Construction algorithms for polynomial lattice rules for multivariate integration

We introduce a new construction algorithm for digital nets for integration in certain weighted tensor product Hilbert spaces. The first weighted Hilbert space we consider is based on Walsh functions. Dick and Pillichshammer calculated the worst-case error for integration using digital nets for this space. Here we extend this result to a special construction method for digital nets based on polynomials over finite fields. This result allows us to find polynomials which yield a small worst-case error by computer search. We prove an upper bound on the worst-case error for digital nets obtained by such a search algorithm which shows that the convergence rate is best possible and that strong tractability holds under some condition on the weights.

We extend the results for the weighted Hilbert space based on Walsh functions to weighted Sobolev spaces. In this case we use randomly digitally shifted digital nets. The construction principle is the same as before, only the worst-case error is slightly different. Again digital nets obtained from our search algorithm yield a worst-case error achieving the optimal rate of convergence and as before strong tractability holds under some condition on the weights. These results show that such a construction of digital nets yields the until now best known results of this kind and that our construction methods are comparable to the construction methods known for lattice rules.

We conclude the article with numerical results comparing the expected worst-case error for randomly digitally shifted digital nets with those for randomly shifted lattice rules.

     

Equilibrium Shapes of Pressure Vessel Domes in Asymmetric Winding

Errors in the programs of winding pressure vessels can lead to an asymmetric reinforcement structure, which affects the equilibrium shape of their domes and the tension in the left and right families of filaments. In this paper, equations determining the equilibrium shape of the domes, the tension in filaments, and the shear stresses between layers are obtained. Examples with winding trajectories in the form of geodesics and constant-deviation lines are considered. It is found that, for pressure vessels, in the absence of external torque, the tension levels in filaments of the left and right families differ considerably. It is also revealed that, for actual friction coefficients in winding, the shear stresses taken up by the binder are insignificant. __________ Translated from Mekhanika Kompozitnykh Materialov, Vol. 41, No. 6, pp. 743–752, November–December, 2005.     

Thermal diffusion of envelope solitons on anharmonic atomic chains

We study the motion of envelope solitons on anharmonic atomic chains in the presence of dissipation and thermal fluctuations. We consider the continuum limit of the discrete system and apply an adiabatic perturbation theory which yields a system of stochastic integro-differential equations for the collective variables of the ansatz for the perturbed envelope soliton. We derive the Fokker-Planck equation of this system and search for a statistically equivalent system of Langevin equations, which shares the same Fokker-Planck equation. We undertake an analytical analysis of the Langevin system and derive an expression for the variance of the soliton position Var[x _s ] which predicts a stronger than linear time dependence of Var[x _s ] (superdiffusion). We compare these results with simulations for the discrete system and find they agree well. We refer to recent studies where the diffusion of pulse solitons were found to exhibit a superdiffusive behaviour on longer time scales.Received: 28 June 2004, Published online: 26 November 2004PACS: 05.10.Gg Stochastic analysis methods - 05.45.Yv Solitons - 05.40.-a Fluctuation phenomena, random processes, noise, and Brownian motion - 05.50. + q Lattice theory and statistics     

Puzzles in astrophysics in the past and present

About 400 years have passed since the great discoveries by Galileo, Kepler, and Newton, but astronomy still remains an important source of discoveries in physics. They start with puzzles, with phenomena difficult to explain, and phenomena which in fact need new physics for explanation. Do such puzzles exist now? There are at least three candidates: absence of absorption of TeV gamma radiation in extragalactic space (violation of Lorentz invariance?), absence of GZK cutoff in the spectrum of ultrahigh-energy cosmic rays (new particle physics?), tremendous energy (up to 10⁵⁴ erg) released in gamma ray bursts on a time scale of a second (collapsing stars or sources of a new type?). Do these puzzles really exist? A critical review of these phenomena is given.     

Order restricted randomized designs for control versus treatment comparison

We develop a method of randomizing units to treatments that relies on subjective judgement or on possible coarse modeling to produce restrictions on the randomization. The procedure thus fits within the general framework of ranked set sampling. However, instead of selecting a single unit from each set for full measurement, all units within a set are used. The units within a set are assigned to different treatments. Such an assignment translates the positive dependence among units within a set into a reduction in variation of contrasting features of the treatments. A test for treatment versus control comparison, with controlled familywise error rate, is developed along with the associated confidence intervals. The new procedure is shown to be superior to corresponding procedures based on completely randomized or ranked set sample designs. The superiority appears both in asymptotic relative efficiency and in power for finite sample sizes. Importantly, this test does not rely on perfect rankings; rather, the information in the data on the quality of rankings is exploited to maintain the level of the test when rankings are imperfect. The asymptotic relative efficiency of the test is not affected by estimation of the quality of rankings, and the finite sample performance is only mildly affected.     

Thermal conductivity of crystalline chrysotile asbestos

The thermal conductivity of crystalline chrysotile asbestos made up of hollow tubular Mg₃Si₂O₅(OH)₄ filaments is measured in the range 5–300 K. The paper discusses the possibility of using this material in studies of the thermal conductivity of thin filaments of metals and semiconductors incorporated into the channels of crystalline chrysotile asbestos tubes.     

On Bayes and unbiased estimators of loss

We consider estimation of loss for generalized Bayes or pseudo-Bayes estimators of a multivariate normal mean vector, θ. In 3 and higher dimensions, the MLEX is UMVUE and minimax but is inadmissible. It is dominated by the James-Stein estimator and by many others. Johnstone (1988, On inadmissibility of some unbiased estimates of loss,Statistical Decision Theory and Related Topics, IV (eds. S. S. Gupta and J. O. Berger), Vol. 1, 361–379, Springer, New York) considered the estimation of loss for the usual estimatorX and the James-Stein estimator. He found improvements over the Stein unbiased estimator of risk. In this paper, for a generalized Bayes point estimator of θ, we compare generalized Bayes estimators to unbiased estimators of loss. We find, somewhat surprisingly, that the unbiased estimator often dominates the corresponding generalized Bayes estimator of loss for priors which give minimax estimators in the original point estimation problem. In particular, we give a class of priors for which the generalized Bayes estimator of θ is admissible and minimax but for which the unbiased estimator of loss dominates the generalized Bayes estimator of loss. We also give a general inadmissibility result for a generalized Bayes estimator of loss. Research supported by NSF Grant DMS-97-04524.