958 resultados para Classical orthogonal polynomials of a discrete variable
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To the two classical reversible 1-bit logic gates, i.e. the identity gate (a.k.a. the follower) and the NOT gate (a.k.a. the inverter), we add an extra gate, the square root of NOT. Similarly, we add to the 24 classical reversible 2-bit circuits, both the square root of NOT and the controlled square root of NOT. This leads to a new kind of calculus, situated between classical reversible computing and quantum computing.
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2000 Mathematics Subject Classification: 11S31 12E15 12F10 12J20.
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Йордан Йорданов, Андрей Василев - В работата се изследват методи за решаването на задачи на оптималното управление в дискретно време с безкраен хоризонт и явни управления. Дадена е обосновка на една процедура за решаване на такива задачи, базирана на множители на Лагранж, коята често се употребява в икономическата литература. Извеждени са необходимите условия за оптималност на базата на уравнения на Белман и са приведени достатъчни условия за оптималност при допускания, които често се използват в икономиката.
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Снежана Христова, Кремена Стефанова, Лиляна Ванкова - В работата са решени няколко нови видове линейни дискретни неравенства, които съдържат максимума на неизвестната функция в отминал интервал от време. Някои от тези неравенства са приложени за изучаване непрекъснатата зависимост от смущения при дискретни уравнения с максимуми.
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MSC 2010: 30C10
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2000 Mathematics Subject Classification: 12D10.
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In this study, discrete time one-factor models of the term structure of interest rates and their application to the pricing of interest rate contingent claims are examined theoretically and empirically. The first chapter provides a discussion of the issues involved in the pricing of interest rate contingent claims and a description of the Ho and Lee (1986), Maloney and Byrne (1989), and Black, Derman, and Toy (1990) discrete time models. In the second chapter, a general discrete time model of the term structure from which the Ho and Lee, Maloney and Byrne, and Black, Derman, and Toy models can all be obtained is presented. The general model also provides for the specification of an additional model, the ExtendedMB model. The third chapter illustrates the application of the discrete time models to the pricing of a variety of interest rate contingent claims. In the final chapter, the performance of the Ho and Lee, Black, Derman, and Toy, and ExtendedMB models in the pricing of Eurodollar futures options is investigated empirically. The results indicate that the Black, Derman, and Toy and ExtendedMB models outperform the Ho and Lee model. Little difference in the performance of the Black, Derman, and Toy and ExtendedMB models is detected. ^
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Using tools of the theory of orthogonal polynomials we obtain the generating function of the generalized Fibonacci sequence established by Petronilho for a sequence of real or complex numbers {Qn} defined by Q0 = 0, Q1 = 1, Qm = ajQm−1 + bjQm−2, m ≡ j (mod k), where k ≥ 3 is a fixed integer, and a0, a1, . . . , ak−1, b0, b1, . . . , bk−1 are 2k given real or complex numbers, with bj #0 for 0 ≤ j ≤ k−1. For this sequence some convergence proprieties are obtained.
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An important aspect of constructing discrete velocity models (DVMs) for the Boltzmann equation is to obtain the right number of collision invariants. It is a well-known fact that DVMs can also have extra collision invariants, so called spurious collision invariants, in plus to the physical ones. A DVM with only physical collision invariants, and so without spurious ones, is called normal. For binary mixtures also the concept of supernormal DVMs was introduced, meaning that in addition to the DVM being normal, the restriction of the DVM to any single species also is normal. Here we introduce generalizations of this concept to DVMs for multicomponent mixtures. We also present some general algorithms for constructing such models and give some concrete examples of such constructions. One of our main results is that for any given number of species, and any given rational mass ratios we can construct a supernormal DVM. The DVMs are constructed in such a way that for half-space problems, as the Milne and Kramers problems, but also nonlinear ones, we obtain similar structures as for the classical discrete Boltzmann equation for one species, and therefore we can apply obtained results for the classical Boltzmann equation.
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Model misspecification affects the classical test statistics used to assess the fit of the Item Response Theory (IRT) models. Robust tests have been derived under model misspecification, as the Generalized Lagrange Multiplier and Hausman tests, but their use has not been largely explored in the IRT framework. In the first part of the thesis, we introduce the Generalized Lagrange Multiplier test to detect differential item response functioning in IRT models for binary data under model misspecification. By means of a simulation study and a real data analysis, we compare its performance with the classical Lagrange Multiplier test, computed using the Hessian and the cross-product matrix, and the Generalized Jackknife Score test. The power of these tests is computed empirically and asymptotically. The misspecifications considered are local dependence among items and non-normal distribution of the latent variable. The results highlight that, under mild model misspecification, all tests have good performance while, under strong model misspecification, the performance of the tests deteriorates. None of the tests considered show an overall superior performance than the others. In the second part of the thesis, we extend the Generalized Hausman test to detect non-normality of the latent variable distribution. To build the test, we consider a seminonparametric-IRT model, that assumes a more flexible latent variable distribution. By means of a simulation study and two real applications, we compare the performance of the Generalized Hausman test with the M2 limited information goodness-of-fit test and the Likelihood-Ratio test. Additionally, the information criteria are computed. The Generalized Hausman test has a better performance than the Likelihood-Ratio test in terms of Type I error rates and the M2 test in terms of power. The performance of the Generalized Hausman test and the information criteria deteriorates when the sample size is small and with a few items.
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The caffeine solubility in supercritical CO2 was studied by assessing the effects of pressure and temperature on the extraction of green coffee oil (GCO). The Peng-Robinson¹ equation of state was used to correlate the solubility of caffeine with a thermodynamic model and two mixing rules were evaluated: the classical mixing rule of van der Waals with two adjustable parameters (PR-VDW) and a density dependent one, proposed by Mohamed and Holder² with two (PR-MH, two parameters adjusted to the attractive term) and three (PR-MH3 two parameters adjusted to the attractive and one to the repulsive term) adjustable parameters. The best results were obtained with the mixing rule of Mohamed and Holder² with three parameters.
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Background: Baurusuchidae is a group of extinct Crocodyliformes with peculiar, dog-faced skulls, hypertrophied canines, and terrestrial, cursorial limb morphologies. Their importance for crocodyliform evolution and biogeography is widely recognized, and many new taxa have been recently described. In most phylogenetic analyses of Mesoeucrocodylia, the entire clade is represented only by Baurusuchus pachecoi, and no work has attempted to study the internal relationships of the group or diagnose the clade and its members. Methodology/Principal Findings: Based on a nearly complete skull and a referred partial skull and lower jaw, we describe a new baurusuchid from the Vale do Rio do Peixe Formation (Bauru Group), Late Cretaceous of Brazil. The taxon is diagnosed by a suite of characters that include: four maxillary teeth, supratemporal fenestra with equally developed medial and anterior rims, four laterally visible quadrate fenestrae, lateral Eustachian foramina larger than medial Eustachian foramen, deep depression on the dorsal surface of pterygoid wing. The new taxon was compared to all other baurusuchids and their internal relationships were examined based on the maximum parsimony analysis of a discrete morphological data matrix. Conclusion: The monophyly of Baurusuchidae is supported by a large number of unique characters implying an equally large morphological gap between the clade and its immediate outgroups. A complex phylogeny of baurusuchids was recovered. The internal branch pattern suggests two main lineages, one with a relatively broad geographical range between Argentina and Brazil (Pissarrachampsinae), which includes the new taxon, and an endemic clade of the Bauru Group in Brazil (Baurusuchinae).
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Background: RRP is a devastating disease in which papillomas in the airway cause hoarseness and breathing difficulty. The disease is caused by human papillomavirus (HPV) 6 or 11 and is very variable. Patients undergo multiple surgeries to maintain a patent airway and in order to communicate vocally. Several small studies have been published in which most have noted that HPV 11 is associated with a more aggressive course. Methodology/Principal Findings: Papilloma biopsies were taken from patients undergoing surgical treatment of RRP and were subjected to HPV typing. 118 patients with juvenile-onset RRP with at least 1 year of clinical data and infected with a single HPV type were analyzed. HPV 11 was encountered in 40% of the patients. By our definition, most of the patients in the sample (81%) had run an aggressive course. The odds of a patient with HPV 11 running an aggressive course were 3.9 times higher than that of patients with HPV 6 (Fisher's exact p = 0.017). However, clinical course was more closely associated with age of the patient (at diagnosis and at the time of the current surgery) than with HPV type. Patients with HPV 11 were diagnosed at a younger age (2.4y) than were those with HPV 6 (3.4y) (p = 0.014). Both by multiple linear regression and by multiple logistic regression HPV type was only weakly associated with metrics of disease course when simultaneously accounting for age. Conclusions/Significance Abstract: The course of RRP is variable and a quarter of the variability can be accounted for by the age of the patient. HPV 11 is more closely associated with a younger age at diagnosis than it is associated with an aggressive clinical course. These data suggest that there are factors other than HPV type and age of the patient that determine disease course.
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Perturbative Quantum Chromodynamics (pQCD) predicts that the small-x gluons in the hadron wavefunction should form a Color Glass Condensate (CGC), which has universal properties, which are the same for nucleon or nuclei. Making use of the results in V.P. Goncalves, M.S. Kugeratski, M.V.T. Machado, F.S. Navarra, Phys. Lett. B643, 273 (2006), we study the behavior of the anomalous dimension in the saturation models as a function of the photon virtuality and of the scaling variable rQ(s), since the main difference among the known parameterizations are characterized by this quantity.
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We investigate the phase diagram of a discrete version of the Maier-Saupe model with the inclusion of additional degrees of freedom to mimic a distribution of rodlike and disklike molecules. Solutions of this problem on a Bethe lattice come from the analysis of the fixed points of a set of nonlinear recursion relations. Besides the fixed points associated with isotropic and uniaxial nematic structures, there is also a fixed point associated with a biaxial nematic structure. Due to the existence of large overlaps of the stability regions, we resorted to a scheme to calculate the free energy of these structures deep in the interior of a large Cayley tree. Both thermodynamic and dynamic-stability analyses rule out the presence of a biaxial phase, in qualitative agreement with previous mean-field results.