An Ensemble Kushner-Stratonovich-Poisson Filter for Recursive Estimation in Nonlinear Dynamical Systems

We propose a Monte Carlo filter for recursive estimation of diffusive processes that modulate the instantaneous rates of Poisson measurements. A key aspect is the additive update, through a gain-like correction term, empirically approximated from the innovation integral in the time-discretized Kushner-Stratonovich equation. The additive filter-update scheme eliminates the problem of particle collapse encountered in many conventional particle filters. Through a few numerical demonstrations, the versatility of the proposed filter is brought forth.

解非定常不可压缩N-S方程的迭代压力Poisson方程法

该文将压力Poisson方程法改进为多步迭代计算,Poisson方程中未知量改为压力的增量.称这样的方法为迭代压力Poisson方程法.其优点如下:1.能保证离散的连续方程成立(达到要求的精度,);2.Poisson方程中~2_H不必用高精度的算子,例如对二维四阶紧致格式,可取~2_H为五点中心差.Chorin方法相当于取Poisson方程中~2_H为－λ/Δt;3.与Chorin方法相比,收敛速度要快得多;4.可直接应用于三维问题.(对三维问题,~2_H可用七点中心差);5.可以推广到有限元格式.为了提高计算精度,利用三次样条函数插值的思想构造差分格式,可以在不增加网格点的情况下提高差分精度.

Thermodynamical versus log-Poisson distribution in turbulence

The thermodynamical model of intermittency in fully developed turbulence due to Castaing (B. Castaing, J. Phys. II France 6 (1996) 105) is investigated and compared with the log-Poisson model (Z-S, She, E. Leveque, Phys. Rev. Lett. 72 (1994) 336). It is shown that the thermodynamical model obeys general scaling laws and corresponds to the degenerate class of scale-invariant statistics. We also find that its structure function shapes have physical behaviors similar to the log-Poisson's one. The only difference between them lies in the convergence of the log-Poisson's structure functions and divergence of the thermodynamical one. As far as the comparison with experiments on intermittency is concerned, they are indifferent.

Tractable nonparametric bayesian inference in poisson processes with Gaussian process intensities

The inhomogeneous Poisson process is a point process that has varying intensity across its domain (usually time or space). For nonparametric Bayesian modeling, the Gaussian process is a useful way to place a prior distribution on this intensity. The combination of a Poisson process and GP is known as a Gaussian Cox process, or doubly-stochastic Poisson process. Likelihood-based inference in these models requires an intractable integral over an infinite-dimensional random function. In this paper we present the first approach to Gaussian Cox processes in which it is possible to perform inference without introducing approximations or finitedimensional proxy distributions. We call our method the Sigmoidal Gaussian Cox Process, which uses a generative model for Poisson data to enable tractable inference via Markov chain Monte Carlo. We compare our methods to competing methods on synthetic data and apply it to several real-world data sets. Copyright 2009.

Tractable nonparametric Bayesian inference in Poisson processes with Gaussian process intensities

The inhomogeneous Poisson process is a point process that has varying intensity across its domain (usually time or space). For nonparametric Bayesian modeling, the Gaussian process is a useful way to place a prior distribution on this intensity. The combination of a Poisson process and GP is known as a Gaussian Cox process, or doubly-stochastic Poisson process. Likelihood-based inference in these models requires an intractable integral over an infinite-dimensional random function. In this paper we present the first approach to Gaussian Cox processes in which it is possible to perform inference without introducing approximations or finite-dimensional proxy distributions. We call our method the Sigmoidal Gaussian Cox Process, which uses a generative model for Poisson data to enable tractable inference via Markov chain Monte Carlo. We compare our methods to competing methods on synthetic data and apply it to several real-world data sets.

Effect Of A Negative Poisson Ratio In The Tension Of Ceramics

The effect of a negative Poisson ratio is experimentally revealed in the tension deformation of a natural layered ceramic. This effect can increase the volume strain energy per unit volume by 1100% and, simultaneously, decrease the deformation strain energy per unit volume by about 44%, so that it effectively enhances the deformation capacity by about 1 order of magnitude in the tension of the material. The present study also shows that the physical mechanisms producing the effect are attributed to the climbing on one another of the nanostructures in the natural material, which provides a guide to the design of synthetic toughening composites.

交错网格紧致差分格式和满足等价性的压力Poisson方程

首先给出四阶精度交错网格紧致差分格式; 其次讨论了满足等价性的压力Poisson方程; 然后给出了一种新的解压力Poisson方程的ADI迭代法; 最后, 讨论了驱动方腔流动数值计算.

加卸载响应比在Poisson模型下的随机分布

本文在地震的发生时间服从Ｐｏｉｓｏｎ过程，而地震震级服从ＧｕｔｅｎｂｅｒｇＲｉｃｈｔｅｒ关系的前提下，对不同定义的加卸载响应比Ｙ值的随机分布进行了探讨。结果表明：当在计算窗口的地震发生的期望数目较大（＞４０）时，Ｙ１～Ｙ５值的分布基本稳定，出现高加卸载响应比的概率极低。然而当计算窗口的地震期望数目过小时，Ｙ２～Ｙ５值则变得不太稳定。也就是说，服从Ｐｏｉｓｏｎ过程的地震序列，在计算窗口的地震期望数目过小时，也可能产生Ｙ值较高的结果。为了使利用加卸载响应比预测地震更加可靠，文中给出了Ｙ１、Ｙ３在Ｐｏｉｓｏｎ模型下的９０％、９５％和９９％的置信区间，这对判别加卸载响应比异常是非常有用的。

Étude préliminaire sur l'incorporation de liants dans un aliment composé pour poisson d'élevage en Côte d'Ivoire

Artificial feeding constitutes a very important aspect for intensive fish culture. Then, the physical properties, particularly water stability of feed, wider influence the fish production. By trying to find some answers to these problems, a preliminary study on water stability has been conducted at the LAYO aquaculture research station. This work consisted in incorporating different types of binders available in tropical countries in fish pellets of 3.5 mm and 6.0 mm diameters in order to identify an efficient binder allowing the improvement of the water stability of feed. From this experiment, it comes out that the use of wheat flour (A1) gives excellent quality pellets followed by cassava flour residue (A3). Moreover, this study shows that it exists an influence of the diameter on the crumbling of the pellets.

Toxicité des sulfures dissous chez le poisson-chat africain, Heterobranchus longifilis (Valenciennes, 1840)

Biological tests were carried out using static bioassay systems to determine the median lethal concentration of total sulfide (H2S, HS, S2) for African catfish (Heterobranchus longifilis, Valenciennes, 1840) at fry and juvenile stages.

Croissance et détermination de l'âge par lecture d'écailles d'un poisson plat de Côte d'Ivoire, Cynoglossus canariensis (Steind. 1882)

Cynoglossus canariensis has a very rapid growth. The rate of the males is 0,36 and the female one is 0,32. The asymptotic size is 55,0cm for the females and 50,5cm for the males. Females and males younger than three years (40cm), which represent 90 per cent of the Côte d'Ivoire stock have a similar growth, so the average equation: Lt=53,5 (1-e -0,34(t+1)) will be used.