Feasible estimation of generalized linear mixed models (GLMM) with weak dependency between groups

This paper presents a two-step pseudo likelihood estimation technique for generalized linear mixed models with the random effects being correlated between groups. The core idea is to deal with the intractable integrals in the likelihood function by multivariate Taylor's approximation. The accuracy of the estimation technique is assessed in a Monte-Carlo study. An application of it with a binary response variable is presented using a real data set on credit defaults from two Swedish banks. Thanks to the use of two-step estimation technique, the proposed algorithm outperforms conventional pseudo likelihood algorithms in terms of computational time.

Multi-wavelets from B-spline super-functions with approximation order

Approximation order is an important feature of all wavelets. It implies that polynomials up to degree p−1 are in the space spanned by the scaling function(s). In the scalar case, the scalar sum rules determine the approximation order or the left eigenvectors of the infinite down-sampled convolution matrix H determine the combinations of scaling functions required to produce the desired polynomial. For multi-wavelets the condition for approximation order is similar to the conditions in the scalar case. Generalized left eigenvectors of the matrix H_f; a finite portion of H determines the combinations of scaling functions that produce the desired superfunction from which polynomials of desired degree can be reproduced. The superfunctions in this work are taken to be B-splines. However, any refinable function can serve as the superfunction. The condition of approximation order is derived and new, symmetric, compactly supported and orthogonal multi-wavelets with approximation orders one, two, three and four are constructed.

Construction of wavelets and multiwavelets basis : a generalized method

Multiwavelets are wavelets with multiplicity r, that is r scaling functions and r wavelets, which define multiresolution analysis similar to scalar wavelets. They are advantageous over scalar wavelets since they simultaneously posse symmetry and orthogonality. In this work, a new method for constructing multiwavelets with any approximation order is presented. The method involves the derivation of a matrix equation for the desired approximation order. The condition for approximation order is similar to the conditions in the scalar case. Generalized left eigenvectors give the combinations of scaling functions required to reconstruct the desired spline or super function. The method is demonstrated by constructing a specific class of symmetric and non-symmetric multiwavelets with different approximation orders, which include Geranimo-Hardin-Massopust (GHM), Daubechies and Alperts like multi-wavelets, as parameterized solutions. All multi-wavelets constructed in this work, posses the good properties of orthogonality, approximation order and short support.

Modelling grouped survival times in toxicological studies using generalized additive models

A method for combining a proportional-hazards survival time model with a bioassay model where the log-hazard function is modelled as a linear or smoothing spline function of log-concentration combined with a smoothing spline function of time is described. The combined model is fitted to mortality numbers, resulting from survival times that are grouped due to a common set of observation times, using Generalized Additive Models (GAMs). The GAM fits mortalities as conditional binomials using an approximation to the log of the integral of the hazard function and is implemented using freely-available, general software for fitting GAMs. Extensions of the GAM are described to allow random effects to be fitted and to allow for time-varying concentrations by replacing time with a calibrated cumulative exposure variable with calibration parameter estimated using profile likelihood. The models are demonstrated using data from a studies of a marine and a, previously published, freshwater taxa. The marine study involved two replicate bioassays of the effect of zinc exposure on survival of an Antarctic amphipod, Orchomenella pinguides. The other example modelled survival of the daphnid, Daphnia magna, exposed to potassium dichromate and was fitted by both the GAM and the process-based DEBtox model. The GAM fitted with a cubic regression spline in time gave a 61 % improvement in fit to the daphnid data compared to DEBtox due to a non-monotonic hazard function. A simulation study using each of these hazard functions as operating models demonstrated that the GAM is overall more accurate in recovering lethal concentration values across the range of forms of the underlying hazard function compared to DEBtox and standard multiple endpoint probit analyses.

Generalized neighbor-interaction models induced by nonlinear lattices

It is shown that the tight-binding approximation of the nonlinear Schrodinger equation with a periodic linear potential and periodic in space nonlinearity coefficient gives rise to a number of nonlinear lattices with complex, both linear and nonlinear, neighbor interactions. The obtained lattices present nonstandard possibilities, among which we mention a quasilinear regime, where the pulse dynamics obeys essentially the linear Schrodinger equation. We analyze the properties of such models both in connection to their modulational stability, as well as in regard to the existence and stability of their localized solitary wave solutions.

Renormalizability of generalized quantum electrodynamics

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

A generalized alternating-direction implicit scheme for incompressible magnetohydrodynamic viscous flows at low magnetic Reynolds number

This paper presents numerical simulations of incompressible fluid flows in the presence of a magnetic field at low magnetic Reynolds number. The equations governing the flow are the Navier-Stokes equations of fluid motion coupled with Maxwell's equations of electromagnetics. The study of fluid flows under the influence of a magnetic field and with no free electric charges or electric fields is known as magnetohydrodynamics. The magnetohydrodynamics approximation is considered for the formulation of the non-dimensional problem and for the characterization of similarity parameters. A finite-difference technique is used to discretize the equations. In particular, an extension of the generalized Peaceman and Rachford alternating-direction implicit (ADI) scheme for simulating two-dimensional fluid flows is presented. The discretized conservation equations are solved in stream function-vorticity formulation. We compare the ADI and generalized ADI schemes, and show that the latter is more efficient in simulating low Reynolds number and magnetic Reynolds number problems. Numerical results demonstrating the applicability of this technique are also presented. The simulation of incompressible magneto hydrodynamic fluid flows is illustrated by numerical solution for two-dimensional cases. (c) 2007 Elsevier B.V. All rights reserved.

Approximations for the generalized temperature integral: a method based on quadrature rules

The generalized temperature integral I(m, x) appears in non-isothermal kinetic analysis when the frequency factor depends on the temperature. A procedure based on Gaussian quadrature to obtain analytical approximations for the integral I(m, x) was proposed. The results showed good agreement between the obtained approximation values and those obtained by numerical integration. Unless other approximations found in literature, the methodology presented in this paper can be easily generalized in order to obtain approximations with the maximum of accurate.

Using error bounds to compare aggregated generalized transportation models

A comparative study of aggregation error bounds for the generalized transportation problem is presented. A priori and a posteriori error bounds were derived and a computational study was performed to (a) test the correlation between the a priori, the a posteriori, and the actual error and (b) quantify the difference of the error bounds from the actual error. Based on the results we conclude that calculating the a priori error bound can be considered as a useful strategy to select the appropriate aggregation level. The a posteriori error bound provides a good quantitative measure of the actual error.

Stability analysis of the attitude of artificial satellites subject to gravity gradient torque

Using a canonical formulation, the stability of the rotational motion of artificial satellites is analyzed considering perturbations due to the gravity gradient torque. Here Andoyer's variables are used to describe the rotational motion. One of the approaches that allow the analysis of the stability of Hamiltonian systems needs the reduction of the Hamiltonian to a normal form. Firstly equilibrium points are found. Using generalized coordinates, the Hamiltonian is expanded in the neighborhood of the linearly stable equilibrium points. In a next step a canonical linear transformation is used to diagonalize the matrix associated to the linear part of the system. The quadratic part of the Hamiltonian is normalized. Based in a Lie-Hori algorithm a semi-analytic process for normalization is applied and the Hamiltonian is normalized up to the fourth order. Once the Hamiltonian is normalized up to order four, the analysis of stability of the equilibrium point is performed using the theorem of Kovalev and Savichenko. This semi-analytical approach was applied considering some data sets of hypothetical satellites. For the considered satellites it was observed few cases of stable motion. This work contributes for space missions where the maintenance of spacecraft attitude stability is required.

Generalized soldering of +/- 2 helicity states in D=2+1

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

A generalized finite element method with global-local enrichment functions for confined plasticity problems

The main feature of partition of unity methods such as the generalized or extended finite element method is their ability of utilizing a priori knowledge about the solution of a problem in the form of enrichment functions. However, analytical derivation of enrichment functions with good approximation properties is mostly limited to two-dimensional linear problems. This paper presents a procedure to numerically generate proper enrichment functions for three-dimensional problems with confined plasticity where plastic evolution is gradual. This procedure involves the solution of boundary value problems around local regions exhibiting nonlinear behavior and the enrichment of the global solution space with the local solutions through the partition of unity method framework. This approach can produce accurate nonlinear solutions with a reduced computational cost compared to standard finite element methods since computationally intensive nonlinear iterations can be performed on coarse global meshes after the creation of enrichment functions properly describing localized nonlinear behavior. Several three-dimensional nonlinear problems based on the rate-independent J (2) plasticity theory with isotropic hardening are solved using the proposed procedure to demonstrate its robustness, accuracy and computational efficiency.

GENERALIZED FINITE ELEMENT METHOD ON NONCONVENTIONAL HYBRID-MIXED FORMULATION

The generalized finite element method (GFEM) is applied to a nonconventional hybrid-mixed stress formulation (HMSF) for plane analysis. In the HMSF, three approximation fields are involved: stresses and displacements in the domain and displacement fields on the static boundary. The GFEM-HMSF shape functions are then generated by the product of a partition of unity associated to each field and the polynomials enrichment functions. In principle, the enrichment can be conducted independently over each of the HMSF approximation fields. However, stability and convergence features of the resulting numerical method can be affected mainly by spurious modes generated when enrichment is arbitrarily applied to the displacement fields. With the aim to efficiently explore the enrichment possibilities, an extension to GFEM-HMSF of the conventional Zienkiewicz-Patch-Test is proposed as a necessary condition to ensure numerical stability. Finally, once the extended Patch-Test is satisfied, some numerical analyses focusing on the selective enrichment over distorted meshes formed by bilinear quadrilateral finite elements are presented, thus showing the performance of the GFEM-HMSF combination.

Numerical assessment of stability of interface discontinuous finite element pressure spaces

The stability of two recently developed pressure spaces has been assessed numerically: The space proposed by Ausas et al. [R.F. Ausas, F.S. Sousa, G.C. Buscaglia, An improved finite element space for discontinuous pressures, Comput. Methods Appl. Mech. Engrg. 199 (2010) 1019-1031], which is capable of representing discontinuous pressures, and the space proposed by Coppola-Owen and Codina [A.H. Coppola-Owen, R. Codina, Improving Eulerian two-phase flow finite element approximation with discontinuous gradient pressure shape functions, Int. J. Numer. Methods Fluids, 49 (2005) 1287-1304], which can represent discontinuities in pressure gradients. We assess the stability of these spaces by numerically computing the inf-sup constants of several meshes. The inf-sup constant results as the solution of a generalized eigenvalue problems. Both spaces are in this way confirmed to be stable in their original form. An application of the same numerical assessment tool to the stabilized equal-order P-1/P-1 formulation is then reported. An interesting finding is that the stabilization coefficient can be safely set to zero in an arbitrary band of elements without compromising the formulation's stability. An analogous result is also reported for the mini-element P-1(+)/P-1 when the velocity bubbles are removed in an arbitrary band of elements. (C) 2012 Elsevier B.V. All rights reserved.

The importance of plant life form on spatial associations along a subtropical coastal dune gradient

Questions Does the spatial association between isolated adult trees and understorey plants change along a gradient of sand dunes? Does this association depend on the life form of the understorey plant? Location Coastal sand dunes, southeast Brazil. Methods We recorded the occurrence of understorey plant species in 100 paired 0.25 m2 plots under adult trees and in adjacent treeless sites along an environmental gradient from beach to inland. Occurrence probabilities were modelled as a function of the fixed variables of the presence of a neighbour, distance from the seashore and life form, and a random variable, the block (i.e. the pair of plots). Generalized linear mixed models (GLMM) were fitted in a backward step-wise procedure using Akaike's information criterion (AIC) for model selection. Results The occurrence of understorey plants was affected by the presence of an adult tree neighbour, but the effect varied with the life form of the understorey species. Positive spatial association was found between isolated adult neighbour and young trees, whereas a negative association was found for shrubs. Moreover, a neutral association was found for lianas, whereas for herbs the effect of the presence of an adult neighbour ranged from neutral to negative, depended on the subgroup considered. The strength of the negative association with forbs increased with distance from the seashore. However, for the other life forms, the associational pattern with adult trees did not change along the gradient. Conclusions For most of the understorey life forms there is no evidence that the spatial association between isolated adult trees and understorey plants changes with the distance from the seashore, as predicted by the stress gradient hypothesis, a common hypothesis in the literature about facilitation in plant communities. Furthermore, the positive spatial association between isolated adult trees and young trees identified along the entire gradient studied indicates a positive feedback that explains the transition from open vegetation to forest in subtropical coastal dune environments.