Optimal boundary discretization by variational data assimilation

A variational data assimilation technique applied to the identification of the optimal discretization of interpolation operators and derivatives in the nodes adjacent to the boundary of the domain is discussed in frames of the linear shallow water model. The advantage of controlling the discretization of operators near the boundary rather than boundary conditions is shown. Assimilating data that have been produced by the same model on a finer grid, in a model on a coarse grid, we have shown that optimal discretization allows us to correct such errors of the numerical scheme as under‐resolved boundary layer and wrong wave velocity. Copyright © 2010 John Wiley & Sons, Ltd.     

Some properties and applications of cumulative Kullback–Leibler information

The cumulative Kullback–Leibler information has been proposed recently as a suitable extension of Kullback–Leibler information to the cumulative distribution function. In this paper, we obtain various results on such a measure, with reference to its relation with other information measures and notions of reliability theory. We also provide some lower and upper bounds. A dynamic version of the cumulative Kullback–Leibler information is then proposed for past lifetimes. Furthermore, we investigate its monotonicity property, which is related to some new concepts of relative aging. Moreover, we propose an application to the failure of nanocomponents. Finally, in order to provide an application in image analysis, we introduce the empirical cumulative Kullback–Leibler information and prove an asymptotic result. Copyright © 2015 John Wiley & Sons, Ltd.     

带有二元连接函数的半参数模型

提出了一种新的带有二元连接函数的广义半参数模型,即二元连接模型(简称为BLM).使用轮廓似然方法估计模型的参数和非参数部分,并给出了计算算法.证明了所得的未知参数的估计量为n~(1/2)-相合,渐近正态且具有渐近最小方差,给出了实际数据分析和模拟研究,最终采用局部功效方法来检验非参数部分的线性性.     

Percolation Thresholds in Ternary Polymer Melt Blends with Separate Dispersions of the Inner Phases: Mathematical Model

A mathematical model based on a straightforward geometrical background is developed which enables predictions of a transition of one dispersed phase to a cocontinuous one (i.e., the percolation threshold) on addition of another dispersed phase during melt mixing in ternary polymer blends. The present work concerns only ternary blends with two separate dispersions of the inner phases in which no encapsulation takes place. In addition, in order to simplify the model, one of the inner phases was represented by hard, nondeformable microspheres The expression developed describes well an experimental relationship between the percolation threshold, the concentration above which the former dispersed phase transforms to a continuous one, and concentrations of both inner phases. The results agree well with the experimental data obtained in a previous work.     

生态平衡制约下离散尺度结构种群的最优收获

研究基于扩展Leslie投影矩阵的离散尺度结构种群模型的最优收获问题,约束条件包括生态平衡和开发成本等.运用凸优化理论证明了最优收获策略的存在性,导出了最优收获模式,应用模型参数给出了收获比率.结论显示:最优策略具有两阶段结构.     

A new test on the conditional capital asset pricing model

Testing the validity of the conditional capital asset pricing model(CAPM) is a puzzle in the finance literatureLewellen and Nagel[14]find that the variation in betas and in the equity premium would have to be implausibly large to explain important asset-pricing anomaliesUnfortunately, they do not provide a rigorous test statisticBased on a simulation study, the method proposed in Lewellen and Nagel[14]tends to reject the null too frequently.We develop a new test procedure and derive its limiting distribution under the null hypothesis.Also, we provide a Bootstrap approach to the testing procedure to gain a good finite sample performanceBoth simulations and empirical studies show that our test is necessary for making correct inferences with the conditional CAPM.     

Influence of surface and bulk layers on the crossover features for interaction parameters of a ferroelectric thin film

The phase diagram of a ferroelectric thin film is studied by using the usual mean-field approximation. The crossover features, from the ferroelectric-dominant phase diagram to the paraelectric-dominant phase diagram, for the physical parameters of the thin film are discussed. Special attention is devoted to the investigation of surface and bulk layers, and how to influence the crossover values of exchange interactions and transverse fields.     

Applicability of medium-size basis sets in calculations of molecular dynamic polarisabilities

Static and dynamic average polarisabilities and polarisability anisotropies of seven linear non-polar and polar molecules are calculated within the CCS, CC2, and CC3 approximations using a range of medium-sized basis sets: the polarised LPol-n (n = ds, dl, fs, fl), the aug-pc-n (n = 1, 2), the def2-SVPD, and -TZVPD basis sets. Reference values are obtained using a hierarchy of Dunning's (d-)aug-cc-pVXZ (X = D, T, Q, 5) basis sets. The results are discussed together with the available CCSD values in terms of basis set and correlation method errors, and their ratio. Detailed analysis shows that already the def2-SVPD basis set can be used in CCS polarisability calculations. When affordable, the slightly larger aug-pc-1 basis set is recommended, as it leads to significant reduction of basis set error. The def2-TZVPD, LPol-ds, and aug-pc-2 basis sets are optimal choice within the CC2 approximation, with the latter allowing to approach the CC2 basis set limit. The LPol-ds, -dl, and def2-TZVPD sets outperform the aug-cc-pVTZ set in average polarisability CCSD calculations, with the def2-TZVPD being competitive to other reduced-size sets also in determination of polarisability anisotropy. The aug-pc-2 basis is a particularly attractive choice for CCSD, giving the accuracy of aug-cc-pVQZ at a significantly reduced computational cost. The polarisability anisotropy is shown to be more computationally demanding than the average polarisability, in particular with respect to the accuracy of the correlation method and an accurate evaluation of this property requires at least the CCSD model.