Linear gaussian computations for near-exact Bayesian Monte Carlo inference in skewed alpha-stable time series models

In this paper we study parameter estimation for time series with asymmetric α-stable innovations. The proposed methods use a Poisson sum series representation (PSSR) for the asymmetric α-stable noise to express the process in a conditionally Gaussian framework. That allows us to implement Bayesian parameter estimation using Markov chain Monte Carlo (MCMC) methods. We further enhance the series representation by introducing a novel approximation of the series residual terms in which we are able to characterise the mean and variance of the approximation. Simulations illustrate the proposed framework applied to linear time series, estimating the model parameter values and model order P for an autoregressive (AR(P)) model driven by asymmetric α-stable innovations. © 2012 IEEE.

A SINGULAR EXACT SOLUTION FOR NONLINEAR SHALLOW-WATER ON A ROTATING EARTH

In this paper, we present an exact solution for nonlinear shallow water on a rotating planet. It is a kind of solitary waves with always negative wave height and a celerity smaller than linear shallow water propagation speed square-root gh. In fact, it propagates with a speed equal to (1 + a/h) square-root gh(1 + a/h) where a is the negative wave height. The lowest point of the water surface is a singular point where the first order derivative has a discontinuity of the first kind. The horizontal scale of the wave has actually no connection with the water depth.

Exact solution for a fermion in the background of a scalar inversely linear potential

The problem of a fermion subject to a general scalar potential in a two-dimensional world is mapped into a Sturm-Liouville problem for nonzero eigenenergies. The searching for possible bounded solutions is done in the circumstance of power-law potentials. The normalizable zero-eigenmode solutions are also searched. For the specific case of an inversely linear potential, which gives rise to an effective Kratzer potential, exact bounded solutions are found in closed form. The behaviour of the upper and lower components of the Dirac spinor is discussed in detail and some unusual results are revealed. (C) 2004 Elsevier B.V. All rights reserved.

A fluorescence probe study of gemini surfactants in aqueous solution: a comparison between n-2-n and n-6-n series of the alkanediyl-a,w-bis (dimethylalkylammonium bromides)

Two series of alkanediyl-a,w-bis (dimethylalkylammonium bromide (n-2-n and n-6-n; n=8, 10,12, and 16) have been synthesized and their micelles properties studied in aqueous solution using pyrene, pyrenecarboxaldehyde (PCA) and 1,8 anilinonaphtalene sulfonic acid sodium salt (ANS) as fluorescent probes. The micelles from these surfactants have been characterized on the basis of the information provided by micelle-solubilized fluorescent probes. The obtained results indicated that the surfactant concentration at which a marked decrease in l max parameter of pyrenecarboxaldehyde (PCA) occurs corresponds to the CMC determined by conductimetric measurements. Changes in the emission spectra of ANS and PCA observed in the submicellar range for both surfactants series (n-2-n and n-6-n) were interpreted as formation of pre-aggregates. It was found that the dimeric surfactants with long spacer (s= 6) form more hydrated aggregates when compared with those formed by the n-2-n and CnTAB surfactants series. This was attributed to a more difficult packing of n-6-n surfactant molecules to form micelles.

Exact solution for a three-dimensional three-body problem with harmonic interactions

The three-dimensional three-body problem with non-equal masses interacting through pairwise harmonic forces of non-equal strengths is analysed. It is shown that the Jacobi coordinates per se do not decouple this problem but lead to the problem of two coupled three-dimensional harmonic oscillators which becomes exactly soluble through the use of an additional coordinate set.

Exact Solution of the Elastica with Transverse Shear Effects

A new derivation of Euler's Elastica with transverse shear effects included is presented. The elastic potential energy of bending and transverse shear is set up. The work of the axial compression force is determined. The equation of equilibrium is derived using the variation of the total potential. Using substitution of variables an exact solution is derived. The equation is transcendental and does not have a closed form solution. It is evaluated in a dimensionless form by using a numerical procedure. Finally, numerical examples of laminates made of composite material (fiber reinforced) and sandwich panels are provided.

STRUCTURE OF THE ELECTROMAGNETIC FIELD ALLOWING EXACT SOLUTION OF THE SCHRODINGER EQUATION IN SUPERPOSITION WITH AN AHARONOV-BOHM FIELD

A charged particle is considered in a complex external electromagnetic field. The field is a superposition of an Aharonov-Bohm field and some additional field. Here we describe all additional fields known up to the present time that allow exact solution of the Schrodinger equation in a complex field.

Exact solution for the conjugate fluid-fluid problem in the thermal entrance region of laminar counterflow heat exchangers

A generalized Lévêque solution is presented for the conjugate fluid–fluid problem that arises in the thermal entrance region of laminar counterflow heat exchangers. The analysis, carried out for constant property fluids, assumes that the Prandtl and Peclet numbers are both large compared to unity, and neglects axial conduction both in the fluids and in the plate, assumed to be thermally thin. Under these conditions, the thermal entrance region admits an asymptotic self-similar description where the temperature varies as a power ϳ of the axial distance, with the particularity that the self-similarity exponent must be determined as an eigenvalue by solving a transcendental equation arising from the requirement of continuity of heat fluxes at the heat conducting wall. Specifically, the analysis reveals that j depends only on the lumped parameter ƙ = (A2/A1)1/3 (α1/α2)1/3(k2/k1), defined in terms of the ratios of the wall velocity gradients, A, thermal diffusivities, α i, and thermal conductivities,k i, of the fluids entering, 1, and exiting, 2, the heat exchanger. Moreover, it is shown that for large (small) values of K solution reduces to the classical first (second) Lévêque solution. Closed-form analytical expressions for the asymptotic temperature distributions and local heat-transfer rate in the thermal entrance region are given and compared with numerical results in the counterflow parallel-plate configuration, showing very good agreement in all cases.

Exact solution, scaling behaviour and quantum dynamics of a model of an atom-molecule Bose-Einstein condensate

0We study the exact solution for a two-mode model describing coherent coupling between atomic and molecular Bose-Einstein condensates (BEC), in the context of the Bethe ansatz. By combining an asymptotic and numerical analysis, we identify the scaling behaviour of the model and determine the zero temperature expectation value for the coherence and average atomic occupation. The threshold coupling for production of the molecular BEC is identified as the point at which the energy gap is minimum. Our numerical results indicate a parity effect for the energy gap between ground and first excited state depending on whether the total atomic number is odd or even. The numerical calculations for the quantum dynamics reveals a smooth transition from the atomic to the molecular BEC.