A nonlinear regression model with skew-normal errors

In this paper we have discussed inference aspects of the skew-normal nonlinear regression models following both, a classical and Bayesian approach, extending the usual normal nonlinear regression models. The univariate skew-normal distribution that will be used in this work was introduced by Sahu et al. (Can J Stat 29:129-150, 2003), which is attractive because estimation of the skewness parameter does not present the same degree of difficulty as in the case with Azzalini (Scand J Stat 12:171-178, 1985) one and, moreover, it allows easy implementation of the EM-algorithm. As illustration of the proposed methodology, we consider a data set previously analyzed in the literature under normality.

Residual-based test for Nonlinear Cointegration with application in PPPs

Nested by linear cointegration first provided in Granger (1981), the definition of nonlinear cointegration is presented in this paper. Sequentially, a nonlinear cointegrated economic system is introduced. What we mainly study is testing no nonlinear cointegration against nonlinear cointegration by residual-based test, which is ready for detecting stochastic trend in nonlinear autoregression models. We construct cointegrating regression along with smooth transition components from smooth transition autoregression model. Some properties are analyzed and discussed during the estimation procedure for cointegrating regression, including description of transition variable. Autoregression of order one is considered as the model of estimated residuals for residual-based test, from which the teststatistic is obtained. Critical values and asymptotic distribution of the test statistic that we request for different cointegrating regressions with different sample sizes are derived based on Monte Carlo simulation. The proposed theoretical methods and models are illustrated by an empirical example, comparing the results with linear cointegration application in Hamilton (1994). It is concluded that there exists nonlinear cointegration in our system in the final results.

Five-dimensional f(R) braneworld models

After incorporating f(R) gravity into the general braneworld sum rules scope, it is shown that some particular class of warped five-dimensional nonlinear braneworld models, which may be interesting for the hierarchy problem solution, still require a negative tension brane. For other classes of warp factors (suitable and not suitable for approaching the hierarchy problem) any negative brane tension in the compactification scheme is not necessary. In this vein, it is argued that, in the bulk f(R) gravity context, some types of warp factors may be useful for approaching the hierarchy problem and for evading the necessity of a negative brane tension in the compactification scheme.

Fresnel analysis of wave propagation in nonlinear electrodynamics

We study wave propagation in local nonlinear electrodynamical models. Particular attention is paid to the derivation and the analysis of the Fresnel equation for the wave covectors. For the class of local nonlinear Lagrangian nondispersive models, we demonstrate how the originally quartic Fresnel equation factorizes, yielding the generic birefringence effect. We show that the closure of the effective constitutive (or jump) tensor is necessary and sufficient for the absence of birefringence, i.e., for the existence of a unique light cone structure. As another application of the Fresnel approach, we analyze the light propagation in a moving isotropic nonlinear medium. The corresponding effective constitutive tensor contains nontrivial skewon and axion pieces. For nonmagnetic matter, we find that birefringence is induced by the nonlinearity, and derive the corresponding optical metrics.

T-duality of axial and vector dyonic integrable models

A general construction of affine nonabelian (NA)-Toda models in terms of the axial and vector gauged two loop WZNW model is discussed. They represent integrable perturbations of the conformal sigma -models (with tachyons included) describing (charged) black hole type string backgrounds. We study the off-critical T-duality between certain families of axial and vector type integrable models for the case of affine NA-Toda theories with one global U(1) symmetry. In particular we find the Lie algebraic condition defining a subclass of T-selfdual torsionless NA-Toda models and their zero curvature representation. (C) 2001 Academic Press.

Supersymmetry flows, semi-symmetric space sine-Gordon models and the Pohlmeyer reduction

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Extended 2D generalized dilaton gravity theories

We show that an anomaly-free description of matter in (1+1) dimensions requires a deformation of the 2D relativity principle, which introduces a non-trivial centre in the 2D Poincare algebra. Then we work out the reduced phase space of the anomaly-free 2D relativistic particle, in order to show that it lives in a noncommutative 2D Minkowski space. Moreover, we build a Gaussian wave packet to show that a Planck length is well defined in two dimensions. In order to provide a gravitational interpretation for this noncommutativity, we propose to extend the usual 2D generalized dilaton gravity models by a specific Maxwell component, which guages the extra symmetry associated with the centre of the 2D Poincare algebra. In addition, we show that this extension is a high energy correction to the unextended dilaton theories that can affect the topology of spacetime. Further, we couple a test particle to the general extended dilaton models with the purpose of showing that they predict a noncommutativity in curved spacetime, which is locally described by a Moyal star product in the low energy limit. We also conjecture a probable generalization of this result, which provides strong evidence that the noncommutativity is described by a certain star product which is not of the Moyal type at high energies. Finally, we prove that the extended dilaton theories can be formulated as Poisson-Sigma models based on a nonlinear deformation of the extended Poincare algebra.

Gravitational interactions of integrable models

We couple non-linear sigma-models to Liouville gravity, showing that integrability properties of symmetric space models still hold for the matter sector. Using similar arguments for the fermionic counterpart, namely Gross-Neveu-type models, we verify that such conclusions must also hold for them, as recently suggested.

The use of nonlinear programming as a tool for maximum profit feed formulation of broilers

The purpose of this study was to compare linear and nonlinear programming models for feed formulation, for maximum profit, considering the real variation in the prices of the corn, soybean meal and broilers during the period from January of 2008 to October of 2009, in the São Paulo State, Brazil. For the nonlinear formulation model, it was considered the following scenarios of prices: a) the minimum broiler price and the maximum prices of the corn and soybean meal during the period, b) the mean prices of the broiler, corn and soybean meal in the period and c) the maximum broiler price and the minimum prices of the corn and soybean meal, in the considered period; while for the linear formulation model, it was considered just the prices of the corn and the soybean. It was used the Practical Program for Feed Formulation 2.0 for the diets establishment. A total of 300 Cobb male chicks were randomly assigned to the 4 dietary treatments with 5 replicate pens of 15 chicks each. The birds were fed with a starter diet until 21 d and a grower diet from 22 to 42 d of age, and they had ad libitum access to feed and water, on floor with wood shavings as litter. The broilers were raised in an environmentally-controlled house. Body weight, body weight gain, feed intake, feed conversion ratio and profitability (related to the prices variation of the broilers and ingredients) were obtained at 42 d of age. It was found that the broilers fed with the diet formulated with the linear model presented the lowest feed intake and feed conversion ratio as compared with the broilers fed with diets from nonlinear formulation models. There were no significant differences in body weight and body weight gain among the treatments. Nevertheless, the profitabilities of the diets from the nonlinear model were significantly higher than that one from the linear formulation model, when the corn and soybean meal prices were near or below their average values for the studied period, for any broiler chicken price.

A nonlinear QCT-based finite element model validation study for the human femur tested in two configurations in vitro

Purpose Femoral fracture is a common medical problem in osteoporotic individuals. Bone mineral density (BMD) is the gold standard measure to evaluate fracture risk in vivo. Quantitative computed tomography (QCT)-based homogenized voxel finite element (hvFE) models have been proved to be more accurate predictors of femoral strength than BMD by adding geometrical and material properties. The aim of this study was to evaluate the ability of hvFE models in predicting femoral stiffness, strength and failure location for a large number of pairs of human femora tested in two different loading scenarios. Methods Thirty-six pairs of femora were scanned with QCT and total proximal BMD and BMC were evaluated. For each pair, one femur was positioned in one-legged stance configuration (STANCE) and the other in a sideways configuration (SIDE). Nonlinear hvFE models were generated from QCT images by reproducing the same loading configurations imposed in the experiments. For experiments and models, the structural properties (stiffness and ultimate load), the failure location and the motion of the femoral head were computed and compared. Results In both configurations, hvFE models predicted both stiffness (R2=0.82 for STANCE and R2=0.74 for SIDE) and femoral ultimate load (R2=0.80 for STANCE and R2=0.85 for SIDE) better than BMD and BMC. Moreover, the models predicted qualitatively well the failure location (66% of cases) and the motion of the femoral head. Conclusions The subject specific QCT-based nonlinear hvFE model cannot only predict femoral apparent mechanical properties better than densitometric measures, but can additionally provide useful qualitative information about failure location.

Asymptotic Description of Flutter Amplitude Saturation by Nonlinear Friction Forces

The computation of the non-linear vibration dynamics of an aerodynamically unstable bladed-disk is a formidable numerical task, even for the simplified case of aerodynamic forces assumed to be linear. The nonlinear friction forces effectively couple dif- ferent travelling waves modes and, in order to properly elucidate the dynamics of the system, large time simulations are typically required to reach a final, saturated state. Despite of all the above complications, the output of the system (in the friction microslip regime) is basically a superposition of the linear aeroelastic un- stable travelling waves, which exhibit a slow time modulation that is much longer than the elastic oscillation period. This slow time modulation is due to both, the small aerodynamic effects and the small nonlinear friction forces, and it is crucial to deter- mine the final amplitude of the flutter vibration. In this presenta- tion we apply asymptotic techniques to obtain a new simplified model that captures the slow time dynamics of the amplitudes of the travelling waves. The resulting asymptotic model is very re- duced and extremely cheap to simulate, and it has the advantage that it gives precise information about the characteristics of the nonlinear friction models that actually play a role in the satura- tion of the vibration amplitude.

Asymptotic Description of Flutter Amplitude Saturation by Nonlinear Friction Forces

The computation of the non-linear vibration dynamics of an aerodynamically unstable bladed-disk is a formidable numerical task, even for the simplified case of aerodynamic forces assumed to be linear. The nonlinear friction forces effectively couple dif- ferent travelling waves modes and, in order to properly elucidate the dynamics of the system, large time simulations are typically required to reach a final, saturated state. Despite of all the above complications, the output of the system (in the friction microslip regime) is basically a superposition of the linear aeroelastic un- stable travelling waves, which exhibit a slow time modulation that is much longer than the elastic oscillation period. This slow time modulation is due to both, the small aerodynamic effects and the small nonlinear friction forces, and it is crucial to deter- mine the final amplitude of the flutter vibration. In this presenta- tion we apply asymptotic techniques to obtain a new simplified model that captures the slow time dynamics of the amplitudes of the travelling waves. The resulting asymptotic model is very re- duced and extremely cheap to simulate, and it has the advantage that it gives precise information about the characteristics of the nonlinear friction models that actually play a role in the satura- tion of the vibration amplitude.

Numerical methods in Nonlinear Analysis of shell structures

The design of shell and spatial structures represents an important challenge even with the use of the modern computer technology.If we concentrate in the concrete shell structures many problems must be faced,such as the conceptual and structural disposition, optimal shape design, analysis, construction methods, details etc. and all these problems are interconnected among them. As an example the shape optimization requires the use of several disciplines like structural analysis, sensitivity analysis, optimization strategies and geometrical design concepts. Similar comments can be applied to other space structures such as steel trusses with single or double shape and tension structures. In relation to the analysis the Finite Element Method appears to be the most extended and versatile technique used in the practice. In the application of this method several issues arise. First the derivation of the pertinent shell theory or alternatively the degenerated 3-D solid approach should be chosen. According to the previous election the suitable FE model has to be adopted i.e. the displacement,stress or mixed formulated element. The good behavior of the shell structures under dead loads that are carried out towards the supports by mainly compressive stresses is impaired by the high imperfection sensitivity usually exhibited by these structures. This last effect is important particularly if large deformation and material nonlinearities of the shell may interact unfavorably, as can be the case for thin reinforced shells. In this respect the study of the stability of the shell represents a compulsory step in the analysis. Therefore there are currently very active fields of research such as the different descriptions of consistent nonlinear shell models given by Simo, Fox and Rifai, Mantzenmiller and Buchter and Ramm among others, the consistent formulation of efficient tangent stiffness as the one presented by Ortiz and Schweizerhof and Wringgers, with application to concrete shells exhibiting creep behavior given by Scordelis and coworkers; and finally the development of numerical techniques needed to trace the nonlinear response of the structure. The objective of this paper is concentrated in the last research aspect i.e. in the presentation of a state-of-the-art on the existing solution techniques for nonlinear analysis of structures. In this presentation the following excellent reviews on this subject will be mainly used.

An integrated scheduling problem of PCB components on sequential pick-and-place machines:mathematical models and heuristic solutions

This paper formulates several mathematical models for determining the optimal sequence of component placements and assignment of component types to feeders simultaneously or the integrated scheduling problem for a type of surface mount technology placement machines, called the sequential pick-andplace (PAP) machine. A PAP machine has multiple stationary feeders storing components, a stationary working table holding a printed circuit board (PCB), and a movable placement head to pick up components from feeders and place them to a board. The objective of integrated problem is to minimize the total distance traveled by the placement head. Two integer nonlinear programming models are formulated first. Then, each of them is equivalently converted into an integer linear type. The models for the integrated problem are verified by two commercial packages. In addition, a hybrid genetic algorithm previously developed by the authors is adopted to solve the models. The algorithm not only generates the optimal solutions quickly for small-sized problems, but also outperforms the genetic algorithms developed by other researchers in terms of total traveling distance.

Statistics of noise-driven coupled nonlinear oscillators:applications to systems with Kerr nonlinearity

We present exact analytical results for the statistics of nonlinear coupled oscillators under the influence of additive white noise. We suggest a perturbative approach for analysing the statistics of such systems under the action of a deterministic perturbation, based on the exact expressions for probability density functions for noise-driven oscillators. Using our perturbation technique we show that our results can be applied to studying the optical signal propagation in noisy fibres at (nearly) zero dispersion as well as to weakly nonlinear lattice models with additive noise. The approach proposed can account for a wide spectrum of physically meaningful perturbations and is applicable to the case of large noise strength. © 2005 Elsevier B.V. All rights reserved.