A projection method of estimation for a subfamily of exponential families

Summary This paper is concerned with estimation for a subfamily of exponential-type, which is a parametric model with sufficient statistics. The family is associated with a surface in the domain of a sufficient statistic. A new estimator, termed a projection estimator, is introduced. The key idea of its derivation is to look for a one-to-one transformation of the sufficient statistic so that the subfamily can be associated with a flat subset in the transformed domain. The estimator is defined by the orthogonal projection of the transformed statistic onto the flat surface. Here the orthogonality is introduced by the inverse of the estimated variance matrix of the statistic on the analogy of Mahalanobis's notion (1936,Proc. Nat. Inst. Sci. Ind.,2, 49–55). Thus the projection estimator has an explicit representation with no iterations. On the other hand, the MLE and classical estimators have to be sought as numerical solutions by some algorithm with a choice of an initial value and a stopping rule. It is shown that the projection estimator is first-order efficient. The second-order property is also discussed. Some examples are presented to show the utility of the estimator.     

Exact solution of a class of nonlinear knapsack problems

We consider a class of nonlinear knapsack problems with applications in service systems design and facility location problems with congestion. We provide two linearizations and their respective solution approaches. The first is solved directly using a commercial solver. The second is a piecewise linearization that is solved by a cutting plane method.     

有资格限制的指派问题的求解方法

在实际的指派工作中，常会遇到某个人有没有资格去承担某项工作的问题，因此，本建立了有资格限制的指派问题的数学模型。在此数学模型中，将效益矩阵转化为判定矩阵，由此给出了判定此种指派问题是否有解的方法；在有解的情况下，进一步将效益矩阵转化为求解矩阵，从而将有资格限制的指派问题化为传统的指派问题来求解。最后给出了一个数值例子来说明这样的处理方法是有效的。     

Numerical computation of stability and detection of Hopf bifurcations of steady state solutions of delay differential equations

The characteristic equation of a system of delay differential equations (DDEs) is a nonlinear equation with infinitely many zeros. The stability of a steady state solution of such a DDE system is determined by the number of zeros of this equation with positive real part. We present a numerical algorithm to compute the rightmost, i.e., stability determining, zeros of the characteristic equation. The algorithm is based on the application of subspace iteration on the time integration operator of the system or its variational equations. The computed zeros provide insight into the system’s behaviour, can be used for robust bifurcation detection and for efficient indirect calculation of bifurcation points. This revised version was published online in June 2006 with corrections to the Cover Date.     

Stabilization of the motion of a spherical robot using feedbacks

The paper is concerned with the problem of stabilizing a spherical robot of combined type during its motion. The focus is on the application of feedback for stabilization of the robot which is an example of an underactuated system. The robot is set in motion by an internal wheeled platform with a rotor placed inside the sphere. The results of experimental investigations for a prototype of the spherical robot are presented.     

The stress state of an elastic composite cone with centre of rotation at the apex

The torsion of a composite cone that has a centre of rotation at its apex is investigated in a spherical system of coordinates. A composite cone is a cone with one shear modulus, inserted into a conical funnel having another shear modulus and with ideal mechanical contact between its surface and the inner surface of the conical funnel. The auxiliary problem of a composite cone with its apex truncated by a spherical surface is considered first. The outer surface of such a conical body is not loaded, but a load that reduces to a torque is applied to its spherical surface. The auxiliary problem is reduced to a one-dimensional discontinuous boundary-value problem using a specially constructed integral transformation. The exact solution of this boundary-value problem is constructed. The limit is then taken in the solution obtained as the radius of the spherical surface tends to zero for the purpose of obtaining an exact solution of the problem of the torsion of a composite cone that has a centre of rotation at the apex.     

k-树的补图的最小填充和树宽

一个图的最小填充问题是寻求边数最少的弦母图,一个图的树宽问题是寻求团数最小的弦母图,这两个问题分别在稀疏矩阵计算及图的算法设计中有非常重要的作用．一个k-树G的补图G称为k-补树．本文给出了k-补树G的最小填充数f(G) 及树宽TW(G)．     

Split fields and direction of propagation for the solution to first-order systems of equations

The standard wave-splitting approach for the wave equation in inhomogeneous media is first reexamined. Next, by analogy with the theory of wave propagation through singular surfaces, a characterization is given for a function in space-time to represent a wave propagating in a direction. The condition is applied in connection with a simple example and found to be quite restrictive. The same problem is then considered in the Fourier-transform domain where the unknown function is an n-tuple satisfying a system of ordinary differential equations. The condition for propagation in a direction is established for the Fourier components. Next, some physical problems are considered which are expressed by partial differential equations or by integro-differential equations. The associated first-order system of equations is examined in terms of the eigenvalues of a matrix. This shows that, for any eigenvalue, the direction of propagation may change with the frequency and that arguments about the dominance of the principal part of the operator may cease to hold.     

Application of the method of conditional moments to investigating the deformation properties of orthotropic composites with fiber microdamages

A model of deformation of stochastic composites subjected to microdamage is developed for the case of orthotropic materials with microdamages accumulating in the fibers. The composite is treated as a matrix strengthened with elliptic fibers with orthotropic elastic properties. The fractured microvolumes are modeled by a system of randomly distributed quasi-spherical pores. The porosity balance equation and relations for determining the effective elastic moduli for the case of a fibrous composite with orthotropic components are used as the fundamental relations. The fracture criterion is given as a limit value of the intensity of average shear stresses occurring in the undamaged part of the material, which is assumed to be a random function of coordinates and is described by the Weibull distribution. Based on an analytical and numerical approach, the algorithm for determining the nonlinear deformation properties of such a material is constructed. The nonlinearity of composite deformations is caused by the accumulation of microdamages in the fibers. By using a numerical solution, the nonlinear stress–strain diagrams for an orthotropic composite in uniaxial tension are obtained. Translated from Mekhanika Kompozitnykh Materialov, Vol. 45, No. 1, pp. 17–30, January–February, 2009.     

Monotonicity and stability of periodic polling models

This paper deals with the stability of periodic polling models with a mixture of service policies. Customers arrive according to independent Poisson processes. The service times and the switchover times are independent with general distributions. The necessary and sufficient condition for the stability of such polling systems is established. The proof is based on the stochastic monotonicity of the state process at the polling instants. The stability of only a subset of the queues is also analyzed and, in case of heavy traffic, the order of explosion of the queues is given. The results are valid for a model with set-up times, and also when there is a local priority rule at the queues.This work was supported in part by a Fellowship of the Netherlands Organization for Scientific Research NWO-ECOZOEK.     

Time discretization via Laplace transformation of an integro-differential equation of parabolic type

We consider the discretization in time of an inhomogeneous parabolic integro-differential equation, with a memory term of convolution type, in a Banach space setting. The method is based on representing the solution as an integral along a smooth curve in the complex plane which is evaluated to high accuracy by quadrature, using the approach in recent work of López-Fernández and Palencia. This reduces the problem to a finite set of elliptic equations with complex coefficients, which may be solved in parallel. The method is combined with finite element discretization in the spatial variables to yield a fully discrete method. The paper is a further development of earlier work by the authors, which on the one hand treated purely parabolic equations and, on the other, an evolution equation with a positive type memory term. The authors acknowledge the support of the Australian Research Council.     

Mathematical modeling of marine sounding by the field of a high-power distant source in the presence of a complex coastline

The article considers a method for three-dimensional mathematical modeling of the effect of a bending coastline on the electromagnetic field. A sea with a peninsula and with a bay is examined. The effect of the peninsula and the bay on the coast skin effect is investigated. The problem is solved by the integral equation method.     

Numerical Approximation of the Spectra of Phan-Thien Tanner Liquids

The linear stability of the linear Phan-Thien Tanner (PTT) fluid model is investigated for plane Poiseuille flow. The PTT model involves parameters that can be used to fit shear and extensional data, which makes it suitable for describing both polymer solutions and melts. The base flow is determined using a Chebyshev-tau method. The linear stability equations are also discretized using Chebyshev approximations to furnish a generalized eigenvalue problem. The spectrum is shown to comprise a continuous part and a discrete part. The theoretical and numerical results are validated for the UCM and Oldroyd-B models, which are special cases of the PTT model, by comparing with results in the literature. It is demonstrated that the linear PTT fluid is stable to infinitesimal disturbances with respect to the range of shear-thinning, extensional and elasticity parameters considered. The computational efficiency and accuracy of the numerical method are also investigated.     

Vibration analysis of rotating systems with open and breathing cracks

This paper is concerned with vibration analysis of rotating systems containing cracks. The flexibility matrix of cracked element is calculated with modified integration limits which is more accurate than conventional methods. The effect of this modification on the coefficients of flexibility matrix is presented for a simple rotor system containing open crack. To model the crack breathing behavior, a new finite element approach is introduced and implemented. Then, the dynamic response of a rotor with a breathing crack is evaluated by using the frequency/time domain approach (short time Fourier transform). The ability of short time Fourier transform to detect small cracks is investigated and compared with the transient response. The results provide a possible basis for an on-line monitoring system.     

Simulating the motion of the leech: A biomechanical application of DAEs

In this paper a mathematical model is developed for the dynamical behaviour of a hydrostatic skeleton. The basic configuration is taken from the worm-like shape of the medicinal leech. It consists of a sequence of hexahedra with damped elastic springs as edges to model the various parts of the musculature. The system is stabilized by the constraint of constant volume either in the whole body or in prescribed compartments. We set up Lagrange's equations of motion with the Lagrange multipliers being the pressure values in the compartments. The equations of motion lead to a large differential-algebraic system which is solved by an application of semi-explicit numerical methods. Though the model has not yet been adapted to experimental data, first simulations with a simplified set of parameters show that it is capable of generating basic movements of the leech such as crawling and swimming. This revised version was published online in June 2006 with corrections to the Cover Date.     

Influence of particle size on the fracture toughness of a PP-based particulate composite

The main focus of this paper is a numerical investigation of the fracture behavior of a particulate composite (CaCO₃-PP). The composite is modeled as a three-phase continuum and simulated numerically on a microscale by using finite elements. The propagation of a microcrack in a matrix filled with rigid particles covered by an interphase is analyzed. The stress distribution is determined for a variety of particle sizes and material properties of the interphase. The final results, in agreement with experimental data, confirm that the microcrack behavior depends on particle sizes. Russian translation published in Mekhanika Kompozitnykh Materialov, Vol. 45, No. 3, pp. 411-418, May-June, 2009.     

Solution of the stationary problem of heat conduction of laminated anisotropic inhomogeneous plates by the method of initial functions

The problem of stationary heat conduction of laminated plates of constant and variable thickness is formulated in the three-dimensional statement. We reduce the three-dimensional problem to a twodimensional one by the method of initial functions. For plates with layers of variable thickness, a system of resolving equations with variable coefficients is obtained. The obtained two-dimensional boundary-value problems are analyzed. For plates with homogeneous layers of constant thickness, we construct a solution in an analytic form. It is shown that this solution coincides with a solution obtained by the method of separation of variables.     

Numerical simulation of the evolution of ion clouds in a mass spectrometer by the particle-in-cell method

At present, mass spectrometry is the main analytical technique used in the studies on determining the composition of biomolecules. In such studies, the accuracy of determining the mass values is affected by hidden parameters (Coulomb interaction of analyzed ions with each other and with the walls of the mass-spectrometer trap).The problem consists in the development of a parallel computer code that allows simulation of the millions of charged ions and can reproduce the times of a real experiment in order to study the influence of Coulomb forces on the mass spectrum.The mathematical formulation of the original physical problem is presented. It is proposed to use the particle-in-cell method for simulation of the motion of ion clouds in the trap. The equations of motion are integrated with the use of a scheme with frequency correction. This approach ensures exact reproduction of the cyclotron motion and the ion cyclotron resonance. The Poisson equation is solved at each time step with the use of a method based on the fast Fourier transform. The code is written in Fortran 90 and is parallelized with the use of OpenMP directives.Comparison is performed with a real experiment with protein cytochrome c. The effect of coalescence of spectral peaks is demonstrated at high charge densities in the case of three masses.