Bayesian analysis of random regression models using B-splines to model test-day milk yield of Holstein cattle in Brazil

The objective of this paper is to model variations in test-day milk yields of first lactations of Holstein cows by RR using B-spline functions and Bayesian inference in order to fit adequate and parsimonious models for the estimation of genetic parameters. They used 152,145 test day milk yield records from 7317 first lactations of Holstein cows. The model established in this study was additive, permanent environmental and residual random effects. In addition, contemporary group and linear and quadratic effects of the age of cow at calving were included as fixed effects. Authors modeled the average lactation curve of the population with a fourth-order orthogonal Legendre polynomial. They concluded that a cubic B-spline with seven random regression coefficients for both the additive genetic and permanent environment effects was to be the best according to residual mean square and residual variance estimates. Moreover they urged a lower order model (quadratic B-spline with seven random regression coefficients for both random effects) could be adopted because it yielded practically the same genetic parameter estimates with parsimony. (C) 2012 Elsevier B.V. All rights reserved.

Polynomial and Poisson dependence in free Poisson algebras and free Poisson fields

We prove that any two Poisson dependent elements in a free Poisson algebra and a free Poisson field of characteristic zero are algebraically dependent, thus answering positively a question from Makar-Limanov and Umirbaev (2007) [8]. We apply this result to give a new proof of the tameness of automorphisms for free Poisson algebras of rank two (see Makar-Limanov and Umirbaev (2011) [9], Makar-Limanov et al. (2009) [10]). (C) 2011 Elsevier Inc. All rights reserved.

Modeling random corrosion processes via polynomial chaos expansion

Polynomial Chaos Expansion (PCE) is widely recognized as a flexible tool to represent different types of random variables/processes. However, applications to real, experimental data are still limited. In this article, PCE is used to represent the random time-evolution of metal corrosion growth in marine environments. The PCE coefficients are determined in order to represent data of 45 corrosion coupons tested by Jeffrey and Melchers (2001) at Taylors Beach, Australia. Accuracy of the representation and possibilities for model extrapolation are considered in the study. Results show that reasonably accurate smooth representations of the corrosion process can be obtained. The representation is not better because a smooth model is used to represent non-smooth corrosion data. Random corrosion leads to time-variant reliability problems, due to resistance degradation over time. Time variant reliability problems are not trivial to solve, especially under random process loading. Two example problems are solved herein, showing how the developed PCE representations can be employed in reliability analysis of structures subject to marine corrosion. Monte Carlo Simulation is used to solve the resulting time-variant reliability problems. However, an accurate and more computationally efficient solution is also presented.

A graded subring of an inverse limit of polynomial rings

We study the power series ring R= K[[x1,x2,x3,...]]on countably infinitely many variables, over a field K, and two particular K-subalgebras of it: the ring S, which is isomorphic to an inverse limit of the polynomial rings in finitely many variables over K, and the ring R', which is the largest graded subalgebra of R. Of particular interest are the homogeneous, finitely generated ideals in R', among them the generic ideals. The definition of S as an inverse limit yields a set of truncation homomorphisms from S to K[x1,...,xn] which restrict to R'. We have that the truncation of a generic I in R' is a generic ideal in K[x1,...,xn]. It is shown in Initial ideals of Truncated Homogeneous Ideals that the initial ideal of such an ideal converge to the initial ideal of the corresponding ideal in R'. This initial ideal need no longer be finitely generated, but it is always locally finitely generated: this is proved in Gröbner Bases in R'. We show in Reverse lexicographic initial ideals of generic ideals are finitely generated that the initial ideal of a generic ideal in R' is finitely generated. This contrast to the lexicographic term order. If I in R' is a homogeneous, locally finitely generated ideal, and if we write the Hilbert series of the truncated algebras K[x1,...,xn] module the truncation of I as qn(t)/(1-t)n, then we show in Generalized Hilbert Numerators that the qn's converge to a power series in t which we call the generalized Hilbert numerator of the algebra R'/I. In Gröbner bases for non-homogeneous ideals in R' we show that the calculations of Gröbner bases and initial ideals in R' can be done also for some non-homogeneous ideals, namely those which have an associated homogeneous ideal which is locally finitely generated. The fact that S is an inverse limit of polynomial rings, which are naturally endowed with the discrete topology, provides S with a topology which makes it into a complete Hausdorff topological ring. The ring R', with the subspace topology, is dense in R, and the latter ring is the Cauchy completion of the former. In Topological properties of R' we show that with respect to this topology, locally finitely generated ideals in R'are closed.

Reconstruction of spatiotemporal capture data by means of orthogonal functions: the case of skipjack tuna (Katsuwonus pelamis) in the central-east Atlantic

[EN] The information provided by the International Commission for the Conservation of Atlantic Tunas (ICCAT) on captures of skipjack tuna (Katsuwonus pelamis) in the central-east Atlantic has a number of limitations, such as gaps in the statistics for certain fleets and the level of spatiotemporal detail at which catches are reported. As a result, the quality of these data and their effectiveness for providing management advice is limited. In order to reconstruct missing spatiotemporal data of catches, the present study uses Data INterpolating Empirical Orthogonal Functions (DINEOF), a technique for missing data reconstruction, applied here for the first time to fisheries data. DINEOF is based on an Empirical Orthogonal Functions decomposition performed with a Lanczos method. DINEOF was tested with different amounts of missing data, intentionally removing values from 3.4% to 95.2% of data loss, and then compared with the same data set with no missing data. These validation analyses show that DINEOF is a reliable methodological approach of data reconstruction for the purposes of fishery management advice, even when the amount of missing data is very high.

Normalized Frobenius condition number of the orthogonal projections of the identity

[EN]This paper deals with the orthogonal projection (in the Frobenius sense) AN of the identity matrix I onto the matrix subspace AS (A ? Rn×n, S being an arbitrary subspace of Rn×n). Lower and upper bounds on the normalized Frobenius condition number of matrix AN are given. Furthermore, for every matrix subspace S ? Rn×n, a new index bF (A, S), which generalizes the normalized Frobenius condition number of matrix A, is defined and analyzed...

Geometrical and Spectral Properties of the Orthogonal Projections of the Identity

[EN]We analyze the best approximation

Construction of polynomial spline spaces over quadtree and octree T-meshes

[EN]We present a new strategy for constructing tensor product spline spaces over quadtree and octree T-meshes. The proposed technique includes some simple rules for inferring local knot vectors to define spline blending functions. These rules allow to obtain for a given T-mesh a set of cubic spline functions that span a space with nice properties: it can reproduce cubic polynomials, the functions are C2-continuous, linearly independent, and spaces spanned by nested T-meshes are also nested. In order to span spaces with these properties applying the proposed rules, the T-mesh should fulfill the only requirement of being a 0-balanced quadtree or octree. ..

A simple strategy for defining polynomial spline spaces over hierarchical T-meses

[EN]We present a new strategy for constructing spline spaces over hierarchical T-meshes with quad- and octree subdivision scheme. The proposed technique includes some simple rules for inferring local knot vectors to define C 2 -continuous cubic tensor product spline blending functions. Our conjecture is that these rules allow to obtain, for a given T-mesh, a set of linearly independent spline functions with the property that spaces spanned by nested T-meshes are also nested, and therefore, the functions can reproduce cubic polynomials. In order to span spaces with these properties applying the proposed rules, the T-mesh should fulfill the only requirement of being a 0- balanced mesh...

Construction of polynomial spline spaces over quadtree and octree T-meshes

[EN]We present a new strategy for constructing tensor product spline spaces over quadtree and octree T-meshes. The proposed technique includes some simple rules for inferring local knot vectors to define spline blending functions. These rules allow to obtain for a given T-mesh a set of cubic spline functions that span a space with nice properties: it can reproduce cubic polynomials, the functions are C2-continuous, linearly independent, and spaces spanned by nested T-meshes are also nested. In order to span spaces with these properties applying the proposed rules, the T-mesh should fulfill the only requirement of being a 0-balanced quadtree or octree. ..

Chemische und enzymatische Synthese von orthogonal stabil geschützten Kohlenhydrat-Scaffolds für kombinatorische Anwendungen

Auf der Suche nach potenten pharmakologischen Wirkstoffen hat die Kombinatorische Chemie in der letzten Dekade eine große Bedeutung erlangt, um innerhalb kurzer Zeit ein breites Spektrum von Verbindungen für biologische Tests zu erzeugen. Kohlenhydrate stellen als Scaffolds interessante Kandidaten für die kombinatorische Synthese dar, da sie mehrere Derivatisierungspositionen in stereochemisch definierter Art und Weise zur Verfügung stellen. So ist die räumlich eindeutige Präsentation angebundener pharmakophorer Gruppen möglich, wie es für den Einsatz als Peptidmimetika wünschenswert ist. Zur gezielten Derivatisierung einzelner Hydroxylfunktionen ist der Einsatz eines orthogonalen Schutz-gruppenmusters erforderlich, das gegenüber den im Lauf der kombinatorischen Synthese herrschenden Reaktionsbedingungen hinreichend stabil ist. Weiterhin ist ein geeignetes Ankersystem zu finden, um eine Festphasensynthese und damit eine Automatisierung zu ermöglichen.Zur Minimierung der im Fall von Hexosen wie Galactose benötigten fünf zueinander orthogonal stabilen Schutzgruppen wurde bei der vorliegenden Arbeit von Galactal ausgegangen, bei dem nur noch drei Hydroxylfunktionen zu differenzieren sind. Das Galactose-Gerüst kann anschließend wiederhergestellt werden. Die Differenzierung wurde über den Einsatz von Hydrolasen durch regioselektive Acylierungs- und Deacylierungs-reaktionen erreicht, wobei auch immobilisierte Enzyme Verwendung fanden. Dabei konnte ein orthogonales Schutzgruppenmuster sequentiell aufgebaut werden, das auch die nötigen Stabilitäten gegenüber sonstigen, teilweise geeignet modifizierten Reaktionsbedingungen aufweist. Für die Anbindung an eine Festphase wurde ein metathetisch spaltbarer Anker entwickelt, der über die anomere Position unter Wiederherstellung des Galactose-Gerüsts angebunden wurde. Auch ein oxidativ spaltbares und ein photolabiles Ankersystem wurden erprobt.

Orthogonal gamma-based expansions for volatility option prices under jump-diffusion dynamics

In my work I derive closed-form pricing formulas for volatility based options by suitably approximating the volatility process risk-neutral density function. I exploit and adapt the idea, which stands behind popular techniques already employed in the context of equity options such as Edgeworth and Gram-Charlier expansions, of approximating the underlying process as a sum of some particular polynomials weighted by a kernel, which is typically a Gaussian distribution. I propose instead a Gamma kernel to adapt the methodology to the context of volatility options. VIX vanilla options closed-form pricing formulas are derived and their accuracy is tested for the Heston model (1993) as well as for the jump-diffusion SVJJ model proposed by Duffie et al. (2000).

The Poincaré polynomial for the Hilbert scheme of points of C^2

Questo lavoro prende in esame lo schema di Hilbert di punti di C^2, il quale viene descritto assieme ad alcune sue proprietà, ad esempio la sua struttura hyper-kahleriana. Lo scopo della tesi è lo studio del polinomio di Poincaré di tale schema di Hilbert: ciò che si ottiene è una espressione del tipo serie di potenze, la quale è un caso particolare di una formula molto più generale, nota con il nome di formula di Goettsche.

Efficient computation of discrete polynomial transforms

This letter presents a new recursive method for computing discrete polynomial transforms. The method is shown for forward and inverse transforms of the Hermite, binomial, and Laguerre transforms. The recursive flow diagrams require only 2 additions, 2( +1) memory units, and +1multipliers for the +1-point Hermite and binomial transforms. The recursive flow diagram for the +1-point Laguerre transform requires 2 additions, 2( +1) memory units, and 2( +1) multipliers. The transform computation time for all of these transforms is ( )