A Study of Hyperbolicity of Kinetic Stochastic Galerkin System for the Isentropic Euler Equations with Uncertainty

The authors study the fluid dynamic behavior of the stochastic Galerkin (SG for short) approximation to the kinetic Fokker-Planck equation with random uncertainty. While the SG system at the kinetic level is hyperbolic, its fluid dynamic limit, as the Knudsen number goes to zero and the underlying kinetic equation approaches to the uncertain isentropic Euler equations, is not necessarily hyperbolic, as will be shown in the case study fashion for various orders of the SG approximations.     

Is mortality or interest rate the most important risk in annuity models? A comparison of sensitivity analysis methods

Demographic and financial factors are key risk-drivers for insurance companies and pension funds. This paper proposes a systematic investigation for deepening our understanding how these risk drivers affect the annuity cost. We employ local and global sensitivity methods. For local sensitivity, we derive closed form expressions for the differential importance measures of perturbed annuities and connect them to the entropy of the annuity cost. For global sensitivity, we compare variance-based, moment-independent sensitivity measures and Shapley effects. In particular, moment-independent sensitivity measures and Shapley effects are compared for the first time in the case of dependent risk factors. Our framework encompasses and extends several previous results on the sensitivity analysis of annuity models. From a methodological viewpoint, the techniques compared in this paper can support analysts in building annuity models and in verifying the impact of risk drivers in their models. Numerical results using the U.S. 1990 and the U.K. 1990–1994 mortality tables show that the demographic factor is the most important risk source in low-interest rate contexts. However, when uncertainty on the two risk sources is taken into account, the financial factor becomes the global key-driver of risk. Also, interactions among the two factors appear quantitatively significant.     

脊椎结核患儿手术后发生喉水肿的因素分析

姜虹，周高岚．脊椎结核患儿手术后发生喉水肿的因素分析．数理统计与管理，１９９８，１７（３），１～３．根据数量化理论Ⅱ和４６３例患儿的临床研究，分析了脊椎结核患儿手术后发生喉水肿的主要原因，为今后的医疗实践提供了依据，证实了数量化理论Ⅱ的应用价值     

Large deviation theory for a homogenized and “corrected” elliptic ODE

We study a one-dimensional elliptic problem with highly oscillatory random diffusion coefficient. We derive a homogenized solution and a so-called Gaussian corrector. We also prove a “pointwise” large deviation principle (LDP) for the full solution and approximate this LDP with a more tractable form. Applications to uncertainty quantification are considered.     

基于Karhunen-Loève变换和小波谱特征矢量量化的三维谱像数据压缩

提出了基于Karhunen Lo埁ｖｅ变换的小波谱特征矢量量化三维谱像数据压缩方法耍幔颍瑁酰睿澹?Lo埁ｖｅ变换 /小波变换 /小波谱特征矢量量化方法应用了Karhunen Lo埁ｖｅ变换的消除谱相关性优良性能 ,应用二维小波变换消除空间相关性 ,在小波变换域内应用二维集分割嵌入块编码和一维谱特征矢量量化对三维谱像数据压缩 ,获得较高的压缩性能。实验结果表明 :Karhunen Lo埁ｖｅ变换 /小波变换 /小波谱特征矢量量化编码比Karhunen Lo埁ｖｅ变换 /小波变换 /改进对块零树编码和Karhunen Lo埁ｖｅ变换 /小波变换 /快速矢量量化编码方法在同样压缩比条件下 ,峰值信噪比提高 2dB和 1dB以上 ,而速度提高了 1.5和 8倍 ,整体压缩性能有较大的提高     

可靠性数值模拟的不确定度量化

根据可靠性认证对不确定度量化的技术要求,结合复杂工程系统的层级结构和数值模拟从校准、验证与确认到最终具有预测能力的历程,对可靠性数值模拟不确定度量化的要求和方法进行探索,并结合爆轰算例对这些方法进行演示和验证.     

Inference on COVID-19 Epidemiological Parameters Using Bayesian Survival Analysis

The need to provide accurate predictions in the evolution of the COVID-19 epidemic has motivated the development of different epidemiological models. These models require a careful calibration of their parameters to capture the dynamics of the phenomena and the uncertainty in the data. This work analyzes different parameters related to the personal evolution of COVID-19 (i.e., time of recovery, length of stay in hospital and delay in hospitalization). A Bayesian Survival Analysis is performed considering the age factor and period of the epidemic as fixed predictors to understand how these features influence the evolution of the epidemic. These results can be easily included in the epidemiological SIR model to make prediction results more stable.     

Time-Domain Quantification of Multiple-Quantum-Filtered Na Signal Using Continuous Wavelet Transform Analysis

The application of continuous wavelet transform (CWT) analysis technique is presented to analyze multiple-quantum-filtered (MQF) ²³Na magnetic resonance spectroscopy (MRS) data. CWT acts on the free-induction-decay (FID) signal as a time-frequency variable filter. The signal-to-noise ratio (SNR) and frequency resolution of the output filter are locally increased. As a result, MQF equilibrium longitudinal magnetization and the apparent fast and slow transverse relaxation times are accurately estimated. A developed iterative algorithm based on frequency signal detection and components extraction, already proposed, was used to estimate the values of the signal parameters by analyzing simulated time-domain MQF signals and data from an agarose gel. The results obtained were compared to those obtained by measurement of signal height in frequency domain as a function of MQF preparation time and those obtained by a simple time-domain curve fitting. The comparison indicates that the CWT approach provides better results than the other tested methods that are generally used for MQF ²³Na MRS data analysis, especially when the SNR is low. The mean error on the estimated values of the amplitude signal and the apparent fast and slow transverse relaxation times for the simulated data were 2.19, 6.63, and 16.17% for CWT, signal height in frequency domain, and time-domain curve fitting methods, respectively. Another major advantage of the proposed technique is that it allows quantification of MQF ²³Na signal from a single FID and, thus, reduces the experiment time dramatically.     

基于气体浓度定量的嗅觉刺激器优化设计

现有的基于磁共振测量的嗅觉刺激器,通过调节嗅剂液体浓度的方法可以实现不同浓度的嗅觉刺激,但随着实验进行,受到嗅剂挥发以及实验环境（温度、湿度、气流量）变化的影响,很难确保输送至鼻腔的嗅剂气体浓度的稳定性,进而影响实验结果的准确性．本研究对本实验室前期开发的嗅觉刺激装置进行改进,实现了气体浓度精确定量．改进后的嗅觉刺激器主要分为三个部分：控制系统、反馈系统和气路系统．控制系统主要实现气路系统的送气控制和嗅剂气体浓度调节;反馈系统则负责对气体浓度进行测量;气路系统则在原有基础上添加活性炭装置,降低无关因素干扰．装置改进之后,不同气路切换时间为75.2 ms,比原装置减少了1 s,有效提高刺激精度．实验结果显示,气体浓度调节前,300 s内乙醇、吡啶、乙酸戊酯嗅剂气体浓度分别下降6.7%、71.4%、79.2%,嗅剂气体浓度短时间内发生较大改变．加入气体浓度调节功能后,当气体浓度下降至目标浓度的90%时,可通过调节气泵电压改变嗅剂气流与空气气流比例,从而调节嗅剂气体浓度至目标值,其中吡啶、乙酸戊酯用时13 s．