Bias-corrected estimators for dispersion models with dispersion covariates

In this paper we discuss bias-corrected estimators for the regression and the dispersion parameters in an extended class of dispersion models (Jorgensen, 1997b). This class extends the regular dispersion models by letting the dispersion parameter vary throughout the observations, and contains the dispersion models as particular case. General formulae for the O(n(-1)) bias are obtained explicitly in dispersion models with dispersion covariates, which generalize previous results obtained by Botter and Cordeiro (1998), Cordeiro and McCullagh (1991), Cordeiro and Vasconcellos (1999), and Paula (1992). The practical use of the formulae is that we can derive closed-form expressions for the O(n(-1)) biases of the maximum likelihood estimators of the regression and dispersion parameters when the information matrix has a closed-form. Various expressions for the O(n(-1)) biases are given for special models. The formulae have advantages for numerical purposes because they require only a supplementary weighted linear regression. We also compare these bias-corrected estimators with two different estimators which are also bias-free to order O(n(-1)) that are based on bootstrap methods. These estimators are compared by simulation. (C) 2011 Elsevier B.V. All rights reserved.

Some restriction tests in a new class of regression models for proportions

The main purpose of this work is to study the behaviour of Skovgaard`s [Skovgaard, I.M., 2001. Likelihood asymptotics. Scandinavian journal of Statistics 28, 3-32] adjusted likelihood ratio statistic in testing simple hypothesis in a new class of regression models proposed here. The proposed class of regression models considers Dirichlet distributed observations, and the parameters that index the Dirichlet distributions are related to covariates and unknown regression coefficients. This class is useful for modelling data consisting of multivariate positive observations summing to one and generalizes the beta regression model described in Vasconcellos and Cribari-Neto [Vasconcellos, K.L.P., Cribari-Neto, F., 2005. Improved maximum likelihood estimation in a new class of beta regression models. Brazilian journal of Probability and Statistics 19,13-31]. We show that, for our model, Skovgaard`s adjusted likelihood ratio statistics have a simple compact form that can be easily implemented in standard statistical software. The adjusted statistic is approximately chi-squared distributed with a high degree of accuracy. Some numerical simulations show that the modified test is more reliable in finite samples than the usual likelihood ratio procedure. An empirical application is also presented and discussed. (C) 2009 Elsevier B.V. All rights reserved.

Comparison of methodologies for degree-day estimation using numerical methods

O desenvolvimento de projetos relacionados ao desempenho de diversas culturas tem recebido aperfeiçoamento cada vez maior, incorporado a modelos matemáticos sendo indispensável à utilização de equações cada vez mais consistentes que possibilitem previsão e maior aproximação do comportamento real, diminuindo o erro na obtenção das estimativas. Entre as operações unitárias que demandam maior estudo estão aquelas relacionadas com o crescimento da cultura, caracterizadas pela temperatura ideal para o acréscimo de matéria seca. Pelo amplo uso dos métodos matemáticos na representação, análise e obtenção de estimativas de graus-dia, juntamente com a grande importância que a cultura da cana-de-açúcar tem para a economia brasileira, foi realizada uma avaliação dos modelos matemáticos comumente usados e dos métodos numéricos de integração na estimativa da disponibilidade de graus-dia para essa cultura, na região de Botucatu, Estado de São Paulo. Os modelos de integração, com discretização de 6 em 6 h, apresentaram resultados satisfatórios na estimativa de graus-dia. As metodologias tradicionais apresentaram desempenhos satisfatórios quanto à estimativa de grausdia com base na curva de temperatura horária para cada dia e para os agrupamentos de três, sete, 15 e 30 dias. Pelo método numérico de integração, a região de Botucatu, Estado de São Paulo, apresentou disponibilidade térmica anual média de 1.070,6 GD para a cultura da cana-de-açúcar.

Atmospheric Models Applied to DGPS and RTK Network in Brazil: Preliminary Results

Several positioning techniques have been developed to explore the GPS capability to provide precise coordinates in real time. However, a significant problem to all techniques is the ionosphere effect and the troposphere refraction. Recent researches in Brazil, at São Paulo State University (UNESP), have been trying to tackle these problems. In relation to the ionosphere effects it has been developed a model named Mod_Ion. Concerning tropospheric refraction, a model of Numerical Weather Prediction(NWP) has been used to compute the zenithal tropospheric delay (ZTD). These two models have been integrated with two positioning methods: DGPS (Differential GPS) and network RTK (Real Time Kinematic). These two positioning techniques are being investigated at São Paulo State University (UNESP), Brazil. The in-house DGPS software was already finalized and has provided very good results. The network RTK software is still under development. Therefore, only preliminary results from this method using the VRS (Virtual Reference Station) concept are presented.

Determination of the numerical parameters of a continuous damage model for the structural analysis of clay brick masonry

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Generalized partition function zeros of 1D spin models and their critical behavior at edge singularities

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Stabilizing controller design for uncertain nonlinear systems using fuzzy models

A Lyapunov-based stabilizing control design method for uncertain nonlinear dynamical systems using fuzzy models is proposed. The controller is constructed using a design model of the dynamical process to be controlled. The design model is obtained from the truth model using a fuzzy modeling approach. The truth model represents a detailed description of the process dynamics. The truth model is used in a simulation experiment to evaluate the performance of the controller design. A method for generating local models that constitute the design model is proposed. Sufficient conditions for stability and stabilizability of fuzzy models using fuzzy state-feedback controllers are given. The results obtained are illustrated with a numerical example involving a four-dimensional nonlinear model of a stick balancer.

Numerical simulation of a radial diffuser turbulent airflow

In the present work are presented results from numerical simulations performed with the ANSYS-CFX (R) code. We have studied a radial diffuser flow case, which is the main academic problem used to study the flow behavior on flat plate valves. The radial flow inside the diffuser has important behavior such as the turbulence decay downstream and recirculation regions inside the valve flow channel due to boundary layer detachment. These flow structures are present in compressor reed valve configurations, influencing to a greater extent the compressor efficiency. The main target of the present paper was finding the simulation set-up (computational domain, boundary conditions and turbulence model) that better fits with experimental data published by Tabatabai and Pollard. The local flow turbulence and velocity profiles were investigated using four different turbulence models, two different boundary conditions set-up, two different computational domains and three different flow conditions (Re-in - Reynolds number at the diffuser inlet). We used the Reynolds stress (BSL); the k-epsilon; the RNG k-epsilon; and the shear stress transport (SST) k-omega turbulence models. The performed analysis and comparison of the computational results with experimental data show that the choice of the turbulence model, as well as the choice of the other computational conditions, plays an important role in the results physical quality and accuracy. (c) 2007 Elsevier B.V. All rights reserved.

An introduction to numerical methods in low-dimensional quantum systems

This is an introductory course to the Lanczos Method and Density Matrix Renormalization Group Algorithms (DMRG), two among the leading numerical techniques applied in studies of low-dimensional quantum models. The idea of studying the models on clusters of a finite size in order to extract their physical properties is briefly discussed. The important role played by the model symmetries is also examined. Special emphasis is given to the DMRG.

MIXMASTER NUMERICAL BEHAVIOR AND GENERALIZATIONS

The numerical simulation of the mixmaster universe serves the purpose of suggesting two kinds of results. The intrinsic time evolution, during contraction, will be seen to be nonchaotic. This is a necessary feature of relativistic cosmological models undergoing this kind of motion. The mixmaster model also provides a clue on how to define chaoticity for systems described by nonautonomous sets of differential equations.

Models of liquid storage tanks

We present the results of a comparative study on thermally stratified tanks for hot storage. A two-dimensional model is employed. A numerical solution was obtained using the control-volume technique due to Patankar. The two-dimensional model was simplified for the pure conduction case. Results from the two models were compared with each other and with available numerical and experimental results. (C) 1997 Elsevier B.V. Ltd.

Numerical study of the coupled time-dependent Gross-Pitaevskii equation: Application to Bose-Einstein condensation

The Bose-Einstein condensate of several types of trapped bosons at ultralow temperature was described using the coupled time dependent Gross-Pitaevskii equation. Both the stationary and time evolution problems were analyzed using this approach. The ground state stationary wave functions were found to be sharply peaked near the origin for attractive interatomic interaction for larger nonlinearity while for a repulsive interatomic interaction the wave function extends over a larger region of space.

Simulation environment of distance protection with ATP and foreign models

This paper presents an interactive simulation environment for distance protection, developed with ATP and foreign models based on ANSI C. Files in COMTRADE format are possible to generate after ATP simulation. These files can be used to calibrate real relays. Also, the performance of relay algorithms with real oscillography events is possible to assess by using the ATP option for POSTPROCESS PLOT FILE (PPF). The main purpose of the work is to develop a tool to allow the analysis of diverse fault cases and to perform coordination studies, as well as, to allow the analysis of the relay's performance in the face of a real event. © 2011 IEEE.

Numerical assessment of mass conservation on a MAC-type method for viscoelastic free surface flows

A numerical study of mass conservation of MAC-type methods is presented, for viscoelastic free-surface flows. We use an implicit formulation which allows for greater time steps, and therefore time marching schemes for advecting the free surface marker particles have to be accurate in order to preserve the good mass conservation properties of this methodology. We then present an improvement by using a Runge-Kutta scheme coupled with a local linear extrapolation on the free surface. A thorough study of the viscoelastic impacting drop problem, for both Oldroyd-B and XPP fluid models, is presented, investigating the influence of timestep, grid spacing and other model parameters to the overall mass conservation of the method. Furthermore, an unsteady fountain flow is also simulated to illustrate the low mass conservation error obtained.