A semi-Markov multistate model for estimation of the mean quality-adjusted survival for non-progressive processes

We discuss the estimation of the expected value of the quality-adjusted survival, based on multistate models. We generalize an earlier work, considering the sojourn times in health states are not identically distributed, for a given vector of covariates. Approaches based on semiparametric and parametric (exponential and Weibull distributions) methodologies are considered. A simulation study is conducted to evaluate the performance of the proposed estimator and the jackknife resampling method is used to estimate the variance of such estimator. An application to a real data set is also included.

Billiards in a General Domain with Random Reflections

We study stochastic billiards on general tables: a particle moves according to its constant velocity inside some domain D R(d) until it hits the boundary and bounces randomly inside, according to some reflection law. We assume that the boundary of the domain is locally Lipschitz and almost everywhere continuously differentiable. The angle of the outgoing velocity with the inner normal vector has a specified, absolutely continuous density. We construct the discrete time and the continuous time processes recording the sequence of hitting points on the boundary and the pair location/velocity. We mainly focus on the case of bounded domains. Then, we prove exponential ergodicity of these two Markov processes, we study their invariant distribution and their normal (Gaussian) fluctuations. Of particular interest is the case of the cosine reflection law: the stationary distributions for the two processes are uniform in this case, the discrete time chain is reversible though the continuous time process is quasi-reversible. Also in this case, we give a natural construction of a chord ""picked at random"" in D, and we study the angle of intersection of the process with a (d - 1) -dimensional manifold contained in D.

A new class of survival regression models with heavy-tailed errors: robustness and diagnostics

Birnbaum-Saunders models have largely been applied in material fatigue studies and reliability analyses to relate the total time until failure with some type of cumulative damage. In many problems related to the medical field, such as chronic cardiac diseases and different types of cancer, a cumulative damage caused by several risk factors might cause some degradation that leads to a fatigue process. In these cases, BS models can be suitable for describing the propagation lifetime. However, since the cumulative damage is assumed to be normally distributed in the BS distribution, the parameter estimates from this model can be sensitive to outlying observations. In order to attenuate this influence, we present in this paper BS models, in which a Student-t distribution is assumed to explain the cumulative damage. In particular, we show that the maximum likelihood estimates of the Student-t log-BS models attribute smaller weights to outlying observations, which produce robust parameter estimates. Also, some inferential results are presented. In addition, based on local influence and deviance component and martingale-type residuals, a diagnostics analysis is derived. Finally, a motivating example from the medical field is analyzed using log-BS regression models. Since the parameter estimates appear to be very sensitive to outlying and influential observations, the Student-t log-BS regression model should attenuate such influences. The model checking methodologies developed in this paper are used to compare the fitted models.

The log-bimodal-skew-normal model. A geochemical application

The main objective of this paper is to study a logarithm extension of the bimodal skew normal model introduced by Elal-Olivero et al. [1]. The model can then be seen as an alternative to the log-normal model typically used for fitting positive data. We study some basic properties such as the distribution function and moments, and discuss maximum likelihood for parameter estimation. We report results of an application to a real data set related to nickel concentration in soil samples. Model fitting comparison with several alternative models indicates that the model proposed presents the best fit and so it can be quite useful in real applications for chemical data on substance concentration. Copyright (C) 2011 John Wiley & Sons, Ltd.

Skew-normal linear calibration: a Bayesian perspective

In this paper, we present a Bayesian approach for estimation in the skew-normal calibration model, as well as the conditional posterior distributions which are useful for implementing the Gibbs sampler. Data transformation is thus avoided by using the methodology proposed. Model fitting is implemented by proposing the asymmetric deviance information criterion, ADIC, a modification of the ordinary DIC. We also report an application of the model studied by using a real data set, related to the relationship between the resistance and the elasticity of a sample of concrete beams. Copyright (C) 2008 John Wiley & Sons, Ltd.

Generalized Birnbaum-Saunders distributions applied to air pollutant concentration

The generalized Birnbaum-Saunders (GBS) distribution is a new class of positively skewed models with lighter and heavier tails than the traditional Birnbaum-Saunders (BS) distribution, which is largely applied to study lifetimes. However, the theoretical argument and the interesting properties of the GBS model have made its application possible beyond the lifetime analysis. The aim of this paper is to present the GBS distribution as a useful model for describing pollution data and deriving its positive and negative moments. Based on these moments, we develop estimation and goodness-of-fit methods. Also, some properties of the proposed estimators useful for developing asymptotic inference are presented. Finally, an application with real data from Environmental Sciences is given to illustrate the methodology developed. This example shows that the empirical fit of the GBS distribution to the data is very good. Thus, the GBS model is appropriate for describing air pollutant concentration data, which produces better results than the lognormal model when the administrative target is determined for abating air pollution. Copyright (c) 2007 John Wiley & Sons, Ltd.

Boundary and internal conditions for adjoint fluid-flow problems

The ever-increasing robustness and reliability of flow-simulation methods have consolidated CFD as a major tool in virtually all branches of fluid mechanics. Traditionally, those methods have played a crucial role in the analysis of flow physics. In more recent years, though, the subject has broadened considerably, with the development of optimization and inverse design applications. Since then, the search for efficient ways to evaluate flow-sensitivity gradients has received the attention of numerous researchers. In this scenario, the adjoint method has emerged as, quite possibly, the most powerful tool for the job, which heightens the need for a clear understanding of its conceptual basis. Yet, some of its underlying aspects are still subject to debate in the literature, despite all the research that has been carried out on the method. Such is the case with the adjoint boundary and internal conditions, in particular. The present work aims to shed more light on that topic, with emphasis on the need for an internal shock condition. By following the path of previous authors, the quasi-1D Euler problem is used as a vehicle to explore those concepts. The results clearly indicate that the behavior of the adjoint solution through a shock wave ultimately depends upon the nature of the objective functional.

ON THE SUPERCRITICALITY OF THE FIRST HOPF BIFURCATION IN A DELAY BOUNDARY PROBLEM

The goal of this paper is to analyze the character of the first Hopf bifurcation (subcritical versus supercritical) that appears in a one-dimensional reaction-diffusion equation with nonlinear boundary conditions of logistic type with delay. We showed in the previous work [Arrieta et al., 2010] that if the delay is small, the unique non-negative equilibrium solution is asymptotically stable. We also showed that, as the delay increases and crosses certain critical value, this equilibrium becomes unstable and undergoes a Hopf bifurcation. This bifurcation is the first one of a cascade occurring as the delay goes to infinity. The structure of this cascade will depend on the parameters appearing in the equation. In this paper, we show that the first bifurcation that occurs is supercritical, that is, when the parameter is bigger than the delay bifurcation value, stable periodic orbits branch off from the constant equilibrium.

Discontinuous Galerkin approximation of two-phase flows in heterogeneous porous media with discontinuous capillary pressures

We design and investigate a sequential discontinuous Galerkin method to approximate two-phase immiscible incompressible flows in heterogeneous porous media with discontinuous capillary pressures. The nonlinear interface conditions are enforced weakly through an adequate design of the penalties on interelement jumps of the pressure and the saturation. An accurate reconstruction of the total velocity is considered in the Raviart-Thomas(-Nedelec) finite element spaces, together with diffusivity-dependent weighted averages to cope with degeneracies in the saturation equation and with media heterogeneities. The proposed method is assessed on one-dimensional test cases exhibiting rough solutions, degeneracies, and capillary barriers. Stable and accurate solutions are obtained without limiters. (C) 2010 Elsevier B.V. All rights reserved.

Electronic Structure of the Ground and Low-Lying Electronic States of MoB and MoB(+)

Multiconfigurational second-order perturbation theory (CASSCF//CASPT2) and quadruple-zeta ANO-RCC basis sets were employed to investigate the ground and low-lying electronic states of MoB and MoB(+). Spectroscopic constants, potential energy curves, wavefunctions, Mulliken population analyses, and ionization energies are given. The ground state of MoB is of X(6)Pi symmetry (R(e) = 1.968 angstrom, omega(e) = 664 cm(-1), and mu = 2.7 D), giving rise to a Omega = 7/2 ground state after including spin-orbit coupling. For MoB(+), the ground state is computed to be of X(7)Sigma(+) symmetry (R(e) = 2.224 angstrom, omega(e) = 141 cm(-1), and mu = 1.2 D), with an adiabatic ionization energy of 7.19 eV and a vertical one of 7.53 eV. (C) 2011 Wiley Periodicals, Inc. Int J Quantum Chem 111: 3362-3370, 2011

Solvatochromic Shift of the pi -> pi* Transition in All-Trans, Cis-13, Cis-11, Cis-9, and Cis-7 Retinal Isomers Induced by Water and Methanol

The solvatochromic shift of the lowest singlet it pi -> pi* electronic transition in the all-trans, cis-13, cis-11, cis-9, and cis-7 retinal isomers were computed under the influence of water, methanol, and benzene solvents. Excitation energies were calculated in gas phase and in solution. The calculations in solution were performed considering the sequential Monte Carlo (MC) /Quantum Mechanical approach. The MC simulations were performed considering the full retinal isomer molecules and 900 water molecules, 900 methanol, or 400 benzene ones. The OPLS/AA parametrization was chosen for retinal, methanol, and benzene molecules and the SPC model was used for water one. From the MC calculations 100 independent configurations were selected, with 100 solvent molecules in thermodynamical equilibrium at T = 298.15 K. Average point-charges were obtained from those independent configurations for water, methanol, and benzene solvent. TDDFT and CASSCF//CASPT2 methodologies were used to compute the vertical excitation energy of the retinal isomers in different environment. (C) 2010 Wiley Periodicals, Inc. Int J Quantum Chem 110: 2076-2087, 2010

Electronic Structure and Chemical Bonding in the Ground and Low-Lying Electronic States of Ta(2)

The electronic structure and chemical bonding of the ground and low-lying Lambda - S and Omega states of Ta(2) were investigated at the multiconfiguration second-order perturbation theory (CASSCF//CASPT2) level. The ground state of Ta(2) is computed to be a X(3)Sigma(-)(g) state (R(e) = 2.120 angstrom, omega(e) = 323 cm(-1), and D(e) = 4.65 eV), with two low-lying singlet states close to it (a(1) Sigma(+)(g) : T(e) = 409 cm(-1), R(e) = 2.131 angstrom, and omega(e) = 313 cm(-1); b(1) Gamma(g): T(e) = 1, 038 cm(-1), R(e) = 2.127 angstrom, and omega(e) = 316 cm(-1)). These electronic states are derived from the same electronic configuration: vertical bar 13 sigma(2)(g)14 sigma(2)(g)7 delta(2)(g)13 pi(4)(u)>. The effective bond order of the X(3) Sigma(-)(g) state is 4.52, which indicates that the Ta atoms are bound by a quintuple chemical bond. The a(1) Sigma(+)(g) state interacts strongly with the X(3)Sigma(-)(g) g ground state by a second-order spin-orbit interaction, giving rise to the (1)0(g)(+) (ground state) (dominated by the X(3)Sigma(-)(g) Lambda - S ground state) and (9)0(g)(+) (dominated by the a(1) Sigma(+)(g) Lambda - S state) Omega states. These results are in line with those reported for the group 5B homonuclear transition metal diatomics. (C) 2010 Wiley Periodicals, Inc. Int J Quantum Chem 111: 1306-1315, 2011

Gas-Phase Acylium Ion Transfer Reactions Mediated by a Proton Shuttle Mechanism

The mechanism and the energy profile of the gas-phase reaction that mimics esterification under acidic conditions have been investigated at different levels of theory. These reactions are known to proceed with rate constants close to the collision limit in the gas-phase and questions have been raised as to whether the typical addition-elimination mechanism via a tetrahedral intermediate can explain the ease of these processes. Because these reactions are common to many organic and biochemical processes it is important to understand the intrinsic reactivity of these systems. Our calculations at different levels of theory reveal that a stepwise mechanism via a tetrahedral species is characterized by energy barriers that are inconsistent with the experimental results. For the thermoneutral exchange between protonated acetic acid and water and the exothermic reaction of protonated acetic acid and methanol our calculations show that these reactions proceed initially by a proton shuttle between the carbonyl oxygen and the hydroxy oxygen of acetic acid mediated by water, or methanol, followed by displacement at the acylium ion center. These findings suggest that the reactions in the gas-phase should be viewed as an acylium ion transfer reaction. (C) 2010 Wiley Periodicals, Inc. Int J Quantum Chem 111: 1596-1606, 2011

Ab Initio Analysis of Monomers and Dimers of Trialkylphosphine Oxides: Structural and Thermodynamic Stability

Structural and thermodynamic stabilities of monomers and dimers of trialkylphosphine oxides (TRPO) were Studied using quantum chemistry calculations. Density functional theory calculations were carried Out and the structures Of four TRPO have been determined: TMPO (methyl; R = CH(3)), TEPO (ethyl; R = CH(3)CH(2)), TBPO (n-butyl; R = CH(3)(CH(2))(3)), and TOPO (n-octyl; R = CH(3)(CH(2))(7)). TRPO homodimers were investigated considering two isomeric possibilities for each dimer. Relative binding energies and the enthalpic and entropic contributions to the Gibbs free energy were Calculated for all dimers. The formation of dimers from the individual monomeric TRPO species as a function of temperature was also analyzed. (C) 2008 Wiley Periodicals, Inc. Int J Quantum Chem 109: 250-258, 2009

A CASSCF/MRCI Study of the Low-Lying Electronic States of the BeS Molecule

Accurate potential energy curves, dipole moment functions, dissociation energies, and molecular constants for several low-lying singlet and triplet electronic states of BeS were investigated using the CASSCF/MRCI methodology, and the cc-pV5Z basis set for beryllium, and the aug-cc-pV(5+d) Z set for sulfur. Besides presenting improved results for the three lowest lying states, this study presents the first theoretical characterization of another set of nine excited states so far unknown experimentally. Our results are sufficiently accurate to reliably guide the experimental search and characterization of these states, and also to confirm the experimental assignment of the B(1)Sigma(+) excited state. (C) 2010 Wiley Periodicals, Inc. Int J Quantum Chem 111: 1694-1700, 2011