Efficient Collocation Schemes for Singular Boundary Value Problems

We discuss an error estimation procedure for the global error of collocation schemes applied to solve singular boundary value problems with a singularity of the first kind. This a posteriori estimate of the global error was proposed by Stetter in 1978 and is based on the idea of Defect Correction, originally due to Zadunaisky. Here, we present a new, carefully designed modification of this error estimate which not only results in less computational work but also appears to perform satisfactorily for singular problems. We give a full analytical justification for the asymptotical correctness of the error estimate when it is applied to a general nonlinear regular problem. For the singular case, we are presently only able to provide computational evidence for the full convergence order, the related analysis is still work in progress. This global estimate is the basis for a grid selection routine in which the grid is modified with the aim to equidistribute the global error. This procedure yields meshes suitable for an efficient numerical solution. Most importantly, we observe that the grid is refined in a way reflecting only the behavior of the solution and remains unaffected by the unsmooth direction field close to the singular point.     

3-D vertical ray shooting and 2-D point enclosure, range searching, and arc shooting amidst convex fat objects

We present a new data structure for a set of n convex simply-shaped fat objects in the plane, and use it to obtain efficient and rather simple solutions to several problems including (i) vertical ray shooting—preprocess a set of n non-intersecting convex simply-shaped flat objects in 3-space, whose xy-projections are fat, for efficient vertical ray shooting queries, (ii) point enclosure—preprocess a set C of n convex simply-shaped fat objects in the plane, so that the k objects containing a query point p can be reported efficiently, (iii) bounded-size range searching— preprocess a set C of n convex fat polygons, so that the k objects intersecting a “not-too-large” query polygon can be reported efficiently, and (iv) bounded-size segment shooting—preprocess a set C as in (iii), so that the first object (if exists) hit by a “not-too-long” oriented query segment can be found efficiently. For the first three problems we construct data structures of size O(λ_s(n)log³n), where s is the maximum number of intersections between the boundaries of the (xy-projections) of any pair of objects, and λ_s(n) is the maximum length of (n, s) Davenport-Schinzel sequences. The data structure for the fourth problem is of size O(λ_s(n)log²n). The query time in the first problem is O(log⁴n), the query time in the second and third problems is O(log³n + klog²n), and the query time in the fourth problem is O(log³n).

We also present a simple algorithm for computing a depth order for a set as in (i), that is based on the solution to the vertical ray shooting problem. (A depth order for , if exists, is a linear order of , such that, if K₁, K₂ and K₁ lies vertically above K₂, then K₁ precedes K₂.) Unlike the algorithm of Agarwal et al. (1995) that might output a false order when a depth order does not exist, the new algorithm is able to determine whether such an order exists, and it is often more efficient in practical situations than the former algorithm.     

双层桥梁耦合系统的强迫振动

本文研究作为双层桥模型的梁方程耦合系统，利用Ｌｅｒａｙ－Ｓｃｈａｕｄｅｒ不动点定理，得到了一个关于这种系统的解的存在性定理，它类似于ＭｃＫｅｎｎａ和Ｗａｌｔｅｒ文２中关于吊桥方程的一个定理。     

Parametric estimation of discretely sampled Gamma-OU processes

The stationary Gamma-OU processes are recommended to be the volatility of the financial assets. A parametric estimation for the Gamma-OU processes based on the discrete observations is considered in this paper. The estimator of an intensity parameter A and its convergence result are given, and the simulations show that the estimation is quite accurate. Assuming that the parameter A is estimated, the maximum likelihood estimation of shape parameter c and scale parameter a, whose likelihood function is not explicitly computable, is considered. By means of the Gaver-Stehfest algorithm, we construct an explicit sequence of approximations to the likelihood function and show that it converges the true (but unkown) one. Maximizing the sequence results in an estimator that converges to the true maximum likelihood estimator and the approximation shares the asymptotic properties of the true maximum likelihood estimator. Some simulation experiments reveal that this method is still quite accurate in most of rational situations for the background of volatility.     

Mass transport in metals under intensive impulse reactions

An unusually high mobility of atoms under intensive impulse reactions is explained by the behavior of point defects at the shock wave front. It is shown that either a shock wave front or moving dislocations can capture the interstitials, or they can be thermally activated in the direction of the shock wave propagation.     

图像稳定技术中的像运动描述及其处理分析

随着图像系统的广泛应用,对图像的稳定要求也越来越高。图像的运动和不稳定是常见的,往往是由于载体的运动引起的,为了达到图像稳定的目的,就需要对其运动进行描述,然后采用相应的算法进行补偿。给出了运动对图像清晰度的影响及像偏移的估算,并对数字电子图像稳定系统进行了简单阐述。     

An admissible minimax estimator of a bounded scale-parameter in a subclass of the exponential family under scale-invariant squared-error loss

A subclass of the scale-parameter exponential family is considered and for the rth power of the scale parameter, which is lower bounded, an admissible minimax estimator under scale-invariant squared-error loss is presented. Also, an admissible minimax estimator of a lower-bounded parameter in the family of transformed chi-square distributions is given. These estimators are the pointwise limits of a sequence of Bayes estimators. Some examples are given.     

Statistical Inference with Fractional Brownian Motion

We give a test between two complex hypothesis; namely we test whether a fractional Brownian motion (fBm) has a linear trend against a certain non-linear trend. We study some related questions, like goodness-of-fit test and volatility estimation in these models.     

Estimation in the continuous time mover‐stayer model with an application to bond ratings migration

The usual tool for modelling bond ratings migration is a discrete, time‐homogeneous Markov chain. Such model assumes that all bonds are homogeneous with respect to their movement behaviour among rating categories and that the movement behaviour does not change over time. However, among recognized sources of heterogeneity in ratings migration is age of a bond (time elapsed since issuance). It has been observed that young bonds have a lower propensity to change ratings, and thus to default, than more seasoned bonds. The aim of this paper is to introduce a continuous, time‐non‐homogeneous model for bond ratings migration, which also incorporates a simple form of population heterogeneity. The specific form of heterogeneity postulated by the proposed model appears to be suitable for modelling the effect of age of a bond on its propensity to change ratings. This model, called a mover–stayer model, is an extension of a Markov chain. This paper derives the maximum likelihood estimators for the parameters of a continuous time mover–stayer model based on a sample of independent continuously monitored histories of the process, and develops the likelihood ratio statistic for discriminating between the Markov chain and the mover–stayer model. The methods are illustrated using a sample of rating histories of young corporate issuers. For these issuers the default probabilities predicted by the Markov chain and mover–stayer models are different. In particular for 1–4 years old bonds the mover–stayer model estimates substantially lower default probabilities from rating C than a Markov chain. Copyright © 2004 John Wiley & Sons, Ltd.     

Electronic transport properties of bismuth nanobridges through silicon-nitride membranes

The electronic transport through nanostructured bismuth nanobridges has been investigated at low temperatures (T<2 K) and in magnetic fields B up to 8.5 T. The samples show reproducible resistance fluctuations as a function of B, superimposed on a large magnetoresistance of up to 50%. In addition, time-dependent resistance fluctuations in zero magnetic field demonstrate the presence of bistable scatterers in the constriction region of our samples, which are described by two-level systems. Their dynamics are shown to be sensitive to subtle modifications of the static scatterer configuration in their vicinity, which cannot be detected in the sample magnetofingerprint.