Hierarchical Archimedean copulas through multivariate compound distributions

In this paper, we propose a new hierarchical Archimedean copula construction based on multivariate compound distributions. This new imbrication technique is derived via the construction of a multivariate exponential mixture distribution through compounding. The absence of nesting and marginal conditions, contrarily to the nested Archimedean copulas approach, leads to major advantages, such as a flexible range of possible combinations in the choice of distributions, the existence of explicit formulas for the distribution of the sum, and computational ease in high dimensions. A balance between flexibility and parsimony is targeted. After presenting the construction technique, properties of the proposed copulas are investigated and illustrative examples are given. A detailed comparison with other construction methodologies of hierarchical Archimedean copulas is provided. Risk aggregation under this newly proposed dependence structure is also examined.     

On the approximation of Laplacian eigenvalues in graph disaggregation

Graph disaggregation is a technique used to address the high cost of computation for power law graphs on parallel processors. The few high-degree vertices are broken into multiple small-degree vertices, in order to allow for more efficient computation in parallel. In particular, we consider computations involving the graph Laplacian, which has significant applications, including diffusion mapping and graph partitioning, among others. We prove results regarding the spectral approximation of the Laplacian of the original graph by the Laplacian of the disaggregated graph. In addition, we construct an alternate disaggregation operator whose eigenvalues interlace those of the original Laplacian. Using this alternate operator, we construct a uniform preconditioner for the original graph Laplacian.     

Hierarchical Ag/ZnO micro/nanostructure: Green synthesis and enhanced photocatalytic performance

Ag/ZnO metal-semiconductor nanocomposites with hierarchical micro/nanostructure have been prepared by the hydrothermal synthesis in the presence of bovine serum albumin (BSA). The results suggest that this biomolecule-assisted hydrothermal method is an efficient route for the fabrication of Ag/ZnO nanocomposites by using BSA both a shape controller and a reducing agent of Ag⁺ ions. Moreover, Ag nanoparticles on the ZnO act as electron sinks, improving the separation of photogenerated electrons and holes, increasing the surface hydroxyl contents of ZnO, facilitating trapping the photoinduced electrons and holes to form more active hydroxyl radicals, and thus, enhancing the photocatalytic efficiency of ZnO. This is a good example for the organic combination of green chemistry and functional materials.     

Synthesis and catalytic properties of hierarchical TS-1 in the presence of cationic organosilane surfactant

Hierarchical TS-1 has been synthesized in the presence of cationic organosilane surfactant.The material is characterized with XRD,TEM,N₂ adsorption isotherm.The results show that the hierarchical TS-1 aggregates consist of small primary units with sizes of 20-30 nm.The BET surface area increases from 420 to 513 m²/g compared to conventional TS-1 zeolite.The sample is shown to be more active in epoxidation of cyclohexene than conventional TS-1.     

E-Bayesian estimation of the reliability derived from Binomial distribution

This paper introduces a new parameter estimation method, named E-Bayesian estimation method, to estimate reliability derived from Binomial distribution. The definition of E-Bayesian estimation of the reliability is proposed, the formulas of E-Bayesian estimation and hierarchical Bayesian estimation of the reliability are also provided. Finally, it is shown, through a numerical example, that the new method is much simpler than hierarchical Bayesian estimation in practice.     

Fast iterative solver for convection‐diffusion systems with spectral elements

We introduce a solver and preconditioning technique based on Domain Decomposition and the Fast Diagonalization Method that can be applied to tensor product based discretizations of the steady convection–diffusion equation. The method is based on a Robin–Robin interface preconditioner coupled to a fast diagonalization solver which is used to efficiently eliminate the interior degrees of freedom and perform subsidiary subdomain solves. Using a spectral element discretization, we first apply our technique to constant wind problems, and then propose a means for applying the technique as a preconditioner for variable wind problems. We demonstrate that iteration counts are mildly dependent on changes in mesh size and convection strength. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2011     

Adaptive panel representation for oblique collision of two vortex rings

In this article, we use a hierarchical panel method for representing vortex sheet surface motion in 3D flow to investigate the oblique collision of two vortex rings. The particles representing the sheet are advected by a regularized Biot-Savart integral with smoothed Rosenhead-Moore kernel. The particle velocities are evaluated by an adaptive treecode algorithm based on Taylor expansions in Cartesian coordinates. The method allowed us to consider late stages of a vortex rings collision, producing a funnel region. Vorticity iso-surfaces evolution is also investigated.     

A splitting preconditioner for saddle point problems

For large sparse systems of linear equations iterative techniques are attractive. In this paper, we study a splitting method for an important class of symmetric and indefinite system. Theoretical analyses show that this method converges to the unique solution of the system of linear equations for all t>0 (t is the parameter). Moreover, all the eigenvalues of the iteration matrix are real and nonnegative and the spectral radius of the iteration matrix is decreasing with respect to the parameter t. Besides, a preconditioning strategy based on the splitting of the symmetric and indefinite coefficient matrices is proposed. The eigensolution of the preconditioned matrix is described and an upper bound of the degree of the minimal polynomials for the preconditioned matrix is obtained. Numerical experiments of a model Stokes problem and a least‐squares problem with linear constraints presented to illustrate the effectiveness of the method. Copyright © 2011 John Wiley & Sons, Ltd.     

Preconditioning trace coupled 3d‐1d systems using fractional Laplacian

Multiscale or multiphysics problems often involve coupling of partial differential equations posed on domains of different dimensionality. In this work, we consider a simplified model problem of a 3d‐1d coupling and the main objective is to construct algorithms that may utilize standard multilevel algorithms for the 3d domain, which has the dominating computational complexity. Preconditioning for a system of two elliptic problems posed, respectively, in a three‐dimensional domain and an embedded one dimensional curve and coupled by the trace constraint is discussed. Investigating numerically the properties of the well‐defined discrete trace operator, it is found that negative fractional Sobolev norms are suitable preconditioners for the Schur complement of the system. The norms are employed to construct a robust block diagonal preconditioner for the coupled problem.     

Stackelberg–Nash exact controllability for the Kuramoto–Sivashinsky equation

This paper deals with a hierarchical control problem for the Kuramoto–Sivashinsky equation following a Stackelberg–Nash strategy. We assume that there is a main control, called the leader, and two secondary controls, called the followers. The leader tries to drive the solution to a prescribed target and the followers intend to be a Nash equilibrium for given functionals. It is known that this problem is equivalent to a null controllability result for an optimality system consisting of three non-linear equations. One of the novelties is a new Carleman estimate for a fourth-order equation with right-hand sides in Sobolev spaces of negative order, which allows to relax some geometric conditions for the observation sets for the followers.