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11.
Chuanhai Liu 《Journal of multivariate analysis》1997,63(2):296-312
Maximum likelihood estimation of the multivariatetdistribution, especially with unknown degrees of freedom, has been an interesting topic in the development of the EM algorithm. After a brief review of the EM algorithm and its application to finding the maximum likelihood estimates of the parameters of thetdistribution, this paper provides new versions of the ECME algorithm for maximum likelihood estimation of the multivariatetdistribution from data with possibly missing values. The results show that the new versions of the ECME algorithm converge faster than the previous procedures. Most important, the idea of this new implementation is quite general and useful for the development of the EM algorithm. Comparisons of different methods based on two datasets are presented. 相似文献
12.
Csar Antonio Rodríguez Gonzlez Julio Jos Caparrs-Mancera Jos Antonio Hernndez-Torres ngel Mariano Rodríguez-Prez 《Entropy (Basel, Switzerland)》2022,24(7)
This paper explains the mathematical foundations of a method for modelling semi-rigid unions. The unions are modelled using rotational rather than linear springs. A nonlinear second-order analysis is required, which includes both the effects of the flexibility of the connections as well as the geometrical nonlinearity of the elements. The first task in the implementation of a 2D Beam element with semi-rigid unions in a nonlinear finite element method (FEM) is to define the vector of internal forces and the tangent stiffness matrix. After defining the formula for this vector and matrix in the context of a semi-rigid steel frame, an iterative adjustment of the springs is proposed. This setting allows a moment–rotation relationship for some given load parameters, dimensions, and unions. Modelling semi-rigid connections is performed using Frye and Morris’ polynomial model. The polynomial model has been used for type-4 semi-rigid joints (end plates without column stiffeners), which are typically semi-rigid with moderate structural complexity and intermediate stiffness characteristics. For each step in a non-linear analysis required to adjust the matrix of tangent stiffness, an additional adjustment of the springs with their own iterative process subsumed in the overall process is required. Loops are used in the proposed computational technique. Other types of connections, dimensions, and other parameters can be used with this method. Several examples are shown in a correlated analysis to demonstrate the efficacy of the design process for semi-rigid joints, and this is the work’s application content. It is demonstrated that using the mathematical method presented in this paper, semi-rigid connections may be implemented in the designs while the stiffness of the connection is verified. 相似文献
13.
M. Luk
ov‐Medvid'ov U. Teschke 《ZAMM - Journal of Applied Mathematics and Mechanics / Zeitschrift für Angewandte Mathematik und Mechanik》2006,86(11):874-891
We present a comparison of two discretization methods for the shallow water equations, namely the finite volume method and the finite element scheme. A reliable model for practical interests includes terms modelling the bottom topography as well as the friction effects. The resulting equations belong to the class of systems of hyperbolic partial differential equations of first order with zero order source terms, the so‐called balance laws. In order to approximate correctly steady equilibrium states we need to derive a well‐balanced approximation of the source term in the finite volume framework. As a result our finite volume method, a genuinely multidimensional finite volume evolution Galerkin (FVEG) scheme, approximates correctly steady states as well as their small perturbations (quasi‐steady states). The second discretization scheme, which has been used for practical river flow simulations, is the finite element method (FEM). In contrary to the FVEG scheme, which is a time explicit scheme, the FEM uses an implicit time discretization and the Newton‐Raphson iterative scheme for inner iterations. We show that both discretization techniques approximate correctly steady and quasi‐steady states with bottom topography and friction and compare their accuracy and performance. 相似文献
14.
Generalized Born solvation models offer a popular method of including electrostatic aspects of solvation free energies within an analytical model that depends only upon atomic coordinates, charges, and dielectric radii. Here, we describe how second derivatives with respect to Cartesian coordinates can be computed in an efficient manner that can be distributed over multiple processors. This approach makes possible a variety of new methods of analysis for these implicit solvation models. We illustrate three of these methods here: the use of Newton-Raphson optimization to obtain precise minima in solution; normal mode analysis to compute solvation effects on the mechanical properties of DNA; and the calculation of configurational entropies in the MM/GBSA model. An implementation of these ideas, using the Amber generalized Born model, is available in the nucleic acid builder (NAB) code, and we present examples for proteins with up to 45,000 atoms. The code has been implemented for parallel computers using both the OpenMP and MPI environments, and good parallel scaling is seen with as many as 144 OpenMP processing threads or MPI processing tasks. 相似文献
15.
Shugo Nakamura Mitsunori Ikeguchi Kentaro Shimizu 《Journal of computational chemistry》1998,19(15):1716-1723
A parallel algorithm for efficient calculation of the second derivatives (Hessian) of the conformational energy in internal coordinates is proposed. This parallel algorithm is based on the master/slave model. A master processor distributes the calculations of components of the Hessian to one or more slave processors that, after finishing their calculations, send the results to the master processor that assembles all the components of the Hessian. Our previously developed molecular analysis system for conformational energy optimization, normal mode analysis, and Monte Carlo simulation for internal coordinates is extended to use this parallel algorithm for Hessian calculation on a massively parallel computer. The implementation of our algorithm uses the message passing interface and works effectively on both distributed-memory parallel computers and shared-memory parallel computers. We applied this system to the Newton–Raphson energy optimization of the structures of glutaminyl transfer RNA (Gln-tRNA) with 74 nucleotides and glutaminyl-tRNA synthetase (GlnRS) with 540 residues to analyze the performance of our system. The parallel speedups for the Hessian calculation were 6.8 for Gln-tRNA with 24 processors and 11.2 for GlnRS with 54 processors. The parallel speedups for the Newton–Raphson optimization were 6.3 for Gln-tRNA with 30 processors and 12.0 for GlnRS with 62 processors. © 1998 John Wiley & Sons, Inc. J Comput Chem 19: 1716–1723, 1998 相似文献
16.
In this paper, we revisit the chaotic number of iterations needed by Newton’s method to converge to a root. Here, we consider a simple modified Newton method depending on a parameter. It is demonstrated using polynomiography that even in the simple algorithm the presence and the position of the convergent regions, i.e. regions where the method converges nicely to a root, can be complicatedly a function of the parameter. 相似文献
17.
Ernest Fokou 《Journal of multivariate analysis》2005,95(2):370-384
This paper examines the analysis of an extended finite mixture of factor analyzers (MFA) where both the continuous latent variable (common factor) and the categorical latent variable (component label) are assumed to be influenced by the effects of fixed observed covariates. A polytomous logistic regression model is used to link the categorical latent variable to its corresponding covariate, while a traditional linear model with normal noise is used to model the effect of the covariate on the continuous latent variable. The proposed model turns out be in various ways an extension of many existing related models, and as such offers the potential to address some of the issues not fully handled by those previous models. A detailed derivation of an EM algorithm is proposed for parameter estimation, and latent variable estimates are obtained as by-products of the overall estimation procedure. 相似文献
18.
Josep Maria Anglada Emili Besalú Josep Maria Bofill 《Theoretical chemistry accounts》1999,103(2):163-166
We present a matrix diagonalization method where the diagonalization is carried out through a normal Lagrange–Newton–Raphson method solved in a subspace. The subspace is generated using the correction vector that predicts the standard Lagrange–Newton–Raphson formula in the full space. Some numerical examples and the performance of the algorithm are given. Received: 16 February 1999 / Accepted: 10 May 1999 / Published online: 9 September 1999 相似文献
19.
A highly nonlinear parabolic partial differential equation that models the electron heat transfer process in laser inertial fusion has been solved numerically. The strong temperature dependence of the electron thermal conductivity and heat loss term (Bremsstrahlung emission) makes this a highly nonlinear process. In this case, an efficient numerical method is developed for the energy transport mechanism from the region of energy deposition into the ablation surface by a combination of the Crank‐Nicolson scheme and the Newton‐Raphson method. The quantitative behavior of the electron temperature and the comparison between analytic and numerical solutions are also investigated. For more clarification, the accuracy and conservation of energy in the computations are tested. The numerical results can be used to evaluate the nonlinear electron heat conduction, considering the released energy of the laser pulse at the Deuterium‐Tritium (DT) targets and preheating by heat conduction ahead of a compression shock in the inertial confinement fusion (ICF) approach. (© 2015 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim) 相似文献
20.
It is shown how a full Newton–Raphson technique speeds up in impressive proportions the iterative resolution of molecular integral equations and makes it possible to reach quadratically complete convergence down to machine precision in a very few cycles. The technique generalises what has been originally proposed by Zerah and extensively used since then with great success for various fluids and mixtures of spherical objects. At each main iteration, the linearised cycle obtained by differentiating the Ornstein–Zernike and the integral equations is itself solved iteratively in terms of Δgmnlμν(r) projections. Its solution is reached very rapidly thanks to the powerful biconjugate gradient method and to the absence of any Euler angle manipulation. The virial equation is written in a shape formally different from the standard one, which allows a much higher numerical precision for the pressure without extra numerical work. The complete scheme is illustrated on the popular SPC/E water model. 相似文献