Economic design of an adaptive <Emphasis Type="Italic">T</Emphasis><Superscript>2</Superscript> control chart

Varying three parameters of the Hotelling's T² control chart, namely, the sample size, the sampling interval length, and the action limit, results in a great improvement over the traditional T² control chart particularly for the small process shift. This paper presents the economic model for designing the variable parameters T² chart. In the economic design, a cost function is constructed, involving the cost of sampling and testing, the cost of false alarm, the cost to detect and remove the assignable cause, and the cost when the process is operating out-of-control. Also, a heuristic method of finding optimal values of adaptive design parameters for minimizing the cost function is presented. Variable and fixed parameters T² control charts are compared with respect to the expected loss per unit time. Furthermore, the effects of the initial sample number (used for estimating the parameters of F-distribution) upon the operating cost and adaptive design parameters are examined.     

On the k-sample Behrens-Fisher problem for high-dimensional data

For several decades, much attention has been paid to the two-sample Behrens-Fisher (BF) problem which tests the equality of the means or mean vectors of two normal populations with unequal variance/covariance structures. Little work, however, has been done for the k-sample BF problem for high dimensional data which tests the equality of the mean vectors of several high-dimensional normal populations with unequal covariance structures. In this paper we study this challenging problem via extending the famous Scheffe’s transformation method, which reduces the k-sample BF problem to a one-sample problem. The induced one-sample problem can be easily tested by the classical Hotelling’s T ² test when the size of the resulting sample is very large relative to its dimensionality. For high dimensional data, however, the dimensionality of the resulting sample is often very large, and even much larger than its sample size, which makes the classical Hotelling’s T ² test not powerful or not even well defined. To overcome this difficulty, we propose and study an L ²-norm based test. The asymptotic powers of the proposed L ²-norm based test and Hotelling’s T ² test are derived and theoretically compared. Methods for implementing the L ²-norm based test are described. Simulation studies are conducted to compare the L ²-norm based test and Hotelling’s T ² test when the latter can be well defined, and to compare the proposed implementation methods for the L ²-norm based test otherwise. The methodologies are motivated and illustrated by a real data example. The work was supported by the National University of Singapore Academic Research Grant (Grant No. R-155-000-085-112)     

A new control chart in contaminated data of t‐Student distribution for individual observations

Control charts are the most popular tool for monitoring production quality. In traditional control charts, it is usually supposed that the observations follow a multivariate normal distribution. Nevertheless, there are many practical applications where the normality assumption is not fulfilled. Furthermore, the performance of these charts in the presence of measurement errors (outliers) in the historical data has been improved using robust control charts when the observations follow a normal distribution. In this paper, we develop a new control chart for t‐Student data based on the trimmed T² control chart () through the adaptation of the elements of this chart to the case of this distribution. Simulation studies show that a control chart performs better than T² in t‐Student samples for individual observations. Copyright © 2012 John Wiley & Sons, Ltd.     

Adaptive sampling enhancement for Hotelling’s T charts

This paper makes a study of an adaptive sampling scheme useful to increase the power of the fixed sampling rate (FSR) T² control chart. In our study, the three parameters of T² control chart: the sample size, the sampling interval, and the upper percentage factor that is used for determining the action limit, vary between two values for a relaxed or tightened control, depending on the most recent T² value. The average time to signal (ATS) and adjusted average time to signal (AATS) a shift in the process mean vector for the new chart are derived and regarded as an objective function respectively to optimize its design parameters. With some minor changes, the new chart can be reduced to the variable sampling interval (VSI) T² chart, the sample size (VSS) T² chart, the variable sample size and sampling interval (VSSI) T² chart, or the FSR T² chart. Numerical comparisons among them are made and discussed. Furthermore, the effects of the initial sample number (use for estimating the in-control process parameters) upon the chart’s performance and adaptive design parameters are presented.     

Hotelling’s T charts with variable sample size and control limit

The ideas of variable sampling interval (VSI), variable sample size (VSS), variable sample size and sampling interval (VSSI), and variable parameters (VP) in the univariate case have been successfully applied to the multivariate case to improve the efficiency of Hotelling’s T² chart with fixed sampling rate (FSR) in detecting small process shifts. However, the main disadvantage in using most of these control schemes is an increasing in the complexity due to the adaptive changes in sampling intervals. In this paper, retaining the lengths of sampling intervals constant, a variable sample size and control limit (VSSC) T² chart is proposed and described. The statistical efficiency of the VSSC T² chart in terms of the average time to signal a shift in process mean vector is compared with that of the VP, VSSI, VSS, VSI, and FSR T² charts. From the results of comparison, it shows that the VSSC T² chart for a (very) small shift in the process mean vector gives a better performance than the VSSI, VSS, VSI, and FSR T² charts; meanwhile, it presents a similar performance to the VP T² chart. Furthermore, from the viewpoint of practicability, it is more convenient for administrating the control chart than the VSI, VSSI, and VP T² chart. Thus, it may provide a good option for quick response to small shifts in a multivariate process.     

On explicit L∞(QT)‐estimates for a model of tissue invasion by solid tumors

In this paper, we prove that if the initial data is small enough, we obtain an explicit L^∞(Q_T)‐estimate for a two‐dimensional mathematical model of cancer invasion, proving an explicit bound with respect to time T for the estimate of solutions. Copyright © 2017 John Wiley & Sons, Ltd.     

Novelty detection based on learning entropy

The Approximate Individual Sample Learning Entropy is based on incremental learning of a predictor , where x (k) is an input vector of a given size at time k, w is a vector of weights (adaptive parameters), and h is a prediction horizon. The basic assumption is that, after the underlying process x changes its behavior, the incrementally learning system will adapt the weights w to improve the predictor . Our goal is to detect a change in the behavior of the weight increment process. The main idea of this paper is based on the fact that weight increments △ w (k), where △ w (k) = w (k + 1) ? w (k), create a weakly stationary process until a change occurs. Once a novelty behavior of the underlying process x (k) occurs, the process △ w (k) changes its characteristics (eg, the mean or variation). We suggest using convenient characteristics of △ w (k) in a multivariate detection scheme (eg, the Hotelling's T² control chart).     

Bounds on the joint distribution ofT 0 2 statistics

Let {T ₀₁ ² ,...,T _0k ² } be dependent statistics of the Lawley-Hotelling type having a specified structure of dependence. It is shown that $$P(T_{01}^2 \leqq c_1 , \cdots ,T_{0k}^2 \leqq c_k ) \geqq \prod\limits_{i = 1}^k {P(T_{0i}^2 \leqq c_i )} $$ a special case of which yields bounds on the joint distribution of Hotelling'sT ² statistics. Applications are made in the comparison of multivariate response models and in the construction of conservative simultaneous confidence sets.     

Exponential attractor for a planar shear‐thinning flow

We study the dynamics of an incompressible, homogeneous fluid of a power‐law type, with the stress tensor T = ν(1 + µ|Dv|)^p?2Dv, where Dv is a symmetric velocity gradient. We consider the two‐dimensional problem with periodic boundary conditions and p ∈ (1, 2). Under these assumptions, we estimate the fractal dimension of the exponential attractor, using the so‐called method of ??‐trajectories. Copyright © 2007 John Wiley & Sons, Ltd.     

OPTIMAL EXPLOITATION OF RENEWABLE RESOURCES BY THE VISCOSITY SOLUTION METHOD

We study the stochastic optimization problem of renewable resources to maximize the expected discounted utility of exploitation. We develop the viscosity solution method to the associated Hamilton–Jacobi–Bellman equation and further show the C ²-regularity of the viscosity solution under the strict concavity of the utility function. The optimal policy is shown to exist and given in a feedback form or a stochastic version of Hotelling's rule.     

Bivariate spline method for numerical solution of time evolution Navier‐Stokes equations over polygons in stream function formulation

We use a bivariate spline method to solve the time evolution Navier‐Stokes equations numerically. The bivariate splines we use in this article are in the spline space of smoothness r and degree 3r over triangulated quadrangulations. The stream function formulation for the Navier‐Stokes equations is employed. Galerkin's method is applied to discretize the space variables of the nonlinear fourth‐order equation, Crank‐Nicholson's method is applied to discretize the time variable, and Newton's iterative method is then used to solve the resulting nonlinear system. We show the existence and uniqueness of the weak solution in L₂(0, T; H²(Ω)) ∩ L_∞(0, T; H¹(Ω)) of the 2D nonlinear fourth‐order problem and give an estimate of how fast the numerical solution converges to the weak solution. The C¹ cubic splines are implemented in MATLAB for solving the Navier‐Stokes equations numerically. Our numerical experiments show that the method is effective and efficient. © 2003 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 19: 776–827, 2003.     

RAPTT: An Exact Two-Sample Test in High Dimensions Using Random Projections

In high dimensions, the classical Hotelling’s T² test tends to have low power or becomes undefined due to singularity of the sample covariance matrix. In this article, this problem is overcome by projecting the data matrix onto lower dimensional subspaces through multiplication by random matrices. We propose RAPTT (RAndom Projection T²-Test), an exact test for equality of means of two normal populations based on projected lower dimensional data. RAPTT does not require any constraints on the dimension of the data or the sample size. A simulation study indicates that in high dimensions the power of this test is often greater than that of competing tests. The advantages of RAPTT are illustrated on a high-dimensional gene expression dataset involving the discrimination of tumor and normal colon tissues.     

Cycle Double Covers in Cubic Graphs having Special Structures

In the first part of this article, we employ Thomason's Lollipop Lemma 25 to prove that bridgeless cubic graphs containing a spanning lollipop admit a cycle double cover (CDC) containing the circuit in the lollipop; this implies, in particular, that bridgeless cubic graphs with a 2‐factor F having two components admit CDCs containing any of the components in the 2‐factor, although it need not have a CDC containing all of F. As another example consider a cubic bridgeless graph containing a 2‐factor with three components, all induced circuits. In this case, two of the components may separately be used to start a CDC although it is uncertain whether the third component may be part of some CDC. Numerous other corollaries shall be given as well. In the second part of the article, we consider special types of bridgeless cubic graphs for which a prominent circuit can be shown to be included in a CDC. The interest here is the proof technique and therefore we only give the simplest case of the theorem. Notably, we show that a cubic graph that consists of an induced 2k‐circuit C together with an induced 4k‐circuit T and an independent set of 2k vertices, each joined by one edge to C and two edges to T, has a CDC starting with T.     

Complete surfaces in the hyperbolic space with a constant principal curvature

In this paper we study complete orientable surfaces with a constant principal curvature R in the 3‐dimensional hyperbolic space H ³. We prove that if R² > 1, such a surface is totally umbilical or umbilically free and it can be described in terms of a complete regular curve in H ³. When R² ≤ 1, we show that this result is not true any more by means of several examples. This contradicts a previous statement by Zhisheng [6]. (© 2005 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Herbrandizing search problems in Bounded Arithmetic

We study search problems and reducibilities between them with known or potential relevance to bounded arithmetic theories. Our primary objective is to understand the sets of low complexity consequences (esp. Σ^b₁ or Σ^b₂) of theories Sⁱ₂ and Tⁱ₂ for a small i, ideally in a rather strong sense of characterization; or, at least, in the standard sense of axiomatization. We also strive for maximum combinatorial simplicity of the characterizations and axiomatizations, eventually sufficient to prove conjectured separation results. To this end two techniques based on the Herbrand's theorem are developed. They characterize/axiomatize Σ^b₁‐consequences of Σ^b₂‐definable search problems, while the method based on the more involved concept of characterization is easier and gives more transparent results. This method yields new proofs of Buss' witnessing theorem and of the relation between PLS and Σ^b₁(T¹₂), and also an axiomatization of Σ^b₁(T²₂). (© 2004 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Stability and error analysis for spectral Galerkin method for the Navier–Stokes equations with L2 initial data

In this article we consider the spectral Galerkin method with the implicit/explicit Euler scheme for the two‐dimensional Navier–Stokes equations with the L² initial data. Due to the poor smoothness of the solution on [0,1), we use the the spectral Galerkin method based on high‐dimensional spectral space H_M and small time step Δt² on this interval. While on [1,∞), we use the spectral Galerkin method based on low‐dimensional spectral space H_m(m = O(M^1/2)) and large time step Δt. For the spectral Galerkin method, we provide the standard H²‐stability and the L²‐error analysis. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2007     

Closing Aubry Sets I

Given a Tonelli Hamiltonian H:T*M → ? of class C^k, with k ≥ 2, we prove the following results: (1) Assume there exist a recurrent point of the projected Aubry set and a critical viscosity subsolution u such that u is a C¹ critical solution in an open neighborhood of the positive orbit of . Suppose further that u is “C² at ”. Then there exists a C^k potential V : M → ?, small in C²‐topology, for which the Aubry set of the new Hamiltonian H + V is either an equilibrium point or a periodic orbit. (2) If M is two dimensional, (1) holds replacing “C¹ critical solution + C² at ” by “CM³ critical subsolution”. These results can be considered as a first step through the attempt of proving the Mañé's conjecture in C²‐topology. In a second paper [27], we will generalize (2) to arbitrary dimension. Moreover, such an extension will need the introduction of some new techniques, which will allow us to prove in [27] the Mañé's density conjecture in C¹‐topology. Our proofs are based on a combination of techniques coming from finite‐dimensional control theory and Hamilton‐Jacobi theory, together with some of the ideas that were used to prove C¹‐closing lemmas for dynamical systems.© 2014 Wiley Periodicals, Inc.     

Approximation and contamination bounds for probabilistic programs

In many applications of manufacturing and service industries, the quality of a process is characterized by the functional relationship between a response variable and one or more explanatory variables. Profile monitoring is for checking the stability of this relationship over time. In some situations, multiple profiles are required in order to model the quality of a product or process effectively. General multivariate linear profile monitoring is particularly useful in practice due to its simplicity and flexibility. However, in such situations, the existing parametric profile monitoring methods suffer from a drawback in that when the profile parameter dimensionality is large, the detection ability of the procedures commonly used T ²-type charting statistics is likely to decline substantially. Moreover, it is also challenging to isolate the type of profile parameter change in such high-dimensional circumstances. These issues actually inherit from those of the conventional multivariate control charts. To resolve these issues, this paper develops a new methodology for monitoring general multivariate linear profiles, including the regression coefficients and profile variation. After examining the connection between the parametric profile monitoring and multivariate statistical process control, we propose to apply a variable-selection-based multivariate control scheme to the transformations of estimated profile parameters. Our proposed control chart is capable of determining the shift direction automatically based on observed profile data. Thus, it offers a balanced protection against various profile shifts. Moreover, the proposed control chart provides an easy but quite effective diagnostic aid. A real-data example from the logistics service shows that it performs quite well in the application.     

Energy conservation and super convergence analysis of the EC‐S‐FDTD schemes for Maxwell equations with periodic boundaries

This paper is concerned with new energy analysis of the two dimensional Maxwell's equations and the symmetric energy‐conserved splitting finite difference time domain (EC‐S‐FDTD) method with the periodic boundary (PB) condition. New energy identities of the Maxwell's equations in terms of H¹ and H² norms are proposed and interpreted by considering the physical meanings of the H¹ and H² semi‐norms in the identities. It is found from these new identities that the first and second curls of the electromagnetic fields are conserved in terms their magnitudes. By the energy methods, the numerical energy identities of the symmetric EC‐S‐FDTD method are derived and shown to converge to the continuous energy identities of the Maxwell's equations. This proves that the symmetric EC‐S‐FDTD scheme is unconditionally stable and energy conserved in the discrete H¹ and H² norms. Also by the energy methods, it is proved that the symmetric EC‐S‐FDTD method with PB condition is of second order (super) convergence in the discrete H¹ and H² norms. Numerical experiments are carried out and confirm the analysis on energy conservation, stability and super convergence.