Some models for discretized series of events

A discretized series of events is a binary time series that indicates whether or not events of a point process in the line occur in successive intervals. Such data are common in environmental applications. We describe a class of models for them, based on an unobserved continuous-time discrete-state Markov process, which determines the rate of a doubly stochastic Poisson process, from which the binary time series is constructed by discretization. We discuss likelihood inference for these processes and their second-order properties and extend them to multiple series. An application involves modeling the times of exposures to air pollution at a number of receptors in Western Europe.

Birth-death processes with mass annihilation and state-dependent immigration

A birth-death process is subject to mass annihilation at rate β with subsequent mass immigration occurring into state j at rateα j . This structure enables the process to jump from one sector of state space to another one (via state 0) with transition rate independent of population size. First, we highlight the difficulties encountered when using standard techniques to construct both time-dependent and equilibrium probabilities. Then we show how to overcome such analytic difficulties by means of a tool developed in Chen and Renshaw (1990, 1993b); this approach is applicable to many processes whose underlying generator on E\{0} has known probability structure. Here we demonstrate the technique through application to the linear birth-death generator on which is superimposed an annihilation/immigration process.

Investigation into the performance of turbulence models for fluid flow and heat transfer phenomena in electronic applications

Computational Fluid Dynamics (CFD) is gradually becoming a powerful and almost essential tool for the design, development and optimization of engineering applications. However the mathematical modelling of the erratic turbulent motion remains the key issue when tackling such flow phenomena. The reliability of CFD analysis depends heavily on the turbulence model employed together with the wall functions implemented. In order to resolve the abrupt changes in the turbulent energy and other parameters situated at near wall regions a particularly fine mesh is necessary which inevitably increases the computer storage and run-time requirements. Turbulence modelling can be considered to be one of the three key elements in CFD. Precise mathematical theories have evolved for the other two key elements, grid generation and algorithm development. The principal objective of turbulence modelling is to enhance computational procedures of efficient accuracy to reproduce the main structures of three dimensional fluid flows. The flow within an electronic system can be characterized as being in a transitional state due to the low velocities and relatively small dimensions encountered. This paper presents simulated CFD results for an investigation into the predictive capability of turbulence models when considering both fluid flow and heat transfer phenomena. Also a new two-layer hybrid kε / kl turbulence model for electronic application areas will be presented which holds the advantages of being cheap in terms of the computational mesh required and is also economical with regards to run-time.

Vibrational spectra of α-amino acids in the zwitterionic state in aqueous solution and the solid state: DFT calculations and the influence of hydrogen bonding

The zwitterionic forms of the two simplest alpha-amino acids, glycine and l-alanine, in aqueous solution and the solid state have been modeled by DFT calculations. Calculations of the structures in the solid state, using PW91 or PBE functionals, are in good agreement with the reported crystal structures, and the vibrational spectra computed at the optimized geometries provide a good fit to the observed IR and Raman spectra in the solid state. DFT calculations of the structures and vibrational spectra of the zwitterions in aqueous solution at the B3-LYP/cc-pVDZ level were found to require both explicit and implicit solvation models. Explicit solvation was modeled by inclusion of five hydrogen-bonded water molecules attached to each of the five possible hydrogen-bonding sites in the zwitterion and the integration equation formalism polarizable continuum model (IEF-PCM) was employed, providing a satisfactory fit to observed IR and Raman spectra. Band assignments are reported in terms of potential-energy distributions, which differ in some respects to those previously reported for glycine and l-alanine.