998 resultados para stochastic methods


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In this paper, we consider testing for additivity in a class of nonparametric stochastic regression models. Two test statistics are constructed and their asymptotic distributions are established. We also conduct a small sample study for one of the test statistics through a simulated example. (C) 2002 Elsevier Science (USA).

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Control of chaotic instability in a rotating multibody system in the form of a dual-spin spacecraft with an axial nutational damper is achieved using an algorithm derived using energy methods. The control method is implemented on two realistic spacecraft parameter configurations which have been found to exhibit chaotic instability when a sinusoidally varying torque is applied to the spacecraft for a range of forcing amplitudes and frequencies. Such a torque, in practice, may arise under malfunction of the control system or from an unbalanced rotor. Chaotic instabilities arising from these torques could introduce uncertainties and irregularities into a spacecraft's attitude and consequently impair pointing accuracy. The control method is formulated from nutational stability results derived using an energy sink approximation for a dual-spin spacecraft with an asymmetric platform and axisymmetric rotor. The effectiveness of the control method is shown numerically and the results are studied by means of time history, phase space, Poincare map, Lyapunov characteristic exponents and Bifurcation diagrams.

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Improvements to peroxide oxidation methods for analysing acid sulfate soils (ASS) are introduced. The soil solution ratio has been increased to 1 : 40, titrations are performed in suspension, and the duration of the peroxide digest stage is substantially shortened. For 9 acid sulfate soils, the peroxide oxidisable sulfur value obtained using the improved method was compared with the reduced inorganic sulfur result obtained using the chromium reducible sulfur method. Their regression was highly significant, the slope of the regression line was not significantly different (P = 0.05) from unity, and the intercept not significantly different from zero. A complete sulfur budget for the improved method showed there was no loss of sulfur as has been reported for earlier peroxide oxidation techniques. When soils were very finely ground, efficient oxidation of sulfides was achieved, despite the milder digestion conditions. Highly sulfidic and organic soils were shown to be the most difficult to analyse using either the improved method or the chromium method. No single analytical method can be universally applied to all ASS, rather a suite of methods is necessary for a thorough understanding of many ASS. The improved peroxide method, in combination with the chromium method and the 4 M HCl extraction, form a sound platform for informed decision making on the management of acid sulfate soils.

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Molecular evolution has been considered to be essentially a stochastic process, little influenced by the pace of phenotypic change. This assumption was challenged by a study that demonstrated an association between rates of morphological and molecular change estimated for total-evidence phylogenies, a finding that led some researchers to challenge molecular date estimates of major evolutionary radiations. Here we show that Omland's (1997) result is probably due to methodological bias, particularly phylogenetic nonindependence, rather than being indicative of an underlying evolutionary phenomenon. We apply three new methods specifically designed to overcome phylogenetic bias to 13 published phylogenetic datasets for vertebrate taxa, each of which includes both morphological characters and DNA sequence data. We find no evidence of an association between rates of molecular and morphological rates of change.

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The reasons for the spectacular collapse of so many centrally-planned economies are a source of ongoing debate. In this paper, we use detailed farm-level data to measure total factor productivity (TFP) changes in Mongolian grain and potato farming during the 14-year period immediately preceding the 1990 economic reforms. We measure TFP growth using stochastic frontier analysis (SFA) and data envelopment analysis (DEA) methods. Our results indicate quite poor overall performance, with an average annual TFP change of - 1.7% in grain and 0.8% in potatoes, over the 14-year period. However, the pattern of TFP growth changed substantially during this period, with TFP growth exceeding 7% per year in the latter half of this period. This suggests that the new policies of improved education, greater management autonomy, and improved incentives, which were introduced in final two planning periods in the 1980s, were beginning to have a significant influence upon the performance of Mongolian crop farming. Crown Copyright (C) 2002 Published by Elsevier Science B.V. All rights reserved.

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This paper presents results on the simulation of the solid state sintering of copper wires using Monte Carlo techniques based on elements of lattice theory and cellular automata. The initial structure is superimposed onto a triangular, two-dimensional lattice, where each lattice site corresponds to either an atom or vacancy. The number of vacancies varies with the simulation temperature, while a cluster of vacancies is a pore. To simulate sintering, lattice sites are picked at random and reoriented in terms of an atomistic model governing mass transport. The probability that an atom has sufficient energy to jump to a vacant lattice site is related to the jump frequency, and hence the diffusion coefficient, while the probability that an atomic jump will be accepted is related to the change in energy of the system as a result of the jump, as determined by the change in the number of nearest neighbours. The jump frequency is also used to relate model time, measured in Monte Carlo Steps, to the actual sintering time. The model incorporates bulk, grain boundary and surface diffusion terms and includes vacancy annihilation on the grain boundaries. The predictions of the model were found to be consistent with experimental data, both in terms of the microstructural evolution and in terms of the sintering time. (C) 2002 Elsevier Science B.V. All rights reserved.

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Introduction Bioelectrical impedance analysis (BIA) is a useful field measure to estimate total body water (TBW). No prediction formulae have been developed or validated against a reference method in patients with pancreatic cancer. The aim of this study was to assess the agreement between three prediction equations for the estimation of TBW in cachectic patients with pancreatic cancer. Methods Resistance was measured at frequencies of 50 and 200 kHz in 18 outpatients (10 males and eight females, age 70.2 +/- 11.8 years) with pancreatic cancer from two tertiary Australian hospitals. Three published prediction formulae were used to calculate TBW - TBWs developed in surgical patients, TBWca-uw and TBWca-nw developed in underweight and normal weight patients with end-stage cancer. Results There was no significant difference in the TBW estimated by the three prediction equations - TBWs 32.9 +/- 8.3 L, TBWca-nw 36.3 +/- 7.4 L, TBWca-uw 34.6 +/- 7.6 L. At a population level, there is agreement between prediction of TBW in patients with pancreatic cancer estimated from the three equations. The best combination of low bias and narrow limits of agreement was observed when TBW was estimated from the equation developed in the underweight cancer patients relative to the normal weight cancer patients. When no established BIA prediction equation exists, practitioners should utilize an equation developed in a population with similar critical characteristics such as diagnosis, weight loss, body mass index and/or age. Conclusions Further research is required to determine the accuracy of the BIA prediction technique against a reference method in patients with pancreatic cancer.

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We describe remarkable success in controlling dengue vectors, Aedes aegypti (L.) and Aedes albopictus (Skuse), in 6 communes with 11,675 households and 49,647 people in the northern provinces of Haiphong, Hung Yen, and Nam Dinh in Vietnam. The communes were selected for high-frequency use of large outdoor concrete tanks and wells. These were found to be the source of 49.6-98.4% of Ae. aegypti larvae, which were amenable to treatment with local Mesocyclops, mainly M. woutersi Van der Velde, M. aspericornis (Daday) and M. thermocyclopoides Harada. Knowledge, attitude, and practice surveys were performed to determine whether the communities viewed dengue and dengue hemorrhagic fever as a serious health threat; to determine their knowledge of the etiology, attitudes, and practices regarding control methods including Mesocyclops; and to determine their receptivity to various information methods. On the basis of the knowledge, attitude, and practice data, the community-based dengue control program comprised a system of local leaders, health volunteer teachers, and schoolchildren, supported by health professionals. Recycling of discards for economic gain was enhanced, where appropriate, and this, plus 37 clean-up campaigns, removed small containers unsuitable for Mesocyclops treatment. A previously successful eradication at Phan Boi village (Hung Yen province) was extended to 7 other villages forming Di Su commune (1,750 households) in the current study. Complete control was also achieved in Nghia Hiep (Hung Yen province) and in Xuan Phong (Nam Dinh province); control efficacy was greater than or equal to 99.7% in the other 3 communes (Lac Vien in Haiphong, Nghia Dong, and Xuan Kien in Nam Dinh). Although tanks and wells were the key container types of Ae. aegypti productivity, discarded materials were the source of 51% of the standing crop of Ae. albopictus. Aedes albopictus larvae were eliminated from the 3 Nam Dinh communes, and 86-98% control was achieved in the other 3 communes. Variable dengue attack rates made the clinical and serological comparison of control and untreated communes problematic, but these data indicate that clinical surveillance by itself is inadequate to monitor dengue transmission.

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Why does species richness vary so greatly across lineages? Traditionally, variation in species richness has been attributed to deterministic processes, although it is equally plausible that it may result from purely stochastic processes. We show that, based on the best available phylogenetic hypothesis, the pattern of cladogenesis among agamid lizards is not consistent with a random model, with some lineages having more species, and others fewer species, than expected by chance. We then use phylogenetic comparative methods to test six types of deterministic explanation for variation in species richness: body size, life history, sexual selection, ecological generalism, range size and latitude. Of eight variables we tested, only sexual size dimorphism and sexual dichromatism predicted species richness. Increases in species richness are associated with increases in sexual dichromatism but reductions in sexual size dimorphism. Consistent with recent comparative studies, we find no evidence that species richness is associated with small body size or high fecundity. Equally, we find no evidence that species richness covaries with ecological generalism, latitude or range size.

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Admission controls, such as trunk reservation, are often used in loss networks to optimise their performance. Since the numerical evaluation of performance measures is complex, much attention has been given to finding approximation methods. The Erlang Fixed-Point (EFP) approximation, which is based on an independent blocking assumption, has been used for networks both with and without controls. Several more elaborate approximation methods which account for dependencies in blocking behaviour have been developed for the uncontrolled setting. This paper is an exploratory investigation of extensions and synthesis of these methods to systems with controls, in particular, trunk reservation. In order to isolate the dependency factor, we restrict our attention to a highly linear network. We will compare the performance of the resulting approximations against the benchmark of the EFP approximation extended to the trunk reservation setting. By doing this, we seek to gain insight into the critical factors in constructing an effective approximation. (C) 2003 Elsevier Ltd. All rights reserved.

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A new modeling approach-multiple mapping conditioning (MMC)-is introduced to treat mixing and reaction in turbulent flows. The model combines the advantages of the probability density function and the conditional moment closure methods and is based on a certain generalization of the mapping closure concept. An equivalent stochastic formulation of the MMC model is given. The validity of the closuring hypothesis of the model is demonstrated by a comparison with direct numerical simulation results for the three-stream mixing problem. (C) 2003 American Institute of Physics.