2 resultados para Analytical modeling
em Duke University
Resumo:
Exact, closed-form analytical expressions are presented for evaluating the potential energy of electrical double layer (EDL) interactions between a sphere and an infinite flat plate for three different types of interactions: constant potential, constant charge, and an intermediate case as given by the linear superposition approximation (LSA). By taking advantage of the simpler sphere-plate geometry, simplifying assumptions used in the original Derjaguin approximation (DA) for sphere-sphere interaction are avoided, yielding expressions that are more accurate and applicable over the full range of κa. These analytical expressions are significant improvements over the existing equations in the literature that are valid only for large κa because the new equations facilitate the modeling of EDL interactions between nanoscale particles and surfaces over a wide range of ionic strength.
Resumo:
The advances in three related areas of state-space modeling, sequential Bayesian learning, and decision analysis are addressed, with the statistical challenges of scalability and associated dynamic sparsity. The key theme that ties the three areas is Bayesian model emulation: solving challenging analysis/computational problems using creative model emulators. This idea defines theoretical and applied advances in non-linear, non-Gaussian state-space modeling, dynamic sparsity, decision analysis and statistical computation, across linked contexts of multivariate time series and dynamic networks studies. Examples and applications in financial time series and portfolio analysis, macroeconomics and internet studies from computational advertising demonstrate the utility of the core methodological innovations.
Chapter 1 summarizes the three areas/problems and the key idea of emulating in those areas. Chapter 2 discusses the sequential analysis of latent threshold models with use of emulating models that allows for analytical filtering to enhance the efficiency of posterior sampling. Chapter 3 examines the emulator model in decision analysis, or the synthetic model, that is equivalent to the loss function in the original minimization problem, and shows its performance in the context of sequential portfolio optimization. Chapter 4 describes the method for modeling the steaming data of counts observed on a large network that relies on emulating the whole, dependent network model by independent, conjugate sub-models customized to each set of flow. Chapter 5 reviews those advances and makes the concluding remarks.