Problème centre-foyer et application

Dans ce mémoire, nous étudions le problème centre-foyer sur un système polynomial. Nous développons ainsi deux mécanismes permettant de conclure qu’un point singulier monodromique dans ce système non-linéaire polynomial est un centre. Le premier mécanisme est la méthode de Darboux. Cette méthode utilise des courbes algébriques invariantes dans la construction d’une intégrale première. La deuxième méthode analyse la réversibilité algébrique ou analytique du système. Un système possédant une singularité monodromique et étant algébriquement ou analytiquement réversible à ce point sera nécessairement un centre. Comme application, dans le dernier chapitre, nous considérons le modèle de Gauss généralisé avec récolte de proies.

Posterior Simulation in the Generalized Linear Model with Semiparmetric Random Effects

Generalized linear mixed models with semiparametric random effects are useful in a wide variety of Bayesian applications. When the random effects arise from a mixture of Dirichlet process (MDP) model, normal base measures and Gibbs sampling procedures based on the Pólya urn scheme are often used to simulate posterior draws. These algorithms are applicable in the conjugate case when (for a normal base measure) the likelihood is normal. In the non-conjugate case, the algorithms proposed by MacEachern and Müller (1998) and Neal (2000) are often applied to generate posterior samples. Some common problems associated with simulation algorithms for non-conjugate MDP models include convergence and mixing difficulties. This paper proposes an algorithm based on the Pólya urn scheme that extends the Gibbs sampling algorithms to non-conjugate models with normal base measures and exponential family likelihoods. The algorithm proceeds by making Laplace approximations to the likelihood function, thereby reducing the procedure to that of conjugate normal MDP models. To ensure the validity of the stationary distribution in the non-conjugate case, the proposals are accepted or rejected by a Metropolis-Hastings step. In the special case where the data are normally distributed, the algorithm is identical to the Gibbs sampler.

BRST invariant theory of a generalized 1+1 Dimensional nonlinear sigma model with topological term

We give a generalized Lagrangian density of 1 + 1 Dimensional O( 3) nonlinear sigma model with subsidiary constraints, different Lagrange multiplier fields and topological term, find a lost intrinsic constraint condition, convert the subsidiary constraints into inner constraints in the nonlinear sigma model, give the example of not introducing the lost constraint. N = 0, by comparing the example with the case of introducing the lost constraint, we obtain that when not introducing the lost constraint, one has to obtain a lot of various non-intrinsic constraints. We further deduce the gauge generator, give general BRST transformation of the model under the general conditions. It is discovered that there exists a gauge parameter beta originating from the freedom degree of BRST transformation in a general O( 3) nonlinear sigma model, and we gain the general commutation relations of ghost field.

Limit cycles of a predator-prey model with intratrophic predation

Hill, Joe M., Lloyd, Noel G., Pearson, Jane M., 'Limit cycles of a predator-prey model with intratrophic predation', Journal of Mathematical Analysis and Applications Volume 349, Issue 2, 15 January 2009, Pages 544-555

The Conway-Maxwell-Poisson-generalized gamma regression model with long-term survivors

In this paper, we proposed a flexible cure rate survival model by assuming the number of competing causes of the event of interest following the Conway-Maxwell distribution and the time for the event to follow the generalized gamma distribution. This distribution can be used to model survival data when the hazard rate function is increasing, decreasing, bathtub and unimodal-shaped including some distributions commonly used in lifetime analysis as particular cases. Some appropriate matrices are derived in order to evaluate local influence on the estimates of the parameters by considering different perturbations, and some global influence measurements are also investigated. Finally, data set from the medical area is analysed.

Thermodynamics of Ising model with infinite-range interactions by generalized canonical ensemble

In this work we present the idea of how generalized ensembles can be used to simplify the operational study of non-additive physical systems. As alternative of the usual methods of direct integration or mean-field theory, we show how the solution of the Ising model with infinite-range interactions is obtained by using a generalized canonical ensemble. We describe how the thermodynamical properties of this model in the presence of an external magnetic field are founded by simple parametric equations. Without impairing the usual interpretation, we obtain an identical critical behaviour as observed in traditional approaches.

Designs for generalized linear models with several variables and model uncertainty

Standard factorial designs sometimes may be inadequate for experiments that aim to estimate a generalized linear model, for example, for describing a binary response in terms of several variables. A method is proposed for finding exact designs for such experiments that uses a criterion allowing for uncertainty in the link function, the linear predictor, or the model parameters, together with a design search. Designs are assessed and compared by simulation of the distribution of efficiencies relative to locally optimal designs over a space of possible models. Exact designs are investigated for two applications, and their advantages over factorial and central composite designs are demonstrated.

On the generalized continuum model of dipolar solvation dynamics

The continuum model of dipolar solvation dynamics is reviewed. The effects of non-spherical molecular shapes, of non-Debye dielectric relaxation of the polar solvent and of dielectric inhomogeneity of the solvent around the solute dipole are investigated. Several new theoretical results are presented. It is found that our generalized continuum model, which takes into account the dielectric inhomogeneity of the surrounding solvent, provides a description of solvation dynamics consistent with recent experimental results.

The generalized Onsager model for the secondary flow in a high-speed rotating cylinder

The generalizations of the Onsager model for the radial boundary layer and the Carrier-Maslen model for the end-cap axial boundary layer in a high-speed rotating cylinder are formulated for studying the secondary gas flow due to wall heating and due to insertion of mass, momentum and energy into the cylinder. The generalizations have wider applicability than the original Onsager and Carrier-Maslen models, because they are not restricted to the limit A >> 1, though they are restricted to the limit R e >> 1 and a high-aspect-ratio cylinder whose length/diameter ratio is large. Here, the stratification parameter A = root m Omega(2)R(2)/2k(B)T). This parameter A is the ratio of the peripheral speed, Omega R, to the most probable molecular speed, root 2k(B)T/m, the Reynolds number Re = rho w Omega R(2)/mu, where m is the molecular mass, Omega and R are the rotational speed and radius of the cylinder, k(B) is the Boltzmann constant, T is the gas temperature, rho(w) is the gas density at wall, and mu is the gas viscosity. In the case of wall forcing, analytical solutions are obtained for the sixth-order generalized Onsager equations for the master potential, and for the fourth-order generalized Carrier-Maslen equation for the velocity potential. For the case of mass/momentum/energy insertion into the flow, the separation-of-variables procedure is used, and the appropriate homogeneous boundary conditions are specified so that the linear operators in the axial and radial directions are self-adjoint. The discrete eigenvalues and eigenfunctions of the linear operators (sixth-order and second-order in the radial and axial directions for the Onsager equation, and fourth-order and second-order in the axial and radial directions for the Carrier-Maslen equation) are determined. These solutions are compared with direct simulation Monte Carlo (DSMC) simulations. The comparison reveals that the boundary conditions in the simulations and analysis have to be matched with care. The commonly used `diffuse reflection' boundary conditions at solid walls in DSMC simulations result in a non-zero slip velocity as well as a `temperature slip' (gas temperature at the wall is different from wall temperature). These have to be incorporated in the analysis in order to make quantitative predictions. In the case of mass/momentum/energy sources within the flow, it is necessary to ensure that the homogeneous boundary conditions are accurately satisfied in the simulations. When these precautions are taken, there is excellent agreement between analysis and simulations, to within 10 %, even when the stratification parameter is as low as 0.707, the Reynolds number is as low as 100 and the aspect ratio (length/diameter) of the cylinder is as low as 2, and the secondary flow velocity is as high as 0.2 times the maximum base flow velocity. The predictions of the generalized models are also significantly better than those of the original Onsager and Carrier-Maslen models, which are restricted to thin boundary layers in the limit of high stratification parameter.

The generalized Onsager model for a binary gas mixture

The Onsager model for the secondary flow field in a high-speed rotating cylinder is extended to incorporate the difference in mass of the two species in a binary gas mixture. The base flow is an isothermal solid-body rotation in which there is a balance between the radial pressure gradient and the centrifugal force density for each species. Explicit expressions for the radial variation of the pressure, mass/mole fractions, and from these the radial variation of the viscosity, thermal conductivity and diffusion coefficient, are derived, and these are used in the computation of the secondary flow. For the secondary flow, the mass, momentum and energy equations in axisymmetric coordinates are expanded in an asymptotic series in a parameter epsilon = (Delta m/m(av)), where Delta m is the difference in the molecular masses of the two species, and the average molecular mass m(av) is defined as m(av) = (rho(w1)m(1) + rho(w2)m(2))/rho(w), where rho(w1) and rho(w2) are the mass densities of the two species at the wall, and rho(w) = rho(w1) + rho(w2). The equation for the master potential and the boundary conditions are derived correct to O(epsilon(2)). The leading-order equation for the master potential contains a self-adjoint sixth-order operator in the radial direction, which is different from the generalized Onsager model (Pradhan & Kumaran, J. Fluid Mech., vol. 686, 2011, pp. 109-159), since the species mass difference is included in the computation of the density, viscosity and thermal conductivity in the base state. This is solved, subject to boundary conditions, to obtain the leading approximation for the secondary flow, followed by a solution of the diffusion equation for the leading correction to the species mole fractions. The O(epsilon) and O(epsilon(2)) equations contain inhomogeneous terms that depend on the lower-order solutions, and these are solved in a hierarchical manner to obtain the O(epsilon) and O(epsilon(2)) corrections to the master potential. A similar hierarchical procedure is used for the Carrier-Maslen model for the end-cap secondary flow. The results of the Onsager hierarchy, up to O(epsilon(2)), are compared with the results of direct simulation Monte Carlo simulations for a binary hard-sphere gas mixture for secondary flow due to a wall temperature gradient, inflow/outflow of gas along the axis, as well as mass and momentum sources in the flow. There is excellent agreement between the solutions for the secondary flow correct to O(epsilon(2)) and the simulations, to within 15 %, even at a Reynolds number as low as 100, and length/diameter ratio as low as 2, for a low stratification parameter A of 0.707, and when the secondary flow velocity is as high as 0.2 times the maximum base flow velocity, and the ratio 2 Delta m/(m(1) + m(2)) is as high as 0.5. Here, the Reynolds number Re = rho(w)Omega R-2/mu, the stratification parameter A = root m Omega R-2(2)/(2k(B)T), R and Omega are the cylinder radius and angular velocity, m is the molecular mass, rho(w) is the wall density, mu is the viscosity and T is the temperature. The leading-order solutions do capture the qualitative trends, but are not in quantitative agreement.

General Solution to Two-Dimensional Nonslipping JKR Model with a Pulling Force in an Arbitrary Direction

In this paper, a generalized JKR model is investigated, in which an elastic cylinder adhesively contacts with an elastic half space and the contact region is assumed to be perfect bonding. An external pulling force is acted on the cylinder in an arbitrary direction. The contact area changes during the pull-off process, which can be predicted using the dynamic Griffith energy balance criterion as the contact edge shifts. Full coupled solution with an oscillatory singularity is obtained and analyzed by numerical calculations. The effect of Dundurs' parameter on the pull-off process is analyzed, which shows that a nonoscillatory solution can approximate the general one under some conditions, i.e., larger pulling angle (pi/2 is the maximum value), smaller a/R or larger nondimensional parameter value of Delta gamma/E*R. Relations among the contact half width, the external pulling force and the pulling angle are used to determine the pull-off force and pull-off contact half width explicitly. All the results in the present paper as basic solutions are helpful and applicable for experimenters and engineers.

Generalized phenomenological model for the viscoelasticity of idealized asphalts

A generalized theory for the viscoelastic behavior of idealized bituminous mixtures (asphalts) is presented. The mathematical model incorporates strain rate and temperature dependency as well as nonmonotonic loading and unloading with shape recovery. The stiffening effect of the aggregate is included. The model is of phenomenological nature. It can be calibrated using a relatively limited set of experimental parameters, obtainable by uniaxial tests. It is shown that the mathematical model can be represented as a special nonlinear form of the Burgers model. This facilitates the derivation of numerical algorithms for solving the constitutive equations. A numerical scheme is implemented in a user material subroutine (UMAT) in the finite-element analysis (FEA) code ABAQUS. Simulation results are compared with uniaxial and indentation tests on an idealized asphalt mix. © 2014 American Society of Civil Engineers.

Physical Models of Wind Instruments : A Generalized Excitation Coupled with a Modular Tube Simulation Platform

To develop real-time simulations of wind instruments, digital waveguides filters can be used as an efficient representation of the air column. Many aerophones are shaped as horns which can be approximated using conical sections. Therefore the derivation of conical waveguide filters is of special interest. When these filters are used in combination with a generalized reed excitation, several classes of wind instruments can be simulated. In this paper we present the methods for transforming a continuous description of conical tube segments to a discrete filter representation. The coupling of the reed model with the conical waveguide and a simplified model of the termination at the open end are described in the same way. It turns out that the complete lossless conical waveguide requires only one type of filter.Furthermore, we developed a digital reed excitation model, which is purely based on numerical integration methods, i.e., without the use of a look-up table.

Empirical Assessment of an Intertemporal Option Pricing Model with Latent variables

This paper assesses the empirical performance of an intertemporal option pricing model with latent variables which generalizes the Hull-White stochastic volatility formula. Using this generalized formula in an ad-hoc fashion to extract two implicit parameters and forecast next day S&P 500 option prices, we obtain similar pricing errors than with implied volatility alone as in the Hull-White case. When we specialize this model to an equilibrium recursive utility model, we show through simulations that option prices are more informative than stock prices about the structural parameters of the model. We also show that a simple method of moments with a panel of option prices provides good estimates of the parameters of the model. This lays the ground for an empirical assessment of this equilibrium model with S&P 500 option prices in terms of pricing errors.

The hotelling model with multiple demands

The purpose of this chapter is to provide an elementary introduction to the non-renewable resource model with multiple demand curves. The theoretical literature following Hotelling (1931) assumed that all energy needs are satisfied by one type of resource (e.g. ‘oil’), extractible at different per-unit costs. This formulation implicitly assumes that all users are the same distance from each resource pool, that all users are subject to the same regulations, and that motorist users can switch as easily from liquid fossil fuels to coal as electric utilities can. These assumptions imply, as Herfindahl (1967) showed, that in competitive equilibrium all users will exhaust a lower cost resource completely before beginning to extract a higher cost resource: simultaneous extraction of different grades of oil or of oil and coal should never occur. In trying to apply the single-demand curve model during the last twenty years, several teams of authors have independently found a need to generalize it to account for users differing in their (1) location, (2) regulatory environment, or (3) resource needs. Each research team found that Herfindahl's strong, unrealistic conclusion disappears in the generalized model; in its place, a weaker Herfindahl result emerges. Since each research team focussed on a different application, however, it has not always been clear that everyone has been describing the same generalized model. Our goal is to integrate the findings of these teams and to exposit the generalized model in a form which is easily accessible.