945 resultados para asymptotic preserving


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The family of distributions proposed by Birnbaum and Saunders (1969) can be used to model lifetime data and it is widely applicable to model failure times of fatiguing materials. We give a simple matrix formula of order n(-1/2), where n is the sample size, for the skewness of the distributions of the maximum likelihood estimates of the parameters in Birnbaum-Saunders nonlinear regression models, recently introduced by Lemonte and Cordeiro (2009). The formula is quite suitable for computer implementation, since it involves only simple operations on matrices and vectors, in order to obtain closed-form skewness in a wide range of nonlinear regression models. Empirical and real applications are analyzed and discussed. (C) 2010 Elsevier B.V. All rights reserved.

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Multiple sclerosis (MS) is a progressive inflammatory and/or demyelinating disease of the human central nervous system (CNS). Most of the knowledge about the pathogenesis of MS has been derived from murine models, such as experimental autoimmune encephalomyelitis and vital encephalomyelitis. Here, we infected female C57BL/6 mice with a neurotropic strain of the mouse hepatitis virus (MHV-59A) to evaluate whether treatment with the multifunctional antioxidant tempol (4-hydroxy-2,2,6,6-tetramethyl-1-piperidinyloxy) affects the ensuing encephalomyelitis. In untreated animals, neurological symptoms developed quickly: 90% of infected mice died 10 days after virus inoculation and the few survivors presented neurological deficits. Treatment with tempol (24 mg/kg, ip, two doses on the first day and daily doses for 7 days plus 2 mM tempol in the drinking water ad libitum) profoundly altered the disease outcome: neurological symptoms were attenuated, mouse survival increased up to 70%, and half of the survivors behaved as normal mice. Not Surprisingly, tempol substantially preserved the integrity of the CNS, including the blood-brain barrier. Furthermore, treatment with tempol decreased CNS vital titers, macrophage and T lymphocyte infiltration, and levels of markers of inflammation, such as expression of inducible nitric oxide synthase, transcription of tumor necrosis factor-alpha and interferon-gamma, and protein nitration. The results indicate that tempol ameliorates murine viral encephalomyelitis by altering the redox status of the infectious environment that contributes to an attenuated CNS inflammatory response. overall, our study supports the development of therapeutic strategies based on nitroxides to manage neuroinflammatory diseases, including MS. (C) 2009 Elsevier Inc. All rights reserved.

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Esta dissertação se propõe ao estudo de inferência usando estimação por método generalizado dos momentos (GMM) baseado no uso de instrumentos. A motivação para o estudo está no fato de que sob identificação fraca dos parâmetros, a inferência tradicional pode levar a resultados enganosos. Dessa forma, é feita uma revisão dos mais usuais testes para superar tal problema e uma apresentação dos arcabouços propostos por Moreira (2002) e Moreira & Moreira (2013), e Kleibergen (2005). Com isso, o trabalho concilia as estatísticas utilizadas por eles para realizar inferência e reescreve o teste score proposto em Kleibergen (2005) utilizando as estatísticas de Moreira & Moreira (2013), e é obtido usando a teoria assintótica em Newey & McFadden (1984) a estatística do teste score ótimo. Além disso, mostra-se a equivalência entre a abordagem por GMM e a que usa sistema de equações e verossimilhança para abordar o problema de identificação fraca.

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We discuss a general approach to building non-asymptotic confidence bounds for stochastic optimization problems. Our principal contribution is the observation that a Sample Average Approximation of a problem supplies upper and lower bounds for the optimal value of the problem which are essentially better than the quality of the corresponding optimal solutions. At the same time, such bounds are more reliable than “standard” confidence bounds obtained through the asymptotic approach. We also discuss bounding the optimal value of MinMax Stochastic Optimization and stochastically constrained problems. We conclude with a small simulation study illustrating the numerical behavior of the proposed bounds.

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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Markovian algorithms for estimating the global maximum or minimum of real valued functions defined on some domain Omega subset of R-d are presented. Conditions on the search schemes that preserve the asymptotic distribution are derived. Global and local search schemes satisfying these conditions are analysed and shown to yield sharper confidence intervals when compared to the i.i.d. case.

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The sensitivity of parameters that govern the stability of population size in Chrysomya albiceps and describe its spatial dynamics was evaluated in this study. The dynamics was modeled using a density-dependent model of population growth. Our simulations show that variation in fecundity and mainly in survival has marked effect on the dynamics and indicates the possibility of transitions from one-point equilibrium to bounded oscillations. C. albiceps exhibits a two-point limit cycle, but the introduction of diffusive dispersal induces an evident qualitative shift from two-point limit cycle to a one fixed-point dynamics. Population dynamics of C. albiceps is here compared to dynamics of Cochliomyia macellaria, C. megacephala and C. putoria.

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The equilibrium dynamics of native and introduced blowflies is modelled using a density-dependent model of population growth that takes into account important features of the life-history in these flies. A theoretical analysis indicates that the product of maximum fecundity and survival is the primary determinant of the dynamics. Cochliomyia macellaria, a blowfly native to the Americas and the introduced Chrysomya megacephala and Chrysomya putoria, differ in their dynamics in that the first species shows a damping oscillatory behavior leading to a one-point equilibrium, whereas in the last two species population numbers show a two-point limit cycle. Simulations showed that variation in fecundity has a marked effect on the dynamics and indicates the possibility of transitions from one-point equilibrium to bounded oscillations and aperiodic behavior. Variation in survival has much less influence on the dynamics.

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

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Let p be a prime, and let zeta(p) be a primitive p-th root of unity. The lattices in Craig's family are (p - 1)-dimensional and are geometrical representations of the integral Z[zeta(p)]-ideals < 1 - zeta(p)>(i), where i is a positive integer. This lattice construction technique is a powerful one. Indeed, in dimensions p - 1 where 149 <= p <= 3001, Craig's lattices are the densest packings known. Motivated by this, we construct (p - 1)(q - 1)-dimensional lattices from the integral Z[zeta(pq)]-ideals < 1 - zeta(p)>(i) < 1 - zeta(q)>(j), where p and q are distinct primes and i and fare positive integers. In terms of sphere-packing density, the new lattices and those in Craig's family have the same asymptotic behavior. In conclusion, Craig's family is greatly extended while preserving its sphere-packing properties.

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Asymptotic 'soliton train' solutions of integrable wave equations described by inverse scattering transform method with second-order scalar eigenvalue problem are considered. It is shown that if asymptotic solution can be presented as a modulated one-phase nonlinear periodic wavetrain, then the corresponding Baker-Akhiezer function transforms into quasiclassical eigenfunction of the linear spectral problem in weak dispersion limit for initially smooth pulses. In this quasiclassical limit the corresponding eigenvalues can be calculated with the use of the Bohr Sommerfeld quantization rule. The asymptotic distributions of solitons parameters obtained in this way specify the solution of the Whitham equations. (C) 2001 Elsevier B.V. B.V. All rights reserved.

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We work on some general extensions of the formalism for theories which preserve the relativity of inertial frames with a nonlinear action of the Lorentz transformations on momentum space. Relativistic particle models invariant under the corresponding deformed symmetries are presented with particular emphasis on deformed dilatation transformations. The algebraic transformations relating the deformed symmetries with the usual (undeformed) ones are provided in order to preserve the Lorentz algebra. Two distinct cases are considered: a deformed dilatation transformation with a spacelike preferred direction and a very special relativity embedding with a lightlike preferred direction. In both analysis we consider the possibility of introducing quantum deformations of the corresponding symmetries such that the spacetime coordinates can be reconstructed and the particular form of the real space-momentum commutator remains covariant. Eventually feasible experiments, for which the nonlinear Lorentz dilatation effects here pointed out may be detectable, are suggested.

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Asymptotic soliton trains arising from a 'large and smooth' enough initial pulse are investigated by the use of the quasiclassical quantization method for the case of Kaup-Boussinesq shallow water equations. The parameter varying along the soliton train is determined by the Bohr-Sommerfeld quantization rule which generalizes the usual rule to the case of 'two potentials' h(0)(x) and u(0)(x) representing initial distributions of height and velocity, respectively. The influence of the initial velocity u(0)(x) on the asymptotic stage of the evolution is determined. Excellent agreement of numerical solutions of the Kaup-Boussinesq equations with predictions of the asymptotic theory is found. (C) 2003 Elsevier B.V. All rights reserved.