Exact and approximate Bayesian inference for low count time series models with intractable likelihoods

In this paper we present a new simulation methodology in order to obtain exact or approximate Bayesian inference for models for low-valued count time series data that have computationally demanding likelihood functions. The algorithm fits within the framework of particle Markov chain Monte Carlo (PMCMC) methods. The particle filter requires only model simulations and, in this regard, our approach has connections with approximate Bayesian computation (ABC). However, an advantage of using the PMCMC approach in this setting is that simulated data can be matched with data observed one-at-a-time, rather than attempting to match on the full dataset simultaneously or on a low-dimensional non-sufficient summary statistic, which is common practice in ABC. For low-valued count time series data we find that it is often computationally feasible to match simulated data with observed data exactly. Our particle filter maintains $N$ particles by repeating the simulation until $N+1$ exact matches are obtained. Our algorithm creates an unbiased estimate of the likelihood, resulting in exact posterior inferences when included in an MCMC algorithm. In cases where exact matching is computationally prohibitive, a tolerance is introduced as per ABC. A novel aspect of our approach is that we introduce auxiliary variables into our particle filter so that partially observed and/or non-Markovian models can be accommodated. We demonstrate that Bayesian model choice problems can be easily handled in this framework.

Series in vector spherical harmonics : an efficient tool for solution of nonlinear problems in spherical plasmas

The series expansion of the plasma fields and currents in vector spherical harmonics has been demonstrated to be an efficient technique for solution of nonlinear problems in spherically bounded plasmas. Using this technique, it is possible to describe the nonlinear plasma response to the rotating high-frequency magnetic field applied to the magnetically confined plasma sphere. The effect of the external magnetic field on the current drive and field configuration is studied. The results obtained are important for continuous current drive experiments in compact toruses. © 2000 American Institute of Physics.

Exact analysis of simply supported rhombic plates under uniform pressure

The simply supported rhombic plate under transverse load has received extensive attention from elasticians, applied mathematicians and engineers. All known solutions are based on approximate procedures. Now, an exact solution in a fast converging explicit series form is derived for this problem, by applying Stevenson's tentative approach with complex variables. Numerical values for the central deflexion and moments are obtained for various corner angles. The present solution provides a basis for assessing the accuracy of approximate methods for analysing problems of skew plates or domains.

Finite field computation technique for exact solution of systems of linear equations and interval linear programming problems

An error-free computational approach is employed for finding the integer solution to a system of linear equations, using finite-field arithmetic. This approach is also extended to find the optimum solution for linear inequalities such as those arising in interval linear programming probloms.

Exact solution for the unsteady flow and heat transfer between eccentrically rotating disks

The unsteady heat transfer associated with flow due to eccentrically rotating disks considered by Ramachandra Rao and Kasiviswanathan (1987) is studied via reformulation in terms of cylindrical polar coordinates. The corresponding exact solution of the energy equation is presented when the upper and lower disks are subjected to steady and unsteady temperatures. For an unsteady flow with nonzero mean, the energy equation can be solved by prescribing the temperature on the disk as a sum of steady and oscillatory parts

Exact solution for the unsteady motion of a viscous-fluid in a porous annulus

An exact solution to the problem of time-dependent motion of a viscous fluid in an annulus with porous walls is obtained under the assumption that the rate of suction at one wall is equal to the rate of injection at the other. Finite Hankel transform is used to obtain a closed-form solution for the axial velocity. The average axial velocity profiles are depicted graphically.

Exact traveling- wave solution for model geophysical systems

Exact traveling-wave solutions of time-dependent nonlinear inhomogeneous PDEs, describing several model systems in geophysical fluid dynamics, are found. The reduced nonlinear ODEs are treated as systems of linear algebraic equations in the derivatives. A variety of solutions are found, depending on the rank of the algebraic systems. The geophysical systems include acoustic gravity waves, inertial waves, and Rossby waves. The solutions describe waves which are, in general, either periodic or monoclinic. The present approach is compared with the earlier one due to Grundland (1974) for finding exact solutions of inhomogeneous systems of nonlinear PDEs.

Exact Solution of a One-Dimensional Multicomponent Lattice Gas with Hyperbolic Interaction

We present the exact solution to a one-dimensional multicomponent quantum lattice model interacting by an exchange operator which falls off as the inverse sinh square of the distance. This interaction contains a variable range as a parameter and can thus interpolate between the known solutions for the nearest-neighbor chain and the inverse-square chain. The energy, susceptibility, charge stiffness, and the dispersion relations for low-lying excitations are explicitly calculated for the absolute ground state, as a function of both the range of the interaction and the number of species of fermions.

Dynamics of pulled desorption with effects of excluded-volume interaction: The p-Laplacian diffusion equation and its exact solution

We analyze the dynamics of desorption of a polymer molecule which is pulled at one of its ends with force f, trying to desorb it. We assume a monomer to desorb when the pulling force on it exceeds a critical value f(c). We formulate an equation for the average position of the n-th monomer, which takes into account excluded-volume interaction through the blob-picture of a polymer under external constraints. The approach leads to a diffusion equation with a p-Laplacian for the propagation of the stretching along the chain. This has to be solved subject to a moving boundary condition. Interestingly, within this approach, the problem can be solved exactly in the trumpet, stem-flower and stem regimes. In the trumpet regime, we get tau = tau(0)n(d)(2), where n(d) is the number of monomers that have desorbed at the time tau. tau(0) is known only numerically, but for f close to f(c), it is found to be tau(0) similar to f(c)/(f(2/3) - f(c)(2/3)) If one used simple Rouse dynamics, this result would change to tau similar to f(c)n(d)(2)/(f - f(c)). In the other regimes too, one can find exact solution, and interestingly, in all regimes tau similar to n(d)(2). Copyright (C) EPLA, 2011

Exact Solution of the PPP Model for Correlated Electronic States of Tetracene and Substituted Tetracene

Tetracene is an important conjugated molecule for device applications. We have used the diagrammatic valence bond method to obtain the desired states, in a Hilbert space of about 450 million singlets and 902 million triplets. We have also studied the donor/acceptor (D/A)-substituted tetracenes with D and A groups placed symmetrically about the long axis of the molecule. In these cases, by exploiting a new symmetry, which is a combination of C-2 symmetry and electron-hole symmetry, we are able to obtain their low-lying states. In the case of substituted tetracene, we find that optically allowed one-photon excitation gaps reduce with increasing D/A strength, while the lowest singlet triplet gap is only wealdy affected. In all the systems we have studied, the excited singlet state, S-i, is at more than twice the energy of the lowest triplet state and the second triplet is very close to the S-1 state. Thus, donor-acceptor-substituted tetracene could be a good candidate in photovoltaic device application as it satisfies energy criteria for singlet fission. We have also obtained the model exact second harmonic generation (SHG) coefficients using the correction vector method, and we find that the SHG responses increase with the increase in D/A strength.

An exact solution for the three-phase piezoelectric cylinder model under antiplane shear and its applications to piezoelectric composites

A three-phase piezoelectric cylinder model is proposed and an exact solution is obtained for the model under a farfield antiplane mechanical load and a far-field inplane electrical load. The three-phase model can serve as a fiber/interphase layer/matrix model, in terms of which a lot of interesting mechanical and electrical coupling phenomena induced by the interphase layer are revealed. It is found that much more serious stress and electrical field concentrations occur in the model with the interphase layer than those without any interphase layer. The three-phase model can also serve as a fiber/matrix/composite model, in terms of which a generalized self-consistent approach is developed for predicting the effective electroelastic moduli of piezoelectric composites. Numerical examples are given and discussed in detail.

I. Numerical solution of exact pair equations. II. Numerical solution of first-order pair equations

Part I

Numerical solutions to the S-limit equations for the helium ground state and excited triplet state and the hydride ion ground state are obtained with the second and fourth difference approximations. The results for the ground states are superior to previously reported values. The coupled equations resulting from the partial wave expansion of the exact helium atom wavefunction were solved giving accurate S-, P-, D-, F-, and G-limits. The G-limit is -2.90351 a.u. compared to the exact value of the energy of -2.90372 a.u.

Part II

The pair functions which determine the exact first-order wavefunction for the ground state of the three-electron atom are found with the matrix finite difference method. The second- and third-order energies for the (1s1s)¹S, (1s2s)³S, and (1s2s)¹S states of the two-electron atom are presented along with contour and perspective plots of the pair functions. The total energy for the three-electron atom with a nuclear charge Z is found to be E(Z) = -1.125•Z² +1.022805•Z-0.408138-0.025515•(1/Z)+O(1/Z²)a.u.