ϕ-Divergence Based Procedure for Parametric Change-Point Problems

This paper studies the change-point problem for a general parametric, univariate or multivariate family of distributions. An information theoretic procedure is developed which is based on general divergence measures for testing the hypothesis of the existence of a change. For comparing the exact sizes of the new test-statistic using the criterion proposed in Dale (J R Stat Soc B 48–59, 1986), a simulation study is performed for the special case of exponentially distributed random variables. A complete study of powers of the test-statistics and their corresponding relative local efficiencies, is also considered.

Kink stability, propagation, and length-scale competition in the periodically modulated sine-gordon equation

We have examined the dynamical behavior of the kink solutions of the one-dimensional sine-Gordon equation in the presence of a spatially periodic parametric perturbation. Our study clarifies and extends the currently available knowledge on this and related nonlinear problems in four directions. First, we present the results of a numerical simulation program that are not compatible with the existence of a radiative threshold predicted by earlier calculations. Second, we carry out a perturbative calculation that helps interpret those previous predictions, enabling us to understand in depth our numerical results. Third, we apply the collective coordinate formalism to this system and demonstrate numerically that it reproduces accurately the observed kink dynamics. Fourth, we report on the occurrence of length-scale competition in this system and show how it can be understood by means of linear stability analysis. Finally, we conclude by summarizing the general physical framework that arises from our study.