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.

On the construction of explicit exponential based schemes for Stiff SDEs

Trabalho apresentado Numerical Solution of Differential and Differential-Algebraic Equations (NUMDIFF-14), Halle, 7-11 Sep 2015

Temporal variability of soil CO2 emission after conventional and reduced tillage described by an exponential decay in time model

A quantificação do impacto das práticas de preparo sobre as perdas de carbono do solo é dependente da habilidade de se descrever a variabilidade temporal da emissão de CO2 do solo após preparo. Tem sido sugerido que as grandes quantidades de CO2 emitido após o preparo do solo podem servir como um indicador das modificações nos estoques de carbono do solo em longo termo. Neste trabalho é apresentado um modelo de duas partes baseado na temperatura e na umidade do solo e que inclui um termo exponencial decrescente do tempo que é eficiente no ajuste das emissões intermediárias após preparo: arado de disco seguido de uma passagem com a grade niveladora (convencional) e escarificador de arrasto seguido da passagem com rolo destorroador (reduzido). As emissões após o preparo do solo são descritas utilizando-se estimativa não linear com um coeficiente de determinação (R²) tão alto quanto 0.98 após preparo reduzido. Os resultados indicam que nas previsões da emissão de CO2 após o preparo do solo é importante considerar um termo exponencial decrescente no tempo após preparo.

The Poisson-exponential regression model under different latent activation schemes

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Exact closed-form solutions of the Dirac equation with a scalar exponential potential

The problem of a fermion subject to a general scalar potential in a two-dimensional world for nonzero eigenenergies is mapped into a Sturm-Liouville problem for the upper component of the Dirac spinor. In the specific circumstance of an exponential potential, we have an effective Morse potential which reveals itself as an essentially relativistic problem. Exact bound solutions are found in closed form for this problem. The behaviour of the upper and lower components of the Dirac spinor is discussed in detail, particularly the existence of zero modes. (c) 2005 Elsevier B.v. All rights reserved.

Describing fatigue crack growth and load ratio effects in Al 2524 T3 alloy with an enhanced exponential model

The fatigue crack behavior in metals and alloys under constant amplitude test conditions is usually described by relationships between the crack growth rate da/dN and the stress intensity factor range Delta K. In the present work, an enhanced two-parameter exponential equation of fatigue crack growth was introduced in order to describe sub-critical crack propagation behavior of Al 2524-T3 alloy, commonly used in aircraft engineering applications. It was demonstrated that besides adequately correlating the load ratio effects, the exponential model also accounts for the slight deviations from linearity shown by the experimental curves. A comparison with Elber, Kujawski and "Unified Approach" models allowed for verifying the better performance, when confronted to the other tested models, presented by the exponential model. (C) 2012 Elsevier Ltd. All rights reserved.

Stretched-exponential behavior and random walks on diluted hypercubic lattices

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

LOSS of EXPONENTIAL STABILITY FOR A THERMOELASTIC SYSTEM WITH MEMORY

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Escape and transport for an open bouncer: Stretched exponential decays

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Uniform exponential dichotomy and continuity of attractors for singularly perturbed damped wave equations

For eta >= 0, we consider a family of damped wave equations u(u) + eta Lambda 1/2u(t) + au(t) + Lambda u = f(u), t > 0, x is an element of Omega subset of R-N, where -Lambda denotes the Laplacian with zero Dirichlet boundary condition in L-2(Omega). For a dissipative nonlinearity f satisfying a suitable growth restrictions these equations define on the phase space H-0(1)(Omega) x L-2(Omega) semigroups {T-eta(t) : t >= 0} which have global attractors A(eta) eta >= 0. We show that the family {A(eta)}(eta >= 0), behaves upper and lower semi-continuously as the parameter eta tends to 0(+).

Exponential decay for Kirchhoff wave equation with nonlocal condition in a noncylindrical domain

In this paper, we prove the exponential decay as time goes to infinity of regular solutions of the problem for the Kirchhoff wave equation with nonlocal condition and weak dampingu(tt) - M (\\delU\\(2)(2)) Deltau + integral(0)(t) g(t - s)Deltau(.,s) ds + alphau(t) = 0, in (Q) over cap,where (Q) over cap is a noncylindrical domain of Rn+1 (n greater than or equal to 1) with the lateral boundary (&USigma;) over cap and alpha is a positive constant. (C) 2004 Elsevier Ltd. All rights reserved.

The complementary exponential power lifetime model

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Bayesian estimation of generalized exponential distribution under noninformative priors

The generalized exponential distribution, proposed by Gupta and Kundu (1999), is a good alternative to standard lifetime distributions as exponential, Weibull or gamma. Several authors have considered the problem of Bayesian estimation of the parameters of generalized exponential distribution, assuming independent gamma priors and other informative priors. In this paper, we consider a Bayesian analysis of the generalized exponential distribution by assuming the conventional non-informative prior distributions, as Jeffreys and reference prior, to estimate the parameters. These priors are compared with independent gamma priors for both parameters. The comparison is carried out by examining the frequentist coverage probabilities of Bayesian credible intervals. We shown that maximal data information prior implies in an improper posterior distribution for the parameters of a generalized exponential distribution. It is also shown that the choice of a parameter of interest is very important for the reference prior. The different choices lead to different reference priors in this case. Numerical inference is illustrated for the parameters by considering data set of different sizes and using MCMC (Markov Chain Monte Carlo) methods.