Analyzing continuous state space failure time processes: Two further results*

In a recent paper, Petersen (1988) considered a continuous state space failure time process. The central result provided in that paper was that the destination‐specific rate of transition of the process can be specified in two steps. First, one specifies the overall rate at which a change occurs. Then, one specifies the probability density function of the destination state, given that a transition occurred. This two‐step property was used in deriving the likelihood of the data and was exploited for purposes of estimation. The overall rate of transition can be estimated from the data on durations between changes in the dependent variable. The density for the new value of the dependent variable, given a change, can be estimated from the data on the values of the dependent variable after the change.

This paper extends these results in two ways. First, it is shown that one can derive the likelihood of the process directly from the destination‐specific rate of transition, without going through its decomposition into the overall rate times the density of the destination state, given a transition. Once the likelihood is derived, estimation is comparatively straightforward. Second, it is shown how one can derive, at each point in time, a more standard regression function for the continuous dependent variable, where its value is expressed in terms of its conditional mean plus an error term.     

On the final steps of Newton and higher order methods

The Newton method is one of the most used methods for solving nonlinear system of equations when the Jacobian matrix is nonsingular. The method converges to a solution with Q-order two for initial points sufficiently close to the solution. The method of Halley and the method of Chebyshev are among methods that have local and cubic rate of convergence. Combining these methods with a backtracking and curvilinear strategy for unconstrained optimization problems these methods have been shown to be globally convergent. The backtracking forces a strict decrease of the function of the unconstrained optimization problem. It is shown that no damping of the step in the backtracking routine is needed close to a strict local minimizer and the global method behaves as a local method. The local behavior for the unconstrained optimization problem is investigated by considering problems with two unknowns and it is shown that there are no significant differences in the region where the global method turn into a local method for second and third order methods. Further, the final steps to reach a predefined tolerance are investigated. It is shown that the region where the higher order methods terminate in one or two iteration is significantly larger than the corresponding region for Newton’s method.     

Diameter Two Properties,Convexity and Smoothness

We study smoothness and strict convexity of (the bidual) of Banach spaces in the presence of diameter 2 properties.We prove that the strong diameter 2 property prevents the bidual from being strictly convex and being smooth, and we initiate the investigation whether the same is true for the (local) diameter 2 property. We also give characterizations of the following property for a Banach space \({X}\): “For every slice \({S}\) of \({B_X}\) and every norm-one element \({x}\) in \({S}\), there is a point \({y \in S}\) in distance as close to 2 as we want.” Spaces with this property are shown to have non-smooth bidual.     

Parity nonconservation contribution to the nuclear magnetic resonance shielding constants of chiral molecules: a four-component relativistic study

A systematic four-component relativistic study of the parity nonconservation (PNC) contribution to the (isotropic) NMR shielding constants of chiral molecules is presented for the P enantiomers of the series H(2)X(2) (X=(17)O,(33)S,(77)Se,(125)Te,(209)Po). The PNC contributions are obtained within a linear response approach at the Hartree-Fock level. A careful design of the basis sets is necessary. The four-component relativistic results based on the Dirac-Coulomb Hamiltonian are compared with the nonrelativistic Levy-Leblond results and those obtained by the spin-free modified Dirac Hamiltonian. The calculations confirm the nonrelativistic scaling law Z(2.4) of the PNC contribution with respect to nuclear charge Z. However, the calculations also show that the overall scaling is significantly modified by relativistic effects. The scalar relativistic effect scales as Z(4.7) for the selected set of molecules, whereas the spin-orbit effect, of opposite sign, scales better than Z(6) and completely dominates the PNC contribution for the heaviest elements. This opens up the intriguing possibility of the experimental observation of PNC effects on NMR parameters of molecules containing heavy atoms. The presented formalism is expected to be valuable in assisting the search for suitable candidate molecules.     

Bayesian Assessment of Availabilities and Unavailabilities of Multistate Monotone Systems

In the present paper we consider a multistate monotone system of multistate components. Following a Bayesian approach, the ambition is to arrive at the posterior distributions of the system availabilities and unavailabilities to the various levels in a fixed time interval based on both prior information and data on both the components and the system. We argue that a realistic approach is to start out by describing our uncertainty on the component availabilities and unavailabilities to the various levels in a fixed time interval, based on both prior information and data on the components, by the moments up till order m of their marginal distributions. From these moments analytic bounds on the corresponding moments of the system availabilities and unavailabilities to the various levels in a fixed time interval are arrived at. Applying these bounds and prior system information we may then fit prior distributions of the system availabilities and unavailabilities to the various levels in a fixed time interval. These can in turn be updated by relevant data on the system. This generalizes results given in Natvig and Eide (Scand J Statist 14:319?C327, 1987) considering a binary monotone system of binary components at a fixed point of time. Furthermore, considering a simple network system, we show that the analytic bounds can be slightly improved by straightforward simulation techniques.     

Sparsity of the average curvature information matrix

We present a theorem regarding the average curvature properties of partially separable functions which need not be differentiable or continuous. This has implications for derivative-free optimization methods which make use of average curvature information to select the set of search directions. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Isomorph Invariance of Higher-Order Structural Measures in Four Lennard–Jones Systems

In the condensed liquid phase, both single- and multicomponent Lennard–Jones (LJ) systems obey the “hidden-scale-invariance” symmetry to a good approximation. Defining an isomorph as a line of constant excess entropy in the thermodynamic phase diagram, the consequent approximate isomorph invariance of structure and dynamics in appropriate units is well documented. However, although all measures of the structure are predicted to be isomorph invariant, with few exceptions only the radial distribution function (RDF) has been investigated. This paper studies the variation along isomorphs of the nearest-neighbor geometry quantified by the occurrence of Voronoi structures, Frank–Kasper bonds, icosahedral local order, and bond-orientational order. Data are presented for the standard LJ system and for three binary LJ mixtures (Kob–Andersen, Wahnström, NiY2). We find that, while the nearest-neighbor geometry generally varies significantly throughout the phase diagram, good invariance is observed along the isomorphs. We conclude that higher-order structural correlations are no less isomorph invariant than is the RDF.     

Langmuir films of naphthenic acids at different pH and electrolyte concentrations

Langmuir films of naphthenic acids at different pH and electrolyte concentrations are reported. The polydisperse naphthenic acids were commercially available, while two single-component naphthenic acids [5#(H)-cholanoic acid and 1-naphthalenepentanoic acid, decahydro- (9CI)] were synthesized. 1-naphthalenepentanoic acid, decahydro- is too water-soluble to form stable monolayers. 5#(H)-Cholanoic acid and Fluka naphthenic acid form stable films when cations are present in the aqueous subphase. At lower pH the cations are less influential since the naphthenic acids are not protolysed and metal naphthenates cannot be formed. pK_a^s for 5#(H)-cholanoic acid is determined to 5.65. The micellisation of the naphthenates at high pH is described.