937 resultados para Nonlinear mixed effects models
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We extend the relativistic mean field theory model of Sugahara and Toki by adding new couplings suggested by modern effective field theories. An improved set of parameters is developed with the goal to test the ability of the models based on effective field theory to describe the properties of finite nuclei and, at the same time, to be consistent with the trends of Dirac-Brueckner-Hartree-Fock calculations at densities away from the saturation region. We compare our calculations with other relativistic nuclear force parameters for various nuclear phenomena.
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The objective of this paper is to introduce a diVerent approach, called the ecological-longitudinal, to carrying out pooled analysis in time series ecological studies. Because it gives a larger number of data points and, hence, increases the statistical power of the analysis, this approach, unlike conventional ones, allows the complementation of aspects such as accommodation of random effect models, of lags, of interaction between pollutants and between pollutants and meteorological variables, that are hardly implemented in conventional approaches. Design—The approach is illustrated by providing quantitative estimates of the short-termeVects of air pollution on mortality in three Spanish cities, Barcelona,Valencia and Vigo, for the period 1992–1994. Because the dependent variable was a count, a Poisson generalised linear model was first specified. Several modelling issues are worth mentioning. Firstly, because the relations between mortality and explanatory variables were nonlinear, cubic splines were used for covariate control, leading to a generalised additive model, GAM. Secondly, the effects of the predictors on the response were allowed to occur with some lag. Thirdly, the residual autocorrelation, because of imperfect control, was controlled for by means of an autoregressive Poisson GAM. Finally, the longitudinal design demanded the consideration of the existence of individual heterogeneity, requiring the consideration of mixed models. Main results—The estimates of the relative risks obtained from the individual analyses varied across cities, particularly those associated with sulphur dioxide. The highest relative risks corresponded to black smoke in Valencia. These estimates were higher than those obtained from the ecological-longitudinal analysis. Relative risks estimated from this latter analysis were practically identical across cities, 1.00638 (95% confidence intervals 1.0002, 1.0011) for a black smoke increase of 10 μg/m3 and 1.00415 (95% CI 1.0001, 1.0007) for a increase of 10 μg/m3 of sulphur dioxide. Because the statistical power is higher than in the individual analysis more interactions were statistically significant,especially those among air pollutants and meteorological variables. Conclusions—Air pollutant levels were related to mortality in the three cities of the study, Barcelona, Valencia and Vigo. These results were consistent with similar studies in other cities, with other multicentric studies and coherent with both, previous individual, for each city, and multicentric studies for all three cities
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The purpose of this paper is to develop a Bayesian analysis for nonlinear regression models under scale mixtures of skew-normal distributions. This novel class of models provides a useful generalization of the symmetrical nonlinear regression models since the error distributions cover both skewness and heavy-tailed distributions such as the skew-t, skew-slash and the skew-contaminated normal distributions. The main advantage of these class of distributions is that they have a nice hierarchical representation that allows the implementation of Markov chain Monte Carlo (MCMC) methods to simulate samples from the joint posterior distribution. In order to examine the robust aspects of this flexible class, against outlying and influential observations, we present a Bayesian case deletion influence diagnostics based on the Kullback-Leibler divergence. Further, some discussions on the model selection criteria are given. The newly developed procedures are illustrated considering two simulations study, and a real data previously analyzed under normal and skew-normal nonlinear regression models. (C) 2010 Elsevier B.V. All rights reserved.
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Linear mixed models were developed to handle clustered data and have been a topic of increasing interest in statistics for the past 50 years. Generally. the normality (or symmetry) of the random effects is a common assumption in linear mixed models but it may, sometimes, be unrealistic, obscuring important features of among-subjects variation. In this article, we utilize skew-normal/independent distributions as a tool for robust modeling of linear mixed models under a Bayesian paradigm. The skew-normal/independent distributions is an attractive class of asymmetric heavy-tailed distributions that includes the skew-normal distribution, skew-t, skew-slash and the skew-contaminated normal distributions as special cases, providing an appealing robust alternative to the routine use of symmetric distributions in this type of models. The methods developed are illustrated using a real data set from Framingham cholesterol study. (C) 2009 Elsevier B.V. All rights reserved.
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Mixed models may be defined with or without reference to sampling, and can be used to predict realized random effects, as when estimating the latent values of study subjects measured with response error. When the model is specified without reference to sampling, a simple mixed model includes two random variables, one stemming from an exchangeable distribution of latent values of study subjects and the other, from the study subjects` response error distributions. Positive probabilities are assigned to both potentially realizable responses and artificial responses that are not potentially realizable, resulting in artificial latent values. In contrast, finite population mixed models represent the two-stage process of sampling subjects and measuring their responses, where positive probabilities are only assigned to potentially realizable responses. A comparison of the estimators over the same potentially realizable responses indicates that the optimal linear mixed model estimator (the usual best linear unbiased predictor, BLUP) is often (but not always) more accurate than the comparable finite population mixed model estimator (the FPMM BLUP). We examine a simple example and provide the basis for a broader discussion of the role of conditioning, sampling, and model assumptions in developing inference.
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Prediction of random effects is an important problem with expanding applications. In the simplest context, the problem corresponds to prediction of the latent value (the mean) of a realized cluster selected via two-stage sampling. Recently, Stanek and Singer [Predicting random effects from finite population clustered samples with response error. J. Amer. Statist. Assoc. 99, 119-130] developed best linear unbiased predictors (BLUP) under a finite population mixed model that outperform BLUPs from mixed models and superpopulation models. Their setup, however, does not allow for unequally sized clusters. To overcome this drawback, we consider an expanded finite population mixed model based on a larger set of random variables that span a higher dimensional space than those typically applied to such problems. We show that BLUPs for linear combinations of the realized cluster means derived under such a model have considerably smaller mean squared error (MSE) than those obtained from mixed models, superpopulation models, and finite population mixed models. We motivate our general approach by an example developed for two-stage cluster sampling and show that it faithfully captures the stochastic aspects of sampling in the problem. We also consider simulation studies to illustrate the increased accuracy of the BLUP obtained under the expanded finite population mixed model. (C) 2007 Elsevier B.V. All rights reserved.
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This paper presents a two-step pseudo likelihood estimation technique for generalized linear mixed models with the random effects being correlated between groups. The core idea is to deal with the intractable integrals in the likelihood function by multivariate Taylor's approximation. The accuracy of the estimation technique is assessed in a Monte-Carlo study. An application of it with a binary response variable is presented using a real data set on credit defaults from two Swedish banks. Thanks to the use of two-step estimation technique, the proposed algorithm outperforms conventional pseudo likelihood algorithms in terms of computational time.
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Generalized linear mixed models are flexible tools for modeling non-normal data and are useful for accommodating overdispersion in Poisson regression models with random effects. Their main difficulty resides in the parameter estimation because there is no analytic solution for the maximization of the marginal likelihood. Many methods have been proposed for this purpose and many of them are implemented in software packages. The purpose of this study is to compare the performance of three different statistical principles - marginal likelihood, extended likelihood, Bayesian analysis-via simulation studies. Real data on contact wrestling are used for illustration.
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In this paper, we propose nonlinear elliptical models for correlated data with heteroscedastic and/or autoregressive structures. Our aim is to extend the models proposed by Russo et al. [22] by considering a more sophisticated scale structure to deal with variations in data dispersion and/or a possible autocorrelation among measurements taken throughout the same experimental unit. Moreover, to avoid the possible influence of outlying observations or to take into account the non-normal symmetric tails of the data, we assume elliptical contours for the joint distribution of random effects and errors, which allows us to attribute different weights to the observations. We propose an iterative algorithm to obtain the maximum-likelihood estimates for the parameters and derive the local influence curvatures for some specific perturbation schemes. The motivation for this work comes from a pharmacokinetic indomethacin data set, which was analysed previously by Bocheng and Xuping [1] under normality.
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In this work we develop and analyze an adaptive numerical scheme for simulating a class of macroscopic semiconductor models. At first the numerical modelling of semiconductors is reviewed in order to classify the Energy-Transport models for semiconductors that are later simulated in 2D. In this class of models the flow of charged particles, that are negatively charged electrons and so-called holes, which are quasi-particles of positive charge, as well as their energy distributions are described by a coupled system of nonlinear partial differential equations. A considerable difficulty in simulating these convection-dominated equations is posed by the nonlinear coupling as well as due to the fact that the local phenomena such as "hot electron effects" are only partially assessable through the given data. The primary variables that are used in the simulations are the particle density and the particle energy density. The user of these simulations is mostly interested in the current flow through parts of the domain boundary - the contacts. The numerical method considered here utilizes mixed finite-elements as trial functions for the discrete solution. The continuous discretization of the normal fluxes is the most important property of this discretization from the users perspective. It will be proven that under certain assumptions on the triangulation the particle density remains positive in the iterative solution algorithm. Connected to this result an a priori error estimate for the discrete solution of linear convection-diffusion equations is derived. The local charge transport phenomena will be resolved by an adaptive algorithm, which is based on a posteriori error estimators. At that stage a comparison of different estimations is performed. Additionally a method to effectively estimate the error in local quantities derived from the solution, so-called "functional outputs", is developed by transferring the dual weighted residual method to mixed finite elements. For a model problem we present how this method can deliver promising results even when standard error estimator fail completely to reduce the error in an iterative mesh refinement process.
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In linear mixed models, model selection frequently includes the selection of random effects. Two versions of the Akaike information criterion (AIC) have been used, based either on the marginal or on the conditional distribution. We show that the marginal AIC is no longer an asymptotically unbiased estimator of the Akaike information, and in fact favours smaller models without random effects. For the conditional AIC, we show that ignoring estimation uncertainty in the random effects covariance matrix, as is common practice, induces a bias that leads to the selection of any random effect not predicted to be exactly zero. We derive an analytic representation of a corrected version of the conditional AIC, which avoids the high computational cost and imprecision of available numerical approximations. An implementation in an R package is provided. All theoretical results are illustrated in simulation studies, and their impact in practice is investigated in an analysis of childhood malnutrition in Zambia.
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The study of lateral dynamics of running trains on bridges is of importance mainly for the safety of the traffic, and may be relevant for laterally compliant bridges. These studies require threedimensional coupled vehicle-bridge models, wheree consideration of wheel to rail contact is a key aspect. Furthermore, an adequate evaluation of safety of rail traffic requires nonlinear models. A nonlinear coupled model is proposed here for vehicle-structure vertical and lateral dynamics. Vehicles are considered as fully three-dimensional multibody systems including gyroscopic terms and large rotation effects. The bridge structure is modeled by means of finite elements which may be of beam, shell or continuum type and may include geometric or material nonlinearities. The track geometry includes distributed track alignment irregularities. Both subsystems (bridge and vehicles) are described with coordinates in absolute reference frames, as opposed to alternative approaches which describe the multibody system with coordinates relative to the base bridge motion. The wheelrail contact employed is a semi-Hertzian model based on realistic wheel-rail profiles. It allows a detailed geometrical description of the contact patch under each wheel including multiple-point contact, flange contact and uplift. Normal and tangential stresses in each contact are integrated at each time-step to obtain the resultant contact forces. The models have been implemented within an existing finite element analysis software with multibody capabilities, Abaqus (Simulia Ltd., 2010). Further details of the model are presented in Antolín et al. (2012). Representative applications are presented for railway vehicles under lateral wind action on laterally compliant viaducts, showing the relevance of the nonlinear wheel-rail contact model as well as the interaction between bridge and vehicle.
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Las transformaciones martensíticas (MT) se definen como un cambio en la estructura del cristal para formar una fase coherente o estructuras de dominio multivariante, a partir de la fase inicial con la misma composición, debido a pequeños intercambios o movimientos atómicos cooperativos. En el siglo pasado se han descubierto MT en diferentes materiales partiendo desde los aceros hasta las aleaciones con memoria de forma, materiales cerámicos y materiales inteligentes. Todos muestran propiedades destacables como alta resistencia mecánica, memoria de forma, efectos de superelasticidad o funcionalidades ferroicas como la piezoelectricidad, electro y magneto-estricción etc. Varios modelos/teorías se han desarrollado en sinergia con el desarrollo de la física del estado sólido para entender por qué las MT generan microstructuras muy variadas y ricas que muestran propiedades muy interesantes. Entre las teorías mejor aceptadas se encuentra la Teoría Fenomenológica de la Cristalografía Martensítica (PTMC, por sus siglas en inglés) que predice el plano de hábito y las relaciones de orientación entre la austenita y la martensita. La reinterpretación de la teoría PTMC en un entorno de mecánica del continuo (CM-PTMC) explica la formación de los dominios de estructuras multivariantes, mientras que la teoría de Landau con dinámica de inercia desentraña los mecanismos físicos de los precursores y otros comportamientos dinámicos. La dinámica de red cristalina desvela la reducción de la dureza acústica de las ondas de tensión de red que da lugar a transformaciones débiles de primer orden en el desplazamiento. A pesar de las diferencias entre las teorías estáticas y dinámicas dado su origen en diversas ramas de la física (por ejemplo mecánica continua o dinámica de la red cristalina), estas teorías deben estar inherentemente conectadas entre sí y mostrar ciertos elementos en común en una perspectiva unificada de la física. No obstante las conexiones físicas y diferencias entre las teorías/modelos no se han tratado hasta la fecha, aun siendo de importancia crítica para la mejora de modelos de MT y para el desarrollo integrado de modelos de transformaciones acopladas de desplazamiento-difusión. Por lo tanto, esta tesis comenzó con dos objetivos claros. El primero fue encontrar las conexiones físicas y las diferencias entre los modelos de MT mediante un análisis teórico detallado y simulaciones numéricas. El segundo objetivo fue expandir el modelo de Landau para ser capaz de estudiar MT en policristales, en el caso de transformaciones acopladas de desplazamiento-difusión, y en presencia de dislocaciones. Comenzando con un resumen de los antecedente, en este trabajo se presentan las bases físicas de los modelos actuales de MT. Su capacidad para predecir MT se clarifica mediante el ansis teórico y las simulaciones de la evolución microstructural de MT de cúbicoatetragonal y cúbicoatrigonal en 3D. Este análisis revela que el modelo de Landau con representación irreducible de la deformación transformada es equivalente a la teoría CM-PTMC y al modelo de microelasticidad para predecir los rasgos estáticos durante la MT, pero proporciona una mejor interpretación de los comportamientos dinámicos. Sin embargo, las aplicaciones del modelo de Landau en materiales estructurales están limitadas por su complejidad. Por tanto, el primer resultado de esta tesis es el desarrollo del modelo de Landau nolineal con representación irreducible de deformaciones y de la dinámica de inercia para policristales. La simulación demuestra que el modelo propuesto es consistente fcamente con el CM-PTMC en la descripción estática, y también permite una predicción del diagrama de fases con la clásica forma ’en C’ de los modos de nucleación martensítica activados por la combinación de temperaturas de enfriamiento y las condiciones de tensión aplicada correlacionadas con la transformación de energía de Landau. Posteriomente, el modelo de Landau de MT es integrado con un modelo de transformación de difusión cuantitativa para elucidar la relajación atómica y la difusión de corto alcance de los elementos durante la MT en acero. El modelo de transformaciones de desplazamiento y difusión incluye los efectos de la relajación en borde de grano para la nucleación heterogenea y la evolución espacio-temporal de potenciales de difusión y movilidades químicas mediante el acoplamiento de herramientas de cálculo y bases de datos termo-cinéticos de tipo CALPHAD. El modelo se aplica para estudiar la evolución microstructural de aceros al carbono policristalinos procesados por enfriamiento y partición (Q&P) en 2D. La microstructura y la composición obtenida mediante la simulación se comparan con los datos experimentales disponibles. Los resultados muestran el importante papel jugado por las diferencias en movilidad de difusión entre la fase austenita y martensita en la distibución de carbono en las aceros. Finalmente, un modelo multi-campo es propuesto mediante la incorporación del modelo de dislocación en grano-grueso al modelo desarrollado de Landau para incluir las diferencias morfológicas entre aceros y aleaciones con memoria de forma con la misma ruptura de simetría. La nucleación de dislocaciones, la formación de la martensita ’butterfly’, y la redistribución del carbono después del revenido son bien representadas en las simulaciones 2D del estudio de la evolución de la microstructura en aceros representativos. Con dicha simulación demostramos que incluyendo las dislocaciones obtenemos para dichos aceros, una buena comparación frente a los datos experimentales de la morfología de los bordes de macla, la existencia de austenita retenida dentro de la martensita, etc. Por tanto, basado en un modelo integral y en el desarrollo de códigos durante esta tesis, se ha creado una herramienta de modelización multiescala y multi-campo. Dicha herramienta acopla la termodinámica y la mecánica del continuo en la macroescala con la cinética de difusión y los modelos de campo de fase/Landau en la mesoescala, y también incluye los principios de la cristalografía y de la dinámica de red cristalina en la microescala. ABSTRACT Martensitic transformation (MT), in a narrow sense, is defined as the change of the crystal structure to form a coherent phase, or multi-variant domain structures out from a parent phase with the same composition, by small shuffles or co-operative movements of atoms. Over the past century, MTs have been discovered in different materials from steels to shape memory alloys, ceramics, and smart materials. They lead to remarkable properties such as high strength, shape memory/superelasticity effects or ferroic functionalities including piezoelectricity, electro- and magneto-striction, etc. Various theories/models have been developed, in synergy with development of solid state physics, to understand why MT can generate these rich microstructures and give rise to intriguing properties. Among the well-established theories, the Phenomenological Theory of Martensitic Crystallography (PTMC) is able to predict the habit plane and the orientation relationship between austenite and martensite. The re-interpretation of the PTMC theory within a continuum mechanics framework (CM-PTMC) explains the formation of the multivariant domain structures, while the Landau theory with inertial dynamics unravels the physical origins of precursors and other dynamic behaviors. The crystal lattice dynamics unveils the acoustic softening of the lattice strain waves leading to the weak first-order displacive transformation, etc. Though differing in statics or dynamics due to their origins in different branches of physics (e.g. continuum mechanics or crystal lattice dynamics), these theories should be inherently connected with each other and show certain elements in common within a unified perspective of physics. However, the physical connections and distinctions among the theories/models have not been addressed yet, although they are critical to further improving the models of MTs and to develop integrated models for more complex displacivediffusive coupled transformations. Therefore, this thesis started with two objectives. The first one was to reveal the physical connections and distinctions among the models of MT by means of detailed theoretical analyses and numerical simulations. The second objective was to expand the Landau model to be able to study MTs in polycrystals, in the case of displacive-diffusive coupled transformations, and in the presence of the dislocations. Starting with a comprehensive review, the physical kernels of the current models of MTs are presented. Their ability to predict MTs is clarified by means of theoretical analyses and simulations of the microstructure evolution of cubic-to-tetragonal and cubic-to-trigonal MTs in 3D. This analysis reveals that the Landau model with irreducible representation of the transformed strain is equivalent to the CM-PTMC theory and microelasticity model to predict the static features during MTs but provides better interpretation of the dynamic behaviors. However, the applications of the Landau model in structural materials are limited due its the complexity. Thus, the first result of this thesis is the development of a nonlinear Landau model with irreducible representation of strains and the inertial dynamics for polycrystals. The simulation demonstrates that the updated model is physically consistent with the CM-PTMC in statics, and also permits a prediction of a classical ’C shaped’ phase diagram of martensitic nucleation modes activated by the combination of quenching temperature and applied stress conditions interplaying with Landau transformation energy. Next, the Landau model of MT is further integrated with a quantitative diffusional transformation model to elucidate atomic relaxation and short range diffusion of elements during the MT in steel. The model for displacive-diffusive transformations includes the effects of grain boundary relaxation for heterogeneous nucleation and the spatio-temporal evolution of diffusion potentials and chemical mobility by means of coupling with a CALPHAD-type thermo-kinetic calculation engine and database. The model is applied to study for the microstructure evolution of polycrystalline carbon steels processed by the Quenching and Partitioning (Q&P) process in 2D. The simulated mixed microstructure and composition distribution are compared with available experimental data. The results show that the important role played by the differences in diffusion mobility between austenite and martensite to the partitioning in carbon steels. Finally, a multi-field model is proposed by incorporating the coarse-grained dislocation model to the developed Landau model to account for the morphological difference between steels and shape memory alloys with same symmetry breaking. The dislocation nucleation, the formation of the ’butterfly’ martensite, and the redistribution of carbon after tempering are well represented in the 2D simulations for the microstructure evolution of the representative steels. With the simulation, we demonstrate that the dislocations account for the experimental observation of rough twin boundaries, retained austenite within martensite, etc. in steels. Thus, based on the integrated model and the in-house codes developed in thesis, a preliminary multi-field, multiscale modeling tool is built up. The new tool couples thermodynamics and continuum mechanics at the macroscale with diffusion kinetics and phase field/Landau model at the mesoscale, and also includes the essentials of crystallography and crystal lattice dynamics at microscale.
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This paper proposes extended nonlinear analytical models, third-order models, of compliant parallelogram mechanisms. These models are capable of capturing the accurate effects from the very large axial force within the transverse motion range of 10% of the beam length through incorporating the terms associated with the high-order (up to third-order) axial force. Firstly, the free-body diagram method is employed to derive the nonlinear analytical model for a basic compliant parallelogram mechanism based on load-displacement relations of a single beam, geometry compatibility conditions, and load-equilibrium conditions. The procedures for the forward solutions and inverse solutions are described. Nonlinear analytical models for guided compliant multi-beam parallelogram mechanisms are then obtained. A case study of the compound compliant parallelogram mechanism, composed of two basic compliant parallelogram mechanisms in symmetry, is further implemented. This work intends to estimate the internal axial force change, the transverse force change, and the transverse stiffness change with the transverse motion using the proposed third-order model in comparison with the first-order model proposed in the prior art. In addition, FEA (finite element analysis) results validate the accuracy of the third-order model for a typical example. It is shown that in the case study the slenderness ratio affects the result discrepancy between the third-order model and the first-order model significantly, and the third-order model can illustrate a non-monotonic transverse stiffness curve if the beam is thin enough.
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Plantings of mixed native species (termed 'environmental plantings') are increasingly being established for carbon sequestration whilst providing additional environmental benefits such as biodiversity and water quality. In Australia, they are currently one of the most common forms of reforestation. Investment in establishing and maintaining such plantings relies on having a cost-effective modelling approach to providing unbiased estimates of biomass production and carbon sequestration rates. In Australia, the Full Carbon Accounting Model (FullCAM) is used for both national greenhouse gas accounting and project-scale sequestration activities. Prior to undertaking the work presented here, the FullCAM tree growth curve was not calibrated specifically for environmental plantings and generally under-estimated their biomass. Here we collected and analysed above-ground biomass data from 605 mixed-species environmental plantings, and tested the effects of several planting characteristics on growth rates. Plantings were then categorised based on significant differences in growth rates. Growth of plantings differed between temperate and tropical regions. Tropical plantings were relatively uniform in terms of planting methods and their growth was largely related to stand age, consistent with the un-calibrated growth curve. However, in temperate regions where plantings were more variable, key factors influencing growth were planting width, stand density and species-mix (proportion of individuals that were trees). These categories provided the basis for FullCAM calibration. Although the overall model efficiency was only 39-46%, there was nonetheless no significant bias when the model was applied to the various planting categories. Thus, modelled estimates of biomass accumulation will be reliable on average, but estimates at any particular location will be uncertain, with either under- or over-prediction possible. When compared with the un-calibrated yield curves, predictions using the new calibrations show that early growth is likely to be more rapid and total above-ground biomass may be higher for many plantings at maturity. This study has considerably improved understanding of the patterns of growth in different types of environmental plantings, and in modelling biomass accumulation in young (<25. years old) plantings. However, significant challenges remain to understand longer-term stand dynamics, particularly with temporal changes in stand density and species composition. © 2014.