977 resultados para fractional advection-dispersion models


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We report on integer and fractional microwave-induced resistance oscillations in a 2D electron system with high density and moderate mobility, and present results of measurements at high microwave intensity and temperature. Fractional microwave-induced resistance oscillations occur up to fractional denominator 8 and are quenched independently of their fractional order. We discuss our results and compare them with existing theoretical models. (C) 2009 Elsevier B.V. All rights reserved.

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The whole Valle Fertil-La Huerta section appears as a calc-alkaline plutonic suite typical of a destructive plate margin. New Sr and Nd isotopic whole-rock data and published whole-rock geochemistry suggest that the less-evolved intermediate (dioritic) rocks can be derived by magmatic differentiation, mainly by hornblende + plagioclase +/- Fe-Ti oxide fractional crystallization, from mafic (gabbroic) igneous precursors. Closed-system differentiation, however, cannot produce the typical intermediate (tonalitic) and silicic (granodioritic) plutonic rocks, which requires a preponderant contribution of crustal components. Intermediate and silicic plutonic rocks from Valle Fertil-La Huerta section have formed in a plate subduction setting where the thermal and material input of mantle-derived magmas promoted fusion of fertile metasedimentary rocks and favored mixing of gabbroic or dioritic magmas with crustal granitic melts. Magma mixing is observable in the field and evident in variations of chemical elemental parameters and isotopic ratios, revealing that hybridization coupled with fractionation of magmas took place in the crust. Consideration of the whole-rock geochemical and isotopic data in the context of the Famatinian-Puna magmatic belt as a whole demonstrates that the petrologic model postulated for the Sierra Valle Fertil-La Huerta section has the potential to explain the generation of plutonic and volcanic rocks across the Early Ordovician paleoarc from central and northwestern Argentina. As the petrologic model does not require the intervention of old Precambrian continental crust, the nature of the basement on which thick accretionary turbiditic sequences were deposited remains a puzzling aspect. Discussion in this paper provides insights into the nature of magmatic source rocks and mechanisms of magma generation in Cordilleran-type volcano-plutonic arcs of destructive plate margins. (C) 2010 Elsevier Ltd. All rights reserved.

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The class of symmetric linear regression models has the normal linear regression model as a special case and includes several models that assume that the errors follow a symmetric distribution with longer-than-normal tails. An important member of this class is the t linear regression model, which is commonly used as an alternative to the usual normal regression model when the data contain extreme or outlying observations. In this article, we develop second-order asymptotic theory for score tests in this class of models. We obtain Bartlett-corrected score statistics for testing hypotheses on the regression and the dispersion parameters. The corrected statistics have chi-squared distributions with errors of order O(n(-3/2)), n being the sample size. The corrections represent an improvement over the corresponding original Rao`s score statistics, which are chi-squared distributed up to errors of order O(n(-1)). Simulation results show that the corrected score tests perform much better than their uncorrected counterparts in samples of small or moderate size.

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We consider the issue of performing residual and local influence analyses in beta regression models with varying dispersion, which are useful for modelling random variables that assume values in the standard unit interval. In such models, both the mean and the dispersion depend upon independent variables. We derive the appropriate matrices for assessing local influence on the parameter estimates under different perturbation schemes. An application using real data is presented and discussed.

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Likelihood ratio tests can be substantially size distorted in small- and moderate-sized samples. In this paper, we apply Skovgaard`s [Skovgaard, I.M., 2001. Likelihood asymptotics. Scandinavian journal of Statistics 28, 3-321] adjusted likelihood ratio statistic to exponential family nonlinear models. We show that the adjustment term has a simple compact form that can be easily implemented from standard statistical software. The adjusted statistic is approximately distributed as X(2) with high degree of accuracy. It is applicable in wide generality since it allows both the parameter of interest and the nuisance parameter to be vector-valued. Unlike the modified profile likelihood ratio statistic obtained from Cox and Reid [Cox, D.R., Reid, N., 1987. Parameter orthogonality and approximate conditional inference. journal of the Royal Statistical Society B49, 1-39], the adjusted statistic proposed here does not require an orthogonal parameterization. Numerical comparison of likelihood-based tests of varying dispersion favors the test we propose and a Bartlett-corrected version of the modified profile likelihood ratio test recently obtained by Cysneiros and Ferrari [Cysneiros, A.H.M.A., Ferrari, S.L.P., 2006. An improved likelihood ratio test for varying dispersion in exponential family nonlinear models. Statistics and Probability Letters 76 (3), 255-265]. (C) 2008 Elsevier B.V. All rights reserved.

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In this paper we obtain asymptotic expansions up to order n(-1/2) for the nonnull distribution functions of the likelihood ratio, Wald, score and gradient test statistics in exponential family nonlinear models (Cordeiro and Paula, 1989), under a sequence of Pitman alternatives. The asymptotic distributions of all four statistics are obtained for testing a subset of regression parameters and for testing the dispersion parameter, thus generalising the results given in Cordeiro et al. (1994) and Ferrari et al. (1997). We also present Monte Carlo simulations in order to compare the finite-sample performance of these tests. (C) 2010 Elsevier B.V. All rights reserved.

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In many statistical inference problems, there is interest in estimation of only some elements of the parameter vector that defines the adopted model. In general, such elements are associated to measures of location and the additional terms, known as nuisance parameters, to control the dispersion and asymmetry of the underlying distributions. To estimate all the parameters of the model and to draw inferences only on the parameters of interest. Depending on the adopted model, this procedure can be both algebraically is common and computationally very costly and thus it is convenient to reduce it, so that it depends only on the parameters of interest. This article reviews estimation methods in the presence of nuisance parameters and consider some applications in models recently discussed in the literature.

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We present the hglm package for fitting hierarchical generalized linear models. It can be used for linear mixed models and generalized linear mixed models with random effects for a variety of links and a variety of distributions for both the outcomes and the random effects. Fixed effects can also be fitted in the dispersion part of the model.

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Consumers often pay different prices for the same product bought in the same store at the same time. However, the demand estimation literature has ignored that fact using, instead, aggregate measures such as the “list” or average price. In this paper we show that this will lead to biased price coefficients. Furthermore, we perform simple comparative statics simulation exercises for the logit and random coefficient models. In the “list” price case we find that the bias is larger when discounts are higher, proportion of consumers facing discount prices is higher and when consumers are more unwilling to buy the product so that they almost only do it when facing discount. In the average price case we find that the bias is larger when discounts are higher, proportion of consumers that have access to discount are similar to the ones that do not have access and when consumers willingness to buy is very dependent on idiosyncratic shocks. Also bias is less problematic in the average price case in markets with a lot of bargain deals, so that prices are as good as individual. We conclude by proposing ways that the econometrician can reduce this bias using different information that he may have available.

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This paper deals with a system involving a flexible rod subjected to magnetic forces that can bend it while simultaneously subjected to external excitations produces complex and nonlinear dynamic behavior, which may present different types of solutions for its different movement-related responses. This fact motivated us to analyze such a mechanical system based on modeling and numerical simulation involving both, integer order calculus (IOC) and fractional order calculus (FOC) approaches. The time responses, pseudo phase portraits and Fourier spectra have been presented. The results obtained can be used as a source for conduct experiments in order to obtain more realistic and more accurate results about fractional-order models when compared to the integer-order models. © Published under licence by IOP Publishing Ltd.

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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

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We extend the Miles mechanism of wind-wave generation to finite depth. A beta-Miles linear growth rate depending on the depth and wind velocity is derived and allows the study of linear growth rates of surface waves from weak to moderate winds in finite depth h. The evolution of beta is plotted, for several values of the dispersion parameter kh with k the wave number. For constant depths we find that no matter what the values of wind velocities are, at small enough wave age the beta-Miles linear growth rates are in the known deep-water limit. However winds of moderate intensities prevent the waves from growing beyond a critical wave age, which is also constrained by the water depth and is less than the wave age limit of deep water. Depending on wave age and wind velocity, the Jeffreys and Miles mechanisms are compared to determine which of them dominates. A wind-forced nonlinear Schrodinger equation is derived and the Akhmediev, Peregrine and Kuznetsov-Ma breather solutions for weak wind inputs in finite depth h are obtained.

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Pós-graduação em Geociências e Meio Ambiente - IGCE

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The theoretical E-curve for the laminar flow of non-Newtonian fluids in circular tubes may not be accurate for real tubular systems with diffusion, mechanical vibration, wall roughness, pipe fittings, curves, coils, or corrugated walls. Deviations from the idealized laminar flow reactor (LFR) cannot be well represented using the axial dispersion or the tanks-in-series models of residence time distribution (RTD). In this work, four RTD models derived from non-ideal velocity profiles in segregated tube flow are proposed. They were used to represent the RTD of three tubular systems working with Newtonian and pseudoplastic fluids. Other RTD models were considered for comparison. The proposed models provided good adjustments, and it was possible to determine the active volumes. It is expected that these models can be useful for the analysis of LFR or for the evaluation of continuous thermal processing of viscous foods.

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In this paper, we propose nonlinear elliptical models for correlated data with heteroscedastic and/or autoregressive structures. Our aim is to extend the models proposed by Russo et al. [22] by considering a more sophisticated scale structure to deal with variations in data dispersion and/or a possible autocorrelation among measurements taken throughout the same experimental unit. Moreover, to avoid the possible influence of outlying observations or to take into account the non-normal symmetric tails of the data, we assume elliptical contours for the joint distribution of random effects and errors, which allows us to attribute different weights to the observations. We propose an iterative algorithm to obtain the maximum-likelihood estimates for the parameters and derive the local influence curvatures for some specific perturbation schemes. The motivation for this work comes from a pharmacokinetic indomethacin data set, which was analysed previously by Bocheng and Xuping [1] under normality.