Evaluation of Approaches to Deal with Low-Frequency Nuisance Covariates in Population Pharmacokinetic Analyses.

Science.gov (United States)

Lagishetty, Chakradhar V; Duffull, Stephen B

2015-11-01

Clinical studies include occurrences of rare variables, like genotypes, which due to their frequency and strength render their effects difficult to estimate from a dataset. Variables that influence the estimated value of a model-based parameter are termed covariates. It is often difficult to determine if such an effect is significant, since type I error can be inflated when the covariate is rare. Their presence may have either an insubstantial effect on the parameters of interest, hence are ignorable, or conversely they may be influential and therefore non-ignorable. In the case that these covariate effects cannot be estimated due to power and are non-ignorable, then these are considered nuisance, in that they have to be considered but due to type 1 error are of limited interest. This study assesses methods of handling nuisance covariate effects. The specific objectives include (1) calibrating the frequency of a covariate that is associated with type 1 error inflation, (2) calibrating its strength that renders it non-ignorable and (3) evaluating methods for handling these non-ignorable covariates in a nonlinear mixed effects model setting. Type 1 error was determined for the Wald test. Methods considered for handling the nuisance covariate effects were case deletion, Box-Cox transformation and inclusion of a specific fixed effects parameter. Non-ignorable nuisance covariates were found to be effectively handled through addition of a fixed effect parameter.

An evaluation of bias in propensity score-adjusted non-linear regression models.

Science.gov (United States)

Wan, Fei; Mitra, Nandita

2018-03-01

Propensity score methods are commonly used to adjust for observed confounding when estimating the conditional treatment effect in observational studies. One popular method, covariate adjustment of the propensity score in a regression model, has been empirically shown to be biased in non-linear models. However, no compelling underlying theoretical reason has been presented. We propose a new framework to investigate bias and consistency of propensity score-adjusted treatment effects in non-linear models that uses a simple geometric approach to forge a link between the consistency of the propensity score estimator and the collapsibility of non-linear models. Under this framework, we demonstrate that adjustment of the propensity score in an outcome model results in the decomposition of observed covariates into the propensity score and a remainder term. Omission of this remainder term from a non-collapsible regression model leads to biased estimates of the conditional odds ratio and conditional hazard ratio, but not for the conditional rate ratio. We further show, via simulation studies, that the bias in these propensity score-adjusted estimators increases with larger treatment effect size, larger covariate effects, and increasing dissimilarity between the coefficients of the covariates in the treatment model versus the outcome model.

Robust estimation for partially linear models with large-dimensional covariates.

Science.gov (United States)

Zhu, LiPing; Li, RunZe; Cui, HengJian

2013-10-01

We are concerned with robust estimation procedures to estimate the parameters in partially linear models with large-dimensional covariates. To enhance the interpretability, we suggest implementing a noncon-cave regularization method in the robust estimation procedure to select important covariates from the linear component. We establish the consistency for both the linear and the nonlinear components when the covariate dimension diverges at the rate of [Formula: see text], where n is the sample size. We show that the robust estimate of linear component performs asymptotically as well as its oracle counterpart which assumes the baseline function and the unimportant covariates were known a priori. With a consistent estimator of the linear component, we estimate the nonparametric component by a robust local linear regression. It is proved that the robust estimate of nonlinear component performs asymptotically as well as if the linear component were known in advance. Comprehensive simulation studies are carried out and an application is presented to examine the finite-sample performance of the proposed procedures.

Fermionic covariant prolongation structure theory for supernonlinear evolution equation

International Nuclear Information System (INIS)

Cheng Jipeng; Wang Shikun; Wu Ke; Zhao Weizhong

2010-01-01

We investigate the superprincipal bundle and its associated superbundle. The super(nonlinear)connection on the superfiber bundle is constructed. Then by means of the connection theory, we establish the fermionic covariant prolongation structure theory of the supernonlinear evolution equation. In this geometry theory, the fermionic covariant fundamental equations determining the prolongation structure are presented. As an example, the supernonlinear Schroedinger equation is analyzed in the framework of this fermionic covariant prolongation structure theory. We obtain its Lax pairs and Baecklund transformation.

Covariant effective action for loop quantum cosmology from order reduction

International Nuclear Information System (INIS)

Sotiriou, Thomas P.

2009-01-01

Loop quantum cosmology (LQC) seems to be predicting modified effective Friedmann equations without extra degrees of freedom. A puzzle arises if one decides to seek for a covariant effective action which would lead to the given Friedmann equation: The Einstein-Hilbert action is the only action that leads to second order field equations and, hence, there exists no covariant action which, under metric variation, leads to a modified Friedmann equation without extra degrees of freedom. It is shown that, at least for isotropic models in LQC, this issue is naturally resolved and a covariant effective action can be found if one considers higher order theories of gravity but faithfully follows effective field theory techniques. However, our analysis also raises doubts on whether a covariant description without background structures can be found for anisotropic models.

Application of an iterative methodology for cross-section and variance/covariance data adjustment to the analysis of fast spectrum systems accounting for non-linearity

International Nuclear Information System (INIS)

Pelloni, Sandro

2014-01-01

Highlights: • Our data adjustment is based on a Generalized Linear Least-Squares approach. • The computed sensitivity coefficients are converged within an iterative procedure. • The corresponding multistep adjustment thus accounts for non-linearity. • It provides a more accurate simulation of fast-spectrum experiments. - Abstract: The data assimilation benchmark launched by the “Subgroup 33” on “Methods and issues for the combined use of integral experiments and covariance data” of the Working Party on Evaluation Cooperation (WPEC) of the OECD Nuclear Energy Agency Nuclear Science Committee is recalculated by means of a multistep adjustment procedure using the deterministic code system ERANOS in conjunction with a dedicated Generalized Linear Least-Squares approach based on the Bayesian parameter estimation method. Nuclear data in terms of multi-group cross-sections as well as their variances and covariances, are adjusted for 11 nuclides, namely 10 B, 16 O, 23 Na, 56 Fe, 52 Cr, 58 Ni, 235 U, 238 U, 239 Pu, 240 Pu and 241 Pu and 6 nuclear reactions which are elastic and inelastic scattering, lumped (n,2n) and (n,3n), capture, fission and ν ¯ . The adjustment is carried out by making use of experimental data for 19 integral parameters obtained in 7 different fast spectrum systems. In the determination of a posteriori values for these integral parameters including effective multiplication factors, spectral indices and void effects, along with their nuclear data uncertainty, the required adjusted data for these nuclides and reactions are generated in conjunction with pre-computed sensitivity coefficients of the analytical integral parameters to the nuclear data to adjust. The suggested multistep scheme aims at accounting for non-linear effects. Correspondingly, the sensitivity coefficients are recalculated within an iterative procedure on the basis of the a posteriori analytical values and adjusted cross-sections. The adjustment is thus repeated

Schroedinger covariance states in anisotropic waveguides

International Nuclear Information System (INIS)

Angelow, A.; Trifonov, D.

1995-03-01

In this paper Squeezed and Covariance States based on Schroedinger inequality and their connection with other nonclassical states are considered for particular case of anisotropic waveguide in LiNiO 3 . Here, the problem of photon creation and generation of squeezed and Schroedinger covariance states in optical waveguides is solved in two steps: 1. Quantization of electromagnetic field is provided in the presence of dielectric waveguide using normal-mode expansion. The photon creation and annihilation operators are introduced, expanding the solution A-vector(r-vector,t) in a series in terms of the Sturm - Liouville mode-functions. 2. In terms of these operators the Hamiltonian of the field in a nonlinear waveguide is derived. For such Hamiltonian we construct the covariance states as stable (with nonzero covariance), which minimize the Schroedinger uncertainty relation. The evolutions of the three second momenta of q-circumflex j and p-circumflex j are calculated. For this Hamiltonian all three momenta are expressed in terms of one real parameters s only. It is found out how covariance, via this parameter s, depends on the waveguide profile n(x,y), on the mode-distributions u-vector j (x,y), and on the waveguide phase mismatching Δβ. (author). 37 refs

A class of covariate-dependent spatiotemporal covariance functions

Science.gov (United States)

Reich, Brian J; Eidsvik, Jo; Guindani, Michele; Nail, Amy J; Schmidt, Alexandra M.

2014-01-01

In geostatistics, it is common to model spatially distributed phenomena through an underlying stationary and isotropic spatial process. However, these assumptions are often untenable in practice because of the influence of local effects in the correlation structure. Therefore, it has been of prolonged interest in the literature to provide flexible and effective ways to model non-stationarity in the spatial effects. Arguably, due to the local nature of the problem, we might envision that the correlation structure would be highly dependent on local characteristics of the domain of study, namely the latitude, longitude and altitude of the observation sites, as well as other locally defined covariate information. In this work, we provide a flexible and computationally feasible way for allowing the correlation structure of the underlying processes to depend on local covariate information. We discuss the properties of the induced covariance functions and discuss methods to assess its dependence on local covariate information by means of a simulation study and the analysis of data observed at ozone-monitoring stations in the Southeast United States. PMID:24772199

Complete super-sample lensing covariance in the response approach

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Barreira, Alexandre; Krause, Elisabeth; Schmidt, Fabian

2018-06-01

We derive the complete super-sample covariance (SSC) of the matter and weak lensing convergence power spectra using the power spectrum response formalism to accurately describe the coupling of super- to sub-survey modes. The SSC term is completely characterized by the survey window function, the nonlinear matter power spectrum and the full first-order nonlinear power spectrum response function, which describes the response to super-survey density and tidal field perturbations. Generalized separate universe simulations can efficiently measure these responses in the nonlinear regime of structure formation, which is necessary for lensing applications. We derive the lensing SSC formulae for two cases: one under the Limber and flat-sky approximations, and a more general one that goes beyond the Limber approximation in the super-survey mode and is valid for curved sky applications. Quantitatively, we find that for sky fractions fsky ≈ 0.3 and a single source redshift at zS=1, the use of the flat-sky and Limber approximation underestimates the total SSC contribution by ≈ 10%. The contribution from super-survey tidal fields to the lensing SSC, which has not been included in cosmological analyses so far, is shown to represent about 5% of the total lensing covariance on multipoles l1,l2 gtrsim 300. The SSC is the dominant off-diagonal contribution to the total lensing covariance, making it appropriate to include these tidal terms and beyond flat-sky/Limber corrections in cosmic shear analyses.

Riemann–Cartan Geometry of Nonlinear Dislocation Mechanics

KAUST Repository

Yavari, Arash

2012-03-09

We present a geometric theory of nonlinear solids with distributed dislocations. In this theory the material manifold-where the body is stress free-is a Weitzenböck manifold, that is, a manifold with a flat affine connection with torsion but vanishing non-metricity. Torsion of the material manifold is identified with the dislocation density tensor of nonlinear dislocation mechanics. Using Cartan\\'s moving frames we construct the material manifold for several examples of bodies with distributed dislocations. We also present non-trivial examples of zero-stress dislocation distributions. More importantly, in this geometric framework we are able to calculate the residual stress fields, assuming that the nonlinear elastic body is incompressible. We derive the governing equations of nonlinear dislocation mechanics covariantly using balance of energy and its covariance. © 2012 Springer-Verlag.

Nonlinear Dirac Equations

Directory of Open Access Journals (Sweden)

Wei Khim Ng

2009-02-01

Full Text Available We construct nonlinear extensions of Dirac's relativistic electron equation that preserve its other desirable properties such as locality, separability, conservation of probability and Poincaré invariance. We determine the constraints that the nonlinear term must obey and classify the resultant non-polynomial nonlinearities in a double expansion in the degree of nonlinearity and number of derivatives. We give explicit examples of such nonlinear equations, studying their discrete symmetries and other properties. Motivated by some previously suggested applications we then consider nonlinear terms that simultaneously violate Lorentz covariance and again study various explicit examples. We contrast our equations and construction procedure with others in the literature and also show that our equations are not gauge equivalent to the linear Dirac equation. Finally we outline various physical applications for these equations.

Treatment selection in a randomized clinical trial via covariate-specific treatment effect curves.

Science.gov (United States)

Ma, Yunbei; Zhou, Xiao-Hua

2017-02-01

For time-to-event data in a randomized clinical trial, we proposed two new methods for selecting an optimal treatment for a patient based on the covariate-specific treatment effect curve, which is used to represent the clinical utility of a predictive biomarker. To select an optimal treatment for a patient with a specific biomarker value, we proposed pointwise confidence intervals for each covariate-specific treatment effect curve and the difference between covariate-specific treatment effect curves of two treatments. Furthermore, to select an optimal treatment for a future biomarker-defined subpopulation of patients, we proposed confidence bands for each covariate-specific treatment effect curve and the difference between each pair of covariate-specific treatment effect curve over a fixed interval of biomarker values. We constructed the confidence bands based on a resampling technique. We also conducted simulation studies to evaluate finite-sample properties of the proposed estimation methods. Finally, we illustrated the application of the proposed method in a real-world data set.

Off-shell superspace D=10 super Yang-Mills from covariantly quantized Green-Schwarz superstring

International Nuclear Information System (INIS)

Nissimov, E.; Pacheva, S.; Solomon, S.

1988-05-01

We construct a gauge invariant superspace action in terms of unconstrained off-shell superfields for the D=10 supersymmetric Yang-Mills (SYM) theory. We use to this effect the point particle limit of the BRST charge of the covariantly quantized harmonic Green-Schwarz superstring and a general covariant action principle for overdetermined systems of nonlinear field equations of motion. One obtains gauge and super Poincare invariant equations of motion equivalent to the Nilsson's constraints for D=10 SYM. In the previous approaches (light-cone-gauge, component-fields) one would have to sacrifice either explicit Lorenz invariance or explicit supersymmetry while in the present approach they are both manifest. (authors)

Piecewise linear regression splines with hyperbolic covariates

International Nuclear Information System (INIS)

Cologne, John B.; Sposto, Richard

1992-09-01

Consider the problem of fitting a curve to data that exhibit a multiphase linear response with smooth transitions between phases. We propose substituting hyperbolas as covariates in piecewise linear regression splines to obtain curves that are smoothly joined. The method provides an intuitive and easy way to extend the two-phase linear hyperbolic response model of Griffiths and Miller and Watts and Bacon to accommodate more than two linear segments. The resulting regression spline with hyperbolic covariates may be fit by nonlinear regression methods to estimate the degree of curvature between adjoining linear segments. The added complexity of fitting nonlinear, as opposed to linear, regression models is not great. The extra effort is particularly worthwhile when investigators are unwilling to assume that the slope of the response changes abruptly at the join points. We can also estimate the join points (the values of the abscissas where the linear segments would intersect if extrapolated) if their number and approximate locations may be presumed known. An example using data on changing age at menarche in a cohort of Japanese women illustrates the use of the method for exploratory data analysis. (author)

The covariance matrix of derived quantities and their combination

International Nuclear Information System (INIS)

Zhao, Z.; Perey, F.G.

1992-06-01

The covariance matrix of quantities derived from measured data via nonlinear relations are only approximate since they are functions of the measured data taken as estimates for the true values of the measured quantities. The evaluation of such derived quantities entails new estimates for the true values of the measured quantities and consequently implies a modification of the covariance matrix of the derived quantities that was used in the evaluation process. Failure to recognize such an implication can lead to inconsistencies between the results of different evaluation strategies. In this report we show that an iterative procedure can eliminate such inconsistencies

ℋ-matrix techniques for approximating large covariance matrices and estimating its parameters

KAUST Repository

Litvinenko, Alexander; Genton, Marc G.; Sun, Ying; Keyes, David E.

2016-01-01

In this work the task is to use the available measurements to estimate unknown hyper-parameters (variance, smoothness parameter and covariance length) of the covariance function. We do it by maximizing the joint log-likelihood function. This is a non-convex and non-linear problem. To overcome cubic complexity in linear algebra, we approximate the discretised covariance function in the hierarchical (ℋ-) matrix format. The ℋ-matrix format has a log-linear computational cost and storage O(knlogn), where rank k is a small integer. On each iteration step of the optimization procedure the covariance matrix itself, its determinant and its Cholesky decomposition are recomputed within ℋ-matrix format. (© 2016 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)

ℋ-matrix techniques for approximating large covariance matrices and estimating its parameters

KAUST Repository

Litvinenko, Alexander

2016-10-25

In this work the task is to use the available measurements to estimate unknown hyper-parameters (variance, smoothness parameter and covariance length) of the covariance function. We do it by maximizing the joint log-likelihood function. This is a non-convex and non-linear problem. To overcome cubic complexity in linear algebra, we approximate the discretised covariance function in the hierarchical (ℋ-) matrix format. The ℋ-matrix format has a log-linear computational cost and storage O(knlogn), where rank k is a small integer. On each iteration step of the optimization procedure the covariance matrix itself, its determinant and its Cholesky decomposition are recomputed within ℋ-matrix format. (© 2016 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)

Using Covariant Lyapunov Vectors to Understand Spatiotemporal Chaos in Fluids

Science.gov (United States)

Paul, Mark; Xu, Mu; Barbish, Johnathon; Mukherjee, Saikat

2017-11-01

The spatiotemporal chaos of fluids present many difficult and fascinating challenges. Recent progress in computing covariant Lyapunov vectors for a variety of model systems has made it possible to probe fundamental ideas from dynamical systems theory including the degree of hyperbolicity, the fractal dimension, the dimension of the inertial manifold, and the decomposition of the dynamics into a finite number of physical modes and spurious modes. We are interested in building upon insights such as these for fluid systems. We first demonstrate the power of covariant Lyapunov vectors using a system of maps on a lattice with a nonlinear coupling. We then compute the covariant Lyapunov vectors for chaotic Rayleigh-Bénard convection for experimentally accessible conditions. We show that chaotic convection is non-hyperbolic and we quantify the spatiotemporal features of the spectrum of covariant Lyapunov vectors. NSF DMS-1622299 and DARPA/DSO Models, Dynamics, and Learning (MoDyL).

Promotion time cure rate model with nonparametric form of covariate effects.

Science.gov (United States)

Chen, Tianlei; Du, Pang

2018-05-10

Survival data with a cured portion are commonly seen in clinical trials. Motivated from a biological interpretation of cancer metastasis, promotion time cure model is a popular alternative to the mixture cure rate model for analyzing such data. The existing promotion cure models all assume a restrictive parametric form of covariate effects, which can be incorrectly specified especially at the exploratory stage. In this paper, we propose a nonparametric approach to modeling the covariate effects under the framework of promotion time cure model. The covariate effect function is estimated by smoothing splines via the optimization of a penalized profile likelihood. Point-wise interval estimates are also derived from the Bayesian interpretation of the penalized profile likelihood. Asymptotic convergence rates are established for the proposed estimates. Simulations show excellent performance of the proposed nonparametric method, which is then applied to a melanoma study. Copyright © 2018 John Wiley & Sons, Ltd.

Covariate Imbalance and Precision in Measuring Treatment Effects

Science.gov (United States)

Liu, Xiaofeng Steven

2011-01-01

Covariate adjustment can increase the precision of estimates by removing unexplained variance from the error in randomized experiments, although chance covariate imbalance tends to counteract the improvement in precision. The author develops an easy measure to examine chance covariate imbalance in randomization by standardizing the average…

Control Systems with Normalized and Covariance Adaptation by Optimal Control Modification

Science.gov (United States)

Nguyen, Nhan T. (Inventor); Burken, John J. (Inventor); Hanson, Curtis E. (Inventor)

2016-01-01

Disclosed is a novel adaptive control method and system called optimal control modification with normalization and covariance adjustment. The invention addresses specifically to current challenges with adaptive control in these areas: 1) persistent excitation, 2) complex nonlinear input-output mapping, 3) large inputs and persistent learning, and 4) the lack of stability analysis tools for certification. The invention has been subject to many simulations and flight testing. The results substantiate the effectiveness of the invention and demonstrate the technical feasibility for use in modern aircraft flight control systems.

Meta-analytical synthesis of regression coefficients under different categorization scheme of continuous covariates.

Science.gov (United States)

Yoneoka, Daisuke; Henmi, Masayuki

2017-11-30

Recently, the number of clinical prediction models sharing the same regression task has increased in the medical literature. However, evidence synthesis methodologies that use the results of these regression models have not been sufficiently studied, particularly in meta-analysis settings where only regression coefficients are available. One of the difficulties lies in the differences between the categorization schemes of continuous covariates across different studies. In general, categorization methods using cutoff values are study specific across available models, even if they focus on the same covariates of interest. Differences in the categorization of covariates could lead to serious bias in the estimated regression coefficients and thus in subsequent syntheses. To tackle this issue, we developed synthesis methods for linear regression models with different categorization schemes of covariates. A 2-step approach to aggregate the regression coefficient estimates is proposed. The first step is to estimate the joint distribution of covariates by introducing a latent sampling distribution, which uses one set of individual participant data to estimate the marginal distribution of covariates with categorization. The second step is to use a nonlinear mixed-effects model with correction terms for the bias due to categorization to estimate the overall regression coefficients. Especially in terms of precision, numerical simulations show that our approach outperforms conventional methods, which only use studies with common covariates or ignore the differences between categorization schemes. The method developed in this study is also applied to a series of WHO epidemiologic studies on white blood cell counts. Copyright © 2017 John Wiley & Sons, Ltd.

Treatment Effects with Many Covariates and Heteroskedasticity

DEFF Research Database (Denmark)

Cattaneo, Matias D.; Jansson, Michael; Newey, Whitney K.

The linear regression model is widely used in empirical work in Economics. Researchers often include many covariates in their linear model specification in an attempt to control for confounders. We give inference methods that allow for many covariates and heteroskedasticity. Our results...

Identification and estimation of nonlinear models using two samples with nonclassical measurement errors

KAUST Repository

Carroll, Raymond J.

2010-05-01

This paper considers identification and estimation of a general nonlinear Errors-in-Variables (EIV) model using two samples. Both samples consist of a dependent variable, some error-free covariates, and an error-prone covariate, for which the measurement error has unknown distribution and could be arbitrarily correlated with the latent true values; and neither sample contains an accurate measurement of the corresponding true variable. We assume that the regression model of interest - the conditional distribution of the dependent variable given the latent true covariate and the error-free covariates - is the same in both samples, but the distributions of the latent true covariates vary with observed error-free discrete covariates. We first show that the general latent nonlinear model is nonparametrically identified using the two samples when both could have nonclassical errors, without either instrumental variables or independence between the two samples. When the two samples are independent and the nonlinear regression model is parameterized, we propose sieve Quasi Maximum Likelihood Estimation (Q-MLE) for the parameter of interest, and establish its root-n consistency and asymptotic normality under possible misspecification, and its semiparametric efficiency under correct specification, with easily estimated standard errors. A Monte Carlo simulation and a data application are presented to show the power of the approach.

Comparing Consider-Covariance Analysis with Sigma-Point Consider Filter and Linear-Theory Consider Filter Formulations

Science.gov (United States)

Lisano, Michael E.

2007-01-01

Recent literature in applied estimation theory reflects growing interest in the sigma-point (also called unscented ) formulation for optimal sequential state estimation, often describing performance comparisons with extended Kalman filters as applied to specific dynamical problems [c.f. 1, 2, 3]. Favorable attributes of sigma-point filters are described as including a lower expected error for nonlinear even non-differentiable dynamical systems, and a straightforward formulation not requiring derivation or implementation of any partial derivative Jacobian matrices. These attributes are particularly attractive, e.g. in terms of enabling simplified code architecture and streamlined testing, in the formulation of estimators for nonlinear spaceflight mechanics systems, such as filter software onboard deep-space robotic spacecraft. As presented in [4], the Sigma-Point Consider Filter (SPCF) algorithm extends the sigma-point filter algorithm to the problem of consider covariance analysis. Considering parameters in a dynamical system, while estimating its state, provides an upper bound on the estimated state covariance, which is viewed as a conservative approach to designing estimators for problems of general guidance, navigation and control. This is because, whether a parameter in the system model is observable or not, error in the knowledge of the value of a non-estimated parameter will increase the actual uncertainty of the estimated state of the system beyond the level formally indicated by the covariance of an estimator that neglects errors or uncertainty in that parameter. The equations for SPCF covariance evolution are obtained in a fashion similar to the derivation approach taken with standard (i.e. linearized or extended) consider parameterized Kalman filters (c.f. [5]). While in [4] the SPCF and linear-theory consider filter (LTCF) were applied to an illustrative linear dynamics/linear measurement problem, in the present work examines the SPCF as applied to

Further Evaluation of Covariate Analysis using Empirical Bayes Estimates in Population Pharmacokinetics: the Perception of Shrinkage and Likelihood Ratio Test.

Science.gov (United States)

Xu, Xu Steven; Yuan, Min; Yang, Haitao; Feng, Yan; Xu, Jinfeng; Pinheiro, Jose

2017-01-01

Covariate analysis based on population pharmacokinetics (PPK) is used to identify clinically relevant factors. The likelihood ratio test (LRT) based on nonlinear mixed effect model fits is currently recommended for covariate identification, whereas individual empirical Bayesian estimates (EBEs) are considered unreliable due to the presence of shrinkage. The objectives of this research were to investigate the type I error for LRT and EBE approaches, to confirm the similarity of power between the LRT and EBE approaches from a previous report and to explore the influence of shrinkage on LRT and EBE inferences. Using an oral one-compartment PK model with a single covariate impacting on clearance, we conducted a wide range of simulations according to a two-way factorial design. The results revealed that the EBE-based regression not only provided almost identical power for detecting a covariate effect, but also controlled the false positive rate better than the LRT approach. Shrinkage of EBEs is likely not the root cause for decrease in power or inflated false positive rate although the size of the covariate effect tends to be underestimated at high shrinkage. In summary, contrary to the current recommendations, EBEs may be a better choice for statistical tests in PPK covariate analysis compared to LRT. We proposed a three-step covariate modeling approach for population PK analysis to utilize the advantages of EBEs while overcoming their shortcomings, which allows not only markedly reducing the run time for population PK analysis, but also providing more accurate covariate tests.

Weighted Optimization-Based Distributed Kalman Filter for Nonlinear Target Tracking in Collaborative Sensor Networks.

Science.gov (United States)

Chen, Jie; Li, Jiahong; Yang, Shuanghua; Deng, Fang

2017-11-01

The identification of the nonlinearity and coupling is crucial in nonlinear target tracking problem in collaborative sensor networks. According to the adaptive Kalman filtering (KF) method, the nonlinearity and coupling can be regarded as the model noise covariance, and estimated by minimizing the innovation or residual errors of the states. However, the method requires large time window of data to achieve reliable covariance measurement, making it impractical for nonlinear systems which are rapidly changing. To deal with the problem, a weighted optimization-based distributed KF algorithm (WODKF) is proposed in this paper. The algorithm enlarges the data size of each sensor by the received measurements and state estimates from its connected sensors instead of the time window. A new cost function is set as the weighted sum of the bias and oscillation of the state to estimate the "best" estimate of the model noise covariance. The bias and oscillation of the state of each sensor are estimated by polynomial fitting a time window of state estimates and measurements of the sensor and its neighbors weighted by the measurement noise covariance. The best estimate of the model noise covariance is computed by minimizing the weighted cost function using the exhaustive method. The sensor selection method is in addition to the algorithm to decrease the computation load of the filter and increase the scalability of the sensor network. The existence, suboptimality and stability analysis of the algorithm are given. The local probability data association method is used in the proposed algorithm for the multitarget tracking case. The algorithm is demonstrated in simulations on tracking examples for a random signal, one nonlinear target, and four nonlinear targets. Results show the feasibility and superiority of WODKF against other filtering algorithms for a large class of systems.

Covariant density functional theory: The role of the pion

International Nuclear Information System (INIS)

Lalazissis, G. A.; Karatzikos, S.; Serra, M.; Otsuka, T.; Ring, P.

2009-01-01

We investigate the role of the pion in covariant density functional theory. Starting from conventional relativistic mean field (RMF) theory with a nonlinear coupling of the σ meson and without exchange terms we add pions with a pseudovector coupling to the nucleons in relativistic Hartree-Fock approximation. In order to take into account the change of the pion field in the nuclear medium the effective coupling constant of the pion is treated as a free parameter. It is found that the inclusion of the pion to this sort of density functionals does not destroy the overall description of the bulk properties by RMF. On the other hand, the noncentral contribution of the pion (tensor coupling) does have effects on single particle energies and on binding energies of certain nuclei.

Multilevel covariance regression with correlated random effects in the mean and variance structure.

Science.gov (United States)

Quintero, Adrian; Lesaffre, Emmanuel

2017-09-01

Multivariate regression methods generally assume a constant covariance matrix for the observations. In case a heteroscedastic model is needed, the parametric and nonparametric covariance regression approaches can be restrictive in the literature. We propose a multilevel regression model for the mean and covariance structure, including random intercepts in both components and allowing for correlation between them. The implied conditional covariance function can be different across clusters as a result of the random effect in the variance structure. In addition, allowing for correlation between the random intercepts in the mean and covariance makes the model convenient for skewedly distributed responses. Furthermore, it permits us to analyse directly the relation between the mean response level and the variability in each cluster. Parameter estimation is carried out via Gibbs sampling. We compare the performance of our model to other covariance modelling approaches in a simulation study. Finally, the proposed model is applied to the RN4CAST dataset to identify the variables that impact burnout of nurses in Belgium. © 2017 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

Effect on Prediction when Modeling Covariates in Bayesian Nonparametric Models.

Science.gov (United States)

Cruz-Marcelo, Alejandro; Rosner, Gary L; Müller, Peter; Stewart, Clinton F

2013-04-01

In biomedical research, it is often of interest to characterize biologic processes giving rise to observations and to make predictions of future observations. Bayesian nonparametric methods provide a means for carrying out Bayesian inference making as few assumptions about restrictive parametric models as possible. There are several proposals in the literature for extending Bayesian nonparametric models to include dependence on covariates. Limited attention, however, has been directed to the following two aspects. In this article, we examine the effect on fitting and predictive performance of incorporating covariates in a class of Bayesian nonparametric models by one of two primary ways: either in the weights or in the locations of a discrete random probability measure. We show that different strategies for incorporating continuous covariates in Bayesian nonparametric models can result in big differences when used for prediction, even though they lead to otherwise similar posterior inferences. When one needs the predictive density, as in optimal design, and this density is a mixture, it is better to make the weights depend on the covariates. We demonstrate these points via a simulated data example and in an application in which one wants to determine the optimal dose of an anticancer drug used in pediatric oncology.

An Adaptive Estimation of Forecast Error Covariance Parameters for Kalman Filtering Data Assimilation

Institute of Scientific and Technical Information of China (English)

Xiaogu ZHENG

2009-01-01

An adaptive estimation of forecast error covariance matrices is proposed for Kalman filtering data assimilation. A forecast error covariance matrix is initially estimated using an ensemble of perturbation forecasts. This initially estimated matrix is then adjusted with scale parameters that are adaptively estimated by minimizing -2log-likelihood of observed-minus-forecast residuals. The proposed approach could be applied to Kalman filtering data assimilation with imperfect models when the model error statistics are not known. A simple nonlinear model (Burgers' equation model) is used to demonstrate the efficacy of the proposed approach.

Effective-medium theory for nonlinear magneto-optics in magnetic granular alloys: cubic nonlinearity

International Nuclear Information System (INIS)

Granovsky, Alexander B.; Kuzmichov, Michail V.; Clerc, J.-P.; Inoue, Mitsuteru

2003-01-01

We propose a simple effective-medium approach for calculating the effective dielectric function of a magnetic metal-insulator granular alloy in which there is a weakly nonlinear relation between electric displacement D and electric field E for both constituent materials of the form D i =ε i (0) E i +χ i (3) |E i | 2 E i . We assume that linear ε i (0) and cubic nonlinear χ i (3) dielectric functions are diagonal and linear with magnetization non-diagonal components. For such metal-insulator composite magneto-optical effects depend on a light intensity and the effective cubic dielectric function χ eff (3) can be significantly greater (up to 10 3 times) than that for constituent materials. The calculation scheme is based on the Bergman and Stroud-Hui theory of nonlinear optical properties of granular matter. The giant cubic magneto-optical nonlinearity is found for composites with metallic volume fraction close to the percolation threshold and at a resonance of optical conductivity. It is shown that a composite may exhibit nonlinear magneto-optics even when both constituent materials have no cubic magneto-optical nonlinearity

Lorentz covariance ‘almost’ implies electromagnetism and more

International Nuclear Information System (INIS)

Sobouti, Y

2015-01-01

Beginning from two simple assumptions, (i) the speed of light is a universal constant, or its equivalent, the spacetime intervals are Lorentz invariant, and (ii) there are mutually interacting particles, with a covariant ‘source-field’ equation, one arrives at a class of field equations of which the standard electromagnetism (EM) and electrodynamics are special cases. The formalism, depending on how one formulates the source-field equation, allows one to speculate magnetic monopoles, massive photons, nonlinear EMs, and more. (paper)

Effective-medium theory for nonlinear magneto-optics in magnetic granular alloys: cubic nonlinearity

Energy Technology Data Exchange (ETDEWEB)

Granovsky, Alexander B. E-mail: granov@magn.ru; Kuzmichov, Michail V.; Clerc, J.-P.; Inoue, Mitsuteru

2003-03-01

We propose a simple effective-medium approach for calculating the effective dielectric function of a magnetic metal-insulator granular alloy in which there is a weakly nonlinear relation between electric displacement D and electric field E for both constituent materials of the form D{sub i}={epsilon}{sub i}{sup (0)}E{sub i} +{chi}{sub i}{sup (3)}|E{sub i}|{sup 2}E{sub i}. We assume that linear {epsilon}{sub i}{sup (0)} and cubic nonlinear {chi}{sub i}{sup (3)} dielectric functions are diagonal and linear with magnetization non-diagonal components. For such metal-insulator composite magneto-optical effects depend on a light intensity and the effective cubic dielectric function {chi}{sub eff}{sup (3)} can be significantly greater (up to 10{sup 3} times) than that for constituent materials. The calculation scheme is based on the Bergman and Stroud-Hui theory of nonlinear optical properties of granular matter. The giant cubic magneto-optical nonlinearity is found for composites with metallic volume fraction close to the percolation threshold and at a resonance of optical conductivity. It is shown that a composite may exhibit nonlinear magneto-optics even when both constituent materials have no cubic magneto-optical nonlinearity.

Probability of atrial fibrillation after ablation: Using a parametric nonlinear temporal decomposition mixed effects model.

Science.gov (United States)

Rajeswaran, Jeevanantham; Blackstone, Eugene H; Ehrlinger, John; Li, Liang; Ishwaran, Hemant; Parides, Michael K

2018-01-01

Atrial fibrillation is an arrhythmic disorder where the electrical signals of the heart become irregular. The probability of atrial fibrillation (binary response) is often time varying in a structured fashion, as is the influence of associated risk factors. A generalized nonlinear mixed effects model is presented to estimate the time-related probability of atrial fibrillation using a temporal decomposition approach to reveal the pattern of the probability of atrial fibrillation and their determinants. This methodology generalizes to patient-specific analysis of longitudinal binary data with possibly time-varying effects of covariates and with different patient-specific random effects influencing different temporal phases. The motivation and application of this model is illustrated using longitudinally measured atrial fibrillation data obtained through weekly trans-telephonic monitoring from an NIH sponsored clinical trial being conducted by the Cardiothoracic Surgery Clinical Trials Network.

Comparing fixed effects and covariance structure estimators for panel data

DEFF Research Database (Denmark)

Ejrnæs, Mette; Holm, Anders

2006-01-01

In this article, the authors compare the traditional econometric fixed effect estimator with the maximum likelihood estimator implied by covariance structure models for panel data. Their findings are that the maximum like lipoid estimator is remarkably robust to certain types of misspecifications...

Covariance Manipulation for Conjunction Assessment

Science.gov (United States)

Hejduk, M. D.

2016-01-01

The manipulation of space object covariances to try to provide additional or improved information to conjunction risk assessment is not an uncommon practice. Types of manipulation include fabricating a covariance when it is missing or unreliable to force the probability of collision (Pc) to a maximum value ('PcMax'), scaling a covariance to try to improve its realism or see the effect of covariance volatility on the calculated Pc, and constructing the equivalent of an epoch covariance at a convenient future point in the event ('covariance forecasting'). In bringing these methods to bear for Conjunction Assessment (CA) operations, however, some do not remain fully consistent with best practices for conducting risk management, some seem to be of relatively low utility, and some require additional information before they can contribute fully to risk analysis. This study describes some basic principles of modern risk management (following the Kaplan construct) and then examines the PcMax and covariance forecasting paradigms for alignment with these principles; it then further examines the expected utility of these methods in the modern CA framework. Both paradigms are found to be not without utility, but only in situations that are somewhat carefully circumscribed.

Noise Response Data Reveal Novel Controllability Gramian for Nonlinear Network Dynamics

Science.gov (United States)

Kashima, Kenji

2016-01-01

Control of nonlinear large-scale dynamical networks, e.g., collective behavior of agents interacting via a scale-free connection topology, is a central problem in many scientific and engineering fields. For the linear version of this problem, the so-called controllability Gramian has played an important role to quantify how effectively the dynamical states are reachable by a suitable driving input. In this paper, we first extend the notion of the controllability Gramian to nonlinear dynamics in terms of the Gibbs distribution. Next, we show that, when the networks are open to environmental noise, the newly defined Gramian is equal to the covariance matrix associated with randomly excited, but uncontrolled, dynamical state trajectories. This fact theoretically justifies a simple Monte Carlo simulation that can extract effectively controllable subdynamics in nonlinear complex networks. In addition, the result provides a novel insight into the relationship between controllability and statistical mechanics. PMID:27264780

Effect of neural connectivity on autocovariance and cross covariance estimates

Directory of Open Access Journals (Sweden)

Stecker Mark M

2007-01-01

important to interpret measured auto and cross covariance functions cautiously in light of the long range nature of the electric fields. Using recording electrodes that are bipolar or quadrupolar minimizes or eliminates these effects and hence these electrodes are preferred when electrical recordings are made for the purpose of auto and cross correlation analysis of local electrical activity.

Covariate adjustments in randomized controlled trials increased study power and reduced biasedness of effect size estimation.

Science.gov (United States)

Lee, Paul H

2016-08-01

This study aims to show that under several assumptions, in randomized controlled trials (RCTs), unadjusted, crude analysis will underestimate the Cohen's d effect size of the treatment, and an unbiased estimate of effect size can be obtained only by adjusting for all predictors of the outcome. Four simulations were performed to examine the effects of adjustment on the estimated effect size of the treatment and power of the analysis. In addition, we analyzed data from the Advanced Cognitive Training for Independent and Vital Elderly (ACTIVE) study (older adults aged 65-94), an RCT with three treatment arms and one control arm. We showed that (1) the number of unadjusted covariates was associated with the effect size of the treatment; (2) the biasedness of effect size estimation was minimized if all covariates were adjusted for; (3) the power of the statistical analysis slightly decreased with the number of adjusted noise variables; and (4) exhaustively searching the covariates and noise variables adjusted for can lead to exaggeration of the true effect size. Analysis of the ACTIVE study data showed that the effect sizes adjusting for covariates of all three treatments were 7.39-24.70% larger than their unadjusted counterparts, whereas the effect size would be elevated by at most 57.92% by exhaustively searching the variables adjusted for. All covariates of the outcome in RCTs should be adjusted for, and if the effect of a particular variable on the outcome is unknown, adjustment will do more good than harm. Copyright © 2016 Elsevier Inc. All rights reserved.

A covariant technique for the calculation of the one-loop effective action

International Nuclear Information System (INIS)

Avramidi, I.G.

1991-01-01

We develop a manifestly covariant technique for a heat kernel calculation in the presence of arbitrary background fields in a curved space. The four lowest-order coefficients of the Schwinger-De Witt asymptotic expansion are explicitly computed. We also calculate the heat kernel asymptotic expansion up to terms of third order in rapidly varying background fields (curvatures). This approximate series is summed and covariant nonlocal expressions for the heat kernel, ξ-function and one-loop effective action are obtained. Other related problems are discussed. (orig.)

Progress on Nuclear Data Covariances: AFCI-1.2 Covariance Library

International Nuclear Information System (INIS)

Oblozinsky, P.; Oblozinsky, P.; Mattoon, C.M.; Herman, M.; Mughabghab, S.F.; Pigni, M.T.; Talou, P.; Hale, G.M.; Kahler, A.C.; Kawano, T.; Little, R.C.; Young, P.G

2009-01-01

Improved neutron cross section covariances were produced for 110 materials including 12 light nuclei (coolants and moderators), 78 structural materials and fission products, and 20 actinides. Improved covariances were organized into AFCI-1.2 covariance library in 33-energy groups, from 10 -5 eV to 19.6 MeV. BNL contributed improved covariance data for the following materials: 23 Na and 55 Mn where more detailed evaluation was done; improvements in major structural materials 52 Cr, 56 Fe and 58 Ni; improved estimates for remaining structural materials and fission products; improved covariances for 14 minor actinides, and estimates of mubar covariances for 23 Na and 56 Fe. LANL contributed improved covariance data for 235 U and 239 Pu including prompt neutron fission spectra and completely new evaluation for 240 Pu. New R-matrix evaluation for 16 O including mubar covariances is under completion. BNL assembled the library and performed basic testing using improved procedures including inspection of uncertainty and correlation plots for each material. The AFCI-1.2 library was released to ANL and INL in August 2009.

Simulations and cosmological inference: A statistical model for power spectra means and covariances

International Nuclear Information System (INIS)

Schneider, Michael D.; Knox, Lloyd; Habib, Salman; Heitmann, Katrin; Higdon, David; Nakhleh, Charles

2008-01-01

We describe an approximate statistical model for the sample variance distribution of the nonlinear matter power spectrum that can be calibrated from limited numbers of simulations. Our model retains the common assumption of a multivariate normal distribution for the power spectrum band powers but takes full account of the (parameter-dependent) power spectrum covariance. The model is calibrated using an extension of the framework in Habib et al. (2007) to train Gaussian processes for the power spectrum mean and covariance given a set of simulation runs over a hypercube in parameter space. We demonstrate the performance of this machinery by estimating the parameters of a power-law model for the power spectrum. Within this framework, our calibrated sample variance distribution is robust to errors in the estimated covariance and shows rapid convergence of the posterior parameter constraints with the number of training simulations.

On some nonlinear effects in ultrasonic fields

Science.gov (United States)

Tjotta

2000-03-01

Nonlinear effects associated with intense sound fields in fluids are considered theoretically. Special attention is directed to the study of higher effects that cannot be described within the standard propagation models of nonlinear acoustics (the KZK and Burgers equations). The analysis is based on the fundamental equations of motion for a thermoviscous fluid, for which thermal equations of state exist. Model equations are derived and used to analyze nonlinear sources for generation of flow and heat, and other changes in the ambient state of the fluid. Fluctuations in the coefficients of viscosity and thermal conductivity caused by the sound field, are accounted for. Also considered are nonlinear effects induced in the fluid by flexural vibrations. The intensity and absorption of finite amplitude sound waves are calculated, and related to the sources for generation of higher order effects.

Covariant diagrams for one-loop matching

Energy Technology Data Exchange (ETDEWEB)

Zhang, Zhengkang [Michigan Center for Theoretical Physics (MCTP), University of Michigan,450 Church Street, Ann Arbor, MI 48109 (United States); Deutsches Elektronen-Synchrotron (DESY),Notkestraße 85, 22607 Hamburg (Germany)

2017-05-30

We present a diagrammatic formulation of recently-revived covariant functional approaches to one-loop matching from an ultraviolet (UV) theory to a low-energy effective field theory. Various terms following from a covariant derivative expansion (CDE) are represented by diagrams which, unlike conventional Feynman diagrams, involve gauge-covariant quantities and are thus dubbed “covariant diagrams.” The use of covariant diagrams helps organize and simplify one-loop matching calculations, which we illustrate with examples. Of particular interest is the derivation of UV model-independent universal results, which reduce matching calculations of specific UV models to applications of master formulas. We show how such derivation can be done in a more concise manner than the previous literature, and discuss how additional structures that are not directly captured by existing universal results, including mixed heavy-light loops, open covariant derivatives, and mixed statistics, can be easily accounted for.

Covariant diagrams for one-loop matching

International Nuclear Information System (INIS)

Zhang, Zhengkang

2017-01-01

We present a diagrammatic formulation of recently-revived covariant functional approaches to one-loop matching from an ultraviolet (UV) theory to a low-energy effective field theory. Various terms following from a covariant derivative expansion (CDE) are represented by diagrams which, unlike conventional Feynman diagrams, involve gauge-covariant quantities and are thus dubbed “covariant diagrams.” The use of covariant diagrams helps organize and simplify one-loop matching calculations, which we illustrate with examples. Of particular interest is the derivation of UV model-independent universal results, which reduce matching calculations of specific UV models to applications of master formulas. We show how such derivation can be done in a more concise manner than the previous literature, and discuss how additional structures that are not directly captured by existing universal results, including mixed heavy-light loops, open covariant derivatives, and mixed statistics, can be easily accounted for.

Nonlinear effects in modulated quantum optomechanics

Science.gov (United States)

Yin, Tai-Shuang; Lü, Xin-You; Zheng, Li-Li; Wang, Mei; Li, Sha; Wu, Ying

2017-05-01

The nonlinear quantum regime is crucial for implementing interesting quantum effects, which have wide applications in modern quantum science. Here we propose an effective method to reach the nonlinear quantum regime in a modulated optomechanical system (OMS), which is originally in the weak-coupling regime. The mechanical spring constant and optomechanical interaction are modulated periodically. This leads to the result that the resonant optomechanical interaction can be effectively enhanced into the single-photon strong-coupling regime by the modulation-induced mechanical parametric amplification. Moreover, the amplified phonon noise can be suppressed completely by introducing a squeezed vacuum reservoir, which ultimately leads to the realization of photon blockade in a weakly coupled OMS. The reached nonlinear quantum regime also allows us to engineer the nonclassical states (e.g., Schrödinger cat states) of the cavity field, which are robust against the phonon noise. This work offers an alternative approach to enhance the quantum nonlinearity of an OMS, which should expand the applications of cavity optomechanics in the quantum realm.

Covariant canonical quantization of fields and Bohmian mechanics

International Nuclear Information System (INIS)

Nikolic, H.

2005-01-01

We propose a manifestly covariant canonical method of field quantization based on the classical De Donder-Weyl covariant canonical formulation of field theory. Owing to covariance, the space and time arguments of fields are treated on an equal footing. To achieve both covariance and consistency with standard non-covariant canonical quantization of fields in Minkowski spacetime, it is necessary to adopt a covariant Bohmian formulation of quantum field theory. A preferred foliation of spacetime emerges dynamically owing to a purely quantum effect. The application to a simple time-reparametrization invariant system and quantum gravity is discussed and compared with the conventional non-covariant Wheeler-DeWitt approach. (orig.)

ERRORJ. Covariance processing code. Version 2.2

International Nuclear Information System (INIS)

Chiba, Go

2004-07-01

ERRORJ is the covariance processing code that can produce covariance data of multi-group cross sections, which are essential for uncertainty analyses of nuclear parameters, such as neutron multiplication factor. The ERRORJ code can process the covariance data of cross sections including resonance parameters, angular and energy distributions of secondary neutrons. Those covariance data cannot be processed by the other covariance processing codes. ERRORJ has been modified and the version 2.2 has been developed. This document describes the modifications and how to use. The main topics of the modifications are as follows. Non-diagonal elements of covariance matrices are calculated in the resonance energy region. Option for high-speed calculation is implemented. Perturbation amount is optimized in a sensitivity calculation. Effect of the resonance self-shielding on covariance of multi-group cross section can be considered. It is possible to read a compact covariance format proposed by N.M. Larson. (author)

Covariant and background independent functional RG flow for the effective average action

Energy Technology Data Exchange (ETDEWEB)

Safari, Mahmoud; Vacca, Gian Paolo [Dipartimento di Fisica and INFN - Sezione di Bologna,via Irnerio 46, 40126 Bologna (Italy)

2016-11-23

We extend our prescription for the construction of a covariant and background-independent effective action for scalar quantum field theories to the case where momentum modes below a certain scale are suppressed by the presence of an infrared regulator. The key step is an appropriate choice of the infrared cutoff for which the Ward identity, capturing the information from single-field dependence of the ultraviolet action, continues to be exactly solvable, and therefore, in addition to covariance, manifest background independence of the effective action is guaranteed at any scale. A practical consequence is that in this framework one can adopt truncations dependent on the single total field. Furthermore we discuss the necessary and sufficient conditions for the preservation of symmetries along the renormalization group flow.

Covariate analysis of bivariate survival data

Energy Technology Data Exchange (ETDEWEB)

Bennett, L.E.

1992-01-01

The methods developed are used to analyze the effects of covariates on bivariate survival data when censoring and ties are present. The proposed method provides models for bivariate survival data that include differential covariate effects and censored observations. The proposed models are based on an extension of the univariate Buckley-James estimators which replace censored data points by their expected values, conditional on the censoring time and the covariates. For the bivariate situation, it is necessary to determine the expectation of the failure times for one component conditional on the failure or censoring time of the other component. Two different methods have been developed to estimate these expectations. In the semiparametric approach these expectations are determined from a modification of Burke's estimate of the bivariate empirical survival function. In the parametric approach censored data points are also replaced by their conditional expected values where the expected values are determined from a specified parametric distribution. The model estimation will be based on the revised data set, comprised of uncensored components and expected values for the censored components. The variance-covariance matrix for the estimated covariate parameters has also been derived for both the semiparametric and parametric methods. Data from the Demographic and Health Survey was analyzed by these methods. The two outcome variables are post-partum amenorrhea and breastfeeding; education and parity were used as the covariates. Both the covariate parameter estimates and the variance-covariance estimates for the semiparametric and parametric models will be compared. In addition, a multivariate test statistic was used in the semiparametric model to examine contrasts. The significance of the statistic was determined from a bootstrap distribution of the test statistic.

Hawking radiation, effective actions and covariant boundary conditions

International Nuclear Information System (INIS)

Banerjee, Rabin; Kulkarni, Shailesh

2008-01-01

From an appropriate expression for the effective action, the Hawking radiation from charged black holes is derived, using only covariant boundary conditions at the event horizon. The connection of our approach with the Unruh vacuum and the recent analysis [S.P. Robinson, F. Wilczek, Phys. Rev. Lett. 95 (2005) 011303, (gr-qc/0502074); S. Iso, H. Umetsu, F. Wilczek, Phys. Rev. Lett. 96 (2006) 151302, (hep-th/0602146); R. Banerjee, S. Kulkarni, (arXiv: 0707.2449 [hep-th])] of Hawking radiation using anomalies is established

Vibrational mechanics nonlinear dynamic effects, general approach, applications

CERN Document Server

Blekhman, Iliya I

2000-01-01

This important book deals with vibrational mechanics - the new, intensively developing section of nonlinear dynamics and the theory of nonlinear oscillations. It offers a general approach to the study of the effect of vibration on nonlinear mechanical systems.The book presents the mathematical apparatus of vibrational mechanics which is used to describe such nonlinear effects as the disappearance and appearance under vibration of stable positions of equilibrium and motions (i.e. attractors), the change of the rheological properties of the media, self-synchronization, self-balancing, the vibrat

Nonlinear effects on bremsstrahlung emission in dusty plasmas

International Nuclear Information System (INIS)

Kim, Young-Woo; Jung, Young-Dae

2004-01-01

Nonlinear effects on the bremsstrahlung process due to ion-dust grain collisions are investigated in dusty plasmas. The nonlinear screened interaction potential is applied to obtain the Fourier coefficients of the force acting on the dust grain. The classical trajectory analysis is applied to obtain the differential bremsstrahlung radiation cross section as a function of the scaled impact parameter, projectile energy, photon energy, and Debye length. The result shows that the nonlinear effects suppress the bremsstrahlung radiation cross section due to collisions of ions with positively charged dust grains. These nonlinear effects decrease with increasing Debye length and temperature, and increase with increasing radiation photon energy

Theory and simulations of covariance mapping in multiple dimensions for data analysis in high-event-rate experiments

Science.gov (United States)

Zhaunerchyk, V.; Frasinski, L. J.; Eland, J. H. D.; Feifel, R.

2014-05-01

Multidimensional covariance analysis and its validity for correlation of processes leading to multiple products are investigated from a theoretical point of view. The need to correct for false correlations induced by experimental parameters which fluctuate from shot to shot, such as the intensity of self-amplified spontaneous emission x-ray free-electron laser pulses, is emphasized. Threefold covariance analysis based on simple extension of the two-variable formulation is shown to be valid for variables exhibiting Poisson statistics. In this case, false correlations arising from fluctuations in an unstable experimental parameter that scale linearly with signals can be eliminated by threefold partial covariance analysis, as defined here. Fourfold covariance based on the same simple extension is found to be invalid in general. Where fluctuations in an unstable parameter induce nonlinear signal variations, a technique of contingent covariance analysis is proposed here to suppress false correlations. In this paper we also show a method to eliminate false correlations associated with fluctuations of several unstable experimental parameters.

On Reducing the Effect of Covariate Factors in Gait Recognition: A Classifier Ensemble Method.

Science.gov (United States)

Guan, Yu; Li, Chang-Tsun; Roli, Fabio

2015-07-01

Robust human gait recognition is challenging because of the presence of covariate factors such as carrying condition, clothing, walking surface, etc. In this paper, we model the effect of covariates as an unknown partial feature corruption problem. Since the locations of corruptions may differ for different query gaits, relevant features may become irrelevant when walking condition changes. In this case, it is difficult to train one fixed classifier that is robust to a large number of different covariates. To tackle this problem, we propose a classifier ensemble method based on the random subspace Method (RSM) and majority voting (MV). Its theoretical basis suggests it is insensitive to locations of corrupted features, and thus can generalize well to a large number of covariates. We also extend this method by proposing two strategies, i.e, local enhancing (LE) and hybrid decision-level fusion (HDF) to suppress the ratio of false votes to true votes (before MV). The performance of our approach is competitive against the most challenging covariates like clothing, walking surface, and elapsed time. We evaluate our method on the USF dataset and OU-ISIR-B dataset, and it has much higher performance than other state-of-the-art algorithms.

Contributions to Large Covariance and Inverse Covariance Matrices Estimation

OpenAIRE

Kang, Xiaoning

2016-01-01

Estimation of covariance matrix and its inverse is of great importance in multivariate statistics with broad applications such as dimension reduction, portfolio optimization, linear discriminant analysis and gene expression analysis. However, accurate estimation of covariance or inverse covariance matrices is challenging due to the positive definiteness constraint and large number of parameters, especially in the high-dimensional cases. In this thesis, I develop several approaches for estimat...

Nonlinear effects in water waves

International Nuclear Information System (INIS)

Janssen, P.A.E.M.

1989-05-01

This set of lecture notes on nonlinear effects in water waves was written on the occasion of the first ICTP course on Ocean Waves and Tides held from 26 September until 28 October 1988 in Trieste, Italy. It presents a summary and unification of my knowledge on nonlinear effects of gravity waves on an incompressible fluid without vorticity. The starting point of the theory is the Hamiltonian for water waves. The evolution equations of both weakly nonlinear, shallow water and deep water gravity waves are derived by suitable approximation of the energy of the waves, resulting in the Korteweg-de Vries equation and the Zakharov equation, respectively. Next, interesting properties of the KdV equation (solitons) and the Zakharov equation (instability of a finite amplitude wave train) are discussed in some detail. Finally, the evolution of a homogeneous, random wave field due to resonant four wave processes is considered and the importance of this process for ocean wave prediction is pointed out. 38 refs, 21 figs

Nonlinear effects on mode-converted lower-hybrid waves

International Nuclear Information System (INIS)

Kuehl, H.H.

1976-01-01

Nonlinear ponderomotive force effects on mode-converted lower-hybrid waves are considered. The nonlinear distortion of these waves is shown to be governed by the cubic nonlinear Schroedinger equation. The threshold condition for self-focusing and filamentation is derived

The effects of stress and sex on selection, genetic covariance, and the evolutionary response.

Science.gov (United States)

Holman, L; Jacomb, F

2017-10-01

The capacity of a population to adapt to selection (evolvability) depends on whether the structure of genetic variation permits the evolution of fitter trait combinations. Selection, genetic variance and genetic covariance can change under environmental stress, and males and females are not genetically independent, yet the combined effects of stress and dioecy on evolvability are not well understood. Here, we estimate selection, genetic (co)variance and evolvability in both sexes of Tribolium castaneum flour beetles under stressful and benign conditions, using a half-sib breeding design. Although stress uncovered substantial latent heritability, stress also affected genetic covariance, such that evolvability remained low under stress. Sexual selection on males and natural selection on females favoured a similar phenotype, and there was positive intersex genetic covariance. Consequently, sexual selection on males augmented adaptation in females, and intralocus sexual conflict was weak or absent. This study highlights that increased heritability does not necessarily increase evolvability, suggests that selection can deplete genetic variance for multivariate trait combinations with strong effects on fitness, and tests the recent hypothesis that sexual conflict is weaker in stressful or novel environments. © 2017 European Society For Evolutionary Biology. Journal of Evolutionary Biology © 2017 European Society For Evolutionary Biology.

Cross-covariance based global dynamic sensitivity analysis

Science.gov (United States)

Shi, Yan; Lu, Zhenzhou; Li, Zhao; Wu, Mengmeng

2018-02-01

For identifying the cross-covariance source of dynamic output at each time instant for structural system involving both input random variables and stochastic processes, a global dynamic sensitivity (GDS) technique is proposed. The GDS considers the effect of time history inputs on the dynamic output. In the GDS, the cross-covariance decomposition is firstly developed to measure the contribution of the inputs to the output at different time instant, and an integration of the cross-covariance change over the specific time interval is employed to measure the whole contribution of the input to the cross-covariance of output. Then, the GDS main effect indices and the GDS total effect indices can be easily defined after the integration, and they are effective in identifying the important inputs and the non-influential inputs on the cross-covariance of output at each time instant, respectively. The established GDS analysis model has the same form with the classical ANOVA when it degenerates to the static case. After degeneration, the first order partial effect can reflect the individual effects of inputs to the output variance, and the second order partial effect can reflect the interaction effects to the output variance, which illustrates the consistency of the proposed GDS indices and the classical variance-based sensitivity indices. The MCS procedure and the Kriging surrogate method are developed to solve the proposed GDS indices. Several examples are introduced to illustrate the significance of the proposed GDS analysis technique and the effectiveness of the proposed solution.

Covariant Transform

OpenAIRE

Kisil, Vladimir V.

2010-01-01

The paper develops theory of covariant transform, which is inspired by the wavelet construction. It was observed that many interesting types of wavelets (or coherent states) arise from group representations which are not square integrable or vacuum vectors which are not admissible. Covariant transform extends an applicability of the popular wavelets construction to classic examples like the Hardy space H_2, Banach spaces, covariant functional calculus and many others. Keywords: Wavelets, cohe...

Covariance Between Genotypic Effects and its Use for Genomic Inference in Half-Sib Families

Science.gov (United States)

Wittenburg, Dörte; Teuscher, Friedrich; Klosa, Jan; Reinsch, Norbert

2016-01-01

In livestock, current statistical approaches utilize extensive molecular data, e.g., single nucleotide polymorphisms (SNPs), to improve the genetic evaluation of individuals. The number of model parameters increases with the number of SNPs, so the multicollinearity between covariates can affect the results obtained using whole genome regression methods. In this study, dependencies between SNPs due to linkage and linkage disequilibrium among the chromosome segments were explicitly considered in methods used to estimate the effects of SNPs. The population structure affects the extent of such dependencies, so the covariance among SNP genotypes was derived for half-sib families, which are typical in livestock populations. Conditional on the SNP haplotypes of the common parent (sire), the theoretical covariance was determined using the haplotype frequencies of the population from which the individual parent (dam) was derived. The resulting covariance matrix was included in a statistical model for a trait of interest, and this covariance matrix was then used to specify prior assumptions for SNP effects in a Bayesian framework. The approach was applied to one family in simulated scenarios (few and many quantitative trait loci) and using semireal data obtained from dairy cattle to identify genome segments that affect performance traits, as well as to investigate the impact on predictive ability. Compared with a method that does not explicitly consider any of the relationship among predictor variables, the accuracy of genetic value prediction was improved by 10–22%. The results show that the inclusion of dependence is particularly important for genomic inference based on small sample sizes. PMID:27402363

Nonlinear Talbot Effect and Its Applications

Science.gov (United States)

Yang, Zhening

2018-03-01

Talbot effect, a lenless self-imaging phenomenon, was first discovered in 1836 by H.F. Talbot. The conventional Talbott effect has been studied for over a hundred years. Recently, the rapid development of optical superlattices has brought a great breakthrough in Talbot effect research. A nonlinear self-imaging phenomenon was found in the periodically poled LiTaO3 (PPLT) crystals. [1][2][3] This nonlinear Talbot effect has applications not only in optics but also in many other fields. For example, the phenomenon is realized by frequency-doubled beams, which offers people a new way to enhance the spatial resolution of the self-images of periodic objects. And by observing the self-image of the second harmonic (SH) field on the sample surface, people can detect the domain structure in the crystal without damaging the sample. Throughout this review paper, an overview of nonlinear Talbot effect and two applications of this phenomenon is presented. Breakthroughs like achieving a super-focused spot and realizing an acousto-optic tunable SH Talbot illuminator will be introduced as well.

A comparison of methods to adjust for continuous covariates in the analysis of randomised trials

Directory of Open Access Journals (Sweden)

Brennan C. Kahan

2016-04-01

Full Text Available Abstract Background Although covariate adjustment in the analysis of randomised trials can be beneficial, adjustment for continuous covariates is complicated by the fact that the association between covariate and outcome must be specified. Misspecification of this association can lead to reduced power, and potentially incorrect conclusions regarding treatment efficacy. Methods We compared several methods of adjustment to determine which is best when the association between covariate and outcome is unknown. We assessed (a dichotomisation or categorisation; (b assuming a linear association with outcome; (c using fractional polynomials with one (FP1 or two (FP2 polynomial terms; and (d using restricted cubic splines with 3 or 5 knots. We evaluated each method using simulation and through a re-analysis of trial datasets. Results Methods which kept covariates as continuous typically had higher power than methods which used categorisation. Dichotomisation, categorisation, and assuming a linear association all led to large reductions in power when the true association was non-linear. FP2 models and restricted cubic splines with 3 or 5 knots performed best overall. Conclusions For the analysis of randomised trials we recommend (1 adjusting for continuous covariates even if their association with outcome is unknown; (2 keeping covariates as continuous; and (3 using fractional polynomials with two polynomial terms or restricted cubic splines with 3 to 5 knots when a linear association is in doubt.

Covariant diagrams for one-loop matching

International Nuclear Information System (INIS)

Zhang, Zhengkang

2016-10-01

We present a diagrammatic formulation of recently-revived covariant functional approaches to one-loop matching from an ultraviolet (UV) theory to a low-energy effective field theory. Various terms following from a covariant derivative expansion (CDE) are represented by diagrams which, unlike conventional Feynman diagrams, involve gaugecovariant quantities and are thus dubbed ''covariant diagrams.'' The use of covariant diagrams helps organize and simplify one-loop matching calculations, which we illustrate with examples. Of particular interest is the derivation of UV model-independent universal results, which reduce matching calculations of specific UV models to applications of master formulas. We show how such derivation can be done in a more concise manner than the previous literature, and discuss how additional structures that are not directly captured by existing universal results, including mixed heavy-light loops, open covariant derivatives, and mixed statistics, can be easily accounted for.

Covariant diagrams for one-loop matching

Energy Technology Data Exchange (ETDEWEB)

Zhang, Zhengkang [Michigan Univ., Ann Arbor, MI (United States). Michigan Center for Theoretical Physics; Deutsches Elektronen-Synchrotron (DESY), Hamburg (Germany)

2016-10-15

We present a diagrammatic formulation of recently-revived covariant functional approaches to one-loop matching from an ultraviolet (UV) theory to a low-energy effective field theory. Various terms following from a covariant derivative expansion (CDE) are represented by diagrams which, unlike conventional Feynman diagrams, involve gaugecovariant quantities and are thus dubbed ''covariant diagrams.'' The use of covariant diagrams helps organize and simplify one-loop matching calculations, which we illustrate with examples. Of particular interest is the derivation of UV model-independent universal results, which reduce matching calculations of specific UV models to applications of master formulas. We show how such derivation can be done in a more concise manner than the previous literature, and discuss how additional structures that are not directly captured by existing universal results, including mixed heavy-light loops, open covariant derivatives, and mixed statistics, can be easily accounted for.

Gaussian covariance graph models accounting for correlated marker effects in genome-wide prediction.

Science.gov (United States)

Martínez, C A; Khare, K; Rahman, S; Elzo, M A

2017-10-01

Several statistical models used in genome-wide prediction assume uncorrelated marker allele substitution effects, but it is known that these effects may be correlated. In statistics, graphical models have been identified as a useful tool for covariance estimation in high-dimensional problems and it is an area that has recently experienced a great expansion. In Gaussian covariance graph models (GCovGM), the joint distribution of a set of random variables is assumed to be Gaussian and the pattern of zeros of the covariance matrix is encoded in terms of an undirected graph G. In this study, methods adapting the theory of GCovGM to genome-wide prediction were developed (Bayes GCov, Bayes GCov-KR and Bayes GCov-H). In simulated data sets, improvements in correlation between phenotypes and predicted breeding values and accuracies of predicted breeding values were found. Our models account for correlation of marker effects and permit to accommodate general structures as opposed to models proposed in previous studies, which consider spatial correlation only. In addition, they allow incorporation of biological information in the prediction process through its use when constructing graph G, and their extension to the multi-allelic loci case is straightforward. © 2017 Blackwell Verlag GmbH.

P2 : A random effects model with covariates for directed graphs

NARCIS (Netherlands)

van Duijn, M.A.J.; Snijders, T.A.B.; Zijlstra, B.J.H.

A random effects model is proposed for the analysis of binary dyadic data that represent a social network or directed graph, using nodal and/or dyadic attributes as covariates. The network structure is reflected by modeling the dependence between the relations to and from the same actor or node.

Repairable system analysis in presence of covariates and random effects

International Nuclear Information System (INIS)

Giorgio, M.; Guida, M.; Pulcini, G.

2014-01-01

This paper aims to model the failure pattern of repairable systems in presence of explained and unexplained heterogeneity. The failure pattern of each system is described by a Power Law Process. Part of the heterogeneity among the patterns is explained through the use of a covariate, and the residual unexplained heterogeneity (random effects) is modeled via a joint probability distribution on the PLP parameters. The proposed approach is applied to a real set of failure time data of powertrain systems mounted on 33 buses employed in urban and suburban routes. Moreover, the joint probability distribution on the PLP parameters estimated from the data is used as an informative prior to make Bayesian inference on the future failure process of a generic system belonging to the same population and employed in an urban or suburban route under randomly chosen working conditions. - Highlights: • We describe the failure process of buses powertrain system subject to heterogeneity. • Heterogeneity due to different service types is explained by a covariate. • Random effect is modeled through a joint pdf on failure process parameters. • The powertrain reliability under new future operating conditions is estimated

Covariance evaluation system

International Nuclear Information System (INIS)

Kawano, Toshihiko; Shibata, Keiichi.

1997-09-01

A covariance evaluation system for the evaluated nuclear data library was established. The parameter estimation method and the least squares method with a spline function are used to generate the covariance data. Uncertainties of nuclear reaction model parameters are estimated from experimental data uncertainties, then the covariance of the evaluated cross sections is calculated by means of error propagation. Computer programs ELIESE-3, EGNASH4, ECIS, and CASTHY are used. Covariances of 238 U reaction cross sections were calculated with this system. (author)

On the covariant formalism of the effective field theory of gravity and leading order corrections

DEFF Research Database (Denmark)

Codello, Alessandro; Jain, Rajeev Kumar

2016-01-01

We construct the covariant effective field theory of gravity as an expansion in inverse powers of the Planck mass, identifying the leading and next-to-leading quantum corrections. We determine the form of the effective action for the cases of pure gravity with cosmological constant as well...... as gravity coupled to matter. By means of heat kernel methods we renormalize and compute the leading quantum corrections to quadratic order in a curvature expansion. The final effective action in our covariant formalism is generally non-local and can be readily used to understand the phenomenology...... on different spacetimes. In particular, we point out that on curved backgrounds the observable leading quantum gravitational effects are less suppressed than on Minkowski spacetime....

How much do genetic covariances alter the rate of adaptation?

Science.gov (United States)

Agrawal, Aneil F; Stinchcombe, John R

2009-03-22

Genetically correlated traits do not evolve independently, and the covariances between traits affect the rate at which a population adapts to a specified selection regime. To measure the impact of genetic covariances on the rate of adaptation, we compare the rate fitness increases given the observed G matrix to the expected rate if all the covariances in the G matrix are set to zero. Using data from the literature, we estimate the effect of genetic covariances in real populations. We find no net tendency for covariances to constrain the rate of adaptation, though the quality and heterogeneity of the data limit the certainty of this result. There are some examples in which covariances strongly constrain the rate of adaptation but these are balanced by counter examples in which covariances facilitate the rate of adaptation; in many cases, covariances have little or no effect. We also discuss how our metric can be used to identify traits or suites of traits whose genetic covariances to other traits have a particularly large impact on the rate of adaptation.

Analytical evaluation of nonlinear distortion effects on multicarrier signals

CERN Document Server

Araújo, Theresa

2015-01-01

Due to their ability to support reliable high quality of service as well as spectral and power efficiency, multicarrier modulation systems have found increasing use in modern communications services. However, one of the main drawbacks of these systems is their vulnerability to nonlinear distortion effects. Analytical Evaluation of Nonlinear Distortion Effects on Multicarrier Signals details a unified approach to well-known analytical results on memoryless nonlinearities that takes advantage of the Gaussian behavior of multicarrier signals.Sharing new insights into the behavior of nonlinearly d

On the algebraic structure of covariant anomalies and covariant Schwinger terms

International Nuclear Information System (INIS)

Kelnhofer, G.

1992-01-01

A cohomological characterization of covariant anomalies and covariant Schwinger terms in an anomalous Yang-Mills theory is formulated and w ill be geometrically interpreted. The BRS and anti-BRS transformations are defined as purely differential geometric objects. Finally the covariant descent equations are formulated within this context. (author)

1+3 covariant cosmic microwave background anisotropies I: Algebraic relations for mode and multipole expansions

International Nuclear Information System (INIS)

Gebbie, Tim; Ellis, G.F.R.

2000-01-01

This is the first of a series of papers systematically extending a 1+3 covariant and gauge-invariant treatment of kinetic theory in curved space-times to a treatment of cosmic microwave background temperature anisotropies arising from inhomogeneities in the early universe. The present paper deals with algebraic issues, both generically and in the context of models linearised about Robertson-Walker geometries. The approach represents radiation anisotropies by projected symmetric and trace-free tensors. The angular correlation functions for the mode coefficients are found in terms of these quantities, following the Wilson-Silk approach, but derived and dealt with in 1+3 covariant and gauge-invariant form. The covariant multipole and mode-expanded angular correlation functions are related to the usual treatments in the literature. The 1+3 covariant and gauge-invariant mode expansion is related to the coordinate approach by linking the Legendre functions to the projected symmetric trace-free representation, using a covariant addition theorem for the tensors to generate the Legendre polynomial recursion relation. This paper lays the foundation for further papers in the series, which use this formalism in a covariant and gauge-invariant approach to developing solutions of the Boltzmann and Liouville equations for the cosmic microwave background before and after decoupling, thus providing a unified covariant and gauge-invariant derivation of the variety of approaches to cosmic microwave background anisotropies in the current literature, as well as a basis for extension of the theory to include nonlinearities

Analytical treatment of the nonlinear electron cloud effect and the combined effects with beam-beam and space charge nonlinear forces in storage rings

International Nuclear Information System (INIS)

Gao Jie

2009-01-01

In this paper we treat first some nonlinear beam dynamics problems in storage rings, such as beam dynamic apertures due to magnetic multipoles, wiggles, beam-beam effects, nonlinear space charge effect, and then nonlinear electron cloud effect combined with beam-beam and space charge effects, analytically. This analytical treatment is applied to BEPC II. The corresponding analytical expressions developed in this paper are useful both in understanding the physics behind these problems and also in making practical quick hand estimations. (author)

A geometric rationale for invariance, covariance and constitutive relations

Science.gov (United States)

Romano, Giovanni; Barretta, Raffaele; Diaco, Marina

2018-01-01

There are, in each branch of science, statements which, expressed in ambiguous or even incorrect but seemingly friendly manner, were repeated for a long time and eventually became diffusely accepted. Objectivity of physical fields and of their time rates and frame indifference of constitutive relations are among such notions. A geometric reflection on the description of frame changes as spacetime automorphisms, on induced push-pull transformations and on proper physico-mathematical definitions of material, spatial and spacetime tensor fields and of their time-derivatives along the motion, is here carried out with the aim of pointing out essential notions and of unveiling false claims. Theoretical and computational aspects of nonlinear continuum mechanics, and especially those pertaining to constitutive relations, involving material fields and their time rates, gain decisive conceptual and operative improvement from a proper geometric treatment. Outcomes of the geometric analysis are frame covariance of spacetime velocity, material stretching and material spin. A univocal and frame-covariant tool for evaluation of time rates of material fields is provided by the Lie derivative along the motion. The postulate of frame covariance of material fields is assessed to be a natural physical requirement which cannot interfere with the formulation of constitutive laws, with claims of the contrary stemming from an improper imposition of equality in place of equivalence.

The non-linear, interactive effects of population density and climate drive the geographical patterns of waterfowl survival

Science.gov (United States)

Zhao, Qing; Boomer, G. Scott; Kendall, William L.

2018-01-01

On-going climate change has major impacts on ecological processes and patterns. Understanding the impacts of climate on the geographical patterns of survival can provide insights to how population dynamics respond to climate change and provide important information for the development of appropriate conservation strategies at regional scales. It is challenging to understand the impacts of climate on survival, however, due to the fact that the non-linear relationship between survival and climate can be modified by density-dependent processes. In this study we extended the Brownie model to partition hunting and non-hunting mortalities and linked non-hunting survival to covariates. We applied this model to four decades (1972–2014) of waterfowl band-recovery, breeding population survey, and precipitation and temperature data covering multiple ecological regions to examine the non-linear, interactive effects of population density and climate on waterfowl non-hunting survival at a regional scale. Our results showed that the non-linear effect of temperature on waterfowl non-hunting survival was modified by breeding population density. The concave relationship between non-hunting survival and temperature suggested that the effects of warming on waterfowl survival might be multifaceted. Furthermore, the relationship between non-hunting survival and temperature was stronger when population density was higher, suggesting that high-density populations may be less buffered against warming than low-density populations. Our study revealed distinct relationships between waterfowl non-hunting survival and climate across and within ecological regions, highlighting the importance of considering different conservation strategies according to region-specific population and climate conditions. Our findings and associated novel modelling approach have wide implications in conservation practice.

A novel nonlinear damage resonance intermodulation effect for structural health monitoring

Science.gov (United States)

Ciampa, Francesco; Scarselli, Gennaro; Meo, Michele

2017-04-01

This paper is aimed at developing a theoretical model able to predict the generation of nonlinear elastic effects associated to the interaction of ultrasonic waves with the steady-state nonlinear response of local defect resonance (LDR). The LDR effect is used in nonlinear elastic wave spectroscopy to enhance the excitation of the material damage at its local resonance, thus to dramatically increase the vibrational amplitude of material nonlinear phenomena. The main result of this work is to prove both analytically and experimentally the generation of novel nonlinear elastic wave effects, here named as nonlinear damage resonance intermodulation, which correspond to a nonlinear intermodulation between the driving frequency and the LDR one. Beside this intermodulation effect, other nonlinear elastic wave phenomena such as higher harmonics of the input frequency and superharmonics of LDR frequency were found. The analytical model relies on solving the nonlinear equation of motion governing bending displacement under the assumption of both quadratic and cubic nonlinear defect approximation. Experimental tests on a damaged composite laminate confirmed and validated these predictions and showed that using continuous periodic excitation, the nonlinear structural phenomena associated to LDR could also be featured at locations different from the damage resonance. These findings will provide new opportunities for material damage detection using nonlinear ultrasounds.

Rapid assessment of nonlinear optical propagation effects in dielectrics

Science.gov (United States)

Hoyo, J. Del; de La Cruz, A. Ruiz; Grace, E.; Ferrer, A.; Siegel, J.; Pasquazi, A.; Assanto, G.; Solis, J.

2015-01-01

Ultrafast laser processing applications need fast approaches to assess the nonlinear propagation of the laser beam in order to predict the optimal range of processing parameters in a wide variety of cases. We develop here a method based on the simple monitoring of the nonlinear beam shaping against numerical prediction. The numerical code solves the nonlinear Schrödinger equation with nonlinear absorption under simplified conditions by employing a state-of-the art computationally efficient approach. By comparing with experimental results we can rapidly estimate the nonlinear refractive index and nonlinear absorption coefficients of the material. The validity of this approach has been tested in a variety of experiments where nonlinearities play a key role, like spatial soliton shaping or fs-laser waveguide writing. The approach provides excellent results for propagated power densities for which free carrier generation effects can be neglected. Above such a threshold, the peculiarities of the nonlinear propagation of elliptical beams enable acquiring an instantaneous picture of the deposition of energy inside the material realistic enough to estimate the effective nonlinear refractive index and nonlinear absorption coefficients that can be used for predicting the spatial distribution of energy deposition inside the material and controlling the beam in the writing process.

Directional selection effects on patterns of phenotypic (co)variation in wild populations.

Science.gov (United States)

Assis, A P A; Patton, J L; Hubbe, A; Marroig, G

2016-11-30

Phenotypic (co)variation is a prerequisite for evolutionary change, and understanding how (co)variation evolves is of crucial importance to the biological sciences. Theoretical models predict that under directional selection, phenotypic (co)variation should evolve in step with the underlying adaptive landscape, increasing the degree of correlation among co-selected traits as well as the amount of genetic variance in the direction of selection. Whether either of these outcomes occurs in natural populations is an open question and thus an important gap in evolutionary theory. Here, we documented changes in the phenotypic (co)variation structure in two separate natural populations in each of two chipmunk species (Tamias alpinus and T. speciosus) undergoing directional selection. In populations where selection was strongest (those of T. alpinus), we observed changes, at least for one population, in phenotypic (co)variation that matched theoretical expectations, namely an increase of both phenotypic integration and (co)variance in the direction of selection and a re-alignment of the major axis of variation with the selection gradient. © 2016 The Author(s).

Nonlinear effects in varactor-tuned resonators.

Science.gov (United States)

Everard, Jeremy; Zhou, Liang

2006-05-01

This paper describes the effects of RF power level on the performance of varactor-tuned resonator circuits. A variety of topologies are considered, including series and parallel resonators operating in both unbalanced and balanced modes. As these resonators were designed to produce oscillators with minimum phase noise, the initial small signal insertion loss was set to 6 dB and, hence, QL/Q0 = 1/2. To enable accurate analysis and simulation, S parameter and PSPICE models for the varactors were optimized and developed. It is shown that these resonators start to demonstrate nonlinear operation at very low power levels demonstrating saturation and lowering of the resonant frequency. On occasion squegging is observed for modified bias conditions. The nonlinear effects are dependent on the unloaded Q (Q0), the ratio of loaded to unloaded Q (QL/Q0), the bias voltage, and circuit configurations with typical nonlinear effects occurring at -8 dBm in a circuit with a loaded Q of 63 and a varactor bias voltage of 3 V. Analysis, simulation, and measurements that show close correlation are presented.

ENDF-6 File 30: Data covariances obtained from parameter covariances and sensitivities

International Nuclear Information System (INIS)

Muir, D.W.

1989-01-01

File 30 is provided as a means of describing the covariances of tabulated cross sections, multiplicities, and energy-angle distributions that result from propagating the covariances of a set of underlying parameters (for example, the input parameters of a nuclear-model code), using an evaluator-supplied set of parameter covariances and sensitivities. Whenever nuclear data are evaluated primarily through the application of nuclear models, the covariances of the resulting data can be described very adequately, and compactly, by specifying the covariance matrix for the underlying nuclear parameters, along with a set of sensitivity coefficients giving the rate of change of each nuclear datum of interest with respect to each of the model parameters. Although motivated primarily by these applications of nuclear theory, use of File 30 is not restricted to any one particular evaluation methodology. It can be used to describe data covariances of any origin, so long as they can be formally separated into a set of parameters with specified covariances and a set of data sensitivities

A multivariate multilevel Gaussian model with a mixed effects structure in the mean and covariance part.

Science.gov (United States)

Li, Baoyue; Bruyneel, Luk; Lesaffre, Emmanuel

2014-05-20

A traditional Gaussian hierarchical model assumes a nested multilevel structure for the mean and a constant variance at each level. We propose a Bayesian multivariate multilevel factor model that assumes a multilevel structure for both the mean and the covariance matrix. That is, in addition to a multilevel structure for the mean we also assume that the covariance matrix depends on covariates and random effects. This allows to explore whether the covariance structure depends on the values of the higher levels and as such models heterogeneity in the variances and correlation structure of the multivariate outcome across the higher level values. The approach is applied to the three-dimensional vector of burnout measurements collected on nurses in a large European study to answer the research question whether the covariance matrix of the outcomes depends on recorded system-level features in the organization of nursing care, but also on not-recorded factors that vary with countries, hospitals, and nursing units. Simulations illustrate the performance of our modeling approach. Copyright © 2013 John Wiley & Sons, Ltd.

Research on nonlinearity effect of secondary electron multiplier

International Nuclear Information System (INIS)

Wei Xingjian; Liao Junsheng; Deng Dachao; Yu Chunrong; Yuan Li

2007-01-01

The nonlinearity of secondary electron multiplier (SEM) of a thermal ionization mass spectrometer has been researched by using UTB-500 uranium isotope reference material and multi-collecting technique. The results show that the nonlinearity effect of SEM exists in the whole ion counting range, and there is an extreme point of the nonlinearity when the ion counting rate is about 20000 cps. The deviation between measured value of the extreme point and the reference value of the reference sample can be up to 3%, and the nonlinearity obeys logarithm linearity law on both sides of extreme point. A kind of mathematics model of nonlinearity calibration has been put forward. Using this model, the nonlinearity of SEM of TIMS can be calibrated. (authors)

Genotype-covariate interaction effects and the heritability of adult body mass index

NARCIS (Netherlands)

Robinson, Matthew R.; English, Geoffrey; Moser, Gerhard; Lloyd-Jones, Luke R; Triplett, Marcus A; Zhu, Zhihong; Nolte, Ilja M; van Vliet-Ostaptchouk, Jana V; Snieder, Harold; Esko, Tonu; Milani, Lili; Mägi, Reedik; Metspalu, Andres; Magnusson, Patrik K. E.; Pedersen, Nancy L.; Ingelsson, Erik; Johannesson, Magnus; Yang, Jian; Cesarini, David; Visscher, Peter M.

Obesity is a worldwide epidemic, with major health and economic costs. Here we estimate heritability for body mass index (BMI) in 172,000 sibling pairs and 150,832 unrelated individuals and explore the contribution of genotype-covariate interaction effects at common SNP loci. We find evidence for

On the covariant formalism of the effective field theory of gravity and leading order corrections

International Nuclear Information System (INIS)

Codello, Alessandro; Jain, Rajeev Kumar

2016-01-01

We construct the covariant effective field theory of gravity as an expansion in inverse powers of the Planck mass, identifying the leading and next-to-leading quantum corrections. We determine the form of the effective action for the cases of pure gravity with cosmological constant as well as gravity coupled to matter. By means of heat kernel methods we renormalize and compute the leading quantum corrections to quadratic order in a curvature expansion. The final effective action in our covariant formalism is generally non-local and can be readily used to understand the phenomenology on different spacetimes. In particular, we point out that on curved backgrounds the observable leading quantum gravitational effects are less suppressed than on Minkowski spacetime. (paper)

Nonlinear Dynamics of Silicon Nanowire Resonator Considering Nonlocal Effect.

Science.gov (United States)

Jin, Leisheng; Li, Lijie

2017-12-01

In this work, nonlinear dynamics of silicon nanowire resonator considering nonlocal effect has been investigated. For the first time, dynamical parameters (e.g., resonant frequency, Duffing coefficient, and the damping ratio) that directly influence the nonlinear dynamics of the nanostructure have been derived. Subsequently, by calculating their response with the varied nonlocal coefficient, it is unveiled that the nonlocal effect makes more obvious impacts at the starting range (from zero to a small value), while the impact of nonlocal effect becomes weaker when the nonlocal term reaches to a certain threshold value. Furthermore, to characterize the role played by nonlocal effect in exerting influence on nonlinear behaviors such as bifurcation and chaos (typical phenomena in nonlinear dynamics of nanoscale devices), we have calculated the Lyapunov exponents and bifurcation diagram with and without nonlocal effect, and results shows the nonlocal effect causes the most significant effect as the device is at resonance. This work advances the development of nanowire resonators that are working beyond linear regime.

Partial covariance based functional connectivity computation using Ledoit-Wolf covariance regularization.

Science.gov (United States)

Brier, Matthew R; Mitra, Anish; McCarthy, John E; Ances, Beau M; Snyder, Abraham Z

2015-11-01

Functional connectivity refers to shared signals among brain regions and is typically assessed in a task free state. Functional connectivity commonly is quantified between signal pairs using Pearson correlation. However, resting-state fMRI is a multivariate process exhibiting a complicated covariance structure. Partial covariance assesses the unique variance shared between two brain regions excluding any widely shared variance, hence is appropriate for the analysis of multivariate fMRI datasets. However, calculation of partial covariance requires inversion of the covariance matrix, which, in most functional connectivity studies, is not invertible owing to rank deficiency. Here we apply Ledoit-Wolf shrinkage (L2 regularization) to invert the high dimensional BOLD covariance matrix. We investigate the network organization and brain-state dependence of partial covariance-based functional connectivity. Although RSNs are conventionally defined in terms of shared variance, removal of widely shared variance, surprisingly, improved the separation of RSNs in a spring embedded graphical model. This result suggests that pair-wise unique shared variance plays a heretofore unrecognized role in RSN covariance organization. In addition, application of partial correlation to fMRI data acquired in the eyes open vs. eyes closed states revealed focal changes in uniquely shared variance between the thalamus and visual cortices. This result suggests that partial correlation of resting state BOLD time series reflect functional processes in addition to structural connectivity. Copyright © 2015 Elsevier Inc. All rights reserved.

Brownian distance covariance

OpenAIRE

Székely, Gábor J.; Rizzo, Maria L.

2010-01-01

Distance correlation is a new class of multivariate dependence coefficients applicable to random vectors of arbitrary and not necessarily equal dimension. Distance covariance and distance correlation are analogous to product-moment covariance and correlation, but generalize and extend these classical bivariate measures of dependence. Distance correlation characterizes independence: it is zero if and only if the random vectors are independent. The notion of covariance with...

Undesirable effects of covariance matrix techniques for error analysis

International Nuclear Information System (INIS)

Seibert, D.

1994-01-01

Regression with χ 2 constructed from covariance matrices should not be used for some combinations of covariance matrices and fitting functions. Using the technique for unsuitable combinations can amplify systematic errors. This amplification is uncontrolled, and can produce arbitrarily inaccurate results that might not be ruled out by a χ 2 test. In addition, this technique can give incorrect (artificially small) errors for fit parameters. I give a test for this instability and a more robust (but computationally more intensive) method for fitting correlated data

Nonlinear Ion Harmonics in the Paul Trap with Added Octopole Field: Theoretical Characterization and New Insight into Nonlinear Resonance Effect.

Science.gov (United States)

Xiong, Caiqiao; Zhou, Xiaoyu; Zhang, Ning; Zhan, Lingpeng; Chen, Yongtai; Nie, Zongxiu

2016-02-01

The nonlinear harmonics within the ion motion are the fingerprint of the nonlinear fields. They are exclusively introduced by these nonlinear fields and are responsible to some specific nonlinear effects such as nonlinear resonance effect. In this article, the ion motion in the quadrupole field with a weak superimposed octopole component, described by the nonlinear Mathieu equation (NME), was studied by using the analytical harmonic balance (HB) method. Good accuracy of the HB method, which was comparable with that of the numerical fourth-order Runge-Kutta (4th RK), was achieved in the entire first stability region, except for the points at the stability boundary (i.e., β = 1) and at the nonlinear resonance condition (i.e., β = 0.5). Using the HB method, the nonlinear 3β harmonic series introduced by the octopole component and the resultant nonlinear resonance effect were characterized. At nonlinear resonance, obvious resonant peaks were observed in the nonlinear 3β series of ion motion, but were not found in the natural harmonics. In addition, both resonant excitation and absorption peaks could be observed, simultaneously. These are two unique features of the nonlinear resonance, distinguishing it from the normal resonance. Finally, an approximation equation was given to describe the corresponding working parameter, q nr , at nonlinear resonance. This equation can help avoid the sensitivity degradation due to the operation of ion traps at the nonlinear resonance condition.

Nonlinear space charge effect of bunched beam in linac

International Nuclear Information System (INIS)

Chen Yinbao

1992-02-01

The nonlinear space charge effect due to the nonuniform particle density distribution in bunched beam of a linac is discussed. The formulae of nonlinear space charge effect and nonlinear focusing forces were derived for the bunched beam with Kapchinskij-Vladimirskij (K-V) distribution, waterbag (WB) distribution, parabolic (PA) distribution, and Gauss (GA) distribution in both of the space charge disk model and space charge cylinder model in the waveguide of a linac

Enhanced Nonlinear Effects in Metamaterials and Plasmonics

Directory of Open Access Journals (Sweden)

C. Argyropoulos

2012-07-01

Full Text Available In this paper we provide an overview of the anomalous and enhanced nonlinear effects available when optical nonlinear materials are combined inside plasmonic waveguide structures. Broad, bistable and all-optical switching responses are exhibited at the cut-off frequency of these waveguides, characterized by reduced Q-factor resonances. These phenomena are due to the large field enhancement obtained inside specific plasmonic gratings, which ensures a significant boosting of the nonlinear operation. Several exciting applications are proposed, which may potentially lead to new optical components and add to the optical nanocircuit paradigm.

Lagged PM2.5 effects in mortality time series: Critical impact of covariate model

Science.gov (United States)

The two most common approaches to modeling the effects of air pollution on mortality are the Harvard and the Johns Hopkins (NMMAPS) approaches. These two approaches, which use different sets of covariates, result in dissimilar estimates of the effect of lagged fine particulate ma...

Continuous Covariate Imbalance and Conditional Power for Clinical Trial Interim Analyses

Science.gov (United States)

Ciolino, Jody D.; Martin, Renee' H.; Zhao, Wenle; Jauch, Edward C.; Hill, Michael D.; Palesch, Yuko Y.

2014-01-01

Oftentimes valid statistical analyses for clinical trials involve adjustment for known influential covariates, regardless of imbalance observed in these covariates at baseline across treatment groups. Thus, it must be the case that valid interim analyses also properly adjust for these covariates. There are situations, however, in which covariate adjustment is not possible, not planned, or simply carries less merit as it makes inferences less generalizable and less intuitive. In this case, covariate imbalance between treatment groups can have a substantial effect on both interim and final primary outcome analyses. This paper illustrates the effect of influential continuous baseline covariate imbalance on unadjusted conditional power (CP), and thus, on trial decisions based on futility stopping bounds. The robustness of the relationship is illustrated for normal, skewed, and bimodal continuous baseline covariates that are related to a normally distributed primary outcome. Results suggest that unadjusted CP calculations in the presence of influential covariate imbalance require careful interpretation and evaluation. PMID:24607294

Covariant representations of nuclear *-algebras

International Nuclear Information System (INIS)

Moore, S.M.

1978-01-01

Extensions of the Csup(*)-algebra theory for covariant representations to nuclear *-algebra are considered. Irreducible covariant representations are essentially unique, an invariant state produces a covariant representation with stable vacuum, and the usual relation between ergodic states and covariant representations holds. There exist construction and decomposition theorems and a possible relation between derivations and covariant representations

The method of covariant symbols in curved space-time

International Nuclear Information System (INIS)

Salcedo, L.L.

2007-01-01

Diagonal matrix elements of pseudodifferential operators are needed in order to compute effective Lagrangians and currents. For this purpose the method of symbols is often used, which however lacks manifest covariance. In this work the method of covariant symbols, introduced by Pletnev and Banin, is extended to curved space-time with arbitrary gauge and coordinate connections. For the Riemannian connection we compute the covariant symbols corresponding to external fields, the covariant derivative and the Laplacian, to fourth order in a covariant derivative expansion. This allows one to obtain the covariant symbol of general operators to the same order. The procedure is illustrated by computing the diagonal matrix element of a nontrivial operator to second order. Applications of the method are discussed. (orig.)

Non-linear wave propagation

CERN Document Server

Jefrey, A

1964-01-01

In this book, we study theoretical and practical aspects of computing methods for mathematical modelling of nonlinear systems. A number of computing techniques are considered, such as methods of operator approximation with any given accuracy; operator interpolation techniques including a non-Lagrange interpolation; methods of system representation subject to constraints associated with concepts of causality, memory and stationarity; methods of system representation with an accuracy that is the best within a given class of models; methods of covariance matrix estimation;methods for low-rank mat

Methods of nonlinear analysis

CERN Document Server

Bellman, Richard Ernest

1970-01-01

In this book, we study theoretical and practical aspects of computing methods for mathematical modelling of nonlinear systems. A number of computing techniques are considered, such as methods of operator approximation with any given accuracy; operator interpolation techniques including a non-Lagrange interpolation; methods of system representation subject to constraints associated with concepts of causality, memory and stationarity; methods of system representation with an accuracy that is the best within a given class of models; methods of covariance matrix estimation;methods for low-rank mat

Multiple feature fusion via covariance matrix for visual tracking

Science.gov (United States)

Jin, Zefenfen; Hou, Zhiqiang; Yu, Wangsheng; Wang, Xin; Sun, Hui

2018-04-01

Aiming at the problem of complicated dynamic scenes in visual target tracking, a multi-feature fusion tracking algorithm based on covariance matrix is proposed to improve the robustness of the tracking algorithm. In the frame-work of quantum genetic algorithm, this paper uses the region covariance descriptor to fuse the color, edge and texture features. It also uses a fast covariance intersection algorithm to update the model. The low dimension of region covariance descriptor, the fast convergence speed and strong global optimization ability of quantum genetic algorithm, and the fast computation of fast covariance intersection algorithm are used to improve the computational efficiency of fusion, matching, and updating process, so that the algorithm achieves a fast and effective multi-feature fusion tracking. The experiments prove that the proposed algorithm can not only achieve fast and robust tracking but also effectively handle interference of occlusion, rotation, deformation, motion blur and so on.

Earth Observing System Covariance Realism

Science.gov (United States)

Zaidi, Waqar H.; Hejduk, Matthew D.

2016-01-01

The purpose of covariance realism is to properly size a primary object's covariance in order to add validity to the calculation of the probability of collision. The covariance realism technique in this paper consists of three parts: collection/calculation of definitive state estimates through orbit determination, calculation of covariance realism test statistics at each covariance propagation point, and proper assessment of those test statistics. An empirical cumulative distribution function (ECDF) Goodness-of-Fit (GOF) method is employed to determine if a covariance is properly sized by comparing the empirical distribution of Mahalanobis distance calculations to the hypothesized parent 3-DoF chi-squared distribution. To realistically size a covariance for collision probability calculations, this study uses a state noise compensation algorithm that adds process noise to the definitive epoch covariance to account for uncertainty in the force model. Process noise is added until the GOF tests pass a group significance level threshold. The results of this study indicate that when outliers attributed to persistently high or extreme levels of solar activity are removed, the aforementioned covariance realism compensation method produces a tuned covariance with up to 80 to 90% of the covariance propagation timespan passing (against a 60% minimum passing threshold) the GOF tests-a quite satisfactory and useful result.

Covariance Spectroscopy for Fissile Material Detection

International Nuclear Information System (INIS)

Trainham, Rusty; Tinsley, Jim; Hurley, Paul; Keegan, Ray

2009-01-01

Nuclear fission produces multiple prompt neutrons and gammas at each fission event. The resulting daughter nuclei continue to emit delayed radiation as neutrons boil off, beta decay occurs, etc. All of the radiations are causally connected, and therefore correlated. The correlations are generally positive, but when different decay channels compete, so that some radiations tend to exclude others, negative correlations could also be observed. A similar problem of reduced complexity is that of cascades radiation, whereby a simple radioactive decay produces two or more correlated gamma rays at each decay. Covariance is the usual means for measuring correlation, and techniques of covariance mapping may be useful to produce distinct signatures of special nuclear materials (SNM). A covariance measurement can also be used to filter data streams because uncorrelated signals are largely rejected. The technique is generally more effective than a coincidence measurement. In this poster, we concentrate on cascades and the covariance filtering problem

Effect of Nonlinearities on Orbit Covariance Propagation

Science.gov (United States)

2013-09-01

1 0 3 1          x m P  0 0 0, ,12i i k k i ab a bx x x      x  0,12i i ab abP  m  0 0 0 0 0 0 0, , , ,14ij i a j a i

Estimation of Nonlinear Functions of State Vector for Linear Systems with Time-Delays and Uncertainties

Directory of Open Access Journals (Sweden)

Il Young Song

2015-01-01

Full Text Available This paper focuses on estimation of a nonlinear function of state vector (NFS in discrete-time linear systems with time-delays and model uncertainties. The NFS represents a multivariate nonlinear function of state variables, which can indicate useful information of a target system for control. The optimal nonlinear estimator of an NFS (in mean square sense represents a function of the receding horizon estimate and its error covariance. The proposed receding horizon filter represents the standard Kalman filter with time-delays and special initial horizon conditions described by the Lyapunov-like equations. In general case to calculate an optimal estimator of an NFS we propose using the unscented transformation. Important class of polynomial NFS is considered in detail. In the case of polynomial NFS an optimal estimator has a closed-form computational procedure. The subsequent application of the proposed receding horizon filter and nonlinear estimator to a linear stochastic system with time-delays and uncertainties demonstrates their effectiveness.

Transverse effects in nonlinear optics: Toward the photon superfluid

Science.gov (United States)

McCormick, Colin Fraser

Nonlinear optics displays a wealth of transverse effects. These effects are particularly rich in the presence of an optical cavity. Many considerations suggest that in a Kerr nonlinear cavity a new state of light known as a "photon superfluid" can form, with strong analogies to atomic superfluids. The conditions for the formation of the photon superfluid include requirements on the cavity, input light fields and the nonlinear medium as well as various timescales. The most favorable candidate nonlinear medium for observing the photon super-fluid is an atomic vapor. With a strong and fast Kerr effect, atomic vapors also have the advantage of a Kerr coefficient that is tunable in both magnitude and sign. A series of z-scan experiments in far-detuned atomic rubidium vapor is reported, measuring the Kerr coefficient and determining its functional dependence on detuning to be that of a Doppler-broadened two-level model with adiabatic following of the electric field by the atom pseudomoment. Saturation effects are found to be important. Z-scan measurements for detunings within the Doppler profile are shown to agree well with numerical simulations based on the Doppler-broadened model. Agreement between absorptive and refractive non-linear coefficients is evidence of the Kramers-Kronig relations at work, even in this nonlinear system. The formation of the photon superfluid is discussed and the calculation of a new process, nearly collinear four-wave mixing, is presented. This process is essentially an inverse beam filamentation that is likely to be the underlying physical mechanism for transverse cooling and condensation of photons in a nonlinear optical cavity. Nearly collinear four-wave mixing may also be related to phenomena in general nonlinear physics, including modulation instability and Fermi-Pasta-Ulam recurrence.

The Cauchy problem for non-linear Klein-Gordon equations

International Nuclear Information System (INIS)

Simon, J.C.H.; Taflin, E.

1993-01-01

We consider in R n+1 , n≥2, the non-linear Klein-Gordon equation. We prove for such an equation that there is neighbourhood of zero in a Hilbert space of initial conditions for which the Cauchy problem has global solutions and on which there is asymptotic completeness. The inverse of the wave operator linearizes the non-linear equation. If, moreover, the equation is manifestly Poincare covariant then the non-linear representation of the Poincare-Lie algebra, associated with the non-linear Klein-Gordon equation is integrated to a non-linear representation of the Poincare group on an invariant neighbourhood of zero in the Hilbert space. This representation is linearized by the inverse of the wave operator. The Hilbert space is, in both cases, the closure of the space of the differentiable vectors for the linear representation of the Poincare group, associated with the Klein-Gordon equation, with respect to a norm defined by the representation of the enveloping algebra. (orig.)

Nonlinear Filtering with IMM Algorithm for Ultra-Tight GPS/INS Integration

Directory of Open Access Journals (Sweden)

Dah-Jing Jwo

2013-05-01

Full Text Available Abstract This paper conducts a performance evaluation for the ultra-tight integration of a Global positioning system (GPS and an inertial navigation system (INS, using nonlinear filtering approaches with an interacting multiple model (IMM algorithm. An ultra-tight GPS/INS architecture involves the integration of in-phase and quadrature components from the correlator of a GPS receiver with INS data. An unscented Kalman filter (UKF, which employs a set of sigma points by deterministic sampling, avoids the error caused by linearization as in an extended Kalman filter (EKF. Based on the filter structural adaptation for describing various dynamic behaviours, the IMM nonlinear filtering provides an alternative for designing the adaptive filter in the ultra-tight GPS/INS integration. The use of IMM enables tuning of an appropriate value for the process of noise covariance so as to maintain good estimation accuracy and tracking capability. Two examples are provided to illustrate the effectiveness of the design and demonstrate the effective improvement in navigation estimation accuracy. A performance comparison among various filtering methods for ultra-tight integration of GPS and INS is also presented. The IMM based nonlinear filtering approach demonstrates the effectiveness of the algorithm for improved positioning performance.

Quantum Information Processing using Nonlinear Optical Effects

DEFF Research Database (Denmark)

Andersen, Lasse Mejling

This PhD thesis treats applications of nonlinear optical effects for quantum information processing. The two main applications are four-wave mixing in the form of Bragg scattering (BS) for quantum-state-preserving frequency conversion, and sum-frequency generation (SFG) in second-order nonlinear......-chirping the pumps. In the high-conversion regime without the effects of NPM, exact Green functions for BS are derived. In this limit, separability is possible for conversion efficiencies up to 60 %. However, the system still allows for selective frequency conversion as well as re-shaping of the output. One way...

Nonlinear dynamical system identification using unscented Kalman filter

Science.gov (United States)

Rehman, M. Javvad ur; Dass, Sarat Chandra; Asirvadam, Vijanth Sagayan

2016-11-01

Kalman Filter is the most suitable choice for linear state space and Gaussian error distribution from decades. In general practical systems are not linear and Gaussian so these assumptions give inconsistent results. System Identification for nonlinear dynamical systems is a difficult task to perform. Usually, Extended Kalman Filter (EKF) is used to deal with non-linearity in which Jacobian method is used for linearizing the system dynamics, But it has been observed that in highly non-linear environment performance of EKF is poor. Unscented Kalman Filter (UKF) is proposed here as a better option because instead of analytical linearization of state space, UKF performs statistical linearization by using sigma point calculated from deterministic samples. Formation of the posterior distribution is based on the propagation of mean and covariance through sigma points.

Enhancing Thermoelectric Performance Using Nonlinear Transport Effects

Science.gov (United States)

Jiang, Jian-Hua; Imry, Yoseph

2017-06-01

We study nonlinear transport effects on the maximum efficiency and power for both inelastic and elastic thermoelectric generators. The former device refers to phonon-assisted hopping in double quantum dots, while the latter device is represented by elastic tunneling through a single quantum dot. We find that nonlinear thermoelectric transport can lead to enhanced efficiency and power for both types of devices. A comprehensive survey of various quantum-dot energy, temperature, and parasitic heat conduction reveals that the nonlinear transport-induced improvements of the maximum efficiency and power are overall much more significant for inelastic devices than for elastic devices, even for temperature biases as small as Th=1.2 Tc (Th and Tc are the temperatures of the hot and cold reservoirs, respectively). The underlying mechanism is revealed as due to the fact that, unlike the Fermi distribution, the Bose distribution is not bounded when the temperature bias increases. A large flux density of absorbed phonons leads to a great enhancement of the electrical current, output power, and energy efficiency, dominating over the concurrent increase of the parasitic heat current. Our study reveals that nonlinear transport effects can be a useful tool for improving thermoelectric performance.

Convex Banding of the Covariance Matrix.

Science.gov (United States)

Bien, Jacob; Bunea, Florentina; Xiao, Luo

2016-01-01

We introduce a new sparse estimator of the covariance matrix for high-dimensional models in which the variables have a known ordering. Our estimator, which is the solution to a convex optimization problem, is equivalently expressed as an estimator which tapers the sample covariance matrix by a Toeplitz, sparsely-banded, data-adaptive matrix. As a result of this adaptivity, the convex banding estimator enjoys theoretical optimality properties not attained by previous banding or tapered estimators. In particular, our convex banding estimator is minimax rate adaptive in Frobenius and operator norms, up to log factors, over commonly-studied classes of covariance matrices, and over more general classes. Furthermore, it correctly recovers the bandwidth when the true covariance is exactly banded. Our convex formulation admits a simple and efficient algorithm. Empirical studies demonstrate its practical effectiveness and illustrate that our exactly-banded estimator works well even when the true covariance matrix is only close to a banded matrix, confirming our theoretical results. Our method compares favorably with all existing methods, in terms of accuracy and speed. We illustrate the practical merits of the convex banding estimator by showing that it can be used to improve the performance of discriminant analysis for classifying sound recordings.

Covariant field equations in supergravity

Energy Technology Data Exchange (ETDEWEB)

Vanhecke, Bram [KU Leuven, Institute for Theoretical Physics, Leuven (Belgium); Ghent University, Faculty of Physics, Gent (Belgium); Proeyen, Antoine van [KU Leuven, Institute for Theoretical Physics, Leuven (Belgium)

2017-12-15

Covariance is a useful property for handling supergravity theories. In this paper, we prove a covariance property of supergravity field equations: under reasonable conditions, field equations of supergravity are covariant modulo other field equations. We prove that for any supergravity there exist such covariant equations of motion, other than the regular equations of motion, that are equivalent to the latter. The relations that we find between field equations and their covariant form can be used to obtain multiplets of field equations. In practice, the covariant field equations are easily found by simply covariantizing the ordinary field equations. (copyright 2017 WILEY-VCH Verlag GmbH and Co. KGaA, Weinheim)

Covariant field equations in supergravity

International Nuclear Information System (INIS)

Vanhecke, Bram; Proeyen, Antoine van

2017-01-01

Covariance is a useful property for handling supergravity theories. In this paper, we prove a covariance property of supergravity field equations: under reasonable conditions, field equations of supergravity are covariant modulo other field equations. We prove that for any supergravity there exist such covariant equations of motion, other than the regular equations of motion, that are equivalent to the latter. The relations that we find between field equations and their covariant form can be used to obtain multiplets of field equations. In practice, the covariant field equations are easily found by simply covariantizing the ordinary field equations. (copyright 2017 WILEY-VCH Verlag GmbH and Co. KGaA, Weinheim)

Modelling anisotropic covariance using stochastic development and sub-Riemannian frame bundle geometry

DEFF Research Database (Denmark)

Sommer, Stefan Horst; Svane, Anne Marie

2017-01-01

distributions. We discuss a factorization of the frame bundle projection map through this bundle, the natural sub-Riemannian structure of the frame bundle, the effect of holonomy, and the existence of subbundles where the Hormander condition is satisfied such that the Brownian motions have smooth transition......We discuss the geometric foundation behind the use of stochastic processes in the frame bundle of a smooth manifold to build stochastic models with applications in statistical analysis of non-linear data. The transition densities for the projection to the manifold of Brownian motions developed...... in the frame bundle lead to a family of probability distributions on the manifold. We explain how data mean and covariance can be interpreted as points in the frame bundle or, more precisely, in the bundle of symmetric positive definite 2-tensors analogously to the parameters describing Euclidean normal...

A special covariance structure for random coefficient models with both between and within covariates

International Nuclear Information System (INIS)

Riedel, K.S.

1990-07-01

We review random coefficient (RC) models in linear regression and propose a bias correction to the maximum likelihood (ML) estimator. Asymmptotic expansion of the ML equations are given when the between individual variance is much larger or smaller than the variance from within individual fluctuations. The standard model assumes all but one covariate varies within each individual, (we denote the within covariates by vector χ 1 ). We consider random coefficient models where some of the covariates do not vary in any single individual (we denote the between covariates by vector χ 0 ). The regression coefficients, vector β k , can only be estimated in the subspace X k of X. Thus the number of individuals necessary to estimate vector β and the covariance matrix Δ of vector β increases significantly in the presence of more than one between covariate. When the number of individuals is sufficient to estimate vector β but not the entire matrix Δ , additional assumptions must be imposed on the structure of Δ. A simple reduced model is that the between component of vector β is fixed and only the within component varies randomly. This model fails because it is not invariant under linear coordinate transformations and it can significantly overestimate the variance of new observations. We propose a covariance structure for Δ without these difficulties by first projecting the within covariates onto the space perpendicular to be between covariates. (orig.)

Covariant w∞ gravity

NARCIS (Netherlands)

Bergshoeff, E.; Pope, C.N.; Stelle, K.S.

1990-01-01

We discuss the notion of higher-spin covariance in w∞ gravity. We show how a recently proposed covariant w∞ gravity action can be obtained from non-chiral w∞ gravity by making field redefinitions that introduce new gauge-field components with corresponding new gauge transformations.

Nonrelativistic fluids on scale covariant Newton-Cartan backgrounds

Science.gov (United States)

Mitra, Arpita

2017-12-01

The nonrelativistic covariant framework for fields is extended to investigate fields and fluids on scale covariant curved backgrounds. The scale covariant Newton-Cartan background is constructed using the localization of space-time symmetries of nonrelativistic fields in flat space. Following this, we provide a Weyl covariant formalism which can be used to study scale invariant fluids. By considering ideal fluids as an example, we describe its thermodynamic and hydrodynamic properties and explicitly demonstrate that it satisfies the local second law of thermodynamics. As a further application, we consider the low energy description of Hall fluids. Specifically, we find that the gauge fields for scale transformations lead to corrections of the Wen-Zee and Berry phase terms contained in the effective action.

Influence of covariate distribution on the predictive performance of pharmacokinetic models in paediatric research

Science.gov (United States)

Piana, Chiara; Danhof, Meindert; Della Pasqua, Oscar

2014-01-01

Aims The accuracy of model-based predictions often reported in paediatric research has not been thoroughly characterized. The aim of this exercise is therefore to evaluate the role of covariate distributions when a pharmacokinetic model is used for simulation purposes. Methods Plasma concentrations of a hypothetical drug were simulated in a paediatric population using a pharmacokinetic model in which body weight was correlated with clearance and volume of distribution. Two subgroups of children were then selected from the overall population according to a typical study design, in which pre-specified body weight ranges (10–15 kg and 30–40 kg) were used as inclusion criteria. The simulated data sets were then analyzed using non-linear mixed effects modelling. Model performance was assessed by comparing the accuracy of AUC predictions obtained for each subgroup, based on the model derived from the overall population and by extrapolation of the model parameters across subgroups. Results Our findings show that systemic exposure as well as pharmacokinetic parameters cannot be accurately predicted from the pharmacokinetic model obtained from a population with a different covariate range from the one explored during model building. Predictions were accurate only when a model was used for prediction in a subgroup of the initial population. Conclusions In contrast to current practice, the use of pharmacokinetic modelling in children should be limited to interpolations within the range of values observed during model building. Furthermore, the covariate point estimate must be kept in the model even when predictions refer to a subset different from the original population. PMID:24433411

Ranking scientific publications: the effect of nonlinearity

Science.gov (United States)

Yao, Liyang; Wei, Tian; Zeng, An; Fan, Ying; di, Zengru

2014-10-01

Ranking the significance of scientific publications is a long-standing challenge. The network-based analysis is a natural and common approach for evaluating the scientific credit of papers. Although the number of citations has been widely used as a metric to rank papers, recently some iterative processes such as the well-known PageRank algorithm have been applied to the citation networks to address this problem. In this paper, we introduce nonlinearity to the PageRank algorithm when aggregating resources from different nodes to further enhance the effect of important papers. The validation of our method is performed on the data of American Physical Society (APS) journals. The results indicate that the nonlinearity improves the performance of the PageRank algorithm in terms of ranking effectiveness, as well as robustness against malicious manipulations. Although the nonlinearity analysis is based on the PageRank algorithm, it can be easily extended to other iterative ranking algorithms and similar improvements are expected.

Ranking scientific publications: the effect of nonlinearity.

Science.gov (United States)

Yao, Liyang; Wei, Tian; Zeng, An; Fan, Ying; Di, Zengru

2014-10-17

Ranking the significance of scientific publications is a long-standing challenge. The network-based analysis is a natural and common approach for evaluating the scientific credit of papers. Although the number of citations has been widely used as a metric to rank papers, recently some iterative processes such as the well-known PageRank algorithm have been applied to the citation networks to address this problem. In this paper, we introduce nonlinearity to the PageRank algorithm when aggregating resources from different nodes to further enhance the effect of important papers. The validation of our method is performed on the data of American Physical Society (APS) journals. The results indicate that the nonlinearity improves the performance of the PageRank algorithm in terms of ranking effectiveness, as well as robustness against malicious manipulations. Although the nonlinearity analysis is based on the PageRank algorithm, it can be easily extended to other iterative ranking algorithms and similar improvements are expected.

Estimating model error covariances in nonlinear state-space models using Kalman smoothing and the expectation-maximisation algorithm

KAUST Repository

Dreano, Denis; Tandeo, P.; Pulido, M.; Ait-El-Fquih, Boujemaa; Chonavel, T.; Hoteit, Ibrahim

2017-01-01

Specification and tuning of errors from dynamical models are important issues in data assimilation. In this work, we propose an iterative expectation-maximisation (EM) algorithm to estimate the model error covariances using classical extended

Non-linear mixed-effects pharmacokinetic/pharmacodynamic modelling in NLME using differential equations

DEFF Research Database (Denmark)

Tornøe, Christoffer Wenzel; Agersø, Henrik; Madsen, Henrik

2004-01-01

The standard software for non-linear mixed-effect analysis of pharmacokinetic/phar-macodynamic (PK/PD) data is NONMEM while the non-linear mixed-effects package NLME is an alternative as tong as the models are fairly simple. We present the nlmeODE package which combines the ordinary differential...... equation (ODE) solver package odesolve and the non-Linear mixed effects package NLME thereby enabling the analysis of complicated systems of ODEs by non-linear mixed-effects modelling. The pharmacokinetics of the anti-asthmatic drug theophylline is used to illustrate the applicability of the nlme...

Evaluation and processing of covariance data

International Nuclear Information System (INIS)

Wagner, M.

1993-01-01

These proceedings of a specialists'meeting on evaluation and processing of covariance data is divided into 4 parts bearing on: part 1- Needs for evaluated covariance data (2 Papers), part 2- generation of covariance data (15 Papers), part 3- Processing of covariance files (2 Papers), part 4-Experience in the use of evaluated covariance data (2 Papers)

Two-dimensional linear and nonlinear Talbot effect from rogue waves.

Science.gov (United States)

Zhang, Yiqi; Belić, Milivoj R; Petrović, Milan S; Zheng, Huaibin; Chen, Haixia; Li, Changbiao; Lu, Keqing; Zhang, Yanpeng

2015-03-01

We introduce two-dimensional (2D) linear and nonlinear Talbot effects. They are produced by propagating periodic 2D diffraction patterns and can be visualized as 3D stacks of Talbot carpets. The nonlinear Talbot effect originates from 2D rogue waves and forms in a bulk 3D nonlinear medium. The recurrences of an input rogue wave are observed at the Talbot length and at the half-Talbot length, with a π phase shift; no other recurrences are observed. Differing from the nonlinear Talbot effect, the linear effect displays the usual fractional Talbot images as well. We also find that the smaller the period of incident rogue waves, the shorter the Talbot length. Increasing the beam intensity increases the Talbot length, but above a threshold this leads to a catastrophic self-focusing phenomenon which destroys the effect. We also find that the Talbot recurrence can be viewed as a self-Fourier transform of the initial periodic beam that is automatically performed during propagation. In particular, linear Talbot effect can be viewed as a fractional self-Fourier transform, whereas the nonlinear Talbot effect can be viewed as the regular self-Fourier transform. Numerical simulations demonstrate that the rogue-wave initial condition is sufficient but not necessary for the observation of the effect. It may also be observed from other periodic inputs, provided they are set on a finite background. The 2D effect may find utility in the production of 3D photonic crystals.

Covariance data processing code. ERRORJ

International Nuclear Information System (INIS)

Kosako, Kazuaki

2001-01-01

The covariance data processing code, ERRORJ, was developed to process the covariance data of JENDL-3.2. ERRORJ has the processing functions of covariance data for cross sections including resonance parameters, angular distribution and energy distribution. (author)

Nonlinear fitness-space-structure adaptation and principal component analysis in genetic algorithms: an application to x-ray reflectivity analysis

International Nuclear Information System (INIS)

Tiilikainen, J; Tilli, J-M; Bosund, V; Mattila, M; Hakkarainen, T; Airaksinen, V-M; Lipsanen, H

2007-01-01

Two novel genetic algorithms implementing principal component analysis and an adaptive nonlinear fitness-space-structure technique are presented and compared with conventional algorithms in x-ray reflectivity analysis. Principal component analysis based on Hessian or interparameter covariance matrices is used to rotate a coordinate frame. The nonlinear adaptation applies nonlinear estimates to reshape the probability distribution of the trial parameters. The simulated x-ray reflectivity of a realistic model of a periodic nanolaminate structure was used as a test case for the fitting algorithms. The novel methods had significantly faster convergence and less stagnation than conventional non-adaptive genetic algorithms. The covariance approach needs no additional curve calculations compared with conventional methods, and it had better convergence properties than the computationally expensive Hessian approach. These new algorithms can also be applied to other fitting problems where tight interparameter dependence is present

A Second-Order Conditionally Linear Mixed Effects Model with Observed and Latent Variable Covariates

Science.gov (United States)

Harring, Jeffrey R.; Kohli, Nidhi; Silverman, Rebecca D.; Speece, Deborah L.

2012-01-01

A conditionally linear mixed effects model is an appropriate framework for investigating nonlinear change in a continuous latent variable that is repeatedly measured over time. The efficacy of the model is that it allows parameters that enter the specified nonlinear time-response function to be stochastic, whereas those parameters that enter in a…

High-dimensional covariance forecasting for short intra-day horizons

NARCIS (Netherlands)

Oomen, R.C.A.

2010-01-01

Asset return covariances at intra-day horizons are known to tend towards zero due to market microstructure effects. Thus, traders who simply scale their daily covariance forecast to match their trading horizon are likely to over-estimate the actual experienced asset dependence. In this paper, some

Distance covariance for stochastic processes

DEFF Research Database (Denmark)

Matsui, Muneya; Mikosch, Thomas Valentin; Samorodnitsky, Gennady

2017-01-01

The distance covariance of two random vectors is a measure of their dependence. The empirical distance covariance and correlation can be used as statistical tools for testing whether two random vectors are independent. We propose an analog of the distance covariance for two stochastic processes...

Effect of initial strain and material nonlinearity on the nonlinear static and dynamic response of graphene sheets

Science.gov (United States)

Singh, Sandeep; Patel, B. P.

2018-06-01

Computationally efficient multiscale modelling based on Cauchy-Born rule in conjunction with finite element method is employed to study static and dynamic characteristics of graphene sheets, with/without considering initial strain, involving Green-Lagrange geometric and material nonlinearities. The strain energy density function at continuum level is established by coupling the deformation at continuum level to that at atomic level through Cauchy-Born rule. The atomic interactions between carbon atoms are modelled through Tersoff-Brenner potential. The governing equation of motion obtained using Hamilton's principle is solved through standard Newton-Raphson method for nonlinear static response and Newmark's time integration technique to obtain nonlinear transient response characteristics. Effect of initial strain on the linear free vibration frequencies, nonlinear static and dynamic response characteristics is investigated in detail. The present multiscale modelling based results are found to be in good agreement with those obtained through molecular mechanics simulation. Two different types of boundary constraints generally used in MM simulation are explored in detail and few interesting findings are brought out. The effect of initial strain is found to be greater in linear response when compared to that in nonlinear response.

Comparative Analyses of Phenotypic Trait Covariation within and among Populations.

Science.gov (United States)

Peiman, Kathryn S; Robinson, Beren W

2017-10-01

Many morphological, behavioral, physiological, and life-history traits covary across the biological scales of individuals, populations, and species. However, the processes that cause traits to covary also change over these scales, challenging our ability to use patterns of trait covariance to infer process. Trait relationships are also widely assumed to have generic functional relationships with similar evolutionary potentials, and even though many different trait relationships are now identified, there is little appreciation that these may influence trait covariation and evolution in unique ways. We use a trait-performance-fitness framework to classify and organize trait relationships into three general classes, address which ones more likely generate trait covariation among individuals in a population, and review how selection shapes phenotypic covariation. We generate predictions about how trait covariance changes within and among populations as a result of trait relationships and in response to selection and consider how these can be tested with comparative data. Careful comparisons of covariation patterns can narrow the set of hypothesized processes that cause trait covariation when the form of the trait relationship and how it responds to selection yield clear predictions about patterns of trait covariation. We discuss the opportunities and limitations of comparative approaches to evaluate hypotheses about the evolutionary causes and consequences of trait covariation and highlight the importance of evaluating patterns within populations replicated in the same and in different selective environments. Explicit hypotheses about trait relationships are key to generating effective predictions about phenotype and its evolution using covariance data.

Non-linear effects in the Snoek relaxation of Nb-O

International Nuclear Information System (INIS)

Hermida, E.B.; Povolo, F.

1996-01-01

Internal friction peaks measured as a function of temperature or frequency have been associated to non-linear processes only after studying how the amplitude of the applied stress affects the relaxation process. Here it is demonstrated that the partial derivative of the internal friction with respect to the frequency at constant temperature is a useful tool to determine that non-linear effects are involved. This analysis applied to actual data of the Snoek relaxation in Nb-O, reveals that at high interstitial contents non-linear effects appear. (orig.)

Note on guilt appeals in advertising: covariate effects of self-esteem and locus of control.

Science.gov (United States)

Pinto, M B; Worobetz, N D

1992-02-01

A 1991 study by Pinto and Priest demonstrated the effectiveness of advertisements employing moderate levels of guilt in inducing guilt responses in subjects. Because individuals' responses to guilt are often influenced by their specific personality characteristics, researchers have pointed to the potential moderating effects of individual difference variables such as level of self-esteem and locus of control on individuals' susceptibility to guilt appeals. A study was conducted to evaluate the possibility that self-esteem and locus of control can act as covariates across three treatment levels of guilt advertising. From a sample of 57 working mothers, advertisements stimulating medium and high levels of guilt elicited significantly greater feelings of guilt in subjects than the control advertisement stimulating low guilt. However, the relationship between susceptibility to guilt appeals and self-esteem and locus of control was not observed to covary.

Contributions to Estimation and Testing Block Covariance Structures in Multivariate Normal Models

OpenAIRE

Liang, Yuli

2015-01-01

This thesis concerns inference problems in balanced random effects models with a so-called block circular Toeplitz covariance structure. This class of covariance structures describes the dependency of some specific multivariate two-level data when both compound symmetry and circular symmetry appear simultaneously. We derive two covariance structures under two different invariance restrictions. The obtained covariance structures reflect both circularity and exchangeability present in the data....

Galaxy-galaxy lensing estimators and their covariance properties

Science.gov (United States)

Singh, Sukhdeep; Mandelbaum, Rachel; Seljak, Uroš; Slosar, Anže; Vazquez Gonzalez, Jose

2017-11-01

We study the covariance properties of real space correlation function estimators - primarily galaxy-shear correlations, or galaxy-galaxy lensing - using SDSS data for both shear catalogues and lenses (specifically the BOSS LOWZ sample). Using mock catalogues of lenses and sources, we disentangle the various contributions to the covariance matrix and compare them with a simple analytical model. We show that not subtracting the lensing measurement around random points from the measurement around the lens sample is equivalent to performing the measurement using the lens density field instead of the lens overdensity field. While the measurement using the lens density field is unbiased (in the absence of systematics), its error is significantly larger due to an additional term in the covariance. Therefore, this subtraction should be performed regardless of its beneficial effects on systematics. Comparing the error estimates from data and mocks for estimators that involve the overdensity, we find that the errors are dominated by the shape noise and lens clustering, which empirically estimated covariances (jackknife and standard deviation across mocks) that are consistent with theoretical estimates, and that both the connected parts of the four-point function and the supersample covariance can be neglected for the current levels of noise. While the trade-off between different terms in the covariance depends on the survey configuration (area, source number density), the diagnostics that we use in this work should be useful for future works to test their empirically determined covariances.

Galaxy–galaxy lensing estimators and their covariance properties

International Nuclear Information System (INIS)

Singh, Sukhdeep; Mandelbaum, Rachel; Seljak, Uros; Slosar, Anze; Gonzalez, Jose Vazquez

2017-01-01

Here, we study the covariance properties of real space correlation function estimators – primarily galaxy–shear correlations, or galaxy–galaxy lensing – using SDSS data for both shear catalogues and lenses (specifically the BOSS LOWZ sample). Using mock catalogues of lenses and sources, we disentangle the various contributions to the covariance matrix and compare them with a simple analytical model. We show that not subtracting the lensing measurement around random points from the measurement around the lens sample is equivalent to performing the measurement using the lens density field instead of the lens overdensity field. While the measurement using the lens density field is unbiased (in the absence of systematics), its error is significantly larger due to an additional term in the covariance. Therefore, this subtraction should be performed regardless of its beneficial effects on systematics. Comparing the error estimates from data and mocks for estimators that involve the overdensity, we find that the errors are dominated by the shape noise and lens clustering, which empirically estimated covariances (jackknife and standard deviation across mocks) that are consistent with theoretical estimates, and that both the connected parts of the four-point function and the supersample covariance can be neglected for the current levels of noise. While the trade-off between different terms in the covariance depends on the survey configuration (area, source number density), the diagnostics that we use in this work should be useful for future works to test their empirically determined covariances.

Video based object representation and classification using multiple covariance matrices.

Science.gov (United States)

Zhang, Yurong; Liu, Quan

2017-01-01

Video based object recognition and classification has been widely studied in computer vision and image processing area. One main issue of this task is to develop an effective representation for video. This problem can generally be formulated as image set representation. In this paper, we present a new method called Multiple Covariance Discriminative Learning (MCDL) for image set representation and classification problem. The core idea of MCDL is to represent an image set using multiple covariance matrices with each covariance matrix representing one cluster of images. Firstly, we use the Nonnegative Matrix Factorization (NMF) method to do image clustering within each image set, and then adopt Covariance Discriminative Learning on each cluster (subset) of images. At last, we adopt KLDA and nearest neighborhood classification method for image set classification. Promising experimental results on several datasets show the effectiveness of our MCDL method.

The Geometric Nonlinear Generalized Brazier Effect

DEFF Research Database (Denmark)

Nikolajsen, Jan Ánike; Lauridsen, Peter Riddersholm; Damkilde, Lars

2016-01-01

that the generalized Brazier effect is a local effect not influencing the overall mechanical behavior of the structure significantly. The offset is a nonlinear geometric beam-type Finite Element calculation, which takes into account the large displacements and rotations. The beam-type model defines the stresses which...... mainly are in the direction of the beam axis. The generalized Brazier effect is calculated as a linear load case based on these stresses....

On the covariant formalism of the effective field theory of gravity and its cosmological implications

DEFF Research Database (Denmark)

Codello, Alessandro; Jain, Rajeev Kumar

2017-01-01

Following our previous work wherein the leading order effective action was computed in the covariant effective field theory of gravity, here we specialize the effective action to the FRW spacetime and obtain the effective Friedmann equations. In particular, we focus our attention on studying...... expansion of the universe at the present epoch even in the absence of a cosmological constant. We briefly discuss some phenomenological consequences of our results....

Nonlinear partial differential equation in engineering

CERN Document Server

Ames, William F

1972-01-01

In this book, we study theoretical and practical aspects of computing methods for mathematical modelling of nonlinear systems. A number of computing techniques are considered, such as methods of operator approximation with any given accuracy; operator interpolation techniques including a non-Lagrange interpolation; methods of system representation subject to constraints associated with concepts of causality, memory and stationarity; methods of system representation with an accuracy that is the best within a given class of models; methods of covariance matrix estimation;methods for low-rank mat

TIME VARIATION AND ASYMMETRY IN THE WORLD PRICE OF COVARIANCE RISK: THE IMPLICATIONS FOR INTERNATIONAL DIVERSIFICATION

OpenAIRE

Olan T. Henry; Nilss Olekalns; Kalvinder Shields

2004-01-01

The International Capital Asset Pricing Model measures country risk in terms of the conditional covariance of national returns with the world return. Using impulse responses from a multivariate nonlinear model we provide evidence of time variation and asymmetry in the measure of country risk. and the implied benefit to international diversification. The evidence implies that the price of risk and the benefits from diversification may differ in a statistically and economically meaningful fashi...

Natural Covariant Planck Scale Cutoffs and the Cosmic Microwave Background Spectrum.

Science.gov (United States)

Chatwin-Davies, Aidan; Kempf, Achim; Martin, Robert T W

2017-07-21

We calculate the impact of quantum gravity-motivated ultraviolet cutoffs on inflationary predictions for the cosmic microwave background spectrum. We model the ultraviolet cutoffs fully covariantly to avoid possible artifacts of covariance breaking. Imposing these covariant cutoffs results in the production of small, characteristically k-dependent oscillations in the spectrum. The size of the effect scales linearly with the ratio of the Planck to Hubble lengths during inflation. Consequently, the relative size of the effect could be as large as one part in 10^{5}; i.e., eventual observability may not be ruled out.

Functional connectivity and structural covariance between regions of interest can be measured more accurately using multivariate distance correlation.

Science.gov (United States)

Geerligs, Linda; Cam-Can; Henson, Richard N

2016-07-15

Studies of brain-wide functional connectivity or structural covariance typically use measures like the Pearson correlation coefficient, applied to data that have been averaged across voxels within regions of interest (ROIs). However, averaging across voxels may result in biased connectivity estimates when there is inhomogeneity within those ROIs, e.g., sub-regions that exhibit different patterns of functional connectivity or structural covariance. Here, we propose a new measure based on "distance correlation"; a test of multivariate dependence of high dimensional vectors, which allows for both linear and non-linear dependencies. We used simulations to show how distance correlation out-performs Pearson correlation in the face of inhomogeneous ROIs. To evaluate this new measure on real data, we use resting-state fMRI scans and T1 structural scans from 2 sessions on each of 214 participants from the Cambridge Centre for Ageing & Neuroscience (Cam-CAN) project. Pearson correlation and distance correlation showed similar average connectivity patterns, for both functional connectivity and structural covariance. Nevertheless, distance correlation was shown to be 1) more reliable across sessions, 2) more similar across participants, and 3) more robust to different sets of ROIs. Moreover, we found that the similarity between functional connectivity and structural covariance estimates was higher for distance correlation compared to Pearson correlation. We also explored the relative effects of different preprocessing options and motion artefacts on functional connectivity. Because distance correlation is easy to implement and fast to compute, it is a promising alternative to Pearson correlations for investigating ROI-based brain-wide connectivity patterns, for functional as well as structural data. Copyright © 2016 The Authors. Published by Elsevier Inc. All rights reserved.

Poincare covariance and κ-Minkowski spacetime

International Nuclear Information System (INIS)

Dabrowski, Ludwik; Piacitelli, Gherardo

2011-01-01

A fully Poincare covariant model is constructed as an extension of the κ-Minkowski spacetime. Covariance is implemented by a unitary representation of the Poincare group, and thus complies with the original Wigner approach to quantum symmetries. This provides yet another example (besides the DFR model), where Poincare covariance is realised a la Wigner in the presence of two characteristic dimensionful parameters: the light speed and the Planck length. In other words, a Doubly Special Relativity (DSR) framework may well be realised without deforming the meaning of 'Poincare covariance'. -- Highlights: → We construct a 4d model of noncommuting coordinates (quantum spacetime). → The coordinates are fully covariant under the undeformed Poincare group. → Covariance a la Wigner holds in presence of two dimensionful parameters. → Hence we are not forced to deform covariance (e.g. as quantum groups). → The underlying κ-Minkowski model is unphysical; covariantisation does not cure this.

Empirical Likelihood in Nonignorable Covariate-Missing Data Problems.

Science.gov (United States)

Xie, Yanmei; Zhang, Biao

2017-04-20

Missing covariate data occurs often in regression analysis, which frequently arises in the health and social sciences as well as in survey sampling. We study methods for the analysis of a nonignorable covariate-missing data problem in an assumed conditional mean function when some covariates are completely observed but other covariates are missing for some subjects. We adopt the semiparametric perspective of Bartlett et al. (Improving upon the efficiency of complete case analysis when covariates are MNAR. Biostatistics 2014;15:719-30) on regression analyses with nonignorable missing covariates, in which they have introduced the use of two working models, the working probability model of missingness and the working conditional score model. In this paper, we study an empirical likelihood approach to nonignorable covariate-missing data problems with the objective of effectively utilizing the two working models in the analysis of covariate-missing data. We propose a unified approach to constructing a system of unbiased estimating equations, where there are more equations than unknown parameters of interest. One useful feature of these unbiased estimating equations is that they naturally incorporate the incomplete data into the data analysis, making it possible to seek efficient estimation of the parameter of interest even when the working regression function is not specified to be the optimal regression function. We apply the general methodology of empirical likelihood to optimally combine these unbiased estimating equations. We propose three maximum empirical likelihood estimators of the underlying regression parameters and compare their efficiencies with other existing competitors. We present a simulation study to compare the finite-sample performance of various methods with respect to bias, efficiency, and robustness to model misspecification. The proposed empirical likelihood method is also illustrated by an analysis of a data set from the US National Health and

Weakly nonlinear dispersion and stop-band effects for periodic structures

DEFF Research Database (Denmark)

Sorokin, Vladislav; Thomsen, Jon Juel

of frequency band-gaps, i.e. frequency ranges in which elastic waves cannot propagate. Most existing analytical methods in the field are based on Floquet theory [1]; e.g. this holds for the classical Hill’s method of infinite determinants [1,2], and themethod of space-harmonics [3]. However, application...... of these methods for studying nonlinear problems isimpossible or cumbersome, since Floquet theory is applicable only for linear systems. Thus the nonlinear effects for periodic structures are not yet fully uncovered, while at the same time applications may demand effects of nonlinearity on structural response...... to be accounted for.The paper deals with analytically predicting dynamic response for nonlinear elastic structures with a continuous periodic variation in structural properties. Specifically, for a Bernoulli-Euler beam with aspatially continuous modulation of structural properties in the axial direction...

Maintainability analysis considering time-dependent and time-independent covariates

International Nuclear Information System (INIS)

Barabadi, Abbas; Barabady, Javad; Markeset, Tore

2011-01-01

Traditional parametric methods for assessing maintainability most often only consider time to repair (TTR) as a single explanatory variable. However, to predict availability more precisely for high availability systems, a better model is needed to quantify the effect of operational environment on maintainability. The proportional repair model (PRM), which is developed based on proportional hazard model (PHM), may be used to analyze maintainability in the present of covariates. In the PRM, the effect of covariates is considered to be time independent. However this assumption may not be valid for some situations. The aim of this paper is to develop the Cox regression model and its extension in the presence of time-dependent covariates for determining maintainability. A simple case study is used to demonstrate how the model can be applied in a real case.

Non-linear effects in transition edge sensors for X-ray detection

International Nuclear Information System (INIS)

Bandler, S.R.; Figueroa-Feliciano, E.; Iyomoto, N.; Kelley, R.L.; Kilbourne, C.A.; Murphy, K.D.; Porter, F.S.; Saab, T.; Sadleir, J.

2006-01-01

In a microcalorimeter that uses a transition-edge sensor to detect energy depositions, the small signal energy resolution improves with decreasing heat capacity. This improvement remains true up to the point where non-linear and saturation effects become significant. This happens when the energy deposition causes a significant change in the sensor resistance. Not only does the signal size become a non-linear function of the energy deposited, but also the noise becomes non-stationary over the duration of the pulse. Algorithms have been developed that can calculate the optimal performance given this non-linear behavior that typically requires significant processing and calibration work-both of which are impractical for space missions. We have investigated the relative importance of the various non-linear effects, with the hope that a computationally simple transformation can overcome the largest of the non-linear and non-stationary effects, producing a highly linear 'gain' for pulse-height versus energy, and close to the best energy resolution at all energies when using a Wiener filter

Predicting in vivo effect levels for repeat-dose systemic toxicity using chemical, biological, kinetic and study covariates.

Science.gov (United States)

Truong, Lisa; Ouedraogo, Gladys; Pham, LyLy; Clouzeau, Jacques; Loisel-Joubert, Sophie; Blanchet, Delphine; Noçairi, Hicham; Setzer, Woodrow; Judson, Richard; Grulke, Chris; Mansouri, Kamel; Martin, Matthew

2018-02-01

In an effort to address a major challenge in chemical safety assessment, alternative approaches for characterizing systemic effect levels, a predictive model was developed. Systemic effect levels were curated from ToxRefDB, HESS-DB and COSMOS-DB from numerous study types totaling 4379 in vivo studies for 1247 chemicals. Observed systemic effects in mammalian models are a complex function of chemical dynamics, kinetics, and inter- and intra-individual variability. To address this complex problem, systemic effect levels were modeled at the study-level by leveraging study covariates (e.g., study type, strain, administration route) in addition to multiple descriptor sets, including chemical (ToxPrint, PaDEL, and Physchem), biological (ToxCast), and kinetic descriptors. Using random forest modeling with cross-validation and external validation procedures, study-level covariates alone accounted for approximately 15% of the variance reducing the root mean squared error (RMSE) from 0.96 log 10 to 0.85 log 10  mg/kg/day, providing a baseline performance metric (lower expectation of model performance). A consensus model developed using a combination of study-level covariates, chemical, biological, and kinetic descriptors explained a total of 43% of the variance with an RMSE of 0.69 log 10  mg/kg/day. A benchmark model (upper expectation of model performance) was also developed with an RMSE of 0.5 log 10  mg/kg/day by incorporating study-level covariates and the mean effect level per chemical. To achieve a representative chemical-level prediction, the minimum study-level predicted and observed effect level per chemical were compared reducing the RMSE from 1.0 to 0.73 log 10  mg/kg/day, equivalent to 87% of predictions falling within an order-of-magnitude of the observed value. Although biological descriptors did not improve model performance, the final model was enriched for biological descriptors that indicated xenobiotic metabolism gene expression, oxidative stress, and

Modeling Covariance Breakdowns in Multivariate GARCH

OpenAIRE

Jin, Xin; Maheu, John M

2014-01-01

This paper proposes a flexible way of modeling dynamic heterogeneous covariance breakdowns in multivariate GARCH (MGARCH) models. During periods of normal market activity, volatility dynamics are governed by an MGARCH specification. A covariance breakdown is any significant temporary deviation of the conditional covariance matrix from its implied MGARCH dynamics. This is captured through a flexible stochastic component that allows for changes in the conditional variances, covariances and impl...

Econometric analysis of realised covariation: high frequency covariance, regression and correlation in financial economics

OpenAIRE

Ole E. Barndorff-Nielsen; Neil Shephard

2002-01-01

This paper analyses multivariate high frequency financial data using realised covariation. We provide a new asymptotic distribution theory for standard methods such as regression, correlation analysis and covariance. It will be based on a fixed interval of time (e.g. a day or week), allowing the number of high frequency returns during this period to go to infinity. Our analysis allows us to study how high frequency correlations, regressions and covariances change through time. In particular w...

The Effect of Unequal Samples, Heterogeneity of Covariance Matrices, and Number of Variables on Discriminant Analysis Classification Tables and Related Statistics.

Science.gov (United States)

Spearing, Debra; Woehlke, Paula

To assess the effect on discriminant analysis in terms of correct classification into two groups, the following parameters were systematically altered using Monte Carlo techniques: sample sizes; proportions of one group to the other; number of independent variables; and covariance matrices. The pairing of the off diagonals (or covariances) with…

Explanation of the Inverse Doppler Effect Observed in Nonlinear Transmission Lines

International Nuclear Information System (INIS)

Kozyrev, Alexander B.; Weide, Daniel W. van der

2005-01-01

The theory of the inverse Doppler effect recently observed in magnetic nonlinear transmission lines is developed. We explain the crucial role of the backward spatial harmonic in the occurrence of an inverse Doppler effect and draw analogies of the magnetic nonlinear transmission line to the backward wave oscillator

Stochastic effects on the nonlinear Schroedinger equation

International Nuclear Information System (INIS)

Flessas, G P; Leach, P G L; Yannacopoulos, A N

2004-01-01

The aim of this article is to provide a brief review of recent advances in the field of stochastic effects on the nonlinear Schroedinger equation. The article reviews rigorous and perturbative results. (review article)

ISSUES IN NEUTRON CROSS SECTION COVARIANCES

Energy Technology Data Exchange (ETDEWEB)

Mattoon, C.M.; Oblozinsky,P.

2010-04-30

We review neutron cross section covariances in both the resonance and fast neutron regions with the goal to identify existing issues in evaluation methods and their impact on covariances. We also outline ideas for suitable covariance quality assurance procedures.We show that the topic of covariance data remains controversial, the evaluation methodologies are not fully established and covariances produced by different approaches have unacceptable spread. The main controversy is in very low uncertainties generated by rigorous evaluation methods and much larger uncertainties based on simple estimates from experimental data. Since the evaluators tend to trust the former, while the users tend to trust the latter, this controversy has considerable practical implications. Dedicated effort is needed to arrive at covariance evaluation methods that would resolve this issue and produce results accepted internationally both by evaluators and users.

Effects of quadratic and cubic nonlinearities on a perfectly tuned parametric amplifier

DEFF Research Database (Denmark)

Neumeyer, Stefan; Sorokin, Vladislav; Thomsen, Jon Juel

2016-01-01

We consider the performance of a parametric amplifier with perfect tuning (two-to-one ratio between the parametric and direct excitation frequencies) and quadratic and cubic nonlinearities. A forced Duffing–Mathieu equation with appended quadratic nonlinearity is considered as the model system......, and approximate analytical steady-state solutions and corresponding stabilities are obtained by the method of varying amplitudes. Some general effects of pure quadratic, and mixed quadratic and cubic nonlinearities on parametric amplification are shown. In particular, the effects of mixed quadratic and cubic...... nonlinearities may generate additional amplitude–frequency solutions. In this case an increased response and a more phase sensitive amplitude (phase between excitation frequencies) is obtained, as compared to the case with either pure quadratic or cubic nonlinearity. Furthermore, jumps and bi...

The impact of covariance misspecification in group-based trajectory models for longitudinal data with non-stationary covariance structure.

Science.gov (United States)

Davies, Christopher E; Glonek, Gary Fv; Giles, Lynne C

2017-08-01

One purpose of a longitudinal study is to gain a better understanding of how an outcome of interest changes among a given population over time. In what follows, a trajectory will be taken to mean the series of measurements of the outcome variable for an individual. Group-based trajectory modelling methods seek to identify subgroups of trajectories within a population, such that trajectories that are grouped together are more similar to each other than to trajectories in distinct groups. Group-based trajectory models generally assume a certain structure in the covariances between measurements, for example conditional independence, homogeneous variance between groups or stationary variance over time. Violations of these assumptions could be expected to result in poor model performance. We used simulation to investigate the effect of covariance misspecification on misclassification of trajectories in commonly used models under a range of scenarios. To do this we defined a measure of performance relative to the ideal Bayesian correct classification rate. We found that the more complex models generally performed better over a range of scenarios. In particular, incorrectly specified covariance matrices could significantly bias the results but using models with a correct but more complicated than necessary covariance matrix incurred little cost.

Bryan's effect and anisotropic nonlinear damping

Science.gov (United States)

Joubert, Stephan V.; Shatalov, Michael Y.; Fay, Temple H.; Manzhirov, Alexander V.

2018-03-01

In 1890, G. H. Bryan discovered the following: "The vibration pattern of a revolving cylinder or bell revolves at a rate proportional to the inertial rotation rate of the cylinder or bell." We call this phenomenon Bryan's law or Bryan's effect. It is well known that any imperfections in a vibratory gyroscope (VG) affect Bryan's law and this affects the accuracy of the VG. Consequently, in this paper, we assume that all such imperfections are either minimised or eliminated by some known control method and that only damping is present within the VG. If the damping is isotropic (linear or nonlinear), then it has been recently demonstrated in this journal, using symbolic analysis, that Bryan's law remains invariant. However, it is known that linear anisotropic damping does affect Bryan's law. In this paper, we generalise Rayleigh's dissipation function so that anisotropic nonlinear damping may be introduced into the equations of motion. Using a mixture of numeric and symbolic analysis on the ODEs of motion of the VG, for anisotropic light nonlinear damping, we demonstrate (up to an approximate average), that Bryan's law is affected by any form of such damping, causing pattern drift, compromising the accuracy of the VG.

Covariance Partition Priors: A Bayesian Approach to Simultaneous Covariance Estimation for Longitudinal Data.

Science.gov (United States)

Gaskins, J T; Daniels, M J

2016-01-02

The estimation of the covariance matrix is a key concern in the analysis of longitudinal data. When data consists of multiple groups, it is often assumed the covariance matrices are either equal across groups or are completely distinct. We seek methodology to allow borrowing of strength across potentially similar groups to improve estimation. To that end, we introduce a covariance partition prior which proposes a partition of the groups at each measurement time. Groups in the same set of the partition share dependence parameters for the distribution of the current measurement given the preceding ones, and the sequence of partitions is modeled as a Markov chain to encourage similar structure at nearby measurement times. This approach additionally encourages a lower-dimensional structure of the covariance matrices by shrinking the parameters of the Cholesky decomposition toward zero. We demonstrate the performance of our model through two simulation studies and the analysis of data from a depression study. This article includes Supplementary Material available online.

Development of nonperturbative nonlinear optics models including effects of high order nonlinearities and of free electron plasma: Maxwell–Schrödinger equations coupled with evolution equations for polarization effects, and the SFA-like nonlinear optics model

International Nuclear Information System (INIS)

Lorin, E; Bandrauk, A D; Lytova, M; Memarian, A

2015-01-01

This paper is dedicated to the exploration of non-conventional nonlinear optics models for intense and short electromagnetic fields propagating in a gas. When an intense field interacts with a gas, usual nonlinear optics models, such as cubic nonlinear Maxwell, wave and Schrödinger equations, derived by perturbation theory may become inaccurate or even irrelevant. As a consequence, and to include in particular the effect of free electrons generated by laser–molecule interaction, several heuristic models, such as UPPE, HOKE models, etc, coupled with Drude-like models [1, 2], were derived. The goal of this paper is to present alternative approaches based on non-heuristic principles. This work is in particular motivated by the on-going debate in the filamentation community, about the effect of high order nonlinearities versus plasma effects due to free electrons, in pulse defocusing occurring in laser filaments [3–9]. The motivation of our work goes beyond filamentation modeling, and is more generally related to the interaction of any external intense and (short) pulse with a gas. In this paper, two different strategies are developed. The first one is based on the derivation of an evolution equation on the polarization, in order to determine the response of the medium (polarization) subject to a short and intense electromagnetic field. Then, we derive a combined semi-heuristic model, based on Lewenstein’s strong field approximation model and the usual perturbative modeling in nonlinear optics. The proposed model allows for inclusion of high order nonlinearities as well as free electron plasma effects. (paper)

Fast Computing for Distance Covariance

OpenAIRE

Huo, Xiaoming; Szekely, Gabor J.

2014-01-01

Distance covariance and distance correlation have been widely adopted in measuring dependence of a pair of random variables or random vectors. If the computation of distance covariance and distance correlation is implemented directly accordingly to its definition then its computational complexity is O($n^2$) which is a disadvantage compared to other faster methods. In this paper we show that the computation of distance covariance and distance correlation of real valued random variables can be...

On estimating cosmology-dependent covariance matrices

International Nuclear Information System (INIS)

Morrison, Christopher B.; Schneider, Michael D.

2013-01-01

We describe a statistical model to estimate the covariance matrix of matter tracer two-point correlation functions with cosmological simulations. Assuming a fixed number of cosmological simulation runs, we describe how to build a 'statistical emulator' of the two-point function covariance over a specified range of input cosmological parameters. Because the simulation runs with different cosmological models help to constrain the form of the covariance, we predict that the cosmology-dependent covariance may be estimated with a comparable number of simulations as would be needed to estimate the covariance for fixed cosmology. Our framework is a necessary first step in planning a simulations campaign for analyzing the next generation of cosmological surveys

How large are the consequences of covariate imbalance in cluster randomized trials: a simulation study with a continuous outcome and a binary covariate at the cluster level.

Science.gov (United States)

Moerbeek, Mirjam; van Schie, Sander

2016-07-11

The number of clusters in a cluster randomized trial is often low. It is therefore likely random assignment of clusters to treatment conditions results in covariate imbalance. There are no studies that quantify the consequences of covariate imbalance in cluster randomized trials on parameter and standard error bias and on power to detect treatment effects. The consequences of covariance imbalance in unadjusted and adjusted linear mixed models are investigated by means of a simulation study. The factors in this study are the degree of imbalance, the covariate effect size, the cluster size and the intraclass correlation coefficient. The covariate is binary and measured at the cluster level; the outcome is continuous and measured at the individual level. The results show covariate imbalance results in negligible parameter bias and small standard error bias in adjusted linear mixed models. Ignoring the possibility of covariate imbalance while calculating the sample size at the cluster level may result in a loss in power of at most 25 % in the adjusted linear mixed model. The results are more severe for the unadjusted linear mixed model: parameter biases up to 100 % and standard error biases up to 200 % may be observed. Power levels based on the unadjusted linear mixed model are often too low. The consequences are most severe for large clusters and/or small intraclass correlation coefficients since then the required number of clusters to achieve a desired power level is smallest. The possibility of covariate imbalance should be taken into account while calculating the sample size of a cluster randomized trial. Otherwise more sophisticated methods to randomize clusters to treatments should be used, such as stratification or balance algorithms. All relevant covariates should be carefully identified, be actually measured and included in the statistical model to avoid severe levels of parameter and standard error bias and insufficient power levels.

Missing continuous outcomes under covariate dependent missingness in cluster randomised trials.

Science.gov (United States)

Hossain, Anower; Diaz-Ordaz, Karla; Bartlett, Jonathan W

2017-06-01

Attrition is a common occurrence in cluster randomised trials which leads to missing outcome data. Two approaches for analysing such trials are cluster-level analysis and individual-level analysis. This paper compares the performance of unadjusted cluster-level analysis, baseline covariate adjusted cluster-level analysis and linear mixed model analysis, under baseline covariate dependent missingness in continuous outcomes, in terms of bias, average estimated standard error and coverage probability. The methods of complete records analysis and multiple imputation are used to handle the missing outcome data. We considered four scenarios, with the missingness mechanism and baseline covariate effect on outcome either the same or different between intervention groups. We show that both unadjusted cluster-level analysis and baseline covariate adjusted cluster-level analysis give unbiased estimates of the intervention effect only if both intervention groups have the same missingness mechanisms and there is no interaction between baseline covariate and intervention group. Linear mixed model and multiple imputation give unbiased estimates under all four considered scenarios, provided that an interaction of intervention and baseline covariate is included in the model when appropriate. Cluster mean imputation has been proposed as a valid approach for handling missing outcomes in cluster randomised trials. We show that cluster mean imputation only gives unbiased estimates when missingness mechanism is the same between the intervention groups and there is no interaction between baseline covariate and intervention group. Multiple imputation shows overcoverage for small number of clusters in each intervention group.

Nonlinear surface impedance of YBCO thin films: Measurements, modeling, and effects in devices

International Nuclear Information System (INIS)

Oates, D.E.; Koren, G.; Polturak, E.

1995-01-01

High-T c thin films continue to be of interest for passive device applications at microwave frequencies, but nonlinear effects may limit the performance. To understand these effects we have measured the nonlinear effects may limit the performance. To understand these effects we have measured the nonlinear surface impedance Z s in a number of YBa 2 Cu 3 O 7-x thin films as a function of frequency from 1 to 18 GHz, rf surface magnetic field H rf to 1500 Oe, and temperature from 4 K to T c . The results at low H rf are shown to agree quantitatively with a modified coupled-grain model and at high H rf with hysteresis-loss calculations using the Bean critical-state model applied to a thin strip. The loss mechanisms are extrinsic properties resulting from defects in the films. We also report preliminary measurements of the nonlinear impedance of Josephson junctions, and the results are related to the models of nonlinear Z s . The implications of nonlinear Z s for devices are discussed using the example of a five-pole bandpass filter

Effective potentials in nonlinear polycrystals and quadrature formulae

Science.gov (United States)

Michel, Jean-Claude; Suquet, Pierre

2017-08-01

This study presents a family of estimates for effective potentials in nonlinear polycrystals. Noting that these potentials are given as averages, several quadrature formulae are investigated to express these integrals of nonlinear functions of local fields in terms of the moments of these fields. Two of these quadrature formulae reduce to known schemes, including a recent proposition (Ponte Castañeda 2015 Proc. R. Soc. A 471, 20150665 (doi:10.1098/rspa.2015.0665)) obtained by completely different means. Other formulae are also reviewed that make use of statistical information on the fields beyond their first and second moments. These quadrature formulae are applied to the estimation of effective potentials in polycrystals governed by two potentials, by means of a reduced-order model proposed by the authors (non-uniform transformation field analysis). It is shown how the quadrature formulae improve on the tangent second-order approximation in porous crystals at high stress triaxiality. It is found that, in order to retrieve a satisfactory accuracy for highly nonlinear porous crystals under high stress triaxiality, a quadrature formula of higher order is required.

Estimation of genetic connectedness diagnostics based on prediction errors without the prediction error variance-covariance matrix.

Science.gov (United States)

Holmes, John B; Dodds, Ken G; Lee, Michael A

2017-03-02

An important issue in genetic evaluation is the comparability of random effects (breeding values), particularly between pairs of animals in different contemporary groups. This is usually referred to as genetic connectedness. While various measures of connectedness have been proposed in the literature, there is general agreement that the most appropriate measure is some function of the prediction error variance-covariance matrix. However, obtaining the prediction error variance-covariance matrix is computationally demanding for large-scale genetic evaluations. Many alternative statistics have been proposed that avoid the computational cost of obtaining the prediction error variance-covariance matrix, such as counts of genetic links between contemporary groups, gene flow matrices, and functions of the variance-covariance matrix of estimated contemporary group fixed effects. In this paper, we show that a correction to the variance-covariance matrix of estimated contemporary group fixed effects will produce the exact prediction error variance-covariance matrix averaged by contemporary group for univariate models in the presence of single or multiple fixed effects and one random effect. We demonstrate the correction for a series of models and show that approximations to the prediction error matrix based solely on the variance-covariance matrix of estimated contemporary group fixed effects are inappropriate in certain circumstances. Our method allows for the calculation of a connectedness measure based on the prediction error variance-covariance matrix by calculating only the variance-covariance matrix of estimated fixed effects. Since the number of fixed effects in genetic evaluation is usually orders of magnitudes smaller than the number of random effect levels, the computational requirements for our method should be reduced.

Covariance matrix estimation for stationary time series

OpenAIRE

Xiao, Han; Wu, Wei Biao

2011-01-01

We obtain a sharp convergence rate for banded covariance matrix estimates of stationary processes. A precise order of magnitude is derived for spectral radius of sample covariance matrices. We also consider a thresholded covariance matrix estimator that can better characterize sparsity if the true covariance matrix is sparse. As our main tool, we implement Toeplitz [Math. Ann. 70 (1911) 351–376] idea and relate eigenvalues of covariance matrices to the spectral densities or Fourier transforms...

General Galilei Covariant Gaussian Maps

Science.gov (United States)

Gasbarri, Giulio; Toroš, Marko; Bassi, Angelo

2017-09-01

We characterize general non-Markovian Gaussian maps which are covariant under Galilean transformations. In particular, we consider translational and Galilean covariant maps and show that they reduce to the known Holevo result in the Markovian limit. We apply the results to discuss measures of macroscopicity based on classicalization maps, specifically addressing dissipation, Galilean covariance and non-Markovianity. We further suggest a possible generalization of the macroscopicity measure defined by Nimmrichter and Hornberger [Phys. Rev. Lett. 110, 16 (2013)].

Competing risks and time-dependent covariates

DEFF Research Database (Denmark)

Cortese, Giuliana; Andersen, Per K

2010-01-01

Time-dependent covariates are frequently encountered in regression analysis for event history data and competing risks. They are often essential predictors, which cannot be substituted by time-fixed covariates. This study briefly recalls the different types of time-dependent covariates......, as classified by Kalbfleisch and Prentice [The Statistical Analysis of Failure Time Data, Wiley, New York, 2002] with the intent of clarifying their role and emphasizing the limitations in standard survival models and in the competing risks setting. If random (internal) time-dependent covariates...

Activities of covariance utilization working group

International Nuclear Information System (INIS)

Tsujimoto, Kazufumi

2013-01-01

During the past decade, there has been a interest in the calculational uncertainties induced by nuclear data uncertainties in the neutronics design of advanced nuclear system. The covariance nuclear data is absolutely essential for the uncertainty analysis. In the latest version of JENDL, JENDL-4.0, the covariance data for many nuclides, especially actinide nuclides, was substantialy enhanced. The growing interest in the uncertainty analysis and the covariance data has led to the organisation of the working group for covariance utilization under the JENDL committee. (author)

Effects of Analog-to-Digital Converter Nonlinearities on Radar Range-Doppler Maps

Energy Technology Data Exchange (ETDEWEB)

Doerry, Armin Walter [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Dubbert, Dale F. [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Tise, Bertice L. [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States)

2014-07-01

Radar operation, particularly Ground Moving Target Indicator (GMTI) radar modes, are very sensitive to anomalous effects of system nonlinearities. These throw off harmonic spurs that are sometimes detected as false alarms. One significant source of nonlinear behavior is the Analog to Digital Converter (ADC). One measure of its undesired nonlinearity is its Integral Nonlinearity (INL) specification. We examine in this report the relationship of INL to GMTI performance.

Two-dimensional effects in nonlinear Kronig-Penney models

DEFF Research Database (Denmark)

Gaididei, Yuri Borisovich; Christiansen, Peter Leth; Rasmussen, Kim

1997-01-01

An analysis of two-dimensional (2D) effects in the nonlinear Kronig-Penney model is presented. We establish an effective one-dimensional description of the 2D effects, resulting in a set of pseudodifferential equations. The stationary states of the 2D system and their stability is studied...

Describing pediatric dysphonia with nonlinear dynamic parameters

Science.gov (United States)

Meredith, Morgan L.; Theis, Shannon M.; McMurray, J. Scott; Zhang, Yu; Jiang, Jack J.

2008-01-01

Objective Nonlinear dynamic analysis has emerged as a reliable and objective tool for assessing voice disorders. However, it has only been tested on adult populations. In the present study, nonlinear dynamic analysis was applied to normal and dysphonic pediatric populations with the goal of collecting normative data. Jitter analysis was also applied in order to compare nonlinear dynamic and perturbation measures. This study’s findings will be useful in creating standards for the use of nonlinear dynamic analysis as a tool to describe dysphonia in the pediatric population. Methods The study included 38 pediatric subjects (23 children with dysphonia and 15 without). Recordings of sustained vowels were obtained from each subject and underwent nonlinear dynamic analysis and percent jitter analysis. The resulting correlation dimension (D2) and percent jitter values were compared across the two groups using t-tests set at a significance level of p = 0.05. Results It was shown that D2 values covary with the presence of pathology in children. D2 values were significantly higher in dysphonic children than in normal children (p = 0.002). Standard deviations indicated a higher level of variation in normal children’s D2 values than in dysphonic children’s D2 values. Jitter analysis showed markedly higher percent jitter in dysphonic children than in normal children (p = 0.025) and large standard deviations for both groups. Conclusion This study indicates that nonlinear dynamic analysis could be a viable tool for the detection and assessment of dysphonia in children. Further investigations and more normative data are needed to create standards for using nonlinear dynamic parameters for the clinical evaluation of pediatric dysphonia. PMID:18947887

Input Forces Estimation for Nonlinear Systems by Applying a Square-Root Cubature Kalman Filter.

Science.gov (United States)

Song, Xuegang; Zhang, Yuexin; Liang, Dakai

2017-10-10

This work presents a novel inverse algorithm to estimate time-varying input forces in nonlinear beam systems. With the system parameters determined, the input forces can be estimated in real-time from dynamic responses, which can be used for structural health monitoring. In the process of input forces estimation, the Runge-Kutta fourth-order algorithm was employed to discretize the state equations; a square-root cubature Kalman filter (SRCKF) was employed to suppress white noise; the residual innovation sequences, a priori state estimate, gain matrix, and innovation covariance generated by SRCKF were employed to estimate the magnitude and location of input forces by using a nonlinear estimator. The nonlinear estimator was based on the least squares method. Numerical simulations of a large deflection beam and an experiment of a linear beam constrained by a nonlinear spring were employed. The results demonstrated accuracy of the nonlinear algorithm.

Input Forces Estimation for Nonlinear Systems by Applying a Square-Root Cubature Kalman Filter

Directory of Open Access Journals (Sweden)

Xuegang Song

2017-10-01

Full Text Available This work presents a novel inverse algorithm to estimate time-varying input forces in nonlinear beam systems. With the system parameters determined, the input forces can be estimated in real-time from dynamic responses, which can be used for structural health monitoring. In the process of input forces estimation, the Runge-Kutta fourth-order algorithm was employed to discretize the state equations; a square-root cubature Kalman filter (SRCKF was employed to suppress white noise; the residual innovation sequences, a priori state estimate, gain matrix, and innovation covariance generated by SRCKF were employed to estimate the magnitude and location of input forces by using a nonlinear estimator. The nonlinear estimator was based on the least squares method. Numerical simulations of a large deflection beam and an experiment of a linear beam constrained by a nonlinear spring were employed. The results demonstrated accuracy of the nonlinear algorithm.

Nonlinear effects in propagation of long-range surface plasmon polaritons in gold strip waveguides

DEFF Research Database (Denmark)

Lysenko, Oleg; Bache, Morten; Malureanu, Radu

2016-01-01

cladding. The optical characterization was performed using a high power picosecond laser at 1064 nm. The experiments reveal two nonlinear optical effects: nonlinear power transmission and spectral broadening of the LRSPP mode in the waveguides. Both nonlinear optical effects depend on the gold layer...

Nonlinear Estimation of Discrete-Time Signals Under Random Observation Delay

International Nuclear Information System (INIS)

Caballero-Aguila, R.; Jimenez-Lopez, J. D.; Hermoso-Carazo, A.; Linares-Perez, J.; Nakamori, S.

2008-01-01

This paper presents an approximation to the nonlinear least-squares estimation problem of discrete-time stochastic signals using nonlinear observations with additive white noise which can be randomly delayed by one sampling time. The observation delay is modelled by a sequence of independent Bernoulli random variables whose values, zero or one, indicate that the real observation arrives on time or it is delayed and, hence, the available measurement to estimate the signal is not up-to-date. Assuming that the state-space model generating the signal is unknown and only the covariance functions of the processes involved in the observation equation are ready for use, a filtering algorithm based on linear approximations of the real observations is proposed.

Is there a relativistic nonlinear generalization of quantum mechanics?

Energy Technology Data Exchange (ETDEWEB)

Elze, Hans-Thomas [Dipartimento di Fisica ' Enrico Fermi' , Largo Pontecorvo 3, I-56127 Pisa (Italy)

2007-05-15

Yes, there is. - A new kind of gauge theory is introduced, where the minimal coupling and corresponding covariant derivatives are defined in the space of functions pertaining to the functional Schroedinger picture of a given field theory. While, for simplicity, we study the example of a U(1) symmetry, this kind of gauge theory can accommodate other symmetries as well. We consider the resulting relativistic nonlinear extension of quantum mechanics and show that it incorporates gravity in the (0+1)-dimensional limit, where it leads to the Schroedinger-Newton equations. Gravity is encoded here into a universal nonlinear extension of quantum theory. The probabilistic interpretation, i.e. Born's rule, holds provided the underlying model has only dimensionless parameters.

Quality Quantification of Evaluated Cross Section Covariances

International Nuclear Information System (INIS)

Varet, S.; Dossantos-Uzarralde, P.; Vayatis, N.

2015-01-01

Presently, several methods are used to estimate the covariance matrix of evaluated nuclear cross sections. Because the resulting covariance matrices can be different according to the method used and according to the assumptions of the method, we propose a general and objective approach to quantify the quality of the covariance estimation for evaluated cross sections. The first step consists in defining an objective criterion. The second step is computation of the criterion. In this paper the Kullback-Leibler distance is proposed for the quality quantification of a covariance matrix estimation and its inverse. It is based on the distance to the true covariance matrix. A method based on the bootstrap is presented for the estimation of this criterion, which can be applied with most methods for covariance matrix estimation and without the knowledge of the true covariance matrix. The full approach is illustrated on the 85 Rb nucleus evaluations and the results are then used for a discussion on scoring and Monte Carlo approaches for covariance matrix estimation of the cross section evaluations

Improvement of covariance data for fast reactors

International Nuclear Information System (INIS)

Shibata, Keiichi; Hasegawa, Akira

2000-02-01

We estimated covariances of the JENDL-3.2 data on the nuclides and reactions needed to analyze fast-reactor cores for the past three years, and produced covariance files. The present work was undertaken to re-examine the covariance files and to make some improvements. The covariances improved are the ones for the inelastic scattering cross section of 16 O, the total cross section of 23 Na, the fission cross section of 235 U, the capture cross section of 238 U, and the resolved resonance parameters for 238 U. Moreover, the covariances of 233 U data were newly estimated by the present work. The covariances obtained were compiled in the ENDF-6 format. (author)

Using nonlinearity and spatiotemporal property modulation to control effective structural properties: dynamic rods

DEFF Research Database (Denmark)

Thomsen, Jon Juel; Blekhman, Iliya I.

2007-01-01

What are the effective properties of a generally nonlinear material or structure, whose local properties are modulated in both space and time? It has been suggested to use spatiotemporal modulation of structural properties to create materials and structures with adjustable effective properties......, and to call these dynamic materials or spatiotemporal composites. Also, according to theoretical predictions, structural nonlinearity enhances the possibilities of achieving specific effective properties. For example, with an elastic rod having cubical elastic nonlinearities, it seems possible to control......, and exemplified. Then simple approximate analytical expressions are derived for the effective wave speed and natural frequencies for one-dimensional wave propagation in a nonlinear elastic rod, where the spatiotemporal modulation is imposed as a high-frequency standing wave, supposed to be given. Finally the more...

Lorentz Covariance of Langevin Equation

International Nuclear Information System (INIS)

Koide, T.; Denicol, G.S.; Kodama, T.

2008-01-01

Relativistic covariance of a Langevin type equation is discussed. The requirement of Lorentz invariance generates an entanglement between the force and noise terms so that the noise itself should not be a covariant quantity. (author)

Evaluation of nonlinearity and validity of nonlinear modeling for complex time series.

Science.gov (United States)

Suzuki, Tomoya; Ikeguchi, Tohru; Suzuki, Masuo

2007-10-01

Even if an original time series exhibits nonlinearity, it is not always effective to approximate the time series by a nonlinear model because such nonlinear models have high complexity from the viewpoint of information criteria. Therefore, we propose two measures to evaluate both the nonlinearity of a time series and validity of nonlinear modeling applied to it by nonlinear predictability and information criteria. Through numerical simulations, we confirm that the proposed measures effectively detect the nonlinearity of an observed time series and evaluate the validity of the nonlinear model. The measures are also robust against observational noises. We also analyze some real time series: the difference of the number of chickenpox and measles patients, the number of sunspots, five Japanese vowels, and the chaotic laser. We can confirm that the nonlinear model is effective for the Japanese vowel /a/, the difference of the number of measles patients, and the chaotic laser.

Numerical study of bandwidth effect on stimulated Raman backscattering in nonlinear regime

Science.gov (United States)

Zhou, H. Y.; Xiao, C. Z.; Zou, D. B.; Li, X. Z.; Yin, Y.; Shao, F. Q.; Zhuo, H. B.

2018-06-01

Nonlinear behaviors of stimulated Raman scattering driven by finite bandwidth pumps are studied by one dimensional particle-in-cell simulations. The broad spectral feature of plasma waves and backscattered light reveals the different coupling and growth mechanisms, which lead to the suppression effect before the deep nonlinear stage. It causes nonperiodic plasma wave packets and reduces packet and etching velocities. Based on the negative frequency shift and electron energy distribution, the long-time evolution of instability can be divided into two stages by the relaxation time. It is a critical time after which the alleviation effects of nonlinear frequency shift and hot electrons are replaced by enhancement. Thus, the broadband pump suppresses instability at early time. However, it aggravates in the deep nonlinear stage by lifting the saturation level due to the coupling of the incident pump with each frequency shifted plasma wave. Our simulation results show that the nonlinear effects are valid in a bandwidth range from 2.25% to 3.0%, and the physics are similar within a nearby parameter space.

Data Fusion of Gridded Snow Products Enhanced with Terrain Covariates and a Simple Snow Model

Science.gov (United States)

Snauffer, A. M.; Hsieh, W. W.; Cannon, A. J.

2017-12-01

Hydrologic planning requires accurate estimates of regional snow water equivalent (SWE), particularly areas with hydrologic regimes dominated by spring melt. While numerous gridded data products provide such estimates, accurate representations are particularly challenging under conditions of mountainous terrain, heavy forest cover and large snow accumulations, contexts which in many ways define the province of British Columbia (BC), Canada. One promising avenue of improving SWE estimates is a data fusion approach which combines field observations with gridded SWE products and relevant covariates. A base artificial neural network (ANN) was constructed using three of the best performing gridded SWE products over BC (ERA-Interim/Land, MERRA and GLDAS-2) and simple location and time covariates. This base ANN was then enhanced to include terrain covariates (slope, aspect and Terrain Roughness Index, TRI) as well as a simple 1-layer energy balance snow model driven by gridded bias-corrected ANUSPLIN temperature and precipitation values. The ANN enhanced with all aforementioned covariates performed better than the base ANN, but most of the skill improvement was attributable to the snow model with very little contribution from the terrain covariates. The enhanced ANN improved station mean absolute error (MAE) by an average of 53% relative to the composing gridded products over the province. Interannual peak SWE correlation coefficient was found to be 0.78, an improvement of 0.05 to 0.18 over the composing products. This nonlinear approach outperformed a comparable multiple linear regression (MLR) model by 22% in MAE and 0.04 in interannual correlation. The enhanced ANN has also been shown to estimate better than the Variable Infiltration Capacity (VIC) hydrologic model calibrated and run for four BC watersheds, improving MAE by 22% and correlation by 0.05. The performance improvements of the enhanced ANN are statistically significant at the 5% level across the province and

Super-sample covariance approximations and partial sky coverage

Science.gov (United States)

Lacasa, Fabien; Lima, Marcos; Aguena, Michel

2018-04-01

Super-sample covariance (SSC) is the dominant source of statistical error on large scale structure (LSS) observables for both current and future galaxy surveys. In this work, we concentrate on the SSC of cluster counts, also known as sample variance, which is particularly useful for the self-calibration of the cluster observable-mass relation; our approach can similarly be applied to other observables, such as galaxy clustering and lensing shear. We first examined the accuracy of two analytical approximations proposed in the literature for the flat sky limit, finding that they are accurate at the 15% and 30-35% level, respectively, for covariances of counts in the same redshift bin. We then developed a harmonic expansion formalism that allows for the prediction of SSC in an arbitrary survey mask geometry, such as large sky areas of current and future surveys. We show analytically and numerically that this formalism recovers the full sky and flat sky limits present in the literature. We then present an efficient numerical implementation of the formalism, which allows fast and easy runs of covariance predictions when the survey mask is modified. We applied our method to a mask that is broadly similar to the Dark Energy Survey footprint, finding a non-negligible negative cross-z covariance, i.e. redshift bins are anti-correlated. We also examined the case of data removal from holes due to, for example bright stars, quality cuts, or systematic removals, and find that this does not have noticeable effects on the structure of the SSC matrix, only rescaling its amplitude by the effective survey area. These advances enable analytical covariances of LSS observables to be computed for current and future galaxy surveys, which cover large areas of the sky where the flat sky approximation fails.

Effect of Forcing Function on Nonlinear Acoustic Standing Waves

Science.gov (United States)

Finkheiner, Joshua R.; Li, Xiao-Fan; Raman, Ganesh; Daniels, Chris; Steinetz, Bruce

2003-01-01

Nonlinear acoustic standing waves of high amplitude have been demonstrated by utilizing the effects of resonator shape to prevent the pressure waves from entering saturation. Experimentally, nonlinear acoustic standing waves have been generated by shaking an entire resonating cavity. While this promotes more efficient energy transfer than a piston-driven resonator, it also introduces complicated structural dynamics into the system. Experiments have shown that these dynamics result in resonator forcing functions comprised of a sum of several Fourier modes. However, previous numerical studies of the acoustics generated within the resonator assumed simple sinusoidal waves as the driving force. Using a previously developed numerical code, this paper demonstrates the effects of using a forcing function constructed with a series of harmonic sinusoidal waves on resonating cavities. From these results, a method will be demonstrated which allows the direct numerical analysis of experimentally generated nonlinear acoustic waves in resonators driven by harmonic forcing functions.

Problems in nonlinear acoustics: Pulsed finite amplitude sound beams, nonlinear acoustic wave propagation in a liquid layer, nonlinear effects in asymmetric cylindrical sound beams, effects of absorption on the interaction of sound beams, and parametric receiving arrays

Science.gov (United States)

Hamilton, Mark F.

1990-12-01

This report discusses five projects all of which involve basic theoretical research in nonlinear acoustics: (1) pulsed finite amplitude sound beams are studied with a recently developed time domain computer algorithm that solves the KZK nonlinear parabolic wave equation; (2) nonlinear acoustic wave propagation in a liquid layer is a study of harmonic generation and acoustic soliton information in a liquid between a rigid and a free surface; (3) nonlinear effects in asymmetric cylindrical sound beams is a study of source asymmetries and scattering of sound by sound at high intensity; (4) effects of absorption on the interaction of sound beams is a completed study of the role of absorption in second harmonic generation and scattering of sound by sound; and (5) parametric receiving arrays is a completed study of parametric reception in a reverberant environment.

Covariance descriptor fusion for target detection

Science.gov (United States)

Cukur, Huseyin; Binol, Hamidullah; Bal, Abdullah; Yavuz, Fatih

2016-05-01

Target detection is one of the most important topics for military or civilian applications. In order to address such detection tasks, hyperspectral imaging sensors provide useful images data containing both spatial and spectral information. Target detection has various challenging scenarios for hyperspectral images. To overcome these challenges, covariance descriptor presents many advantages. Detection capability of the conventional covariance descriptor technique can be improved by fusion methods. In this paper, hyperspectral bands are clustered according to inter-bands correlation. Target detection is then realized by fusion of covariance descriptor results based on the band clusters. The proposed combination technique is denoted Covariance Descriptor Fusion (CDF). The efficiency of the CDF is evaluated by applying to hyperspectral imagery to detect man-made objects. The obtained results show that the CDF presents better performance than the conventional covariance descriptor.

Covariate Imbalance and Adjustment for Logistic Regression Analysis of Clinical Trial Data

Science.gov (United States)

Ciolino, Jody D.; Martin, Reneé H.; Zhao, Wenle; Jauch, Edward C.; Hill, Michael D.; Palesch, Yuko Y.

2014-01-01

In logistic regression analysis for binary clinical trial data, adjusted treatment effect estimates are often not equivalent to unadjusted estimates in the presence of influential covariates. This paper uses simulation to quantify the benefit of covariate adjustment in logistic regression. However, International Conference on Harmonization guidelines suggest that covariate adjustment be pre-specified. Unplanned adjusted analyses should be considered secondary. Results suggest that that if adjustment is not possible or unplanned in a logistic setting, balance in continuous covariates can alleviate some (but never all) of the shortcomings of unadjusted analyses. The case of log binomial regression is also explored. PMID:24138438

Generalized Linear Covariance Analysis

Science.gov (United States)

Carpenter, James R.; Markley, F. Landis

2014-01-01

This talk presents a comprehensive approach to filter modeling for generalized covariance analysis of both batch least-squares and sequential estimators. We review and extend in two directions the results of prior work that allowed for partitioning of the state space into solve-for'' and consider'' parameters, accounted for differences between the formal values and the true values of the measurement noise, process noise, and textita priori solve-for and consider covariances, and explicitly partitioned the errors into subspaces containing only the influence of the measurement noise, process noise, and solve-for and consider covariances. In this work, we explicitly add sensitivity analysis to this prior work, and relax an implicit assumption that the batch estimator's epoch time occurs prior to the definitive span. We also apply the method to an integrated orbit and attitude problem, in which gyro and accelerometer errors, though not estimated, influence the orbit determination performance. We illustrate our results using two graphical presentations, which we call the variance sandpile'' and the sensitivity mosaic,'' and we compare the linear covariance results to confidence intervals associated with ensemble statistics from a Monte Carlo analysis.

Signs of depth-luminance covariance in 3-D cluttered scenes.

Science.gov (United States)

Scaccia, Milena; Langer, Michael S

2018-03-01

In three-dimensional (3-D) cluttered scenes such as foliage, deeper surfaces often are more shadowed and hence darker, and so depth and luminance often have negative covariance. We examined whether the sign of depth-luminance covariance plays a role in depth perception in 3-D clutter. We compared scenes rendered with negative and positive depth-luminance covariance where positive covariance means that deeper surfaces are brighter and negative covariance means deeper surfaces are darker. For each scene, the sign of the depth-luminance covariance was given by occlusion cues. We tested whether subjects could use this sign information to judge the depth order of two target surfaces embedded in 3-D clutter. The clutter consisted of distractor surfaces that were randomly distributed in a 3-D volume. We tested three independent variables: the sign of the depth-luminance covariance, the colors of the targets and distractors, and the background luminance. An analysis of variance showed two main effects: Subjects performed better when the deeper surfaces were darker and when the color of the target surfaces was the same as the color of the distractors. There was also a strong interaction: Subjects performed better under a negative depth-luminance covariance condition when targets and distractors had different colors than when they had the same color. Our results are consistent with a "dark means deep" rule, but the use of this rule depends on the similarity between the color of the targets and color of the 3-D clutter.

Econometric analysis of realized covariation: high frequency based covariance, regression, and correlation in financial economics

DEFF Research Database (Denmark)

Barndorff-Nielsen, Ole Eiler; Shephard, N.

2004-01-01

This paper analyses multivariate high frequency financial data using realized covariation. We provide a new asymptotic distribution theory for standard methods such as regression, correlation analysis, and covariance. It will be based on a fixed interval of time (e.g., a day or week), allowing...... the number of high frequency returns during this period to go to infinity. Our analysis allows us to study how high frequency correlations, regressions, and covariances change through time. In particular we provide confidence intervals for each of these quantities....

Nonlinear photoresponse of field effect transistors terahertz detectors at high irradiation intensities

International Nuclear Information System (INIS)

But, D. B.; Drexler, C.; Ganichev, S. D.; Sakhno, M. V.; Sizov, F. F.; Dyakonova, N.; Drachenko, O.; Gutin, A.; Knap, W.

2014-01-01

Terahertz power dependence of the photoresponse of field effect transistors, operating at frequencies from 0.1 to 3 THz for incident radiation power density up to 100 kW/cm 2 was studied for Si metal–oxide–semiconductor field-effect transistors and InGaAs high electron mobility transistors. The photoresponse increased linearly with increasing radiation intensity up to the kW/cm 2 range. Nonlinearity followed by saturation of the photoresponse was observed for all investigated field effect transistors for intensities above several kW/cm 2 . The observed photoresponse nonlinearity is explained by nonlinearity and saturation of the transistor channel current. A theoretical model of terahertz field effect transistor photoresponse at high intensity was developed. The model explains quantitative experimental data both in linear and nonlinear regions. Our results show that dynamic range of field effect transistors is very high and can extend over more than six orders of magnitudes of power densities (from ∼0.5 mW/cm 2 to ∼5 kW/cm 2 )

Proofs of Contracted Length Non-covariance

International Nuclear Information System (INIS)

Strel'tsov, V.N.

1994-01-01

Different proofs of contracted length non covariance are discussed. The way based on the establishment of interval inconstancy (dependence on velocity) seems to be the most convincing one. It is stressed that the known non covariance of the electromagnetic field energy and momentum of a moving charge ('the problem 4/3') is a direct consequence of contracted length non covariance. 8 refs

All-Optical Control of Linear and Nonlinear Energy Transfer via the Zeno Effect

Science.gov (United States)

Guo, Xiang; Zou, Chang-Ling; Jiang, Liang; Tang, Hong X.

2018-05-01

Microresonator-based nonlinear processes are fundamental to applications including microcomb generation, parametric frequency conversion, and harmonics generation. While nonlinear processes involving either second- (χ(2 )) or third- (χ(3 )) order nonlinearity have been extensively studied, the interaction between these two basic nonlinear processes has seldom been reported. In this paper we demonstrate a coherent interplay between second- and third- order nonlinear processes. The parametric (χ(2 ) ) coupling to a lossy ancillary mode shortens the lifetime of the target photonic mode and suppresses its density of states, preventing the photon emissions into the target photonic mode via the Zeno effect. Such an effect is then used to control the stimulated four-wave mixing process and realize a suppression ratio of 34.5.

ARMA Cholesky Factor Models for the Covariance Matrix of Linear Models.

Science.gov (United States)

Lee, Keunbaik; Baek, Changryong; Daniels, Michael J

2017-11-01

In longitudinal studies, serial dependence of repeated outcomes must be taken into account to make correct inferences on covariate effects. As such, care must be taken in modeling the covariance matrix. However, estimation of the covariance matrix is challenging because there are many parameters in the matrix and the estimated covariance matrix should be positive definite. To overcomes these limitations, two Cholesky decomposition approaches have been proposed: modified Cholesky decomposition for autoregressive (AR) structure and moving average Cholesky decomposition for moving average (MA) structure, respectively. However, the correlations of repeated outcomes are often not captured parsimoniously using either approach separately. In this paper, we propose a class of flexible, nonstationary, heteroscedastic models that exploits the structure allowed by combining the AR and MA modeling of the covariance matrix that we denote as ARMACD. We analyze a recent lung cancer study to illustrate the power of our proposed methods.

Effects of intermode nonlinearity and intramode nonlinearity on modulation instability in randomly birefringent two-mode optical fibers

Science.gov (United States)

Li, Jin Hua; Xu, Hui; Sun, Ting Ting; Pei, Shi Xin; Ren, Hai Dong

2018-05-01

We analyze in detail the effects of the intermode nonlinearity (IEMN) and intramode nonlinearity (IRMN) on modulation instability (MI) in randomly birefringent two-mode optical fibers (RB-TMFs). In the anomalous dispersion regime, the MI gain enhances significantly as the IEMN and IRMN coefficients increases. In the normal dispersion regime, MI can be generated without the differential mode group delay (DMGD) effect, as long as the IEMN coefficient between two distinct modes is above a critical value, or the IRMN coefficient inside a mode is below a critical value. This critical IEMN (IRMN) coefficient depends strongly on the given IRMN (IEMN) coefficient and DMGD for a given nonlinear RB-TMF structure, and is independent on the input total power, the power ratio distribution and the group velocity dispersion (GVD) ratio between the two modes. On the other hand, in contrast to the MI band arising from the pure effect of DMGD in the normal dispersion regime, where MI vanishes after a critical total power, the generated MI band under the combined effects of IEMN and IRMN without DMGD exists for any total power and enhances with the total power. The MI analysis is verified numerically by launching perturbed continuous waves (CWs) with wave propagation method.

Nonlinear closure relations theory for transport processes in nonequilibrium systems

International Nuclear Information System (INIS)

Sonnino, Giorgio

2009-01-01

A decade ago, a macroscopic theory for closure relations has been proposed for systems out of Onsager's region. This theory is referred to as the thermodynamic field theory (TFT). The aim of this work was to determine the nonlinear flux-force relations that respect the thermodynamic theorems for systems far from equilibrium. We propose a formulation of the TFT where one of the basic restrictions, namely, the closed-form solution for the skew-symmetric piece of the transport coefficients, has been removed. In addition, the general covariance principle is replaced by the De Donder-Prigogine thermodynamic covariance principle (TCP). The introduction of TCP requires the application of an appropriate mathematical formalism, which is referred to as the entropy-covariant formalism. By geometrical arguments, we prove the validity of the Glansdorff-Prigogine universal criterion of evolution. A new set of closure equations determining the nonlinear corrections to the linear ('Onsager') transport coefficients is also derived. The geometry of the thermodynamic space is non-Riemannian. However, it tends to be Riemannian for high values of the entropy production. In this limit, we recover the transport equations found by the old theory. Applications of our approach to transport in magnetically confined plasmas, materials submitted to temperature, and electric potential gradients or to unimolecular triangular chemical reactions can be found at references cited herein. Transport processes in tokamak plasmas are of particular interest. In this case, even in the absence of turbulence, the state of the plasma remains close to (but, it is not in) a state of local equilibrium. This prevents the transport relations from being linear.

Digital nonlinearity compensation in high-capacity optical communication systems considering signal spectral broadening effect.

Science.gov (United States)

Xu, Tianhua; Karanov, Boris; Shevchenko, Nikita A; Lavery, Domaniç; Liga, Gabriele; Killey, Robert I; Bayvel, Polina

2017-10-11

Nyquist-spaced transmission and digital signal processing have proved effective in maximising the spectral efficiency and reach of optical communication systems. In these systems, Kerr nonlinearity determines the performance limits, and leads to spectral broadening of the signals propagating in the fibre. Although digital nonlinearity compensation was validated to be promising for mitigating Kerr nonlinearities, the impact of spectral broadening on nonlinearity compensation has never been quantified. In this paper, the performance of multi-channel digital back-propagation (MC-DBP) for compensating fibre nonlinearities in Nyquist-spaced optical communication systems is investigated, when the effect of signal spectral broadening is considered. It is found that accounting for the spectral broadening effect is crucial for achieving the best performance of DBP in both single-channel and multi-channel communication systems, independent of modulation formats used. For multi-channel systems, the degradation of DBP performance due to neglecting the spectral broadening effect in the compensation is more significant for outer channels. Our work also quantified the minimum bandwidths of optical receivers and signal processing devices to ensure the optimal compensation of deterministic nonlinear distortions.

Covariance and sensitivity data generation at ORNL

International Nuclear Information System (INIS)

Leal, L. C.; Derrien, H.; Larson, N. M.; Alpan, A.

2005-01-01

Covariance data are required to assess uncertainties in design parameters in several nuclear applications. The error estimation of calculated quantities relies on the nuclear data uncertainty information available in the basic nuclear data libraries, such as the US Evaluated Nuclear Data Library, ENDF/B. The uncertainty files in the ENDF/B library are obtained from the analysis of experimental data and are stored as variance and covariance data. In this paper we address the generation of covariance data in the resonance region done with the computer code SAMMY. SAMMY is used in the evaluation of the experimental data in the resolved and unresolved resonance energy regions. The data fitting of cross sections is based on the generalised least-squares formalism (Bayesian theory) together with the resonance formalism described by R-matrix theory. Two approaches are used in SAMMY for the generation of resonance parameter covariance data. In the evaluation process SAMMY generates a set of resonance parameters that fit the data, and, it provides the resonance parameter covariances. For resonance parameter evaluations where there are no resonance parameter covariance data available, the alternative is to use an approach called the 'retroactive' resonance parameter covariance generation. In this paper, we describe the application of the retroactive covariance generation approach for the gadolinium isotopes. (authors)

On adjustment for auxiliary covariates in additive hazard models for the analysis of randomized experiments

DEFF Research Database (Denmark)

Vansteelandt, S.; Martinussen, Torben; Tchetgen, E. J Tchetgen

2014-01-01

We consider additive hazard models (Aalen, 1989) for the effect of a randomized treatment on a survival outcome, adjusting for auxiliary baseline covariates. We demonstrate that the Aalen least-squares estimator of the treatment effect parameter is asymptotically unbiased, even when the hazard...... that, in view of its robustness against model misspecification, Aalen least-squares estimation is attractive for evaluating treatment effects on a survival outcome in randomized experiments, and the primary reasons to consider baseline covariate adjustment in such settings could be interest in subgroup......'s dependence on time or on the auxiliary covariates is misspecified, and even away from the null hypothesis of no treatment effect. We furthermore show that adjustment for auxiliary baseline covariates does not change the asymptotic variance of the estimator of the effect of a randomized treatment. We conclude...

Multi-atom Jaynes-Cummings model with nonlinear effects

International Nuclear Information System (INIS)

Aleixo, Armando Nazareno Faria; Balantekin, Akif Baha; Ribeiro, Marco Antonio Candido

2001-01-01

The standard Jaynes-Cummings (JC) model and its extensions, normally used in quantum optics, idealizes the interaction of matter with electromagnetic radiation by a simple Hamiltonian of a two-level atom coupled to a single bosonic mode. This Hamiltonian has a fundamental importance to the field of quantum optics and it is a central ingredient in the quantized description of any optical system involving the interaction between light and atoms. The JC Hamiltonian defines a molecule, a composite system formed from the coupling of a two-state system and a quantized harmonic oscillator. For this Hamiltonian, mostly the single-particle situation has been studied. This model can also be extended for the situation where one has N two-level systems, which interact only with the electromagnetic radiation. In this case the effects of the spatial distribution of the particles it is not taken into account and the spin angular momentum S-circumflex i of each particle contributes to form a total angular momentum J-circumflex of the system. When one considers the effects due to the spatial variation in the field intensity in a nonlinear medium it is necessary to further add a Kerr term to the standard JC Hamiltonian. This kind of nonlinear JC Hamiltonian is used in the study of micro masers. Another nonlinear variant of the JC model takes the coupling between matter and the radiation to depend on the intensity of the electromagnetic field. This model is interesting since this kind of interaction means that effectively the coupling is proportional to the amplitude of the field representing a very simple case of a nonlinear interaction corresponding to a more realistic physical situation. In this work we solve exactly the problem of the interaction of a N two-level atoms with an electromagnetic radiation when nonlinear effects due to the spatial variation in the field intensity in a nonlinear Kerr medium and the dependence on the intensity of the electromagnetic field on the matter

Using machine learning to assess covariate balance in matching studies.

Science.gov (United States)

Linden, Ariel; Yarnold, Paul R

2016-12-01

In order to assess the effectiveness of matching approaches in observational studies, investigators typically present summary statistics for each observed pre-intervention covariate, with the objective of showing that matching reduces the difference in means (or proportions) between groups to as close to zero as possible. In this paper, we introduce a new approach to distinguish between study groups based on their distributions of the covariates using a machine-learning algorithm called optimal discriminant analysis (ODA). Assessing covariate balance using ODA as compared with the conventional method has several key advantages: the ability to ascertain how individuals self-select based on optimal (maximum-accuracy) cut-points on the covariates; the application to any variable metric and number of groups; its insensitivity to skewed data or outliers; and the use of accuracy measures that can be widely applied to all analyses. Moreover, ODA accepts analytic weights, thereby extending the assessment of covariate balance to any study design where weights are used for covariate adjustment. By comparing the two approaches using empirical data, we are able to demonstrate that using measures of classification accuracy as balance diagnostics produces highly consistent results to those obtained via the conventional approach (in our matched-pairs example, ODA revealed a weak statistically significant relationship not detected by the conventional approach). Thus, investigators should consider ODA as a robust complement, or perhaps alternative, to the conventional approach for assessing covariate balance in matching studies. © 2016 John Wiley & Sons, Ltd.

Covariance Evaluation Methodology for Neutron Cross Sections

Energy Technology Data Exchange (ETDEWEB)

Herman,M.; Arcilla, R.; Mattoon, C.M.; Mughabghab, S.F.; Oblozinsky, P.; Pigni, M.; Pritychenko, b.; Songzoni, A.A.

2008-09-01

We present the NNDC-BNL methodology for estimating neutron cross section covariances in thermal, resolved resonance, unresolved resonance and fast neutron regions. The three key elements of the methodology are Atlas of Neutron Resonances, nuclear reaction code EMPIRE, and the Bayesian code implementing Kalman filter concept. The covariance data processing, visualization and distribution capabilities are integral components of the NNDC methodology. We illustrate its application on examples including relatively detailed evaluation of covariances for two individual nuclei and massive production of simple covariance estimates for 307 materials. Certain peculiarities regarding evaluation of covariances for resolved resonances and the consistency between resonance parameter uncertainties and thermal cross section uncertainties are also discussed.

Diffraction corrections for second harmonic beam fields and effects on the nonlinearity parameter evaluation

Energy Technology Data Exchange (ETDEWEB)

Jeong, Hyun Jo; Cho, Sung Jong; Nam, Ki Woong; Lee, Jang Hyun [Division of Mechanical and Automotive Engineering, Wonkwang University, Iksan (Korea, Republic of)

2016-04-15

The nonlinearity parameter is frequently measured as a sensitive indicator in damaged material characterization or tissue harmonic imaging. Several previous studies have employed the plane wave solution, and ignored the effects of beam diffraction when measuring the non-linearity parameter β. This paper presents a multi-Gaussian beam approach to explicitly derive diffraction corrections for fundamental and second harmonics under quasilinear and paraxial approximation. Their effects on the nonlinearity parameter estimation demonstrate complicated dependence of β on the transmitter-receiver geometries, frequency, and propagation distance. The diffraction effects on the non-linearity parameter estimation are important even in the nearfield region. Experiments are performed to show that improved β values can be obtained by considering the diffraction effects.

Nonlinear time series theory, methods and applications with R examples

CERN Document Server

Douc, Randal; Stoffer, David

2014-01-01

FOUNDATIONSLinear ModelsStochastic Processes The Covariance World Linear Processes The Multivariate Cases Numerical Examples ExercisesLinear Gaussian State Space Models Model Basics Filtering, Smoothing, and Forecasting Maximum Likelihood Estimation Smoothing Splines and the Kalman Smoother Asymptotic Distribution of the MLE Missing Data Modifications Structural Component Models State-Space Models with Correlated Errors Exercises Beyond Linear ModelsNonlinear Non-Gaussian Data Volterra Series Expansion Cumulants and Higher-Order Spectra Bilinear Models Conditionally Heteroscedastic Models Thre

Covariance matrices of experimental data

International Nuclear Information System (INIS)

Perey, F.G.

1978-01-01

A complete statement of the uncertainties in data is given by its covariance matrix. It is shown how the covariance matrix of data can be generated using the information available to obtain their standard deviations. Determination of resonance energies by the time-of-flight method is used as an example. The procedure for combining data when the covariance matrix is non-diagonal is given. The method is illustrated by means of examples taken from the recent literature to obtain an estimate of the energy of the first resonance in carbon and for five resonances of 238 U

Covariance and correlation estimation in electron-density maps.

Science.gov (United States)

Altomare, Angela; Cuocci, Corrado; Giacovazzo, Carmelo; Moliterni, Anna; Rizzi, Rosanna

2012-03-01

Quite recently two papers have been published [Giacovazzo & Mazzone (2011). Acta Cryst. A67, 210-218; Giacovazzo et al. (2011). Acta Cryst. A67, 368-382] which calculate the variance in any point of an electron-density map at any stage of the phasing process. The main aim of the papers was to associate a standard deviation to each pixel of the map, in order to obtain a better estimate of the map reliability. This paper deals with the covariance estimate between points of an electron-density map in any space group, centrosymmetric or non-centrosymmetric, no matter the correlation between the model and target structures. The aim is as follows: to verify if the electron density in one point of the map is amplified or depressed as an effect of the electron density in one or more other points of the map. High values of the covariances are usually connected with undesired features of the map. The phases are the primitive random variables of our probabilistic model; the covariance changes with the quality of the model and therefore with the quality of the phases. The conclusive formulas show that the covariance is also influenced by the Patterson map. Uncertainty on measurements may influence the covariance, particularly in the final stages of the structure refinement; a general formula is obtained taking into account both phase and measurement uncertainty, valid at any stage of the crystal structure solution.

SIMULATIONS OF WIDE-FIELD WEAK-LENSING SURVEYS. II. COVARIANCE MATRIX OF REAL-SPACE CORRELATION FUNCTIONS

International Nuclear Information System (INIS)

Sato, Masanori; Matsubara, Takahiko; Takada, Masahiro; Hamana, Takashi

2011-01-01

Using 1000 ray-tracing simulations for a Λ-dominated cold dark model in Sato et al., we study the covariance matrix of cosmic shear correlation functions, which is the standard statistics used in previous measurements. The shear correlation function of a particular separation angle is affected by Fourier modes over a wide range of multipoles, even beyond a survey area, which complicates the analysis of the covariance matrix. To overcome such obstacles we first construct Gaussian shear simulations from the 1000 realizations and then use the Gaussian simulations to disentangle the Gaussian covariance contribution to the covariance matrix we measured from the original simulations. We found that an analytical formula of Gaussian covariance overestimates the covariance amplitudes due to an effect of the finite survey area. Furthermore, the clean separation of the Gaussian covariance allows us to examine the non-Gaussian covariance contributions as a function of separation angles and source redshifts. For upcoming surveys with typical source redshifts of z s = 0.6 and 1.0, the non-Gaussian contribution to the diagonal covariance components at 1 arcmin scales is greater than the Gaussian contribution by a factor of 20 and 10, respectively. Predictions based on the halo model qualitatively well reproduce the simulation results, however show a sizable disagreement in the covariance amplitudes. By combining these simulation results we develop a fitting formula to the covariance matrix for a survey with arbitrary area coverage, taking into account effects of the finiteness of survey area on the Gaussian covariance.

New perspective in covariance evaluation for nuclear data

International Nuclear Information System (INIS)

Kanda, Y.

1992-01-01

Methods of nuclear data evaluation have been highly developed during the past decade, especially after introducing the concept of covariance. This makes it utmost important how to evaluate covariance matrices for nuclear data. It can be said that covariance evaluation is just the nuclear data evaluation, because the covariance matrix has quantitatively decisive function in current evaluation methods. The covariance primarily represents experimental uncertainties. However, correlation of individual uncertainties between different data must be taken into account and it can not be conducted without detailed physical considerations on experimental conditions. This procedure depends on the evaluator and the estimated covariance does also. The mathematical properties of the covariance have been intensively discussed. Their physical properties should be studied to apply it to the nuclear data evaluation, and then, in this report, are reviewed to give the base for further development of the covariance application. (orig.)

φq-field theory for portfolio optimization: “fat tails” and nonlinear correlations

Science.gov (United States)

Sornette, D.; Simonetti, P.; Andersen, J. V.

2000-08-01

Physics and finance are both fundamentally based on the theory of random walks (and their generalizations to higher dimensions) and on the collective behavior of large numbers of correlated variables. The archetype examplifying this situation in finance is the portfolio optimization problem in which one desires to diversify on a set of possibly dependent assets to optimize the return and minimize the risks. The standard mean-variance solution introduced by Markovitz and its subsequent developments is basically a mean-field Gaussian solution. It has severe limitations for practical applications due to the strongly non-Gaussian structure of distributions and the nonlinear dependence between assets. Here, we present in details a general analytical characterization of the distribution of returns for a portfolio constituted of assets whose returns are described by an arbitrary joint multivariate distribution. In this goal, we introduce a non-linear transformation that maps the returns onto Gaussian variables whose covariance matrix provides a new measure of dependence between the non-normal returns, generalizing the covariance matrix into a nonlinear covariance matrix. This nonlinear covariance matrix is chiseled to the specific fat tail structure of the underlying marginal distributions, thus ensuring stability and good conditioning. The portfolio distribution is then obtained as the solution of a mapping to a so-called φq field theory in particle physics, of which we offer an extensive treatment using Feynman diagrammatic techniques and large deviation theory, that we illustrate in details for multivariate Weibull distributions. The interaction (non-mean field) structure in this field theory is a direct consequence of the non-Gaussian nature of the distribution of asset price returns. We find that minimizing the portfolio variance (i.e. the relatively “small” risks) may often increase the large risks, as measured by higher normalized cumulants. Extensive

Integrated covariance estimation using high-frequency data in the presence of noise

DEFF Research Database (Denmark)

Voev, Valeri; Lunde, Asger

2007-01-01

We analyze the effects of nonsynchronicity and market microstructure noise on realized covariance type estimators. Hayashi and Yoshida (2005) propose a simple estimator that resolves the problem of nonsynchronicity and is unbiased and consistent for the integrated covariance in the absence of noise...

On the Methodology to Calculate the Covariance of Estimated Resonance Parameters

International Nuclear Information System (INIS)

Becker, B.; Kopecky, S.; Schillebeeckx, P.

2015-01-01

Principles to determine resonance parameters and their covariance from experimental data are discussed. Different methods to propagate the covariance of experimental parameters are compared. A full Bayesian statistical analysis reveals that the level to which the initial uncertainty of the experimental parameters propagates, strongly depends on the experimental conditions. For high precision data the initial uncertainties of experimental parameters, like a normalization factor, has almost no impact on the covariance of the parameters in case of thick sample measurements and conventional uncertainty propagation or full Bayesian analysis. The covariances derived from a full Bayesian analysis and least-squares fit are derived under the condition that the model describing the experimental observables is perfect. When the quality of the model can not be verified a more conservative method based on a renormalization of the covariance matrix is recommended to propagate fully the uncertainty of experimental systematic effects. Finally, neutron resonance transmission analysis is proposed as an accurate method to validate evaluated data libraries in the resolved resonance region

Estimating genetic covariance functions assuming a parametric correlation structure for environmental effects

Directory of Open Access Journals (Sweden)

Meyer Karin

2001-11-01

Full Text Available Abstract A random regression model for the analysis of "repeated" records in animal breeding is described which combines a random regression approach for additive genetic and other random effects with the assumption of a parametric correlation structure for within animal covariances. Both stationary and non-stationary correlation models involving a small number of parameters are considered. Heterogeneity in within animal variances is modelled through polynomial variance functions. Estimation of parameters describing the dispersion structure of such model by restricted maximum likelihood via an "average information" algorithm is outlined. An application to mature weight records of beef cow is given, and results are contrasted to those from analyses fitting sets of random regression coefficients for permanent environmental effects.

Covariant perturbations of Schwarzschild black holes

International Nuclear Information System (INIS)

Clarkson, Chris A; Barrett, Richard K

2003-01-01

We present a new covariant and gauge-invariant perturbation formalism for dealing with spacetimes having spherical symmetry (or some preferred spatial direction) in the background, and apply it to the case of gravitational wave propagation in a Schwarzschild black-hole spacetime. The 1 + 3 covariant approach is extended to a '1 + 1 + 2 covariant sheet' formalism by introducing a radial unit vector in addition to the timelike congruence, and decomposing all covariant quantities with respect to this. The background Schwarzschild solution is discussed and a covariant characterization is given. We give the full first-order system of linearized 1 + 1 + 2 covariant equations, and we show how, by introducing (time and spherical) harmonic functions, these may be reduced to a system of first-order ordinary differential equations and algebraic constraints for the 1 + 1 + 2 variables which may be solved straightforwardly. We show how both odd- and even-parity perturbations may be unified by the discovery of a covariant, frame- and gauge-invariant, transverse-traceless tensor describing gravitational waves, which satisfies a covariant wave equation equivalent to the Regge-Wheeler equation for both even- and odd-parity perturbations. We show how the Zerilli equation may be derived from this tensor, and derive a similar transverse-traceless tensor equation equivalent to this equation. The so-called special quasinormal modes with purely imaginary frequency emerge naturally. The significance of the degrees of freedom in the choice of the two frame vectors is discussed, and we demonstrate that, for a certain frame choice, the underlying dynamics is governed purely by the Regge-Wheeler tensor. The two transverse-traceless Weyl tensors which carry the curvature of gravitational waves are discussed, and we give the closed system of four first-order ordinary differential equations describing their propagation. Finally, we consider the extension of this work to the study of

Nonlinear effect of the structured light profilometry in the phase-shifting method and error correction

International Nuclear Information System (INIS)

Zhang Wan-Zhen; Chen Zhe-Bo; Xia Bin-Feng; Lin Bin; Cao Xiang-Qun

2014-01-01

Digital structured light (SL) profilometry is increasingly used in three-dimensional (3D) measurement technology. However, the nonlinearity of the off-the-shelf projectors and cameras seriously reduces the measurement accuracy. In this paper, first, we review the nonlinear effects of the projector–camera system in the phase-shifting structured light depth measurement method. We show that high order harmonic wave components lead to phase error in the phase-shifting method. Then a practical method based on frequency domain filtering is proposed for nonlinear error reduction. By using this method, the nonlinear calibration of the SL system is not required. Moreover, both the nonlinear effects of the projector and the camera can be effectively reduced. The simulations and experiments have verified our nonlinear correction method. (electromagnetism, optics, acoustics, heat transfer, classical mechanics, and fluid dynamics)

Transient thermal effect, nonlinear refraction and nonlinear absorption properties of graphene oxide sheets in dispersion.

Science.gov (United States)

Zhang, Xiao-Liang; Liu, Zhi-Bo; Li, Xiao-Chun; Ma, Qiang; Chen, Xu-Dong; Tian, Jian-Guo; Xu, Yan-Fei; Chen, Yong-Sheng

2013-03-25

The nonlinear refraction (NLR) properties of graphene oxide (GO) in N, N-Dimethylformamide (DMF) was studied in nanosecond, picosecond and femtosecond time regimes by Z-scan technique. Results show that the dispersion of GO in DMF exhibits negative NLR properties in nanosecond time regime, which is mainly attributed to transient thermal effect in the dispersion. The dispersion also exhibits negative NLR in picosecond and femtosecond time regimes, which are arising from sp(2)- hybridized carbon domains and sp(3)- hybridized matrix in GO sheets. To illustrate the relations between NLR and nonlinear absorption (NLA), NLA properties of the dispersion were also studied in nanosecond, picosecond and femtosecond time regimes.

White matter tract covariance patterns predict age-declining cognitive abilities.

Science.gov (United States)

Gazes, Yunglin; Bowman, F DuBois; Razlighi, Qolamreza R; O'Shea, Deirdre; Stern, Yaakov; Habeck, Christian

2016-01-15

Previous studies investigating the relationship of white matter (WM) integrity to cognitive abilities and aging have either focused on a global measure or a few selected WM tracts. Ideally, contribution from all of the WM tracts should be evaluated at the same time. However, the high collinearity among WM tracts precludes systematic examination of WM tracts simultaneously without sacrificing statistical power due to stringent multiple-comparison corrections. Multivariate covariance techniques enable comprehensive simultaneous examination of all WM tracts without being penalized for high collinearity among observations. In this study, Scaled Subprofile Modeling (SSM) was applied to the mean integrity of 18 major WM tracts to extract covariance patterns that optimally predicted four cognitive abilities (perceptual speed, episodic memory, fluid reasoning, and vocabulary) in 346 participants across ages 20 to 79years old. Using expression of the covariance patterns, age-independent effects of white matter integrity on cognition and the indirect effect of WM integrity on age-related differences in cognition were tested separately, but inferences from the indirect analyses were cautiously made given that cross-sectional data set was used in the analysis. A separate covariance pattern was identified that significantly predicted each cognitive ability after controlling for age except for vocabulary, but the age by WM covariance pattern interaction was not significant for any of the three abilities. Furthermore, each of the patterns mediated the effect of age on the respective cognitive ability. A distinct set of WM tracts was most influential in each of the three patterns. The WM covariance pattern accounting for fluid reasoning showed the most number of influential WM tracts whereas the episodic memory pattern showed the least number. Specific patterns of WM tracts make significant contributions to the age-related differences in perceptual speed, episodic memory, and

A novel strong tracking finite-difference extended Kalman filter for nonlinear eye tracking

Institute of Scientific and Technical Information of China (English)

ZHANG ZuTao; ZHANG JiaShu

2009-01-01

Non-Intrusive methods for eye tracking are Important for many applications of vision-based human computer interaction. However, due to the high nonlinearity of eye motion, how to ensure the robust-ness of external interference and accuracy of eye tracking poses the primary obstacle to the integration of eye movements into today's interfaces. In this paper, we present a strong tracking finite-difference extended Kalman filter algorithm, aiming to overcome the difficulty In modeling nonlinear eye tracking. In filtering calculation, strong tracking factor is introduced to modify a priori covariance matrix and im-prove the accuracy of the filter. The filter uses finite-difference method to calculate partial derivatives of nonlinear functions for eye tracking. The latest experimental results show the validity of our method for eye tracking under realistic conditions.

Revealing hidden covariation detection: evidence for implicit abstraction at study.

Science.gov (United States)

Rossnagel, C S

2001-09-01

Four experiments in the brain scans paradigm (P. Lewicki, T. Hill, & I. Sasaki, 1989) investigated hidden covariation detection (HCD). In Experiment 1 HCD was found in an implicit- but not in an explicit-instruction group. In Experiment 2 HCD was impaired by nonholistic perception of stimuli but not by divided attention. In Experiment 3 HCD was eliminated by interspersing stimuli that deviated from the critical covariation. In Experiment 4 a transfer procedure was used. HCD was found with dissimilar test stimuli that preserved the covariation but was almost eliminated with similar stimuli that were neutral as to the covariation. Awareness was assessed both by objective and subjective tests in all experiments. Results suggest that HCD is an effect of implicit rule abstraction and that similarity processing plays only a minor role. HCD might be suppressed by intentional search strategies that induce inappropriate aggregation of stimulus information.

Estimation of non-linear effective permeability of magnetic materials with fine structure

International Nuclear Information System (INIS)

Waki, H.; Igarashi, H.; Honma, T.

2006-01-01

This paper describes a homogenization method for magnetic materials with fine structure. In this method, the structures of the magnetic materials are assumed to be periodic, and the unit cell is defined. The effective permeability is determined on the basis of magnetic energy balance in the unit cell. This method can be applied not only for linear problems but also for non-linear ones. In this paper, estimation of the effective permeability of non-linear magnetic materials by using the homogenization method is described in detail, and then the validity for the non-liner problems is tested for two-dimensional problems. It is shown that this homogenization method gives accurate non-linear effective permeability

Robust extended Kalman filter of discrete-time Markovian jump nonlinear system under uncertain noise

International Nuclear Information System (INIS)

Zhu, Jin; Park, Jun Hong; Lee, Kwan Soo; Spiryagin, Maksym

2008-01-01

This paper examines the problem of robust extended Kalman filter design for discrete -time Markovian jump nonlinear systems with noise uncertainty. Because of the existence of stochastic Markovian switching, the state and measurement equations of underlying system are subject to uncertain noise whose covariance matrices are time-varying or un-measurable instead of stationary. First, based on the expression of filtering performance deviation, admissible uncertainty of noise covariance matrix is given. Secondly, two forms of noise uncertainty are taken into account: Non- Structural and Structural. It is proved by applying game theory that this filter design is a robust mini-max filter. A numerical example shows the validity of the method

Flexible Bayesian Dynamic Modeling of Covariance and Correlation Matrices

KAUST Repository

Lan, Shiwei

2017-11-08

Modeling covariance (and correlation) matrices is a challenging problem due to the large dimensionality and positive-definiteness constraint. In this paper, we propose a novel Bayesian framework based on decomposing the covariance matrix into variance and correlation matrices. The highlight is that the correlations are represented as products of vectors on unit spheres. We propose a variety of distributions on spheres (e.g. the squared-Dirichlet distribution) to induce flexible prior distributions for covariance matrices that go beyond the commonly used inverse-Wishart prior. To handle the intractability of the resulting posterior, we introduce the adaptive $\\\\Delta$-Spherical Hamiltonian Monte Carlo. We also extend our structured framework to dynamic cases and introduce unit-vector Gaussian process priors for modeling the evolution of correlation among multiple time series. Using an example of Normal-Inverse-Wishart problem, a simulated periodic process, and an analysis of local field potential data (collected from the hippocampus of rats performing a complex sequence memory task), we demonstrated the validity and effectiveness of our proposed framework for (dynamic) modeling covariance and correlation matrices.

Covariation in Natural Causal Induction.

Science.gov (United States)

Cheng, Patricia W.; Novick, Laura R.

1991-01-01

Biases and models usually offered by cognitive and social psychology and by philosophy to explain causal induction are evaluated with respect to focal sets (contextually determined sets of events over which covariation is computed). A probabilistic contrast model is proposed as underlying covariation computation in natural causal induction. (SLD)

Bayesian estimation of covariance matrices: Application to market risk management at EDF

International Nuclear Information System (INIS)

Jandrzejewski-Bouriga, M.

2012-01-01

In this thesis, we develop new methods of regularized covariance matrix estimation, under the Bayesian setting. The regularization methodology employed is first related to shrinkage. We investigate a new Bayesian modeling of covariance matrix, based on hierarchical inverse-Wishart distribution, and then derive different estimators under standard loss functions. Comparisons between shrunk and empirical estimators are performed in terms of frequentist performance under different losses. It allows us to highlight the critical importance of the definition of cost function and show the persistent effect of the shrinkage-type prior on inference. In a second time, we consider the problem of covariance matrix estimation in Gaussian graphical models. If the issue is well treated for the decomposable case, it is not the case if you also consider non-decomposable graphs. We then describe a Bayesian and operational methodology to carry out the estimation of covariance matrix of Gaussian graphical models, decomposable or not. This procedure is based on a new and objective method of graphical-model selection, combined with a constrained and regularized estimation of the covariance matrix of the model chosen. The procedures studied effectively manage missing data. These estimation techniques were applied to calculate the covariance matrices involved in the market risk management for portfolios of EDF (Electricity of France), in particular for problems of calculating Value-at-Risk or in Asset Liability Management. (author)

Unidirectional reflection and invisibility in nonlinear media with an incoherent nonlinearity

Science.gov (United States)

Mostafazadeh, Ali; Oflaz, Neslihan

2017-11-01

We give explicit criteria for the reflectionlessness, transparency, and invisibility of a finite-range potential in the presence of an incoherent (intensity-dependent) nonlinearity that is confined to the range of the potential. This allows us to conduct a systematic study of the effects of such a nonlinearity on a locally periodic class of finite-range potentials that display perturbative unidirectional invisibility. We use our general results to examine the effects of a weak Kerr nonlinearity on the behavior of these potentials and show that the presence of nonlinearity destroys the unidirectional invisibility of these potentials. If the strength of the Kerr nonlinearity is so weak that the first-order perturbation theory is reliable, the presence of nonlinearity does not affect the unidirectional reflectionlessness and transmission reciprocity of the potential. We show that the expected violation of the latter is a second order perturbative effect.

Effects of weak nonlinearity on dispersion relations and frequency band-gaps of periodic structures

DEFF Research Database (Denmark)

Sorokin, Vladislav; Thomsen, Jon Juel

2015-01-01

of these for nonlinear problems is impossible or cumbersome, since Floquet theory is applicable for linear systems only. Thus the nonlinear effects for periodic structures are not yet fully uncovered, while at the same time applica-tions may demand effects of nonlinearity on structural response to be accounted for....... The present work deals with analytically predicting dynamic responses for nonlinear continuous elastic periodic structures. Specifically, the effects of weak nonlinearity on the dispersion re-lation and frequency band-gaps of a periodic Bernoulli-Euler beam performing bending os-cillations are analyzed......The analysis of the behaviour of linear periodic structures can be traced back over 300 years, to Sir Isaac Newton, and still attracts much attention. An essential feature of periodic struc-tures is the presence of frequency band-gaps, i.e. frequency ranges in which waves cannot propagate...

Localized Effects in the Nonlinear Behavior of Sandwich Panels with a Transversely Flexible Core

DEFF Research Database (Denmark)

Frostig, Y.; Thomsen, Ole Thybo

2005-01-01

This paper presents the results of an investigation of the role of localized effects within the geometrically nonlinear domain on structural sandwich panels with a "compliant" core. Special emphasis is focused on the nonlinear response near concentrated loads and stiffened core regions. The adopted...... nonlinear analysis approach incorporates the effects of the vertical flexibility of the core, and it is based on the approach of the High-order Sandwich Panel Theory (HSAPT). The results demonstrate that the effects of localized loads, when taken into the geometrically nonlinear domain, change the response...... of the panel from a strength problem controlled by stress constraints into a stability problem with unstable limit point behavior when force-controlled loads are applied. The stability problem emerge as the nonlinear response develops with the formation of a small number of buckling waves in the compressed...

NParCov3: A SAS/IML Macro for Nonparametric Randomization-Based Analysis of Covariance

Directory of Open Access Journals (Sweden)

Richard C. Zink

2012-07-01

Full Text Available Analysis of covariance serves two important purposes in a randomized clinical trial. First, there is a reduction of variance for the treatment effect which provides more powerful statistical tests and more precise confidence intervals. Second, it provides estimates of the treatment effect which are adjusted for random imbalances of covariates between the treatment groups. The nonparametric analysis of covariance method of Koch, Tangen, Jung, and Amara (1998 defines a very general methodology using weighted least-squares to generate covariate-adjusted treatment effects with minimal assumptions. This methodology is general in its applicability to a variety of outcomes, whether continuous, binary, ordinal, incidence density or time-to-event. Further, its use has been illustrated in many clinical trial settings, such as multi-center, dose-response and non-inferiority trials.NParCov3 is a SAS/IML macro written to conduct the nonparametric randomization-based covariance analyses of Koch et al. (1998. The software can analyze a variety of outcomes and can account for stratification. Data from multiple clinical trials will be used for illustration.

Spatial implications of covariate adjustment on patterns of risk

DEFF Research Database (Denmark)

Sabel, Clive Eric; Wilson, Jeff Gaines; Kingham, Simon

2007-01-01

Epidemiological studies that examine the relationship between environmental exposures and health often address other determinants of health that may influence the relationship being studied by adjusting for these factors as covariates. While disease surveillance methods routinely control...... for covariates such as deprivation, there has been limited investigative work on the spatial movement of risk at the intraurban scale due to the adjustment. It is important that the nature of any spatial relocation be well understood as a relocation to areas of increased risk may also introduce additional...... localised factors that influence the exposure-response relationship. This paper examines the spatial patterns of relative risk and clusters of hospitalisations based on an illustrative small-area example from Christchurch, New Zealand. A four-stage test of the spatial relocation effects of covariate...

Fission yield covariance generation and uncertainty propagation through fission pulse decay heat calculation

International Nuclear Information System (INIS)

Fiorito, L.; Diez, C.J.; Cabellos, O.; Stankovskiy, A.; Van den Eynde, G.; Labeau, P.E.

2014-01-01

Highlights: • Fission yield data and uncertainty comparison between major nuclear data libraries. • Fission yield covariance generation through Bayesian technique. • Study of the effect of fission yield correlations on decay heat calculations. • Covariance information contribute to reduce fission pulse decay heat uncertainty. - Abstract: Fission product yields are fundamental parameters in burnup/activation calculations and the impact of their uncertainties was widely studied in the past. Evaluations of these uncertainties were released, still without covariance data. Therefore, the nuclear community expressed the need of full fission yield covariance matrices to be able to produce inventory calculation results that take into account the complete uncertainty data. State-of-the-art fission yield data and methodologies for fission yield covariance generation were researched in this work. Covariance matrices were generated and compared to the original data stored in the library. Then, we focused on the effect of fission yield covariance information on fission pulse decay heat results for thermal fission of 235 U. Calculations were carried out using different libraries and codes (ACAB and ALEPH-2) after introducing the new covariance values. Results were compared with those obtained with the uncertainty data currently provided by the libraries. The uncertainty quantification was performed first with Monte Carlo sampling and then compared with linear perturbation. Indeed, correlations between fission yields strongly affect the uncertainty of decay heat. Eventually, a sensitivity analysis of fission product yields to fission pulse decay heat was performed in order to provide a full set of the most sensitive nuclides for such a calculation

Structural Analysis of Covariance and Correlation Matrices.

Science.gov (United States)

Joreskog, Karl G.

1978-01-01

A general approach to analysis of covariance structures is considered, in which the variances and covariances or correlations of the observed variables are directly expressed in terms of the parameters of interest. The statistical problems of identification, estimation and testing of such covariance or correlation structures are discussed.…

Spatiotemporal noise covariance estimation from limited empirical magnetoencephalographic data

International Nuclear Information System (INIS)

Jun, Sung C; Plis, Sergey M; Ranken, Doug M; Schmidt, David M

2006-01-01

The performance of parametric magnetoencephalography (MEG) and electroencephalography (EEG) source localization approaches can be degraded by the use of poor background noise covariance estimates. In general, estimation of the noise covariance for spatiotemporal analysis is difficult mainly due to the limited noise information available. Furthermore, its estimation requires a large amount of storage and a one-time but very large (and sometimes intractable) calculation or its inverse. To overcome these difficulties, noise covariance models consisting of one pair or a sum of multi-pairs of Kronecker products of spatial covariance and temporal covariance have been proposed. However, these approaches cannot be applied when the noise information is very limited, i.e., the amount of noise information is less than the degrees of freedom of the noise covariance models. A common example of this is when only averaged noise data are available for a limited prestimulus region (typically at most a few hundred milliseconds duration). For such cases, a diagonal spatiotemporal noise covariance model consisting of sensor variances with no spatial or temporal correlation has been the common choice for spatiotemporal analysis. In this work, we propose a different noise covariance model which consists of diagonal spatial noise covariance and Toeplitz temporal noise covariance. It can easily be estimated from limited noise information, and no time-consuming optimization and data-processing are required. Thus, it can be used as an alternative choice when one-pair or multi-pair noise covariance models cannot be estimated due to lack of noise information. To verify its capability we used Bayesian inference dipole analysis and a number of simulated and empirical datasets. We compared this covariance model with other existing covariance models such as conventional diagonal covariance, one-pair and multi-pair noise covariance models, when noise information is sufficient to estimate them. We

Effects of error feedback on a nonlinear bistable system with stochastic resonance

International Nuclear Information System (INIS)

Li Jian-Long; Zhou Hui

2012-01-01

In this paper, we discuss the effects of error feedback on the output of a nonlinear bistable system with stochastic resonance. The bit error rate is employed to quantify the performance of the system. The theoretical analysis and the numerical simulation are presented. By investigating the performances of the nonlinear systems with different strengths of error feedback, we argue that the presented system may provide guidance for practical nonlinear signal processing

Effects of outcome on the covariance between risk level and brain activity in adolescents with internet gaming disorder

Directory of Open Access Journals (Sweden)

Xin Qi

2016-01-01

Full Text Available Individuals with internet gaming disorder (IGD often have impaired risky decision-making abilities, and IGD-related functional changes have been observed during neuroimaging studies of decision-making tasks. However, it is still unclear how feedback (outcomes of decision-making affects the subsequent risky decision-making in individuals with IGD. In this study, twenty-four adolescents with IGD and 24 healthy controls (HCs were recruited and underwent functional magnetic resonance imaging while performing the balloon analog risk task (BART to evaluate the effects of prior outcomes on brain activity during subsequent risky decision-making in adolescents with IGD. The covariance between risk level and activation of the bilateral ventral medial prefrontal cortex, left inferior frontal cortex, right ventral striatum (VS, left hippocampus/parahippocampus, right inferior occipital gyrus/fusiform gyrus and right inferior temporal gyrus demonstrated interaction effects of group by outcome (P < 0.05, AlphaSim correction. The regions with interactive effects were defined as ROI, and ROI-based intergroup comparisons showed that the covariance between risk level and brain activation was significantly greater in adolescents with IGD compared with HCs after a negative outcome occurred (P < 0.05. Our results indicated that negative outcomes affected the covariance between risk level and activation of the brain regions related to value estimation (prefrontal cortex, anticipation of rewards (VS, and emotional-related learning (hippocampus/parahippocampus, which may be one of the underlying neural mechanisms of disadvantageous risky decision-making in adolescents with IGD.

Treating Sample Covariances for Use in Strongly Coupled Atmosphere-Ocean Data Assimilation

Science.gov (United States)

Smith, Polly J.; Lawless, Amos S.; Nichols, Nancy K.

2018-01-01

Strongly coupled data assimilation requires cross-domain forecast error covariances; information from ensembles can be used, but limited sampling means that ensemble derived error covariances are routinely rank deficient and/or ill-conditioned and marred by noise. Thus, they require modification before they can be incorporated into a standard assimilation framework. Here we compare methods for improving the rank and conditioning of multivariate sample error covariance matrices for coupled atmosphere-ocean data assimilation. The first method, reconditioning, alters the matrix eigenvalues directly; this preserves the correlation structures but does not remove sampling noise. We show that it is better to recondition the correlation matrix rather than the covariance matrix as this prevents small but dynamically important modes from being lost. The second method, model state-space localization via the Schur product, effectively removes sample noise but can dampen small cross-correlation signals. A combination that exploits the merits of each is found to offer an effective alternative.

Modifications of Sp(2) covariant superfield quantization

Energy Technology Data Exchange (ETDEWEB)

Gitman, D.M.; Moshin, P.Yu

2003-12-04

We propose a modification of the Sp(2) covariant superfield quantization to realize a superalgebra of generating operators isomorphic to the massless limit of the corresponding superalgebra of the osp(1,2) covariant formalism. The modified scheme ensures the compatibility of the superalgebra of generating operators with extended BRST symmetry without imposing restrictions eliminating superfield components from the quantum action. The formalism coincides with the Sp(2) covariant superfield scheme and with the massless limit of the osp(1,2) covariant quantization in particular cases of gauge-fixing and solutions of the quantum master equations.

Covariant quantizations in plane and curved spaces

International Nuclear Information System (INIS)

Assirati, J.L.M.; Gitman, D.M.

2017-01-01

We present covariant quantization rules for nonsingular finite-dimensional classical theories with flat and curved configuration spaces. In the beginning, we construct a family of covariant quantizations in flat spaces and Cartesian coordinates. This family is parametrized by a function ω(θ), θ element of (1,0), which describes an ambiguity of the quantization. We generalize this construction presenting covariant quantizations of theories with flat configuration spaces but already with arbitrary curvilinear coordinates. Then we construct a so-called minimal family of covariant quantizations for theories with curved configuration spaces. This family of quantizations is parametrized by the same function ω(θ). Finally, we describe a more wide family of covariant quantizations in curved spaces. This family is already parametrized by two functions, the previous one ω(θ) and by an additional function Θ(x,ξ). The above mentioned minimal family is a part at Θ = 1 of the wide family of quantizations. We study constructed quantizations in detail, proving their consistency and covariance. As a physical application, we consider a quantization of a non-relativistic particle moving in a curved space, discussing the problem of a quantum potential. Applying the covariant quantizations in flat spaces to an old problem of constructing quantum Hamiltonian in polar coordinates, we directly obtain a correct result. (orig.)

Covariant quantizations in plane and curved spaces

Energy Technology Data Exchange (ETDEWEB)

Assirati, J.L.M. [University of Sao Paulo, Institute of Physics, Sao Paulo (Brazil); Gitman, D.M. [Tomsk State University, Department of Physics, Tomsk (Russian Federation); P.N. Lebedev Physical Institute, Moscow (Russian Federation); University of Sao Paulo, Institute of Physics, Sao Paulo (Brazil)

2017-07-15

We present covariant quantization rules for nonsingular finite-dimensional classical theories with flat and curved configuration spaces. In the beginning, we construct a family of covariant quantizations in flat spaces and Cartesian coordinates. This family is parametrized by a function ω(θ), θ element of (1,0), which describes an ambiguity of the quantization. We generalize this construction presenting covariant quantizations of theories with flat configuration spaces but already with arbitrary curvilinear coordinates. Then we construct a so-called minimal family of covariant quantizations for theories with curved configuration spaces. This family of quantizations is parametrized by the same function ω(θ). Finally, we describe a more wide family of covariant quantizations in curved spaces. This family is already parametrized by two functions, the previous one ω(θ) and by an additional function Θ(x,ξ). The above mentioned minimal family is a part at Θ = 1 of the wide family of quantizations. We study constructed quantizations in detail, proving their consistency and covariance. As a physical application, we consider a quantization of a non-relativistic particle moving in a curved space, discussing the problem of a quantum potential. Applying the covariant quantizations in flat spaces to an old problem of constructing quantum Hamiltonian in polar coordinates, we directly obtain a correct result. (orig.)

Nonlinear effects in the radiation force generated by amplitude-modulated focused beams

Science.gov (United States)

González, Nuria; Jiménez, Noé; Redondo, Javier; Roig, Bernardino; Picó, Rubén; Sánchez-Morcillo, Víctor; Konofagou, Elisa E.; Camarena, Francisco

2012-10-01

Harmonic Motion Imaging (HMI) uses an amplitude-modulated (AM) beam to induce an oscillatory radiation force before, during and after ablation. In this paper, the findings from a numerical analysis of the effects related with the nonlinear propagation of AM focused ultrasonic beams in water on the radiation force and the location of its maxima will be presented. The numerical modeling is performed using the KZK nonlinear parabolic equation. The radiation force is generated by a focused transducer with a gain of 18, a carrier frequency of 1 MHz and a modulation frequency of 25 kHz. The modulated excitation generates a spatially-invariant force proportional to the intensity. Regarding the nonlinear wave propagation, the force is no longer proportional to the intensity, reaching a factor of eight between the nonlinear and linear estimations. Also, a 9 mm shift in the on-axis force peak occurs when the initial pressure increased from 1 to 300 kPa. This spatial shift, due to the nonlinear effects, becomes dynamic in AM focused beams, as the different signal periods have different amplitudes. This study shows that both the value and the spatial position of the force peak are affected by the nonlinear propagation of the ultrasonic waves.

Construction of covariance matrix for experimental data

International Nuclear Information System (INIS)

Liu Tingjin; Zhang Jianhua

1992-01-01

For evaluators and experimenters, the information is complete only in the case when the covariance matrix is given. The covariance matrix of the indirectly measured data has been constructed and discussed. As an example, the covariance matrix of 23 Na(n, 2n) cross section is constructed. A reasonable result is obtained

Development of covariance date for fast reactor cores. 3

International Nuclear Information System (INIS)

Shibata, Keiichi; Hasegawa, Akira

1999-03-01

Covariances have been estimated for nuclear data contained in JENDL-3.2. As for Cr and Ni, the physical quantities for which covariances are deduced are cross sections and the first order Legendre-polynomial coefficient for the angular distribution of elastically scattered neutrons. The covariances were estimated by using the same methodology that had been used in the JENDL-3.2 evaluation in order to keep a consistency between mean values and their covariances. In a case where evaluated data were based on experimental data, the covariances were estimated from the same experimental data. For cross section that had been evaluated by nuclear model calculations, the same model was applied to generate the covariances. The covariances obtained were compiled into ENDF-6 format files. The covariances, which had been prepared by the previous fiscal year, were re-examined, and some improvements were performed. Parts of Fe and 235 U covariances were updated. Covariances of nu-p and nu-d for 241 Pu and of fission neutron spectra for 233,235,238 U and 239,240 Pu were newly added to data files. (author)

The nonlinear effects on the characteristics of gravity wave packets: dispersion and polarization relations

Directory of Open Access Journals (Sweden)

S.-D. Zhang

2000-10-01

Full Text Available By analyzing the results of the numerical simulations of nonlinear propagation of three Gaussian gravity-wave packets in isothermal atmosphere individually, the nonlinear effects on the characteristics of gravity waves are studied quantitatively. The analyses show that during the nonlinear propagation of gravity wave packets the mean flows are accelerated and the vertical wavelengths show clear reduction due to nonlinearity. On the other hand, though nonlinear effects exist, the time variations of the frequencies of gravity wave packets are close to those derived from the dispersion relation and the amplitude and phase relations of wave-associated disturbance components are consistent with the predictions of the polarization relation of gravity waves. This indicates that the dispersion and polarization relations based on the linear gravity wave theory can be applied extensively in the nonlinear region.Key words: Meteorology and atmospheric dynamics (middle atmosphere dynamics; waves and tides

Assessing first-order emulator inference for physical parameters in nonlinear mechanistic models

Science.gov (United States)

Hooten, Mevin B.; Leeds, William B.; Fiechter, Jerome; Wikle, Christopher K.

2011-01-01

We present an approach for estimating physical parameters in nonlinear models that relies on an approximation to the mechanistic model itself for computational efficiency. The proposed methodology is validated and applied in two different modeling scenarios: (a) Simulation and (b) lower trophic level ocean ecosystem model. The approach we develop relies on the ability to predict right singular vectors (resulting from a decomposition of computer model experimental output) based on the computer model input and an experimental set of parameters. Critically, we model the right singular vectors in terms of the model parameters via a nonlinear statistical model. Specifically, we focus our attention on first-order models of these right singular vectors rather than the second-order (covariance) structure.

Covariance specification and estimation to improve top-down Green House Gas emission estimates

Science.gov (United States)

Ghosh, S.; Lopez-Coto, I.; Prasad, K.; Whetstone, J. R.

2015-12-01

The National Institute of Standards and Technology (NIST) operates the North-East Corridor (NEC) project and the Indianapolis Flux Experiment (INFLUX) in order to develop measurement methods to quantify sources of Greenhouse Gas (GHG) emissions as well as their uncertainties in urban domains using a top down inversion method. Top down inversion updates prior knowledge using observations in a Bayesian way. One primary consideration in a Bayesian inversion framework is the covariance structure of (1) the emission prior residuals and (2) the observation residuals (i.e. the difference between observations and model predicted observations). These covariance matrices are respectively referred to as the prior covariance matrix and the model-data mismatch covariance matrix. It is known that the choice of these covariances can have large effect on estimates. The main objective of this work is to determine the impact of different covariance models on inversion estimates and their associated uncertainties in urban domains. We use a pseudo-data Bayesian inversion framework using footprints (i.e. sensitivities of tower measurements of GHGs to surface emissions) and emission priors (based on Hestia project to quantify fossil-fuel emissions) to estimate posterior emissions using different covariance schemes. The posterior emission estimates and uncertainties are compared to the hypothetical truth. We find that, if we correctly specify spatial variability and spatio-temporal variability in prior and model-data mismatch covariances respectively, then we can compute more accurate posterior estimates. We discuss few covariance models to introduce space-time interacting mismatches along with estimation of the involved parameters. We then compare several candidate prior spatial covariance models from the Matern covariance class and estimate their parameters with specified mismatches. We find that best-fitted prior covariances are not always best in recovering the truth. To achieve

Modelling the Covariance Structure in Marginal Multivariate Count Models

DEFF Research Database (Denmark)

Bonat, W. H.; Olivero, J.; Grande-Vega, M.

2017-01-01

The main goal of this article is to present a flexible statistical modelling framework to deal with multivariate count data along with longitudinal and repeated measures structures. The covariance structure for each response variable is defined in terms of a covariance link function combined...... be used to indicate whether there was statistical evidence of a decline in blue duikers and other species hunted during the study period. Determining whether observed drops in the number of animals hunted are indeed true is crucial to assess whether species depletion effects are taking place in exploited...... with a matrix linear predictor involving known matrices. In order to specify the joint covariance matrix for the multivariate response vector, the generalized Kronecker product is employed. We take into account the count nature of the data by means of the power dispersion function associated with the Poisson...

Dynamic nonlinear thermal optical effects in coupled ring resonators

Directory of Open Access Journals (Sweden)

Chenguang Huang

2012-09-01

Full Text Available We investigate the dynamic nonlinear thermal optical effects in a photonic system of two coupled ring resonators. A bus waveguide is used to couple light in and out of one of the coupled resonators. Based on the coupling from the bus to the resonator, the coupling between the resonators and the intrinsic loss of each individual resonator, the system transmission spectrum can be classified by three different categories: coupled-resonator-induced absorption, coupled-resonator-induced transparency and over coupled resonance splitting. Dynamic thermal optical effects due to linear absorption have been analyzed for each category as a function of the input power. The heat power in each resonator determines the thermal dynamics in this coupled resonator system. Multiple “shark fins” and power competition between resonators can be foreseen. Also, the nonlinear absorption induced thermal effects have been discussed.

Size effects in non-linear heat conduction with flux-limited behaviors

Science.gov (United States)

Li, Shu-Nan; Cao, Bing-Yang

2017-11-01

Size effects are discussed for several non-linear heat conduction models with flux-limited behaviors, including the phonon hydrodynamic, Lagrange multiplier, hierarchy moment, nonlinear phonon hydrodynamic, tempered diffusion, thermon gas and generalized nonlinear models. For the phonon hydrodynamic, Lagrange multiplier and tempered diffusion models, heat flux will not exist in problems with sufficiently small scale. The existence of heat flux needs the sizes of heat conduction larger than their corresponding critical sizes, which are determined by the physical properties and boundary temperatures. The critical sizes can be regarded as the theoretical limits of the applicable ranges for these non-linear heat conduction models with flux-limited behaviors. For sufficiently small scale heat conduction, the phonon hydrodynamic and Lagrange multiplier models can also predict the theoretical possibility of violating the second law and multiplicity. Comparisons are also made between these non-Fourier models and non-linear Fourier heat conduction in the type of fast diffusion, which can also predict flux-limited behaviors.

Nonlinearity and disorder: Classification and stability of nonlinear impurity modes

DEFF Research Database (Denmark)

Sukhorukov, Andrey A.; Kivshar, Yuri S.; Bang, Ole

2001-01-01

We study the effects produced by competition of two physical mechanisms of energy localization in inhomogeneous nonlinear systems. As an example, we analyze spatially localized modes supported by a nonlinear impurity in the generalized nonlinear Schrödinger equation and describe three types of no...... the case of a power-law nonlinearity in detail. We discuss several scenarios of the instability-induced dynamics of the nonlinear impurity modes, including the mode decay or switching to a new stable state, and collapse at the impurity site....

The covariant chiral ring

Energy Technology Data Exchange (ETDEWEB)

Bourget, Antoine; Troost, Jan [Laboratoire de Physique Théorique, École Normale Supérieure, 24 rue Lhomond, 75005 Paris (France)

2016-03-23

We construct a covariant generating function for the spectrum of chiral primaries of symmetric orbifold conformal field theories with N=(4,4) supersymmetry in two dimensions. For seed target spaces K3 and T{sup 4}, the generating functions capture the SO(21) and SO(5) representation theoretic content of the chiral ring respectively. Via string dualities, we relate the transformation properties of the chiral ring under these isometries of the moduli space to the Lorentz covariance of perturbative string partition functions in flat space.

Fitting a defect non-linear model with or without prior, distinguishing nuclear reaction products as an example

Science.gov (United States)

Helgesson, P.; Sjöstrand, H.

2017-11-01

Fitting a parametrized function to data is important for many researchers and scientists. If the model is non-linear and/or defect, it is not trivial to do correctly and to include an adequate uncertainty analysis. This work presents how the Levenberg-Marquardt algorithm for non-linear generalized least squares fitting can be used with a prior distribution for the parameters and how it can be combined with Gaussian processes to treat model defects. An example, where three peaks in a histogram are to be distinguished, is carefully studied. In particular, the probability r1 for a nuclear reaction to end up in one out of two overlapping peaks is studied. Synthetic data are used to investigate effects of linearizations and other assumptions. For perfect Gaussian peaks, it is seen that the estimated parameters are distributed close to the truth with good covariance estimates. This assumes that the method is applied correctly; for example, prior knowledge should be implemented using a prior distribution and not by assuming that some parameters are perfectly known (if they are not). It is also important to update the data covariance matrix using the fit if the uncertainties depend on the expected value of the data (e.g., for Poisson counting statistics or relative uncertainties). If a model defect is added to the peaks, such that their shape is unknown, a fit which assumes perfect Gaussian peaks becomes unable to reproduce the data, and the results for r1 become biased. It is, however, seen that it is possible to treat the model defect with a Gaussian process with a covariance function tailored for the situation, with hyper-parameters determined by leave-one-out cross validation. The resulting estimates for r1 are virtually unbiased, and the uncertainty estimates agree very well with the underlying uncertainty.

Fitting a defect non-linear model with or without prior, distinguishing nuclear reaction products as an example.

Science.gov (United States)

Helgesson, P; Sjöstrand, H

2017-11-01

Fitting a parametrized function to data is important for many researchers and scientists. If the model is non-linear and/or defect, it is not trivial to do correctly and to include an adequate uncertainty analysis. This work presents how the Levenberg-Marquardt algorithm for non-linear generalized least squares fitting can be used with a prior distribution for the parameters and how it can be combined with Gaussian processes to treat model defects. An example, where three peaks in a histogram are to be distinguished, is carefully studied. In particular, the probability r 1 for a nuclear reaction to end up in one out of two overlapping peaks is studied. Synthetic data are used to investigate effects of linearizations and other assumptions. For perfect Gaussian peaks, it is seen that the estimated parameters are distributed close to the truth with good covariance estimates. This assumes that the method is applied correctly; for example, prior knowledge should be implemented using a prior distribution and not by assuming that some parameters are perfectly known (if they are not). It is also important to update the data covariance matrix using the fit if the uncertainties depend on the expected value of the data (e.g., for Poisson counting statistics or relative uncertainties). If a model defect is added to the peaks, such that their shape is unknown, a fit which assumes perfect Gaussian peaks becomes unable to reproduce the data, and the results for r 1 become biased. It is, however, seen that it is possible to treat the model defect with a Gaussian process with a covariance function tailored for the situation, with hyper-parameters determined by leave-one-out cross validation. The resulting estimates for r 1 are virtually unbiased, and the uncertainty estimates agree very well with the underlying uncertainty.

QED on curved background and on manifolds with boundaries: Unitarity versus covariance

International Nuclear Information System (INIS)

Vassilevich, D.V.

1994-11-01

Some recent results show that the covariant path integral and the integral over physical degrees of freedom give contradicting results on curved background and on manifolds with boundaries. This looks like a conflict between unitarity and covariance. We argue that this effect is due to the use of non-covariant measure on the space of physical degrees of freedom. Starting with the reduced phase space path integral and using covariant measure throughout computations we recover standard path integral in the Lorentz gauge and the Moss and Poletti BRST-invariant boundary conditions. We also demonstrate by direct calculations that in the approach based on Gaussian path integral on the space of physical degrees of freedom some basic symmetries are broken. (author). 39 refs

GLq(N)-covariant quantum algebras and covariant differential calculus

International Nuclear Information System (INIS)

Isaev, A.P.; Pyatov, P.N.

1992-01-01

GL q (N)-covariant quantum algebras with generators satisfying quadratic polynomial relations are considered. It is that, up to some innessential arbitrariness, there are only two kinds of such quantum algebras, namely, the algebras with q-deformed commutation and q-deformed anticommutation relations. 25 refs

Nonlinear vibration behaviors of suspended cables under two-frequency excitation with temperature effects

Science.gov (United States)

Zhao, Yaobing; Huang, Chaohui; Chen, Lincong; Peng, Jian

2018-03-01

The aim of this paper is to investigate temperature effects on the nonlinear vibration behaviors of suspended cables under two-frequency excitation. For this purpose, two combination and simultaneous resonances are chosen and studied in detail. First of all, based on the assumptions of the temperature effects, the partial differential equations of the in-plane and out-of-plane motions with thermal effects under multi-frequency excitations are obtained. The Galerkin method is adopted to discretize the nonlinear dynamic equations, and the single-mode planar discretization is considered. Then, in the absence of the primary and internal resonances, the frequency response equations are obtained by using the multiple scales method. The stability analyses are conducted via investigating the nature of the singular points of equations. After that, temperature effects on nonlinear vibration characteristics of the first symmetric mode are studied. Parametric investigations of temperature effects on corresponding non-dimensional factors and coefficients of linear and nonlinear terms are performed. Numerical results are presented to show the temperature effects via the frequency-response curves and detuning-phase curves of four different sag-to-span ratios. It is found out that effects of temperature variations would lead to significant quantitative and/or qualitative changes of the nonlinear vibration properties, and these effects are closely related to the sag-to-span ratio and the degree of the temperature variation. Specifically, the softening/hardening-type spring behaviors, the response amplitude, the range of the resonance, the intersection and number of branches, the number and phase of the steady-state solutions are all affected by the temperature changes.

Introduction to covariant formulation of superstring (field) theory

International Nuclear Information System (INIS)

Anon.

1987-01-01

The author discusses covariant formulation of superstring theories based on BRS invariance. New formulation of superstring was constructed by Green and Schwarz in the light-cone gauge first and then a covariant action was discovered. The covariant action has some interesting geometrical interpretation, however, covariant quantizations are difficult to perform because of existence of local supersymmetries. Introducing extra variables into the action, a modified action has been proposed. However, it would be difficult to prescribe constraints to define a physical subspace, or to reproduce the correct physical spectrum. Hence the old formulation, i.e., the Neveu-Schwarz-Ramond (NSR) model for covariant quantization is used. The author begins by quantizing the NSR model in a covariant way using BRS charges. Then the author discusses the field theory of (free) superstring

Nonlinear Delta-f Particle Simulations of Collective Effects in High-Intensity Bunched Beams

CERN Document Server

Qin, Hong; Hudson, Stuart R; Startsev, Edward

2005-01-01

The collective effects in high-intensity 3D bunched beams are described self-consistently by the nonlinear Vlasov-Maxwell equations.* The nonlinear delta-f method,** a particle simulation method for solving the nonlinear Vlasov-Maxwell equations, is being used to study the collective effects in high-intensity 3D bunched beams. The delta-f method, as a nonlinear perturbative scheme, splits the distribution function into equilibrium and perturbed parts. The perturbed distribution function is represented as a weighted summation over discrete particles, where the particle orbits are advanced by equations of motion in the focusing field and self-consistent fields, and the particle weights are advanced by the coupling between the perturbed fields and the zero-order distribution function. The nonlinear delta-f method exhibits minimal noise and accuracy problems in comparison with standard particle-in-cell simulations. A self-consistent 3D kinetic equilibrium is first established for high intensity bunched beams. The...

Zeno effect and switching of solitons in nonlinear couplers

DEFF Research Database (Denmark)

Abdullaev, F Kh; Konotop, V V; Ögren, Magnus

2011-01-01

The Zeno effect is investigated for soliton type pulses in a nonlinear directional coupler with dissipation. The effect consists in increase of the coupler transparency with increase of the dissipative losses in one of the arms. It is shown that localized dissipation can lead to switching...

Graphical representation of covariant-contravariant modal formulae

Directory of Open Access Journals (Sweden)

Miguel Palomino

2011-08-01

Full Text Available Covariant-contravariant simulation is a combination of standard (covariant simulation, its contravariant counterpart and bisimulation. We have previously studied its logical characterization by means of the covariant-contravariant modal logic. Moreover, we have investigated the relationships between this model and that of modal transition systems, where two kinds of transitions (the so-called may and must transitions were combined in order to obtain a simple framework to express a notion of refinement over state-transition models. In a classic paper, Boudol and Larsen established a precise connection between the graphical approach, by means of modal transition systems, and the logical approach, based on Hennessy-Milner logic without negation, to system specification. They obtained a (graphical representation theorem proving that a formula can be represented by a term if, and only if, it is consistent and prime. We show in this paper that the formulae from the covariant-contravariant modal logic that admit a "graphical" representation by means of processes, modulo the covariant-contravariant simulation preorder, are also the consistent and prime ones. In order to obtain the desired graphical representation result, we first restrict ourselves to the case of covariant-contravariant systems without bivariant actions. Bivariant actions can be incorporated later by means of an encoding that splits each bivariant action into its covariant and its contravariant parts.

Multivariate covariance generalized linear models

DEFF Research Database (Denmark)

Bonat, W. H.; Jørgensen, Bent

2016-01-01

are fitted by using an efficient Newton scoring algorithm based on quasi-likelihood and Pearson estimating functions, using only second-moment assumptions. This provides a unified approach to a wide variety of types of response variables and covariance structures, including multivariate extensions......We propose a general framework for non-normal multivariate data analysis called multivariate covariance generalized linear models, designed to handle multivariate response variables, along with a wide range of temporal and spatial correlation structures defined in terms of a covariance link...... function combined with a matrix linear predictor involving known matrices. The method is motivated by three data examples that are not easily handled by existing methods. The first example concerns multivariate count data, the second involves response variables of mixed types, combined with repeated...

Performance of Different OCDMA Codes with FWM and XPM Nonlinear Effects

Science.gov (United States)

Rana, Shivani; Gupta, Amit

2017-08-01

In this paper, 1 Gb/s non-linear optical code division multiple access system have been simulated and modeled. To reduce multiple user interference multi-diagonal (MD) code which possesses the property of having zero cross-correlation have been deployed. The MD code shows better results than Walsh-Hadamard and multi-weight code under the nonlinear effect of four-wave mixing (FWM) and cross-phase modulation (XPM). The simulation results reveal that effect of FWM reduces when MD codes are employed as compared to other codes.

Nonlinear magnetoelectric effect and magnetostriction in piezoelectric CsCuCl{sub 3} in paramagnetic and antiferromagnetic states

Energy Technology Data Exchange (ETDEWEB)

Kharkovskiy, A. I., E-mail: akharkovskiy@inbox.ru [International Laboratory of High Magnetic Fields and Low Temperatures, Gajowicka 95, 53-421 Wrocław (Poland); L.F. Vereshchagin Institute for High Pressure Physics RAS, 142190 Troitsk, Moscow (Russian Federation); Shaldin, Yu. V. [International Laboratory of High Magnetic Fields and Low Temperatures, Gajowicka 95, 53-421 Wrocław (Poland); Institute for Crystallography RAS, Lenin' s Avenue 59, 119333 Moscow (Russian Federation); Nizhankovskii, V. I. [International Laboratory of High Magnetic Fields and Low Temperatures, Gajowicka 95, 53-421 Wrocław (Poland)

2016-01-07

The direct nonlinear magnetoelectric (ME) effect and the magnetostriction of piezoelectric CsCuCl{sub 3} single crystals were comprehensively studied over a wide temperature range in stationary magnetic fields of up to 14 T. The direct nonlinear ME effect measurements were also performed in pulsed magnetic fields up to 31 T, at liquid helium temperature in the antiferromagnetic (AF) state for the crystallographic direction in which effect has the maximum value. The nonlinear ME effect was quadratic in the paramagnetic state for the whole range of magnetic fields. In the AF state the phase transition between different configurations of spins manifested itself as plateau-like peculiarity on the nonlinear ME effect. The nonlinear ME effect was saturated by the phase transition to the spin-saturated paramagnetic state. Two contributions to the nonlinear ME effects in CsCuCl{sub 3} were extracted from the experimental data: the intrinsic ME effect originated from the magnetoelectric interactions, and the extrinsic one, which resulted from a magnetostriction-induced piezoelectric effect.

Covariant single-hole optical potential

International Nuclear Information System (INIS)

Kam, J. de

1982-01-01

In this investigation a covariant optical potential model is constructed for scattering processes of mesons from nuclei in which the meson interacts repeatedly with one of the target nucleons. The nuclear binding interactions in the intermediate scattering state are consistently taken into account. In particular for pions and K - projectiles this is important in view of the strong energy dependence of the elementary projectile-nucleon amplitude. Furthermore, this optical potential satisfies unitarity and relativistic covariance. The starting point in our discussion is the three-body model for the optical potential. To obtain a practical covariant theory I formulate the three-body model as a relativistic quasi two-body problem. Expressions for the transition interactions and propagators in the quasi two-body equations are found by imposing the correct s-channel unitarity relations and by using dispersion integrals. This is done in such a way that the correct non-relativistic limit is obtained, avoiding clustering problems. Corrections to the quasi two-body treatment from the Pauli principle and the required ground-state exclusion are taken into account. The covariant equations that we arrive at are amenable to practical calculations. (orig.)

Central subspace dimensionality reduction using covariance operators.

Science.gov (United States)

Kim, Minyoung; Pavlovic, Vladimir

2011-04-01

We consider the task of dimensionality reduction informed by real-valued multivariate labels. The problem is often treated as Dimensionality Reduction for Regression (DRR), whose goal is to find a low-dimensional representation, the central subspace, of the input data that preserves the statistical correlation with the targets. A class of DRR methods exploits the notion of inverse regression (IR) to discover central subspaces. Whereas most existing IR techniques rely on explicit output space slicing, we propose a novel method called the Covariance Operator Inverse Regression (COIR) that generalizes IR to nonlinear input/output spaces without explicit target slicing. COIR's unique properties make DRR applicable to problem domains with high-dimensional output data corrupted by potentially significant amounts of noise. Unlike recent kernel dimensionality reduction methods that employ iterative nonconvex optimization, COIR yields a closed-form solution. We also establish the link between COIR, other DRR techniques, and popular supervised dimensionality reduction methods, including canonical correlation analysis and linear discriminant analysis. We then extend COIR to semi-supervised settings where many of the input points lack their labels. We demonstrate the benefits of COIR on several important regression problems in both fully supervised and semi-supervised settings.

Nuclear data covariances in the Indian context

International Nuclear Information System (INIS)

Ganesan, S.

2014-01-01

The topic of covariances is recognized as an important part of several ongoing nuclear data science activities, since 2007, in the Nuclear Data Physics Centre of India (NDPCI). A Phase-1 project in collaboration with the Statistics department in Manipal University, Karnataka (Prof. K.M. Prasad and Prof. S. Nair) on nuclear data covariances was executed successfully during 2007-2011 period. In Phase-I, the NDPCI has conducted three national Theme meetings sponsored by the DAE-BRNS in 2008, 2010 and 2013 on nuclear data covariances. In Phase-1, the emphasis was on a thorough basic understanding of the concept of covariances including assigning uncertainties to experimental data in terms of partial errors and micro correlations, through a study and a detailed discussion of open literature. Towards the end of Phase-1, measurements and a first time covariance analysis of cross-sections for 58 Ni (n, p) 58 Co reaction measured in Mumbai Pelletron accelerator using 7 Li (p,n) reactions as neutron source in the MeV energy region were performed under a PhD programme on nuclear data covariances in which enrolled are two students, Shri B.S. Shivashankar and Ms. Shanti Sheela. India is also successfully evolving a team of young researchers to code nuclear data of uncertainties, with the perspectives on covariances, in the IAEA-EXFOR format. A Phase-II DAE-BRNS-NDPCI proposal of project at Manipal has been submitted and the proposal is undergoing a peer-review at this time. In Phase-2, modern nuclear data evaluation techniques that including covariances will be further studied as a research and development effort, as a first time effort. These efforts include the use of techniques such as that of the Kalman filter. Presently, a 48 hours lecture series on treatment of errors and their propagation is being formulated under auspices of the Homi Bhabha National Institute. The talk describes the progress achieved thus far in the learning curve of the above-mentioned and exciting

Investigation on the effect of nonlinear processes on similarity law in high-pressure argon discharges

Science.gov (United States)

Fu, Yangyang; Parsey, Guy M.; Verboncoeur, John P.; Christlieb, Andrew J.

2017-11-01

In this paper, the effect of nonlinear processes (such as three-body collisions and stepwise ionizations) on the similarity law in high-pressure argon discharges has been studied by the use of the Kinetic Global Model framework. In the discharge model, the ground state argon atoms (Ar), electrons (e), atom ions (Ar+), molecular ions (Ar2+), and fourteen argon excited levels Ar*(4s and 4p) are considered. The steady-state electron and ion densities are obtained with nonlinear processes included and excluded in the designed models, respectively. It is found that in similar gas gaps, keeping the product of gas pressure and linear dimension unchanged, with the nonlinear processes included, the normalized density relations deviate from the similarity relations gradually as the scale-up factor decreases. Without the nonlinear processes, the parameter relations are in good agreement with the similarity law predictions. Furthermore, the pressure and the dimension effects are also investigated separately with and without the nonlinear processes. It is shown that the gas pressure effect on the results is less obvious than the dimension effect. Without the nonlinear processes, the pressure and the dimension effects could be estimated from one to the other based on the similarity relations.

AFCI-2.0 Neutron Cross Section Covariance Library

Energy Technology Data Exchange (ETDEWEB)

Herman, M.; Herman, M; Oblozinsky, P.; Mattoon, C.M.; Pigni, M.; Hoblit, S.; Mughabghab, S.F.; Sonzogni, A.; Talou, P.; Chadwick, M.B.; Hale, G.M.; Kahler, A.C.; Kawano, T.; Little, R.C.; Yount, P.G.

2011-03-01

The cross section covariance library has been under development by BNL-LANL collaborative effort over the last three years. The project builds on two covariance libraries developed earlier, with considerable input from BNL and LANL. In 2006, international effort under WPEC Subgroup 26 produced BOLNA covariance library by putting together data, often preliminary, from various sources for most important materials for nuclear reactor technology. This was followed in 2007 by collaborative effort of four US national laboratories to produce covariances, often of modest quality - hence the name low-fidelity, for virtually complete set of materials included in ENDF/B-VII.0. The present project is focusing on covariances of 4-5 major reaction channels for 110 materials of importance for power reactors. The work started under Global Nuclear Energy Partnership (GNEP) in 2008, which changed to Advanced Fuel Cycle Initiative (AFCI) in 2009. With the 2011 release the name has changed to the Covariance Multigroup Matrix for Advanced Reactor Applications (COMMARA) version 2.0. The primary purpose of the library is to provide covariances for AFCI data adjustment project, which is focusing on the needs of fast advanced burner reactors. Responsibility of BNL was defined as developing covariances for structural materials and fission products, management of the library and coordination of the work; LANL responsibility was defined as covariances for light nuclei and actinides. The COMMARA-2.0 covariance library has been developed by BNL-LANL collaboration for Advanced Fuel Cycle Initiative applications over the period of three years, 2008-2010. It contains covariances for 110 materials relevant to fast reactor R&D. The library is to be used together with the ENDF/B-VII.0 central values of the latest official release of US files of evaluated neutron cross sections. COMMARA-2.0 library contains neutron cross section covariances for 12 light nuclei (coolants and moderators), 78 structural

AFCI-2.0 Neutron Cross Section Covariance Library

International Nuclear Information System (INIS)

Herman, M.; Oblozinsky, P.; Mattoon, C.M.; Pigni, M.; Hoblit, S.; Mughabghab, S.F.; Sonzogni, A.; Talou, P.; Chadwick, M.B.; Hale, G.M.; Kahler, A.C.; Kawano, T.; Little, R.C.; Yount, P.G.

2011-01-01

The cross section covariance library has been under development by BNL-LANL collaborative effort over the last three years. The project builds on two covariance libraries developed earlier, with considerable input from BNL and LANL. In 2006, international effort under WPEC Subgroup 26 produced BOLNA covariance library by putting together data, often preliminary, from various sources for most important materials for nuclear reactor technology. This was followed in 2007 by collaborative effort of four US national laboratories to produce covariances, often of modest quality - hence the name low-fidelity, for virtually complete set of materials included in ENDF/B-VII.0. The present project is focusing on covariances of 4-5 major reaction channels for 110 materials of importance for power reactors. The work started under Global Nuclear Energy Partnership (GNEP) in 2008, which changed to Advanced Fuel Cycle Initiative (AFCI) in 2009. With the 2011 release the name has changed to the Covariance Multigroup Matrix for Advanced Reactor Applications (COMMARA) version 2.0. The primary purpose of the library is to provide covariances for AFCI data adjustment project, which is focusing on the needs of fast advanced burner reactors. Responsibility of BNL was defined as developing covariances for structural materials and fission products, management of the library and coordination of the work; LANL responsibility was defined as covariances for light nuclei and actinides. The COMMARA-2.0 covariance library has been developed by BNL-LANL collaboration for Advanced Fuel Cycle Initiative applications over the period of three years, 2008-2010. It contains covariances for 110 materials relevant to fast reactor R and D. The library is to be used together with the ENDF/B-VII.0 central values of the latest official release of US files of evaluated neutron cross sections. COMMARA-2.0 library contains neutron cross section covariances for 12 light nuclei (coolants and moderators), 78

Nonlinear charge reduction effect in strongly coupled plasmas

International Nuclear Information System (INIS)

Sarmah, D; Tessarotto, M; Salimullah, M

2006-01-01

The charge reduction effect, produced by the nonlinear Debye screening of high-Z charges occurring in strongly coupled plasmas, is investigated. An analytic asymptotic expression is obtained for the charge reduction factor (f c ) which determines the Debye-Hueckel potential generated by a charged test particle. Its relevant parametric dependencies are analysed and shown to predict a strong charge reduction effect in strongly coupled plasmas

Bayesian analysis of multi-state data with individual covariates for estimating genetic effects on demography

Science.gov (United States)

Converse, Sarah J.; Royle, J. Andrew; Urbanek, Richard P.

2012-01-01

Inbreeding depression is frequently a concern of managers interested in restoring endangered species. Decisions to reduce the potential for inbreeding depression by balancing genotypic contributions to reintroduced populations may exact a cost on long-term demographic performance of the population if those decisions result in reduced numbers of animals released and/or restriction of particularly successful genotypes (i.e., heritable traits of particular family lines). As part of an effort to restore a migratory flock of Whooping Cranes (Grus americana) to eastern North America using the offspring of captive breeders, we obtained a unique dataset which includes post-release mark-recapture data, as well as the pedigree of each released individual. We developed a Bayesian formulation of a multi-state model to analyze radio-telemetry, band-resight, and dead recovery data on reintroduced individuals, in order to track survival and breeding state transitions. We used studbook-based individual covariates to examine the comparative evidence for and degree of effects of inbreeding, genotype, and genotype quality on post-release survival of reintroduced individuals. We demonstrate implementation of the Bayesian multi-state model, which allows for the integration of imperfect detection, multiple data types, random effects, and individual- and time-dependent covariates. Our results provide only weak evidence for an effect of the quality of an individual's genotype in captivity on post-release survival as well as for an effect of inbreeding on post-release survival. We plan to integrate our results into a decision-analytic modeling framework that can explicitly examine tradeoffs between the effects of inbreeding and the effects of genotype and demographic stochasticity on population establishment.

Covariance Based Pre-Filters and Screening Criteria for Conjunction Analysis

Science.gov (United States)

George, E., Chan, K.

2012-09-01

pairs of large objects may be inadequate. These relationships may also form the basis of an important metric for catalog maintenance by defining the maximum allowable covariance size for effective conjunction analysis. The application of these techniques promises to greatly improve the efficiency and completeness of conjunction analysis.

A dynamic load estimation method for nonlinear structures with unscented Kalman filter

Science.gov (United States)

Guo, L. N.; Ding, Y.; Wang, Z.; Xu, G. S.; Wu, B.

2018-02-01

A force estimation method is proposed for hysteretic nonlinear structures. The equation of motion for the nonlinear structure is represented in state space and the state variable is augmented by the unknown the time history of external force. Unscented Kalman filter (UKF) is improved for the force identification in state space considering the ill-condition characteristic in the computation of square roots for the covariance matrix. The proposed method is firstly validated by a numerical simulation study of a 3-storey nonlinear hysteretic frame excited by periodic force. Each storey is supposed to follow a nonlinear hysteretic model. The external force is identified and the measurement noise is considered in this case. Then a case of a seismically isolated building subjected to earthquake excitation and impact force is studied. The isolation layer performs nonlinearly during the earthquake excitation. Impact force between the seismically isolated structure and the retaining wall is estimated with the proposed method. Uncertainties such as measurement noise, model error in storey stiffness and unexpected environmental disturbances are considered. A real-time substructure testing of an isolated structure is conducted to verify the proposed method. In the experimental study, the linear main structure is taken as numerical substructure while the one of the isolations with additional mass is taken as the nonlinear physical substructure. The force applied by the actuator on the physical substructure is identified and compared with the measured value from the force transducer. The method proposed in this paper is also validated by shaking table test of a seismically isolated steel frame. The acceleration of the ground motion as the unknowns is identified by the proposed method. Results from both numerical simulation and experimental studies indicate that the UKF based force identification method can be used to identify external excitations effectively for the nonlinear

Autism-specific covariation in perceptual performances: "g" or "p" factor?

Science.gov (United States)

Meilleur, Andrée-Anne S; Berthiaume, Claude; Bertone, Armando; Mottron, Laurent

2014-01-01

Autistic perception is characterized by atypical and sometimes exceptional performance in several low- (e.g., discrimination) and mid-level (e.g., pattern matching) tasks in both visual and auditory domains. A factor that specifically affects perceptive abilities in autistic individuals should manifest as an autism-specific association between perceptual tasks. The first purpose of this study was to explore how perceptual performances are associated within or across processing levels and/or modalities. The second purpose was to determine if general intelligence, the major factor that accounts for covariation in task performances in non-autistic individuals, equally controls perceptual abilities in autistic individuals. We asked 46 autistic individuals and 46 typically developing controls to perform four tasks measuring low- or mid-level visual or auditory processing. Intelligence was measured with the Wechsler's Intelligence Scale (FSIQ) and Raven Progressive Matrices (RPM). We conducted linear regression models to compare task performances between groups and patterns of covariation between tasks. The addition of either Wechsler's FSIQ or RPM in the regression models controlled for the effects of intelligence. In typically developing individuals, most perceptual tasks were associated with intelligence measured either by RPM or Wechsler FSIQ. The residual covariation between unimodal tasks, i.e. covariation not explained by intelligence, could be explained by a modality-specific factor. In the autistic group, residual covariation revealed the presence of a plurimodal factor specific to autism. Autistic individuals show exceptional performance in some perceptual tasks. Here, we demonstrate the existence of specific, plurimodal covariation that does not dependent on general intelligence (or "g" factor). Instead, this residual covariation is accounted for by a common perceptual process (or "p" factor), which may drive perceptual abilities differently in autistic and

Autism-specific covariation in perceptual performances: "g" or "p" factor?

Directory of Open Access Journals (Sweden)

Andrée-Anne S Meilleur

Full Text Available Autistic perception is characterized by atypical and sometimes exceptional performance in several low- (e.g., discrimination and mid-level (e.g., pattern matching tasks in both visual and auditory domains. A factor that specifically affects perceptive abilities in autistic individuals should manifest as an autism-specific association between perceptual tasks. The first purpose of this study was to explore how perceptual performances are associated within or across processing levels and/or modalities. The second purpose was to determine if general intelligence, the major factor that accounts for covariation in task performances in non-autistic individuals, equally controls perceptual abilities in autistic individuals.We asked 46 autistic individuals and 46 typically developing controls to perform four tasks measuring low- or mid-level visual or auditory processing. Intelligence was measured with the Wechsler's Intelligence Scale (FSIQ and Raven Progressive Matrices (RPM. We conducted linear regression models to compare task performances between groups and patterns of covariation between tasks. The addition of either Wechsler's FSIQ or RPM in the regression models controlled for the effects of intelligence.In typically developing individuals, most perceptual tasks were associated with intelligence measured either by RPM or Wechsler FSIQ. The residual covariation between unimodal tasks, i.e. covariation not explained by intelligence, could be explained by a modality-specific factor. In the autistic group, residual covariation revealed the presence of a plurimodal factor specific to autism.Autistic individuals show exceptional performance in some perceptual tasks. Here, we demonstrate the existence of specific, plurimodal covariation that does not dependent on general intelligence (or "g" factor. Instead, this residual covariation is accounted for by a common perceptual process (or "p" factor, which may drive perceptual abilities differently in

The Misspecification of the Covariance Structures in Multilevel Models for Single-Case Data: A Monte Carlo Simulation Study

Science.gov (United States)

Moeyaert, Mariola; Ugille, Maaike; Ferron, John M.; Beretvas, S. Natasha; Van den Noortgate, Wim

2016-01-01

The impact of misspecifying covariance matrices at the second and third levels of the three-level model is evaluated. Results indicate that ignoring existing covariance has no effect on the treatment effect estimate. In addition, the between-case variance estimates are unbiased when covariance is either modeled or ignored. If the research interest…

Nonlinear damage effect in graphene synthesis by C-cluster ion implantation

International Nuclear Information System (INIS)

Zhang Rui; Zhang Zaodi; Wang Zesong; Wang Shixu; Wang Wei; Fu Dejun; Liu Jiarui

2012-01-01

We present few-layer graphene synthesis by negative carbon cluster ion implantation with C 1 , C 2 , and C 4 at energies below 20 keV. The small C-clusters were produced by a source of negative ion by cesium sputtering with medium beam current. We show that the nonlinear effect in cluster-induced damage is favorable for graphene precipitation compared with monomer carbon ions. The nonlinear damage effect in cluster ion implantation shows positive impact on disorder reduction, film uniformity, and the surface smoothness in graphene synthesis.

Experience in using the covariances of some ENDF/B-V dosimetry cross sections: proposed improvements and addition of cross-reaction covariances

International Nuclear Information System (INIS)

Fu, C.Y.; Hetrick, D.M.

1982-01-01

Recent ratio data, with carefully evaluated covariances, were combined with eleven of the ENDF/B-V dosimetry cross sections using the generalized least-squares method. The purpose was to improve these evaluated cross sections and covariances, as well as to generate values for the cross-reaction covariances. The results represent improved cross sections as well as realistic and usable covariances. The latter are necessary for meaningful intergral-differential comparisons and for spectrum unfolding

High-dimensional covariance estimation with high-dimensional data

CERN Document Server

Pourahmadi, Mohsen

2013-01-01

Methods for estimating sparse and large covariance matrices Covariance and correlation matrices play fundamental roles in every aspect of the analysis of multivariate data collected from a variety of fields including business and economics, health care, engineering, and environmental and physical sciences. High-Dimensional Covariance Estimation provides accessible and comprehensive coverage of the classical and modern approaches for estimating covariance matrices as well as their applications to the rapidly developing areas lying at the intersection of statistics and mac

Threshold effect under nonlinear limitation of the intensity of high-power light

International Nuclear Information System (INIS)

Tereshchenko, S A; Podgaetskii, V M; Gerasimenko, A Yu; Savel'ev, M S

2015-01-01

A model is proposed to describe the properties of limiters of high-power laser radiation, which takes into account the threshold character of nonlinear interaction of radiation with the working medium of the limiter. The generally accepted non-threshold model is a particular case of the threshold model if the threshold radiation intensity is zero. Experimental z-scan data are used to determine the nonlinear optical characteristics of media with carbon nanotubes, polymethine and pyran dyes, zinc selenide, porphyrin-graphene and fullerene-graphene. A threshold effect of nonlinear interaction between laser radiation and some of investigated working media of limiters is revealed. It is shown that the threshold model more adequately describes experimental z-scan data. (nonlinear optical phenomena)

Covariance problem in two-dimensional quantum chromodynamics

International Nuclear Information System (INIS)

Hagen, C.R.

1979-01-01

The problem of covariance in the field theory of a two-dimensional non-Abelian gauge field is considered. Since earlier work has shown that covariance fails (in charged sectors) for the Schwinger model, particular attention is given to an evaluation of the role played by the non-Abelian nature of the fields. In contrast to all earlier attempts at this problem, it is found that the potential covariance-breaking terms are identical to those found in the Abelian theory provided that one expresses them in terms of the total (i.e., conserved) current operator. The question of covariance is thus seen to reduce in all cases to a determination as to whether there exists a conserved global charge in the theory. Since the charge operator in the Schwinger model is conserved only in neutral sectors, one is thereby led to infer a probable failure of covariance in the non-Abelian theory, but one which is identical to that found for the U(1) case

Form of the manifestly covariant Lagrangian

Science.gov (United States)

Johns, Oliver Davis

1985-10-01

The preferred form for the manifestly covariant Lagrangian function of a single, charged particle in a given electromagnetic field is the subject of some disagreement in the textbooks. Some authors use a ``homogeneous'' Lagrangian and others use a ``modified'' form in which the covariant Hamiltonian function is made to be nonzero. We argue in favor of the ``homogeneous'' form. We show that the covariant Lagrangian theories can be understood only if one is careful to distinguish quantities evaluated on the varied (in the sense of the calculus of variations) world lines from quantities evaluated on the unvaried world lines. By making this distinction, we are able to derive the Hamilton-Jacobi and Klein-Gordon equations from the ``homogeneous'' Lagrangian, even though the covariant Hamiltonian function is identically zero on all world lines. The derivation of the Klein-Gordon equation in particular gives Lagrangian theoretical support to the derivations found in standard quantum texts, and is also shown to be consistent with the Feynman path-integral method. We conclude that the ``homogeneous'' Lagrangian is a completely adequate basis for covariant Lagrangian theory both in classical and quantum mechanics. The article also explores the analogy with the Fermat theorem of optics, and illustrates a simple invariant notation for the Lagrangian and other four-vector equations.

Hitting probabilities for nonlinear systems of stochastic waves

CERN Document Server

Dalang, Robert C

2015-01-01

The authors consider a d-dimensional random field u = \\{u(t,x)\\} that solves a non-linear system of stochastic wave equations in spatial dimensions k \\in \\{1,2,3\\}, driven by a spatially homogeneous Gaussian noise that is white in time. They mainly consider the case where the spatial covariance is given by a Riesz kernel with exponent \\beta. Using Malliavin calculus, they establish upper and lower bounds on the probabilities that the random field visits a deterministic subset of \\mathbb{R}^d, in terms, respectively, of Hausdorff measure and Newtonian capacity of this set. The dimension that ap

Determination of covariant Schwinger terms in anomalous gauge theories

International Nuclear Information System (INIS)

Kelnhofer, G.

1991-01-01

A functional integral method is used to determine equal time commutators between the covariant currents and the covariant Gauss-law operators in theories which are affected by an anomaly. By using a differential geometrical setup we show how the derivation of consistent- and covariant Schwinger terms can be understood on an equal footing. We find a modified consistency condition for the covariant anomaly. As a by-product the Bardeen-Zumino functional, which relates consistent and covariant anomalies, can be interpreted as connection on a certain line bundle over all gauge potentials. Finally the covariant commutator anomalies are calculated for the two- and four dimensional case. (orig.)

Cross-population myelination covariance of human cerebral cortex.

Science.gov (United States)

Ma, Zhiwei; Zhang, Nanyin

2017-09-01

Cross-population covariance of brain morphometric quantities provides a measure of interareal connectivity, as it is believed to be determined by the coordinated neurodevelopment of connected brain regions. Although useful, structural covariance analysis predominantly employed bulky morphological measures with mixed compartments, whereas studies of the structural covariance of any specific subdivisions such as myelin are rare. Characterizing myelination covariance is of interest, as it will reveal connectivity patterns determined by coordinated development of myeloarchitecture between brain regions. Using myelin content MRI maps from the Human Connectome Project, here we showed that the cortical myelination covariance was highly reproducible, and exhibited a brain organization similar to that previously revealed by other connectivity measures. Additionally, the myelination covariance network shared common topological features of human brain networks such as small-worldness. Furthermore, we found that the correlation between myelination covariance and resting-state functional connectivity (RSFC) was uniform within each resting-state network (RSN), but could considerably vary across RSNs. Interestingly, this myelination covariance-RSFC correlation was appreciably stronger in sensory and motor networks than cognitive and polymodal association networks, possibly due to their different circuitry structures. This study has established a new brain connectivity measure specifically related to axons, and this measure can be valuable to investigating coordinated myeloarchitecture development. Hum Brain Mapp 38:4730-4743, 2017. © 2017 Wiley Periodicals, Inc. © 2017 Wiley Periodicals, Inc.

Covariant extensions and the nonsymmetric unified field

International Nuclear Information System (INIS)

Borchsenius, K.

1976-01-01

The problem of generally covariant extension of Lorentz invariant field equations, by means of covariant derivatives extracted from the nonsymmetric unified field, is considered. It is shown that the contracted curvature tensor can be expressed in terms of a covariant gauge derivative which contains the gauge derivative corresponding to minimal coupling, if the universal constant p, characterizing the nonsymmetric theory, is fixed in terms of Planck's constant and the elementary quantum of charge. By this choice the spinor representation of the linear connection becomes closely related to the spinor affinity used by Infeld and Van Der Waerden (Sitzungsber. Preuss. Akad. Wiss. Phys. Math. Kl.; 9:380 (1933)) in their generally covariant formulation of Dirac's equation. (author)

Computing more proper covariances of energy dependent nuclear data

International Nuclear Information System (INIS)

Vanhanen, R.

2016-01-01

Highlights: • We present conditions for covariances of energy dependent nuclear data to be proper. • We provide methods to detect non-positive and inconsistent covariances in ENDF-6 format. • We propose methods to find nearby more proper covariances. • The methods can be used as a part of a quality assurance program. - Abstract: We present conditions for covariances of energy dependent nuclear data to be proper in the sense that the covariances are positive, i.e., its eigenvalues are non-negative, and consistent with respect to the sum rules of nuclear data. For the ENDF-6 format covariances we present methods to detect non-positive and inconsistent covariances. These methods would be useful as a part of a quality assurance program. We also propose methods that can be used to find nearby more proper energy dependent covariances. These methods can be used to remove unphysical components, while preserving most of the physical components. We consider several different senses in which the nearness can be measured. These methods could be useful if a re-evaluation of improper covariances is not feasible. Two practical examples are processed and analyzed. These demonstrate some of the properties of the methods. We also demonstrate that the ENDF-6 format covariances of linearly dependent nuclear data should usually be encoded with the derivation rules.

Spatial nonlinearities: Cascading effects in the earth system

Science.gov (United States)

Peters, Debra P.C.; Pielke, R.A.; Bestelmeyer, B.T.; Allen, Craig D.; Munson-McGee, Stuart; Havstad, K. M.; Canadell, Josep G.; Pataki, Diane E.; Pitelka, Louis F.

2006-01-01

Nonlinear behavior is prevalent in all aspects of the Earth System, including ecological responses to global change (Gallagher and Appenzeller 1999; Steffen et al. 2004). Nonlinear behavior refers to a large, discontinuous change in response to a small change in a driving variable (Rial et al. 2004). In contrast to linear systems where responses are smooth, well-behaved, continuous functions, nonlinear systems often undergo sharp or discontinuous transitions resulting from the crossing of thresholds. These nonlinear responses can result in surprising behavior that makes forecasting difficult (Kaplan and Glass 1995). Given that many system dynamics are nonlinear, it is imperative that conceptual and quantitative tools be developed to increase our understanding of the processes leading to nonlinear behavior in order to determine if forecasting can be improved under future environmental changes (Clark et al. 2001).

A multilevel nonlinear mixed-effects approach to model growth in pigs

DEFF Research Database (Denmark)

Strathe, Anders Bjerring; Danfær, Allan Christian; Sørensen, H.

2010-01-01

Growth functions have been used to predict market weight of pigs and maximize return over feed costs. This study was undertaken to compare 4 growth functions and methods of analyzing data, particularly one that considers nonlinear repeated measures. Data were collected from an experiment with 40...... pigs maintained from birth to maturity and their BW measured weekly or every 2 wk up to 1,007 d. Gompertz, logistic, Bridges, and Lopez functions were fitted to the data and compared using information criteria. For each function, a multilevel nonlinear mixed effects model was employed because....... Furthermore, studies should consider adding continuous autoregressive process when analyzing nonlinear mixed models with repeated measures....

An ensemble Kalman filter for statistical estimation of physics constrained nonlinear regression models

International Nuclear Information System (INIS)

Harlim, John; Mahdi, Adam; Majda, Andrew J.

2014-01-01

A central issue in contemporary science is the development of nonlinear data driven statistical–dynamical models for time series of noisy partial observations from nature or a complex model. It has been established recently that ad-hoc quadratic multi-level regression models can have finite-time blow-up of statistical solutions and/or pathological behavior of their invariant measure. Recently, a new class of physics constrained nonlinear regression models were developed to ameliorate this pathological behavior. Here a new finite ensemble Kalman filtering algorithm is developed for estimating the state, the linear and nonlinear model coefficients, the model and the observation noise covariances from available partial noisy observations of the state. Several stringent tests and applications of the method are developed here. In the most complex application, the perfect model has 57 degrees of freedom involving a zonal (east–west) jet, two topographic Rossby waves, and 54 nonlinearly interacting Rossby waves; the perfect model has significant non-Gaussian statistics in the zonal jet with blocked and unblocked regimes and a non-Gaussian skewed distribution due to interaction with the other 56 modes. We only observe the zonal jet contaminated by noise and apply the ensemble filter algorithm for estimation. Numerically, we find that a three dimensional nonlinear stochastic model with one level of memory mimics the statistical effect of the other 56 modes on the zonal jet in an accurate fashion, including the skew non-Gaussian distribution and autocorrelation decay. On the other hand, a similar stochastic model with zero memory levels fails to capture the crucial non-Gaussian behavior of the zonal jet from the perfect 57-mode model

Modeling and Forecasting (Un)Reliable Realized Covariances for More Reliable Financial Decisions

DEFF Research Database (Denmark)

Bollerslev, Tim; Patton, Andrew J.; Quaedvlieg, Rogier

We propose a new framework for modeling and forecasting common financial risks based on (un)reliable realized covariance measures constructed from high-frequency intraday data. Our new approach explicitly incorporates the effect of measurement errors and time-varying attenuation biases into the c......We propose a new framework for modeling and forecasting common financial risks based on (un)reliable realized covariance measures constructed from high-frequency intraday data. Our new approach explicitly incorporates the effect of measurement errors and time-varying attenuation biases...

Optimal covariate designs theory and applications

CERN Document Server

Das, Premadhis; Mandal, Nripes Kumar; Sinha, Bikas Kumar

2015-01-01

This book primarily addresses the optimality aspects of covariate designs. A covariate model is a combination of ANOVA and regression models. Optimal estimation of the parameters of the model using a suitable choice of designs is of great importance; as such choices allow experimenters to extract maximum information for the unknown model parameters. The main emphasis of this monograph is to start with an assumed covariate model in combination with some standard ANOVA set-ups such as CRD, RBD, BIBD, GDD, BTIBD, BPEBD, cross-over, multi-factor, split-plot and strip-plot designs, treatment control designs, etc. and discuss the nature and availability of optimal covariate designs. In some situations, optimal estimations of both ANOVA and the regression parameters are provided. Global optimality and D-optimality criteria are mainly used in selecting the design. The standard optimality results of both discrete and continuous set-ups have been adapted, and several novel combinatorial techniques have been applied for...

Weak lensing of the cosmic microwave background: Power spectrum covariance

International Nuclear Information System (INIS)

Cooray, Asantha

2002-01-01

We discuss the non-Gaussian contribution to the power spectrum covariance of cosmic microwave background (CMB) anisotropies resulting through weak gravitational lensing angular deflections and the correlation of deflections with secondary sources of temperature fluctuations generated by the large scale structure, such as the integrated Sachs-Wolfe effect and the Sunyaev-Zel'dovich effect. This additional contribution to the covariance of binned angular power spectrum, beyond the well known cosmic variance and any associated instrumental noise, results from a trispectrum, or a four point correlation function, in temperature anisotropy data. With substantially wide bins in multipole space, the resulting non-Gaussian contribution from lensing to the binned power spectrum variance is insignificant out to multipoles of a few thousand and is not likely to affect the cosmological parameter estimation with acoustic peaks and the damping tail. The non-Gaussian contribution to covariance, however, should be considered when interpreting binned CMB power spectrum measurements at multipoles of a few thousand corresponding to angular scales of few arcminutes and less

From correlation to causation: Estimating effective connectivity from zero-lag covariances of brain signals.

Science.gov (United States)

Schiefer, Jonathan; Niederbühl, Alexander; Pernice, Volker; Lennartz, Carolin; Hennig, Jürgen; LeVan, Pierre; Rotter, Stefan

2018-03-01

Knowing brain connectivity is of great importance both in basic research and for clinical applications. We are proposing a method to infer directed connectivity from zero-lag covariances of neuronal activity recorded at multiple sites. This allows us to identify causal relations that are reflected in neuronal population activity. To derive our strategy, we assume a generic linear model of interacting continuous variables, the components of which represent the activity of local neuronal populations. The suggested method for inferring connectivity from recorded signals exploits the fact that the covariance matrix derived from the observed activity contains information about the existence, the direction and the sign of connections. Assuming a sparsely coupled network, we disambiguate the underlying causal structure via L1-minimization, which is known to prefer sparse solutions. In general, this method is suited to infer effective connectivity from resting state data of various types. We show that our method is applicable over a broad range of structural parameters regarding network size and connection probability of the network. We also explored parameters affecting its activity dynamics, like the eigenvalue spectrum. Also, based on the simulation of suitable Ornstein-Uhlenbeck processes to model BOLD dynamics, we show that with our method it is possible to estimate directed connectivity from zero-lag covariances derived from such signals. In this study, we consider measurement noise and unobserved nodes as additional confounding factors. Furthermore, we investigate the amount of data required for a reliable estimate. Additionally, we apply the proposed method on full-brain resting-state fast fMRI datasets. The resulting network exhibits a tendency for close-by areas being connected as well as inter-hemispheric connections between corresponding areas. In addition, we found that a surprisingly large fraction of more than one third of all identified connections were of

Covariant description of Hamiltonian form for field dynamics

International Nuclear Information System (INIS)

Ozaki, Hiroshi

2005-01-01

Hamiltonian form of field dynamics is developed on a space-like hypersurface in space-time. A covariant Poisson bracket on the space-like hypersurface is defined and it plays a key role to describe every algebraic relation into a covariant form. It is shown that the Poisson bracket has the same symplectic structure that was brought in the covariant symplectic approach. An identity invariant under the canonical transformations is obtained. The identity follows a canonical equation in which the interaction Hamiltonian density generates a deformation of the space-like hypersurface. The equation just corresponds to the Yang-Feldman equation in the Heisenberg pictures in quantum field theory. By converting the covariant Poisson bracket on the space-like hypersurface to four-dimensional commutator, we can pass over to quantum field theory in the Heisenberg picture without spoiling the explicit relativistic covariance. As an example the canonical QCD is displayed in a covariant way on a space-like hypersurface

Nonlinear free vibration of piezoelectric nanobeams incorporating surface effects

International Nuclear Information System (INIS)

Hosseini-Hashemi, Shahrokh; Nahas, Iman; Fakher, Mahmood; Nazemnezhad, Reza

2014-01-01

In this study, the nonlinear free vibration of piezoelectric nanobeams incorporating surface effects (surface elasticity, surface tension, and surface density) is studied. The governing equation of the piezoelectric nanobeam is derived within the framework of Euler–Bernoulli beam theory with the von Kármán geometric nonlinearity. In order to satisfy the balance conditions between the nanobeam bulk and its surfaces, the component of the bulk stress, σ zz , is assumed to vary linearly through the nanobeam thickness. An exact solution is obtained for the natural frequencies of a simply supported piezoelectric nanobeam in terms of the Jacobi elliptic functions using the free vibration mode shape of the corresponding linear problem. Then, the influences of the surface effects and the piezoelectric field on the nonlinear free vibration of nanobeams made of aluminum and silicon with positive and negative surface elasticity, respectively, have been studied for various properties of the piezoelectric field, various nanobeam sizes and amplitude ratios. It is observed that if the Young’s modulus of a nanobeam is lower, the effect of the piezoelectric field on the frequency ratios (FRs) of the nanobeam will be greater. In addition, it is seen that by increasing the nanobeam length so that the nanobeam cross section is set to be constant, the surface effects and the piezoelectric field with negative voltage values increases the FRs, whereas it is the other way around when the nanobeam cross section is assumed to be dependent on the length of the nanobeam. (paper)

Dimension from covariance matrices.

Science.gov (United States)

Carroll, T L; Byers, J M

2017-02-01

We describe a method to estimate embedding dimension from a time series. This method includes an estimate of the probability that the dimension estimate is valid. Such validity estimates are not common in algorithms for calculating the properties of dynamical systems. The algorithm described here compares the eigenvalues of covariance matrices created from an embedded signal to the eigenvalues for a covariance matrix of a Gaussian random process with the same dimension and number of points. A statistical test gives the probability that the eigenvalues for the embedded signal did not come from the Gaussian random process.

ANL Critical Assembly Covariance Matrix Generation - Addendum

Energy Technology Data Exchange (ETDEWEB)

McKnight, Richard D. [Argonne National Lab. (ANL), Argonne, IL (United States); Grimm, Karl N. [Argonne National Lab. (ANL), Argonne, IL (United States)

2014-01-13

In March 2012, a report was issued on covariance matrices for Argonne National Laboratory (ANL) critical experiments. That report detailed the theory behind the calculation of covariance matrices and the methodology used to determine the matrices for a set of 33 ANL experimental set-ups. Since that time, three new experiments have been evaluated and approved. This report essentially updates the previous report by adding in these new experiments to the preceding covariance matrix structure.

Condition Number Regularized Covariance Estimation.

Science.gov (United States)

Won, Joong-Ho; Lim, Johan; Kim, Seung-Jean; Rajaratnam, Bala

2013-06-01

Estimation of high-dimensional covariance matrices is known to be a difficult problem, has many applications, and is of current interest to the larger statistics community. In many applications including so-called the "large p small n " setting, the estimate of the covariance matrix is required to be not only invertible, but also well-conditioned. Although many regularization schemes attempt to do this, none of them address the ill-conditioning problem directly. In this paper, we propose a maximum likelihood approach, with the direct goal of obtaining a well-conditioned estimator. No sparsity assumption on either the covariance matrix or its inverse are are imposed, thus making our procedure more widely applicable. We demonstrate that the proposed regularization scheme is computationally efficient, yields a type of Steinian shrinkage estimator, and has a natural Bayesian interpretation. We investigate the theoretical properties of the regularized covariance estimator comprehensively, including its regularization path, and proceed to develop an approach that adaptively determines the level of regularization that is required. Finally, we demonstrate the performance of the regularized estimator in decision-theoretic comparisons and in the financial portfolio optimization setting. The proposed approach has desirable properties, and can serve as a competitive procedure, especially when the sample size is small and when a well-conditioned estimator is required.

A Proportional Hazards Regression Model for the Subdistribution with Covariates-adjusted Censoring Weight for Competing Risks Data

DEFF Research Database (Denmark)

He, Peng; Eriksson, Frank; Scheike, Thomas H.

2016-01-01

function by fitting the Cox model for the censoring distribution and using the predictive probability for each individual. Our simulation study shows that the covariate-adjusted weight estimator is basically unbiased when the censoring time depends on the covariates, and the covariate-adjusted weight......With competing risks data, one often needs to assess the treatment and covariate effects on the cumulative incidence function. Fine and Gray proposed a proportional hazards regression model for the subdistribution of a competing risk with the assumption that the censoring distribution...... and the covariates are independent. Covariate-dependent censoring sometimes occurs in medical studies. In this paper, we study the proportional hazards regression model for the subdistribution of a competing risk with proper adjustments for covariate-dependent censoring. We consider a covariate-adjusted weight...

Interaction of Lyapunov vectors in the formulation of the nonlinear extension of the Kalman filter.

Science.gov (United States)

Palatella, Luigi; Trevisan, Anna

2015-04-01

When applied to strongly nonlinear chaotic dynamics the extended Kalman filter (EKF) is prone to divergence due to the difficulty of correctly forecasting the forecast error probability density function. In operational forecasting applications ensemble Kalman filters circumvent this problem with empirical procedures such as covariance inflation. This paper presents an extension of the EKF that includes nonlinear terms in the evolution of the forecast error estimate. This is achieved starting from a particular square-root implementation of the EKF with assimilation confined in the unstable subspace (EKF-AUS), that is, the span of the Lyapunov vectors with non-negative exponents. When the error evolution is nonlinear, the space where it is confined is no more restricted to the unstable and neutral subspace causing filter divergence. The algorithm presented here, denominated EKF-AUS-NL, includes the nonlinear terms in the error dynamics: These result from the nonlinear interaction among the leading Lyapunov vectors and account for all directions where the error growth may take place. Numerical results show that with the nonlinear terms included, filter divergence can be avoided. We test the algorithm on the Lorenz96 model, showing very promising results.

Parametric Covariance Model for Horizon-Based Optical Navigation

Science.gov (United States)

Hikes, Jacob; Liounis, Andrew J.; Christian, John A.

2016-01-01

This Note presents an entirely parametric version of the covariance for horizon-based optical navigation measurements. The covariance can be written as a function of only the spacecraft position, two sensor design parameters, the illumination direction, the size of the observed planet, the size of the lit arc to be used, and the total number of observed horizon points. As a result, one may now more clearly understand the sensitivity of horizon-based optical navigation performance as a function of these key design parameters, which is insight that was obscured in previous (and nonparametric) versions of the covariance. Finally, the new parametric covariance is shown to agree with both the nonparametric analytic covariance and results from a Monte Carlo analysis.

A versatile method for confirmatory evaluation of the effects of a covariate in multiple models

DEFF Research Database (Denmark)

Pipper, Christian Bressen; Ritz, Christian; Bisgaard, Hans

2012-01-01

to provide a fine-tuned control of the overall type I error in a wide range of epidemiological experiments where in reality no other useful alternative exists. The methodology proposed is applied to a multiple-end-point study of the effect of neonatal bacterial colonization on development of childhood asthma.......Modern epidemiology often requires testing of the effect of a covariate on multiple end points from the same study. However, popular state of the art methods for multiple testing require the tests to be evaluated within the framework of a single model unifying all end points. This severely limits...

The effects of relativistic and non-local non-linearities on modulational instabilities in non-uniform plasma

International Nuclear Information System (INIS)

Mohamed, B.F.; El-Shorbagy, Kh.H.

2000-01-01

A general detailed analysis for the nonlinear generation of localized fields due to the existence of a strong pump field inside the non-uniform plasma has been considered. We have taken into account the effects of relativistic and non-local nonlinearities on the structure of plasma resonance region. The nonlinear Schrodinger equation described the localized fields are investigated. Besides, the generalized dispersion relation is obtained to study the modulational instabilities in different cases. Keywords: Wave-plasma interaction, Nonlinear effects, Modulation instabilities

Effects of Plasma Shaping on Nonlinear Gyrokinetic Turbulence

Energy Technology Data Exchange (ETDEWEB)

Belli, E. A. [Princeton Plasma Physics Lab. (PPPL), Princeton, NJ (United States); Hammett, G. W. [Princeton Plasma Physics Lab. (PPPL), Princeton, NJ (United States); Dorland, W. [Univ. of Maryland, College Park, MD (United States)

2008-08-01

The effects of flux surface shape on the gyrokinetic stability and transport of tokamak plasmas are studied using the GS2 code [M. Kotschenreuther, G. Rewoldt, and W.M. Tang, Comput. Phys. Commun. 88, 128 (1995); W. Dorland, F. Jenko, M. Kotschenreuther, and B.N. Rogers, Phys. Rev. Lett. 85, 5579 (2000)]. Studies of the scaling of nonlinear turbulence with shaping parameters are performed using analytic equilibria based on interpolations of representative shapes of the Joint European Torus (JET) [P.H. Rebut and B.E. Keen, Fusion Technol. 11, 13 (1987)]. High shaping is found to be a stabilizing influence on both the linear ion-temperature-gradient (ITG) instability and the nonlinear ITG turbulence. For the parameter regime studied here, a scaling of the heat flux with elongation of χ ~ κ^-1.5 or κ^-2.0, depending on the triangularity, is observed at fixed average temperature gradient. While this is not as strong as empirical elongation scalings, it is also found that high shaping results in a larger Dimits upshift of the nonlinear critical temperature gradient due to an enhancement of the Rosenbluth-Hinton residual zonal flows.

Effects of Plasma Shaping on Nonlinear Gyrokinetic Turbulence

International Nuclear Information System (INIS)

E.A. Belli, G.W. Hammett and W. Dorland

2008-01-01

The effects of flux surface shape on the gyrokinetic stability and transport of tokamak plasmas are studied using the GS2 code [M. Kotschenreuther, G. Rewoldt, and W.M. Tang, Comput. Phys. Commun. 88, 128 (1995); W. Dorland, F. Jenko, M. Kotschenreuther, and B.N. Rogers, Phys. Rev. Lett. 85, 5579 (2000)]. Studies of the scaling of nonlinear turbulence with shaping parameters are performed using analytic equilibria based on interpolations of representative shapes of the Joint European Torus (JET) [P.H. Rebut and B.E. Keen, Fusion Technol. 11, 13 (1987)]. High shaping is found to be a stabilizing influence on both the linear ion-temperature-gradient (ITG) instability and the nonlinear ITG turbulence. For the parameter regime studied here, a scaling of the heat flux with elongation of χ ∼ κ -1.5 or κ -2.0 , depending on the triangularity, is observed at fixed average temperature gradient. While this is not as strong as empirical elongation scalings, it is also found that high shaping results in a larger Dimits upshift of the nonlinear critical temperature gradient due to an enhancement of the Rosenbluth-Hinton residual zonal flows

Activities on covariance estimation in Japanese Nuclear Data Committee

Energy Technology Data Exchange (ETDEWEB)

Shibata, Keiichi [Japan Atomic Energy Research Inst., Tokai, Ibaraki (Japan). Tokai Research Establishment

1997-03-01

Described are activities on covariance estimation in the Japanese Nuclear Data Committee. Covariances are obtained from measurements by using the least-squares methods. A simultaneous evaluation was performed to deduce covariances of fission cross sections of U and Pu isotopes. A code system, KALMAN, is used to estimate covariances of nuclear model calculations from uncertainties in model parameters. (author)

The evolution of phenotypic integration: How directional selection reshapes covariation in mice.

Science.gov (United States)

Penna, Anna; Melo, Diogo; Bernardi, Sandra; Oyarzabal, Maria Inés; Marroig, Gabriel

2017-10-01

Variation is the basis for evolution, and understanding how variation can evolve is a central question in biology. In complex phenotypes, covariation plays an even more important role, as genetic associations between traits can bias and alter evolutionary change. Covariation can be shaped by complex interactions between loci, and this genetic architecture can also change during evolution. In this article, we analyzed mouse lines experimentally selected for changes in size to address the question of how multivariate covariation changes under directional selection, as well as to identify the consequences of these changes to evolution. Selected lines showed a clear restructuring of covariation in their cranium and, instead of depleting their size variation, these lines increased their magnitude of integration and the proportion of variation associated with the direction of selection. This result is compatible with recent theoretical works on the evolution of covariation that take the complexities of genetic architecture into account. This result also contradicts the traditional view of the effects of selection on available covariation and suggests a much more complex view of how populations respond to selection. © 2017 The Author(s). Evolution published by Wiley Periodicals, Inc. on behalf of The Society for the Study of Evolution.

Neutron spectrum adjustment. The role of covariances

International Nuclear Information System (INIS)

Remec, I.

1992-01-01

Neutron spectrum adjustment method is shortly reviewed. Practical example dealing with power reactor pressure vessel exposure rates determination is analysed. Adjusted exposure rates are found only slightly affected by the covariances of measured reaction rates and activation cross sections, while the multigroup spectra covariances were found important. Approximate spectra covariance matrices, as suggested in Astm E944-89, were found useful but care is advised if they are applied in adjustments of spectra at locations without dosimetry. (author) [sl

Comparisons of measurements and numerical simulations of a nonlinear beam subjected to a multi-harmonic non-ideal input signal

International Nuclear Information System (INIS)

Claeys, M.; Sinou, J.J.; Lambelin, J.P.; Alcoverro, B.

2014-01-01

This study presents a direct comparison of measured and predicted nonlinear vibrations of a clamped-clamped steel beam. A multi-harmonic comparison of simulations with measurements is performed at the vicinity of the primary resonance. First of all, a nonlinear analytical model of the beam is developed taking into account non-ideal boundary conditions. The Harmonic Balance Method is implemented to estimate the nonlinear behavior of the clamped-clamped beam. This nonlinear method enables to simulate the vibration stationary response of a nonlinear system projected on several harmonics. This study then proposes a method to compare numerical simulations with measurements on all these harmonics. A signal analysis tool is developed to extract the system harmonics' frequency responses from a temporal signal of a swept sine experiment. An evolutionary updating algorithm (Covariance Matrix Adaptation Evolution Strategy), coupled with highly selective filters is used to identify both fundamental frequency and harmonics' amplitude in the temporal signal, at every moment. This tool enables to extract the harmonic amplitudes of the output signal as well as the input signal. The input of the Harmonic Balance Method can then be either an ideal mono-harmonic signal or a multi-harmonic experimental input signal. Finally, the present work focuses on the comparison of experimental and simulated results. From experimental output harmonics and numerical simulations, it is shown that it is possible to distinguish the nonlinearities of the clamped-clamped beam and the effect of the non-ideal input signal. (authors)

Analysis of covariance with pre-treatment measurements in randomized trials under the cases that covariances and post-treatment variances differ between groups.

Science.gov (United States)

Funatogawa, Takashi; Funatogawa, Ikuko; Shyr, Yu

2011-05-01

When primary endpoints of randomized trials are continuous variables, the analysis of covariance (ANCOVA) with pre-treatment measurements as a covariate is often used to compare two treatment groups. In the ANCOVA, equal slopes (coefficients of pre-treatment measurements) and equal residual variances are commonly assumed. However, random allocation guarantees only equal variances of pre-treatment measurements. Unequal covariances and variances of post-treatment measurements indicate unequal slopes and, usually, unequal residual variances. For non-normal data with unequal covariances and variances of post-treatment measurements, it is known that the ANCOVA with equal slopes and equal variances using an ordinary least-squares method provides an asymptotically normal estimator for the treatment effect. However, the asymptotic variance of the estimator differs from the variance estimated from a standard formula, and its property is unclear. Furthermore, the asymptotic properties of the ANCOVA with equal slopes and unequal variances using a generalized least-squares method are unclear. In this paper, we consider non-normal data with unequal covariances and variances of post-treatment measurements, and examine the asymptotic properties of the ANCOVA with equal slopes using the variance estimated from a standard formula. Analytically, we show that the actual type I error rate, thus the coverage, of the ANCOVA with equal variances is asymptotically at a nominal level under equal sample sizes. That of the ANCOVA with unequal variances using a generalized least-squares method is asymptotically at a nominal level, even under unequal sample sizes. In conclusion, the ANCOVA with equal slopes can be asymptotically justified under random allocation. Copyright © 2011 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

Spatial solitons in nonlinear photonic crystals

DEFF Research Database (Denmark)

Corney, Joel Frederick; Bang, Ole

2000-01-01

We study solitons in one-dimensional quadratic nonlinear photonic crystals with periodic linear and nonlinear susceptibilities. We show that such crystals support stable bright and dark solitons, even when the effective quadratic nonlinearity is zero.......We study solitons in one-dimensional quadratic nonlinear photonic crystals with periodic linear and nonlinear susceptibilities. We show that such crystals support stable bright and dark solitons, even when the effective quadratic nonlinearity is zero....

On the effects of nonlinearities in room impulse response measurements with exponential sweeps

DEFF Research Database (Denmark)

Ciric, Dejan; Markovic, Milos; Mijic, Miomir

2013-01-01

In room impulse response measurements, there are some common disturbances that affect the measured results. These disturbances include nonlinearity, noise and time variance. In this paper, the effects of nonlinearities in the measurements with exponential sweep-sine signals are analyzed from diff...

Cross-covariance functions for multivariate geostatistics

KAUST Repository

Genton, Marc G.

2015-05-01

Continuously indexed datasets with multiple variables have become ubiquitous in the geophysical, ecological, environmental and climate sciences, and pose substantial analysis challenges to scientists and statisticians. For many years, scientists developed models that aimed at capturing the spatial behavior for an individual process; only within the last few decades has it become commonplace to model multiple processes jointly. The key difficulty is in specifying the cross-covariance function, that is, the function responsible for the relationship between distinct variables. Indeed, these cross-covariance functions must be chosen to be consistent with marginal covariance functions in such a way that the second-order structure always yields a nonnegative definite covariance matrix. We review the main approaches to building cross-covariance models, including the linear model of coregionalization, convolution methods, the multivariate Matérn and nonstationary and space-time extensions of these among others. We additionally cover specialized constructions, including those designed for asymmetry, compact support and spherical domains, with a review of physics-constrained models. We illustrate select models on a bivariate regional climate model output example for temperature and pressure, along with a bivariate minimum and maximum temperature observational dataset; we compare models by likelihood value as well as via cross-validation co-kriging studies. The article closes with a discussion of unsolved problems. © Institute of Mathematical Statistics, 2015.

Cross-covariance functions for multivariate geostatistics

KAUST Repository

Genton, Marc G.; Kleiber, William

2015-01-01

Continuously indexed datasets with multiple variables have become ubiquitous in the geophysical, ecological, environmental and climate sciences, and pose substantial analysis challenges to scientists and statisticians. For many years, scientists developed models that aimed at capturing the spatial behavior for an individual process; only within the last few decades has it become commonplace to model multiple processes jointly. The key difficulty is in specifying the cross-covariance function, that is, the function responsible for the relationship between distinct variables. Indeed, these cross-covariance functions must be chosen to be consistent with marginal covariance functions in such a way that the second-order structure always yields a nonnegative definite covariance matrix. We review the main approaches to building cross-covariance models, including the linear model of coregionalization, convolution methods, the multivariate Matérn and nonstationary and space-time extensions of these among others. We additionally cover specialized constructions, including those designed for asymmetry, compact support and spherical domains, with a review of physics-constrained models. We illustrate select models on a bivariate regional climate model output example for temperature and pressure, along with a bivariate minimum and maximum temperature observational dataset; we compare models by likelihood value as well as via cross-validation co-kriging studies. The article closes with a discussion of unsolved problems. © Institute of Mathematical Statistics, 2015.

Structural whole-brain covariance of the anterior and posterior hippocampus: Associations with age and memory.

Science.gov (United States)

Nordin, Kristin; Persson, Jonas; Stening, Eva; Herlitz, Agneta; Larsson, Elna-Marie; Söderlund, Hedvig

2018-02-01

The hippocampus (HC) interacts with distributed brain regions to support memory and shows significant volume reductions in aging, but little is known about age effects on hippocampal whole-brain structural covariance. It is also unclear whether the anterior and posterior HC show similar or distinct patterns of whole-brain covariance and to what extent these are related to memory functions organized along the hippocampal longitudinal axis. Using the multivariate approach partial least squares, we assessed structural whole-brain covariance of the HC in addition to regional volume, in young, middle-aged and older adults (n = 221), and assessed associations with episodic and spatial memory. Based on findings of sex differences in both memory and brain aging, we further considered sex as a potential modulating factor of age effects. There were two main covariance patterns: one capturing common anterior and posterior covariance, and one differentiating the two regions by capturing anterior-specific covariance only. These patterns were differentially related to associative memory while unrelated to measures of single-item memory and spatial memory. Although patterns were qualitatively comparable across age groups, participants' expression of both patterns decreased with age, independently of sex. The results suggest that the organization of hippocampal structural whole-brain covariance remains stable across age, but that the integrity of these networks decreases as the brain undergoes age-related alterations. © 2017 Wiley Periodicals, Inc.

Effect of Integral Non-Linearity on Energy Calibration of ...

African Journals Online (AJOL)

The integral non-linearity (INL) of four spectroscopy systems, two integrated (A1 and A2) and two classical (B1 and B2) systems was determined using pulses from a random pulse generator. The effect of INL on the system's energy calibration was also determined. The effect is minimal in the classical system at high ...

Conformally covariant massless spin-two field equations

International Nuclear Information System (INIS)

Drew, M.S.; Gegenberg, J.D.

1980-01-01

An explicit proof is constructed to show that the field equations for a symmetric tensor field hsub(ab) describing massless spin-2 particles in Minkowski space-time are not covariant under the 15-parameter group SOsub(4,2); this group is usually associated with conformal transformations on flat space, and here it will be considered as a global gauge group which acts upon matter fields defined on space-time. Notwithstanding the above noncovariance, the equations governing the rank-4 tensor Ssub(abcd) constructed from hsub(ab) are shown to be covariant provided the contraction Ssub(ab) vanishes. Conformal covariance is proved by demonstrating the covariance of the equations for the equivalent 5-component complex field; in fact, covariance is proved for a general field equation applicable to massless particles of any spin >0. It is shown that the noncovariance of the hsub(ab) equations may be ascribed to the fact that the transformation behaviour of hsub(ab) is not the same as that of a field consisting of a gauge only. Since this is in contradistinction to the situation for the electromagnetic-field equations, the vector form of the electromagnetic equations is cast into a form which can be duplicated for the hsub(ab)-field. This procedure results in an alternative, covariant, field equation for hsub(ab). (author)

Nonlinear behaviour of cantilevered carbon nanotube resonators based on a new nonlinear electrostatic load model

Science.gov (United States)

Farokhi, Hamed; Païdoussis, Michael P.; Misra, Arun K.

2018-04-01

The present study examines the nonlinear behaviour of a cantilevered carbon nanotube (CNT) resonator and its mass detection sensitivity, employing a new nonlinear electrostatic load model. More specifically, a 3D finite element model is developed in order to obtain the electrostatic load distribution on cantilevered CNT resonators. A new nonlinear electrostatic load model is then proposed accounting for the end effects due to finite length. Additionally, a new nonlinear size-dependent continuum model is developed for the cantilevered CNT resonator, employing the modified couple stress theory (to account for size-effects) together with the Kelvin-Voigt model (to account for nonlinear damping); the size-dependent model takes into account all sources of nonlinearity, i.e. geometrical and inertial nonlinearities as well as nonlinearities associated with damping, small-scale, and electrostatic load. The nonlinear equation of motion of the cantilevered CNT resonator is obtained based on the new models developed for the CNT resonator and the electrostatic load. The Galerkin method is then applied to the nonlinear equation of motion, resulting in a set of nonlinear ordinary differential equations, consisting of geometrical, inertial, electrical, damping, and size-dependent nonlinear terms. This high-dimensional nonlinear discretized model is solved numerically utilizing the pseudo-arclength continuation technique. The nonlinear static and dynamic responses of the system are examined for various cases, investigating the effect of DC and AC voltages, length-scale parameter, nonlinear damping, and electrostatic load. Moreover, the mass detection sensitivity of the system is examined for possible application of the CNT resonator as a nanosensor.

An Empirical State Error Covariance Matrix Orbit Determination Example

Science.gov (United States)

Frisbee, Joseph H., Jr.

2015-01-01

State estimation techniques serve effectively to provide mean state estimates. However, the state error covariance matrices provided as part of these techniques suffer from some degree of lack of confidence in their ability to adequately describe the uncertainty in the estimated states. A specific problem with the traditional form of state error covariance matrices is that they represent only a mapping of the assumed observation error characteristics into the state space. Any errors that arise from other sources (environment modeling, precision, etc.) are not directly represented in a traditional, theoretical state error covariance matrix. First, consider that an actual observation contains only measurement error and that an estimated observation contains all other errors, known and unknown. Then it follows that a measurement residual (the difference between expected and observed measurements) contains all errors for that measurement. Therefore, a direct and appropriate inclusion of the actual measurement residuals in the state error covariance matrix of the estimate will result in an empirical state error covariance matrix. This empirical state error covariance matrix will fully include all of the errors in the state estimate. The empirical error covariance matrix is determined from a literal reinterpretation of the equations involved in the weighted least squares estimation algorithm. It is a formally correct, empirical state error covariance matrix obtained through use of the average form of the weighted measurement residual variance performance index rather than the usual total weighted residual form. Based on its formulation, this matrix will contain the total uncertainty in the state estimate, regardless as to the source of the uncertainty and whether the source is anticipated or not. It is expected that the empirical error covariance matrix will give a better, statistical representation of the state error in poorly modeled systems or when sensor performance

Density gradient effects in weakly nonlinear ablative Rayleigh-Taylor instability

International Nuclear Information System (INIS)

Wang, L. F.; Ye, W. H.; He, X. T.

2012-01-01

In this research, density gradient effects (i.e., finite thickness of ablation front effects) in ablative Rayleigh-Taylor instability (ARTI), in the presence of preheating within the weakly nonlinear regime, are investigated numerically. We analyze the weak, medium, and strong ablation surfaces which have different isodensity contours, respectively, to study the influences of finite thickness of ablation front on the weakly nonlinear behaviors of ARTI. Linear growth rates, generation coefficients of the second and the third harmonics, and coefficients of the third-order feedback to the fundamental mode are obtained. It is found that the linear growth rate which has a remarkable maximum, is reduced, especially when the perturbation wavelength λ is short and a cut-off perturbation wavelength λ c appears when the perturbation wavelength λ is sufficiently short, where no higher harmonics exists when λ c . The phenomenon of third-order positive feedback to the fundamental mode near the λ c [J. Sanz et al., Phys. Rev. Lett. 89, 195002 (2002); J. Garnier et al., Phys. Rev. Lett. 90, 185003 (2003); J. Garnier and L. Masse, Phys. Plasmas 12, 062707 (2005)] is confirmed in numerical simulations, and the physical mechanism of the third-order positive feedback is qualitatively discussed. Moreover, it is found that generations and growths of the second and the third harmonics are stabilized (suppressed and reduced) by the ablation effect. Meanwhile, the third-order negative feedback to the fundamental mode is also reduced by the ablation effect, and hence, the linear saturation amplitude (typically ∼0.2λ in our simulations) is increased significantly and therefore exceeds the classical prediction 0.1λ, especially for the strong ablation surface with a small perturbation wavelength. Overall, the ablation effect stabilizes the ARTI in the weakly nonlinear regime. Numerical results obtained are in general agreement with the recent weakly nonlinear theories and simulations

Evaluation of covariance for 238U cross sections

International Nuclear Information System (INIS)

Kawano, Toshihiko; Nakamura, Masahiro; Matsuda, Nobuyuki; Kanda, Yukinori

1995-01-01

Covariances of 238 U are generated using analytic functions for representation of the cross sections. The covariances of the (n,2n) and (n,3n) reactions are derived with a spline function, while the covariances of the total and the inelastic scattering cross section are estimated with a linearized nuclear model calculation. (author)

Nonlinear response time-dependent density functional theory combined with the effective fragment potential method

Energy Technology Data Exchange (ETDEWEB)

Zahariev, Federico; Gordon, Mark S., E-mail: mark@si.msg.chem.iastate.edu [Department of Chemistry, Iowa State University, Ames, Iowa 50011 (United States)

2014-05-14

This work presents an extension of the linear response TDDFT/EFP method to the nonlinear-response regime together with the implementation of nonlinear-response TDDFT/EFP in the quantum-chemistry computer package GAMESS. Included in the new method is the ability to calculate the two-photon absorption cross section and to incorporate solvent effects via the EFP method. The nonlinear-response TDDFT/EFP method is able to make correct qualitative predictions for both gas phase values and aqueous solvent shifts of several important nonlinear properties.

Homonuclear long-range correlation spectra from HMBC experiments by covariance processing.

Science.gov (United States)

Schoefberger, Wolfgang; Smrecki, Vilko; Vikić-Topić, Drazen; Müller, Norbert

2007-07-01

We present a new application of covariance nuclear magnetic resonance processing based on 1H--13C-HMBC experiments which provides an effective way for establishing indirect 1H--1H and 13C--13C nuclear spin connectivity at natural isotope abundance. The method, which identifies correlated spin networks in terms of covariance between one-dimensional traces from a single decoupled HMBC experiment, derives 13C--13C as well as 1H--1H spin connectivity maps from the two-dimensional frequency domain heteronuclear long-range correlation data matrix. The potential and limitations of this novel covariance NMR application are demonstrated on two compounds: eugenyl-beta-D-glucopyranoside and an emodin-derivative. Copyright (c) 2007 John Wiley & Sons, Ltd.

Linearity and Non-linearity of Photorefractive effect in Materials ...

African Journals Online (AJOL)

Linearity and Non-linearity of Photorefractive effect in Materials using the Band transport ... For low light beam intensities the change in the refractive index is ... field is spatially phase shifted by /2 relative to the interference fringe pattern, which ...

GLq(N)-covariant quantum algebras and covariant differential calculus

International Nuclear Information System (INIS)

Isaev, A.P.; Pyatov, P.N.

1993-01-01

We consider GL q (N)-covariant quantum algebras with generators satisfying quadratic polynomial relations. We show that, up to some inessential arbitrariness, there are only two kinds of such quantum algebras, namely, the algebras with q-deformed commutation and q-deformed anticommutation relations. The connection with the bicovariant differential calculus on the linear quantum groups is discussed. (orig.)

Fuzzy Stabilization for Nonlinear Discrete Ship Steering Stochastic Systems Subject to State Variance and Passivity Constraints

Directory of Open Access Journals (Sweden)

Wen-Jer Chang

2014-01-01

Full Text Available For nonlinear discrete-time stochastic systems, a fuzzy controller design methodology is developed in this paper subject to state variance constraint and passivity constraint. According to fuzzy model based control technique, the nonlinear discrete-time stochastic systems considered in this paper are represented by the discrete-time Takagi-Sugeno fuzzy models with multiplicative noise. Employing Lyapunov stability theory, upper bound covariance control theory, and passivity theory, some sufficient conditions are derived to find parallel distributed compensation based fuzzy controllers. In order to solve these sufficient conditions, an iterative linear matrix inequality algorithm is applied based on the linear matrix inequality technique. Finally, the fuzzy stabilization problem for nonlinear discrete ship steering stochastic systems is investigated in the numerical example to illustrate the feasibility and validity of proposed fuzzy controller design method.

Large-Scale Covariability Between Aerosol and Precipitation Over the 7-SEAS Region: Observations and Simulations

Science.gov (United States)

Huang, Jingfeng; Hsu, N. Christina; Tsay, Si-Chee; Zhang, Chidong; Jeong, Myeong Jae; Gautam, Ritesh; Bettenhausen, Corey; Sayer, Andrew M.; Hansell, Richard A.; Liu, Xiaohong;

Asset allocation with different covariance/correlation estimators

OpenAIRE

Μανταφούνη, Σοφία

2007-01-01

The subject of the study is to test whether the use of different covariance – correlation estimators than the historical covariance matrix that is widely used, would help in portfolio optimization through the mean-variance analysis. In other words, if an investor would like to use the mean-variance analysis in order to invest in assets like stocks or indices, would it be of some help to use more sophisticated estimators for the covariance matrix of the returns of his portfolio? The procedure ...

Imprint of non-linear effects on HI intensity mapping on large scales

Energy Technology Data Exchange (ETDEWEB)

Umeh, Obinna, E-mail: umeobinna@gmail.com [Department of Physics and Astronomy, University of the Western Cape, Cape Town 7535 (South Africa)

2017-06-01

Intensity mapping of the HI brightness temperature provides a unique way of tracing large-scale structures of the Universe up to the largest possible scales. This is achieved by using a low angular resolution radio telescopes to detect emission line from cosmic neutral Hydrogen in the post-reionization Universe. We use general relativistic perturbation theory techniques to derive for the first time the full expression for the HI brightness temperature up to third order in perturbation theory without making any plane-parallel approximation. We use this result and the renormalization prescription for biased tracers to study the impact of nonlinear effects on the power spectrum of HI brightness temperature both in real and redshift space. We show how mode coupling at nonlinear order due to nonlinear bias parameters and redshift space distortion terms modulate the power spectrum on large scales. The large scale modulation may be understood to be due to the effective bias parameter and effective shot noise.

Vacuum nonlinear electrodynamic polarization effects in hard emission of pulsars and magnetars

Energy Technology Data Exchange (ETDEWEB)

Denisov, V.I.; Sokolov, V.A.; Svertilov, S.I., E-mail: vid.msu@yandex.ru, E-mail: sokolov.sev@inbox.ru, E-mail: sis@coronas.ru [Physics Department, Moscow State University, Moscow (Russian Federation)

2017-09-01

The nonlinear electrodynamics influence of pulsar magnetic field on the electromagnetic pulse polarization is discussed from the point of observation interpretation. The calculations of pulsar magnetic field impact on the electromagnetic pulse polarization are made in such a way to make it easier to interpret these effects in space experiments. The law of hard emission pulse propagation in the pulsar magnetic field according to the vacuum (nonlinear electrodynamics is obtained. It has been shown, that due to the birefringence in the vacuum the front part of any hard emission pulse coming from a pulsar should be linearly polarized and the rest of pulse can have arbitrary polarization. The observational possibilities of vacuum birefringence are discussed. In this paper we give the estimations of detector parameters such as effective area, exposure time and necessity of polarization measurements with high accuracy. The combination of large area and extremely long exposure time gives the good opportunity to search the fine polarization effects like vacuum nonlinear electrodynamics birefringence.

Nonlinear dynamic effects in a two-wave CO2 laser

International Nuclear Information System (INIS)

Gorobets, V A; Kozlov, K V; Kuntsevich, B F; Petukhov, V O

1999-01-01

Theoretical and experimental investigations were made of nonlinear dynamic regimes of the operation of a two-wave CO 2 laser with cw excitation in an electric discharge and loss modulation in one of the channels. Nonlinear amplitude - frequency characteristics of each of the laser channels have two low-frequency resonance spikes, associated with forced linear oscillations of two coupled oscillators, and high-frequency spikes, corresponding to doubling of the period of the output radiation oscillations. At low loss-modulation frequencies the intensity oscillations of the output radiation in the coupled channels are in antiphase, whereas at high modulation frequencies the dynamics is cophasal. Nonlinear dynamic effects, such as doubling of the period and of the repetition frequency of the pulses and chaotic oscillations of the output radiation intensity, are observed for certain system parameters. (control of laser radiation parameters)

Nonlinear soil parameter effects on dynamic embedment of offshore pipeline on soft clay

Directory of Open Access Journals (Sweden)

Su Young Yu

2015-03-01

Full Text Available In this paper, the effects of nonlinear soft clay on dynamic embedment of offshore pipeline were investigated. Seabed embedment by pipe-soil interactions has impacts on the structural boundary conditions for various subsea structures such as pipeline, riser, pile, and many other systems. A number of studies have been performed to estimate real soil behavior, but their estimation of seabed embedment has not been fully identified and there are still many uncertainties. In this regards, comparison of embedment between field survey and existing empirical models has been performed to identify uncertainties and investigate the effect of nonlinear soil parameter on dynamic embedment. From the comparison, it is found that the dynamic embedment with installation effects based on nonlinear soil model have an influence on seabed embedment. Therefore, the pipe embedment under dynamic condition by nonlinear para- meters of soil models was investigated by Dynamic Embedment Factor (DEF concept, which is defined as the ratio of the dynamic and static embedment of pipeline, in order to overcome the gap between field embedment and currently used empirical and numerical formula. Although DEF through various researches is suggested, its range is too wide and it does not consider dynamic laying effect. It is difficult to find critical parameters that are affecting to the embedment result. Therefore, the study on dynamic embedment factor by soft clay parameters of nonlinear soil model was conducted and the sensitivity analyses about parameters of nonlinear soil model were performed as well. The tendency on dynamic embedment factor was found by conducting numerical analyses using OrcaFlex software. It is found that DEF was influenced by shear strength gradient than other factors. The obtained results will be useful to understand the pipe embedment on soft clay seabed for applying offshore pipeline designs such as on-bottom stability and free span analyses.

Students’ Covariational Reasoning in Solving Integrals’ Problems

Science.gov (United States)

Harini, N. V.; Fuad, Y.; Ekawati, R.

2018-01-01

Covariational reasoning plays an important role to indicate quantities vary in learning calculus. This study investigates students’ covariational reasoning during their studies concerning two covarying quantities in integral problem. Six undergraduate students were chosen to solve problems that involved interpreting and representing how quantities change in tandem. Interviews were conducted to reveal the students’ reasoning while solving covariational problems. The result emphasizes that undergraduate students were able to construct the relation of dependent variables that changes in tandem with the independent variable. However, students faced difficulty in forming images of continuously changing rates and could not accurately apply the concept of integrals. These findings suggest that learning calculus should be increased emphasis on coordinating images of two quantities changing in tandem about instantaneously rate of change and to promote conceptual knowledge in integral techniques.

Forecasting Covariance Matrices: A Mixed Frequency Approach

DEFF Research Database (Denmark)

Halbleib, Roxana; Voev, Valeri

This paper proposes a new method for forecasting covariance matrices of financial returns. The model mixes volatility forecasts from a dynamic model of daily realized volatilities estimated with high-frequency data with correlation forecasts based on daily data. This new approach allows for flexi......This paper proposes a new method for forecasting covariance matrices of financial returns. The model mixes volatility forecasts from a dynamic model of daily realized volatilities estimated with high-frequency data with correlation forecasts based on daily data. This new approach allows...... for flexible dependence patterns for volatilities and correlations, and can be applied to covariance matrices of large dimensions. The separate modeling of volatility and correlation forecasts considerably reduces the estimation and measurement error implied by the joint estimation and modeling of covariance...

Covariance upperbound controllers for networked control systems

International Nuclear Information System (INIS)

Ko, Sang Ho

2012-01-01

This paper deals with designing covariance upperbound controllers for a linear system that can be used in a networked control environment in which control laws are calculated in a remote controller and transmitted through a shared communication link to the plant. In order to compensate for possible packet losses during the transmission, two different techniques are often employed: the zero-input and the hold-input strategy. These use zero input and the latest control input, respectively, when a packet is lost. For each strategy, we synthesize a class of output covariance upperbound controllers for a given covariance upperbound and a packet loss probability. Existence conditions of the covariance upperbound controller are also provided for each strategy. Through numerical examples, performance of the two strategies is compared in terms of feasibility of implementing the controllers

Theory of plasmonic effects in nonlinear optics: the case of graphene

Science.gov (United States)

Rostami, Habib; Katsnelson, Mikhail I.; Polini, Marco; Mikhail I. Katsnelson Collaboration; Habib Rostami; Marco Polini Collaboration

The nonlinear optical properties of two-dimensional electronic systems are beginning to attract considerable interest both in the theoretical and experimental sectors. Recent experiments on the nonlinear optical properties of graphene reveal considerably strong third harmonic generation and four-wave mixing of this single-atomic-layer electronic system. We develop a large-N theory of electron-electron interaction corrections to multi-legged Feynman diagrams describing second- and third-order nonlinear response functions. Our theory is completely general and is useful to understand all second- and third-order nonlinear effects, including harmonic generation, wave mixing, and photon drag. We apply our theoretical framework to the case of graphene, by carrying out microscopic calculations of the second- and third-order nonlinear response functions of an interacting two-dimensional gas of massless Dirac fermions. We compare our results with recent measurements, where all-optical launching of graphene plasmons has been achieved. This work was supported by Fondazione Istituto Italiano di Tecnologia, the European Union's Horizon 2020 research and innovation programme under Grant agreement No. 696656 GrapheneCore, and the ERC Advanced Grant 338957 FEMTO/NANO (M.I.K.).

Lorentz covariant theory of gravitation

International Nuclear Information System (INIS)

Fagundes, H.V.

1974-12-01

An alternative method for the calculation of second order effects, like the secular shift of Mercury's perihelium is developed. This method uses the basic ideas of thirring combined with the more mathematical approach of Feyman. In the case of a static source, the treatment used is greatly simplified. Besides, Einstein-Infeld-Hoffmann's Lagrangian for a system of two particles and spin-orbit and spin-spin interactions of two particles with classical spin, ie, internal angular momentum in Moller's sense, are obtained from the Lorentz covariant theory

ERRORJ. Covariance processing code system for JENDL. Version 2

International Nuclear Information System (INIS)

Chiba, Gou

2003-09-01

ERRORJ is the covariance processing code system for Japanese Evaluated Nuclear Data Library (JENDL) that can produce group-averaged covariance data to apply it to the uncertainty analysis of nuclear characteristics. ERRORJ can treat the covariance data for cross sections including resonance parameters as well as angular distributions and energy distributions of secondary neutrons which could not be dealt with by former covariance processing codes. In addition, ERRORJ can treat various forms of multi-group cross section and produce multi-group covariance file with various formats. This document describes an outline of ERRORJ and how to use it. (author)

Cellular and circuit mechanisms maintain low spike co-variability and enhance population coding in somatosensory cortex

Directory of Open Access Journals (Sweden)

Cheng eLy

2012-03-01

Full Text Available The responses of cortical neurons are highly variable across repeated presentations of a stimulus. Understanding this variability is critical for theories of both sensory and motor processing, since response variance affects the accuracy of neural codes. Despite this influence, the cellular and circuit mechanisms that shape the trial-to-trial variability of population responses remain poorly understood. We used a combination of experimental and computational techniques to uncover the mechanisms underlying response variability of populations of pyramidal (E cells in layer 2/3 of rat whisker barrel cortex. Spike trains recorded from pairs of E-cells during either spontaneous activity or whisker deflected responses show similarly low levels of spiking co-variability, despite large differences in network activation between the two states. We developed network models that show how spike threshold nonlinearities dilutes E-cell spiking co-variability during spontaneous activity and low velocity whisker deflections. In contrast, during high velocity whisker deflections, cancelation mechanisms mediated by feedforward inhibition maintain low E-cell pairwise co-variability. Thus, the combination of these two mechanisms ensure low E-cell population variability over a wide range of whisker deflection velocities. Finally, we show how this active decorrelation of population variability leads to a drastic increase in the population information about whisker velocity. The canonical cellular and circuit components of our study suggest that low network variability over a broad range of neural states may generalize across the nervous system.

ACORNS, Covariance and Correlation Matrix Diagonalization

International Nuclear Information System (INIS)

Szondi, E.J.

1990-01-01

1 - Description of program or function: The program allows the user to verify the different types of covariance/correlation matrices used in the activation neutron spectrometry. 2 - Method of solution: The program performs the diagonalization of the input covariance/relative covariance/correlation matrices. The Eigen values are then analyzed to determine the rank of the matrices. If the Eigen vectors of the pertinent correlation matrix have also been calculated, the program can perform a complete factor analysis (generation of the factor matrix and its rotation in Kaiser's 'varimax' sense to select the origin of the correlations). 3 - Restrictions on the complexity of the problem: Matrix size is limited to 60 on PDP and to 100 on IBM PC/AT

Effects of heat exchange and nonlinearity on acoustic streaming in a vibrating cylindrical cavity.

Science.gov (United States)

Gubaidullin, Amir A; Yakovenko, Anna V

2015-06-01

Acoustic streaming in a gas filled cylindrical cavity subjected to the vibration effect is investigated numerically. Both thermally insulated walls and constant temperature walls are considered. The range of vibration frequencies from low frequencies, at which the process can be described by an approximate analytical solution, to high frequencies giving rise to strong nonlinear effects is studied. Frequencies lower than the resonant one are chosen, and nonlinearity is achieved due to the large amplitude. The problem is solved in an axisymmetric statement. The dependence of acoustic streaming in narrow channels at vibration frequencies lower than the resonant one on the type of thermal boundary conditions is shown. The streaming vortices' directions of rotation in the case of constant temperature walls are found to be opposite to those in the case of thermally insulated walls. Different nonlinear effects, which increase with the frequency of vibration, are obtained. Nonlinear effects manifesting as the nonuniformity of average temperature, pressure, and density are in turn found to be influencing the streaming velocity and streaming structure.

Joint nonlinearity effects in the design of a flexible truss structure control system

Science.gov (United States)

Mercadal, Mathieu

1986-01-01

Nonlinear effects are introduced in the dynamics of large space truss structures by the connecting joints which are designed with rather important tolerances to facilitate the assembly of the structures in space. The purpose was to develop means to investigate the nonlinear dynamics of the structures, particularly the limit cycles that might occur when active control is applied to the structures. An analytical method was sought and derived to predict the occurrence of limit cycles and to determine their stability. This method is mainly based on the quasi-linearization of every joint using describing functions. This approach was proven successful when simple dynamical systems were tested. Its applicability to larger systems depends on the amount of computations it requires, and estimates of the computational task tend to indicate that the number of individual sources of nonlinearity should be limited. Alternate analytical approaches, which do not account for every single nonlinearity, or the simulation of a simplified model of the dynamical system should, therefore, be investigated to determine a more effective way to predict limit cycles in large dynamical systems with an important number of distributed nonlinearities.

THEORETICAL EVALUATION OF NONLINEAR EFFECTS ON OPTICAL WDM NETWORKS WITH VARIOUS FIBER TYPES

Directory of Open Access Journals (Sweden)

YASIN M. KARFAA

2010-09-01

Full Text Available A theoretical study is carried out to evaluate the performance of an opticalwavelength division multiplexing (WDM network transmission system in the presenceof crosstalk due to optical fiber nonlinearities. The most significant nonlinear effects inthe optical fiber which are Cross-Phase Modulation (XPM, Four-Wave Mixing (FWM,and Stimulated Raman Scattering (SRS are investigated. Four types of optical fiber areincluded in the analysis; these are: single-mode fiber (SMF, dispersion compensationfiber (DCF, non-zero dispersion fiber (NZDF, and non-zero dispersion shifted fiber(NZDSF. The results represent the standard deviation of nonlinearity induced crosstalknoise power due to FWM and SRS, XPM power penalty for SMF, DCF, NZDF, andNZDSF types of fiber, besides the Bit Error Rate (BER for the three nonlinear effectsusing standard fiber type (SMF. It is concluded that three significant fiber nonlinearitiesare making huge limitations against increasing the launched power which is desired,otherwise, lower values of launched power limit network expansion including length,distance, covered areas, and number of users accessing the WDM network, unlesssuitable precautions are taken to neutralize the nonlinear effects. Besides, various fibertypes are not behaving similarly towards network parameters.

Condition Number Regularized Covariance Estimation*

Science.gov (United States)

Won, Joong-Ho; Lim, Johan; Kim, Seung-Jean; Rajaratnam, Bala

2012-01-01

Estimation of high-dimensional covariance matrices is known to be a difficult problem, has many applications, and is of current interest to the larger statistics community. In many applications including so-called the “large p small n” setting, the estimate of the covariance matrix is required to be not only invertible, but also well-conditioned. Although many regularization schemes attempt to do this, none of them address the ill-conditioning problem directly. In this paper, we propose a maximum likelihood approach, with the direct goal of obtaining a well-conditioned estimator. No sparsity assumption on either the covariance matrix or its inverse are are imposed, thus making our procedure more widely applicable. We demonstrate that the proposed regularization scheme is computationally efficient, yields a type of Steinian shrinkage estimator, and has a natural Bayesian interpretation. We investigate the theoretical properties of the regularized covariance estimator comprehensively, including its regularization path, and proceed to develop an approach that adaptively determines the level of regularization that is required. Finally, we demonstrate the performance of the regularized estimator in decision-theoretic comparisons and in the financial portfolio optimization setting. The proposed approach has desirable properties, and can serve as a competitive procedure, especially when the sample size is small and when a well-conditioned estimator is required. PMID:23730197

Covariate-adjusted measures of discrimination for survival data

DEFF Research Database (Denmark)

White, Ian R; Rapsomaniki, Eleni; Frikke-Schmidt, Ruth

2015-01-01

by the study design (e.g. age and sex) influence discrimination and can make it difficult to compare model discrimination between studies. Although covariate adjustment is a standard procedure for quantifying disease-risk factor associations, there are no covariate adjustment methods for discrimination...... statistics in censored survival data. OBJECTIVE: To develop extensions of the C-index and D-index that describe the prognostic ability of a model adjusted for one or more covariate(s). METHOD: We define a covariate-adjusted C-index and D-index for censored survival data, propose several estimators......, and investigate their performance in simulation studies and in data from a large individual participant data meta-analysis, the Emerging Risk Factors Collaboration. RESULTS: The proposed methods perform well in simulations. In the Emerging Risk Factors Collaboration data, the age-adjusted C-index and D-index were...

Heteroscedasticity resistant robust covariance matrix estimator

Czech Academy of Sciences Publication Activity Database

Víšek, Jan Ámos

2010-01-01

Roč. 17, č. 27 (2010), s. 33-49 ISSN 1212-074X Grant - others:GA UK(CZ) GA402/09/0557 Institutional research plan: CEZ:AV0Z10750506 Keywords : Regression * Covariance matrix * Heteroscedasticity * Resistant Subject RIV: BB - Applied Statistics, Operational Research http://library.utia.cas.cz/separaty/2011/SI/visek-heteroscedasticity resistant robust covariance matrix estimator.pdf

Altered structural covariance of the striatum in functional dyspepsia patients.

Science.gov (United States)

Liu, P; Zeng, F; Yang, F; Wang, J; Liu, X; Wang, Q; Zhou, G; Zhang, D; Zhu, M; Zhao, R; Wang, A; Gong, Q; Liang, F

2014-08-01

Functional dyspepsia (FD) is thought to be involved in dysregulation within the brain-gut axis. Recently, altered striatum activation has been reported in patients with FD. However, the gray matter (GM) volumes in the striatum and structural covariance patterns of this area are rarely explored. The purpose of this study was to examine the GM volumes and structural covariance patterns of the striatum between FD patients and healthy controls (HCs). T1-weighted magnetic resonance images were obtained from 44 FD patients and 39 HCs. Voxel-based morphometry (VBM) analysis was adopted to examine the GM volumes in the two groups. The caudate- or putamen-related regions identified from VBM analysis were then used as seeds to map the whole brain voxel-wise structural covariance patterns. Finally, a correlation analysis was used to investigate the effects of FD symptoms on the striatum. The results showed increased GM volumes in the bilateral putamen and right caudate. Compared with the structural covariance patterns of the HCs, the FD-related differences were mainly located in the amygdala, hippocampus/parahippocampus (HIPP/paraHIPP), thalamus, lingual gyrus, and cerebellum. And significant positive correlations were found between the volumes in the striatum and the FD duration in the patients. These findings provided preliminary evidence for GM changes in the striatum and different structural covariance patterns in patients with FD. The current results might expand our understanding of the pathophysiology of FD. © 2014 John Wiley & Sons Ltd.

Arranjos para efeitos fixos e estruturas de (covariâncias residuais para análises de medidas repetidas do peso de bovinos da raça Canchim Fixed effects arrays and residual covariance structures to analyze sequential weights of Canchim beef cattle

Directory of Open Access Journals (Sweden)

Fábio Luiz Buranelo Toral

2006-10-01

Full Text Available Este trabalho foi realizado com o objetivo de selecionar o arranjo para efeitos fixos e a estrutura de (covariância residual que melhor representam a variabilidade dos pesos dentro do rebanho e dentro dos indivíduos, considerando-se dados de pesos de bovinos analisados como medidas repetidas. Foram utilizados dados de peso de 3.690 bovinos Canchim, obtidos ao nascimento, à desmama, aos 12 e aos 18 meses de idade. Analisaram-se diferentes arranjos para os efeitos fixos (grupos de contemporâneos e/ou efeitos principais de ano, mês ou época de nascimento e sexo do bezerro e diferentes estruturas de (covariâncias para os resíduos, considerando-se ou não alteração da variância residual ao longo da vida do animal e alteração da correlação entre as medidas tomadas em intervalos diferentes. Os resultados indicaram que o arranjo mais adequado dos efeitos fixos para representar a variabilidade dos pesos dos animais dentro do rebanho foi o grupo de contemporâneos formado por ano, mês e sexo do bezerro e que as melhores estruturas de (covariâncias residuais foram a Fator Analítico de Primeira Ordem e a Não Estruturada, que consideram o aumento das variâncias com o aumento da idade do indivíduo e as correlações diferentes para cada par de medidas de peso.The aim of this work was to evaluate arrays of fixed effects and residual covariance structures that best fit the herd and the animal variability to weights at birth, weaning, twelve and eighteen months of 3,690 Canchim animals. Different arrays of fixed effects (contemporary groups and, or the main effects of year, month or season of birth and sex and different residual covariance structures (considering or not change of variance and of correlation between weights at different ages were studied. The results indicated that the most adequate array of fixed effects to fit herd variability was the contemporary group of year, month and sex. The best residual covariance structures were

Nonlinear effects in Pulsations of Compact Stars and Gravitational Waves

International Nuclear Information System (INIS)

Passamonti, A

2007-01-01

Nonlinear stellar oscillations can be studied by using a multiparameter perturbative approach, which is appropriate for investigating the low and mild nonlinear dynamical regimes. We present the main properties of our perturbative framework for describing, in the time domain, the nonlinear coupling between the radial and nonradial perturbations of spherically symmetric and perfect fluid compact stars. This particular coupling can be described by gauge invariant quantities that obeys a system of partial differential equations with source terms, which are made up of product of first order radial and nonradial perturbations. We report the results of numerical simulations for both the axial and polar coupling perturbations, that exhibit in the stellar dynamics and in the associated gravitational wave signal some interesting nonlinear effects, such as combination harmonics and resonances. In particular, we concentrate on the axial case, where the linear axial perturbations describe a harmonic component of a differentially rotating neutron star. The gravitational wave signal of this stellar configuration mirrors at second perturbative order the spectral features of the linear radial normal modes. In addition, a signal amplification appears when one of the radial frequencies is close to the axial w-mode frequencies of the star

Earth Observation System Flight Dynamics System Covariance Realism

Science.gov (United States)

Zaidi, Waqar H.; Tracewell, David

2016-01-01

This presentation applies a covariance realism technique to the National Aeronautics and Space Administration (NASA) Earth Observation System (EOS) Aqua and Aura spacecraft based on inferential statistics. The technique consists of three parts: collection calculation of definitive state estimates through orbit determination, calculation of covariance realism test statistics at each covariance propagation point, and proper assessment of those test statistics.

Assessing robustness of designs for random effects parameters for nonlinear mixed-effects models.

Science.gov (United States)

Duffull, Stephen B; Hooker, Andrew C

2017-12-01

Optimal designs for nonlinear models are dependent on the choice of parameter values. Various methods have been proposed to provide designs that are robust to uncertainty in the prior choice of parameter values. These methods are generally based on estimating the expectation of the determinant (or a transformation of the determinant) of the information matrix over the prior distribution of the parameter values. For high dimensional models this can be computationally challenging. For nonlinear mixed-effects models the question arises as to the importance of accounting for uncertainty in the prior value of the variances of the random effects parameters. In this work we explore the influence of the variance of the random effects parameters on the optimal design. We find that the method for approximating the expectation and variance of the likelihood is of potential importance for considering the influence of random effects. The most common approximation to the likelihood, based on a first-order Taylor series approximation, yields designs that are relatively insensitive to the prior value of the variance of the random effects parameters and under these conditions it appears to be sufficient to consider uncertainty on the fixed-effects parameters only.

Non-linear effects in the Boltzmann equation

International Nuclear Information System (INIS)

Barrachina, R.O.

1985-01-01

The Boltzmann equation is studied by defining an integral transformation of the energy distribution function for an isotropic and homogeneous gas. This transformation may be interpreted as a linear superposition of equilibrium states with variable temperatures. It is shown that the temporal evolution features of the distribution function are determined by the singularities of said transformation. This method is applied to Maxwell and Very Hard Particle interaction models. For the latter, the solution of the Boltzmann equation with the solution of its linearized version is compared, finding out many basic discrepancies and non-linear effects. This gives a hint to propose a new rational approximation method with a clear physical meaning. Applying this technique, the relaxation features of the BKW (Bobylev, Krook anf Wu) mode is analyzed, finding a conclusive counter-example for the Krook and Wu conjecture. The anisotropic Boltzmann equation for Maxwell models is solved as an expansion in terms of the eigenfunctions of the corresponding linearized collision operator, finding interesting transient overpopulation and underpopulation effects at thermal energies as well as a new preferential spreading effect. By analyzing the initial collision, a criterion is established to deduce the general features of the final approach to equilibrium. Finally, it is shown how to improve the convergence of the eigenfunction expansion for high energy underpopulated distribution functions. As an application of this theory, the linear cascade model for sputtering is analyzed, thus finding out that many differences experimentally observed are due to non-linear effects. (M.E.L.) [es

Early selection in open-pollinated Eucalyptus families based on competition covariates

Directory of Open Access Journals (Sweden)

Bruno Ettore Pavan

2014-06-01

Full Text Available The objetive of this work was to evaluate the influence of intergenotypic competition in open-pollinated families of Eucalyptus and its effects on early selection efficiency. Two experiments were carried out, in which the timber volume was evaluated at three ages, in a randomized complete block design. Data from the three years of evaluation (experiment 1, at 2, 4, and 7 years; and experiment 2, at 2, 5, and 7 years were analyzed using mixed models. The following were estimated: variance components, genetic parameters, selection gains, effective number, early selection efficiency, selection gain per unit time, and coincidence of selection with and without the use of competition covariates. Competition effect was nonsignificant for ages under three years, and adjustment using competition covariates was unnecessary. Early selection for families is effective; families that have a late growth spurt are more vulnerable to competition, which markedly impairs ranking at the end of the cycle. Early selection is efficient according to all adopted criteria, and the age of around three years is the most recommended, given the high efficiency and accuracy rate in the indication of trees and families. The addition of competition covariates at the end of the cycle improves early selection efficiency for almost all studied criteria.

Early grey matter changes in structural covariance networks in Huntington's disease.

Science.gov (United States)

Coppen, Emma M; van der Grond, Jeroen; Hafkemeijer, Anne; Rombouts, Serge A R B; Roos, Raymund A C

2016-01-01

Progressive subcortical changes are known to occur in Huntington's disease (HD), a hereditary neurodegenerative disorder. Less is known about the occurrence and cohesion of whole brain grey matter changes in HD. We aimed to detect network integrity changes in grey matter structural covariance networks and examined relationships with clinical assessments. Structural magnetic resonance imaging data of premanifest HD ( n  = 30), HD patients (n = 30) and controls (n = 30) was used to identify ten structural covariance networks based on a novel technique using the co-variation of grey matter with independent component analysis in FSL. Group differences were studied controlling for age and gender. To explore whether our approach is effective in examining grey matter changes, regional voxel-based analysis was additionally performed. Premanifest HD and HD patients showed decreased network integrity in two networks compared to controls. One network included the caudate nucleus, precuneous and anterior cingulate cortex (in HD p  covariance might be a sensitive approach to reveal early grey matter changes, especially for premanifest HD.

Nonlinear effects in dynamic analysis and design of nuclear power plant components: research status and needs

Energy Technology Data Exchange (ETDEWEB)

Stoykovich, M [Burns and Roe, Inc., New York (USA)

1978-10-01

This paper encompasses nonlinear effects in dynamic analysis and design of nuclear power plant facilities. The history of plasticity as a science is briefly discussed, and nonlinear cases of special interest are described. Approaches to some of the nonlinear problems are presented. These include the nonlinearity due to foundation-structure interaction associated with the base slab uplift during seismic disturbances, the nonlinear base-isolation system for the reduction of earthquake-generated forces and deformations of superstructures, nonlinear systems having restoring-force functions in case of gaps and liift-off conditions, and nonlinearity of viscoelastic systems due to inelastic deformations. Available computer programs information for the solution of various types of nonlinear problems are provided. Advantages and disadvantages of some of the nonlinear and linear analyses are discussed. Comparison of some nonlinear and linear results of analyses are presented. Conclusions are reached with regard to research status and recommendations for further studies and for performing non-linear analyses associated with the problems of nonlinearity are presented.

Nonlinear effects in dynamic analysis and design of nuclear power plant components: research status and needs

International Nuclear Information System (INIS)

Stoykovich, M.

1978-01-01

This paper encompasses nonlinear effects in dynamic analysis and design of nuclear power plant facilities. The history of plasticity as a science is briefly discussed, and nonlinear cases of special interest are described. Approaches to some of the nonlinear problems are presented. These include the nonlinearity due to foundation-structure interaction associated with the base slab uplift during seismic disturbances, the nonlinear base-isolation system for the reduction of earthquake-generated forces and deformations of superstructures, nonlinear systems having restoring-force functions in case of gaps and liift-off conditions, and nonlinearity of viscoelastic systems due to inelastic deformations. Available computer programs information for the solution of various types of nonlinear problems are provided. Advantages and disadvantages of some of the nonlinear and linear analyses are discussed. Comparison of some nonlinear and linear results of analyses are presented. Conclusions are reached with regard to research status and recommendations for further studies and for performing non-linear analyses associated with the problems of nonlinearity are presented. (Auth.)

Determination of covariant Schwinger terms in anomalous gauge theories

International Nuclear Information System (INIS)

Kelnhofer, G.

1991-01-01

A functional integral method is used to determine equal time commutators between the covariant currents and the covariant Gauss-law operators in theories which are affected by an anomaly. By using a differential geometrical setup we show how the derivation of consistent- and covariant Schwinger terms can be understood on an equal footing. We find a modified consistency condition for the covariant anomaly. As a by-product the Bardeen-Zumino functional, which relates consistent and covariant anomalies, can be interpreted as connection on a certain line bundle over all gauge potentials. Finally the commutator anomalies are calculated for the two- and four dimensional case. (Author) 13 refs

Coherent states and covariant semi-spectral measures

International Nuclear Information System (INIS)

Scutaru, H.

1976-01-01

The close connection between Mackey's theory of imprimitivity systems and the so called generalized coherent states introduced by Perelomov is established. Coherent states give a covariant description of the ''localization'' of a quantum system in the phase space in a similar way as the imprimitivity systems give a covariant description of the localization of a quantum system in the configuration space. The observation that for any system of coherent states one can define a covariant semi-spectral measure made possible a rigurous formulation of this idea. A generalization of the notion of coherent states is given. Covariant semi-spectral measures associated with systems of coherent states are defined and characterized. Necessary and sufficient conditions for a unitary representation of a Lie group to be i) a subrepresentation of an induced one and ii) a representation with coherent states are given (author)

Geometric nonlinear effects on the planar dynamics of a pivoted flexible beam encountering a point-surface impact

International Nuclear Information System (INIS)

Li Qing; Wang Tianshu; Ma Xingrui

2009-01-01

Flexible-body modeling with geometric nonlinearities remains a hot topic of research by applications in multibody system dynamics undergoing large overall motions. However, the geometric nonlinear effects on the impact dynamics of flexible multibody systems have attracted significantly less attention. In this paper, a point-surface impact problem between a rigid ball and a pivoted flexible beam is investigated. The Hertzian contact law is used to describe the impact process, and the dynamic equations are formulated in the floating frame of reference using the assumed mode method. The two important geometric nonlinear effects of the flexible beam are taken into account, i.e., the longitudinal foreshortening effect due to the transverse deformation, and the stress stiffness effect due to the axial force. The simulation results show that good consistency can be obtained with the nonlinear finite element program ABAQUS/Explicit if proper geometric nonlinearities are included in the floating frame formulation. Specifically, only the foreshortening effect should be considered in a pure transverse impact for efficiency, while the stress stiffness effect should be further considered in an oblique case with much more computational effort. It also implies that the geometric nonlinear effects should be considered properly in the impact dynamic analysis of more general flexible multibody systems

A Flexible Nonlinear Modelling Framework for Nonstationary Generalized Extreme Value Analysis in Hydrology and Climatology

Science.gov (United States)

Cannon, A. J.

2009-12-01

Parameters in a Generalized Extreme Value (GEV) distribution are specified as a function of covariates using a conditional density network (CDN), which is a probabilistic extension of the multilayer perceptron neural network. If the covariate is time, or is dependent on time, then the GEV-CDN model can be used to perform nonlinear, nonstationary GEV analysis of hydrological or climatological time series. Due to the flexibility of the neural network architecture, the model is capable of representing a wide range of nonstationary relationships. Model parameters are estimated by generalized maximum likelihood, an approach that is tailored to the estimation of GEV parameters from geophysical time series. Model complexity is identified using the Bayesian information criterion and the Akaike information criterion with small sample size correction. Monte Carlo simulations are used to validate GEV-CDN performance on four simple synthetic problems. The model is then demonstrated on precipitation data from southern California, a series that exhibits nonstationarity due to interannual/interdecadal climatic variability. A hierarchy of models can be defined by adjusting three aspects of the GEV-CDN model architecture: (i) by specifying either a linear or a nonlinear hidden-layer activation function; (ii) by adjusting the number of hidden-layer nodes; or (iii) by disconnecting weights leading to output-layer nodes. To illustrate, five GEV-CDN models are shown here in order of increasing complexity for the case of a single covariate, which, in this case, is assumed to be time. The shape parameter is assumed to be constant in all models, although this is not a requirement of the GEV-CDN framework.

Nonlinear optical properties of silicon waveguides

International Nuclear Information System (INIS)

Tsang, H K; Liu, Y

2008-01-01

Recent work on two-photon absorption (TPA), stimulated Raman scattering (SRS) and optical Kerr effect in silicon-on-insulator (SOI) waveguides is reviewed and some potential applications of these optical nonlinearities, including silicon-based autocorrelation detectors, optical amplifiers, high speed optical switches, optical wavelength converters and self-phase modulation (SPM), are highlighted. The importance of free carriers generated by TPA in nonlinear devices is discussed, and a generalized definition of the nonlinear effective length to cater for nonlinear losses is proposed. How carrier lifetime engineering, and in particular the use of helium ion implantation, can enhance the nonlinear effective length for nonlinear devices is also discussed

Covariance NMR Processing and Analysis for Protein Assignment.

Science.gov (United States)

Harden, Bradley J; Frueh, Dominique P

2018-01-01

During NMR resonance assignment it is often necessary to relate nuclei to one another indirectly, through their common correlations to other nuclei. Covariance NMR has emerged as a powerful technique to correlate such nuclei without relying on error-prone peak peaking. However, false-positive artifacts in covariance spectra have impeded a general application to proteins. We recently introduced pre- and postprocessing steps to reduce the prevalence of artifacts in covariance spectra, allowing for the calculation of a variety of 4D covariance maps obtained from diverse combinations of pairs of 3D spectra, and we have employed them to assign backbone and sidechain resonances in two large and challenging proteins. In this chapter, we present a detailed protocol describing how to (1) properly prepare existing 3D spectra for covariance, (2) understand and apply our processing script, and (3) navigate and interpret the resulting 4D spectra. We also provide solutions to a number of errors that may occur when using our script, and we offer practical advice when assigning difficult signals. We believe such 4D spectra, and covariance NMR in general, can play an integral role in the assignment of NMR signals.

Large Covariance Estimation by Thresholding Principal Orthogonal Complements.

Science.gov (United States)

Fan, Jianqing; Liao, Yuan; Mincheva, Martina

2013-09-01

This paper deals with the estimation of a high-dimensional covariance with a conditional sparsity structure and fast-diverging eigenvalues. By assuming sparse error covariance matrix in an approximate factor model, we allow for the presence of some cross-sectional correlation even after taking out common but unobservable factors. We introduce the Principal Orthogonal complEment Thresholding (POET) method to explore such an approximate factor structure with sparsity. The POET estimator includes the sample covariance matrix, the factor-based covariance matrix (Fan, Fan, and Lv, 2008), the thresholding estimator (Bickel and Levina, 2008) and the adaptive thresholding estimator (Cai and Liu, 2011) as specific examples. We provide mathematical insights when the factor analysis is approximately the same as the principal component analysis for high-dimensional data. The rates of convergence of the sparse residual covariance matrix and the conditional sparse covariance matrix are studied under various norms. It is shown that the impact of estimating the unknown factors vanishes as the dimensionality increases. The uniform rates of convergence for the unobserved factors and their factor loadings are derived. The asymptotic results are also verified by extensive simulation studies. Finally, a real data application on portfolio allocation is presented.

An Empirical State Error Covariance Matrix for Batch State Estimation

Science.gov (United States)

Frisbee, Joseph H., Jr.

2011-01-01

State estimation techniques serve effectively to provide mean state estimates. However, the state error covariance matrices provided as part of these techniques suffer from some degree of lack of confidence in their ability to adequately describe the uncertainty in the estimated states. A specific problem with the traditional form of state error covariance matrices is that they represent only a mapping of the assumed observation error characteristics into the state space. Any errors that arise from other sources (environment modeling, precision, etc.) are not directly represented in a traditional, theoretical state error covariance matrix. Consider that an actual observation contains only measurement error and that an estimated observation contains all other errors, known and unknown. It then follows that a measurement residual (the difference between expected and observed measurements) contains all errors for that measurement. Therefore, a direct and appropriate inclusion of the actual measurement residuals in the state error covariance matrix will result in an empirical state error covariance matrix. This empirical state error covariance matrix will fully account for the error in the state estimate. By way of a literal reinterpretation of the equations involved in the weighted least squares estimation algorithm, it is possible to arrive at an appropriate, and formally correct, empirical state error covariance matrix. The first specific step of the method is to use the average form of the weighted measurement residual variance performance index rather than its usual total weighted residual form. Next it is helpful to interpret the solution to the normal equations as the average of a collection of sample vectors drawn from a hypothetical parent population. From here, using a standard statistical analysis approach, it directly follows as to how to determine the standard empirical state error covariance matrix. This matrix will contain the total uncertainty in the

Nonlinear refractive index measurements and self-action effects in Roselle-Hibiscus Sabdariffa solutions

Science.gov (United States)

Henari, F. Z.; Al-Saie, A.

2006-12-01

We report the observation of self-action phenomena, such as self-focusing, self-defocusing, self-phase modulation and beam fanning in Roselle-Hibiscus Sabdariffa solutions. This material is found to be a new type of natural nonlinear media, and the nonlinear reflective index coefficient has been determined using a Z-scan technique and by measuring the critical power for the self-trapping effect. Z-scan measurements show that this material has a large negative nonlinear refractive index, n 2 = 1 × 10-4 esu. A comparison between the experimental n 2 values and the calculated thermal value for n 2 suggests that the major contribution to nonlinear response is of thermal origin.

Canonical formulations of full nonlinear topologically massive gravity

International Nuclear Information System (INIS)

Deser, S.; Xiang, X.

1991-01-01

First-order forms of the complete nonlinear Einstein plus Chern-Simons third-derivative-order action are exhibited in both metric and dreibein forms. The 'hamiltonians' are combinations of diffeomorphism and tangent space rotation generators as expected of generally covariant systems; the pure Chern-Simons hamiltonian has an additional, conformal transformation, term. These constraints reduce the apparent number of degrees of freedom to 1 and 0 respectively. The constraint algebras close, as required by this counting, without second-class constraints. The nature of the noninvariant terms in the Chern-Simons lagrangian density is discussed. For comparison, the linearized limit and the corresponding nonabelian vector action's canonical form are also given. (orig.)

Some remarks on general covariance of quantum theory

International Nuclear Information System (INIS)

Schmutzer, E.

1977-01-01

If one accepts Einstein's general principle of relativity (covariance principle) also for the sphere of microphysics (quantum, mechanics, quantum field theory, theory of elemtary particles), one has to ask how far the fundamental laws of traditional quantum physics fulfil this principle. Attention is here drawn to a series of papers that have appeared during the last years, in which the author criticized the usual scheme of quantum theory (Heisenberg picture, Schroedinger picture etc.) and presented a new foundation of the basic laws of quantum physics, obeying the 'principle of fundamental covariance' (Einstein's covariance principle in space-time and covariance principle in Hilbert space of quantum operators and states). (author)

Probing Anderson localization of light by weak non-linear effects

International Nuclear Information System (INIS)

Sperling, T; Bührer, W; Maret, G; Ackermann, M; Aegerter, C M

2014-01-01

Breakdown of wave transport due to strong disorder is a universal phenomenon known as Anderson localization (AL). It occurs because of the macroscopic population of reciprocal multiple scattering paths, which in three dimensional systems happens at a critical scattering strength. Intensities on these random loops should thus be highly increased relative to those of a diffusive sample. In order to highlight localized modes of light, we exploit the optical nonlinearities of TiO 2 . Power dependent and spectrally resolved time of flight distribution measurements in transmission through slabs of TiO 2 powders at various turbidities reveal that mostly long loops are affected by nonlinearities and that the deviations from diffusive transport observed at long times are due to these localized modes. Our data are a first step in the experimental investigation of the interplay between nonlinear effects and AL in 3D. (fast track communication)

Influence of thermal effects induced by nonlinear absorption on four-wave mixing in silicon waveguides

DEFF Research Database (Denmark)

Pu, Minhao; Chen, Yaohui; Yvind, Kresten

2014-01-01

Influence of thermal effects induced by nonlinear absorption on four-wave mixing in silicon waveguides is investigated. A conversion bandwidth reduction up to 63% is observed in simulation due to the thermal effects.......Influence of thermal effects induced by nonlinear absorption on four-wave mixing in silicon waveguides is investigated. A conversion bandwidth reduction up to 63% is observed in simulation due to the thermal effects....

The Bayesian Covariance Lasso.

Science.gov (United States)

Khondker, Zakaria S; Zhu, Hongtu; Chu, Haitao; Lin, Weili; Ibrahim, Joseph G

2013-04-01

Estimation of sparse covariance matrices and their inverse subject to positive definiteness constraints has drawn a lot of attention in recent years. The abundance of high-dimensional data, where the sample size ( n ) is less than the dimension ( d ), requires shrinkage estimation methods since the maximum likelihood estimator is not positive definite in this case. Furthermore, when n is larger than d but not sufficiently larger, shrinkage estimation is more stable than maximum likelihood as it reduces the condition number of the precision matrix. Frequentist methods have utilized penalized likelihood methods, whereas Bayesian approaches rely on matrix decompositions or Wishart priors for shrinkage. In this paper we propose a new method, called the Bayesian Covariance Lasso (BCLASSO), for the shrinkage estimation of a precision (covariance) matrix. We consider a class of priors for the precision matrix that leads to the popular frequentist penalties as special cases, develop a Bayes estimator for the precision matrix, and propose an efficient sampling scheme that does not precalculate boundaries for positive definiteness. The proposed method is permutation invariant and performs shrinkage and estimation simultaneously for non-full rank data. Simulations show that the proposed BCLASSO performs similarly as frequentist methods for non-full rank data.

Single nano-hole as a new effective nonlinear element for third-harmonic generation

Science.gov (United States)

Melentiev, P. N.; Konstantinova, T. V.; Afanasiev, A. E.; Kuzin, A. A.; Baturin, A. S.; Tausenev, A. V.; Konyaschenko, A. V.; Balykin, V. I.

2013-07-01

In this letter, we report on a particularly strong optical nonlinearity at the nanometer scale in aluminum. A strong optical nonlinearity of the third order was demonstrated on a single nanoslit. Single nanoslits of different aspect ratio were excited by a laser pulse (120 fs) at the wavelength 1.5 μm, leading predominantly to third-harmonic generation (THG). It has been shown that strong surface plasmon resonance in a nanoslit allows the realization of an effective nanolocalized source of third-harmonic radiation. We show also that a nanoslit in a metal film has a significant advantage in nonlinear processes over its Babinet complementary nanostructure (nanorod): the effective abstraction of heat in a film with a slit makes it possible to use much higher laser radiation intensities.

Terahertz Nonlinear Optics in Semiconductors

DEFF Research Database (Denmark)

Turchinovich, Dmitry; Hvam, Jørn Märcher; Hoffmann, Matthias C.

2013-01-01

We demonstrate the nonlinear optical effects – selfphase modulation and saturable absorption of a single-cycle THz pulse in a semiconductor. Resulting from THz-induced modulation of Drude plasma, these nonlinear optical effects, in particular, lead to self-shortening and nonlinear spectral...... breathing of a single-cycle THz pulse in a semiconductor....

Distributed nonlinear optical response

DEFF Research Database (Denmark)

Nikolov, Nikola Ivanov

2005-01-01

of bound states of out of phase bright solitons and dark solitons. Also, the newly introduced analogy between the nonlocal cubic nonlinear and the quadratic nonlinear media, presented in paper B and Chapter 3 is discussed. In particular it supplies intuitive physical meaning of the formation of solitons...... in quadratic nonlinear media. In the second part of the report (Chapter 4), the possibility to obtain light with ultrabroad spectrum due to the interplay of many nonlinear effects based on cubic nonlinearity is investigated thoroughly. The contribution of stimulated Raman scattering, a delayed nonlinear...... a modified nonlinear Schroedinger model equation. Chapter 4 and papers D and E are dedicated to this part of the research....

Game Theory of Tumor–Stroma Interactions in Multiple Myeloma: Effect of Nonlinear Benefits

Directory of Open Access Journals (Sweden)

Javad Salimi Sartakhti

2018-05-01

Full Text Available Cancer cells and stromal cells often exchange growth factors with paracrine effects that promote cell growth: a form of cooperation that can be studied by evolutionary game theory. Previous models have assumed that interactions between cells are pairwise or that the benefit of a growth factor is a linear function of its concentration. Diffusible factors, however, affect multiple cells and generally have nonlinear effects, and these differences are known to have important consequences for evolutionary dynamics. Here, we study tumor–stroma paracrine signaling using a model with multiplayer collective interactions in which growth factors have nonlinear effects. We use multiple myeloma as an example, modelling interactions between malignant plasma cells, osteoblasts, and osteoclasts. Nonlinear benefits can lead to results not observed in linear models, including internal mixed stable equilibria and cyclical dynamics. Models with linear effects, therefore, do not lead to a meaningful characterization of the dynamics of tumor–stroma interactions. To understand the dynamics and the effect of therapies it is necessary to estimate the shape of the benefit functions experimentally and parametrize models based on these functions.

Nonlinear Optics and Applications

Science.gov (United States)

Abdeldayem, Hossin A. (Editor); Frazier, Donald O. (Editor)

2007-01-01

Nonlinear optics is the result of laser beam interaction with materials and started with the advent of lasers in the early 1960s. The field is growing daily and plays a major role in emerging photonic technology. Nonlinear optics play a major role in many of the optical applications such as optical signal processing, optical computers, ultrafast switches, ultra-short pulsed lasers, sensors, laser amplifiers, and many others. This special review volume on Nonlinear Optics and Applications is intended for those who want to be aware of the most recent technology. This book presents a survey of the recent advances of nonlinear optical applications. Emphasis will be on novel devices and materials, switching technology, optical computing, and important experimental results. Recent developments in topics which are of historical interest to researchers, and in the same time of potential use in the fields of all-optical communication and computing technologies, are also included. Additionally, a few new related topics which might provoke discussion are presented. The book includes chapters on nonlinear optics and applications; the nonlinear Schrodinger and associated equations that model spatio-temporal propagation; the supercontinuum light source; wideband ultrashort pulse fiber laser sources; lattice fabrication as well as their linear and nonlinear light guiding properties; the second-order EO effect (Pockels), the third-order (Kerr) and thermo-optical effects in optical waveguides and their applications in optical communication; and, the effect of magnetic field and its role in nonlinear optics, among other chapters.

Cumulative effect of structural nonlinearities: chaotic dynamics of cantilever beam system with impacts

International Nuclear Information System (INIS)

Emans, Joseph; Wiercigroch, Marian; Krivtsov, Anton M.

2005-01-01

The nonlinear analysis of a common beam system was performed, and the method for such, outlined and presented. Nonlinear terms for the governing dynamic equations were extracted and the behaviour of the system was investigated. The analysis was carried out with and without physically realistic parameters, to show the characteristics of the system, and the physically realistic responses. Also, the response as part of a more complex system was considered, in order to investigate the cumulative effects of nonlinearities. Chaos, as well as periodic motion was found readily for the physically unrealistic parameters. In addition, nonlinear behaviour such as co-existence of attractors was found even at modest oscillation levels during investigations with realistic parameters. When considered as part of a more complex system with further nonlinearities, comparisons with linear beam theory show the classical approach to be lacking in accuracy of qualitative predictions, even at weak oscillations

Lossy effects in a nonlinear nematic optical fiber

Science.gov (United States)

Rodríguez, R. F.; Reyes, J. A.

2001-09-01

We use the multiple scales method to derive a generalized nonlinear Schrödinger equation that takes into account the dissipative effects in the reorientation of a nematic confined in a cylindrical waveguide. This equation has soliton-like solutions and predicts a decrease in the penetration length of the optical solitons for each propagating mode with respect to the dissipationless case.

Three-dimensional evidence network plot system: covariate imbalances and effects in network meta-analysis explored using a new software tool.

Science.gov (United States)

Batson, Sarah; Score, Robert; Sutton, Alex J

2017-06-01

The aim of the study was to develop the three-dimensional (3D) evidence network plot system-a novel web-based interactive 3D tool to facilitate the visualization and exploration of covariate distributions and imbalances across evidence networks for network meta-analysis (NMA). We developed the 3D evidence network plot system within an AngularJS environment using a third party JavaScript library (Three.js) to create the 3D element of the application. Data used to enable the creation of the 3D element for a particular topic are inputted via a Microsoft Excel template spreadsheet that has been specifically formatted to hold these data. We display and discuss the findings of applying the tool to two NMA examples considering multiple covariates. These two examples have been previously identified as having potentially important covariate effects and allow us to document the various features of the tool while illustrating how it can be used. The 3D evidence network plot system provides an immediate, intuitive, and accessible way to assess the similarity and differences between the values of covariates for individual studies within and between each treatment contrast in an evidence network. In this way, differences between the studies, which may invalidate the usual assumptions of an NMA, can be identified for further scrutiny. Hence, the tool facilitates NMA feasibility/validity assessments and aids in the interpretation of NMA results. The 3D evidence network plot system is the first tool designed specifically to visualize covariate distributions and imbalances across evidence networks in 3D. This will be of primary interest to systematic review and meta-analysis researchers and, more generally, those assessing the validity and robustness of an NMA to inform reimbursement decisions. Copyright © 2017 Elsevier Inc. All rights reserved.

Cosmic censorship conjecture revisited: covariantly

International Nuclear Information System (INIS)

Hamid, Aymen I M; Goswami, Rituparno; Maharaj, Sunil D

2014-01-01

In this paper we study the dynamics of the trapped region using a frame independent semi-tetrad covariant formalism for general locally rotationally symmetric (LRS) class II spacetimes. We covariantly prove some important geometrical results for the apparent horizon, and state the necessary and sufficient conditions for a singularity to be locally naked. These conditions bring out, for the first time in a quantitative and transparent manner, the importance of the Weyl curvature in deforming and delaying the trapped region during continual gravitational collapse, making the central singularity locally visible. (paper)

Evaluation of covariance in theoretical calculation of nuclear data

International Nuclear Information System (INIS)

Kikuchi, Yasuyuki

1981-01-01

Covariances of the cross sections are discussed on the statistical model calculations. Two categories of covariance are discussed: One is caused by the model approximation and the other by the errors in the model parameters. As an example, the covariances are calculated for 100 Ru. (author)

Updated Covariance Processing Capabilities in the AMPX Code System

International Nuclear Information System (INIS)

Wiarda, Dorothea; Dunn, Michael E.

2007-01-01

A concerted effort is in progress within the nuclear data community to provide new cross-section covariance data evaluations to support sensitivity/uncertainty analyses of fissionable systems. The objective of this work is to update processing capabilities of the AMPX library to process the latest Evaluated Nuclear Data File (ENDF)/B formats to generate covariance data libraries for radiation transport software such as SCALE. The module PUFF-IV was updated to allow processing of new ENDF covariance formats in the resolved resonance region. In the resolved resonance region, covariance matrices are given in terms of resonance parameters, which need to be processed into covariance matrices with respect to the group-averaged cross-section data. The parameter covariance matrix can be quite large if the evaluation has many resonances. The PUFF-IV code has recently been used to process an evaluation of 235U, which was prepared in collaboration between Oak Ridge National Laboratory and Los Alamos National Laboratory.

Large Covariance Estimation by Thresholding Principal Orthogonal Complements

Science.gov (United States)

Fan, Jianqing; Liao, Yuan; Mincheva, Martina

2012-01-01

This paper deals with the estimation of a high-dimensional covariance with a conditional sparsity structure and fast-diverging eigenvalues. By assuming sparse error covariance matrix in an approximate factor model, we allow for the presence of some cross-sectional correlation even after taking out common but unobservable factors. We introduce the Principal Orthogonal complEment Thresholding (POET) method to explore such an approximate factor structure with sparsity. The POET estimator includes the sample covariance matrix, the factor-based covariance matrix (Fan, Fan, and Lv, 2008), the thresholding estimator (Bickel and Levina, 2008) and the adaptive thresholding estimator (Cai and Liu, 2011) as specific examples. We provide mathematical insights when the factor analysis is approximately the same as the principal component analysis for high-dimensional data. The rates of convergence of the sparse residual covariance matrix and the conditional sparse covariance matrix are studied under various norms. It is shown that the impact of estimating the unknown factors vanishes as the dimensionality increases. The uniform rates of convergence for the unobserved factors and their factor loadings are derived. The asymptotic results are also verified by extensive simulation studies. Finally, a real data application on portfolio allocation is presented. PMID:24348088

Moderating the Covariance Between Family Member’s Substance Use Behavior

Science.gov (United States)

Eaves, Lindon J.; Neale, Michael C.

2014-01-01

Twin and family studies implicitly assume that the covariation between family members remains constant across differences in age between the members of the family. However, age-specificity in gene expression for shared environmental factors could generate higher correlations between family members who are more similar in age. Cohort effects (cohort × genotype or cohort × common environment) could have the same effects, and both potentially reduce effect sizes estimated in genome-wide association studies where the subjects are heterogeneous in age. In this paper we describe a model in which the covariance between twins and non-twin siblings is moderated as a function of age difference. We describe the details of the model and simulate data using a variety of different parameter values to demonstrate that model fitting returns unbiased parameter estimates. Power analyses are then conducted to estimate the sample sizes required to detect the effects of moderation in a design of twins and siblings. Finally, the model is applied to data on cigarette smoking. We find that (1) the model effectively recovers the simulated parameters, (2) the power is relatively low and therefore requires large sample sizes before small to moderate effect sizes can be found reliably, and (3) the genetic covariance between siblings for smoking behavior decays very rapidly. Result 3 implies that, e.g., genome-wide studies of smoking behavior that use individuals assessed at different ages, or belonging to different birth-year cohorts may have had substantially reduced power to detect effects of genotype on cigarette use. It also implies that significant special twin environmental effects can be explained by age-moderation in some cases. This effect likely contributes to the missing heritability paradox. PMID:24647834

Measurement and fitting techniques for the assessment of material nonlinearity using nonlinear Rayleigh waves

Energy Technology Data Exchange (ETDEWEB)

Torello, David [GW Woodruff School of Mechanical Engineering, Georgia Tech (United States); Kim, Jin-Yeon [School of Civil and Environmental Engineering, Georgia Tech (United States); Qu, Jianmin [Department of Civil and Environmental Engineering, Northwestern University (United States); Jacobs, Laurence J. [School of Civil and Environmental Engineering, Georgia Tech and GW Woodruff School of Mechanical Engineering, Georgia Tech (United States)

2015-03-31

This research considers the effects of diffraction, attenuation, and the nonlinearity of generating sources on measurements of nonlinear ultrasonic Rayleigh wave propagation. A new theoretical framework for correcting measurements made with air-coupled and contact piezoelectric receivers for the aforementioned effects is provided based on analytical models and experimental considerations. A method for extracting the nonlinearity parameter β{sub 11} is proposed based on a nonlinear least squares curve-fitting algorithm that is tailored for Rayleigh wave measurements. Quantitative experiments are conducted to confirm the predictions for the nonlinearity of the piezoelectric source and to demonstrate the effectiveness of the curve-fitting procedure. These experiments are conducted on aluminum 2024 and 7075 specimens and a β{sub 11}{sup 7075}/β{sub 11}{sup 2024} measure of 1.363 agrees well with previous literature and earlier work.

Relativistic effects on large amplitude nonlinear Langmuir waves in a two-fluid plasma

International Nuclear Information System (INIS)

Nejoh, Yasunori

1994-07-01

Large amplitude relativistic nonlinear Langmuir waves are analyzed by the pseudo-potential method. The existence conditions for nonlinear Langmuir waves are confirmed by considering relativistic high-speed electrons in a two-fluid plasma. The significant feature of this investigation is that the propagation of nonlinear Langmuir waves depends on the ratio of the electron streaming velocity to the velocity of light, the normalized potential and the ion mass to electron mass ratio. The constant energy is determined by the specific range of the relativistic effect. In the non-relativistic limit, large amplitude relativistic Langmuir waves do not exist. The present investigation predicts new findings of large amplitude nonlinear Langmuir waves in space plasma phenomena in which relativistic electrons are important. (author)

Effective response of nonlinear cylindrical coated composites under external AC and DC electric field

International Nuclear Information System (INIS)

Yu-Yan, Shen; Xiao-Gang, Chen; Wei, Cui; Yan-Hua, Hao; Qian-Qian, Li

2009-01-01

This paper uses the perturbation method to study effective response of nonlinear cylindrical coated composites. Under the external AC and DC electric field E a (1 + sin ωt), the local potentials of composites at all harmonic frequencies are induced. An effective nonlinear response to composite is given for the cylindrical coated inclusions in the dilute limit. (condensed matter: electronic structure, electrical, magnetic, and optical properties)

Nonlinear and turbulent processes in physics. Volume 2. Nonlinear effects in various areas of science

Energy Technology Data Exchange (ETDEWEB)

Sagdeev, R Z

1984-01-01

The results of theoretical and experimental investigations of nonlinear and turbulent phenomena from a wide range of fields in physics are presented in reviews and reports. Topics examined include localized vortex formations in an ideal fluid, phase transitions in crystals, spatially nonuniform structures in condensed matter, solitons in molecular systems, the migration of quasi-particles in easily deformed crystals, bifurcations and dissipative structures in distributed kinetic systems, and structures in a nonlinear burning medium. Consideration is given to macroscopic motion generation in nonequilibrium media, the interaction of bulk and surface wave trains, near-threshold instabilities in hydrodynamics, solitons in nonlinear elastic rods with variable characteristics, the generation of solitons and vortices from chaos, and nonlinear electromagnetic-wave dissipation in an electron system.

Impact of the 235U Covariance Data in Benchmark Calculations

International Nuclear Information System (INIS)

Leal, Luiz C.; Mueller, D.; Arbanas, G.; Wiarda, D.; Derrien, H.

2008-01-01

The error estimation for calculated quantities relies on nuclear data uncertainty information available in the basic nuclear data libraries such as the U.S. Evaluated Nuclear Data File (ENDF/B). The uncertainty files (covariance matrices) in the ENDF/B library are generally obtained from analysis of experimental data. In the resonance region, the computer code SAMMY is used for analyses of experimental data and generation of resonance parameters. In addition to resonance parameters evaluation, SAMMY also generates resonance parameter covariance matrices (RPCM). SAMMY uses the generalized least-squares formalism (Bayes method) together with the resonance formalism (R-matrix theory) for analysis of experimental data. Two approaches are available for creation of resonance-parameter covariance data. (1) During the data-evaluation process, SAMMY generates both a set of resonance parameters that fit the experimental data and the associated resonance-parameter covariance matrix. (2) For existing resonance-parameter evaluations for which no resonance-parameter covariance data are available, SAMMY can retroactively create a resonance-parameter covariance matrix. The retroactive method was used to generate covariance data for 235U. The resulting 235U covariance matrix was then used as input to the PUFF-IV code, which processed the covariance data into multigroup form, and to the TSUNAMI code, which calculated the uncertainty in the multiplication factor due to uncertainty in the experimental cross sections. The objective of this work is to demonstrate the use of the 235U covariance data in calculations of critical benchmark systems

Impact of the 235U covariance data in benchmark calculations

International Nuclear Information System (INIS)

Leal, Luiz; Mueller, Don; Arbanas, Goran; Wiarda, Dorothea; Derrien, Herve

2008-01-01

The error estimation for calculated quantities relies on nuclear data uncertainty information available in the basic nuclear data libraries such as the U.S. Evaluated Nuclear Data File (ENDF/B). The uncertainty files (covariance matrices) in the ENDF/B library are generally obtained from analysis of experimental data. In the resonance region, the computer code SAMMY is used for analyses of experimental data and generation of resonance parameters. In addition to resonance parameters evaluation, SAMMY also generates resonance parameter covariance matrices (RPCM). SAMMY uses the generalized least-squares formalism (Bayes' method) together with the resonance formalism (R-matrix theory) for analysis of experimental data. Two approaches are available for creation of resonance-parameter covariance data. (1) During the data-evaluation process, SAMMY generates both a set of resonance parameters that fit the experimental data and the associated resonance-parameter covariance matrix. (2) For existing resonance-parameter evaluations for which no resonance-parameter covariance data are available, SAMMY can retroactively create a resonance-parameter covariance matrix. The retroactive method was used to generate covariance data for 235 U. The resulting 235 U covariance matrix was then used as input to the PUFF-IV code, which processed the covariance data into multigroup form, and to the TSUNAMI code, which calculated the uncertainty in the multiplication factor due to uncertainty in the experimental cross sections. The objective of this work is to demonstrate the use of the 235 U covariance data in calculations of critical benchmark systems. (authors)

Parameters of the covariance function of galaxies

International Nuclear Information System (INIS)

Fesenko, B.I.; Onuchina, E.V.

1988-01-01

The two-point angular covariance functions for two samples of galaxies are considered using quick methods of analysis. It is concluded that in the previous investigations the amplitude of the covariance function in the Lick counts was overestimated and the rate of decrease of the function underestimated

Generally covariant gauge theories

International Nuclear Information System (INIS)

Capovilla, R.

1992-01-01

A new class of generally covariant gauge theories in four space-time dimensions is investigated. The field variables are taken to be a Lie algebra valued connection 1-form and a scalar density. Modulo an important degeneracy, complex [euclidean] vacuum general relativity corresponds to a special case in this class. A canonical analysis of the generally covariant gauge theories with the same gauge group as general relativity shows that they describe two degrees of freedom per space point, qualifying therefore as a new set of neighbors of general relativity. The modification of the algebra of the constraints with respect to the general relativity case is computed; this is used in addressing the question of how general relativity stands out from its neighbors. (orig.)

EFFECTS OF THE NEUTRINO MASS SPLITTING ON THE NONLINEAR MATTER POWER SPECTRUM

International Nuclear Information System (INIS)

Wagner, Christian; Verde, Licia; Jimenez, Raul

2012-01-01

We have performed cosmological N-body simulations which include the effect of the masses of the individual neutrino species. The simulations were aimed at studying the effect of different neutrino hierarchies on the matter power spectrum. Compared to the linear theory predictions, we find that nonlinearities enhance the effect of hierarchy on the matter power spectrum at mildly nonlinear scales. The maximum difference between the different hierarchies is about 0.5% for a sum of neutrino masses of 0.1 eV. Albeit this is a small effect, it is potentially measurable from upcoming surveys. In combination with neutrinoless double-β decay experiments, this opens up the possibility of using the sky to determine if neutrinos are Majorana or Dirac fermions.

Nonlinear effects of high temperature on buckling of structural elements

International Nuclear Information System (INIS)

Iyengar, N.G.R.

1975-01-01

Structural elements used in nuclear reactors are subjected to high temperatures. Since with increase in temperature there is a gradual fall in the elastic modulus and the stress-strain relationship is nonlinear at these operating load levels, a realistic estimate of the buckling load should include this nonlinearity. In this paper the buckling loads for uniform columns with circular and rectangular cross-sections and different boundary conditions under high temperature environment are estimated. The stress-strain relationship for the material has been assumed to follow inverse Ramberg-Osgood law. In view of the fact that no closed form solutions are possible, approximate methods like perturbation and Galerkin techniques are used. Further, the solution for general value for 'm' is quite involved. Results have been obtained with values for 'm' as 3 and 5. Studies reveal that the influence of material nonlinearity on the buckling load is of the softening type, and it increases with increase in the value of 'm'. The nonlinear effects are more for clamped boundaries than for simply supported boundaries. For the first mode analysis both the methods are powerful. It is, however, felt that for higher modes the Galerkin method might be better in view of its simplicity. This investigation may be considered as a step towards a more general solution

The Non-Linear Effect of Corporate Taxes on Economic Growth

Directory of Open Access Journals (Sweden)

Huňady Ján

2015-03-01

Full Text Available The paper deals with the problem of taxation and its potential impact on economic growth and presents some new empirical insights into this topic. The main aim of the paper is to verify an assumed nonlinear impact of corporate tax rates on economic growth. Based on the theory of public finance and taxation, we hypothesize that at relatively low tax rates it is possible that the impact of taxation on economic growth become slightly positive. On the other hand when the tax rates are higher a negative impact of taxation on economic growth could be expected. Despite the fact that the most of the existing studies find a negative linear relationship between these variables, we can also find strong support for a non-linear relationship from several theoretical models as well as some empirical studies. Based on panel data fixed-effects econometric models, we, as well, find empirical evidence for a non-linear relationship between nominal and effective corporate tax rates and economic growth. Our data consists of annual observations for the period 1999 to 2011 for EU Member States. Based on the results, we also estimated the optimal level of the corporate tax rate in terms of maximizing economic growth in the average of the EU countries.

Preliminary Evaluation of Nonlinear Effects on TCA Flutter

Science.gov (United States)

Arslan, Alan E.; Hartwich, Peter M.; Baker, Myles L.

1998-01-01

The objective of this study is to investigate the effect of nonlinear aerodynamics, especially at high angles-of-attack with leading-edge separation, on the TCA flutter properties at transonic speeds. In order to achieve that objective, flutter simulations with Navier-Stokes CFD must be performed. To this end, time-marching Navier-Stokes solutions are computed for the TCA wing/body configuration at high angles-of-attack in transonic flight regimes. The approach is to perform non-linear flutter calculations on the TCA at two angles-of-attack, the first one being a case with attached flow (a=2.8 degrees) and the second one being a high angle-of-attack case with a wing leading edge vortex (a=12.11 degrees). Comparisons of the resulting histories and frequency damping information for both angles-of-attack will evaluate the impact of high-alpha aerodynamics on flutter.

Non-linear effective Lagrangian treatment of 'Penguin' interaction

International Nuclear Information System (INIS)

Pham, T.N.

1984-01-01

Using the non-linear effective lagrangian technique, we show explicitly that only derivative coupling is allowed for the K - π, K -> 2 π and K -> 3 π transitions induced by the ΔS = 1 Penguin operator of SVZ in agreement with chiral symmetry requirements. From a derivative coupling (3, anti 3) mass term and the SU(3) breaking effect for fsub(K)/fsub(π), we estimate the strength of the Penguin interactions and find it too small to account for the ΔI = 1/2 amplitude. (orig.)

Single nano-hole as a new effective nonlinear element for third-harmonic generation

International Nuclear Information System (INIS)

Melentiev, P N; Konstantinova, T V; Afanasiev, A E; Balykin, V I; Kuzin, A A; Baturin, A S; Tausenev, A V; Konyaschenko, A V

2013-01-01

In this letter, we report on a particularly strong optical nonlinearity at the nanometer scale in aluminum. A strong optical nonlinearity of the third order was demonstrated on a single nanoslit. Single nanoslits of different aspect ratio were excited by a laser pulse (120 fs) at the wavelength 1.5 μm, leading predominantly to third-harmonic generation (THG). It has been shown that strong surface plasmon resonance in a nanoslit allows the realization of an effective nanolocalized source of third-harmonic radiation. We show also that a nanoslit in a metal film has a significant advantage in nonlinear processes over its Babinet complementary nanostructure (nanorod): the effective abstraction of heat in a film with a slit makes it possible to use much higher laser radiation intensities. (letter)

Nonlinear problems in data-assimilation : Can synchronization help?

Science.gov (United States)

Tribbia, J. J.; Duane, G. S.

2009-12-01

Over the past several years, operational weather centers have initiated ensemble prediction and assimilation techniques to estimate the error covariance of forecasts in the short and the medium range. The ensemble techniques used are based on linear methods. The theory This technique s been shown to be a useful indicator of skill in the linear range where forecast errors are small relative to climatological variance. While this advance has been impressive, there are still ad hoc aspects of its use in practice, like the need for covariance inflation which are troubling. Furthermore, to be of utility in the nonlinear range an ensemble assimilation and prediction method must be capable of giving probabilistic information for the situation where a probability density forecast becomes multi-modal. A prototypical, simplest example of such a situation is the planetary-wave regime transition where the pdf is bimodal. Our recent research show how the inconsistencies and extensions of linear methodology can be consistently treated using the paradigm of synchronization which views the problems of assimilation and forecasting as that of optimizing the forecast model state with respect to the future evolution of the atmosphere.

Nonlinear filtering for LIDAR signal processing

Directory of Open Access Journals (Sweden)

D. G. Lainiotis

1996-01-01

Full Text Available LIDAR (Laser Integrated Radar is an engineering problem of great practical importance in environmental monitoring sciences. Signal processing for LIDAR applications involves highly nonlinear models and consequently nonlinear filtering. Optimal nonlinear filters, however, are practically unrealizable. In this paper, the Lainiotis's multi-model partitioning methodology and the related approximate but effective nonlinear filtering algorithms are reviewed and applied to LIDAR signal processing. Extensive simulation and performance evaluation of the multi-model partitioning approach and its application to LIDAR signal processing shows that the nonlinear partitioning methods are very effective and significantly superior to the nonlinear extended Kalman filter (EKF, which has been the standard nonlinear filter in past engineering applications.

Superstring elastic scattering at √s≥1019 GeV. The covariant loop calculus approach

International Nuclear Information System (INIS)

Bellini, A.; Cristofano, G.; Fabbrichesi, M.; Roland, K.; Texas Univ., Austin, TX

1990-01-01

We study quantum gravity by considering the elastic scattering of two on-shell string ground states in the large s, fixed t asymptotic limit. The amplitude is computed by means of the covariant loop calculus which turns out to be a powerful method in the study of such a Regge regime. The leading contribution in powers of s is shown to factorize at any g-loop order in a product of g+1 tree amplitudes times the expectation value of a factorized operator. The cumulative effect of these contributions - once it has been resummed - restores unitarity in the theory and gives a deflection angle in agreement with the linear approximation to general relativity. In the process, it is possible to determine the normalization dictated by unitarity of all terms in the topological expansion. Next, the first sub-leading contribution is calculated at the two-loop order, the so-called H-diagram. A resummation of such terms gives rise to the first non-linear correction in the deflection angle. Our results are in agreement with previous work by Amati, Ciafaloni and Veneziano in the framework of Regge-Gribov techniques. The correspondence between the two approaches is discussed. (orig.)

Relative humidity effects on water vapour fluxes measured with closed-path eddy-covariance systems with short sampling lines

DEFF Research Database (Denmark)

Fratini, Gerardo; Ibrom, Andreas; Arriga, Nicola

2012-01-01

It has been formerly recognised that increasing relative humidity in the sampling line of closed-path eddy-covariance systems leads to increasing attenuation of water vapour turbulent fluctuations, resulting in strong latent heat flux losses. This occurrence has been analyzed for very long (50 m...... from eddy-covariance systems featuring short (4 m) and very short (1 m) sampling lines running at the same clover field and show that relative humidity effects persist also for these setups, and should not be neglected. Starting from the work of Ibrom and co-workers, we propose a mixed method...... and correction method proposed here is deemed applicable to closed-path systems featuring a broad range of sampling lines, and indeed applicable also to passive gases as a special case. The methods described in this paper are incorporated, as processing options, in the free and open-source eddy...

On the use of the covariance matrix to fit correlated data

Science.gov (United States)

D'Agostini, G.

1994-07-01

Best fits to data which are affected by systematic uncertainties on the normalization factor have the tendency to produce curves lower than expected if the covariance matrix of the data points is used in the definition of the χ2. This paper shows that the effect is a direct consequence of the hypothesis used to estimate the empirical covariance matrix, namely the linearization on which the usual error propagation relies. The bias can become unacceptable if the normalization error is large, or a large number of data points are fitted.

Bayes Factor Covariance Testing in Item Response Models.

Science.gov (United States)

Fox, Jean-Paul; Mulder, Joris; Sinharay, Sandip

2017-12-01

Two marginal one-parameter item response theory models are introduced, by integrating out the latent variable or random item parameter. It is shown that both marginal response models are multivariate (probit) models with a compound symmetry covariance structure. Several common hypotheses concerning the underlying covariance structure are evaluated using (fractional) Bayes factor tests. The support for a unidimensional factor (i.e., assumption of local independence) and differential item functioning are evaluated by testing the covariance components. The posterior distribution of common covariance components is obtained in closed form by transforming latent responses with an orthogonal (Helmert) matrix. This posterior distribution is defined as a shifted-inverse-gamma, thereby introducing a default prior and a balanced prior distribution. Based on that, an MCMC algorithm is described to estimate all model parameters and to compute (fractional) Bayes factor tests. Simulation studies are used to show that the (fractional) Bayes factor tests have good properties for testing the underlying covariance structure of binary response data. The method is illustrated with two real data studies.

Nonlinear silicon photonics

Science.gov (United States)

Tsia, Kevin K.; Jalali, Bahram

2010-05-01

An intriguing optical property of silicon is that it exhibits a large third-order optical nonlinearity, with orders-ofmagnitude larger than that of silica glass in the telecommunication band. This allows efficient nonlinear optical interaction at relatively low power levels in a small footprint. Indeed, we have witnessed a stunning progress in harnessing the Raman and Kerr effects in silicon as the mechanisms for enabling chip-scale optical amplification, lasing, and wavelength conversion - functions that until recently were perceived to be beyond the reach of silicon. With all the continuous efforts developing novel techniques, nonlinear silicon photonics is expected to be able to reach even beyond the prior achievements. Instead of providing a comprehensive overview of this field, this manuscript highlights a number of new branches of nonlinear silicon photonics, which have not been fully recognized in the past. In particular, they are two-photon photovoltaic effect, mid-wave infrared (MWIR) silicon photonics, broadband Raman effects, inverse Raman scattering, and periodically-poled silicon (PePSi). These novel effects and techniques could create a new paradigm for silicon photonics and extend its utility beyond the traditionally anticipated applications.

Quantum dynamical effects as a singular perturbation for observables in open quasi-classical nonlinear mesoscopic systems

International Nuclear Information System (INIS)

Berman, G.P.; Borgonovi, F.; Dalvit, D.A.R.

2009-01-01

We review our results on a mathematical dynamical theory for observables for open many-body quantum nonlinear bosonic systems for a very general class of Hamiltonians. We show that non-quadratic (nonlinear) terms in a Hamiltonian provide a singular 'quantum' perturbation for observables in some 'mesoscopic' region of parameters. In particular, quantum effects result in secular terms in the dynamical evolution, that grow in time. We argue that even for open quantum nonlinear systems in the deep quasi-classical region, these quantum effects can survive after decoherence and relaxation processes take place. We demonstrate that these quantum effects in open quantum systems can be observed, for example, in the frequency Fourier spectrum of the dynamical observables, or in the corresponding spectral density of noise. Estimates are presented for Bose-Einstein condensates, low temperature mechanical resonators, and nonlinear optical systems prepared in large amplitude coherent states. In particular, we show that for Bose-Einstein condensate systems the characteristic time of deviation of quantum dynamics for observables from the corresponding classical dynamics coincides with the characteristic time-scale of the well-known quantum nonlinear effect of phase diffusion.

The K-Step Spatial Sign Covariance Matrix

NARCIS (Netherlands)

Croux, C.; Dehon, C.; Yadine, A.

2010-01-01

The Sign Covariance Matrix is an orthogonal equivariant estimator of mul- tivariate scale. It is often used as an easy-to-compute and highly robust estimator. In this paper we propose a k-step version of the Sign Covariance Matrix, which improves its e±ciency while keeping the maximal breakdown

On the covariance matrices in the evaluated nuclear data