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81.
Madalina Deaconu Nicolas Fournier Etienne Tanré 《Methodology and Computing in Applied Probability》2003,5(2):131-158
By continuing the probabilistic approach of Deaconu et al. (2001), we derive a stochastic particle approximation for the Smoluchowski coagulation equations. A convergence result for this model is obtained. Under quite stringent hypothesis we obtain a central limit theorem associated with our convergence. In spite of these restrictive technical assumptions, the rate of convergence result is interesting because it is the first obtained in this direction and seems to hold numerically under weaker hypothesis. This result answers a question closely connected to the Open Problem 16 formulated by Aldous (1999). 相似文献
82.
Theoretical models for Monte Carlo simulation of radiative processes, i.e. bremsstrahlung and characteristic x-ray emission, are presented. Possible strategies for simulating electron transport are briefly described. For mechanisms involving energy loss and angular deflections, difficulties for strict implementation of accurate numerical differential cross sections still remain due to the strong correlations between these variables. Practical solutions for the case of inelastic collisions and bremsstrahlung emission are described. Comparisons of simulation results with experimental data for several problems of interest in electron probe microanalysis are presented. 相似文献
83.
J. Haslinger T. Kozubek K. Kunisch G. Peichl 《Journal of Mathematical Analysis and Applications》2004,290(2):665-685
This contribution combines a shape optimization approach to free boundary value problems of Bernoulli type with an embedding domain technique. A theoretical framework is developed which allows to prove continuous dependence of the primal and dual variables in the resulting saddle point problems with respect to the domain. This ensures the existence of a solution of a related shape optimization problem in a sufficiently large class of admissible domains. 相似文献
84.
Joel Tellinghuisen 《Journal of Molecular Spectroscopy》2004,226(2):137-145
Heavily overlapped, or congested spectra often display much structure but few individual “lines.” Methods have been devised for analyzing such spectra through nonlinear least-squares fitting of the intensity as a function of wavelength or wavenumber. Such total spectrum fitting (TSF) methods are examined statistically for a simple diatomic model and compared with the standard “measure-assign-fit” (MAF) approach in use since the dawn of spectroscopy. Monte Carlo computations on typically 1000 synthetic spectra at a time verify that the predictions of the variance-covariance matrix are reliable under many circumstances. However in regions where the P and R branches double up, the predicted standard errors in the key spectroscopic constants rise sharply and greatly exceed estimates from the Monte Carlo ensemble statistics. In the same regions, the MAF method actually gives better precision. However, for imperfectly overlapped R and P branches, the MAF standard errors are typically three times larger than the TSF values; moreover, the MAF statistical errors are dwarfed by bias. The TSF approach, while clearly superior in these tests, has a practical drawback: it, too, can give significant bias if the spectra are analyzed with an incorrect model, as illustrated here through calculations employing the wrong function to describe the spectral lineshape. 相似文献
85.
86.
Su-Yun Huang Chuhsing Kate Hsiao Ching-Wei Chang 《Annals of the Institute of Statistical Mathematics》2003,55(3):655-670
The article provides a refinement for the volume-corrected Laplace-Metropolis estimator of the marginal likelihood of DiCiccioet al. The correction volume of probability α in DiCiccioet al. is fixed and suggested to take the value α=0.05. In this article α is selected based on an asymptotic analysis to minimize
the mean square relative error (MSRE). This optimal choice of α is shown to be invariant under linear transformations. The
invariance property leads to easy implementation for multivariate problems. An implementation procedure is provided for practical
use. A simulation study and a real data example are presented. 相似文献
87.
88.
Keith Jonathan M. Kroese Dirk P. Bryant Darryn 《Methodology and Computing in Applied Probability》2004,6(1):29-53
A recent development of the Markov chain Monte Carlo (MCMC) technique is the emergence of MCMC samplers that allow transitions between different models. Such samplers make possible a range of computational tasks involving models, including model selection, model evaluation, model averaging and hypothesis testing. An example of this type of sampler is the reversible jump MCMC sampler, which is a generalization of the Metropolis–Hastings algorithm. Here, we present a new MCMC sampler of this type. The new sampler is a generalization of the Gibbs sampler, but somewhat surprisingly, it also turns out to encompass as particular cases all of the well-known MCMC samplers, including those of Metropolis, Barker, and Hastings. Moreover, the new sampler generalizes the reversible jump MCMC. It therefore appears to be a very general framework for MCMC sampling. This paper describes the new sampler and illustrates its use in three applications in Computational Biology, specifically determination of consensus sequences, phylogenetic inference and delineation of isochores via multiple change-point analysis. 相似文献
89.
本文研究了无界无限维商品空间上的生产经济均衡的存在性.虽然我们把商品空间看成是Riesz空间,但并没有在它的正锥上作任何内部假设.同时我们的结果也为现代企业或公司从事经济预测、制订生产计划、改善经营管理、提高劳动生产率以及优化经济机制提供了理论依据. 相似文献
90.
Ross W. Mair David G. Cory Sharon Peled Ching-Hua Tseng Samuel Patz Ronald L. Walsworth 《Journal of magnetic resonance (San Diego, Calif. : 1997)》1998,135(2):478-486
Pulsed-field-gradient NMR techniques are demonstrated for measurements of time-dependent gas diffusion. The standard PGSE technique and variants, applied to a free gas mixture of thermally polarized xenon and O2, are found to provide a reproducible measure of the xenon diffusion coefficient (5.71 × 10−6m2s−1for 1 atm of pure xenon), in excellent agreement with previous, non-NMR measurements. The utility of pulsed-field-gradient NMR techniques is demonstrated by the first measurement of time-dependent (i.e., restricted) gas diffusion inside a porous medium (a random pack of glass beads), with results that agree well with theory. Two modified NMR pulse sequences derived from the PGSE technique (named the Pulsed Gradient Echo, or PGE, and the Pulsed Gradient Multiple Spin Echo, or PGMSE) are also applied to measurements of time dependent diffusion of laser polarized xenon gas, with results in good agreement with previous measurements on thermally polarized gas. The PGMSE technique is found to be superior to the PGE method, and to standard PGSE techniques and variants, for efficiently measuring laser polarized noble gas diffusion over a wide range of diffusion times. 相似文献