On integral equation and least squares methods for scattering by diffraction gratings

In this paper we consider the scattering of a plane acoustic or electromagnetic wave by a one-dimensional, periodic rough surface. We restrict the discussion to the case when the boundary is sound soft in the acoustic case, perfectly reflecting with TE polarization in the EM case, so that the total field vanishes on the boundary. We propose a uniquely solvable first kind integral equation formulation of the problem, which amounts to a requirement that the normal derivative of the Green's representation formula for the total field vanish on a horizontal line below the scattering surface. We then discuss the numerical solution by Galerkin's method of this (ill-posed) integral equation. We point out that, with two particular choices of the trial and test spaces, we recover the so-called SC (spectral-coordinate) and SS (spectral-spectral) numerical schemes of DeSanto et al., Waves Random Media, 8, 315-414 1998. We next propose a new Galerkin scheme, a modification of the SS method that we term the SS* method, which is an instance of the well-known dual least squares Galerkin method. We show that the SS* method is always well-defined and is optimally convergent as the size of the approximation space increases. Moreover, we make a connection with the classical least squares method, in which the coefficients in the Rayleigh expansion of the solution are determined by enforcing the boundary condition in a least squares sense, pointing out that the linear system to be solved in the SS* method is identical to that in the least squares method. Using this connection we show that (reflecting the ill-posed nature of the integral equation solved) the condition number of the linear system in the SS* and least squares methods approaches infinity as the approximation space increases in size. We also provide theoretical error bounds on the condition number and on the errors induced in the numerical solution computed as a result of ill-conditioning. Numerical results confirm the convergence of the SS* method and illustrate the ill-conditioning that arises.

Adjoint goal-based error norms for adaptive mesh ocean modelling

Flow in the world's oceans occurs at a wide range of spatial scales, from a fraction of a metre up to many thousands of kilometers. In particular, regions of intense flow are often highly localised, for example, western boundary currents, equatorial jets, overflows and convective plumes. Conventional numerical ocean models generally use static meshes. The use of dynamically-adaptive meshes has many potential advantages but needs to be guided by an error measure reflecting the underlying physics. A method of defining an error measure to guide an adaptive meshing algorithm for unstructured tetrahedral finite elements, utilizing an adjoint or goal-based method, is described here. This method is based upon a functional, encompassing important features of the flow structure. The sensitivity of this functional, with respect to the solution variables, is used as the basis from which an error measure is derived. This error measure acts to predict those areas of the domain where resolution should be changed. A barotropic wind driven gyre problem is used to demonstrate the capabilities of the method. The overall objective of this work is to develop robust error measures for use in an oceanographic context which will ensure areas of fine mesh resolution are used only where and when they are required. (c) 2006 Elsevier Ltd. All rights reserved.

Systolic random number generation for genetic algorithms

A parallel hardware random number generator for use with a VLSI genetic algorithm processing device is proposed. The design uses an systolic array of mixed congruential random number generators. The generators are constantly reseeded with the outputs of the proceeding generators to avoid significant biasing of the randomness of the array which would result in longer times for the algorithm to converge to a solution. 1 Introduction In recent years there has been a growing interest in developing hardware genetic algorithm devices [1, 2, 3]. A genetic algorithm (GA) is a stochastic search and optimization technique which attempts to capture the power of natural selection by evolving a population of candidate solutions by a process of selection and reproduction [4]. In keeping with the evolutionary analogy, the solutions are called chromosomes with each chromosome containing a number of genes. Chromosomes are commonly simple binary strings, the bits being the genes.

Revisiting youden’s index as a useful measure of the misclassification error in meta-analysis of diagnostic studies

The paper considers meta-analysis of diagnostic studies that use a continuous score for classification of study participants into healthy or diseased groups. Classification is often done on the basis of a threshold or cut-off value, which might vary between studies. Consequently, conventional meta-analysis methodology focusing solely on separate analysis of sensitivity and specificity might be confounded by a potentially unknown variation of the cut-off value. To cope with this phenomena it is suggested to use, instead, an overall estimate of the misclassification error previously suggested and used as Youden’s index and; furthermore, it is argued that this index is less prone to between-study variation of cut-off values. A simple Mantel–Haenszel estimator as a summary measure of the overall misclassification error is suggested, which adjusts for a potential study effect. The measure of the misclassification error based on Youden’s index is advantageous in that it easily allows an extension to a likelihood approach, which is then able to cope with unobserved heterogeneity via a nonparametric mixture model. All methods are illustrated at hand of an example on a diagnostic meta-analysis on duplex doppler ultrasound, with angiography as the standard for stroke prevention.

Bayesian estimation and selection of nonlinear vector error correction models: The case of the sugar-ethanol-oil nexus in Brazil

Nonlinear adjustment toward long-run price equilibrium relationships in the sugar-ethanol-oil nexus in Brazil is examined. We develop generalized bivariate error correction models that allow for cointegration between sugar, ethanol, and oil prices, where dynamic adjustments are potentially nonlinear functions of the disequilibrium errors. A range of models are estimated using Bayesian Monte Carlo Markov Chain algorithms and compared using Bayesian model selection methods. The results suggest that the long-run drivers of Brazilian sugar prices are oil prices and that there are nonlinearities in the adjustment processes of sugar and ethanol prices to oil price but linear adjustment between ethanol and sugar prices.

Hydrolyzable tannin structures influence relative globular and random coil protein binding strengths

Binding parameters for the interactions of pentagalloyl glucose (PGG) and four hydrolyzable tannins (representing gallotannins and ellagitannins) with gelatin and bovine serum albumin (BSA) have been determined from isothermal titration calorimetry data. Equilibrium binding constants determined for the interaction of PGG and isolated mixtures of tara gallotannins and of sumac gallotannins with gelatin and BSA were of the same order of magnitude for each tannin (in the range of 10(4)-10(5) M-1 for stronger binding sites when using a binding model consisting of two sets of multiple binding sites). In contrast, isolated mixtures of chestnut ellagitannins and of myrabolan ellagitannins exhibited 3-4 orders of magnitude greater equilibrium binding constants for the interaction with gelatin (similar to 2 x 10(6) M-1) than for that with BSA (similar to 8 x 10(2) M-1). Binding stoichiometries revealed that the stronger binding sites on gelatin outnumbered those on BSA by a ratio of at least similar to 2:1 for all of the hydrolyzable tannins studied. Overall, the data revealed that relative binding constants for the interactions with gelatin and BSA are dependent on the structural flexibility of the tannin molecule.

Comparison of energy evaluation systems and a mechanistic model for milk production by dairy cattle offered fresh grass-based diets

Grass-based diets are of increasing social-economic importance in dairy cattle farming, but their low supply of glucogenic nutrients may limit the production of milk. Current evaluation systems that assess the energy supply and requirements are based on metabolisable energy (ME) or net energy (NE). These systems do not consider the characteristics of the energy delivering nutrients. In contrast, mechanistic models take into account the site of digestion, the type of nutrient absorbed and the type of nutrient required for production of milk constituents, and may therefore give a better prediction of supply and requirement of nutrients. The objective of the present study is to compare the ability of three energy evaluation systems, viz. the Dutch NE system, the agricultural and food research council (AFRC) ME system, and the feed into milk (FIM) ME system, and of a mechanistic model based on Dijkstra et al. [Simulation of digestion in cattle fed sugar cane: prediction of nutrient supply for milk production with locally available supplements. J. Agric. Sci., Cambridge 127, 247-60] and Mills et al. [A mechanistic model of whole-tract digestion and methanogenesis in the lactating dairy cow: model development, evaluation and application. J. Anim. Sci. 79, 1584-97] to predict the feed value of grass-based diets for milk production. The dataset for evaluation consists of 41 treatments of grass-based diets (at least 0.75 g ryegrass/g diet on DM basis). For each model, the predicted energy or nutrient supply, based on observed intake, was compared with predicted requirement based on observed performance. Assessment of the error of energy or nutrient supply relative to requirement is made by calculation of mean square prediction error (MSPE) and by concordance correlation coefficient (CCC). All energy evaluation systems predicted energy requirement to be lower (6-11%) than energy supply. The root MSPE (expressed as a proportion of the supply) was lowest for the mechanistic model (0.061), followed by the Dutch NE system (0.082), FIM ME system (0.097) and AFRCME system(0.118). For the energy evaluation systems, the error due to overall bias of prediction dominated the MSPE, whereas for the mechanistic model, proportionally 0.76 of MSPE was due to random variation. CCC analysis confirmed the higher accuracy and precision of the mechanistic model compared with energy evaluation systems. The error of prediction was positively related to grass protein content for the Dutch NE system, and was also positively related to grass DMI level for all models. In conclusion, current energy evaluation systems overestimate energy supply relative to energy requirement on grass-based diets for dairy cattle. The mechanistic model predicted glucogenic nutrients to limit performance of dairy cattle on grass-based diets, and proved to be more accurate and precise than the energy systems. The mechanistic model could be improved by allowing glucose maintenance and utilization requirements parameters to be variable. (C) 2007 Elsevier B.V. All rights reserved.

Genetic diversity and structure of natural and managed populations of Cedrus atlantica (Pinaceae) assessed using random amplified polymorphic DNA

Cedrus atlantica (Pinaceae) is a large and exceptionally long-lived conifer native to the Rif and Atlas Mountains of North Africa. To assess levels and patterns of genetic diversity of this species. samples were obtained throughout the natural range in Morocco and from a forest plantation in Arbucies, Girona (Spain) and analyzed using RAPD markers. Within-population genetic diversity was high and comparable to that revealed by isozymes. Managed populations harbored levels of genetic variation similar to those found in their natural counterparts. Genotypic analyses Of Molecular variance (AMOVA) found that most variation was within populations. but significant differentiation was also found between populations. particularly in Morocco. Bayesian estimates of F,, corroborated the AMOVA partitioning and provided evidence for Population differentiation in C. atlantica. Both distance- and Bayesian-based Clustering methods revealed that Moroccan populations comprise two genetically distinct groups. Within each group, estimates of population differentiation were close to those previously reported in other gymnosperms. These results are interpreted in the context of the postglacial history of the species and human impact. The high degree of among-group differentiation recorded here highlights the need for additional conservation measures for some Moroccan Populations of C. atlantica.

Shrinking the posterior: A note on the Nerlovian model

Diebold and Lamb (1997) argue that since the long-run elasticity of supply derived from the Nerlovian model entails a ratio of random variables, it is without moments. They propose minimum expected loss estimation to correct this problem but in so-doing ignore the fact that a non white-noise-error is implicit in the model. We show that, as a consequence the estimator is biased and demonstrate that Bayesian estimation which fully accounts for the error structure is preferable.

The effects of environmental perturbation and measurement error on estimates of the shape parameter in the theta-logistic model of population regulation

The theta-logistic is a widely used generalisation of the logistic model of regulated biological processes which is used in particular to model population regulation. Then the parameter theta gives the shape of the relationship between per-capita population growth rate and population size. Estimation of theta from population counts is however subject to bias, particularly when there are measurement errors. Here we identify factors disposing towards accurate estimation of theta by simulation of populations regulated according to the theta-logistic model. Factors investigated were measurement error, environmental perturbation and length of time series. Large measurement errors bias estimates of theta towards zero. Where estimated theta is close to zero, the estimated annual return rate may help resolve whether this is due to bias. Environmental perturbations help yield unbiased estimates of theta. Where environmental perturbations are large, estimates of theta are likely to be reliable even when measurement errors are also large. By contrast where the environment is relatively constant, unbiased estimates of theta can only be obtained if populations are counted precisely Our results have practical conclusions for the design of long-term population surveys. Estimation of the precision of population counts would be valuable, and could be achieved in practice by repeating counts in at least some years. Increasing the length of time series beyond ten or 20 years yields only small benefits. if populations are measured with appropriate accuracy, given the level of environmental perturbation, unbiased estimates can be obtained from relatively short censuses. These conclusions are optimistic for estimation of theta. (C) 2008 Elsevier B.V All rights reserved.