Asymptotic normality of a covariance estimator for nonsynchronously observed diffusion processes

We consider the problem of estimating the covariance of two diffusion-type processes when they are observed only at discrete times in a nonsynchronous manner. In our previous work in 2003, we proposed a new estimator which is free of any ‘synchronization’ processing of the original data and showed that it is consistent for the true covariance of the processes as the observation interval shrinks to zero; Hayashi and Yoshida (Bernoulli, 11, 359–379, 2005). This paper is its sequel. Specifically, it establishes asymptotic normality of the estimator in a general nonsynchronous sampling scheme.     

Dynamic properties of a body with discontinual mass variation

In this paper the procedure for the dynamic analysis of body separation is introduced. Based on the general laws of classical dynamics, the method for obtaining the velocity and the angular velocity of the remainder body during separation is developed. Due to the discontinual mass variation, the jump-like change of the velocity and the angular velocity of the body is evident. Various types of motion of the separated body are considered. Depending on the type of motion of the separated body the dynamic properties of the remainder body are obtained. As a special case the in-plane motion of the body before and after separation is considered. The theoretical considerations are applied for the separation analysis of a rotor (a shaft-disc system). The transient motion of the body after separation is investigated. To prove the correctness of the procedure suggested in the paper, the case when the mass and the moment of inertia of the separated body are infinitesimal is analyzed. The obtained differential equations are the same as those previously obtained.     

General Regular Variation of n-th Order and the 2nd Order Edgeworth Expansion of the Extreme Value Distribution （Ⅰ）

In Part Ⅰ the concept of the general regular variation of n-th order is proposed and its construction is discussed. The uniqueness of the standard expression and the higher order regularity of the auxiliary functions are proved.     

The play operator on the rectifiable curves in a Hilbert space

The vector play operator is the solution operator of a class of evolution variational inequalities arising in continuum mechanics. For regular data, the existence of solutions is easily obtained from general results on maximal monotone operators. If the datum is a continuous function of bounded variation, then the existence of a weak solution is usually proved by means of a time discretization procedure. In this paper we give a short proof of the existence of the play operator on rectifiable curves making use of basic facts of measure theory. We also drop the separability assumptions usually made by other authors. Copyright © 2007 John Wiley & Sons, Ltd.     

Application of thiophilic chromatography to deplete serum immunoglobulins in sample preparation for bidimensional electrophoresis

Serum is a typical sample for non-invasive studies in clinical research. Its proteome characterization is challenging, since requires extensive protein depletion. Methods used nowadays for removal of high-abundance proteins are expensive or show quite often a low loading capacity, which has strong repercussions on the number of samples and replicates per analysis.In order to deplete immunoglobulins (Igs) and albumin (HSA) from 1 mL serum samples, we have developed a protocol based on a combination of thiophilic chromatography, not previously used in clinical proteomics, and a HSA-specific resin. Ig/HSA-depleted samples, immunoglobulinome and albuminone were analyzed by 2-DE. Thiophilic chromatography, coupled with HSA-depletion, allows a good 2-DE resolution as well as the visualization of new spots. Moreover, it yields enough protein to evaluate technical variability and facilitate subsequent protein identification. To validate the protocol, we carried out a preliminary comparative study between triplicate Igs/HSA-depleted serum samples from healthy control individuals and recently diagnosed/untreated rheumatoid arthritis (RA) patients. RA patients showed several acute phase proteins, as well as additional serum proteins, differentially and significantly regulated.Therefore, thiophilic chromatography can be used as an efficient and economical method in 2-DE to deplete immunoglobulins from large human serum samples before a more extensive fractioning.     

基于强度传输方程的相位检索

为了从直接测量的强度图像中计算出相位信息,研究了基于强度传输方程的相位检索技术.设计了一个实用的相位检索系统,包含经典傅里叶相位检索和基于整体变分的相位检索算法.通过测量聚焦平面和前后散焦平面光波场的空间强度,求解二阶微分方程得到相位.与迭代相位检索技术相比克服了其迭代不确定性、收敛速度慢等缺点.实验表明,利用强度传输...     

Adaptive hierarchic transformations for dynamically p-enriched slope-limiting over discontinuous Galerkin systems of generalized equations

We study a family of generalized slope limiters in two dimensions for Runge–Kutta discontinuous Galerkin (RKDG) solutions of advection-diffusion systems. We analyze the numerical behavior of these limiters applied to a pair of model problems, comparing the error of the approximate solutions, and discuss each limiter’s advantages and disadvantages. We then introduce a series of coupled p-enrichment schemes that may be used as standalone dynamic p-enrichment strategies, or may be augmented via any in the family of variable-in-p slope limiters presented.     

基于全变分正则化的高能闪光照相消模糊图像重建算法

 针对高能闪光照相投影图像消模糊难度大的问题,提出了一种基于全变分正则化的消模糊图像重建算法,该算法根据闪光照相的成像特点,将客体的纵向截面作为一个整体来进行建模,并在重建方程中考虑了模糊因素,然后采用全变分范数作为正则项,构建了用于消模糊图像重建的展平泛函,将消模糊图像重建问题转化为能量泛函极小化问题,通过固定点迭代算法求解图像重建问题的最小化解。数值模拟结果表明：该算法由于考虑了闪光照相成像时的图像模糊因素,在重建时能够较好地消除模糊对重建结果的影响,在抑制噪声的同时能较好地保持图像的边缘信息,有利于提高重建图像的质量。     

Development of a laser-based measurement system for evaluation of the scraping workpiece quality

A laser-based measurement system for evaluation of the scraping workpiece quality that can eliminate contact-induced measurement errors and increase measurement accuracy is proposed. The laser-based measurement system comprises a light-scattering-type triangulation laser, a computer numerical control (CNC) machine tool, and an analog-to-digital (A/D) card. The triangulation laser measures the depth of the scraping spots and the CNC machine tool locates their position. The 3D data of the scraping workpiece is then drawn using the least squares method. Cast iron and Turcite workpieces can be measured. Five parameters of the scraping workpiece, namely peak points per square inch, percentage of points, distribution of heights of points or depth of surroundings, edge shape of the grooves, and flatness, can be evaluated. The scanning rate and sampling rate of the laser-based measurement system are 100 mm/s and 10 KHz, respectively. In the future, an appliance machine based on the proposed system will be designed for the on-line detection of scraping workpieces.     

Dust ion-acoustic shock waves due to dust charge fluctuation in a superthermal dusty plasma

The nonlinear propagation of dust ion-acoustic (DIA) shock waves is studied in a charge varying dusty plasma with electrons having kappa velocity distribution. We use hot ions with equilibrium streaming speed and a fast superthermal electron charging current derived from orbit limited motion (OLM) theory. It is found that the presence of superthermal electrons does not only significantly modify the basic properties of shock waves, but also causes the existence of shock profile with only positive potential in such plasma with parameter ranges corresponding to Saturn?s rings. It is also shown that the strength and steepness of the shock waves decrease with increase of the size of dust grains and ion temperature.