Statistical mechanics and ocean circulation

We apply equilibrium statistical mechanics based upon the conservation of energy and potential enstrophy to the mass-density distribution within the ocean, using a Monte Carlo method that conserves the buoyancy of each fluid particle. The equilibrium state resembles the buoyancy structure actually observed.     

Statistical inference for detrended point processes

We consider a multivariate point process with a parametric intensity process which splits into a stochastic factor b_t and a trend function a_t of a squared polynomial form with exponents larger than . Such a process occurs in a situation where an underlying process with intensity b_t can be observed on a transformed time scale only. On the basis of the maximum likelihood estimator for the unknown parameter a detrended (or residual) process is defined by transforming the occurrence times via integrated estimated trend function. It is shown that statistics (mean intensity, periodogram estimator) based on the detrended process exhibit the same asymptotic properties as they do in the case of the underlying process (without trend function). Thus trend removal in point processes turns out to be an appropriate method to reveal properties of the (unobservable) underlying process – a concept which is well established in time series. A numerical example of an earthquake aftershock sequence illustrates the performance of the method.     

Computational applications of nonextensive statistical mechanics

Computational applications of the nonextensive entropy _Sq$S_q$ and nonextensive statistical mechanics, a current generalization of the Boltzmann–Gibbs (BG) theory, are briefly reviewed. The corresponding bibliography is provided as well.     

Identification of the relaxation kernel in diffusion processes and viscoelasticity with memory via deconvolution

We present an algorithm for the identification of the relaxation kernel in the theory of diffusion systems with memory (or of viscoelasticity), which is linear, in the sense that we propose a linear Volterra integral equation of convolution type whose solution is the relaxation kernel. The algorithm is based on the observation of the flux through a part of the boundary of a body. The identification of the relaxation kernel is ill posed, as we should expect from an inverse problem. In fact, we shall see that it is mildly ill posed, precisely as the deconvolution problem which has to be solved in the algorithm we propose. Copyright © 2016 John Wiley & Sons, Ltd.     

Statistical mechanics of choice: MaxEnt estimation of population heterogeneity

The paper studies heterogeneity of large populations of decision-makers in terms of their choice behavior. It is argued that heterogeneity measures may be deduced from the aggregate data by application of the Maximum Entropy (MaxEnt) formalism. The case of the aggregate data being comprised of value shares is studied in detail; it is shown that the estimate of heterogeneity belongs to the product-form family of probability distributions.     

Statistical analysis of dyadic stationary processes

In this paper we consider a multiple dyadic stationary process with the Walsh spectral density matrix f(), where is an unknown parameter vector. We define a quasi-maximum likelihood estimator % MathType!MTEF!2!1!+-% feaafeart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn% hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr% 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq-Jc9% vqaqpepm0xbba9pwe9Q8fs0-qqaqpepae9pg0FirpepeKkFr0xfr-x% fr-xHapdbiqaaeGaciGaaiaabeqaamaabaabaaGcbaGabeiUdyaaja% aaaa!377D!\[{\rm{\hat \theta }}\] of , and give the asymptotic distribution of % MathType!MTEF!2!1!+-% feaafeart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn% hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr% 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq-Jc9% vqaqpepm0xbba9pwe9Q8fs0-qqaqpepae9pg0FirpepeKkFr0xfr-x% fr-xHapdbiqaaeGaciGaaiaabeqaamaabaabaaGcbaGabeiUdyaaja% aaaa!377D!\[{\rm{\hat \theta }}\] under appropriate conditions. Then we propose an information criterion which determines the order of the model, and show that this criterion gives a consistent order estimate. As for a finite order dyadic autoregressive model, we propose a simpler order determination criterion, and discuss its asymptotic properties in detail. This criterion gives a strong consistent order estimate. In Section 5 we discuss testing whether an unknown parameter satisfies a linear restriction. Then we give the asymptotic distribution of the likelihood ratio criterion under the null hypothesis.This work is supported by Contract N00014-85-K-0292 of the Office of Naval Research and Contract F49620-85-C-0008 of the Air Force Office of Scientific Research. The United States Government is authorized to reproduce and distribute reprints for governmental purposes notwithstanding any copyright notations hereon.The work of this author was done at the Center for Multivariate Analysis. His permanent address is Department of Mathematics, Hiroshima University, Hiroshima 730, Japan.     

阳性药对照临床试验中非劣效性检验的统计分析方法及相关问题

现阶段所进行的新药临床试验设计方法中,由于以安慰剂为对照的优效性临床试验存在伦理方面的问题,以阳性药为对照的非劣效性临床试验在新药临床试验中的作用越来越重要。本文就现有几种非劣效性临床试验统计学方法进行回顾比较并附以实例。经比较,可信区间法在一类错误上相对于合成法较保守,而两阶段阳性对照试验法则可通过对阳性对照药的疗效的判断尽早的终止无效的非劣效试验。最后,探索分析了现有非劣效检验统计方法需要改进的地方。     

零均值、窄带高斯过程的过阀特性

对工程实际中经常遇到的零均值、窄带高斯过程过阀问题的统计特性作了系统的讨论,包括过阀概率、过阀平均次数、平均过阀延续时间和平均过阀幅值。提出了一种新的数值方法来计算平均过阀延续时间,该方法简单明了、使用方便。定义了一种度量过阀严重程度的新指标,称为“过阀强度”,等于单位时间过阀平均次数、平均过阀延续时间和平均过阀幅值三项乘积与阀值之比。大量的随机过程和阀值的组合计算结果表明,过阀强度仅仅与过阀概率有关,而与阀值大小、随机过程的谱密度无关,该规律深入地揭示了过阀特性的内在联系。     

A relaxation method of an alternating iterative MFS algorithm for the Cauchy problem associated with the two‐dimensional modified Helmholtz equation

We propose two algorithms involving the relaxation of either the given Dirichlet data or the prescribed Neumann data on the over‐specified boundary in the case of the alternating iterative algorithm of Kozlov et al. (USSR Comput Math Math Phys 31 (1991), 45–52) applied to the Cauchy problem for the two‐dimensional modified Helmholtz equation. The two mixed, well‐posed and direct problems corresponding to every iteration of the numerical procedure are solved using the method of fundamental solutions (MFS), in conjunction with the Tikhonov regularization method. For each direct problem considered, the optimal value of the regularization parameter is selected according to the generalized cross‐validation criterion. The iterative MFS algorithms with relaxation are tested for Cauchy problems associated with the modified Helmholtz equation in two‐dimensional geometries to confirm the numerical convergence, stability, accuracy and computational efficiency of the method. © 2011 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2011     

The varieties of mechanics by 1800

After an exploration of some of the basic categories attending mechanics, Newtonianism, and physics, a survey is given of the range of subjects covered by mechanics at the end of the 18th century, and the three main traditions operative in the subject are stressed. A few major French figures of that time are then noted, and also some views evident in certain other countries. The appendix of the paper is concerned with bibliographical questions; and an extensive bibliography, mostly of secondary literature, is appended.     

非线性刚性微分-代数系统的波形松弛离散法

研究基于Runge-Kutta方法的波形松弛离散过程,得到新的刚性微分-代数系统的收敛理论,及该类系统解的存在性和惟一性,并用具体算例测试该理论的有效实用性.     

Nonequilibrium statistical thermodynamics of positronium atoms moving in solids

We calculate the quasitemperature of positronium atoms moving in a solid in the framework of nonequilibrium statistical thermodynamics. We represent the quasitemperature in the form of the renormalized temperature of the thermostat. The renormalization results from taking the positronium formation rate, the kinetic effects of interaction, and the dynamical effects of collisions into account. We obtain an expression for the thermalization time of positronium atoms.Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 142, No. 1, pp. 112–126, January, 2005.     

Non-homogeneous quantum Markov states and quantum Markov fields

The program relative to the investigation of quantum Markov states for general one-dimensional spin models is carried on, following a strategy developed in the last years. In such a way, the emerging structure is fully clarified. This analysis is a starting point for the solution of the basic (still open) problem concerning the construction of a satisfactory theory of quantum Markov fields, i.e. quantum Markov processes with multi-dimensional indices.     

Weighted relaxation for multigrid reduction in time

Current trends in computer architectures now mean that faster computation speed must come primarily from increased concurrency, not faster clock speeds, which are stagnating. Thus, this situation creates bottlenecks for serial algorithms, including the well-known bottleneck for sequential time-integration, where each individual time-value (i.e., time-step) is computed sequentially. One approach to alleviate this and achieve parallelism in time is with multigrid. In this work, we consider multigrid-reduction-in-time (MGRIT), a multilevel method applied to the time dimension that computes multiple time-steps in parallel. Like all multigrid methods, MGRIT relies on the complementary relationship between relaxation on a fine-grid and a correction from the coarse grid to solve the problem. All current MGRIT implementations are based on unweighted-Jacobi relaxation; here we introduce the concept of weighted relaxation to MGRIT. We derive new convergence bounds for weighted relaxation, and use this analysis to guide the selection of relaxation weights. Numerical results then demonstrate that by choosing appropriate non-unitary relaxation weights, one can achieve faster convergence rates and lower iteration counts for MGRIT when compared with unweighted relaxation. In most cases, weighted relaxation yields a 10%–20% saving in iterations, which is significant when using large high-performance computers. For A-stable integration schemes, results also illustrate that under-relaxation can restore convergence in some cases where unweighted relaxation is not convergent.     

基于统计过程控制技术的项目管理可视化控制系统

概述IMCS-SPC模型的总体框架、组成部分以及两大核心技术(多变量统计过程控制技术和虚拟现实可视化技术);详细讨论项目管理者构建IMCS-SPC模型的基本步骤。作为一种采用多元统计分析进行过程控制的可视化决策支持系统,IMCS-SPC为项目管理者提供了一种十分清晰、直观的过程控制方法和工具,可有效提高项目管理效率,以确保项目过程的正常运行。     

Overlapping Schwarz waveform relaxation method for the solution of the reaction-diffusion equation

We are interested in solving time dependent problems using domain decomposition methods. In the classical approach, one discretizes first the time dimension and then one solves a sequence of steady problems by a domain decomposition method. In this article, we treat directly the time dependent problem and we study a Schwarz waveform relaxation algorithm for the convection diffusion equation. We study the convergence of the overlapping Schwarz waveform relaxation method for solving the reaction-diffusion equation over multi-overlapped subdomains. Also we will show that the method converges linearly and superlinearly over long and short time intervals, and the convergence depends on the size of overlap. Numerical results are presented from solutions of a specific model problems to demonstrate the convergence, linear and superlinear, and the role of the overlap size.     

On a relaxation approximation of the incompressible Navier-Stokes equations

We consider a hyperbolic singular perturbation of the incompressible Navier Stokes equations in two space dimensions. The approximating system under consideration arises as a diffusive rescaled version of a standard relaxation approximation for the incompressible Euler equations. The aim of this work is to give a rigorous justification of its asymptotic limit toward the Navier Stokes equations using the modulated energy method.