Fast-convergent iterative scheme for filtering velocity signals and finding Kolmogorov scales

The present fundamental knowledge of fluid turbulence has been established primarily from hot- and cold-wire measurements. Unfortunately, however, these measurements necessarily suffer from contamination by noise since no certain method has previously been available to optimally filter noise from the measured signals. This limitation has impeded our progress of understanding turbulence profoundly. We address this limitation by presenting a simple, fast-convergent iterative scheme to digitally filter signals optimally and find Kolmogorov scales definitely. The great efficacy of the scheme is demonstrated by its application to the instantaneous velocity measured in a turbulent jet.

Positive selection on an acrosomal sperm protein, M7 lysin, in three species of the mussel genus Mytilus

Marine invertebrate sperm proteins are particularly interesting because they are characterized by positive selection and are likely to be involved in prezyogotic isolation and, thus, speciation. Here, we present the first survey of inter and intraspecific variation of a bivalve sperm protein among a group of species that regularly hybridize in nature. M7 lysin is found in sperm acrosomes of mussels and dissolves the egg vitelline coat, permitting fertilization. We sequenced multiple alleles of the mature protein-coding region of M7 lysin from allopatric populations of mussels in the Mytilus edulis species group (M. edulis, M. galloprovincialis, and M. trossulus). A significant McDonald-Kreitman test showed an excess of fixed amino acid replacing substitutions between species, consistent with positive selection. In addition, Kolmogorov-Smirnov tests showed significant heterogeneity in polymorphism to divergence ratios for both synonymous variation and combined synonymous and non-synonymous variation within M. galloprovincialis. These results indicate that there has been adaptive evolution at M7 lysin and, furthermore, shows that positive selection on sperm proteins can occur even when post-zygotic reproductive isolation is incomplete.

Limiting conditional distributions for birth-death processes

In a recent paper [16], one of us identified all of the quasi-stationary distributions for a non-explosive, evanescent birth-death process for which absorption is certain, and established conditions for the existence of the corresponding limiting conditional distributions. Our purpose is to extend these results in a number of directions. We shall consider separately two cases depending on whether or not the process is evanescent. In the former case we shall relax the condition that absorption is certain. Furthermore, we shall allow for the possibility that the minimal process might be explosive, so that the transition rates alone will not necessarily determine the birth-death process uniquely. Although we shall be concerned mainly with the minimal process, our most general results hold for any birth-death process whose transition probabilities satisfy both the backward and the forward Kolmogorov differential equations.

A genetic estimation algorithm for parameters of stochastic ordinary differential equations

A generic method for the estimation of parameters for Stochastic Ordinary Differential Equations (SODEs) is introduced and developed. This algorithm, called the GePERs method, utilises a genetic optimisation algorithm to minimise a stochastic objective function based on the Kolmogorov-Smirnov statistic. Numerical simulations are utilised to form the KS statistic. Further, the examination of some of the factors that improve the precision of the estimates is conducted. This method is used to estimate parameters of diffusion equations and jump-diffusion equations. It is also applied to the problem of model selection for the Queensland electricity market. (C) 2003 Elsevier B.V. All rights reserved.

On the existence of uni-instantaneous Q-processes with a given finite mu-invariant measure

Let S be a countable set and let Q = (q(ij), i, j is an element of S) be a conservative q-matrix over S with a single instantaneous state b. Suppose that we are given a real number mu >= 0 and a strictly positive probability measure m = (m(j), j is an element of S) such that Sigma(i is an element of S) m(i)q(ij) = -mu m(j), j 0 b. We prove that there exists a Q-process P(t) = (p(ij) (t), i, j E S) for which m is a mu-invariant measure, that is Sigma(i is an element of s) m(i)p(ij)(t) = e(-mu t)m(j), j is an element of S. We illustrate our results with reference to the Kolmogorov 'K 1' chain and a birth-death process with catastrophes and instantaneous resurrection.