Plane wave discontinuous Galerkin methods: exponential convergence of the hp-version

We consider the two-dimensional Helmholtz equation with constant coefficients on a domain with piecewise analytic boundary, modelling the scattering of acoustic waves at a sound-soft obstacle. Our discretisation relies on the Trefftz-discontinuous Galerkin approach with plane wave basis functions on meshes with very general element shapes, geometrically graded towards domain corners. We prove exponential convergence of the discrete solution in terms of number of unknowns.

The complementary exponential power lifetime model

In this paper we propose a new lifetime distribution which can handle bathtub-shaped unimodal increasing and decreasing hazard rate functions The model has three parameters and generalizes the exponential power distribution proposed by Smith and Bain (1975) with the inclusion of an additional shape parameter The maximum likelihood estimation procedure is discussed A small-scale simulation study examines the performance of the likelihood ratio statistics under small and moderate sized samples Three real datasets Illustrate the methodology (C) 2010 Elsevier B V All rights reserved

The complementary exponential geometric distribution: Model, properties, and a comparison with its counterpart

In this paper, we proposed a new two-parameter lifetime distribution with increasing failure rate, the complementary exponential geometric distribution, which is complementary to the exponential geometric model proposed by Adamidis and Loukas (1998). The new distribution arises on a latent complementary risks scenario, in which the lifetime associated with a particular risk is not observable; rather, we observe only the maximum lifetime value among all risks. The properties of the proposed distribution are discussed, including a formal proof of its probability density function and explicit algebraic formulas for its reliability and failure rate functions, moments, including the mean and variance, variation coefficient, and modal value. The parameter estimation is based on the usual maximum likelihood approach. We report the results of a misspecification simulation study performed in order to assess the extent of misspecification errors when testing the exponential geometric distribution against our complementary one in the presence of different sample size and censoring percentage. The methodology is illustrated on four real datasets; we also make a comparison between both modeling approaches. (C) 2011 Elsevier B.V. All rights reserved.

Local power of some tests in exponential family nonlinear models

In this paper we obtain asymptotic expansions up to order n(-1/2) for the nonnull distribution functions of the likelihood ratio, Wald, score and gradient test statistics in exponential family nonlinear models (Cordeiro and Paula, 1989), under a sequence of Pitman alternatives. The asymptotic distributions of all four statistics are obtained for testing a subset of regression parameters and for testing the dispersion parameter, thus generalising the results given in Cordeiro et al. (1994) and Ferrari et al. (1997). We also present Monte Carlo simulations in order to compare the finite-sample performance of these tests. (C) 2010 Elsevier B.V. All rights reserved.

Wannier functions of isolated bands in one-dimensional crystals

We present a simple procedure to obtain the maximally localized Wannier function of isolated bands in one-dimensional crystals with or without inversion symmetry. First, we discuss the generality of dealing with real Wannier functions. Next, we use a transfer-matrix technique to obtain nonoptimal Bloch functions which are analytic in the wave number. This produces two classes of real Wannier functions. Then, the minimization of the variance of the Wannier functions is performed, by using the antiderivative of the Berry connection. In the case of centrosymmetric crystals, this procedure leads to the Wannier-Kohn functions. The asymptotic behavior of the Wannier functions is also analyzed. The maximally localized Wannier functions show the expected exponential and power-law decays. Instead, nonoptimal Wannier functions may show reduced exponential and anisotropic power-law decays. The theory is illustrated with numerical calculations of Wannier functions for conduction electrons in semiconductor superlattices.

Stretched-exponential behavior and random walks on diluted hypercubic lattices

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

The complementary exponential power lifetime model

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

The Poisson-exponential distribution: a Bayesian approach

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Stochastic exponential stability of singular linear systems with Markov jump parameters

This paper deals with exponential stability of discrete-time singular systems with Markov jump parameters. We propose a set of coupled generalized Lyapunov equations (CGLE) that provides sufficient conditions to check this property for this class of systems. A method for solving the obtained CGLE is also presented, based on iterations of standard singular Lyapunov equations. We present also a numerical example to illustrate the effectiveness of the approach we are proposing.

Métodos numéricos para encontrar zeros de funções: aplicações para o Ensino Médio

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

The exponential COM-Poisson distribution

The Conway-Maxwell Poisson (COMP) distribution as an extension of the Poisson distribution is a popular model for analyzing counting data. For the first time, we introduce a new three parameter distribution, so-called the exponential-Conway-Maxwell Poisson (ECOMP) distribution, that contains as sub-models the exponential-geometric and exponential-Poisson distributions proposed by Adamidis and Loukas (Stat Probab Lett 39:35-42, 1998) and KuAY (Comput Stat Data Anal 51:4497-4509, 2007), respectively. The new density function can be expressed as a mixture of exponential density functions. Expansions for moments, moment generating function and some statistical measures are provided. The density function of the order statistics can also be expressed as a mixture of exponential densities. We derive two formulae for the moments of order statistics. The elements of the observed information matrix are provided. Two applications illustrate the usefulness of the new distribution to analyze positive data.

Effective carrying capacity and analytical solution of a particular case of the Richards-like two-species population dynamics model

We consider a generalized two-species population dynamic model and analytically solve it for the amensalism and commensalism ecological interactions. These two-species models can be simplified to a one-species model with a time dependent extrinsic growth factor. With a one-species model with an effective carrying capacity one is able to retrieve the steady state solutions of the previous one-species model. The equivalence obtained between the effective carrying capacity and the extrinsic growth factor is complete only for a particular case, the Gompertz model. Here we unveil important aspects of sigmoid growth curves, which are relevant to growth processes and population dynamics. (C) 2011 Elsevier B.V. All rights reserved.

Weibull and generalised exponential overdispersion models with an application to ozone air pollution

We consider the problem of estimating the mean and variance of the time between occurrences of an event of interest (inter-occurrences times) where some forms of dependence between two consecutive time intervals are allowed. Two basic density functions are taken into account. They are the Weibull and the generalised exponential density functions. In order to capture the dependence between two consecutive inter-occurrences times, we assume that either the shape and/or the scale parameters of the two density functions are given by auto-regressive models. The expressions for the mean and variance of the inter-occurrences times are presented. The models are applied to the ozone data from two regions of Mexico City. The estimation of the parameters is performed using a Bayesian point of view via Markov chain Monte Carlo (MCMC) methods.

Simulation studies of correlation functions and relaxation in polymeric systems

We investigate the statics and dynamics of a glassy,non-entangled, short bead-spring polymer melt with moleculardynamics simulations. Temperature ranges from slightlyabove the mode-coupling critical temperature to the liquidregime where features of a glassy liquid are absent. Ouraim is to work out the polymer specific effects on therelaxation and particle correlation. We find the intra-chain static structure unaffected bytemperature, it depends only on the distance of monomersalong the backbone. In contrast, the distinct inter-chainstructure shows pronounced site-dependence effects at thelength-scales of the chain and the nearest neighbordistance. There, we also find the strongest temperaturedependence which drives the glass transition. Both the siteaveraged coupling of the monomer and center of mass (CM) andthe CM-CM coupling are weak and presumably not responsiblefor a peak in the coherent relaxation time at the chain'slength scale. Chains rather emerge as soft, easilyinterpenetrating objects. Three particle correlations arewell reproduced by the convolution approximation with theexception of model dependent deviations. In the spatially heterogeneous dynamics of our system weidentify highly mobile monomers which tend to follow eachother in one-dimensional paths forming ``strings''. Thesestrings have an exponential length distribution and aregenerally short compared to the chain length. Thus, arelaxation mechanism in which neighboring mobile monomersmove along the backbone of the chain seems unlikely.However, the correlation of bonded neighbors is enhanced. When liquids are confined between two surfaces in relativesliding motion kinetic friction is observed. We study ageneric model setup by molecular dynamics simulations for awide range of sliding speeds, temperatures, loads, andlubricant coverings for simple and molecular fluids. Instabilities in the particle trajectories are identified asthe origin of kinetic friction. They lead to high particlevelocities of fluid atoms which are gradually dissipatedresulting in a friction force. In commensurate systemsfluid atoms follow continuous trajectories for sub-monolayercoverings and consequently, friction vanishes at low slidingspeeds. For incommensurate systems the velocity probabilitydistribution exhibits approximately exponential tails. Weconnect this velocity distribution to the kinetic frictionforce which reaches a constant value at low sliding speeds. This approach agrees well with the friction obtaineddirectly from simulations and explains Amontons' law on themicroscopic level. Molecular bonds in commensurate systemslead to incommensurate behavior, but do not change thequalitative behavior of incommensurate systems. However,crossed chains form stable load bearing asperities whichstrongly increase friction.

Calculating track thrust with track functions

In e+e− event shapes studies at LEP, two different measurements were sometimes performed: a “calorimetric” measurement using both charged and neutral particles and a “track-based” measurement using just charged particles. Whereas calorimetric measurements are infrared and collinear safe, and therefore calculable in perturbative QCD, track-based measurements necessarily depend on nonperturbative hadronization effects. On the other hand, track-based measurements typically have smaller experimental uncertainties. In this paper, we present the first calculation of the event shape “track thrust” and compare to measurements performed at ALEPH and DELPHI. This calculation is made possible through the recently developed formalism of track functions, which are nonperturbative objects describing how energetic partons fragment into charged hadrons. By incorporating track functions into soft-collinear effective theory, we calculate the distribution for track thrust with next-to-leading logarithmic resummation. Due to a partial cancellation between nonperturbative parameters, the distributions for calorimeter thrust and track thrust are remarkably similar, a feature also seen in LEP data.