112 resultados para RICCATI EQUATIONS
Resumo:
The maximum principle for the space and time–space fractional partial differential equations is still an open problem. In this paper, we consider a multi-term time–space Riesz–Caputo fractional differential equations over an open bounded domain. A maximum principle for the equation is proved. The uniqueness and continuous dependence of the solution are derived. Using a fractional predictor–corrector method combining the L1 and L2 discrete schemes, we present a numerical method for the specified equation. Two examples are given to illustrate the obtained results.
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Since ethnic differences exist in body composition, assessment methods need to be validated prior to use in different populations. This study attempts to validate the use of Sri Lankan based body composition assessment tools on a group of 5 - 15 year old Australian children of Sri Lankan origin. The study was conducted at the Body Composition Laboratory of the Children’s Nutrition Research Centre at the Royal Children’s Hospital, Brisbane, Australia. Height (Ht), weight (Wt), segmental length (Lsegment name) and skinfold thickness (SFT) were measured. The whole body and segmental bio impedance analysis (BIA) were also measured. The body composition determined by the deuterium dilution technique (criterion method) was compared with the assessments done using prediction equations developed on Sri Lankan children. 27 boys and 15 girls were studied. All predictions of body composition parameters, except percentage fat mass (FM) assessed by the SFT-FM equation in girls gave statistically significant correlations with the criterion method. They had a low mean bias and most were not influenced by the measured parameter. Although living in a different socioeconomic state, the equations developed on children of the same ethnic background gives a better predictive value of body composition. This highlights the ethnic influence on body composition.
Resumo:
Objective There are many prediction equations available in the literature for the assessment of body composition from skinfold thickness (SFT). This study aims to cross validate some of those prediction equations to determine the suitability of their use on Sri Lankan children. Methods Height, weight and SFT of 5 different sites were measured. Total body water was assessed using the isotope dilution method (D2O). Percentage Fat mass (%FM) was estimated from SFT using prediction equations described by five authors in the literature. Results Five to 15 year old healthy, 282 Sri Lankan children were studied. The equation of Brook gave Ihe lowest bias but limits of agreement were high. Equations described by Deurenberg et al gave slightly higher bias but limits of agreement were narrowest and bias was not influence by extremes of body fat. Although prediction equations did not estimate %FM adequately, the association between %FM and SFT measures, were quite satisfactory. Conclusion We conclude that SFT can be used effectively in the assessment of body composition in children. However, for the assessment of body composition using SFT, either prediction equations should be derived to suit the local populations or existing equations should be cross-validated to determine the suitability before its application.
Resumo:
The numerical solution of fractional partial differential equations poses significant computational challenges in regard to efficiency as a result of the spatial nonlocality of the fractional differential operators. The dense coefficient matrices that arise from spatial discretisation of these operators mean that even one-dimensional problems can be difficult to solve using standard methods on grids comprising thousands of nodes or more. In this work we address this issue of efficiency for one-dimensional, nonlinear space-fractional reaction–diffusion equations with fractional Laplacian operators. We apply variable-order, variable-stepsize backward differentiation formulas in a Jacobian-free Newton–Krylov framework to advance the solution in time. A key advantage of this approach is the elimination of any requirement to form the dense matrix representation of the fractional Laplacian operator. We show how a banded approximation to this matrix, which can be formed and factorised efficiently, can be used as part of an effective preconditioner that accelerates convergence of the Krylov subspace iterative solver. Our approach also captures the full contribution from the nonlinear reaction term in the preconditioner, which is crucial for problems that exhibit stiff reactions. Numerical examples are presented to illustrate the overall effectiveness of the solver.
Resumo:
Fractional differential equations are becoming increasingly used as a powerful modelling approach for understanding the many aspects of nonlocality and spatial heterogeneity. However, the numerical approximation of these models is demanding and imposes a number of computational constraints. In this paper, we introduce Fourier spectral methods as an attractive and easy-to-code alternative for the integration of fractional-in-space reaction-diffusion equations described by the fractional Laplacian in bounded rectangular domains ofRn. The main advantages of the proposed schemes is that they yield a fully diagonal representation of the fractional operator, with increased accuracy and efficiency when compared to low-order counterparts, and a completely straightforward extension to two and three spatial dimensions. Our approach is illustrated by solving several problems of practical interest, including the fractional Allen–Cahn, FitzHugh–Nagumo and Gray–Scott models, together with an analysis of the properties of these systems in terms of the fractional power of the underlying Laplacian operator.
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In this work, we consider subordinated processes controlled by a family of subordinators which consist of a power function of a time variable and a negative power function of an α-stable random variable. The effect of parameters in the subordinators on the subordinated process is discussed. By suitable variable substitutions and the Laplace transform technique, the corresponding fractional Fokker–Planck-type equations are derived. We also compute their mean square displacements in a free force field. By choosing suitable ranges of parameters, the resulting subordinated processes may be subdiffusive, normal diffusive or superdiffusive
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Background: Paediatric onset inflammatory bowel disease (IBD) may cause alterations in energy requirements and invalidate the use of standard prediction equations. Our aim was to evaluate four commonly used prediction equations for resting energy expenditure (REE) in children with IBD. Methods: Sixty-three children had repeated measurements of REE as part of a longitudinal research study yielding a total of 243 measurements. These were compared with predicted REE from Schofield, Oxford, FAO/WHO/UNU, and Harris-Benedict equations using the Bland-Altman method. Results: Mean (±SD) age of the patients was 14.2 (2.4) years. Mean measured REE was 1566 (336) kcal per day compared with 1491 (236), 1441 (255), 1481 (232), and 1435 (212) kcal per day calculated from Schofield, Oxford, FAO/WHO/UNU, and Harris-Benedict, respectively. While the Schofield equation demonstrated the least difference between measured and predicted REE, it, along with the other equations tested, did not perform uniformly across all subjects, indicating greater errors at either end of the spectrum of energy expenditure. Smaller differences were found for all prediction equations for Crohn's disease compared with ulcerative colitis. Conclusions: Of the commonly used equations, the equation of Schofield should be used in pediatric patients with IBD when measured values are not able to be obtained. (Inflamm Bowel Dis 2010;) Copyright © 2010 Crohn's & Colitis Foundation of America, Inc.
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We investigate methods for data-based selection of working covariance models in the analysis of correlated data with generalized estimating equations. We study two selection criteria: Gaussian pseudolikelihood and a geodesic distance based on discrepancy between model-sensitive and model-robust regression parameter covariance estimators. The Gaussian pseudolikelihood is found in simulation to be reasonably sensitive for several response distributions and noncanonical mean-variance relations for longitudinal data. Application is also made to a clinical dataset. Assessment of adequacy of both correlation and variance models for longitudinal data should be routine in applications, and we describe open-source software supporting this practice.
Resumo:
Objective To discuss generalized estimating equations as an extension of generalized linear models by commenting on the paper of Ziegler and Vens "Generalized Estimating Equations. Notes on the Choice of the Working Correlation Matrix". Methods Inviting an international group of experts to comment on this paper. Results Several perspectives have been taken by the discussants. Econometricians have established parallels to the generalized method of moments (GMM). Statisticians discussed model assumptions and the aspect of missing data Applied statisticians; commented on practical aspects in data analysis. Conclusions In general, careful modeling correlation is encouraged when considering estimation efficiency and other implications, and a comparison of choosing instruments in GMM and generalized estimating equations, (GEE) would be worthwhile. Some theoretical drawbacks of GEE need to be further addressed and require careful analysis of data This particularly applies to the situation when data are missing at random.
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Selecting an appropriate working correlation structure is pertinent to clustered data analysis using generalized estimating equations (GEE) because an inappropriate choice will lead to inefficient parameter estimation. We investigate the well-known criterion of QIC for selecting a working correlation Structure. and have found that performance of the QIC is deteriorated by a term that is theoretically independent of the correlation structures but has to be estimated with an error. This leads LIS to propose a correlation information criterion (CIC) that substantially improves the QIC performance. Extensive simulation studies indicate that the CIC has remarkable improvement in selecting the correct correlation structures. We also illustrate our findings using a data set from the Madras Longitudinal Schizophrenia Study.
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We propose an iterative estimating equations procedure for analysis of longitudinal data. We show that, under very mild conditions, the probability that the procedure converges at an exponential rate tends to one as the sample size increases to infinity. Furthermore, we show that the limiting estimator is consistent and asymptotically efficient, as expected. The method applies to semiparametric regression models with unspecified covariances among the observations. In the special case of linear models, the procedure reduces to iterative reweighted least squares. Finite sample performance of the procedure is studied by simulations, and compared with other methods. A numerical example from a medical study is considered to illustrate the application of the method.
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The method of generalized estimating equation-, (GEEs) has been criticized recently for a failure to protect against misspecification of working correlation models, which in some cases leads to loss of efficiency or infeasibility of solutions. However, the feasibility and efficiency of GEE methods can be enhanced considerably by using flexible families of working correlation models. We propose two ways of constructing unbiased estimating equations from general correlation models for irregularly timed repeated measures to supplement and enhance GEE. The supplementary estimating equations are obtained by differentiation of the Cholesky decomposition of the working correlation, or as score equations for decoupled Gaussian pseudolikelihood. The estimating equations are solved with computational effort equivalent to that required for a first-order GEE. Full details and analytic expressions are developed for a generalized Markovian model that was evaluated through simulation. Large-sample ".sandwich" standard errors for working correlation parameter estimates are derived and shown to have good performance. The proposed estimating functions are further illustrated in an analysis of repeated measures of pulmonary function in children.