Optimal volume-corrected laplace-metropolis method

The article provides a refinement for the volume-corrected Laplace-Metropolis estimator of the marginal likelihood of DiCiccioet al. The correction volume of probability α in DiCiccioet al. is fixed and suggested to take the value α=0.05. In this article α is selected based on an asymptotic analysis to minimize the mean square relative error (MSRE). This optimal choice of α is shown to be invariant under linear transformations. The invariance property leads to easy implementation for multivariate problems. An implementation procedure is provided for practical use. A simulation study and a real data example are presented.     

Radiation Transfer in a Binary, Stochastic Medium with Strongly Fluctuating Parameters

The propagation of radiation in a three-dimensional, inhomogeneous, stochastic, scattering medium and in an equivalent homogeneous medium has been investigated by the small-angle iteration method. The statistical structure of the scattering parameters of a three-dimensional medium has been described within the framework of the two-dimensional Poisson process and the binary Markov process. The analytical data obtained point to the fact that the three-dimensional inhomogeneity of a stochastic medium significantly influences the radiation transfer in it.     

正系数多项式倒数逼近的点态和整体估计

利用Ditzian-Totik光滑模对于[0,1]上定义的非角连续函数f(x)，且f(x)≠0，文中证明存在正系数多项式Pn(x)及常数C，使得|f9x)-1/Pn(x)|≤Cωψ^λ（f,n^-1/2(ψ(x) 1/√n)^1-λ)。当λ＝1时，上述结果导出已有的整体估计，而当0≤λ＜1时，得到倒数逼近一个新的点态局部估计。     

各向异性黏弹性介质伪谱法波场模拟

当地震信号通过复杂地球介质时，地层除了表现为各向异性，还表现为内在的黏弹性特征 因此，为准确描述地震波在地球介质中的传播特征，理想的地球介质模型应该能够模拟岩石 的各向异性特征和衰减特征.给出了各向异性黏弹性介质模型的波动方程，推导了伪谱法波场正演模拟的递推公式，并利用伪谱法实现了地震波波场数值模拟.表明了该介质模型中地 震波场特征与各向异性主轴方位和介质的黏滞性参数之间的关系. 关键词： 黏弹性 各向异性 伪谱法     

Finite-Part Integrals and Modified Splines

We first state a uniform convergence theorem for finite-part integrals which are derivatives of weighted Cauchy principal value integrals. We then give a two-stage process to modify approximating splines and optimal nodal splines in such a way that the conditions of this theorem are satisfied. Consequently, these modified splines can be used in the numerical evaluation of these finite-part integrals.     

Numerical integration of 2‐D integrals based on local bivariate C 1 quasi‐interpolating splines

In this paper cubature formulas based on bivariate C ¹ local polynomial splines with a four directional mesh [4] are generated and studied. Some numerical results with comparison with other methods are given. Moreover the method proposed is applied to the numerical evaluation of 2‐D singular integrals defined in the Hadamard finite part sense. Computational features, convergence properties and error bounds are proved. This revised version was published online in August 2006 with corrections to the Cover Date.     

An interpolation approximation for the GI/G/1 queue based on multipoint Padé approximation

The performance evaluation of many complex manufacturing, communication and computer systems has been made possible by modeling them as queueing systems. Many approximations used in queueing theory have been drawn from the behavior of queues in light and heavy traffic conditions. In this paper, we propose a new approximation technique, which combines the light and heavy traffic characteristics. This interpolation approximation is based on the theory of multipoint Padé approximation which is applied at two points: light and heavy traffic. We show how this can be applied for estimating the waiting time moments of the ^GI/G/1 queue. The light traffic derivatives of any order can be evaluated using the MacLaurin series analysis procedure. The heavy traffic limits of the ^GI/G/1 queue are well known in the literature. Our technique generalizes the previously developed interpolation approximations and can be used to approximate any order of the waiting time moments. Through numerical examples, we show that the moments of the steady state waiting time can be estimated with extremely high accuracy under all ranges of traffic intensities using low orders of the approximant. We also present a framework for the development of simple analytical approximation formulas. This revised version was published online in June 2006 with corrections to the Cover Date.     

ContributionsSign-balanced covering matrices

A q × n array with entries from 0, 1,…,q − 1 is said to form a difference matrix if the vector difference (modulo q) of each pair of columns consists of a permutation of [0, 1,… q − 1]; this definition is inverted from the more standard one to be found, e.g., in Colbourn and de Launey (1996). The following idea generalizes this notion: Given an appropriate δ (-[−1, 1]^t, a λq × n array will be said to form a (t, q, λ, Δ) sign-balanced matrix if for each choice C₁, C₂,…, C_t of t columns and for each choice = (₁,…,_t) Δ of signs, the linear combination ∑_j=1^t _jC_j contains (mod q) each entry of [0, 1,…, q − 1] exactly λ times. We consider the following extremal problem in this paper: How large does the number k = k(n, t, q, λ, δ) of rows have to be so that for each choice of t columns and for each choice (₁, …, _t) of signs in δ, the linear combination ∑_j=1^t _jC_j contains each entry of [0, 1,…, q t- 1] at least λ times? We use probabilistic methods, in particular the Lovász local lemma and the Stein-Chen method of Poisson approximation to obtain general (logarithmic) upper bounds on the numbers k(n, t, q, λ, δ), and to provide Poisson approximations for the probability distribution of the number W of deficient sets of t columns, given a random array. It is proved, in addition, that arithmetic modulo q yields the smallest array - in a sense to be described.     

EXISTENCE OF GLOBAL SMOOTH SOLUTION FOR SCALAR CONSERVATION LAWS WITH DEGENERATE VISCOSITY IN 2-DIMENSIONAL SPACE

This article concerns the existence of global smooth solution for scalar conservation laws with degenerate viscosity in 2-dimensional space. The analysis is based on successive approximation and maximum principle.     

Rational approximation in the complex plane using a τ-method and computer algebra

Numerous versions of the Lanczos τ-methods have been extensively used to produce polynomial approximations for functions verifying a linear differential equation with polynomial coefficients. In the case of an initial-value problem, an adapted τ-method based on Chebyshev series and the use of symbolic computation lead to a rational approximation of the solution on a region of the complex plane. Numerical examples show that the simplicity of the method does not prevent a high accuracy of results. This revised version was published online in June 2006 with corrections to the Cover Date.