9 resultados para Laplace-Metropolis estimator

em Greenwich Academic Literature Archive - UK


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The solution process for diffusion problems usually involves the time development separately from the space solution. A finite difference algorithm in time requires a sequential time development in which all previous values must be determined prior to the current value. The Stehfest Laplace transform algorithm, however, allows time solutions without the knowledge of prior values. It is of interest to be able to develop a time-domain decomposition suitable for implementation in a parallel environment. One such possibility is to use the Laplace transform to develop coarse-grained solutions which act as the initial values for a set of fine-grained solutions. The independence of the Laplace transform solutions means that we do indeed have a time-domain decomposition process. Any suitable time solver can be used for the fine-grained solution. To illustrate the technique we shall use an Euler solver in time together with the dual reciprocity boundary element method for the space solution

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Orthogonal frequency division multiplexing (OFDM) systems are more sensitive to carrier frequency offset (CFO) compared to the conventional single carrier systems. CFO destroys the orthogonality among subcarriers, resulting in inter-carrier interference (ICI) and degrading system performance. To mitigate the effect of the CFO, it has to be estimated and compensated before the demodulation. The CFO can be divided into an integer part and a fractional part. In this paper, we investigate a maximum-likelihood estimator (MLE) for estimating the integer part of the CFO in OFDM systems, which requires only one OFDM block as the pilot symbols. To reduce the computational complexity of the MLE and improve the bandwidth efficiency, a suboptimum estimator (Sub MLE) is studied. Based on the hypothesis testing method, a threshold Sub MLE (T-Sub MLE) is proposed to further reduce the computational complexity. The performance analysis of the proposed T-Sub MLE is obtained and the analytical results match the simulation results well. Numerical results show that the proposed estimators are effective and reliable in both additive white Gaussian noise (AWGN) and frequency-selective fading channels in OFDM systems.

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In mid-18th century Giovanni Battista Piranesi’s etchings systematically document the old and new monuments, decrepit buildings and broken down infrastructures of a Rome that continues to inhabit and reinvent its past. His views of Rome offer a devastating account of the blurring of distinctions and articulations that time, use and neglect have imposed on the old differentiations of the urban and the rural, the public and the private, the monumental and the domestic in the 18th century city. Rome becomes for Piranesi the laboratory for a questioning of architecture that places his work well beyond the debate on style and on the origin that dominated the architectural discourse of his time. This paper suggests that Piranesi’s images anticipate the dispersion and sprawl of the city of today, in which the ‘vague’, the ‘viral’ and the ‘parasitic’ become modes of inhabitation and of transient negotiated definition. In the Antichità di Roma, ancient buildings are represented not only in their large scale and magnificence, but also in their decay and reversal to a state of naturalness. These works, together with the acute observations of the Vedute di Roma, provide the materials that are then dislocated, manipulated, cloned and endlessly mutated by Piranesi in the synthesis of the Campo Marzio dell’Antica Roma, in which the historical city is almost entirely dissolved and replaced by an extraordinary congestion of fragments. When they are re-examined on the grounds of contemporary architectural and urban theory, the sites of Piranesi's views reveal anticipations of phenomena that affect the metropolis of today. Political, social and economic conditions have changed dramatically, but the questions asked of architecture in and by these sites challenge the definition of an architecture of style, forms and boundaries - in the 18th century as well as in the 21st -in favour of an architecture of change.

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The main interest in the assessment of forest species diversity for conservation purposes is in the rare species. The main problem in the tropical rain forests is that most of the species are rare. Assessment of species diversity in the tropical rain forests is therefore often concerned with estimating that which is not observed in recorded samples. Statistical methodology is therefore required to try to estimate the truncated tail of the species frequency distribution, or to estimate the asymptote of species/diversity-area curves. A Horvitz-Thompson estimator of the number of unobserved (“virtual”) species in each species intensity class is proposed. The approach allows a definition of an extended definition of diversity, ( or generalised Renyi entropy). The paper presents a case study from data collected in Jambi, Sumatra, and the “extended diversity measure” is used on the species data.

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A 3D model of melt pool created by a moving arc type heat sources has been developed. The model solves the equations of turbulent fluid flow, heat transfer and electromagnetic field to demonstrate the flow behaviour phase-change in the pool. The coupled effects of buoyancy, capillary (Marangoni) and electromagnetic (Lorentz) forces are included within an unstructured finite volume mesh environment. The movement of the welding arc along the workpiece is accomplished via a moving co-ordinator system. Additionally a method enabling movement of the weld pool surface by fluid convection is presented whereby the mesh in the liquid region is allowed to move through a free surface. The surface grid lines move to restore equilibrium at the end of each computational time step and interior grid points then adjust following the solution of a Laplace equation.

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This paper considers a Markovian bulk-arriving queue modified to allow both mass arrivals when the queue is idle and mass departures which allow for the possibility of removing the entire workload. Properties of queues which terminate when the server becomes idle are developed first, since these play a key role in later developments. Results for the case of mass arrivals, but no mass annihilation, are then constructed with specific attention being paid to recurrence properties, equilibrium queue-size structure, and waiting-time distribution. A closed-form expression for the expected queue size and its Laplace transform are also established. All of these results are then generalised to allow for the removal of the entire workload, with closed-form expressions being developed for the equilibrium size and waiting-time distributions.

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A distributed algorithm is developed to solve nonlinear Black-Scholes equations in the hedging of portfolios. The algorithm is based on an approximate inverse Laplace transform and is particularly suitable for problems that do not require detailed knowledge of each intermediate time steps.

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Financial modelling in the area of option pricing involves the understanding of the correlations between asset and movements of buy/sell in order to reduce risk in investment. Such activities depend on financial analysis tools being available to the trader with which he can make rapid and systematic evaluation of buy/sell contracts. In turn, analysis tools rely on fast numerical algorithms for the solution of financial mathematical models. There are many different financial activities apart from shares buy/sell activities. The main aim of this chapter is to discuss a distributed algorithm for the numerical solution of a European option. Both linear and non-linear cases are considered. The algorithm is based on the concept of the Laplace transform and its numerical inverse. The scalability of the algorithm is examined. Numerical tests are used to demonstrate the effectiveness of the algorithm for financial analysis. Time dependent functions for volatility and interest rates are also discussed. Applications of the algorithm to non-linear Black-Scholes equation where the volatility and the interest rate are functions of the option value are included. Some qualitative results of the convergence behaviour of the algorithm is examined. This chapter also examines the various computational issues of the Laplace transformation method in terms of distributed computing. The idea of using a two-level temporal mesh in order to achieve distributed computation along the temporal axis is introduced. Finally, the chapter ends with some conclusions.