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101.
Parameters of Gaussian multivariate models are often estimated using the maximum likelihood approach. In spite of its merits, this methodology is not practical when the sample size is very large, as, for example, in the case of massive georeferenced data sets. In this paper, we study the asymptotic properties of the estimators that minimize three alternatives to the likelihood function, designed to increase the computational efficiency. This is achieved by applying the information sandwich technique to expansions of the pseudo-likelihood functions as quadratic forms of independent normal random variables. Theoretical calculations are given for a first-order autoregressive time series and then extended to a two-dimensional autoregressive process on a lattice. We compare the efficiency of the three estimators to that of the maximum likelihood estimator as well as among themselves, using numerical calculations of the theoretical results and simulations. 相似文献
102.
Matthew D. Horton 《Linear algebra and its applications》2007,425(1):130-142
After defining and exploring some of the properties of Ihara zeta functions of digraphs, we improve upon Kotani and Sunada’s bounds on the poles of Ihara zeta functions of undirected graphs by considering digraphs whose adjacency matrices are directed edge matrices. 相似文献
103.
Yasufumi Hashimoto 《Journal of Number Theory》2007,122(2):324-335
In [P. Sarnak, Class numbers of indefinite binary quadratic forms, J. Number Theory 15 (1982) 229-247], it was proved that the Selberg zeta function for SL2(Z) is expressed in terms of the fundamental units and the class numbers of the primitive indefinite binary quadratic forms. The aim of this paper is to obtain similar arithmetic expressions of the logarithmic derivatives of the Selberg zeta functions for congruence subgroups of SL2(Z). As applications, we study the Brun-Titchmarsh type prime geodesic theorem and the asymptotic formula of the sum of the class number. 相似文献
104.
We study a generalized Crank–Nicolson scheme for the time discretization of a fractional wave equation, in combination with
a space discretization by linear finite elements. The scheme uses a non-uniform grid in time to compensate for the singular
behaviour of the exact solution at t = 0. With appropriate assumptions on the data and assuming that the spatial domain is convex or smooth, we show that the
error is of order k
2 + h
2, where k and h are the parameters for the time and space meshes, respectively. 相似文献
105.
Summary.
This paper is concerned with a high order convergent
discretization for the semilinear reaction-diffusion problem:
,
for , subject to ,
where .
We assume that on
, which
guarantees uniqueness of a solution to
the problem. Asymptotic properties of
this solution are discussed. We consider a
polynomial-based three-point
difference scheme on a simple piecewise
equidistant mesh of Shishkin type.
Existence and local uniqueness of a solution
to the scheme are analysed. We
prove that the scheme is almost fourth order
accurate in the discrete maximum
norm, uniformly in the perturbation parameter
. We present numerical
results in support of this result.
Received February 25, 1994 相似文献
106.
The use of liquid fuels such as kerosene is of interest for the pulse detonation engine (PDE). Within this context, the aim
of this work, which is a preliminary study, was to show the feasibility to initiate a detonation in air with liquid-fuel pyrolysis
products, using energies and dimensions of test facility similars to those of PDEs. Therefore, two liquids fuels have been
compared, JP10, which is a synthesis fuel generally used in the field of missile applications, and decane, which is one of
the major components of standard kerosenes (F-34, Jet A1, ...). The thermal degradation of these fuels was studied with two
pyrolysis processes, a batch reactor and a flow reactor. The temperatures varied from 600°C to 1,000°C and residence times
for the batch reactor and the flow reactor were, respectively, between 10–30 s and 0.1–2 s. Subsequently, the detonability
of synthetic gaseous mixtures, which was a schematisation of the decomposition state after the pyrolysis process, has been
studied. The detonability study, regarding nitrogen dilution and equivalence ratio, was investigated in a 50 mm-diameter,
2.5 m-long detonation tube. These dimensions are compatible with applications in the aircraft industry and, more particularly,
in PDEs. Therefore, JP10 and decane were compared to choose the best candidate for liquid-fuel PDE studies.
This paper was based on work that was presented at the 20th International Colloquium on the Dynamics of Explosions and Reactive
Systems, Montreal, Canada, July 31 – August 5, 2005. 相似文献
107.
108.
In this paper, by using fixed point theorems in cones, we study the existence of at least one, two and three positive solutions of a nonlinear second-order three-point boundary value problem for dynamic equations on time scales. As an application, we also give some examples to demonstrate our results. 相似文献
109.
Summary. We introduce linear semi-implicit complementary volume numerical scheme for solving level set like nonlinear degenerate diffusion
equations arising in image processing and curve evolution problems. We study discretization of image selective smoothing equation
of mean curvature flow type given by Alvarez, Lions and Morel ([3]). Solution of the level set equation of Osher and Sethian
([26], \[30]) is also included in the study. We prove and estimates for the proposed scheme and give existence of its (generalized) solution in every discrete time-scale step. Efficiency
of the scheme is given by its linearity and stability. Preconditioned iterative solvers are used for computing arising linear
systems. We present computational results related to image processing and plane curve evolution.
Received April 25, 2000 / Revised version received June 11, 2001 / Published online November 15, 2001 相似文献
110.
Sans résumé
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