On the consequences of misspecifing assumptions concerning residuals distribution in a repeated measures and nonlinear mixed modelling context

In this paper we describe the results of a simulation study performed to elucidate the robustness of the Lindstrom and Bates (1990) approximation method under non-normality of the residuals, under different situations. Concerning the fixed effects, the observed coverage probabilities and the true bias and mean square error values, show that some aspects of this inferential approach are not completely reliable. When the true distribution of the residuals is asymmetrical, the true coverage is markedly lower than the nominal one. The best results are obtained for the skew normal distribution, and not for the normal distribution. On the other hand, the results are partially reversed concerning the random effects. Soybean genotypes data are used to illustrate the methods and to motivate the simulation scenarios

Impact of incorrect assumptions on the covariance structure of random effects and/or residuals in nonlinear mixed models for repeated measures data

In this paper we analyse, using Monte Carlo simulation, the possible consequences of incorrect assumptions on the true structure of the random effects covariance matrix and the true correlation pattern of residuals, over the performance of an estimation method for nonlinear mixed models. The procedure under study is the well known linearization method due to Lindstrom and Bates (1990), implemented in the nlme library of S-Plus and R. Its performance is studied in terms of bias, mean square error (MSE), and true coverage of the associated asymptotic confidence intervals. Ignoring other criteria like the convenience of avoiding over parameterised models, it seems worst to erroneously assume some structure than do not assume any structure when this would be adequate.

Fluctuations in domain growth: Ginzburg-Landau equations with multiplicative noise

Ginzburg-Landau equations with multiplicative noise are considered, to study the effects of fluctuations in domain growth. The equations are derived from a coarse-grained methodology and expressions for the resulting concentration-dependent diffusion coefficients are proposed. The multiplicative noise gives contributions to the Cahn-Hilliard linear-stability analysis. In particular, it introduces a delay in the domain-growth dynamics.

Numerical algorithm for Ginzburg-Landau equations with multiplicative noise: Application to domain growth

We consider stochastic partial differential equations with multiplicative noise. We derive an algorithm for the computer simulation of these equations. The algorithm is applied to study domain growth of a model with a conserved order parameter. The numerical results corroborate previous analytical predictions obtained by linear analysis.

Effects of new nonlinear couplings in relativistic effective field theory

We extend the relativistic mean field theory model of Sugahara and Toki by adding new couplings suggested by modern effective field theories. An improved set of parameters is developed with the goal to test the ability of the models based on effective field theory to describe the properties of finite nuclei and, at the same time, to be consistent with the trends of Dirac-Brueckner-Hartree-Fock calculations at densities away from the saturation region. We compare our calculations with other relativistic nuclear force parameters for various nuclear phenomena.

Relaxation time of processes driven by multiplicative noise

We consider systems described by nonlinear stochastic differential equations with multiplicative noise. We study the relaxation time of the steady-state correlation function as a function of noise parameters. We consider the white- and nonwhite-noise case for a prototype model for which numerical data are available. We discuss the validity of analytical approximation schemes. For the white-noise case we discuss the results of a projector-operator technique. This discussion allows us to give a generalization of the method to the non-white-noise case. Within this generalization, we account for the growth of the relaxation time as a function of the correlation time of the noise. This behavior is traced back to the existence of a non-Markovian term in the equation for the correlation function.

Transient and preparation colored-noise effects: The nonlinear relaxation-time approach

We develop a singular perturbation approach to the problem of the calculation of a characteristic time (the nonlinear relaxation time) for non-Markovian processes driven by Gaussian colored noise with small correlation time. Transient and initial preparation effects are discussed and explicit results for prototype situations are obtained. New effects on the relaxation of unstable states are predicted. The approach is compared with previous techniques.

Bargmann-Wigner method and (6S + 1)-component wave equations

A modified Bargmann-Wigner method is used to derive (6s + 1)-component wave equations. The relation between different forms of these equations is shown.

Decay of unstable states in the presence of colored noise and random initial conditions. I. Theory of nonlinear relaxation times

The general theory of nonlinear relaxation times is developed for the case of Gaussian colored noise. General expressions are obtained and applied to the study of the characteristic decay time of unstable states in different situations, including white and colored noise, with emphasis on the distributed initial conditions. Universal effects of the coupling between colored noise and random initial conditions are predicted.

Heavy rainfall equations for Santa Catarina, Brazil

Knowledge of intensity-duration-frequency (IDF) relationships of rainfall events is extremely important to determine the dimensions of surface drainage structures and soil erosion control. The purpose of this study was to obtain IDF equations of 13 rain gauge stations in the state of Santa Catarina in Brazil: Chapecó, Urussanga, Campos Novos, Florianópolis, Lages, Caçador, Itajaí, Itá, Ponte Serrada, Porto União, Videira, Laguna and São Joaquim. The daily rainfall data charts of each station were digitized and then the annual maximum rainfall series were determined for durations ranging from 5 to 1440 min. Based on these, with the Gumbel-Chow distribution, the maximum rainfall was estimated for durations ranging from 5 min to 24 h, considering return periods of 2, 5, 10, 20, 25, 50, and 100 years,. Data agreement with the Gumbel-Chow model was verified by the Kolmogorov-Smirnov test, at 5 % significance level. For each rain gauge station, two IDF equations of rainfall events were adjusted, one for durations from 5 to 120 min and the other from 120 to 1440 min. The results show a high variability in maximum intensity of rainfall events among the studied stations. Highest values of coefficients of variation in the annual maximum series of rainfall were observed for durations of over 600 min at the stations of the coastal region of Santa Catarina.

From Galilean-invariant to relativistic wave equations

Through an imaginary change of coordinates in the Galilei algebra in 4 space dimensions and making use of an original idea of Dirac and Lvy-Leblond, we are able to obtain the relativistic equations of Dirac and of Bargmann and Wigner starting with the (Galilean-invariant) Schrdinger equation.

Nonlinear Saffman-Taylor instability

We show, both theoretically and experimentally, that the interface between two viscous fluids in a Hele-Shaw cell can be nonlinearly unstable before the Saffman-Taylor linear instability point is reached. We identify the family of exact elastica solutions [Nye et al., Eur. J. Phys. 5, 73 (1984)] as the unstable branch of the corresponding subcritical bifurcation which ends up at a topological singularity defined by interface pinchoff. We devise an experimental procedure to prepare arbitrary initial conditions in a Hele-Shaw cell. This is used to test the proposed bifurcation scenario and quantitatively asses its practical relevance.

Systematic weakly nonlinear analysis of interfacial instabilities in Hele-Shaw flows

We develop a systematic method to derive all orders of mode couplings in a weakly nonlinear approach to the dynamics of the interface between two immiscible viscous fluids in a Hele-Shaw cell. The method is completely general: it applies to arbitrary geometry and driving. Here we apply it to the channel geometry driven by gravity and pressure. The finite radius of convergence of the mode-coupling expansion is found. Calculation up to third-order couplings is done, which is necessary to account for the time-dependent Saffman-Taylor finger solution and the case of zero viscosity contrast. The explicit results provide relevant analytical information about the role that the viscosity contrast and the surface tension play in the dynamics of the system. We finally check the quantitative validity of different orders of approximation and a resummation scheme against a physically relevant, exact time-dependent solution. The agreement between the low-order approximations and the exact solution is excellent within the radius of convergence, and is even reasonably good beyond this radius.

Systematic weakly nonlinear analysis of radial viscous fingering

We present a weakly nonlinear analysis of the interface dynamics in a radial Hele-Shaw cell driven by both injection and rotation. We extend the systematic expansion introduced in [E. Alvarez-Lacalle et al., Phys. Rev. E 64, 016302 (2001)] to the radial geometry, and compute explicitly the first nonlinear contributions. We also find the necessary and sufficient condition for the uniform convergence of the nonlinear expansion. Within this region of convergence, the analytical predictions at low orders are compared satisfactorily to exact solutions and numerical integration of the problem. This is particularly remarkable in configurations (with no counterpart in the channel geometry) for which the interplay between injection and rotation allows that condition to be satisfied at all times. In the case of the purely centrifugal forcing we demonstrate that nonlinear couplings make the interface more unstable for lower viscosity contrast between the fluids.