Confidence intervals for large non- centrality parameter

We use asymptotic linearity to derive confidence intervals for large noncentrality parameters. These results enable us to measure relevance of effects and interactions in multifactors models when we get highly statistically significant the values of F tests statistics. We show how to use our approach by considering two sets of data as application examples.

Some novel techniques of parameter estimation for the dynamical models in biological systems

Inverse problems based on using experimental data to estimate unknown parameters of a system often arise in biological and chaotic systems. In this paper, we consider parameter estimation in systems biology involving linear and non-linear complex dynamical models, including the Michaelis–Menten enzyme kinetic system, a dynamical model of competence induction in Bacillus subtilis bacteria and a model of feedback bypass in B. subtilis bacteria. We propose some novel techniques for inverse problems. Firstly, we establish an approximation of a non-linear differential algebraic equation that corresponds to the given biological systems. Secondly, we use the Picard contraction mapping, collage methods and numerical integration techniques to convert the parameter estimation into a minimization problem of the parameters. We propose two optimization techniques: a grid approximation method and a modified hybrid Nelder–Mead simplex search and particle swarm optimization (MH-NMSS-PSO) for non-linear parameter estimation. The two techniques are used for parameter estimation in a model of competence induction in B. subtilis bacteria with noisy data. The MH-NMSS-PSO scheme is applied to a dynamical model of competence induction in B. subtilis bacteria based on experimental data and the model for feedback bypass. Numerical results demonstrate the effectiveness of our approach.

Parameter estimation of structural commodity price models

Commodity price modeling is normally approached in terms of structural time-series models, in which the different components (states) have a financial interpretation. The parameters of these models can be estimated using maximum likelihood. This approach results in a non-linear parameter estimation problem and thus a key issue is how to obtain reliable initial estimates. In this paper, we focus on the initial parameter estimation problem for the Schwartz-Smith two-factor model commonly used in asset valuation. We propose the use of a two-step method. The first step considers a univariate model based only on the spot price and uses a transfer function model to obtain initial estimates of the fundamental parameters. The second step uses the estimates obtained in the first step to initialize a re-parameterized state-space-innovations based estimator, which includes information related to future prices. The second step refines the estimates obtained in the first step and also gives estimates of the remaining parameters in the model. This paper is part tutorial in nature and gives an introduction to aspects of commodity price modeling and the associated parameter estimation problem.

Natural convection from a vertical cone in a porous medium due to the combined effects of heat and mass diffusion with non-uniform wall temperature/concentration or heat/mass flux and suction/injection

An analysis has been carried out to study the non-Darcy natural convention flow of Newtonian fluids on a vertical cone embedded in a saturated porous medium with power-law variation of the wall temperature/concentration or heat/mass flux and suction/injection with the streamwise distance x. Both non-similar and self-similar solutions have been obtained. The effects of non-Darcy parameter, ratio of the buoyancy forces due to mass and heat diffusion, variation of wall temperature/concentration or heat/mass flux and suction/injection on the Nusselt and Sherwood numbers have been studied.

The non-linear response of a gyrostabilized platform: Effects of correction torque time delay and of random inputs

First, the non-linear response of a gyrostabilized platform to a small constant input torque is analyzed in respect to the effect of the time delay (inherent or deliberately introduced) in the correction torque supplied by the servomotor, which itself may be non-linear to a certain extent. The equation of motion of the platform system is a third order nonlinear non-homogeneous differential equation. An approximate analytical method of solution of this equation is utilized. The value of the delay at which the platform response becomes unstable has been calculated by using this approximate analytical method. The procedure is illustrated by means of a numerical example. Second, the non-linear response of the platform to a random input has been obtained. The effects of several types of non-linearity on reducing the level of the mean square response have been investigated, by applying the technique of equivalent linearization and solving the resulting integral equations by using laguerre or Gaussian integration techniques. The mean square responses to white noise and band limited white noise, for various values of the non-linear parameter and for different types of non-linearity function, have been obtained. For positive values of the non-linear parameter the levels of the non-linear mean square responses to both white noise and band-limited white noise are low as compared to the linear mean square response. For negative values of the non-linear parameter the level of the non-linear mean square response at first increases slowly with increasing values of the non-linear parameter and then suddenly jumps to a high level, at a certain value of the non-linearity parameter.

A parameter characterizing plowing nature of surfaces close to Gaussian

A non-dimensional parameter descriptive of the plowing nature of surfaces is proposed for the case of sliding between a soft and a relatively hard metallic pair. From a set of potential parameters which can be descriptive of the phenomenon, dimensionless groups are formulated and the influence of each one of them is analyzed. A non-dimensional parameter involving the root-mean square deviation (R-q) and the centroidal frequency (F-mean) deducted from the power-spectrum is found to have a high degree of correlation (as high as 0.93) with the coefficient of friction obtained in sliding experiments under lubricated condition.

Comparative study of some constitutive equations characterising non-Newtonian fluids

This paper compares, in a general way, the predictions of the constitutive equations given by Rivlin and Ericksen, Oldroyd, and Walters. Whether we consider the rotational problems in cylindrical co-ordinates or in spherical polar co-ordinates, the effect of the non-Newtonicity on the secondary flows is collected in a single parameterα which can be explicitly expressed in terms of the non-Newtonian parameters that occur in each of the above-mentioned constitutive equations. Thus, for a given value ofα, all the three fluids will have identical secondary flows. It is only through the study of appropriate normal stresses that a Rivlin-Ericksen fluid can be distinguished from the other two fluids which are indistinguishable as long as this non-Newtonian parameter has the same value.

Natural Convection on a Horizontal Cone in a Porous Medium with Non-Uniform Wall Temperature/Concentration or Heat/Mass Flux and Suction/Injection

The steady natural convection flow on a horizontal cone embedded in a saturated porous medium with non-uniform wall temperature/concentration or heat/mass flux and suction/injection has been investigated. Non-similar solutions have been obtained. The nonlinear couple differential equations under boundary layer approximations governing the flow have been numerically solved. The Nusselt and Sherwood numbers are found to depend on the buoyancy forces, suction/injection rates, variation of wall temperature/concentration or heat/mass flux, Lewis number and the non-Darcy parameter.

The non-linear response of a gyrostabilized platform: Effects of correction torque time delay and of random inputs

First, the non-linear response of a gyrostabilized platform to a small constant input torque is analyzed in respect to the effect of the time delay (inherent or deliberately introduced) in the correction torque supplied by the servomotor, which itself may be non-linear to a certain extent. The equation of motion of the platform system is a third order nonlinear non-homogeneous differential equation. An approximate analytical method of solution of this equation is utilized. The value of the delay at which the platform response becomes unstable has been calculated by using this approximate analytical method. The procedure is illustrated by means of a numerical example. Second, the non-linear response of the platform to a random input has been obtained. The effects of several types of non-linearity on reducing the level of the mean square response have been investigated, by applying the technique of equivalent linearization and solving the resulting integral equations by using laguerre or Gaussian integration techniques. The mean square responses to white noise and band limited white noise, for various values of the non-linear parameter and for different types of non-linearity function, have been obtained. For positive values of the non-linear parameter the levels of the non-linear mean square responses to both white noise and band-limited white noise are low as compared to the linear mean square response. For negative values of the non-linear parameter the level of the non-linear mean square response at first increases slowly with increasing values of the non-linear parameter and then suddenly jumps to a high level, at a certain value of the non-linearity parameter.