Seeing the Wood for the Trees: A Critical Evaluation of Methods to Estimate the Parameters of Stochastic Differential Equations

Maximum-likelihood estimates of the parameters of stochastic differential equations are consistent and asymptotically efficient, but unfortunately difficult to obtain if a closed-form expression for the transitional probability density function of the process is not available. As a result, a large number of competing estimation procedures have been proposed. This article provides a critical evaluation of the various estimation techniques. Special attention is given to the ease of implementation and comparative performance of the procedures when estimating the parameters of the Cox–Ingersoll–Ross and Ornstein–Uhlenbeck equations respectively.

Asymptotic and numerical results for a model of solvent-dependent drug diffusion through polymeric spheres

A model for drug diffusion from a spherical polymeric drug delivery device is considered. The model contains two key features. The first is that solvent diffuses into the polymer, which then transitions from a glassy to a rubbery state. The interface between the two states of polymer is modelled as a moving boundary, whose speed is governed by a kinetic law; the same moving boundary problem arises in the one-phase limit of a Stefan problem with kinetic undercooling. The second feature is that drug diffuses only through the rubbery region, with a nonlinear diffusion coefficient that depends on the concentration of solvent. We analyse the model using both formal asymptotics and numerical computation, the latter by applying a front-fixing scheme with a finite volume method. Previous results are extended and comparisons are made with linear models that work well under certain parameter regimes. Finally, a model for a multi-layered drug delivery device is suggested, which allows for more flexible control of drug release.

Boosting the margin: A new explanation for the effectiveness of voting methods

One of the surprising recurring phenomena observed in experiments with boosting is that the test error of the generated classifier usually does not increase as its size becomes very large, and often is observed to decrease even after the training error reaches zero. In this paper, we show that this phenomenon is related to the distribution of margins of the training examples with respect to the generated voting classification rule, where the margin of an example is simply the difference between the number of correct votes and the maximum number of votes received by any incorrect label. We show that techniques used in the analysis of Vapnik's support vector classifiers and of neural networks with small weights can be applied to voting methods to relate the margin distribution to the test error. We also show theoretically and experimentally that boosting is especially effective at increasing the margins of the training examples. Finally, we compare our explanation to those based on the bias-variance decomposition.

On the consistency of multiclass classification methods

Binary classification methods can be generalized in many ways to handle multiple classes. It turns out that not all generalizations preserve the nice property of Bayes consistency. We provide a necessary and sufficient condition for consistency which applies to a large class of multiclass classification methods. The approach is illustrated by applying it to some multiclass methods proposed in the literature.

On the consistency of multiclass classification methods

Binary classification is a well studied special case of the classification problem. Statistical properties of binary classifiers, such as consistency, have been investigated in a variety of settings. Binary classification methods can be generalized in many ways to handle multiple classes. It turns out that one can lose consistency in generalizing a binary classification method to deal with multiple classes. We study a rich family of multiclass methods and provide a necessary and sufficient condition for their consistency. We illustrate our approach by applying it to some multiclass methods proposed in the literature.

Natural convection boundary-layer adjacent to an inclined flat plate subject to sudden and ramp heating

The natural convection thermal boundary layer adjacent to an inclined flat plate subject to sudden heating and a temperature boundary condition which follows a ramp function up until a specified time and then remains constant is investigated. The development of the flow from start-up to a steady-state has been described based on scaling analyses and verified by numerical simulations. Different flow regimes based on the Rayleigh number are discussed with numerical results for both boundary conditions. For ramp heating, the boundary layer flow depends on the comparison of the time at which the ramp heating is completed and the time at which the boundary layer completes its growth. If the ramp time is long compared with the steady state time, the layer reaches a quasi steady mode in which the growth of the layer is governed solely by the thermal balance between convection and conduction. On the other hand, if the ramp is completed before the layer becomes steady; the subsequent growth is governed by the balance between buoyancy and inertia, as for the case of instantaneous heating.

Natural convection in attic-shaped spaces subject to sudden and ramp heating boundary conditions

In this study, a discussion of the fluid dynamics in the attic space is reported, focusing on its transient response to sudden and linear changes of temperature along the two inclined walls. The transient behaviour of an attic space is relevant to our daily life. The instantaneous and non-instantaneous (ramp) heating boundary condition is applied on the sloping walls of the attic space. A theoretical understanding of the transient behaviour of the flow in the enclosure is performed through scaling analysis. A proper identification of the timescales, the velocity and the thickness relevant to the flow that develops inside the cavity makes it possible to predict theoretically the basic flow features that will survive once the thermal flow in the enclosure reaches a steady state. A time scale for the heating-up of the whole cavity together with the heat transfer scales through the inclined walls has also been obtained through scaling analysis. All scales are verified by the numerical simulations.

Natural convection in attics subject to instantaneous and ramp cooling boundary conditions

A fundamental study of the fluid dynamics inside an attic shaped triangular enclosure with cold upper walls and adiabatic horizontal bottom wall is reported in this study. The transient behaviour of the attic fluid which is relevant to our daily life is examined based on a scaling analysis. The transient phenomenon begins with the instantaneous cooling and the cooling with linear decreases of temperature up to some specific time (ramp time) and then maintain constant of the upper sloped walls. It is shown that both inclined walls develop a thermal boundary layer whose thicknesses increase towards steady-state or quasi-steady values. A proper identification of the timescales, the velocity and the thickness relevant to the flow that develops inside the cavity makes it possible to predict theoretically the basic flow features that will survive once the thermal flow in the enclosure reaches a steady state. A time scale for the cooling-down of the whole cavity together with the heat transfer scales through the inclined walls has also been obtained through scaling analysis. All scales are verified by the numerical simulations.

Radiation effects on natural convection laminar flow from a horizontal circular cylinder

The effect of radiation on natural convection flow from an isothermal circular cylinder has been investigated numerically in this study. The governing boundary layer equations of motion are transformed into a non-dimensional form and the resulting nonlinear systems of partial differential equations are reduced to convenient boundary layer equations, which are then solved numerically by two distinct efficient methods namely: (i) implicit finite differencemethod or the Keller-Box Method (KBM) and (ii) Straight Forward Finite Difference Method (SFFD). Numerical results are presented by velocity and temperature distribution of the fluid as well as heat transfer characteristics, namely the shearing stress and the local heat transfer rate in terms of the local skin-friction coefficient and the local Nusselt number for a wide range of surface heating parameter and radiation-conduction parameter. Due to the effects of the radiation the skin-friction coefficients as well as the rate of heat transfer increased and consequently the momentum and thermal boundary layer thickness enhanced.

Natural convection from a plane vertical porous surface in non-isothermal surroundings

In this paper, laminar natural convection flow from a permeable and isothermal vertical surface placed in non-isothermal surroundings is considered. Introducing appropriate transformations into the boundary layer equations governing the flow derives non-similar boundary layer equations. Results of both the analytical and numerical solutions are then presented in the form of skin-friction and Nusselt number. Numerical solutions of the transformed non-similar boundary layer equations are obtained by three distinct solution methods, (i) the perturbation solutions for small � (ii) the asymptotic solution for large � (iii) the implicit finite difference method for all � where � is the transpiration parameter. Perturbation solutions for small and large values of � are compared with the finite difference solutions for different values of pertinent parameters, namely, the Prandtl number Pr, and the ambient temperature gradient n.

On the natural convection boundary layer adjacent to an inclined flat plate subject to ramp heating

An investigation of the natural convection boundary layer adjacent to an inclined semi-infinite plate subject to a temperature boundary condition which follows a ramp function up until some specified time and then remains constant is reported. The development of the flow from start-up to a steadystate has been described based on scaling analyses and verified by numerical simulations. Attention in this study has been given to fluids having a Prandtl number Pr less than unity. The boundary layer flow depends on the comparison of the time at which the ramp heating is completed and the time at which the boundary layer completes its growth. If the ramp time is long compared with the steady state time, the layer reaches a quasi steady mode in which the growth of the layer is governed solely by the thermal balance between convection and conduction. On the other hand, if the ramp is completed before the layer becomes steady; the subsequent growth is governed by the balance between buoyancy and inertia, as for the case of instantaneous heating.

Scaling analysis of the thermal boundary layer adjacent to an abruptly heated inclined flat plate

The natural convection thermal boundary layer adjacent to an abruptly heated inclined flat plate is investigated through a scaling analysis and verified by numerical simulations. In general, the development of the thermal flow can be characterized by three distinct stages, i.e. a start-up stage, a transitional stage and a steady state stage. Major scales including the flow velocity, flow development time, and the thermal and viscous boundary layer thicknesses are established to quantify the flow development at different stages and over a wide range of flow parameters. Details of the scaling analysis and the numerical procedures are described in this paper.