Weighted and two-stage least squares estimation of semiparametric truncated regression models

This paper provides a root-n consistent, asymptotically normal weighted least squares estimator of the coefficients in a truncated regression model. The distribution of the errors is unknown and permits general forms of unknown heteroskedasticity. Also provided is an instrumental variables based two-stage least squares estimator for this model, which can be used when some regressors are endogenous, mismeasured, or otherwise correlated with the errors. A simulation study indicates that the new estimators perform well in finite samples. Our limiting distribution theory includes a new asymptotic trimming result addressing the boundary bias in first-stage density estimation without knowledge of the support boundary. © 2007 Cambridge University Press.

A mathematical theory of stochastic microlensing. II. Random images, shear, and the Kac-Rice formula

Continuing our development of a mathematical theory of stochastic microlensing, we study the random shear and expected number of random lensed images of different types. In particular, we characterize the first three leading terms in the asymptotic expression of the joint probability density function (pdf) of the random shear tensor due to point masses in the limit of an infinite number of stars. Up to this order, the pdf depends on the magnitude of the shear tensor, the optical depth, and the mean number of stars through a combination of radial position and the star's mass. As a consequence, the pdf's of the shear components are seen to converge, in the limit of an infinite number of stars, to shifted Cauchy distributions, which shows that the shear components have heavy tails in that limit. The asymptotic pdf of the shear magnitude in the limit of an infinite number of stars is also presented. All the results on the random microlensing shear are given for a general point in the lens plane. Extending to the general random distributions (not necessarily uniform) of the lenses, we employ the Kac-Rice formula and Morse theory to deduce general formulas for the expected total number of images and the expected number of saddle images. We further generalize these results by considering random sources defined on a countable compact covering of the light source plane. This is done to introduce the notion of global expected number of positive parity images due to a general lensing map. Applying the result to microlensing, we calculate the asymptotic global expected number of minimum images in the limit of an infinite number of stars, where the stars are uniformly distributed. This global expectation is bounded, while the global expected number of images and the global expected number of saddle images diverge as the order of the number of stars. © 2009 American Institute of Physics.

Resonant transmission near nonrobust periodic slab modes.

We present a precise theoretical explanation and prediction of certain resonant peaks and dips in the electromagnetic transmission coefficient of periodically structured slabs in the presence of nonrobust guided slab modes. We also derive the leading asymptotic behavior of the related phenomenon of resonant enhancement near the guided mode. The theory applies to structures in which losses are negligible and to very general geometries of the unit cell. It is based on boundary-integral representations of the electromagnetic fields. These depend on the frequency and on the Bloch wave vector and provide a complex-analytic connection in these parameters between generalized scattering states and guided slab modes. The perturbation of three coincident zeros-those of the dispersion relation for slab modes, the reflection constant, and the transmission constant-is central to calculating transmission anomalies both for lossless dielectric materials and for perfect metals.

Two Antarctic penguin genomes reveal insights into their evolutionary history and molecular changes related to the Antarctic environment.

BACKGROUND: Penguins are flightless aquatic birds widely distributed in the Southern Hemisphere. The distinctive morphological and physiological features of penguins allow them to live an aquatic life, and some of them have successfully adapted to the hostile environments in Antarctica. To study the phylogenetic and population history of penguins and the molecular basis of their adaptations to Antarctica, we sequenced the genomes of the two Antarctic dwelling penguin species, the Adélie penguin [Pygoscelis adeliae] and emperor penguin [Aptenodytes forsteri]. RESULTS: Phylogenetic dating suggests that early penguins arose ~60 million years ago, coinciding with a period of global warming. Analysis of effective population sizes reveals that the two penguin species experienced population expansions from ~1 million years ago to ~100 thousand years ago, but responded differently to the climatic cooling of the last glacial period. Comparative genomic analyses with other available avian genomes identified molecular changes in genes related to epidermal structure, phototransduction, lipid metabolism, and forelimb morphology. CONCLUSIONS: Our sequencing and initial analyses of the first two penguin genomes provide insights into the timing of penguin origin, fluctuations in effective population sizes of the two penguin species over the past 10 million years, and the potential associations between these biological patterns and global climate change. The molecular changes compared with other avian genomes reflect both shared and diverse adaptations of the two penguin species to the Antarctic environment.

A theory of hypoellipticity and unique ergodicity for semilinear stochastic PDEs

We present a theory of hypoellipticity and unique ergodicity for semilinear parabolic stochastic PDEs with "polynomial" nonlinearities and additive noise, considered as abstract evolution equations in some Hilbert space. It is shown that if Hörmander's bracket condition holds at every point of this Hilbert space, then a lower bound on the Malliavin covariance operatorμt can be obtained. Informally, this bound can be read as "Fix any finite-dimensional projection on a subspace of sufficiently regular functions. Then the eigenfunctions of μt with small eigenvalues have only a very small component in the image of Π." We also show how to use a priori bounds on the solutions to the equation to obtain good control on the dependency of the bounds on the Malliavin matrix on the initial condition. These bounds are sufficient in many cases to obtain the asymptotic strong Feller property introduced in [HM06]. One of the main novel technical tools is an almost sure bound from below on the size of "Wiener polynomials," where the coefficients are possibly non-adapted stochastic processes satisfying a Lips chitz condition. By exploiting the polynomial structure of the equations, this result can be used to replace Norris' lemma, which is unavailable in the present context. We conclude by showing that the two-dimensional stochastic Navier-Stokes equations and a large class of reaction-diffusion equations fit the framework of our theory.

Cyclic Pursuit: Symmetry, Reduction and Nonlinear Dynamics

In this dissertation, we explore the use of pursuit interactions as a building block for collective behavior, primarily in the context of constant bearing (CB) cyclic pursuit. Pursuit phenomena are observed throughout the natural environment and also play an important role in technological contexts, such as missile-aircraft encounters and interactions between unmanned vehicles. While pursuit is typically regarded as adversarial, we demonstrate that pursuit interactions within a cyclic pursuit framework give rise to seemingly coordinated group maneuvers. We model a system of agents (e.g. birds, vehicles) as particles tracing out curves in the plane, and illustrate reduction to the shape space of relative positions and velocities. Introducing the CB pursuit strategy and associated pursuit law, we consider the case for which agent i pursues agent i+1 (modulo n) with the CB pursuit law. After deriving closed-loop cyclic pursuit dynamics, we demonstrate asymptotic convergence to an invariant submanifold (corresponding to each agent attaining the CB pursuit strategy), and proceed by analysis of the reduced dynamics restricted to the submanifold. For the general setting, we derive existence conditions for relative equilibria (circling and rectilinear) as well as for system trajectories which preserve the shape of the collective (up to similarity), which we refer to as pure shape equilibria. For two illustrative low-dimensional cases, we provide a more comprehensive analysis, deriving explicit trajectory solutions for the two-particle "mutual pursuit" case, and detailing the stability properties of three-particle relative equilibria and pure shape equilibria. For the three-particle case, we show that a particular choice of CB pursuit parameters gives rise to remarkable almost-periodic trajectories in the physical space. We also extend our study to consider CB pursuit in three dimensions, deriving a feedback law for executing the CB pursuit strategy, and providing a detailed analysis of the two-particle mutual pursuit case. We complete the work by considering evasive strategies to counter the motion camouflage (MC) pursuit law. After demonstrating that a stochastically steering evader is unable to thwart the MC pursuit strategy, we propose a (deterministic) feedback law for the evader and demonstrate the existence of circling equilibria for the closed-loop pursuer-evader dynamics.

PenPC: A two-step approach to estimate the skeletons of high-dimensional directed acyclic graphs.

Estimation of the skeleton of a directed acyclic graph (DAG) is of great importance for understanding the underlying DAG and causal effects can be assessed from the skeleton when the DAG is not identifiable. We propose a novel method named PenPC to estimate the skeleton of a high-dimensional DAG by a two-step approach. We first estimate the nonzero entries of a concentration matrix using penalized regression, and then fix the difference between the concentration matrix and the skeleton by evaluating a set of conditional independence hypotheses. For high-dimensional problems where the number of vertices p is in polynomial or exponential scale of sample size n, we study the asymptotic property of PenPC on two types of graphs: traditional random graphs where all the vertices have the same expected number of neighbors, and scale-free graphs where a few vertices may have a large number of neighbors. As illustrated by extensive simulations and applications on gene expression data of cancer patients, PenPC has higher sensitivity and specificity than the state-of-the-art method, the PC-stable algorithm.

Hermeneutics, accreting receptions, hypermedia: A tool for reference versus a tool for instruction

We provide a select overview of tools supporting traditional Jewish learning. Then we go on to discuss our own HyperJoseph/HyperIsaac project in instructional hypermedia. Its application is to teaching, teacher training, and self-instruction in given Bible passages. The treatment of two narratives has been developed thus far. The tool enables an analysis of the text in several respects: linguistic, narratological, etc. Moreover, the Scriptures' focality throughout the cultural history makes this domain of application particularly challenging, in that there is a requirement for the tool to encompass the accretion of receptions in the cultural repertoire, i.e., several layers of textual traditions—either hermeneutic (i.e., interpretive), or appropriations—related to the given core passage, thus including "secondary" texts (i.e., such that are responding or derivative) from as disparate realms as Roman-age and later homiletics, Medieval and later commentaries or supercommentaries, literary appropriations, references to the arts and modern scholarship, etc. in particular, the Midrash (homiletic expansions) is adept at narrative gap filling, so the narratives mushroom at the interstices where the primary text is silent. The genealogy of the project is rooted in Weiss' index of novelist Agnon's writings, which was eventually upgraded into a hypertextual tool, including Agnon's full-text and ancillary materials. Those early tools being intended primarily for reference and research-support in literary studies, the Agnon hypertext system was initially emulated in the conception of HyperJoseph, which is applied to the Joseph story from Genesis. Then, the transition from a tool for reference to an instructional tool required a thorough reconception in an educational perspective, which led to HyperIsaac, on the sacrifice of Isaac, and to a redesign and upgrade of HyperJoseph as patterned after HyperIsaac.

Tree species-area and species-diameter relationships at three lowland rain forest sites in Sumatra

Data from three forest sites in Sumatra (Batang Ule, Pasirmayang and Tebopandak) have been analysed and compared for the effects of sample area cut-off, and tree diameter cut-off. An 'extended inverted exponential model' is shown to be well suited to fitting tree-species-area curves. The model yields species carrying capacities of 680 for Batang Ule, 380 species for Pasirmayang, and 35 for Tebopandak (tree diameter >10cm). It would seem that in terms of species carrying capacity, Tebopandak and Pasirmayang are rather similar, and both less diverse than the hilly Batang Ule site. In terms of conservation policy, this would mean that rather more emphasis should be put on conserving hilly sites on a granite substratum. For Pasirmayang with tree diameter >3cm, the asymptotic species number estimate is 567, considerably higher than the estimate of 387 species for trees with diameter >10cm. It is clear that the diameter cut-off has a major impact on the estimate of the species carrying capacity. A conservative estimate of the total number of tree species in the Pasirmayang region is 632 species! In sampling exercises, the diameter cut-off should not be chosen lightly, and it may be worth adopting field sampling procedures which involve some subsampling of the primary sample area, where the diameter cut-off is set much lower than in the primary plots.

A semi-Lagrangian finite volume method for Newtonian contraction flows

A new finite volume method for solving the incompressible Navier--Stokes equations is presented. The main features of this method are the location of the velocity components and pressure on different staggered grids and a semi-Lagrangian method for the treatment of convection. An interpolation procedure based on area-weighting is used for the convection part of the computation. The method is applied to flow through a constricted channel, and results are obtained for Reynolds numbers, based on half the flow rate, up to 1000. The behavior of the vortex in the salient corner is investigated qualitatively and quantitatively, and excellent agreement is found with the numerical results of Dennis and Smith [Proc. Roy. Soc. London A, 372 (1980), pp. 393-414] and the asymptotic theory of Smith [J. Fluid Mech., 90 (1979), pp. 725-754].

Moment decay rates of solutions of stochastic differential equations

The objective of this paper is to investigate the p-ίh moment asymptotic stability decay rates for certain finite-dimensional Itό stochastic differential equations. Motivated by some practical examples, the point of our analysis is a special consideration of general decay speeds, which contain as a special case the usual exponential or polynomial type one, to meet various situations. Sufficient conditions for stochastic differential equations (with variable delays or not) are obtained to ensure their asymptotic properties. Several examples are studied to illustrate our theory.

Pseudo-spectral solutions for fluid flow and heat transfer in electro-metallurgical applications

The pseudo-spectral solution method offers a flexible and fast alternative to the more usual finite element/volume/difference methods, particularly when the long-time transient behaviour of a system is of interest. Since the exact solution is obtained at the grid collocation points superior accuracy can be achieved on modest grid resolution. Furthermore, the grid can be freely adapted with time and in space, to particular flow conditions or geometric variations. This is especially advantageous where strongly coupled, time-dependent, multi-physics solutions are investigated. Examples include metallurgical applications involving the interaction of electromagnetic fields and conducting liquids with a free sutface. The electromagnetic field then determines the instantaneous liquid volume shape and the liquid shape affects in turn the electromagnetic field. In AC applications a thin "skin effect" region results on the free surface that dominates grid requirements. Infinitesimally thin boundary cells can be introduced using Chebyshev polynomial expansions without detriment to the numerical accuracy. This paper presents a general methodology of the pseudo-spectral approach and outlines the solution procedures used. Several instructive example applications are given: the aluminium electrolysis MHD problem, induction melting and stirring and the dynamics of magnetically levitated droplets in AC and DC fields. Comparisons to available analytical solutions and to experimental measurements will be discussed.

Uniqueness criteria for continuous-time Markov chains with general transition structures

We derive necessary and sufficient conditions for the existence of bounded or summable solutions to systems of linear equations associated with Markov chains. This substantially extends a famous result of G. E. H. Reuter, which provides a convenient means of checking various uniqueness criteria for birth-death processes. Our result allows chains with much more general transition structures to be accommodated. One application is to give a new proof of an important result of M. F. Chen concerning upwardly skip-free processes. We then use our generalization of Reuter's lemma to prove new results for downwardly skip-free chains, such as the Markov branching process and several of its many generalizations. This permits us to establish uniqueness criteria for several models, including the general birth, death, and catastrophe process, extended branching processes, and asymptotic birth-death processes, the latter being neither upwardly skip-free nor downwardly skip-free.

Differences in performance among four indices used to evaluate diversity in planktonic ecosystems

The performance of four common estimators of diversity are investigated using calanoid copepod data from the Continuous Plankton Recorder (CPR) survey. The region of the North Atlantic and the North Sea was divided into squares of 400 nautical miles for each 2-month period. For each 144 possible cases, Pielou's pooled quadrat method was performed with the aims of determining asymptotic diversity and investigating the CPR sample-size dependence of diversity estimators. It is shown that the performance of diversity indices may greatly vary in space and time (at a seasonal scale). This dependence is more pronounced in higher diverse environments and when the sample size is small. Despite results showing that all estimators underestimate the `actual' diversity, comparison of sites remained reliable from a few pooled CPR samples. Using more than one CPR sample, the Gini coefficient appears to be a better diversity estimator than any other indices and spatial or temporal comparisons are highly satisfactory. In situations where comparative studies are needed but only one CPR sample is available, taxonomic richness was the preferred method of estimating diversity. Recommendations are proposed to maximise the efficiency of diversity estimations with the CPR data.

Towards an integrated forecasting system for pelagic fisheries

First results of a coupled modeling and forecasting system for the pelagic fisheries are being presented. The system consists currently of three mathematically fundamentally different model subsystems: POLCOMS-ERSEM providing the physical-biogeochemical environment implemented in the domain of the North-West European shelf and the SPAM model which describes sandeel stocks in the North Sea. The third component, the SLAM model, connects POLCOMS-ERSEM and SPAM by computing the physical-biological interaction. Our major experience by the coupling model subsystems is that well-defined and generic model interfaces are very important for a successful and extendable coupled model framework. The integrated approach, simulating ecosystem dynamics from physics to fish, allows for analysis of the pathways in the ecosystem to investigate the propagation of changes in the ocean climate and lower trophic levels to quantify the impacts on the higher trophic level, in this case the sandeel population, demonstrated here on the base of hindcast data. The coupled forecasting system is tested for some typical scientific questions appearing in spatial fish stock management and marine spatial planning, including determination of local and basin scale maximum sustainable yield, stock connectivity and source/sink structure. Our presented simulations indicate that sandeels stocks are currently exploited close to the maximum sustainable yield, but large uncertainty is associated with determining stock maximum sustainable yield due to stock eigen dynamics and climatic variability. Our statistical ensemble simulations indicates that the predictive horizon set by climate interannual variability is 2–6 yr, after which only an asymptotic probability distribution of stock properties, like biomass, are predictable.