Improved maximum-likelihood estimation in a regression model with general parametrization

We analyse the finite-sample behaviour of two second-order bias-corrected alternatives to the maximum-likelihood estimator of the parameters in a multivariate normal regression model with general parametrization proposed by Patriota and Lemonte [A. G. Patriota and A. J. Lemonte, Bias correction in a multivariate regression model with genereal parameterization, Stat. Prob. Lett. 79 (2009), pp. 1655-1662]. The two finite-sample corrections we consider are the conventional second-order bias-corrected estimator and the bootstrap bias correction. We present the numerical results comparing the performance of these estimators. Our results reveal that analytical bias correction outperforms numerical bias corrections obtained from bootstrapping schemes.

Bias correction in a multivariate normal regression model with general parameterization

This paper derives the second-order biases Of maximum likelihood estimates from a multivariate normal model where the mean vector and the covariance matrix have parameters in common. We show that the second order bias can always be obtained by means of ordinary weighted least-squares regressions. We conduct simulation studies which indicate that the bias correction scheme yields nearly unbiased estimators. (C) 2009 Elsevier B.V. All rights reserved.

A simple and non-destructive model for individual leaf area estimation in citrus

Introduction. Leaf area is often related to plant growth, development, physiology and yield. Many non-destructive models have been proposed for leaf area estimation of several plant genotypes, demonstrating that leaf length, leaf width and leaf area are closely correlated. Thus, the objective of our study was to develop a reliable model for leaf area estimation from linear measurements of leaf dimensions for citrus genotypes. Materials and methods. Leaves of citrus genotypes were harvested, and their dimensions (length, width and area) were measured. Values of leaf area were regressed against length, width, the square of length, the square of width and the product (length x width). The most accurate equations, either linear or second-order polynomial, were regressed again with a new data set; then the most reliable equation was defined. Results and discussion. The first analysis showed that the variables length, width and the square of length gave better results in second-order polynomial equations, while the linear equations were more suitable and accurate when the width and the product (length x width) were used. When these equations were regressed with the new data set, the coefficient of determination (R(2)) and the agreement index 'd' were higher for the one that used the variable product (length x width), while the Mean Absolute Percentage Error was lower. Conclusion. The product of the simple leaf dimensions (length x width) can provide a reliable and simple non-destructive model for leaf area estimation across citrus genotypes.

A new spin-2 self-dual model in D=2+1

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Critical temperature for first-order phase transitions in confined systems

We consider the Euclidean D-dimensional -lambda vertical bar phi vertical bar(4)+eta vertical bar rho vertical bar(6) (lambda,eta > 0) model with d (d <= D) compactified dimensions. Introducing temperature by means of the Ginzburg-Landau prescription in the mass term of the Hamiltonian, this model can be interpreted as describing a first-order phase transition for a system in a region of the D-dimensional space, limited by d pairs of parallel planes, orthogonal to the coordinates axis x(1), x(2),..., x(d). The planes in each pair are separated by distances L-1, L-2, ... , L-d. We obtain an expression for the transition temperature as a function of the size of the system, T-c({L-i}), i = 1, 2, ..., d. For D = 3 we particularize this formula, taking L-1 = L-2 = ... = L-d = L for the physically interesting cases d = 1 (a film), d = 2 (an infinitely long wire having a square cross-section), and for d = 3 (a cube). For completeness, the corresponding formulas for second-order transitions are also presented. Comparison with experimental data for superconducting films and wires shows qualitative agreement with our theoretical expressions.

PHASE-TRANSITION IN A Q-DEFORMED LIPKIN MODEL

Assuming q-deformed commutation relations for the fermions, an extension of the standard Lipkin Hamiltonian is presented. The usual quasi-spin representation of the standard Lipkin model is also obtained in this q-deformed framework. A variationally obtained energy functional is used to analyse the phase transition associated with the spherical symmetry breaking. The only phase transitions in this q-deformed model are of second order. As an outcome of this analysis a critical parameter is obtained which is dependent on the deformation of the algebra and on the number of particles.

RECENT HEAVY-ION EXPERIMENTS AND STATISTICAL-MODEL OF HADRONS

The combined CERN and Brookhaven heavy ion (H.I.) data supports a scenario of hadron gas which is in chemical and thermal equilibrium at a temperature T of about 140 MeV. Using the Brown-Stachel-Welke model (which gives 150 MeV) we show that in this scenario, the hot nucleons have mass 3 pi T and the pi and rho mesons have masses close to pi T and 2 pi T, respectively. A simple model with pions and quarks supports the co-existence of two phases in these heavy ion experiments, suggesting a second order phase transition. The masses of the pion, rho and the nucleon are intriguingly close to the lattice screening masses.

A kinetic model for the ultrasound catalyzed hydrolysis of solventless TEOS-water mixtures and the role of the initial additions of ethanol

The acid and ultrasound catalyzed hydrolysis of solventless TEOS-water mixtures are studied, as a function of the initial additions of ethanol to the mixtures, by means of flux calorimetry measurements. A device was specially designed for this purpose. Under acid conditions, our proposed method has been able to resolve hydrolysis from other condensation reactions, by detecting the exothermal hydrolysis reaction heat. The process has been explained by a dissolution and reaction mechanism. Ultrasound forces the dissolution process to start the reaction. The alcohol produced in the reaction helps the dissolution process to further enhance the hydrolysis. Initial amounts of pure ethanol added to the mixtures shorten the start time of the reaction, due to an additional effect of dissolution, and diminish the reaction rate, as a result of the solvent dilution effect. Our dissolution and reaction mechanism modeling describes the main points arising from the experimental data and yields k(H) = 0.24 M(-1) min(-1) for the second-order hydrolysis rate constant at 39 degrees C.

q-deformed variational study of the Lipkin-Meshkov-Glick model via coherent states

We show that the ground-state energy of the q-deformed Lipkin-Meshkov-Glick Hamiltonian can be estimated by q-deformed coherent states. We also use these coherent states to analyse qualitatively the suppression of the second order ground-state energy phase transition of this model. © 1993.

Using Universal Line Model (ULM) for Representing Electromagnetic Transients in Three-Phase Transmission Lines

The second-order differential equations that describe the polyphase transmission line are difficult to solve due to the mutual coupling among them and the fact that the parameters are distributed along their length. A method for the analysis of polyphase systems is the technique that decouples their phases. Thus, a system that has n phases coupled can be represented by n decoupled single-phase systems which are mathematically identical to the original system. Once obtained the n-phase circuit, it's possible to calculate the voltages and currents at any point on the line using computational methods. The Universal Line Model (ULM) transforms the differential equations in the time domain to algebraic equations in the frequency domain, solve them and obtain the solution in the frequency domain using the inverse Laplace transform. This work will analyze the method of modal decomposition in a three-phase transmission line for the evaluation of voltages and currents of the line during the energizing process.

3D stability orbits close to 433 Eros using an effective polyhedral model method

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

A Reynolds stress model for turbulent flows of viscoelastic fluids

A second-order closure is developed for predicting turbulent flows of viscoelastic fluids described by a modified generalised Newtonian fluid model incorporating a nonlinear viscosity that depends on a strain-hardening Trouton ratio as a means to handle some of the effects of viscoelasticity upon turbulent flows. Its performance is assessed by comparing its predictions for fully developed turbulent pipe flow with experimental data for four different dilute polymeric solutions and also with two sets of direct numerical simulation data for fluids theoretically described by the finitely extensible nonlinear elastic - Peterlin model. The model is based on a Newtonian Reynolds stress closure to predict Newtonian fluid flows, which incorporates low Reynolds number damping functions to properly deal with wall effects and to provide the capability to handle fluid viscoelasticity more effectively. This new turbulence model was able to capture well the drag reduction of various viscoelastic fluids over a wide range of Reynolds numbers and performed better than previously developed models for the same type of constitutive equation, even if the streamwise and wall-normal turbulence intensities were underpredicted.

Numerical solution of the FENE-CR model in complex flows

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

Model updating of the non-linear vibrating structures through Volterra series and proper orthogonal decomposition

Classical procedures for model updating in non-linear mechanical systems based on vibration data can fail because the common linear metrics are not sensitive for non-linear behavior caused by gaps, backlash, bolts, joints, materials, etc. Several strategies were proposed in the literature in order to allow a correct representative model of non-linear structures. The present paper evaluates the performance of two approaches based on different objective functions. The first one is a time domain methodology based on the proper orthogonal decomposition constructed from the output time histories. The second approach uses objective functions with multiples convolutions described by the first and second order discrete-time Volterra kernels. In order to discuss the results, a benchmark of a clamped-clamped beam with an pre-applied static load is simulated and updated using proper orthogonal decomposition and Volterra Series. The comparisons and discussions of the results show the practical applicability and drawbacks of both approaches.

Application of effective theory and Grassmann variables to model compact binaries with spin

Pós-graduação em Física - IFT