Likelihood-based estimation of the regression model with scrambled responses

A significant problem in the collection of responses to potentially sensitive questions, such as relating to illegal, immoral or embarrassing activities, is non-sampling error due to refusal to respond or false responses. Eichhorn & Hayre (1983) suggested the use of scrambled responses to reduce this form of bias. This paper considers a linear regression model in which the dependent variable is unobserved but for which the sum or product with a scrambling random variable of known distribution, is known. The performance of two likelihood-based estimators is investigated, namely of a Bayesian estimator achieved through a Markov chain Monte Carlo (MCMC) sampling scheme, and a classical maximum-likelihood estimator. These two estimators and an estimator suggested by Singh, Joarder & King (1996) are compared. Monte Carlo results show that the Bayesian estimator outperforms the classical estimators in almost all cases, and the relative performance of the Bayesian estimator improves as the responses become more scrambled.

Expokit: A software package for computing matrix exponentials

Expokit provides a set of routines aimed at computing matrix exponentials. More precisely, it computes either a small matrix exponential in full, the action of a large sparse matrix exponential on an operand vector, or the solution of a system of linear ODEs with constant inhomogeneity. The backbone of the sparse routines consists of matrix-free Krylov subspace projection methods (Arnoldi and Lanczos processes), and that is why the toolkit is capable of coping with sparse matrices of large dimension. The software handles real and complex matrices and provides specific routines for symmetric and Hermitian matrices. The computation of matrix exponentials is a numerical issue of critical importance in the area of Markov chains and furthermore, the computed solution is subject to probabilistic constraints. In addition to addressing general matrix exponentials, a distinct attention is assigned to the computation of transient states of Markov chains.

Flush air data system calibration using numerical simulation

The use of computational fluid dynamics simulations for calibrating a flush air data system is described, In particular, the flush air data system of the HYFLEX hypersonic vehicle is used as a case study. The HYFLEX air data system consists of nine pressure ports located flush with the vehicle nose surface, connected to onboard pressure transducers, After appropriate processing, surface pressure measurements can he converted into useful air data parameters. The processing algorithm requires an accurate pressure model, which relates air data parameters to the measured pressures. In the past, such pressure models have been calibrated using combinations of flight data, ground-based experimental results, and numerical simulation. We perform a calibration of the HYFLEX flush air data system using computational fluid dynamics simulations exclusively, The simulations are used to build an empirical pressure model that accurately describes the HYFLEX nose pressure distribution ol cr a range of flight conditions. We believe that computational fluid dynamics provides a quick and inexpensive way to calibrate the air data system and is applicable to a broad range of flight conditions, When tested with HYFLEX flight data, the calibrated system is found to work well. It predicts vehicle angle of attack and angle of sideslip to accuracy levels that generally satisfy flight control requirements. Dynamic pressure is predicted to within the resolution of the onboard inertial measurement unit. We find that wind-tunnel experiments and flight data are not necessary to accurately calibrate the HYFLEX flush air data system for hypersonic flight.

A numerical study of large sparse matrix exponentials arising in Markov chains

Krylov subspace techniques have been shown to yield robust methods for the numerical computation of large sparse matrix exponentials and especially the transient solutions of Markov Chains. The attractiveness of these methods results from the fact that they allow us to compute the action of a matrix exponential operator on an operand vector without having to compute, explicitly, the matrix exponential in isolation. In this paper we compare a Krylov-based method with some of the current approaches used for computing transient solutions of Markov chains. After a brief synthesis of the features of the methods used, wide-ranging numerical comparisons are performed on a power challenge array supercomputer on three different models. (C) 1999 Elsevier Science B.V. All rights reserved.AMS Classification: 65F99; 65L05; 65U05.

The Heisenberg antiferromagnet on an anisotropic triangular lattice: linear spin-wave theory

We consider the effect of quantum spin fluctuations on the ground-state properties of the Heisenberg antiferromagnet on an anisotropic triangular lattice using linear spin-wave (LSW) theory. This model should describe the magnetic properties of the insulating phase of the kappa-(BEDT-TTF)(2)X family of superconducting molecular crystals. The ground-state energy, the staggered magnetization, magnon excitation spectra, and spin-wave velocities are computed as functions of the ratio of the antiferromagnetic exchange between the second and first neighbours, J(2)/J(1). We find that near J(2)/J(1) = 0.5, i.e., in the region where the classical spin configuration changes from a Neel-ordered phase to a spiral phase, the staggered magnetization vanishes, suggesting the possibility of a quantum disordered state. in this region, the quantum correction to the magnetization is large but finite. This is in contrast to the case for the frustrated Heisenberg model on a square lattice, for which the quantum correction diverges logarithmically at the transition from the Neel to the collinear phase. For large J(2)/J(1), the model becomes a set of chains with frustrated interchain coupling. For J(2) > 4J(1), the quantum correction to the magnetization, within LSW theory, becomes comparable to the classical magnetization, suggesting the possibility of a quantum disordered state. We show that, in this regime, the quantum fluctuations are much larger than for a set of weakly coupled chains with non-frustrated interchain coupling.

Phase diagram for a class of spin-1/2 Heisenberg models interpolating between the square-lattice, the triangular-lattice, and the linear-chain limits

We study the spin-1/2 Heisenberg models on an anisotropic two-dimensional lattice which interpolates between the square lattice at one end, a set of decoupled spin chains on the other end, and the triangular-lattice Heisenberg model in between. By series expansions around two different dimer ground states and around various commensurate and incommensurate magnetically ordered states, we establish the phase diagram for this model of a frustrated antiferromagnet. We find a particularly rich phase diagram due to the interplay of magnetic frustration, quantum fluctuations, and varying dimensionality. There is a large region of the usual two-sublattice Neel phase, a three-sublattice phase for the triangular-lattice model, a region of incommensurate magnetic order around the triangular-lattice model, and regions in parameter space where there is no magnetic order. We find that the incommensurate ordering wave vector is in general altered from its classical value by quantum fluctuations. The regime of weakly coupled chains is particularly interesting and appears to be nearly critical. [S0163-1829(99)10421-1].

A numerical study of pore-fluid, thermal and mass flow iu fluid-saturated porous rock basins

We present a numerical methodology for the study of convective pore-fluid, thermal and mass flow in fluid-saturated porous rock basins. lit particular, we investigate the occurrence and distribution pattern of temperature gradient driven convective pore-fluid flow and hydrocarbon transport in the Australian North West Shelf basin. The related numerical results have demonstrated that: (1) The finite element method combined with the progressive asymptotic approach procedure is a useful tool for dealing with temperature gradient driven pore-fluid flow and mass transport in fluid-saturated hydrothermal basins; (2) Convective pore-fluid flow generally becomes focused in more permeable layers, especially when the layers are thick enough to accommodate the appropriate convective cells; (3) Large dislocation of strata has a significant influence off the distribution patterns of convective pore;fluid flow, thermal flow and hydrocarbon transport in the North West Shelf basin; (4) As a direct consequence of the formation of convective pore-fluid cells, the hydrocarbon concentration is highly localized in the range bounded by two major faults in the basin.

Numerical and experimental study of seepage in unconfined aquifers with a periodic boundary condition

The assessment of groundwater conditions within an unconfined aquifer with a periodic boundary condition is of interest in many hydrological and environmental problems. A two-dimensional numerical model for density dependent variably saturated groundwater flow, SUTRA (Voss, C.I., 1984. SUTRA: a finite element simulation model for saturated-unsaturated, fluid-density dependent ground-water flow with energy transport or chemically reactive single species solute transport. US Geological Survey, National Center, Reston, VA) is modified in order to be able to simulate the groundwater flow in unconfined aquifers affected by a periodic boundary condition. The basic flow equation is changed from pressure-form to mixed-form. The model is also adjusted to handle a seepage-face boundary condition. Experiments are conducted to provide data for the groundwater response to the periodic boundary condition for aquifers with both vertical and sloping faces. The performance of the numerical model is assessed using those data. The results of pressure- and mixed-form approximations are compared and the improvement achieved through the mixed-form of the equation is demonstrated. The ability of the numerical model to simulate the water table and seepage-face is tested by modelling some published experimental data. Finally the numerical model is successfully verified against present experimental results to confirm its ability to simulate complex boundary conditions like the periodic head and the seepage-face boundary condition on the sloping face. (C) 1999 Elsevier Science B.V. All rights reserved.

Asymmetric MRI magnet design using a hybrid numerical method

This paper describes a hybrid numerical method for the design of asymmetric magnetic resonance imaging magnet systems. The problem is formulated as a field synthesis and the desired current density on the surface of a cylinder is first calculated by solving a Fredholm equation of the first kind. Nonlinear optimization methods are then invoked to fit practical magnet coils to the desired current density. The field calculations are performed using a semi-analytical method. A new type of asymmetric magnet is proposed in this work. The asymmetric MRI magnet allows the diameter spherical imaging volume to be positioned close to one end of the magnet. The main advantages of making the magnet asymmetric include the potential to reduce the perception of claustrophobia for the patient, better access to the patient by attending physicians, and the potential for reduced peripheral nerve stimulation due to the gradient coil configuration. The results highlight that the method can be used to obtain an asymmetric MRI magnet structure and a very homogeneous magnetic field over the central imaging volume in clinical systems of approximately 1.2 m in length. Unshielded designs are the focus of this work. This method is flexible and may be applied to magnets of other geometries. (C) 1999 Academic Press.

Numerical modelling of double diffusion driven reactive flow transport in deformable fluid-saturated porous media with particular consideration of temperature-dependent chemical reaction rates

Numerical methods ave used to solve double diffusion driven reactive flow transport problems in deformable fluid-saturated porous media. in particular, thp temperature dependent reaction rate in the non-equilibrium chemical reactions is considered. A general numerical solution method, which is a combination of the finite difference method in FLAG and the finite element method in FIDAP, to solve the fully coupled problem involving material deformation, pore-fluid flow, heat transfer and species transport/chemical reactions in deformable fluid-saturated porous media has been developed The coupled problem is divided into two subproblems which are solved interactively until the convergence requirement is met. Owing to the approximate nature of the numerical method, if is essential to justify the numerical solutions through some kind of theoretical analysis. This has been highlighted in this paper The related numerical results, which are justified by the theoretical analysis, have demonstrated that the proposed solution method is useful for and applicable to a wide range of fully coupled problems in the field of science and engineering.

Numerical modelling of single-layer folding: clarification of an issue regarding the possible effect of computer codes and the influence of initial irregularities

The influence of initial perturbation geometry and material propel-ties on final fold geometry has been investigated using finite-difference (FLAC) and finite-element (MARC) numerical models. Previous studies using these two different codes reported very different folding behaviour although the material properties, boundary conditions and initial perturbation geometries were similar. The current results establish that the discrepancy was not due to the different computer codes but due to the different strain rates employed in the two previous studies (i.e. 10(-6) s(-1) in the FLAC models and 10(-14) s(-1) in the MARC models). As a result, different parts of the elasto-viscous rheological field were bring investigated. For the same material properties, strain rate and boundary conditions, the present results using the two different codes are consistent. A transition in Folding behaviour, from a situation where the geometry of initial perturbation determines final fold shape to a situation where material properties control the final geometry, is produced using both models. This transition takes place with increasing strain rate, decreasing elastic moduli or increasing viscosity (reflecting in each case the increasing influence of the elastic component in the Maxwell elastoviscous rheology). The transition described here is mechanically feasible but is associated with very high stresses in the competent layer (on the order of GPa), which is improbable under natural conditions. (C) 2000 Elsevier Science Ltd. All rights reserved.

Kinematic and non-linear analysis of foldable barrel vaults

Kinematic analysis is conducted to derive the geometric constraints for the geometric design of foldable barrel vaults (FBV) composed of polar or angulated scissor units. Non-linear structural analysis is followed to determine the structural response of FBVs in the fully deployed configuration under static loading. Two load cases are considered: cross wind and longitudinal wind. The effect of varying member sizes, depth-to-span ratio and geometric imperfections is examined. (C) 2000 Elsevier Science Ltd. All rights reserved.

Commentary: Using the convection-dispersion model and transit time density functions in the analysis of organ distribution kinetics

The convection-dispersion model and its extended form have been used to describe solute disposition in organs and to predict hepatic availabilities. A range of empirical transit-time density functions has also been used for a similar purpose. The use of the dispersion model with mixed boundary conditions and transit-time density functions has been queried recently by Hisaka and Sugiyanaa in this journal. We suggest that, consistent with soil science and chemical engineering literature, the mixed boundary conditions are appropriate providing concentrations are defined in terms of flux to ensure continuity at the boundaries and mass balance. It is suggested that the use of the inverse Gaussian or other functions as empirical transit-time densities is independent of any boundary condition consideration. The mixed boundary condition solutions of the convection-dispersion model are the easiest to use when linear kinetics applies. In contrast, the closed conditions are easier to apply in a numerical analysis of nonlinear disposition of solutes in organs. We therefore argue that the use of hepatic elimination models should be based on pragmatic considerations, giving emphasis to using the simplest or easiest solution that will give a sufficiently accurate prediction of hepatic pharmacokinetics for a particular application. (C) 2000 Wiley-Liss Inc. and the American Pharmaceutical Association J Pharm Sci 89:1579-1586, 2000.