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.

Periodic electric field enhanced transport through membranes

We examine the mean flux across a homogeneous membrane of a charged tracer subject to an alternating, symmetric voltage waveform. The analysis is based on the Nernst-Planck flux equation, with electric field subject to time dependence only. For low frequency electric fields the quasi steady-state flux can be approximated using the Goldman model, which has exact analytical solutions for tracer concentration and flux. No such closed form solutions can be found for arbitrary frequencies, however we find approximations for high frequency. An approximation formula for the average flux at all frequencies is also obtained from the two limiting approximations. Numerical integration of the governing equation is accomplished by use of the numerical method of lines and is performed for four different voltage waveforms. For the different voltage profiles, comparisons are made with the approximate analytical solutions which demonstrates their applicability. (c) 2005 Elsevier B.V. All rights reserved.

Relative dispersion of intravascular transit times during isolated human limb perfusions for recurrent melanoma

Aims We have characterized the relative dispersion of vascular and extravascular markers in the limbs of three patients undergoing isolated limb perfusions with the cytotoxic melphalan for recurrent malignant melanoma both before and after melphalan dosing. Methods A bolus of injectate containing [Cr-51] labelled red blood cells, [C-14]-sucrose and [H-3]-water was injected into an iliac or femoral artery and outflow samples collected at 1 s intervals by a fraction collector. The radioactivity due to each isotype was analysed by either gamma [Cr-51] or beta [C-14 and H-3] counting. The moments of the outflow fraction-time profiles were estimated by a nonparametric (numerical integration) method and a parametric model (sum of two inverse Gaussian functions). Results The availability, mean transit time and normalised variance (CV2) obtained for labelled red blood cells, sucrose and water were similar before and after melphalan dosing and with the two methods of calculation but varied between the patients. Conclusions The vascular space is not well-stirred but characterized by a CV2 similar that reported previously for in situ rat hind limb and rat liver perfusions. A flow-limited blood-tissue exchange was observed for the permeating indicators. Administration of melphalan did not influence the distribution characteristics of the indicators.

Studies of solute self-association by sedimentation equilibrium: allowance for effects of thermodynamic non-ideality beyond the consequences of nearest-neighbor interactions

A sedimentation equilibrium study of a-chymotrypsin self-association in acetate-chloride buffer, pH 4.1 I 0.05, has been used to illustrate determination of a dimerization constant under conditions where thermodynamic non-ideality is manifested beyond the consequences of nearest-neighbor interactions. Because the expressions for the experimentally determinable interaction parameters comprise a mixture of equilibrium constant and excluded volume terms, the assignment of reasonable magnitudes to the relevant virial coefficients describing non-associative cluster formation is essential for the evaluation of a reliable estimate of the dimerization constant. Determination of these excluded volume parameters by numerical integration over the potential-of-mean-force is shown to be preferable to their calculation by approximate analytical solutions of the integral for this relatively small enzyme monomer with high net charge (+ 10) under conditions of low ionic strength (0.05 M). (C) 2001 Elsevier Science B.V. All rights reserved.

Fast, scalable master equation solution algorithms. III. Direct time propagation accelerated by a diffusion approximation preconditioned iterative solver

In this paper we propose a novel fast and linearly scalable method for solving master equations arising in the context of gas-phase reactive systems, based on an existent stiff ordinary differential equation integrator. The required solution of a linear system involving the Jacobian matrix is achieved using the GMRES iteration preconditioned using the diffusion approximation to the master equation. In this way we avoid the cubic scaling of traditional master equation solution methods and maintain the low temperature robustness of numerical integration. The method is tested using a master equation modelling the formation of propargyl from the reaction of singlet methylene with acetylene, proceeding through long lived isomerizing intermediates. (C) 2003 American Institute of Physics.

Selecting methods to solve multi-well master equations

There are several competing methods commonly used to solve energy grained master equations describing gas-phase reactive systems. When it comes to selecting an appropriate method for any particular problem, there is little guidance in the literature. In this paper we directly compare several variants of spectral and numerical integration methods from the point of view of computer time required to calculate the solution and the range of temperature and pressure conditions under which the methods are successful. The test case used in the comparison is an important reaction in combustion chemistry and incorporates reversible and irreversible bimolecular reaction steps as well as isomerizations between multiple unimolecular species. While the numerical integration of the ODE with a stiff ODE integrator is not the fastest method overall, it is the fastest method applicable to all conditions.

Nonlinear dynamics of a satellite with deployable solar panel arrays

The multibody dynamics of a satellite in circular orbit, modeled as a central body with two hinge-connected deployable solar panel arrays, is investigated. Typically, the solar panel arrays are deployed in orbit using preloaded torsional springs at the hinges in a near symmetrical accordion manner, to minimize the shock loads at the hinges. There are five degrees of freedom of the interconnected rigid bodies, composed of coupled attitude motions (pitch, yaw and roll) of the central body plus relative rotations of the solar panel arrays. The dynamical equations of motion of the satellite system are derived using Kane's equations. These are then used to investigate the dynamic behavior of the system during solar panel deployment via the 7-8th-order Runge-Kutta integration algorithms and results are compared with approximate analytical solutions. Chaotic attitude motions of the completely deployed satellite in circular orbit under the influence of the gravity-gradient torques are subsequently investigated analytically using Melnikov's method and confirmed via numerical integration. The Hamiltonian equations in terms of Deprit's variables are used to facilitate the analysis. (C) 2003 Published by Elsevier Ltd.

Photodissociation of benzene under collision-free conditions: An ab initio/Rice-Ramsperger-Kassel-Marcus study

The ab initio/Rice-Ramsperger-Kassel-Marcus (RRKM) approach has been applied to investigate the photodissociation mechanism of benzene at various wavelengths upon absorption of one or two UV photons followed by internal conversion into the ground electronic state. Reaction pathways leading to various decomposition products have been mapped out at the G2M level and then the RRKM and microcanonical variational transition state theories have been applied to compute rate constants for individual reaction steps. Relative product yields (branching ratios) for C6H5+H, C6H4+H-2, C4H4+C2H2, C4H2+C2H4, C3H3+C3H3, C5H3+CH3, and C4H3+C2H3 have been calculated subsequently using both numerical integration of kinetic master equations and the steady-state approach. The results show that upon absorption of a 248 nm photon dissociation is too slow to be observable in molecular beam experiments. In photodissociation at 193 nm, the dominant dissociation channel is H atom elimination (99.6%) and the minor reaction channel is H-2 elimination, with the branching ratio of only 0.4%. The calculated lifetime of benzene at 193 nm is about 11 mus, in excellent agreement with the experimental value of 10 mus. At 157 nm, the H loss remains the dominant channel but its branching ratio decreases to 97.5%, while that for H-2 elimination increases to 2.1%. The other channels leading to C3H3+C3H3, C5H3+CH3, C4H4+C2H2, and C4H3+C2H3 play insignificant role but might be observed. For photodissociation upon absorption of two UV photons occurring through the neutral hot benzene mechanism excluding dissociative ionization, we predict that the C6H5+H channel should be less dominant, while the contribution of C6H4+H-2 and the C3H3+C3H3, CH3+C5H3, and C4H3+C2H3 radical channels should significantly increase. (C) 2004 American Institute of Physics.

Methods for Categorical Longitudinal Survey Data: Understanding Employment Status of Australian Women

Many variables that are of interest in social science research are nominal variables with two or more categories, such as employment status, occupation, political preference, or self-reported health status. With longitudinal survey data it is possible to analyse the transitions of individuals between different employment states or occupations (for example). In the statistical literature, models for analysing categorical dependent variables with repeated observations belong to the family of models known as generalized linear mixed models (GLMMs). The specific GLMM for a dependent variable with three or more categories is the multinomial logit random effects model. For these models, the marginal distribution of the response does not have a closed form solution and hence numerical integration must be used to obtain maximum likelihood estimates for the model parameters. Techniques for implementing the numerical integration are available but are computationally intensive requiring a large amount of computer processing time that increases with the number of clusters (or individuals) in the data and are not always readily accessible to the practitioner in standard software. For the purposes of analysing categorical response data from a longitudinal social survey, there is clearly a need to evaluate the existing procedures for estimating multinomial logit random effects model in terms of accuracy, efficiency and computing time. The computational time will have significant implications as to the preferred approach by researchers. In this paper we evaluate statistical software procedures that utilise adaptive Gaussian quadrature and MCMC methods, with specific application to modeling employment status of women using a GLMM, over three waves of the HILDA survey.

Numerical modelling of chemical effects of magma solidification problems in porous rocks

The solidification of intruded magma in porous rocks can result in the following two consequences: (1) the heat release due to the solidification of the interface between the rock and intruded magma and (2) the mass release of the volatile fluids in the region where the intruded magma is solidified into the rock. Traditionally, the intruded magma solidification problem is treated as a moving interface (i.e. the solidification interface between the rock and intruded magma) problem to consider these consequences in conventional numerical methods. This paper presents an alternative new approach to simulate thermal and chemical consequences/effects of magma intrusion in geological systems, which are composed of porous rocks. In the proposed new approach and algorithm, the original magma solidification problem with a moving boundary between the rock and intruded magma is transformed into a new problem without the moving boundary but with the proposed mass source and physically equivalent heat source. The major advantage in using the proposed equivalent algorithm is that a fixed mesh of finite elements with a variable integration time-step can be employed to simulate the consequences and effects of the intruded magma solidification using the conventional finite element method. The correctness and usefulness of the proposed equivalent algorithm have been demonstrated by a benchmark magma solidification problem. Copyright (c) 2005 John Wiley & Sons, Ltd.

Effective cell-centred time-domain Maxwell's equations numerical solvers

This research work analyses techniques for implementing a cell-centred finite-volume time-domain (ccFV-TD) computational methodology for the purpose of studying microwave heating. Various state-of-the-art spatial and temporal discretisation methods employed to solve Maxwell's equations on multidimensional structured grid networks are investigated, and the dispersive and dissipative errors inherent in those techniques examined. Both staggered and unstaggered grid approaches are considered. Upwind schemes using a Riemann solver and intensity vector splitting are studied and evaluated. Staggered and unstaggered Leapfrog and Runge-Kutta time integration methods are analysed in terms of phase and amplitude error to identify which method is the most accurate and efficient for simulating microwave heating processes. The implementation and migration of typical electromagnetic boundary conditions. from staggered in space to cell-centred approaches also is deliberated. In particular, an existing perfectly matched layer absorbing boundary methodology is adapted to formulate a new cell-centred boundary implementation for the ccFV-TD solvers. Finally for microwave heating purposes, a comparison of analytical and numerical results for standard case studies in rectangular waveguides allows the accuracy of the developed methods to be assessed. © 2004 Elsevier Inc. All rights reserved.

Numerical Study of Hypersonic Leeward Flow over a Blunt Nosed Delta Wing

A kinetic theory based Navier-Stokes solver has been implemented on a parallel supercomputer (Intel iPSC Touchstone Delta) to study the leeward flowfield of a blunt nosed delta wing at 30-deg incidence at hypersonic speeds (similar to the proposed HERMES aerospace plane). Computational results are presented for a series of grids for both inviscid and laminar viscous flows at Reynolds numbers of 225,000 and 2.25 million. In addition, comparisons are made between the present and two independent calculations of the some flows (by L. LeToullec and P. Guillen, and S. Menne) which were presented at the Workshop on Hypersonic Flows for Re-entry Problems, Antibes, France, 1991.

Computationally efficient solution techniques for adsorption problems involving steep gradients in bidisperse particles

A piecewise uniform fitted mesh method turns out to be sufficient for the solution of a surprisingly wide variety of singularly perturbed problems involving steep gradients. The technique is applied to a model of adsorption in bidisperse solids for which two fitted mesh techniques, a fitted-mesh finite difference method (FMFDM) and fitted mesh collocation method (FMCM) are presented. A combination (FMCMD) of FMCM and the DASSL integration package is found to be most effective in solving the problems. Numerical solutions (FMFDM and FMCMD) were found to match the analytical solution when the adsorption isotherm is linear, even under conditions involving steep gradients for which global collocation fails. In particular, FMCMD is highly efficient for macropore diffusion control or micropore diffusion control. These techniques are simple and there is no limit on the range of the parameters. The techniques can be applied to a variety of adsorption and desorption problems in bidisperse solids with non-linear isotherm and for arbitrary particle geometry.