Multiple Window and Cluster Size Scan Procedures

Researchers apply scan statistics to test for unusually large clusters of events within a time window of specified length w, or alternatively an unusually small window w that contains a specified number of events. In some cases, the researcher is interested in testing for a range of specified window lengths, or a set of several specified number of events k (cluster sizes). In this paper, we derive accurate approximations for the joint distributions of scan statistics for a range of values of w, or of k, that can be used to set an experiment-wide level of significance that takes into account the multiple comparisons involved. We use these methods to compare different ways of choosing the window sizes for the different cluster sizes. One special case is a multiple comparison procedure based on a generalized likelihood ratio test (GLRT) for a range of window sizes. We compare the power of the GLRT with another method for allocating the window sizes. We find that the GLRT is sensitive for very small window sizes at the expense of moderate and larger window sizes. We illustrate these results on two examples, one involving clustering of translocation breakpoints in DNA, and the other involving disease clusters.     

The Asymptotics of Spectral Gaps of a 1D Dirac Operator with Cosine Potential

Letters in Mathematical Physics -     

Mg,Si和S同位素链的壳反常

采用考虑轴向形变的相对论平均场理论,以双中子、双质子分离能隙δ_2n/δ_2p作为壳封闭的特征,分析了Mg,Si和S同位素链的壳封闭和壳反常,发现Mg同位素链在N=12,16处,Si同位素链在N=14,S同位素链在N?=16处出现明显的壳封闭结构,Si同位素链在N=28处壳层结构并没有消失.Mg,Si和S同位素链在N=20处壳效应并不太明显.     

On the convergence rate and optimization of a numerical method with splitting of boundary conditions for the stokes system in a spherical layer in the axisymmetric case: Modification for thick layers

The convergence rate of a fast-converging second-order accurate iterative method with splitting of boundary conditions constructed by the authors for solving an axisymmetric Dirichlet boundary value problem for the Stokes system in a spherical gap is studied numerically. For R/r exceeding about 30, where r and R are the radii of the inner and outer boundary spheres, it is established that the convergence rate of the method is lower (and considerably lower for large R/r) than the convergence rate of its differential version. For this reason, a really simpler, more slowly converging modification of the original method is constructed on the differential level and a finite-element implementation of this modification is built. Numerical experiments have revealed that this modification has the same convergence rate as its differential counterpart for R/r of up to 5 × 10³. When the multigrid method is used to solve the split and auxiliary boundary value problems arising at iterations, the modification is more efficient than the original method starting from R/r ～ 30 and is considerably more efficient for large values of R/r. It is also established that the convergence rates of both methods depend little on the stretching coefficient η of circularly rectangular mesh cells in a range of η that is well sufficient for effective use of the multigrid method for arbitrary values of R/r smaller than ～ 5 × 10³.     

Limiting Lagrangians: A primal approach

In this paper, we consider a convex program with either a finite or an infinite number of constraints and its formal Lagrangian dual. We show that either the primal program satisfies a general condition which implies there is no duality gap or that there is a nonzero vectord with the following properties: First, wheneverd is added to the objective function, where is a positive number not greater than one, the resulting program satisfies the general sufficient condition cited above for no duality gap. Second, the optimal value of this perturbed program is attained and tends to the optimal value of the original program as tends to zero. Third, the optimal solutions of the perturbed programs form a minimizing sequence of the original program. As a consequence of the above, we derive the limiting Lagrangian theory of Borwein, Duffin, and Jeroslow.The authors are indebted to an unknown referee who suggested the very short and elegant proofs of Lemma 2.3 and Theorem 2.3.This work was completed while the first author was a member of the College of Management, Georgia Institute of Technology, Atlanta, Georgia.     

Properties of the random search in global optimization

From theorems which we prove about the behavior of gaps in a set ofN uniformly random points on the interval [0, 1], we determine properties of the random search procedure in one-dimensional global optimization. In particular, we show that the uniform grid search is better than the random search when the optimum is chosen using the deterministic strategy, that a significant proportion of large gaps are contained in the uniformly random search, and that the error in the determination of the point at which the optimum occurs, assuming that it is unique, will on the average be twice as large using the uniformly random search compared with the uniform grid. In addition, some of the properties of the largest gap are verified numerically, and some extensions to higher dimensions are discussed. The latter show that not all of the conclusions derived concerning the inadequacies of the one-dimensional random search extend to higher dimensions, and thaton average the random search is better than the uniform grid for dimensions greater than 6.This paper is based on work started in the Statistics Department of Princeton University when the first author was visiting as a Research Associate. Part of this research was supported by the Office of Naval Research, Contract No. 0014-67-A-0151-0017, and by the US Army Research Office—Durham, Contract No. DA-31-124-ARO-D-215.2 The authors wish to thank B. Omodei for his careful work in preparing the programs for the results of Figs. 1–2 and Table 1. The computations were performed on the IBM 360/50 of the Australian National University's Computer Centre. Thanks are also due to R. Miles for suggestions regarding the extension of the results to multidimensional regions, and to P. A. P. Moran and R. Brent for suggestions regarding the evaluation of the integral ₀ ¹ ... ^0/1 (x ₁ ² + ... +x _n ^/2 )^1/2 dx ₁ ...dx _n.     

Zero-ϕeff non-Bragg gap solitons in 1D Kerr polaritonic/metamaterial heterostructures

A theoretical study of one-dimensional heterostructures composed of alternate layers of a Kerr polaritonic material and a linear dispersive metamaterial is performed. For frequency values at the edges of the non-Bragg zero-ϕ_eff gap of the heterostructure in the linear regime, a switching from very low to high transmission states is obtained and localized gap solitons of various orders are found, depending on the particular value of the incident power. Soliton solutions are shown to be robust with respect to absorption effects and a study is presented for gap soliton phases at the top and bottom of the zero-ϕ_eff gap in the case of defocusing and focusing nonlinearities.     

Effect of gap and flow orientation on two-phase flow in an oil-wet gap: Relative permeability curves and flow structures

Naturally fractured reservoirs contain about 25–30% of the world supply of oil. In these reservoirs, fractures are the dominant flow path. Therefore, a good understanding of transfer parameters such as relative permeability as well as flow regimes occurring in a fracture plays an important role in developing and improving oil production from such complex systems. However, in contrast with gas–liquid flow in a single fracture, the flow of heavy oil and water has received less attention. In this research, a Hele-Shaw apparatus was built to study the flow of water in presence of heavy oil and display different flow patterns under different flow rates and analyze the effect of fracture orientations on relative permeability curves as well as flow regimes. The phase flow rates versus phase saturation results were converted to experimental relative permeability curves. The results of the experiments demonstrate that, depending on fracture and flow orientation, there could be a significant interference between the phases flowing through the fracture. The results also reveal that both phases can flow in both continuous and discontinuous forms. The relative permeability curves show that the oil–water relative permeability not only depends on fluid saturations and flow patterns but also fracture orientation.