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.

Quantum chaos in atom optics

I shall discuss the quantum and classical dynamics of a class of nonlinear Hamiltonian systems. The discussion will be restricted to systems with one degree of freedom. Such systems cannot exhibit chaos, unless the Hamiltonians are time dependent. Thus we shall consider systems with a potential function that has a higher than quadratic dependence on the position and, furthermore, we shall allow the potential function to be a periodic function of time. This is the simplest class of Hamiltonian system that can exhibit chaotic dynamics. I shall show how such systems can be realized in atom optics, where very cord atoms interact with optical dipole potentials of a far-off resonance laser. Such systems are ideal for quantum chaos studies as (i) the energy of the atom is small and action scales are of the order of Planck's constant, (ii) the systems are almost perfectly isolated from the decohering effects of the environment and (iii) optical methods enable exquisite time dependent control of the mechanical potentials seen by the atoms.

Close packed transitions in slit-shaped pores: Density functional theory study of methane adsorption capacity in carbon

An important feature of improving lattice gas models and classical isotherms is the incorporation of a pore size dependent capacity, which has hitherto been overlooked. In this paper, we develop a model for predicting the temperature dependent variation in capacity with pore size. The model is based on the analysis of a lattice gas model using a density functional theory approach at the close packed limit. Fluid-fluid and solid-fluid interactions are modeled by the Lennard-Jones 12-6 potential and Steele's 10-4-3, potential respectively. The capacity of methane in a slit-shaped carbon pore is calculated from the characteristic parameters of the unit cell, which are extracted by minimizing the grand potential of the unit cell. The capacities predicted by the proposed model are in good agreement with those obtained from grand canonical Monte Carlo simulation, for pores that can accommodate up to three adsorbed layers. Single particle and pair distributions exhibit characteristic features that correspond to the sequence of buckling and rhombic transitions that occur as the slit pore width is increased. The model provides a useful tool to model continuous variation in the microstructure of an adsorbed phase, namely buckling and rhombic transitions, with increasing pore width. (C) 2002 American Institute of Physics.

Modeling of phase equilibrium and vapor adsorption on carbon black based on a combination of a lattice theory and equation of state

A thermodynamic approach is developed in this paper to describe the behavior of a subcritical fluid in the neighborhood of vapor-liquid interface and close to a graphite surface. The fluid is modeled as a system of parallel molecular layers. The Helmholtz free energy of the fluid is expressed as the sum of the intrinsic Helmholtz free energies of separate layers and the potential energy of their mutual interactions calculated by the 10-4 potential. This Helmholtz free energy is described by an equation of state (such as the Bender or Peng-Robinson equation), which allows us a convenient means to obtain the intrinsic Helmholtz free energy of each molecular layer as a function of its two-dimensional density. All molecular layers of the bulk fluid are in mechanical equilibrium corresponding to the minimum of the total potential energy. In the case of adsorption the external potential exerted by the graphite layers is added to the free energy. The state of the interface zone between the liquid and the vapor phases or the state of the adsorbed phase is determined by the minimum of the grand potential. In the case of phase equilibrium the approach leads to the distribution of density and pressure over the transition zone. The interrelation between the collision diameter and the potential well depth was determined by the surface tension. It was shown that the distance between neighboring molecular layers substantially changes in the vapor-liquid transition zone and in the adsorbed phase with loading. The approach is considered in this paper for the case of adsorption of argon and nitrogen on carbon black. In both cases an excellent agreement with the experimental data was achieved without additional assumptions and fitting parameters, except for the fluid-solid potential well depth. The approach has far-reaching consequences and can be readily extended to the model of adsorption in slit pores of carbonaceous materials and to the analysis of multicomponent adsorption systems. (C) 2002 Elsevier Science (USA).

The tree cut and merge algorithm for estimation of network reliability

This article presents Monte Carlo techniques for estimating network reliability. For highly reliable networks, techniques based on graph evolution models provide very good performance. However, they are known to have significant simulation cost. An existing hybrid scheme (based on partitioning the time space) is available to speed up the simulations; however, there are difficulties with optimizing the important parameter associated with this scheme. To overcome these difficulties, a new hybrid scheme (based on partitioning the edge set) is proposed in this article. The proposed scheme shows orders of magnitude improvement of performance over the existing techniques in certain classes of network. It also provides reliability bounds with little overhead.

Analysis of multicomponent adsorption kinetics on activated carbon

An integrated mathematical model for the kinetics of multicomponent adsorption on microporous carbon was developed. Transport in this bidisperse solid is represented by balance equations in the macropore and micropore phases, in which gas-phase diffusion dominates the mass transfer in the macropores, with the phenomenological diffusivities represented by the generalized Maxwell-Stefan (GMS) formulation. Viscous flow also contributes to the macropore fluxes and is included in the MS expressions. Diffusion of the adsorbed phase controls the mass transfer in the micro ore phase, p which is also described in a similar way by the MS method. The adsorption isotherms are represented by a new heterogeneous modified vacancy solution theory formulation of adsorption, which has proved to be a robust method for adsorption on activated carbons. The model is applied to the coadsorption and codesorption of C2H6 and C3H8 on Ajax and Norit carbon, as well as the displacement on Ajax carbon. The effect of the viscous flow in the macropore phase is not significant for the cases studied. The model accurately predicts the overshoot behavior and rollup of C2H6 during coadsorption. The prediction for the heavier compound C3H8 is always satisfactory, though at higher C3H8 mole fraction, the overshoot extent of C2H6 is overpredicted, possibly due to neglect of heat effects.