Efficient Collocation Schemes for Singular Boundary Value Problems

We discuss an error estimation procedure for the global error of collocation schemes applied to solve singular boundary value problems with a singularity of the first kind. This a posteriori estimate of the global error was proposed by Stetter in 1978 and is based on the idea of Defect Correction, originally due to Zadunaisky. Here, we present a new, carefully designed modification of this error estimate which not only results in less computational work but also appears to perform satisfactorily for singular problems. We give a full analytical justification for the asymptotical correctness of the error estimate when it is applied to a general nonlinear regular problem. For the singular case, we are presently only able to provide computational evidence for the full convergence order, the related analysis is still work in progress. This global estimate is the basis for a grid selection routine in which the grid is modified with the aim to equidistribute the global error. This procedure yields meshes suitable for an efficient numerical solution. Most importantly, we observe that the grid is refined in a way reflecting only the behavior of the solution and remains unaffected by the unsmooth direction field close to the singular point.     

Effect of absorbed pump power on the quality of output beam from monolithic microchip lasers

The dependence of the beam propagation factor (M ² parameter) with the absorbed pump power in the case of monolithic microchip laser under face-cooled configuration is extensively studied. Our investigations show that the M ₂ parameter is related to the absorbed pump power through two parameters (α and β) whose values depend on the laser material properties and laser configuration. We have shown that one parameter arises due to the oscillation of higher order modes in the microchip cavity and the other parameter accounts for the spherical aberration associated with the thermal lens induced by the pump beam. Such dependency of M ² parameter with the absorbed pump power is experimentally verified for a face-cooled monolithic microchip laser based on Nd³⁺ -doped GdVO₄ crystal and the values of α and β parameters were estimated from the experimentally measured data points.     

An admissible minimax estimator of a bounded scale-parameter in a subclass of the exponential family under scale-invariant squared-error loss

A subclass of the scale-parameter exponential family is considered and for the rth power of the scale parameter, which is lower bounded, an admissible minimax estimator under scale-invariant squared-error loss is presented. Also, an admissible minimax estimator of a lower-bounded parameter in the family of transformed chi-square distributions is given. These estimators are the pointwise limits of a sequence of Bayes estimators. Some examples are given.     

Changes in the kurtosis parameter of super-Gaussian beams passing through a spherically aberrated lens

Based on the Collins formula and irradiance moments definition, the propagation of the kurtosis parameter of super-Gaussian beams through a spherically aberrated lens is studied. Detailed numerical results are given. It is shown that, as compared with aberration-free super-Gaussian beams, the profile of spherically aberrated super-Gaussian beams can be leptokurtic, mesokurtic or platykurtic, depending on the aberration and propagation distance. The results for the spherically aberrated Gaussian beams can be dealt with as a special case treated in this paper. Finally, the advantage of our method is pointed out.     

Estimation in the continuous time mover‐stayer model with an application to bond ratings migration

The usual tool for modelling bond ratings migration is a discrete, time‐homogeneous Markov chain. Such model assumes that all bonds are homogeneous with respect to their movement behaviour among rating categories and that the movement behaviour does not change over time. However, among recognized sources of heterogeneity in ratings migration is age of a bond (time elapsed since issuance). It has been observed that young bonds have a lower propensity to change ratings, and thus to default, than more seasoned bonds. The aim of this paper is to introduce a continuous, time‐non‐homogeneous model for bond ratings migration, which also incorporates a simple form of population heterogeneity. The specific form of heterogeneity postulated by the proposed model appears to be suitable for modelling the effect of age of a bond on its propensity to change ratings. This model, called a mover–stayer model, is an extension of a Markov chain. This paper derives the maximum likelihood estimators for the parameters of a continuous time mover–stayer model based on a sample of independent continuously monitored histories of the process, and develops the likelihood ratio statistic for discriminating between the Markov chain and the mover–stayer model. The methods are illustrated using a sample of rating histories of young corporate issuers. For these issuers the default probabilities predicted by the Markov chain and mover–stayer models are different. In particular for 1–4 years old bonds the mover–stayer model estimates substantially lower default probabilities from rating C than a Markov chain. Copyright © 2004 John Wiley & Sons, Ltd.     

在高密度下核物质的色超导性

建立了相变热力学理论和场论的关系. 强调在量子场论中必须引进序参量场， 则相变的讨论就类似于Goldstone bosons 的产生. 如果只讨论一级相变， Goldstone bosons场就足够了; 如果要讨论二级相变， 则必须讨论一系列的场， 这些场构成一个对称群的表示. 另外, 也将这一思想用到色超导中. In this paper we built a relation between the thermodynamical theory of the phase transition and field theory. We emphasized that in the quantum field theory we have to introduce the order parameter fields. Then the discussion of the phase transition is closed to the creation of the Goldstone bosons. If we only discuss the first order transition, the Goldstone bosons fields are sufficient. If we want to discuss the second order transition, we have to discuss a set of fields that constructs a representation of a symmetry group. We also apply this concept to color superconductivity.     

On Bayes and unbiased estimators of loss

We consider estimation of loss for generalized Bayes or pseudo-Bayes estimators of a multivariate normal mean vector, θ. In 3 and higher dimensions, the MLEX is UMVUE and minimax but is inadmissible. It is dominated by the James-Stein estimator and by many others. Johnstone (1988, On inadmissibility of some unbiased estimates of loss,Statistical Decision Theory and Related Topics, IV (eds. S. S. Gupta and J. O. Berger), Vol. 1, 361–379, Springer, New York) considered the estimation of loss for the usual estimatorX and the James-Stein estimator. He found improvements over the Stein unbiased estimator of risk. In this paper, for a generalized Bayes point estimator of θ, we compare generalized Bayes estimators to unbiased estimators of loss. We find, somewhat surprisingly, that the unbiased estimator often dominates the corresponding generalized Bayes estimator of loss for priors which give minimax estimators in the original point estimation problem. In particular, we give a class of priors for which the generalized Bayes estimator of θ is admissible and minimax but for which the unbiased estimator of loss dominates the generalized Bayes estimator of loss. We also give a general inadmissibility result for a generalized Bayes estimator of loss. Research supported by NSF Grant DMS-97-04524.     

Rhythmic growth of ring‐banded spherulites in blends of liquid crystalline methoxy‐poly(aryl ether ketone) and poly(aryl ether ether ketone)

Rhythmic growth of ring‐banded spherulites in blends of liquid crystalline methoxy‐poly(aryl ether ketone) (M‐PAEK) and poly(aryl ether ether ketone) (PEEK) has been investigated by means of differential scanning calorimetry (DSC), polarized light microscopy (PLM), and scanning electron microscopy (SEM) techniques. The measurements reveal that the formation of the rhythmically grown ring‐banded spherulites in the M‐PAEK/PEEK blends is strongly dependent on the blend composition. In the M‐PAEK‐rich blends, upon cooling, an unusual ring‐banded spherulite is formed, which is ascribed to structural discontinuity caused by a rhythmic radial growth. For the 50:50 M‐PAEK/PEEK blend, ring‐banded spherulites and individual PEEK spherulites coexist in the system. In the blends with PEEK as the predominant component, M‐PAEK is rejected into the boundary of PEEK spherulites. The cooling rate and crystallization temperature have great effect on the phase behavior, especially the ring‐banded spherulite formation in the blends. In addition, the effects of M‐PAEK phase transition rate and phase separation rate on banded spherulite formation is discussed. © 2007 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 45: 3011–3024, 2007     

Detecting instabilities in flows of viscoelastic fluids

There is a growing interest in developing numerical tools to investigate the onset of physical instabilities observed in experiments involving viscoelastic flows, which is a difficult and challenging task as the simulations are very sensitive to numerical instabilities. Following a recent linear stability analysis carried out in order to better understand qualitatively the origin of numerical instabilities occurring in the simulation of flows viscoelastic fluids, the present paper considers a possible extension for more complex flows. This promising method could be applied to track instabilities in complex (i.e. essentially non‐parallel) flows. In addition, results related to transient growth mechanism indicate that it might be responsible for the development of numerical instabilities in the simulation of viscoelastic fluids. Copyright © 2003 John Wiley & Sons, Ltd.     

Characterization of sulfate-reducing bacteria in yeast industry waste by microcalorimetry and PCR amplification

Sulfate-reducing bacteria (SRB) were isolated from anaerobic sludge of yeast factory wastewater treatment plant by cultivation on Postgate C medium. Microcalorimetry was used to monitor the anaerobic digestion processes and to measure the growth rates of sulfate-reducing bacteria. The maximum growth rates determined by microcalorimetry and ATP analysis were different—μ_max(dQ/dt) = 0.165 ± 0.008 h⁻¹ and μ_max(N_ATP) = 0.207 ± 0.013 h⁻¹. Experiments on the cultivation of SRB from yeast industry wastewater treatment plant in batch culture showed that during the first 20 h the concentration of sulfate decreased from 78.3 mM down to 62.2 mM while the increase of sulfide production was negligible. Perceptible amount of sulfide (7.82 mM) appeared on the 33.5 h of fermentation together with a peak on the power–time curve and considerable increase in the cell count (1.26 × 10⁹). First steps of sulfate metabolism (activation of sulfate by ATP sulfurylase, production of H₂) are accompanied by endothermic heat effects, therefore the values of thermal power remain moderate until the evolution of sulfide starts. The influence of green microalgae Chlorococcum sp. (preparation Biotreat 100) on the growth characteristics of microorganisms was also studied. Identification of one SRB strain was started by sequencing of PCR-amplified 16S rRNA gene. Two sets of primers were used for PCR amplification, both specific for domain Bacteria but giving different gene fragments. PCR-products were purified with JETQUICK kit according to the manufacturer instructions.