Estimation Methods for the Multivariate <Emphasis Type="Italic">t</Emphasis> Distribution

The known estimation and simulation methods for multivariate t distributions are reviewed. A review of selected applications is also provided. We believe that this review will serve as an important reference and encourage further research activities in the area.     

Ferrocenylalkyl azoles: bioactivity,synthesis, structure

The toxicity of ferrocenylethyl benzotriazole ( 1 ) and other ferrocene compounds including ferrocenylmethyl benzimidazoles ( 4,5,6,11 ), ferricenium salts ( 3,9,10 ) and ferrocenylmethyl adenine ( 7 ), was studied. All ferrocene complexes under investigation showed low or medium toxicities. On the basis of an earlier model of chemical carcinogenesis, the antitumor activity of ferrocenylalkyl azoles 1, 8 and ferricenium salts 9, 10 was studied in vivo in the so‐called sub‐capsular test on human tumors. This effectiveness was compared with that of cisplatin. A series of ferrocenylalkyl azoles were synthesized by interacting azoles either with α‐hydroxyalkyl ferrocenes FcC(OH)R₁R₂ in organic solvent in the presence of aqueous HBF₄ in quantitative yields or with trimethyl(aminomethyl)ferrocene iodide in an aqueous‐basic medium in good yields. The X‐ray determinations of molecular and crystal structures of α‐(1‐benzotriazolyl)ethylferrocene ( 1 ) and α‐(1‐naphthatriazolyl)ethylferrocene ( 12 ) were performed. Copyright © 2008 John Wiley & Sons, Ltd.     

Analytical approaches to the delta-Eddington model of the radiative transfer through vertically inhomogeneous optical depths

Analytical approaches have been developed for one-dimensional monochromatic delta-Eddington radiative transfer equation through a vertically inhomogeneous medium. They are based on the solution of the Riccati equation that arises from the decoupling of the two-stream radiances, and seek to approximate the exponent functions in the solution as opposed to finding the solution as a whole. Depending on the case, Green–Liouville approximation or other techniques presented in this paper are utilized for finding these exponents. Though developed for atmospheric radiative transfer problems applicable to the global climate change modelling, and for non-invasive medical applications on tissue–light interactions, the techniques considered here are quiet general in nature. Hence, they can also be useful in other boundary value problems of the diffusion type that involve linear second order ordinary differential equations with variable coefficients.     

Rational approximation to trigonometric operators

We consider the approximation of trigonometric operator functions that arise in the numerical solution of wave equations by trigonometric integrators. It is well known that Krylov subspace methods for matrix functions without exponential decay show superlinear convergence behavior if the number of steps is larger than the norm of the operator. Thus, Krylov approximations may fail to converge for unbounded operators. In this paper, we propose and analyze a rational Krylov subspace method which converges not only for finite element or finite difference approximations to differential operators but even for abstract, unbounded operators. In contrast to standard Krylov methods, the convergence will be independent of the norm of the operator and thus of its spatial discretization. We will discuss efficient implementations for finite element discretizations and illustrate our analysis with numerical experiments. AMS subject classification (2000)  65F10, 65L60, 65M60, 65N22     

A stabilized incremental projection scheme for the incompressible Navier–Stokes equations

It is well known that any spatial discretization of the saddle‐point Stokes problem should satisfy the Ladyzhenskaya–Brezzi–Babuska (LBB) stability condition in order to prevent the appearance of spurious pressure modes. Particularly, if an equal‐order approximation is applied, the Schur complement (or, as called some times, the Uzawa matrix) of the pressure system has a non‐trivial null space that gives rise to such modes. An idea in the past was that all the schemes that solve a Poisson equation for the pressure rather than the Uzawa pressure equation (splitting/projection methods) should overcome this difficulty; this idea was wrong. There is numerical evidence that at least the so‐called incremental projection scheme still suffers from spurious pressure oscillations if an equal‐order approximation is applied. The present paper tries to distinguish which projection requires LBB‐compliant approximation and which does not. Moreover, a stabilized version of the incremental projection scheme is derived. Proper bounds for the stabilization parameter are also given. The numerical results show that the stabilized scheme does indeed achieve second‐order accuracy and does not produce spurious (node to node) pressure oscillations. Copyright © 2001 John Wiley & Sons, Ltd.     

Defining and optimizing algorithms for neighbouring particle identification in SPH fluid simulations

Lagrangian particle methods such as smoothed particle hydrodynamics (SPH) are very demanding in terms of computing time for large domains. Since the numerical integration of the governing equations is only carried out for each particle on a restricted number of neighbouring ones located inside a cut‐off radius r_c, a substantial part of the computational burden depends on the actual search procedure; it is therefore vital that efficient methods are adopted for such a search. The cut‐off radius is indeed much lower than the typical domain's size; hence, the number of neighbouring particles is only a little fraction of the total number. Straightforward determination of which particles are inside the interaction range requires the computation of all pair‐wise distances, a procedure whose computational time would be unpractical or totally impossible for large problems. Two main strategies have been developed in the past in order to reduce the unnecessary computation of distances: the first based on dynamically storing each particle's neighbourhood list (Verlet list) and the second based on a framework of fixed cells. The paper presents the results of a numerical sensitivity study on the efficiency of the two procedures as a function of such parameters as the Verlet size and the cell dimensions. An insight is given into the relative computational burden; a discussion of the relative merits of the different approaches is also given and some suggestions are provided on the computational and data structure of the neighbourhood search part of SPH codes. Copyright © 2008 John Wiley & Sons, Ltd.     

Iterative operator-splitting methods with higher-order time integration methods and applications for parabolic partial differential equations

In this paper we design higher-order time integrators for systems of stiff ordinary differential equations. We combine implicit Runge–Kutta and BDF methods with iterative operator-splitting methods to obtain higher-order methods. The idea of decoupling each complicated operator in simpler operators with an adapted time scale allows to solve the problems more efficiently. We compare our new methods with the higher-order fractional-stepping Runge–Kutta methods, developed for stiff ordinary differential equations. The benefit is the individual handling of each operator with adapted standard higher-order time integrators. The methods are applied to equations for convection–diffusion reactions and we obtain higher-order results. Finally we discuss the applications of the iterative operator-splitting methods to multi-dimensional and multi-physical problems.     

Parameter estimation of ordinary differential equations

This paper addresses the development of a new algorithm forparameter estimation of ordinary differential equations. Here,we show that (1) the simultaneous approach combined with orthogonalcyclic reduction can be used to reduce the estimation problemto an optimization problem subject to a fixed number of equalityconstraints without the need for structural information to devisea stable embedding in the case of non-trivial dichotomy and(2) the Newton approximation of the Hessian information of theLagrangian function of the estimation problem should be usedin cases where hypothesized models are incorrect or only a limitedamount of sample data is available. A new algorithm is proposedwhich includes the use of the sequential quadratic programming(SQP) Gauss–Newton approximation but also encompassesthe SQP Newton approximation along with tests of when to usethis approximation. This composite approach relaxes the restrictionson the SQP Gauss–Newton approximation that the hypothesizedmodel should be correct and the sample data set large enough.This new algorithm has been tested on two standard problems.     

An exact and polynomial distance-based algorithm to reconstruct single copy tandem duplication trees

The problem of reconstructing the duplication tree of a set of tandemly repeated sequences which are supposed to have arisen by unequal recombination, was first introduced by Fitch (1977), and has recently received a lot of attention. In this paper, we place ourselves in a distance framework and deal with the restricted problem of reconstructing single copy duplication trees. We describe an exact and polynomial distance based algorithm for solving this problem, the parsimony version of which has previously been shown to be NP-hard (like most evolutionary tree reconstruction problems). This algorithm is based on the minimum evolution principle, and thus involves selecting the shortest tree as being the correct duplication tree. After presenting the underlying mathematical concepts behind the minimum evolution principle, and some of its benefits (such as statistical consistency), we provide a new recurrence formula to estimate the tree length using ordinary least-squares, given a matrix of pairwise distances between the copies. We then show how this formula naturally forms the dynamic programming framework on which our algorithm is based, and provide an implementation in O(n³) time and O(n²) space, where n is the number of copies.     

A convergence theorem for the Newton-like methods under some kind of weak Lipschitz conditions

We provide sufficient conditions for the convergence of the Newton-like methods in the assumption that the derivative satisfies some kind of weak Lipschitz conditions. Consequently, some important convergence theorems follow from our main result in this paper.