dynamics of the army antEciton burchelli on Barro Colorado Island in Panama is set up. It is simulated on the computer and shown to give good agreement with biological data. It is analysed using two approximations akin to the mean field approximation in statistical mechanics, and good agreement with the simulations is obtained. Finally, the role of distance between successive statary phase bivouacs is discussed with regard to the rate of colony growth. There are two aspects of the biological system studied here that make it of general importance. First, the population is structured, since the size of each colony of army ants is crucial. Second, the spatial behaviour of the population, as in many others, is not diffusion-like, although it is random. This has implications for the kind of model that is chosen.
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    Bulletin of mathematical biology 58 (1996), S. 513-553 
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    Notes: Abstract An analytical model for thermal damage of retinal tissue due to absorption of laser energy by finite-sized melanin granules is developed. Since melanin is the primary absorber of visible and near-IR light in the skin and in the retina, bulk heating of tissue can be determined by superposition of individual melanin granule effects. Granules are modeled as absorbing spheres surrounded by an infinite medium of water. Analytical solutions to the heat equation result in computations that are quick and accurate. Moreover, the model does not rely on symmetric beam profiles, and so arbitrary images can be studied. The important contribution of this model is to provide a more accurate biological description of submillisecond pulse exposures than previous retinal models, while achieving agreement for longer pulses. This model can also be naturally extended into the sub-microsecond domain by including vaporization as a damage mechanism. It therefore represents the beginning of a model which can be applied across the entire pulse duration domain.
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    Bulletin of mathematical biology 58 (1996), S. 611-641 
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    Notes: Abstract Most of the elastic tubes found in the mammalian body will collapse from a distended circular cross section and when collapsed may undergo flow-induced oscillations. A mathematical model describing fluid flow in a collapsible tube is analysed using the software package AUTO-86. AUTO-86 is used for continuation and bifurcation problems in systems of non-linear ordinary differential equations. The model is a third-order lumped-parameter type and is based on the classical “Starling resistor”; it describes the unsteady flow behaviour and, in particular, the experimentally observed self-excited oscillations, in a way which is simple enough to give physical understanding, yet still firmly based on fluid mechanical principles. Some of the bifurcation types found in this model bear close resemblance to the types suggested by experimental observations of self-excited oscillations in collapsible tubes; they thus shed some light on the various topological changes which occur in practice, particularly in view of the fact that some of the points found numerically are diffcult to achieve experimentally, while the existence of others can only be inferred indirectly and uncertainly from experiment.
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    Bulletin of mathematical biology 58 (1996), S. 753-785 
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    Notes: Abstract A solution algorithm yielding the pressure and flow-rate distributions for steady flow in an arbitrary, tree-like network is provided. Given the tree topology, the conductance of each segment and the pressure distribution at the boundary nodes, the solution is obtained from a simple recursion based on perfect Gauss elimination. An iterative solution method using this algorithm is suggested to solve for the pressure and flow-rate distributions in an arbitrary diverging-converging (arterial-venous) network consisting of two tree-like networks which are connected to each other at the capillary nodes. A number of special solutions for tree-like networks are obtained for which the general algorithm is either simplified or can be replaced by closed form solutions of the pressure and flow-rate distributions. These special solutions can also be obtained for each tree of diverging-converging networks having particular topologies and conductance distributions. Sample numerical results are provided.
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    Bulletin of mathematical biology 58 (1996), S. 811-814 
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    Bulletin of mathematical biology 58 (1996), S. 861-875 
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    Notes: Abstract Previous game-theoretic models of reciprocity have assumed that populations are large and organisms effectively sessile. This paper analyzes an iterated prisoner's dilemma among non-sessile organisms in a finite population, on the assumption that an individual's chance of remaining in one place is not influenced by a partner's behavior. This mode of interaction is suitable for analyzing potentially cooperative behaviors that are secondary to the advantage of group formation, e.g. allogrooming among social mammals. The analysis yields necessary conditions for stable reciprocity in terms of three parameters, namely, a benefit/cost ratio, the probability of further interaction and the probability of partner retention. The results suggest that, in highly mobile organisms such as fish, birds and mammals, reciprocity may be stable only if the population is small and the relative benefit and future interaction probability are both large.
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    Bulletin of mathematical biology 58 (1996), S. 877-905 
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    Notes: Abstract We consider the kinetics of an autocatalytic reaction network in which replication and catalytic actions are separated by a translation step. We find that the behaviour of such a system is closely related to second-order replicator equations, which describe the kinetics of autocatalytic reaction networks in which the replicators act also as catalysts. In fact, the qualitative dynamics seems to be described almost entirely be the second-order reaction rates of the replication step. For two species we recover the qualitative dynamics of the replicator equations. Larger networks show some deviations, however. A hypercyclic system consisting of three interacting species can converge toward a stable limit cycle in contrast to the replicator equation case. A singular perturbation analysis shows that the replication-translation system reduces to a second-order replicator equation if translation is fast. The influence of mutations on replication-translation networks is also very similar to the behavior of selection-mutation equations.
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    Bulletin of mathematical biology 58 (1996), S. 939-955 
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    Notes: Abstract In this work, we studied the propagation of non-linear waves in a pre-stressed thin elastic tube filled with an inviscid fluid. In the analysis, analogous to the physiological conditions of the arteries, the tube is assumed to be subject to a uniform pressureP 0 and a constant axial stretch ratio λz. In the course of blood flow it is assumed that a large dynamic displacement is superimposed on this static field. Furthermore, assuming that the displacement gradient in the axial direction is small, the non-linear equation of motion of the tube is obtained. Using the reductive perturbation technique, the propagation of weakly non-linear waves in the long-wave approximation is investigated. It is shown that the governing equations reduce to the Korteweg-deVries equation which admits a solitary wave solution. The result is discussed for some elastic materials existing in the literature.
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    Bulletin of mathematical biology 58 (1996), S. 983-1000 
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    Notes: Abstract The present paper deals with the bifurcation analysis of a simple food chain model consisting of components like detritus, nutrients, microorganisms, phytoplankton and zooplankton in an aquatic environment. The food chain model is described by a system of differential equations. If the length of the food chain (LFCH) is equal to 3 or 4, then an asymptotically stable equilibrium exists. For LFCH=5 or 6 the non-trivial equilibrium is unstable and the food-chain model has periodic orbits.
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    Bulletin of mathematical biology 58 (1996), S. 1047-1074 
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    Notes: Abstract We develop a macroscopic model for delivering drug to brain tumors. The model accounts for bulk convective and diffusive transport across the blood-brain barrier and through the interstitial space. Through mathematical analysis and simulations, we assess the effects of changing parameters (within physiological bounds) on drug delivery. We find that there is an optimal treatment for convective drug delivery to the center of the tumor. We interpret this phenomenon in terms of traffic flow. The implications of our analyses on existing chemotherapeutic protocols are discussed.
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    Bulletin of mathematical biology 58 (1996), S. 1123-1153 
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    Notes: Abstract The concept of shape space proposed by Perelson and Oster (1979,J. Theor. Biol. 81, 645–670) has been a useful tool for theoretical immunologists, who have invoked it to model idiotypic binding, which plays a significant role in mathematical models of immune networks. The actual construction of such a space from its definition requires specialized experimental information, which is not completely available. In this article, we discuss, with illustrative examples, how graphical representations similar to the idea of shape space can be derived by analyzing real affinity matrices, and the relative merits of such representations to approximations that might be obtained by the approach of Perelson and Oster. We also give directions for future research with a view toward applications.
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    Bulletin of mathematical biology 58 (1996), S. 1171-1185 
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    Notes: Abstract A novel intact circular dsDNA supercoil is proposed as an alternative to the conventional DNA supercoil, so that the two complementary strands of ssDNA circles are separable without any covalent bond breakage. This new structure can be visualized by using two tubings: one black and one clear. Twist the black tubing a number of times and connect its two ends. Do the same for the clear tubing. Then wrap the two tubings together. This forms the separable or novel supercoil. On the other hand, the conventional supercoil can be modeled by twisting the black and clear tubings together and then connect their respective ends, so that the two tubings are not separable unless one of them is cut. Experimentally, in the absence of any enzyme, many intact plasmid dsDNA circles give two bands on agarose gel electrophoresis under a certain given condition, while the same plasmid molecules after cutting once by a restriction enzyme give only one band under the same, condition. In the case of intact pUC19 plasmids, these two bands can then be, recovered and sequenced separately, using two primers in opposite directions. Each band gives mostly one sequence which is complementary to that of the other band. The combination of the above theoretical model and experimental results strongly suggests that there is an alternative structure of DNA which does not have the usual difficulty of unwinding, rewinding and requiring numerous covalent bond breakages and ligations during semiconservative replication.
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    The journal of Fourier analysis and applications 3 (1996), S. 1-22 
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    Notes: Abstract We study some explicit functions introduced by Riemann, Jordan, Levy, Kahane... . These functions share the property of having a dense set of discontinuities. We prove that they are examples of multifractal functions.
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    The journal of Fourier analysis and applications 3 (1996), S. 63-82 
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    Notes: Abstract We show that uniqueness and existence for signal reconstruction from multiscale edges in the Mallat and Zhong algorithm become possible if we restrict our signals to Paley-Wiener space, band-limit our wavelets, and irregularly sample at the wavelet transform (absolute) maxima—the edges—while possibly including (enough) extra points at each level. We do this in a setting that closely resembles the numerical analysis setting of Mallat and Zhong and that seems to capture something of the essence of their (practical) reconstruction method. Our work builds on a uniqueness result for reconstructing an L2 signal from irregular sampling of its wavelet transform of Grochenig and the related work of Benedetto, Heller, Mallat, and Zhong. We show that the rate of convergence for this reconstruction algorithm is geometric and computable in advance. Finally, we consider the effect on the rate of convergence of not sampling enough local maxima.
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    The journal of Fourier analysis and applications 3 (1996), S. 23-41 
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    Notes: Abstract The main purpose of this paper is to give a procedure to "mollify" the low-pass filters of a large number of Minimally Supported Frequency (MSF) wavelets so that the smoother functions obtained in this way are also low-pass filters for an MRA. Hence, we are able to approximate (in the L2-norm) MSF wavelets by wavelets with any desired degree of smoothness on the Fourier transform side. Although the MSF wavelets we consider are bandlimited, this may not be true for their smooth approximations. This phenomena is related to the invariant cycles under the transformation $x\mapsto 2x (\mbox{mod}2\pi).$ We also give a characterization of all low-pass filters for MSF wavelets. Throughout the paper new and interesting examples of wavelets are described.
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    Bulletin of mathematical biology 58 (1996), S. 1-18 
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    Notes: Abstract The length of an alignment of biological sequences is typically longer than the mean length of its component sequences. (This arises from the insertion of gaps in the alignment.) When such an alignment is used as a profile for the alignment of further sequences (or profiles), it will have a bias toward additional sequences that match the length of the profile, rather than the mean length of sequences in the profile, as the alignment of these well entail fewer (or smaller) insertions) so avoiding gap-penalties). An algorithm is described to correct this bias that entails monitoring the correspondence, for every pair of positions, of the mean separations in both profiles as they are aligned. The correction was incorporated into a standard dynamic programming algorithm through a modification of the gap-penalty, but, unlike other approaches, this modification is not local and takes into consideration the overall alignment of the sequences. This implies that the algorithm cannot guarantee to find the optimal alignment, but tests suggest that close approximations are obtained. The method was tested on protein families by measuring the area in the parameter space of the phase containing the correct multiple alignment. No improvement (increase in phase area) was found with a family that required few gaps to be aligned correctly. However, for highly gapped alignments, a 50% increase in area was obtained with one family and the correct alignment was found for another that could not be aligned with the unbiased method.
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    Bulletin of mathematical biology 58 (1996), S. 99-101 
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    Notes: Abstract As in Darwinian evolution, population fitness increases among replicating molecules whose propagation rate coefficients form a normal (symmetric) distribution, even when replication kinetics are fractional order.
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    Bulletin of mathematical biology 58 (1996), S. 141-174 
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    Notes: Abstract Single-channel recordings from membrane patches frequently exhibit multiple conductance levels. In some preparations, the steady-state probabilities of observing these levels do not follow a binomial distribution. This behavior has been reported in sodium channels, potassium channels, acetylcholine receptor channels and gap junction channels. A non-binomial distribution suggests interaction of the channels or the presence of channels with different open probabilities. However, the current trace sometimes exhibits single transitions spanning several levels. Since the probability of simultaneous transitions of independent channels is infinitesimally small, such observations strongly suggest a cooperative gating behavior. We present a Markov model to describe the cooperative gating of channels using only the all-points current amplitude histograms for the probability of observing the various conductance levels. We investigate the steady-state (or equilibrium) properties of a system ofN channels and provide a scheme to express all the probabilities in terms of just two parameters. The main feature of our model is that lateral interaction of channels gives rise to cooperative gating. Another useful feature is the introduction of the language of graph theory which can potentially provide a different avenue to study ion channel kinetics. We write down explicit expressions for systems of two, three and four channels and provide a procedure to describe the system ofN channels.
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    Bulletin of mathematical biology 58 (1996), S. 65-97 
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    Notes: Abstract A theory has been proposed that encompasses pre-replication changes in RNA synthesis and non-gradual variant formation, in addition to competitive replication. Using a fundamental theorem of natural selection and maximum principle scaled to nucleotide condensation, evolutionin vitro was demonstrated to maximally damp both kinetic and thermodynamic forces driving this reaction, from its pre-replication stage. This led to the finding that evolution follows a path of least action. These principles form the framework for a general theory of evolution, whose scope extends beyond evolution modeled by synthesis of non-interacting RNA molecules. It applies, in particular, to standard processes, such as competitive crystallization. In calculations simulatingde novo formation of self-replicating RNA molecules in the Qβ replicase system, spontaneous changes in strand secondary structure promoted the transition from random copolymerization to template-directed polymerization. This finding indicates selection preceded genome self-propagation. Non-gradual species formation was attributed to the presence of heterogeneous thermodynamic forces. Growth unconstrained by competition follows mutation to a variant able to utilize a free energy source alien to its progenitors. Evolution in a heterogeneous system can, therefore, exhibit discontinuous rates of species formation and spawn new species populations. Natural selection among competing self-propagators thus gives way to a principle of wider scope stating that evolution optimally damps the physicochemical forces causing change within an evolving system.
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    Bulletin of mathematical biology 58 (1996), S. 207-246 
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    Notes: Abstract A unified approach is presented for the construction and analysis of models for the dynamics of populations and communities in the presence of temporal variability, vague density dependence, chaos or analytical intractability. The approach is based on comparisons involving simpler models which provide ceilings and floors to the densities predicted by the full models. The method is applied to examples of several types of models, including difference equations, ordinary differential equations, non-linear Leslie matrices and reaction-diffusion equations. The models treated describe various ecological phenomena including self-regulation, competition, predator-prey interactions, age structure and spatial structure. Some results needed for the analysis of matrix models and patch models are given in the Appendix.
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    Bulletin of mathematical biology 58 (1996), S. 391-407 
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    Bulletin of mathematical biology 58 (1996), S. 449-469 
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    Notes: Abstract An essentially new method to relate a number of taxa on the basis of a predefined set of dichotomous properties (i.e. either present or not present) is described. The basic step of the analysis is the derivation of a sophisticated distance measure to describe the pairwise dissimilarities quantitatively on the basis of the individual properties. The presentation of the dissimilarity matrix by a tree-like structure is an obvious step implicated by the the distance measure and is related to the widely used method of successive joining of nearest neighbors with respect to the distances. The distance measure makes no use of stochastic or other mathematical models of evolutionary processes and can be interpreted best in terms of discrete information theory.
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    Notes: Abstract The olfactory receptor neuron provides a good opportunity to analyze a biophysical model of a single neuron because its dendritic structure is simple and even close to a cylinder in the case of the moth sex-pheromone receptor cell. We have considered this cylindrical case and studied two main problems. First, we were concerned with the effect of the neuron's length on the receptor potential for a constant stimulus-induced conductance change. An analytical solution for the receptor potential was determined by using input, resistances. It was shown that the longer the neuron, the greater its ability to code over a wide range of values of the intensity of the stimulus. Second, we studied numerically the passive backpropagation of action potentials into the dendrite and its influence on the firing frequency. While propagating along the dendrite the action potential decreases in amplitude and its shape becomes rounded. The firing frequency in the model with backpropagation was found to be greater than that obtained analytically in the absence of backpropagation. However, for any given conductance change, when normalized with respect to their maxima, both firing frequencies were found to be very similar over a wide range of parameter values. Therefore, the actual firing rate (with backpropagation) may be approximated by the analytical solution without backpropagation if the actual firing rate for a large conductance change is known.
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    Bulletin of mathematical biology 58 (1996), S. 595-609 
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    Bulletin of mathematical biology 58 (1996), S. 643-660 
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    Notes: Abstract The effect of adding density-dependent migration between nearest neighbour populations of a single discrete-generation species in a chain of habitat fragments is investigated. The larger the population on a particular habitat fragment, the greater the fraction of inhabitants who migrate before reproducing. It has previously been shown for similar models with density-independent migration that coupling populations in this way has no effect on the stability of these populations. Here, it is demonstrated that this effect is also generally true if migration is density-dependent. However, if the migration rate is large enough and has density dependence of the correct form, then the steady state (with all the populations remaining at the same constant value through time) can be destabilised. The conditions for this to occur are obtained analytically. When this “destabilisation” occurs, the system settles down to an alternative steady state where half of the populations take one constant value which is below that of an equivalent isolated system, and the other populations all share a population value which is greater than the steady state of the isolated populations. Once this configuration is reached, the population size on each patch remains constant over time. hence the change might more properly be described as a decrease in homogeneity rather than in stability.
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    Bulletin of mathematical biology 58 (1996), S. 719-737 
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    Notes: Abstract Yates-Pardee-type metabolic pathways in a heterogenous cell milieu are modeled as a system of coupled non-linear partial differential equations. A numerical solution to this systmm is described and some properties of such a physiological system are studied. Confinement with and without a membrane is considered and it is shown how confinement results in an increase in the stability of the metabolite concentrations. These results suggest that the enzyme organization may contribute to the stability of the cellular metabolism.
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    Bulletin of mathematical biology 58 (1996), S. 739-751 
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    Notes: Abstract Modeling the growth of animals as parts of ecosystems often presumes the existence of an asymptotic weight which, when reached by the individual, stops its further growth. We show that the asymptotic weight is influenced by environmental conditions, and that growth is limited because of a trade-off of foraging costs and gain of feeding. We show that the so-called asymptotic mass is a comprehensive value, which also contains an environmental parameter. We develop our model for organisms of neutral buoyancy in an aquatic environment; for terrestrial and aerial animals it has limited validity only. We discuss examples and derive a critical value for resource availability in a habitat, which informs us whether foraging in that habitat is worthwhile or not.
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    Bulletin of mathematical biology 58 (1996), S. 815-834 
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    Notes: Abstract Mathematical models for weed dispersal and control are developed, analyzed and numerically simulated. A model incorporating periodic control, e.g. herbicide application, is derived for a plant population in a spatially homogeneous setting. The model is extended to a spatially heterogeneous population where plant dispersal is incorporated. The dispersal and control model involves integrodifference equations, discrete in time and continuous in space. The models are analyzed to determine values of the control parameter that prevent weed spread. The effects of the control on travelling wave solutions are investigated numerically.
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    The journal of Fourier analysis and applications 3 (1996), S. 43-62 
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    Notes: Abstract We exploit an analogy between the trigonometric moment problem and prediction theory for a stationary stochastic process. Extending this theory, we show how to use correlations between two processes to predict one from the other. In turn, this gives rise to a simple and unified treatment of the Caratheodory and Nehari moment problems.
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    The journal of Fourier analysis and applications 3 (1996), S. 83-102 
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    Notes: Abstract Let A be an expanding n × n integer matrix with |det (A)| = m. A standard digit set ${\cal D}$ for A is any complete set of coset representatives for ${\Bbb Z}^n / A ( {\Bbb Z}^n ).$ Associated to a given ${\cal D}$ is a set $T( A , {\cal D} ),$ which is the attractor of an affine iterated function system, satisfying $T = \cup_{d\in {\cal D}} (T + d).$ It is known that $T( A , {\cal D} )$ tiles ${\Bbb R}^n$ by some subset of ${\Bbb Z}^n.$ This paper proves that every standard digit set ${\cal D}$ gives a set $T( A , {\cal D} )$ that tiles ${\Bbb R}^n$ with a lattice tiling.
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    Monatshefte für Mathematik 121 (1996), S. 55-67 
    ISSN: 1436-5081
    Keywords: 13A05 ; 13A18 ; 13F05 ; 20M14 ; Quasi divisor theory ; essential valuation ; GCD-monoid
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    Topics: Mathematics
    Notes: Abstract We study the relationship between divisor theories and systems of valuations, and characterize monoids with quasi divisor theories of finite character by systems of essential valuations. Throughout, we avoid ideal theory but use divisor theoretical methods.
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    Monatshefte für Mathematik 121 (1996), S. 69-77 
    ISSN: 1436-5081
    Keywords: 11J70 ; 11A55 ; Continued Fractions ; Dispersion ; Markov Constants
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    Topics: Mathematics
    Notes: Abstract We proved some results on the dispersion of the real quadratic irrational numbers, and use LEO 386/25 to compute some numerical results for discriminant 〈200 (see the attached Table A).
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    Monatshefte für Mathematik 121 (1996), S. 113-124 
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    Keywords: 53C05 ; 53B25 ; Locally symmetric connections ; nullity space of curvature ; type number
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    Topics: Mathematics
    Notes: Abstract A class of non-metrizable connections is studied. It contains the only non-flat locally symmetric connections existing on affine hypersurfaces of type number 1.
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  • 66
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    Monatshefte für Mathematik 121 (1996), S. 265-274 
    ISSN: 1436-5081
    Keywords: 60B15 ; 60F15 ; Laws of the Iterated Logarithm ; stable semigroups ; semistable semigroups ; Heisenberg groups
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    Notes: Abstract We prove laws of the iterated logarithm for certain symmetric stable and semistable measures on the Heisenberg groups.
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    Monatshefte für Mathematik 121 (1996), S. 309-333 
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    Keywords: 22A15 ; Semigroup ; Lie group, homotopy
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    Topics: Mathematics
    Notes: Abstract We introduce the notions of causal paths and causal homotopies, modifications of the traditional notions of paths and homotopies, as more suitable for certain basic constructions in (Lie) semigroup theory. The major result is the construction in this causal context of an analogue of the universal covering semigroup and the demonstration that local homomorphisms on the given semigroup extend to global homomorphisms on it. In certain important cases, it is shown that this semigroup actually agrees with the universal covering semigroup.
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  • 68
    ISSN: 1436-5081
    Keywords: Primary 11B25 ; Secondary 11J86, 11N25 ; Greatest prime factor ; divisors, arithmetic progression ; Erdős Woods ; abc conjecture ; linear forms in logarithms
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    Topics: Mathematics
    Notes: Abstract In this paper we consider an analogue of the problem of Erdős and Woods for arithmetic progressions. A positive answer follows from theabc conjecture. Partial results are obtained unconditionally.
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    Monatshefte für Mathematik 121 (1996), S. 335-352 
    ISSN: 1436-5081
    Keywords: 11P21 ; Key words ; Lattice points ; circle problem ; discrete Hardy-Littlewood method ; algebraic curves
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    Topics: Mathematics
    Notes: Abstract Lattice points below Algebraic Curves. A generalization of the classical circle problem is treated. An asymptotic formula for the number of lattice points in a region whose boundary is an algebraic curve is obtained. This gives a mean value formula for the number of representations of the positive integers in the formn=g(x,y), whereg is a polynomial with coefficients ≥0 and leading terma d0xd*a0dyd. The caseg(x,y)=p1(x)+p2(y) was considered inKuba andNowak [4], andKuba [5]. The discrete Hardy-Littlewood method is used along with Rouché's theorem.
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    Monatshefte für Mathematik 121 (1996), S. 353-379 
    ISSN: 1436-5081
    Keywords: 46J05 ; 46J15 ; 46J99 ; 46J20 ; 43A15 ; Spectrum ; amenability ; uniform algebra ; Gleason parts ; homomorphism
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    Topics: Mathematics
    Notes: Abstract LetA be a commutative Banach algebra with a nonempty spectrum ΣA. By “weak” we denote the relative weak topology induced on ΣA by σ(A *,A **). In this note we study some properties of the topological space (ΣA, weak) and present some applications of the results obtained and tools used to amenability, weakly compact homomorphisms, weakly compact subsets of the spectrum of the uniform algebras and to a characterization of the synthesizable ideals of the algebraA.
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    OR spectrum 18 (1996), S. 28-28 
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    OR spectrum 18 (1996), S. 42-42 
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  • 73
    ISSN: 1436-6304
    Keywords: Einsatzplanung von Wirtschaftsprüfern/Ablaufplanung ; binäre Optimierung ; Prioritätsregelverfahren ; Audit-staff scheduling/project scheduling ; binary optimization ; regret-based biased random sampling
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Description / Table of Contents: Abstract Based upon an empirical survey, an hierarchical framework for audit-staff scheduling has been developed which distinguishes between a tactical, a tacticaloperational and an operational level. In our paper we investigate the operational level. A binary optimization model is formulated, which adequately represents the problem. Afterwards, a randomized heuristic scheme specifically tailored to the problem structure is described which uses priority values to base randomized selection decisions upon. Its suitability is demonstrated in an extensive computational study.
    Notes: Zusammenfassung Basierend auf den Ergebnissen einer empirischen Untersuchung wurde ein hierarchischer Ansatz zur Personaleinsatzplanung in Wirtschaftsprüfungsgesellschaften entwickelt, der die Teilprobleme der taktischen, der taktisch-operativen und der operativen Planung umfaßt. Der vorliegende Beitrag setzt sich mit der operativen Planung auseinander. Das Problem wird zunächst als binäres Optimierungsproblem formuliert. Anschließend wird ein speziell an die Problemstruktur angepaßtes heuristisches Verfahrensschema vorgestellt, das unter Verwendung von Prioritätswerten randomisierte Auswahlentscheidungen trifft. Die Eignung des Verfahrensschemas wird in einer umfangreichen experimentellen Untersuchung nachgewiesen.
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  • 74
    ISSN: 1436-6304
    Keywords: Health investment ; prevention ; economics of health technology ; cost-effectiveness analysis ; programme selection ; resource allocation ; Gesundheitsinvestition ; Prävention ; Ökonomik der Gesundheitstechnologien ; Kosten-Wirksamkeits-Analyse ; Programmauswahl ; Ressourcenallokation
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    Topics: Mathematics , Economics
    Description / Table of Contents: Zusammenfassung Diese Arbeit gibt einen Überblick über quantitative Programmauswahl- und Ressourcenallokationsmodelle im Bereich der präventiven Gesundheitsversorgung. Zunächst wird gezeigt, daß präventive Gesundheitsprogramme strategische Investitionen darstellen. Anschließend wird begründet, weshalb sich die Kosten-Wirksamkeits-Analyse als allgemeiner Bezugsrahmen anbietet. Innerhalb dieses Rahmens werden dann aus unterschiedlichen Bereichen repräsentative quantitative strategische Modelle erörtert. Im Bereich nichtübertragbarer Erkrankungen liegt der Schwerpunkt bei Krebs und Herz-Kreislauf-Krankheiten, den Hauptursachen für Tod und Gesundheitsbeeinträchtigung in den Industrieländern. Hinsichtlich übertragbarer Krankheiten konzentrieren wir uns auf Tuberkulose, Malaria und AIDS. Ein vorgelagertes Spezialproblem ist die gesundheitsökonomische Bewertung neuer Präventionstechnologien. Die hier verfügbaren quantitativen Modellierungsansätze werden ebenfalls angesprochen.
    Notes: Abstract This paper reviews contemporary quantitative approaches to programme selection and resource allocation in preventive health care. For this purpose it is first shown that preventive health programmes are strategic investments. Then we give reasons why cost-effectiveness analysis is our preferred general frame of reference. Within this framework several representative quantitative policy models are discussed next. In the field of chronic illnesses we focus on the prevention of cancer and cardiovascular diseases, the main causes of death and disability in the industrialized countries. Examples from the field of contagious diseases relate to tuberculosis and malaria control, and to the spread of the Acquired Immune Deficiency Syndrome (AIDS). Finally, we present the case of innovation in preventive health technology from a strategic investment angle.
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    OR spectrum 18 (1996), S. 50-50 
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    OR spectrum 18 (1996), S. 43-49 
    ISSN: 1436-6304
    Keywords: Time-series ; prediction ; pattern ; Zeitreihen ; Prognose ; Muster
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    Topics: Mathematics , Economics
    Description / Table of Contents: Zusammenfassung Wir schlagen eine neue deskriptive Methode für die Prognose von Zeitreihen vor. Die Methode basiert auf der Imitation von vorhergehenden ähnlichen Mustern. Um ähnliche Muster zu sammeln, schlagen wir einen Algorithmus vor, der die charakteristischen Eigenschaften von Mustern vergleicht. Die Methode erfordert keine statistischen Voraussetzungen. Wir vergleichen die Methode mit den Ergebnissen der Untersuchung von Makridakis.
    Notes: Abstract We propose a new descriptive approach to timeseries forecasting based on the imitation of the past similar patterns in the data history. In order to select similar patterns we introduce an algorithm that compares the patterns' characteristics. The proposed method does not require any statistical assumptions. We compare the method with the results of the Makridakis competition.
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    OR spectrum 18 (1996), S. 60-60 
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    OR spectrum 18 (1996), S. 61-63 
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    OR spectrum 18 (1996), S. 65-66 
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    OR spectrum 18 (1996), S. 64-64 
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  • 81
    ISSN: 1436-6304
    Keywords: Arbeitzeitflexibilisierung ; Jahresarbeitszeitverteilung ; Schichtpläne ; ganzzahliges Lineares Programm ; Branch-and-Bound ; Flexibilization of working time ; yearly working time distribution ; shift schedules ; integer linear program ; branch and bound
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    Topics: Mathematics , Economics
    Description / Table of Contents: Abstract The paper presents an algorithm to determine a cost minimal yearly working time. Based on a given set of shift schedules a simultaneous selection- and sequencing procedure is performed resulting in a shift sequence that optimizes the yearly working time distribution. In contrast to the usual approaches this method takes into account all the complex working time restrictions implied by the shift schedules and all the related cost structures. The influence of some important planning parameters is discussed extensively.
    Notes: Zusammenfassung Es wird ein Verfahren zur kostenminimalen Festlegung einer kapazitätsorientierten Jahresarbeitszeitverteilung für den Produktionsbereich vorgestellt. Dazu wird auf Basis einer vorgegebenen Menge von Schichtplänen eine simultane Auswahl- und Reihenfolgeplanung durchgeführt, die die Jahresarbeitszeitverteilung optimiert. Im Gegensatz zu den gängigen Verfahren zur Jahresarbeitszeitplanung können bei dieser Vorgehensweise die durch die Schichtpläne auferlegten Arbeitszeitrestriktionen sowie die damit verbundenen Kosten im Detail berücksichtigt werden. Der Einfluß planungsrelevanter Parameter auf die resultierende Jahresarbeitszeitverteilung wird ausführlich diskutiert.
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    OR spectrum 18 (1996), S. 66-66 
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    OR spectrum 18 (1996), S. 51-59 
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    Keywords: Lot-sizing ; scheduling ; discrete lot-sizing and scheduling ; sequence dependent setup costs ; local search ; production planning and control ; Losgrößenplanung ; Ablaufplanung ; reihenfolgeabhängige Rüstkosten ; lokale Suchverfahren ; Produktionsplanung und -steuerung
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Description / Table of Contents: Zusammenfassung Dieser Beitrag beschäftigt sich mit der Ablaufplanung für eine Engpaßmaschine unter besonderer Berücksichtigung reihenfolgeabhängiger Rüstkosten. Neben Rüstkosten sind von Losgrößen abhängige Lagerkosten entscheidungsrelevant. Die Losgrößen sind dabei unter Berücksichtigung der Maschinenkapazität in einem vorgegebenen Planungszeitraum so zu bestimmen, daß alle Teilebedarfe termingerecht in ausreichender Menge befriedigt werden. Zur Lösung des Planungsproblems entwickeln wir zunächst ein neues Modell. Es unterscheidet sich von dem von Fleischmann eingeführten Modell (the discrete lot-sizing problem with sequence dependent setup costs, DLSPSD) dadurch, daß es statt diskrete kontinuierliche Losgrößen zuläßt und daß der Rüstzustand bei Stillstand der Maschine erhalten bleibt. Zur Lösung des Problems wird eine prioritätsregelbasierte Heuristik vorgeschlagen. Die Prioritätswerte und dadurch auch die Lösungsgüte des Verfahrens hängen von zwei Parametern ab. Ein Suchverfahren zur Bestimmung geeigneter Parameterwerte wird vorgestellt. Anhand kleinerer optimal gelöster Datensätze wird gezeigt, daß die Lösungsgüte der Heuristik akzeptabel ist. Für größere Datensätze wird ein Vergleich mit dem von Fleischmann für das DLSPSD vorgeschlagenen Verfahren durchgeführt. Das Verfahren von Fleischmann liefert, bedingt durch die diskrete Losgrößenbildung, nur eine obere Schranke für die hier betrachtete Problemstellung. Der Vergleich zeigt, daß die prioritätsregelbasierte Heuristik dem Verfahren von Fleischmann hinsichtlich der betrachteten Problemstellung überlegen ist.
    Notes: Abstract In this paper we consider a single-stage system where a number of different items have to be manufactured on one machine. Expenditures for the setups depend on the sequence in which items are scheduled on the machine. Holding costs are incurred for holding items in inventory. The demand of the items has to be satisfied without delay, i.e. shortages are not allowed. The objective is to compute a schedule such that the sum of holding and setup costs is minimized with respect to capacity constraints. For this problem which we call capacitated lot-sizing problem with sequence dependent setup costs (CLSD) we formulate a new model. The main differences between the new model and the discrete lot-sizing problem with sequence dependent setup costs (DLSDSD), introduced by Fleischmann, is that continuous lot-sizes are allowed and the setup state can be preserved over idle time. For the solution of the new model we present a heuristic which applies a priority rule. Since the priority values are affected by two significant parameters, we perform a local search in the parameter space to obtain low cost solutions. The solution quality is analyzed by a computational study. The comparison with optimal solutions of small instances shows that the solution quality of our heuristic is acceptable. The Fleischmann approach for the DLSPSD computes upper bounds for our new problem. On the basis of larger instances we show that our heuristic is more efficient to solve the CLSD.
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    OR spectrum 18 (1996), S. 106-106 
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    OR spectrum 18 (1996), S. 67-80 
    ISSN: 1436-6304
    Keywords: Flow shop scheduling ; batch setup times ; group technology ; manufactoring cells ; heuristics ; Flow Shop Probleme ; Setup Zeiten ; Gruppentechnologie ; Heuristiken
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Description / Table of Contents: Zusammenfassung In dieser Arbeit werden Permutationsflußprobleme mit Batch Setup Zeiten betrachtet. Jeder Job hat die gleiche technologische Reihenfolge. Die Jobs sind in Gruppen eingeteilt. Gegeben sind Bearbeitungszeient ij für Jobi auf Maschinej sowie Setup Zeitens rj auf Maschinej, wenn ein Job derr-ten Gruppe nach einem Job einer anderen Gruppe bearbeitet wird. Es wird vorausgesetzt, daß auf allen Maschinen die gleiche Reihenfolge der Jobs gewählt wird. In der Arbeit werden sowohl das Problem der Minimierung der Gesamtbearbeitungszeit als auch das Problem der Minimierung der Summe der Bearbeitungsendtermine mit Item oder Batch Verfügbarkeit betrachtet. Für diese Probleme werden konstruktive und iterative Algorithmen entwickelt. Die konstruktiven Algorithmen basieren auf Einfügungstechniken mit Beamsuche. Es werden geeignete Nachbarschaftsstrukturen eingeführt und auf lokaler Suche und Wiedereinfügungstechniken basierende iterative Algorithmen entwickelt. Die Algorithmen wurden an Beispielen mit bis zu 80 Jobs getestet.
    Notes: Abstract In this paper we consider permutation flow shop scheduling problems with batch setup times. Each job has to be processed on each machine once and the technological routes are identical for all jobs. The set of jobs is divided into groups. There are given processing timest ij of jobi on machinej and setup timess rj on machinej when a job of ther-th group is processed after a job of another group. It is assumed that the same job order has to be chosen on each machine. We consider both the problems of minimizing the makespan and of minimizing the sum of completion times, where batch or item availability of the jobs is assumed. For these problems we give various constructive and iterative algorithms. The constructive algorithms are based on insertion techniques combined with beam search. We introduce suitable neighbourhood structures for such problems with batch setup times and describe iterative algorithms that are based on local search and reinsertion techniques. The developed algorithms have been tested on a large collection of problems with up to 80 jobs.
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  • 86
    ISSN: 1436-6304
    Keywords: Cooperative game ; PAW-game ; k-coalitional game ; Shapley value ; egalitarian division rules ; Kooperatives Spiel ; PMA-Spiel ; k-Koalitionsspiel ; Shapley-Wert ; Regeln gleichmäßiger Aufteilungen
    Source: Springer Online Journal Archives 1860-2000
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    Description / Table of Contents: Zusammenfassung Seiv ein kooperativesn-Personenspiel und seih∈{1, 2, ⋯,n}. Mitv h bezeichnen wir die mittlere Auszahlung aller Koalitionen der Größeh und mitv h i die mittlere Auszahlung aller Koalitionen der Größeh, die den Spieleri∈N nicht enthalten. In dieser Arbeit, führen wir den Begriff des Spieles mit proportionaler mittlerer Auszahlung (oder PMA-Spiel) ein. Diese sind null-reduzierte Spielev, für die Zahlenc h ∈ℝ existieren, sodaß die Beziehungv h −v h i =c h (v n−1−v n −1/i ) für jedesh∈{2, 3, ⋯,n−1 undi∈N gilt. Der Begriff der mittleren Auszahlung wird dann benutzt, um eine Formel für den Shapley-Wert der PMA-Spiele abzuleiten. Wir zeigen, daß der Shapley-Wert, und die durch das Zentrum der Imputationsmenge, die gleichmäßigen nicht-separablen Beiträge, bzw. gleichmäßigen nicht-gemittelten Beiträge definierten Werte der PMA-Spiele kollinear sind. Die Klasse aller PMA-Spiele enthält im strengen Sinne die Klasse allerk-Koalitionsspiele, die die Kollinearitätseigenschaft haben (Driessen und Funaki, 1991). Schließlich zeigen wir, daß die Einstimmigkeitsspiele und die Grundbesitzerspiele auch PMA-Spiele sind.
    Notes: Abstract For each cooperativen-person gamev and eachh∈{1, 2, ⋯,n}, letv h be the average worth of coalitions of sizeh andv h i the average worth of coalitions of sizeh which do not contain playeri∈N. The paper introduces the notion of a proportional average worth game (or PAW-game), i.e., the zero-normalized gamev for which there exist numbersc h ∈ℝ such thatv h −v h i =c h (v n−1−v n −1/i ) for allh∈{2, 3, ⋯,n−1}, andi∈N. The notion of average worth is used to prove a formula for the Shapley value of a PAW-game. It is shown that the Shapley value, the value representing the center of the imputation set, the egalitarian non-separable contribution value and the egalitarian non-average contribution value of a PAW-game are collinear. The class of PAW-games contains strictly the class ofk-coalitional games possessing the collinearity property discussed by Driessen and Funaki (1991). Finally, it is illustrated that the unanimity games and the landlord games are PAW-games.
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    OR spectrum 18 (1996), S. 116-116 
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    OR spectrum 18 (1996), S. 107-115 
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    Keywords: Bootstrap-Verfahren ; Bonitätsbeurteilung ; Diskriminanzanalyse ; Variablenselektion ; Bootstrap ; credit investigation ; discriminant analysis ; variable selection
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Description / Table of Contents: Abstract Discriminant analysis is often proposed for credit investigations. In this paper bootstrap methods for this kind of problem are applied to empirical data in order to 1. validate the results of the variable selection process and 2. estimate error rates in discriminant analysis. One method is used to demonstrate that correct modelling of the bootstrap method is necessary.
    Notes: Zusammenfassung Zur Beurteilung der Bonität von Kreditnehmern wird vielfach die Diskriminanzanalyse als objektiviertes Hilfsmittel vorgeschlagen. Diese Arbeit demonstriert an einem empirischen Datensatz von Unternehmensbilanzen den Einsatz von Bootstrap-Verfahren 1.zur Validierung der Ergebnisse der Variablenselektion und 2. zur Schätzung der Fehlerraten bei der Klassifikation an Hand der Diskriminanzfunktion. An einer Schätz-methode wird dabei demonstriert, daß bei der Wahl des Bootstrap-Verfahrens sehr genau auf die korrekte Modellierung zu achten ist.
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    OR spectrum 18 (1996), S. 126-126 
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  • 90
    ISSN: 1436-6304
    Keywords: Production scheduling ; dynamic setup change ; Produktionsablaufplanung ; stochastisches Flow-Shop-Problem
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Description / Table of Contents: Zusammenfassung Wir betrachten ein zweistufiges Produktionssystem, in dem zwei Produkte mit konstanten produktspezifischen Produktionsgeschwindigkeiten und Rüstzeiten bearbeitet werden. Zwischen den beiden Maschinen sind zwei produktspezifische Puffer angeordnet. Die Nachfragerate für jedes Produkt ist abschnittsweise konstant. Jede Maschine unterliegt zeitabhängigen Störungen. Die fehlerfreien Laufzeiten und die Reparaturzeiten sind exponentialverteilte Zufallsvariablen, wobei Rüst- und Bearbeitungsvorgänge nach einer störungsbedingten Unterbrechung ohne Verlust fortgesetzt werden. Wir modellieren das Produktionssystem als zeit- und mengenkontinuierlichen Prozeß. Es wird das Problem der Bestimmung der optimalen Kontrollpolitik mit dem Ziel der Minimierung der diskontierten Kosten bei unendlichem Horizont formuliert. Zur Bestimmung der Struktur der optimalen Kontrollpolitik wird eine diskretisierte Version des Problems mit Hilfe der dynamischen Programmierung unter Berücksichtigung einer stückweise linearen Strafkostenfunktion gelöst. Anschließend wird ein Algorithmus entwickelt, mit dem geringe Lagerbestände bei gleichzeitiger Erfüllung der Nachfrage erreicht werden können. Der Algorithmus, der auf einer hierarchischen Kontrollstruktur basiert, dient zur Bestimmung der Produktionszeitpunkte, wobei in Echtzeit auf zufällige Störungen im System reagiert werden kann. Die Leistungsfähigkeit des Verfahrens wird anhand eines Simulationsmodells mit alternativen Politiken verglichen.
    Notes: Abstract In this paper, we study a manufacturing system consisting of two machines separated by two intermediate buffers, and capable of producing two different products. Each product requires a constant processing time on each of the machines. Each machine requires a constant non-negligible setup change time from one product to the other. The demand rate for each product is considered to be piecewise constant. Each machine undergoes failure and repair. The time-to-failure and time-to-repair are exponentially distributed random variables. The setup change and processing operations are resumable. We model our system as a continuous time, continuous flow process. An optimal control problem is formulated for the system to minimize the total expected discounted cost over an infinite horizon. To determine the optimal control policy structure, a discrete version of the problem is solved numerically using a dynamic programming formulation with a piecewise linear penalty function. A real-time control algorithm is then developed with the objective of maintaining low work-in-process inventory and keeping the production close to the demand. The algorithm uses a hierarchical control structure to generate the loading times for each product on each machine in real time and to respond to random disruptions in the system. The system is simulated using this algorithm to study its performance. The performance of the algorithm is also compared to alternative policies.
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    OR spectrum 18 (1996), S. 127-130 
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    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Notes: Resümee CA-SuperProject ist ein ausgereiftes Projektmanagementtool, das in seinem Preissegment empfohlen werden kann. Für die Praxis bietet es die Möglichkeit, kleine bis mittelgroße Projekte effizient und durchgängig zu planen, zu steuern und zu kontrollieren. In der Lehre ist es vor allem als Übung zu den Vorlesungen Produktionssteuerung, Ablauforganisation und Projektmanagement zu empfehlen. Allen Anwendern wird mit der Wahl von einem Basismodus oder von vier Expertenmodi die Möglichkeit geboten, den Funktionsumfang auf die individuellen Ansprüche abzustimmen.
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  • 92
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    OR spectrum 18 (1996), S. 162-162 
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  • 93
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    OR spectrum 18 (1996), S. 117-125 
    ISSN: 1436-6304
    Keywords: Neuronale Netzwerke ; Prognose von Zeitreihen ; Nichtstationarität ; Dickey-Fuller-Test ; Neural network ; time series prediction ; non-stationarity ; Dickey-Fuller-Test
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Description / Table of Contents: Abstract In 1982, the working group “Forecasting Methods” of the Deutsche Gesellschaft für Operations Research (DGOR) carried out a forecasting comparison between 12 various models which were applied to 15 time series. The results of this study can be considered as a good benchmark for further prediction techniques. This paper reports upon the prediction of these 15 time series by using a Neural Network which was developed by the Backpropagation algorithm. The four highest autocorrelated lag-variables were used as the input variables of the Neural Network. The results show that the Neural Network delivered worse predictions than the other methods including the naive prediction by forecasting non-stationary time series. Stationary time series could be predicted better than the naive prediction, but in comparison to the other techniques the results were only average. After regarding the problem of non-stationarity by using the Dickey-Fuller-Test, first differences were chosen as the input-variables of the Neural Network. In this case, there was a considerable improvement, but the best method (Box-Jenkins' ARIMA technique) could not be surpassed.
    Notes: Zusammenfassung Die Arbeitsgruppe Prognoseverfahren der Deutschen Gesellschaft für Operations Research (DGOR) veröffentlichte 1982 einen Vergleich zwischen verschiedenen Prognoseverfahren. Die Studie wurde anhand 12 verschiedener Modelle und 15 Zeitreihen durchgeführt. Grundsätzlich können die Ergebnisse dieses Prognosevergleichs als objektiver und neutraler Vergleichsmaßstab für die Leistungen anderer Prognosemethoden betrachtet werden. Vor diesem Hintergrund wird in diesem Beitrag die Prognosequalität eines Neuronalen Netzes mit den in der DGOR-Studie beschriebenen Prognoseverfahren empirisch verglichen. Hierbei wird ein Backpropagation-Netz in Ansatz gebracht. Zur Bestimmung der exogenen Variablen werden die vier signifikantesten zeitverzögerten Variablen mittels einer Korrelationsanalyse ausgewählt. Als empirisches Ergebnis ist folgendes festzuhalten: • Im Falle von nichtstationären Zeitreihen liefern die Neuronalen Netze deutlich schlechtere Prognosen im Vergleich zu den anderen Methoden. Stationäre Zeitreihen können durch Neuronale Netze zwar besser vorhergesagt werden, aber dennoch ist die Prognosequalität nur durchschnittlich. • Falls bei nichtstationären Zeitreihen erste Differenzen als exogene Variablen verwendet werden, verbessert sich die Prognosequalität erheblich. Dennoch wird die beste Vorhersagemethode (ARMA-Verfahren nach Box-Jenkins) immer noch nicht übertroffen.
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  • 94
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    OR spectrum 18 (1996), S. 131-144 
    ISSN: 1436-6304
    Keywords: Cutting stock ; integer solutions ; heuristics ; linear programming ; column generation ; numerical experiments ; Zuschneideprobleme ; Ganzzahligkeit ; Heuristiken ; Lineare Optimierung ; Spaltengenerierung ; Numerische Experimente
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Description / Table of Contents: Zusammenfassung In der vorliegenden Arbeit betrachten wir das Problem der Bestimmung ganzzahliger Lösungen für das Standardproblem der eindimensionalen Zuschnittplanung. Insbesondere werden eine spezielle Klasse heuristischer Lösungsverfahren, die in der Literatur beschrieben sind, sowie einige naheliegende Varianten dieser Verfahren vorgestellt. Auf der Grundlage eines numerischen Experiments, bei dem 4.000 Probleme zufällig erzeugt und gelöst wurden, werden die Verfahren miteinander verglichen und im Hinblick auf die Kriterien „Lösungsqualität“ und „Rechenzeitbedarf“ beurteilt. Dabei zeigt sich nicht nur, daß zwei Verfahren deutlich besser als die übrigen einzustufen sind, sondern auch, daß mit ihrer Hilfe nahezu jede Problemausprägung des klassischen eindimensionalen Zuschneideproblems optimal gelöst werden kann.
    Notes: Abstract In this paper the problem of generating integer solutions to the standard one-dimensional cutting stock problem is treated. In particular, we study a specific class of heuristic approaches that have been proposed in the literature, and some straightforward variants. These methods are compared with respect to solution quality and computing time. Our evaluation is based on having solved 4,000 randomly generated test problems. Not only will it be shown that two methods are clearly superior to the others but also that they solve almost any instance of the standard one-dimensional cutting stock problem to an optimum.
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  • 95
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    OR spectrum 18 (1996), S. 168-168 
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  • 96
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    OR spectrum 18 (1996), S. 163-167 
    ISSN: 1436-6304
    Keywords: Majorization ; stochastic dominance ; expected utility ; demand theory ; Majorisierung ; stochastische Dominanz ; erwarteter Nutzen ; Nachfragetheorie
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Description / Table of Contents: Zusammenfassung In dieser Arbeit werden Begriffe der Kongruenz von Konsumentenpräferenzen und Marktpreisen definiert. Ein hoher Grad an Kongruenz erweist sich als nachteilig für den Konsumenten. Dieses Ergebnis wird benutzt, um für ein einfaches Investitionsmodell den zu erwartenden Nutzen, der sich bei einem Konsum über mehrere Perioden ergibt, zu ermitteln.
    Notes: Abstract Notions of congruence between the tastes of the consumer and the market prices are defined and it is shown that the higher the degree of congruence, the worse off the consumer is. Applications to consumption over time and expected utility are given.
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  • 97
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    OR spectrum 18 (1996), S. 145-161 
    ISSN: 1436-6304
    Keywords: General-shop problem ; sequence dependent setup-times ; branch & bound method ; block approach ; immediate selection ; job-shop ; open-shop ; disjunctive graph model ; Allgemeine Shop-Probleme ; reihenfolgeabhängige Rüstzeiten ; Branch- und Bound-Verfahren ; Blockansatz ; Immediate-Selection ; Jop-Shop ; Open-Shop ; disjunktiver Graph
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Description / Table of Contents: Zusammenfassung Es wird ein Branch & Bound-Algorithmus für ein sehr allgemeines Scheduling Problem mitn Jobs undm Maschinen vorgestellt. Jeder Job besteht aus einer Menge von Operationen, die auf einer ausgewählten Maschine bearbeitet werden müssen. Zwischen den Operationen sind beliebige Vorrangbeziehungen möglich. Ferner werden die Operationen in Gruppen aufgeteilt. Wenn auf einer Maschine eine Operation der GruppeG g unmittelbar nach einer Operation der GruppeG f bearbeitet wird, ist eine Rüstzeit vons fg Zeiteinheiten notwendig. Wir setzen voraus, daßs fg=0 fürf=g und daß dies fg die Dreiecksungleichung erfüllen. Sowohl für dieses allgemeine Problem als auch für Spezialfälle wie das Job-Shop Problem und das Open-Shop Problem werden Rechenergebnisse vorgestellt.
    Notes: Abstract A branch & bound algorithm is presented for a very general scheduling problem withn jobs andm machines. Each job consists of a set of operations. Each operation has to be processed on a dedicated machine. There may be arbitrary precedence relations between the operations. The set of all operations is partitioned into groups. If on a machine an operation belonging to groupG g is processed immediately after an operation belonging to groupG f there is a setup ofs fg time units. We assume thats fg=0 iff=g and that thes fg satisfy the triangle inequality. Computational results for this general problem as well as for special cases like the job-shop problem and the open-shop problem are reported.
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  • 98
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    OR spectrum 18 (1996), S. 169-178 
    ISSN: 1436-6304
    Keywords: Timed Token Rotation Protokoll ; Feldbus ; Leistung(-Bewertung) ; Nichtlineare Optimierung ; Timed token rotation protocol ; fieldbus ; performance (evaluation) ; nonlinear optimization
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Description / Table of Contents: Abstract In this paper, models are presented with whose help it is possible to undertake parameter optimization of Timed Token Rotation Protocol-systems. The parameters to be optimized are the waiting time of one (or more) station(s) and the throughput. The basis for these models are, on the one hand, approximations of the waiting time achieved through analytic heuristic means, which were validated by simulation, and on the other hand, modern methods of nonlinear optimization. The approximation formula for the waiting time is represented as the minimizing objective function, wherein the user requirements that are to be met in the search for an optimum are taken into consideration in the form of constraints (here: inequalities). Introduced in this paper are mono-criterium operation, where only the ‘waiting time’ criterium is considered, and bi-criteria operation, where the goals are both minimization of waiting time and maximization of throughput. Finally, the introduced optimization models are applied to examples.
    Notes: Zusammenfassung In dieser Arbeit werden Modelle zur Verfügung gestellt, mit deren Hilfe es möglich ist, Parameteroptimierungen von Timed Token Rotation Protokoll-Systemen vorzunehmen. Die zu optimierenden Parameter sind dabei die Wartezeit einer (mehrerer) Station(en) bzw. der Durchsatz. Grundlage dieser Modelle sind einerseits analytisch-heuristisch gewonnene Wartezeitapproximationen, die mittels Simulation validiert wurden, und andererseits moderne Methoden der nichtlinearen Optimierung. Die Wartezeitapproximationsformel stellt jeweils die zu minimierende Zielfunktion dar, wobei die Forderungen des Anwenders, die bei der Suche eines Optimums einzuhalten sind, in Form von Nebenbedingungen (hier: Ungleichungen) berücksichtigt werden. Es werden monokriterielle Verfahren, bei denen nur das Kriterium ‘Wartezeit’ zur Diskussion steht, und bikriterielle Verfahren vorgestellt, deren Ziel darin besteht, sowohl die Wartezeit zu minimieren als auch den Durchsatz zu maximieren. Schließlich werden die vorgestellten Optimierungsmodelle an Beispielen demonstriert.
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    OR spectrum 18 (1996), S. 196-196 
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    OR spectrum 18 (1996), S. 179-186 
    ISSN: 1436-6304
    Keywords: Ambiguity ; information evaluation ; experimental economics ; Ambiguität ; Informationsbewertung ; Experimentelle Wirtschaftsforschung
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Description / Table of Contents: Zusammenfassung Ein Entscheider hat die Wahl zwischen mehreren Handlungsalternativen. Einige Alternativen sind einfache Lotterien. Andere bestehen darin, zunächst zusätzliche Informationen über Ergebnisse oder Eintrittswahrscheinlichkeiten von Ergebnissen bei diesen Lotterien zu erwerben, bevor eine verbindliche Wahl zwischen den Lotterien getroffen wird. In diesem Artikel werden Hypothesen über den Zusammenhang zwischen demGrad der Ambiguitätsaversion und der Zahlungsbereitschaft für Informationen über das Ergebnis einfacher Zwei-Zustände-Lotterien aus demChoquet-Erwartungsnutzen-Modell abgeleitet. Diese Hypothesen werden in einem Experiment getestet. 157 Studenten werden, bevor sie sich zwischen einer sicheren Zahlung und Lotterien unterschiedlicher Ambiguität entscheiden müssen, nach ihrer Zahlungsbereitschaft für die Information, welcher von zwei zahlungsrelevanten Umweltzuständen eintritt, gefragt. Das wichtigste Ergebnis des Experiments ist, daßder vom Choquet-Erwartungsnutzen-Modell vorhergesagte Pessimismus bei der Bewertung von Information empirisch nicht beobachtet werden kann.
    Notes: Abstract Assume a decision maker has a choice between several acts. Some of the alternatives are simple lotteries; others consist of gathering additional (costy) information on outcomes or probabilities of the available simple lotteries prior to making a binding choice between them. In this paper hypotheses are derived from the Choquet Expected Utility model about the relationship between the degree of ambiguity aversion and the willingness-to-pay for information revealing the outcome of simple two-state-lotteries. These hypotheses are tested experimentally. 157 students are asked to state their willingness-to-pay for information, revealing the true payment relevant state, before making choices between a certain amount of money and two-state-lotteries of varying degrees of ambiguity. In the experiment the pessimism predicted by the Choquet Expected Utility model is not observed empirically.
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