Bimodal extension based on the skew-normal distribution with application to pollen data

This paper considers an extension to the skew-normal model through the inclusion of an additional parameter which can lead to both uni- and bi-modal distributions. The paper presents various basic properties of this family of distributions and provides a stochastic representation which is useful for obtaining theoretical properties and to simulate from the distribution. Moreover, the singularity of the Fisher information matrix is investigated and maximum likelihood estimation for a random sample with no covariates is considered. The main motivation is thus to avoid using mixtures in fitting bimodal data as these are well known to be complicated to deal with, particularly because of identifiability problems. Data-based illustrations show that such model can be useful. Copyright (C) 2009 John Wiley & Sons, Ltd.

Reaction-diffusion stochastic lattice model for a predator-prey system

We have the purpose of analyzing the effect of explicit diffusion processes in a predator-prey stochastic lattice model. More precisely we wish to investigate the possible effects due to diffusion upon the thresholds of coexistence of species, i. e., the possible changes in the transition between the active state and the absorbing state devoid of predators. To accomplish this task we have performed time dependent simulations and dynamic mean-field approximations. Our results indicate that the diffusive process can enhance the species coexistence.

An Extension of the Invariance Principle for a Class of Differential Equations with Finite Delay

An extension of the uniform invariance principle for ordinary differential equations with finite delay is developed. The uniform invariance principle allows the derivative of the auxiliary scalar function V to be positive in some bounded sets of the state space while the classical invariance principle assumes that. V <= 0. As a consequence, the uniform invariance principle can deal with a larger class of problems. The main difficulty to prove an invariance principle for functional differential equations is the fact that flows are defined on an infinite dimensional space and, in such spaces, bounded solutions may not be precompact. This difficulty is overcome by imposing the vector field taking bounded sets into bounded sets.

Crossover between the extended and localized regimes in stochastic partially self-avoiding walks in one-dimensional disordered systems

Consider N sites randomly and uniformly distributed in a d-dimensional hypercube. A walker explores this disordered medium going to the nearest site, which has not been visited in the last mu (memory) steps. The walker trajectory is composed of a transient part and a periodic part (cycle). For one-dimensional systems, travelers can or cannot explore all available space, giving rise to a crossover between localized and extended regimes at the critical memory mu(1) = log(2) N. The deterministic rule can be softened to consider more realistic situations with the inclusion of a stochastic parameter T (temperature). In this case, the walker movement is driven by a probability density function parameterized by T and a cost function. The cost function increases as the distance between two sites and favors hops to closer sites. As the temperature increases, the walker can escape from cycles that are reminiscent of the deterministic nature and extend the exploration. Here, we report an analytical model and numerical studies of the influence of the temperature and the critical memory in the exploration of one-dimensional disordered systems.

Evaluation of Cadaveric Renal Vein Lengths and Their Extension Loss with Three Types of Ligature and Section

Background and Purpose: The right kidney has been less frequently used in live donor nephrectomy, because of the shorter length of the right renal vein (RRV) that is associated with technical difficulties and higher rates of venous thrombosis. In live open donor or deceased donor transplant nephrectomy, an additional cuff of the inferior vena cava is usually removed, but this is a more difficult and risky maneuver in laparoscopic nephrectomy. For this reason, laparoscopic right nephrectomy (LRN) for renal transplantation (RT) is not frequently performed in most medical institutions. We evaluate the difference between RRV and left renal vein (LRV) lengths in cadavers, as harvested for RT by three clamping methods. Our objective was to obtain information that could clarify when LRN for RT should be encouraged or avoided with regard to conventional surgery. Materials and Methods: Ninety adult fresh unfrozen cadavers were randomly divided into three groups of 30, according to the clamping device used: Satinsky, stapler, and Hem-o-lok clip. The abdominal viscera were removed through a median xyphopubic incision, and the veins were measured on the bench. Two lateral limits were used: The renal hilum and the tangential line of the renal poles. As for medial limits, the inferior vena cava or the laparoscopic clipping device on the RRV were used on the right side, while on the LRV, the medial border of the emergence of the adrenal vein was considered. After section of the renal vein, a slight traction of the extremity was applied for the measurement. All measurements were obtained three times using a metallic millimetric ruler, and the arithmetic mean was considered. The chi-square, one-way analysis of variance, and paired t tests were used for statistical analysis. Statistical significance was accepted at P <= 0.05. Results: The groups of cadavers were homogeneous in demographic characteristics. Regardless of the clamping method and considering the useful length of the LRV, the RRV was statistically smaller. The evaluation of the vein length did not depend on the lateral limit considered. Independent of the clamping method, on both sides, the lengths after the vein section were larger than before the section, a fact attributed to traction. Use of a stapler and a single Hem-o-lok presented the same waste of vein length on the right side. On average, the RRV was 13.7% shorter than the LRV. Conclusions: With the wide acceptance of laparoscopic live donor nephrectomy, the length difference between the veins of both kidneys is an important issue, and the right kidney is therefore used less than the left, compared with conventional surgery. This article represents the first step to quantify the anatomic length of renal veins in different situations. Certainly, more imagenologic or surgical studies should be carried out before decisions can be made for better selection of patients for LRN.

Shared information in stationary states of stochastic processes

We present four estimators of the shared information (or interdepency) in ground states given that the coefficients appearing in the wave function are all real non-negative numbers and therefore can be interpreted as probabilities of configurations. Such ground states of Hermitian and non-Hermitian Hamiltonians can be given, for example, by superpositions of valence bond states which can describe equilibrium but also stationary states of stochastic models. We consider in detail the last case, the system being a classical not a quantum one. Using analytical and numerical methods we compare the values of the estimators in the directed polymer and the raise and peel models which have massive, conformal invariant and nonconformal invariant massless phases. We show that like in the case of the quantum problem, the estimators verify the area law with logarithmic corrections when phase transitions take place.

Directed Abelian algebras and their application to stochastic models

With each directed acyclic graph (this includes some D-dimensional lattices) one can associate some Abelian algebras that we call directed Abelian algebras (DAAs). On each site of the graph one attaches a generator of the algebra. These algebras depend on several parameters and are semisimple. Using any DAA, one can define a family of Hamiltonians which give the continuous time evolution of a stochastic process. The calculation of the spectra and ground-state wave functions (stationary state probability distributions) is an easy algebraic exercise. If one considers D-dimensional lattices and chooses Hamiltonians linear in the generators, in finite-size scaling the Hamiltonian spectrum is gapless with a critical dynamic exponent z=D. One possible application of the DAA is to sandpile models. In the paper we present this application, considering one- and two-dimensional lattices. In the one-dimensional case, when the DAA conserves the number of particles, the avalanches belong to the random walker universality class (critical exponent sigma(tau)=3/2). We study the local density of particles inside large avalanches, showing a depletion of particles at the source of the avalanche and an enrichment at its end. In two dimensions we did extensive Monte-Carlo simulations and found sigma(tau)=1.780 +/- 0.005.

Random perturbations of stochastic processes with unbounded variable length memory

We consider binary infinite order stochastic chains perturbed by a random noise. This means that at each time step, the value assumed by the chain can be randomly and independently flipped with a small fixed probability. We show that the transition probabilities of the perturbed chain are uniformly close to the corresponding transition probabilities of the original chain. As a consequence, in the case of stochastic chains with unbounded but otherwise finite variable length memory, we show that it is possible to recover the context tree of the original chain, using a suitable version of the algorithm Context, provided that the noise is small enough.

DJKM ALGEBRAS I: THEIR UNIVERSAL CENTRAL EXTENSION

The purpose of this paper is to explicitly describe in terms of generators and relations the universal central extension of the infinite dimensional Lie algebra, g circle times C[t, t(-1), u vertical bar u(2) = (t(2) - b(2))(t(2) - c(2))], appearing in the work of Date, Jimbo, Kashiwara and Miwa in their study of integrable systems arising from the Landau-Lifshitz differential equation.

LIMIT THEOREMS FOR A GENERAL STOCHASTIC RUMOUR MODEL

We study a general stochastic rumour model in which an ignorant individual has a certain probability of becoming a stifler immediately upon hearing the rumour. We refer to this special kind of stifler as an uninterested individual. Our model also includes distinct rates for meetings between two spreaders in which both become stiflers or only one does, so that particular cases are the classical Daley-Kendall and Maki-Thompson models. We prove a Law of Large Numbers and a Central Limit Theorem for the proportions of those who ultimately remain ignorant and those who have heard the rumour but become uninterested in it.

Experimental analysis of active-passive vibration control using viscoelastic materials and extension and shear piezoelectric actuators

Hybrid active-passive damping treatments combine the reliability, low cost and robustness of viscoelastic damping treatments and the high-performance, modal selective and adaptive piezoelectric active control. Numerous hybrid damping treatments have been reported in the literature. They differ mainly by the relative positions of viscoelastic treatments, sensors and piezoelectric actuators. In this work we present an experimental analysis of three active-passive damping design configurations applied to a cantilever beam. In particular, two design configurations based on the extension mode of piezoelectric actuators combined with viscoelastic constrained layer damping treatments and one design configuration with shear piezoelectric actuators embedded in a sandwich beam with viscoelastic core are analyzed. For comparison purposes, a purely active design configuration with an extension piezoelectric actuator bonded to an elastic beam is also analyzed. The active-passive damping performance of the four design configurations is compared. Results show that active-passive design configurations provide more reliable and wider-range damping performance than the purely active configuration.

Bending of stochastic Kirchhoff plates on Winkler foundations via the Galerkin method and the Askey-Wiener scheme

In this paper, the method of Galerkin and the Askey-Wiener scheme are used to obtain approximate solutions to the stochastic displacement response of Kirchhoff plates with uncertain parameters. Theoretical and numerical results are presented. The Lax-Milgram lemma is used to express the conditions for existence and uniqueness of the solution. Uncertainties in plate and foundation stiffness are modeled by respecting these conditions, hence using Legendre polynomials indexed in uniform random variables. The space of approximate solutions is built using results of density between the space of continuous functions and Sobolev spaces. Approximate Galerkin solutions are compared with results of Monte Carlo simulation, in terms of first and second order moments and in terms of histograms of the displacement response. Numerical results for two example problems show very fast convergence to the exact solution, at excellent accuracies. The Askey-Wiener Galerkin scheme developed herein is able to reproduce the histogram of the displacement response. The scheme is shown to be a theoretically sound and efficient method for the solution of stochastic problems in engineering. (C) 2009 Elsevier Ltd. All rights reserved.

Chaos-Galerkin solution of stochastic Timoshenko bending problems

This paper presents an accurate and efficient solution for the random transverse and angular displacement fields of uncertain Timoshenko beams. Approximate, numerical solutions are obtained using the Galerkin method and chaos polynomials. The Chaos-Galerkin scheme is constructed by respecting the theoretical conditions for existence and uniqueness of the solution. Numerical results show fast convergence to the exact solution, at excellent accuracies. The developed Chaos-Galerkin scheme accurately approximates the complete cumulative distribution function of the displacement responses. The Chaos-Galerkin scheme developed herein is a theoretically sound and efficient method for the solution of stochastic problems in engineering. (C) 2011 Elsevier Ltd. All rights reserved.

Galerkin Solution of Stochastic Beam Bending on Winkler Foundations

In this paper, the Askey-Wiener scheme and the Galerkin method are used to obtain approximate solutions to stochastic beam bending on Winkler foundation. The study addresses Euler-Bernoulli beams with uncertainty in the bending stiffness modulus and in the stiffness of the foundation. Uncertainties are represented by parameterized stochastic processes. The random behavior of beam response is modeled using the Askey-Wiener scheme. One contribution of the paper is a sketch of proof of existence and uniqueness of the solution to problems involving fourth order operators applied to random fields. From the approximate Galerkin solution, expected value and variance of beam displacement responses are derived, and compared with corresponding estimates obtained via Monte Carlo simulation. Results show very fast convergence and excellent accuracies in comparison to Monte Carlo simulation. The Askey-Wiener Galerkin scheme presented herein is shown to be a theoretically solid and numerically efficient method for the solution of stochastic problems in engineering.