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Sample records for variance evolution equation

  1. Algebraic aspects of evolution partial differential equation arising in the study of constant elasticity of variance model from financial mathematics

    Science.gov (United States)

    Motsepa, Tanki; Aziz, Taha; Fatima, Aeeman; Khalique, Chaudry Masood

    2018-03-01

    The optimal investment-consumption problem under the constant elasticity of variance (CEV) model is investigated from the perspective of Lie group analysis. The Lie symmetry group of the evolution partial differential equation describing the CEV model is derived. The Lie point symmetries are then used to obtain an exact solution of the governing model satisfying a standard terminal condition. Finally, we construct conservation laws of the underlying equation using the general theorem on conservation laws.

  2. Evolution of Genetic Variance during Adaptive Radiation.

    Science.gov (United States)

    Walter, Greg M; Aguirre, J David; Blows, Mark W; Ortiz-Barrientos, Daniel

    2018-04-01

    Genetic correlations between traits can concentrate genetic variance into fewer phenotypic dimensions that can bias evolutionary trajectories along the axis of greatest genetic variance and away from optimal phenotypes, constraining the rate of evolution. If genetic correlations limit adaptation, rapid adaptive divergence between multiple contrasting environments may be difficult. However, if natural selection increases the frequency of rare alleles after colonization of new environments, an increase in genetic variance in the direction of selection can accelerate adaptive divergence. Here, we explored adaptive divergence of an Australian native wildflower by examining the alignment between divergence in phenotype mean and divergence in genetic variance among four contrasting ecotypes. We found divergence in mean multivariate phenotype along two major axes represented by different combinations of plant architecture and leaf traits. Ecotypes also showed divergence in the level of genetic variance in individual traits and the multivariate distribution of genetic variance among traits. Divergence in multivariate phenotypic mean aligned with divergence in genetic variance, with much of the divergence in phenotype among ecotypes associated with changes in trait combinations containing substantial levels of genetic variance. Overall, our results suggest that natural selection can alter the distribution of genetic variance underlying phenotypic traits, increasing the amount of genetic variance in the direction of natural selection and potentially facilitating rapid adaptive divergence during an adaptive radiation.

  3. Nonlinear evolution equations

    CERN Document Server

    Uraltseva, N N

    1995-01-01

    This collection focuses on nonlinear problems in partial differential equations. Most of the papers are based on lectures presented at the seminar on partial differential equations and mathematical physics at St. Petersburg University. Among the topics explored are the existence and properties of solutions of various classes of nonlinear evolution equations, nonlinear imbedding theorems, bifurcations of solutions, and equations of mathematical physics (Navier-Stokes type equations and the nonlinear Schrödinger equation). The book will be useful to researchers and graduate students working in p

  4. SGS Analysis of the Evolution Equations of the Mixture Fraction and the Progress Variable Variances in the Presence of Spray Combustion

    Directory of Open Access Journals (Sweden)

    H. Meftah

    2010-03-01

    Full Text Available In this paper, direct numerical simulation databases have been generated to analyze the impact of the propagation of a spray flame on several subgrid scales (SGS models dedicated to the closure of the transport equations of the subgrid fluctuations of the mixture fraction Z and the progress variable c. Computations have been carried out starting from a previous inert database [22] where a cold flame has been ignited in the center of the mixture when the droplet segregation and evaporation rate were at their highest levels. First, a RANS analysis has shown a brutal increase of the mixture fraction fluctuations due to the fuel consumption by the flame. Indeed, local vapour mass fraction reaches then a minimum value, far from the saturation level. It leads to a strong increase of the evaporation rate, which is also accompanied by a diminution of the oxidiser level. In a second part of this paper, a detailed evaluation of the subgrid models allowing to close the variance and the dissipation rates of the mixture fraction and the progress variable has been carried out. Models that have been selected for their efficiency in inert flows have shown a very good behaviour in the framework of reactive flows.

  5. A new evolution equation

    International Nuclear Information System (INIS)

    Laenen, E.

    1995-01-01

    We propose a new evolution equation for the gluon density relevant for the region of small x B . It generalizes the GLR equation and allows deeper penetration in dense parton systems than the GLR equation does. This generalization consists of taking shadowing effects more comprehensively into account by including multigluon correlations, and allowing for an arbitrary initial gluon distribution in a hadron. We solve the new equation for fixed α s . We find that the effects of multigluon correlations on the deep-inelastic structure function are small. (orig.)

  6. Boussinesq evolution equations

    DEFF Research Database (Denmark)

    Bredmose, Henrik; Schaffer, H.; Madsen, Per A.

    2004-01-01

    This paper deals with the possibility of using methods and ideas from time domain Boussinesq formulations in the corresponding frequency domain formulations. We term such frequency domain models "evolution equations". First, we demonstrate that the numerical efficiency of the deterministic...... Boussinesq evolution equations of Madsen and Sorensen [Madsen, P.A., Sorensen, O.R., 1993. Bound waves and triad interactions in shallow water. Ocean Eng. 20 359-388] can be improved by using Fast Fourier Transforms to evaluate the nonlinear terms. For a practical example of irregular waves propagating over...... a submerged bar, it is demonstrated that evolution equations utilising FFT can be solved around 100 times faster than the corresponding time domain model. Use of FFT provides an efficient bridge between the frequency domain and the time domain. We utilise this by adapting the surface roller model for wave...

  7. Electroweak evolution equations

    International Nuclear Information System (INIS)

    Ciafaloni, Paolo; Comelli, Denis

    2005-01-01

    Enlarging a previous analysis, where only fermions and transverse gauge bosons were taken into account, we write down infrared-collinear evolution equations for the Standard Model of electroweak interactions computing the full set of splitting functions. Due to the presence of double logs which are characteristic of electroweak interactions (Bloch-Nordsieck violation), new infrared singular splitting functions have to be introduced. We also include corrections related to the third generation Yukawa couplings

  8. dimensional nonlinear evolution equations

    Indian Academy of Sciences (India)

    in real-life situations, it is important to find their exact solutions. Further, in ... But only little work is done on the high-dimensional equations. .... Similarly, to determine the values of d and q, we balance the linear term of the lowest order in eq.

  9. Evolution equations for Killing fields

    International Nuclear Information System (INIS)

    Coll, B.

    1977-01-01

    The problem of finding necessary and sufficient conditions on the Cauchy data for Einstein equations which insure the existence of Killing fields in a neighborhood of an initial hypersurface has been considered recently by Berezdivin, Coll, and Moncrief. Nevertheless, it can be shown that the evolution equations obtained in all these cases are of nonstrictly hyperbolic type, and, thus, the Cauchy data must belong to a special class of functions. We prove here that, for the vacuum and Einstein--Maxwell space--times and in a coordinate independent way, one can always choose, as evolution equations for the Killing fields, a strictly hyperbolic system: The above theorems can be thus extended to all Cauchy data for which the Einstein evolution problem has been proved to be well set

  10. Nonlocal higher order evolution equations

    KAUST Repository

    Rossi, Julio D.; Schö nlieb, Carola-Bibiane

    2010-01-01

    In this article, we study the asymptotic behaviour of solutions to the nonlocal operator ut(x, t)1/4(-1)n-1 (J*Id -1)n (u(x, t)), x ∈ ℝN, which is the nonlocal analogous to the higher order local evolution equation vt(-1)n-1(Δ)nv. We prove

  11. Nonlocal higher order evolution equations

    KAUST Repository

    Rossi, Julio D.

    2010-06-01

    In this article, we study the asymptotic behaviour of solutions to the nonlocal operator ut(x, t)1/4(-1)n-1 (J*Id -1)n (u(x, t)), x ∈ ℝN, which is the nonlocal analogous to the higher order local evolution equation vt(-1)n-1(Δ)nv. We prove that the solutions of the nonlocal problem converge to the solution of the higher order problem with the right-hand side given by powers of the Laplacian when the kernel J is rescaled in an appropriate way. Moreover, we prove that solutions to both equations have the same asymptotic decay rate as t goes to infinity. © 2010 Taylor & Francis.

  12. Lie symmetries for systems of evolution equations

    Science.gov (United States)

    Paliathanasis, Andronikos; Tsamparlis, Michael

    2018-01-01

    The Lie symmetries for a class of systems of evolution equations are studied. The evolution equations are defined in a bimetric space with two Riemannian metrics corresponding to the space of the independent and dependent variables of the differential equations. The exact relation of the Lie symmetries with the collineations of the bimetric space is determined.

  13. Variance estimates for transport in stochastic media by means of the master equation

    International Nuclear Information System (INIS)

    Pautz, S. D.; Franke, B. C.; Prinja, A. K.

    2013-01-01

    The master equation has been used to examine properties of transport in stochastic media. It has been shown previously that not only may the Levermore-Pomraning (LP) model be derived from the master equation for a description of ensemble-averaged transport quantities, but also that equations describing higher-order statistical moments may be obtained. We examine in greater detail the equations governing the second moments of the distribution of the angular fluxes, from which variances may be computed. We introduce a simple closure for these equations, as well as several models for estimating the variances of derived transport quantities. We revisit previous benchmarks for transport in stochastic media in order to examine the error of these new variance models. We find, not surprisingly, that the errors in these variance estimates are at least as large as the corresponding estimates of the average, and sometimes much larger. We also identify patterns in these variance estimates that may help guide the construction of more accurate models. (authors)

  14. Optimal Control for Stochastic Delay Evolution Equations

    Energy Technology Data Exchange (ETDEWEB)

    Meng, Qingxin, E-mail: mqx@hutc.zj.cn [Huzhou University, Department of Mathematical Sciences (China); Shen, Yang, E-mail: skyshen87@gmail.com [York University, Department of Mathematics and Statistics (Canada)

    2016-08-15

    In this paper, we investigate a class of infinite-dimensional optimal control problems, where the state equation is given by a stochastic delay evolution equation with random coefficients, and the corresponding adjoint equation is given by an anticipated backward stochastic evolution equation. We first prove the continuous dependence theorems for stochastic delay evolution equations and anticipated backward stochastic evolution equations, and show the existence and uniqueness of solutions to anticipated backward stochastic evolution equations. Then we establish necessary and sufficient conditions for optimality of the control problem in the form of Pontryagin’s maximum principles. To illustrate the theoretical results, we apply stochastic maximum principles to study two examples, an infinite-dimensional linear-quadratic control problem with delay and an optimal control of a Dirichlet problem for a stochastic partial differential equation with delay. Further applications of the two examples to a Cauchy problem for a controlled linear stochastic partial differential equation and an optimal harvesting problem are also considered.

  15. Subordination principle for fractional evolution equations

    NARCIS (Netherlands)

    Bazhlekova, E.G.

    2000-01-01

    The abstract Cauchy problem for the fractional evolution equation Daa = Au, a > 0, (1) where A is a closed densely de??ned operator in a Banach space, is investigated. The subordination principle, presented earlier in [J. P r ??u s s, Evolutionary In- tegral Equations and Applications. Birkh??auser,

  16. Advanced functional evolution equations and inclusions

    CERN Document Server

    Benchohra, Mouffak

    2015-01-01

    This book presents up-to-date results on abstract evolution equations and differential inclusions in infinite dimensional spaces. It covers equations with time delay and with impulses, and complements the existing literature in functional differential equations and inclusions. The exposition is devoted to both local and global mild solutions for some classes of functional differential evolution equations and inclusions, and other densely and non-densely defined functional differential equations and inclusions in separable Banach spaces or in Fréchet spaces. The tools used include classical fixed points theorems and the measure-of non-compactness, and each chapter concludes with a section devoted to notes and bibliographical remarks. This monograph is particularly useful for researchers and graduate students studying pure and applied mathematics, engineering, biology and all other applied sciences.

  17. Moving interfaces and quasilinear parabolic evolution equations

    CERN Document Server

    Prüss, Jan

    2016-01-01

    In this monograph, the authors develop a comprehensive approach for the mathematical analysis of a wide array of problems involving moving interfaces. It includes an in-depth study of abstract quasilinear parabolic evolution equations, elliptic and parabolic boundary value problems, transmission problems, one- and two-phase Stokes problems, and the equations of incompressible viscous one- and two-phase fluid flows. The theory of maximal regularity, an essential element, is also fully developed. The authors present a modern approach based on powerful tools in classical analysis, functional analysis, and vector-valued harmonic analysis. The theory is applied to problems in two-phase fluid dynamics and phase transitions, one-phase generalized Newtonian fluids, nematic liquid crystal flows, Maxwell-Stefan diffusion, and a variety of geometric evolution equations. The book also includes a discussion of the underlying physical and thermodynamic principles governing the equations of fluid flows and phase transitions...

  18. Nonlinear evolution equations having a physical meaning

    International Nuclear Information System (INIS)

    Nakach, R.

    1976-06-01

    The non stationary self-similar solutions of the nonlinear evolution equations which can be solved by the inverse scattering method are studied. It turns out, as shown by means of several examples, that when the L linear operator associated with these equations, is of second order and only then, the self-similar solutions can be expressed in terms of the various Painleve's transcendents [fr

  19. Emmy Noether and Linear Evolution Equations

    Directory of Open Access Journals (Sweden)

    P. G. L. Leach

    2013-01-01

    Full Text Available Noether’s Theorem relates the Action Integral of a Lagrangian with symmetries which leave it invariant and the first integrals consequent upon the variational principle and the existence of the symmetries. These each have an equivalent in the Schrödinger Equation corresponding to the Lagrangian and by extension to linear evolution equations in general. The implications of these connections are investigated.

  20. Method for calculating the variance and prediction intervals for biomass estimates obtained from allometric equations

    CSIR Research Space (South Africa)

    Kirton, A

    2010-08-01

    Full Text Available for calculating the variance and prediction intervals for biomass estimates obtained from allometric equations A KIRTON B SCHOLES S ARCHIBALD CSIR Ecosystem Processes and Dynamics, Natural Resources and the Environment P.O. BOX 395, Pretoria, 0001, South... intervals (confidence intervals for predicted values) for allometric estimates can be obtained using an example of estimating tree biomass from stem diameter. It explains how to deal with relationships which are in the power function form - a common form...

  1. Analysis of Gene Expression Variance in Schizophrenia Using Structural Equation Modeling

    Directory of Open Access Journals (Sweden)

    Anna A. Igolkina

    2018-06-01

    Full Text Available Schizophrenia (SCZ is a psychiatric disorder of unknown etiology. There is evidence suggesting that aberrations in neurodevelopment are a significant attribute of schizophrenia pathogenesis and progression. To identify biologically relevant molecular abnormalities affecting neurodevelopment in SCZ we used cultured neural progenitor cells derived from olfactory neuroepithelium (CNON cells. Here, we tested the hypothesis that variance in gene expression differs between individuals from SCZ and control groups. In CNON cells, variance in gene expression was significantly higher in SCZ samples in comparison with control samples. Variance in gene expression was enriched in five molecular pathways: serine biosynthesis, PI3K-Akt, MAPK, neurotrophin and focal adhesion. More than 14% of variance in disease status was explained within the logistic regression model (C-value = 0.70 by predictors accounting for gene expression in 69 genes from these five pathways. Structural equation modeling (SEM was applied to explore how the structure of these five pathways was altered between SCZ patients and controls. Four out of five pathways showed differences in the estimated relationships among genes: between KRAS and NF1, and KRAS and SOS1 in the MAPK pathway; between PSPH and SHMT2 in serine biosynthesis; between AKT3 and TSC2 in the PI3K-Akt signaling pathway; and between CRK and RAPGEF1 in the focal adhesion pathway. Our analysis provides evidence that variance in gene expression is an important characteristic of SCZ, and SEM is a promising method for uncovering altered relationships between specific genes thus suggesting affected gene regulation associated with the disease. We identified altered gene-gene interactions in pathways enriched for genes with increased variance in expression in SCZ. These pathways and loci were previously implicated in SCZ, providing further support for the hypothesis that gene expression variance plays important role in the etiology

  2. Effective evolution equations from quantum mechanics

    OpenAIRE

    Leopold, Nikolai

    2018-01-01

    The goal of this thesis is to provide a mathematical rigorous derivation of the Schrödinger-Klein-Gordon equations, the Maxwell-Schrödinger equations and the defocusing cubic nonlinear Schrödinger equation in two dimensions. We study the time evolution of the Nelson model (with ultraviolet cutoff) in a limit where the number N of charged particles gets large while the coupling of each particle to the radiation field is of order N^{−1/2}. At time zero it is assumed that almost all charges a...

  3. Spatial evolution equation of wind wave growth

    Institute of Scientific and Technical Information of China (English)

    WANG; Wei; (王; 伟); SUN; Fu; (孙; 孚); DAI; Dejun; (戴德君)

    2003-01-01

    Based on the dynamic essence of air-sea interactions, a feedback type of spatial evolution equation is suggested to match reasonably the growing process of wind waves. This simple equation involving the dominant factors of wind wave growth is able to explain the transfer of energy from high to low frequencies without introducing the concept of nonlinear wave-wave interactions, and the results agree well with observations. The rate of wave height growth derived in this dissertation is applicable to both laboratory and open sea, which solidifies the physical basis of using laboratory experiments to investigate the generation of wind waves. Thus the proposed spatial evolution equation provides a new approach for the research on dynamic mechanism of air-sea interactions and wind wave prediction.

  4. Semigroup methods for evolution equations on networks

    CERN Document Server

    Mugnolo, Delio

    2014-01-01

    This concise text is based on a series of lectures held only a few years ago and originally intended as an introduction to known results on linear hyperbolic and parabolic equations.  Yet the topic of differential equations on graphs, ramified spaces, and more general network-like objects has recently gained significant momentum and, well beyond the confines of mathematics, there is a lively interdisciplinary discourse on all aspects of so-called complex networks. Such network-like structures can be found in virtually all branches of science, engineering and the humanities, and future research thus calls for solid theoretical foundations.      This book is specifically devoted to the study of evolution equations – i.e., of time-dependent differential equations such as the heat equation, the wave equation, or the Schrödinger equation (quantum graphs) – bearing in mind that the majority of the literature in the last ten years on the subject of differential equations of graphs has been devoted to ellip...

  5. A model and variance reduction method for computing statistical outputs of stochastic elliptic partial differential equations

    International Nuclear Information System (INIS)

    Vidal-Codina, F.; Nguyen, N.C.; Giles, M.B.; Peraire, J.

    2015-01-01

    We present a model and variance reduction method for the fast and reliable computation of statistical outputs of stochastic elliptic partial differential equations. Our method consists of three main ingredients: (1) the hybridizable discontinuous Galerkin (HDG) discretization of elliptic partial differential equations (PDEs), which allows us to obtain high-order accurate solutions of the governing PDE; (2) the reduced basis method for a new HDG discretization of the underlying PDE to enable real-time solution of the parameterized PDE in the presence of stochastic parameters; and (3) a multilevel variance reduction method that exploits the statistical correlation among the different reduced basis approximations and the high-fidelity HDG discretization to accelerate the convergence of the Monte Carlo simulations. The multilevel variance reduction method provides efficient computation of the statistical outputs by shifting most of the computational burden from the high-fidelity HDG approximation to the reduced basis approximations. Furthermore, we develop a posteriori error estimates for our approximations of the statistical outputs. Based on these error estimates, we propose an algorithm for optimally choosing both the dimensions of the reduced basis approximations and the sizes of Monte Carlo samples to achieve a given error tolerance. We provide numerical examples to demonstrate the performance of the proposed method

  6. Evolution equations for extended dihadron fragmentation functions

    International Nuclear Information System (INIS)

    Ceccopieri, F.A.; Bacchetta, A.

    2007-03-01

    We consider dihadron fragmentation functions, describing the fragmentation of a parton in two unpolarized hadrons, and in particular extended dihadron fragmentation functions, explicitly dependent on the invariant mass, M h , of the hadron pair. We first rederive the known results on M h -integrated functions using Jet Calculus techniques, and then we present the evolution equations for extended dihadron fragmentation functions. Our results are relevant for the analysis of experimental measurements of two-particle-inclusive processes at different energies. (orig.)

  7. Complete integrability of the difference evolution equations

    International Nuclear Information System (INIS)

    Gerdjikov, V.S.; Ivanov, M.I.; Kulish, P.P.

    1980-01-01

    The class of exactly solvable nonlinear difference evolution equations (DEE) related to the discrete analog of the one-dimensional Dirac problem L is studied. For this starting from L we construct a special linear non-local operator Λ and obtain the expansions of w and σ 3 deltaw over its eigenfunctions, w being the potential in L. This allows us to obtain compact expressions for the integrals of motion and to prove that these DEE are completely integrable Hamiltonian systems. Moreover, it is shown that there exists a hierarchy of Hamiltonian structures, generated by Λ, and the action-angle variables are explicity calculated. As particular cases the difference analog of the non-linear Schroedinger equation and the modified Korteweg-de-Vries equation are considered. The quantization of these Hamiltonian system through the use of the quantum inverse scattering method is briefly discussed [ru

  8. A Minimum Variance Algorithm for Overdetermined TOA Equations with an Altitude Constraint.

    Energy Technology Data Exchange (ETDEWEB)

    Romero, Louis A; Mason, John J.

    2018-04-01

    We present a direct (non-iterative) method for solving for the location of a radio frequency (RF) emitter, or an RF navigation receiver, using four or more time of arrival (TOA) measurements and an assumed altitude above an ellipsoidal earth. Both the emitter tracking problem and the navigation application are governed by the same equations, but with slightly different interpreta- tions of several variables. We treat the assumed altitude as a soft constraint, with a specified noise level, just as the TOA measurements are handled, with their respective noise levels. With 4 or more TOA measurements and the assumed altitude, the problem is overdetermined and is solved in the weighted least squares sense for the 4 unknowns, the 3-dimensional position and time. We call the new technique the TAQMV (TOA Altitude Quartic Minimum Variance) algorithm, and it achieves the minimum possible error variance for given levels of TOA and altitude estimate noise. The method algebraically produces four solutions, the least-squares solution, and potentially three other low residual solutions, if they exist. In the lightly overdermined cases where multiple local minima in the residual error surface are more likely to occur, this algebraic approach can produce all of the minima even when an iterative approach fails to converge. Algorithm performance in terms of solution error variance and divergence rate for bas eline (iterative) and proposed approach are given in tables.

  9. Existence families, functional calculi and evolution equations

    CERN Document Server

    deLaubenfels, Ralph

    1994-01-01

    This book presents an operator-theoretic approach to ill-posed evolution equations. It presents the basic theory, and the more surprising examples, of generalizations of strongly continuous semigroups known as 'existent families' and 'regularized semigroups'. These families of operators may be used either to produce all initial data for which a solution in the original space exists, or to construct a maximal subspace on which the problem is well-posed. Regularized semigroups are also used to construct functional, or operational, calculi for unbounded operators. The book takes an intuitive and constructive approach by emphasizing the interaction between functional calculus constructions and evolution equations. One thinks of a semigroup generated by A as etA and thinks of a regularized semigroup generated by A as etA g(A), producing solutions of the abstract Cauchy problem for initial data in the image of g(A). Material that is scattered throughout numerous papers is brought together and presented in a fresh, ...

  10. Cusping, transport and variance of solutions to generalized Fokker-Planck equations

    Science.gov (United States)

    Carnaffan, Sean; Kawai, Reiichiro

    2017-06-01

    We study properties of solutions to generalized Fokker-Planck equations through the lens of the probability density functions of anomalous diffusion processes. In particular, we examine solutions in terms of their cusping, travelling wave behaviours, and variance, within the framework of stochastic representations of generalized Fokker-Planck equations. We give our analysis in the cases of anomalous diffusion driven by the inverses of the stable, tempered stable and gamma subordinators, demonstrating the impact of changing the distribution of waiting times in the underlying anomalous diffusion model. We also analyse the cases where the underlying anomalous diffusion contains a Lévy jump component in the parent process, and when a diffusion process is time changed by an uninverted Lévy subordinator. On the whole, we present a combination of four criteria which serve as a theoretical basis for model selection, statistical inference and predictions for physical experiments on anomalously diffusing systems. We discuss possible applications in physical experiments, including, with reference to specific examples, the potential for model misclassification and how combinations of our four criteria may be used to overcome this issue.

  11. Decomposing Additive Genetic Variance Revealed Novel Insights into Trait Evolution in Synthetic Hexaploid Wheat

    Directory of Open Access Journals (Sweden)

    Abdulqader Jighly

    2018-02-01

    Full Text Available Whole genome duplication (WGD is an evolutionary phenomenon, which causes significant changes to genomic structure and trait architecture. In recent years, a number of studies decomposed the additive genetic variance explained by different sets of variants. However, they investigated diploid populations only and none of the studies examined any polyploid organism. In this research, we extended the application of this approach to polyploids, to differentiate the additive variance explained by the three subgenomes and seven sets of homoeologous chromosomes in synthetic allohexaploid wheat (SHW to gain a better understanding of trait evolution after WGD. Our SHW population was generated by crossing improved durum parents (Triticum turgidum; 2n = 4x = 28, AABB subgenomes with the progenitor species Aegilops tauschii (syn Ae. squarrosa, T. tauschii; 2n = 2x = 14, DD subgenome. The population was phenotyped for 10 fungal/nematode resistance traits as well as two abiotic stresses. We showed that the wild D subgenome dominated the additive effect and this dominance affected the A more than the B subgenome. We provide evidence that this dominance was not inflated by population structure, relatedness among individuals or by longer linkage disequilibrium blocks observed in the D subgenome within the population used for this study. The cumulative size of the three homoeologs of the seven chromosomal groups showed a weak but significant positive correlation with their cumulative explained additive variance. Furthermore, an average of 69% for each chromosomal group's cumulative additive variance came from one homoeolog that had the highest explained variance within the group across all 12 traits. We hypothesize that structural and functional changes during diploidization may explain chromosomal group relations as allopolyploids keep balanced dosage for many genes. Our results contribute to a better understanding of trait evolution mechanisms in polyploidy

  12. Critical spaces for quasilinear parabolic evolution equations and applications

    Science.gov (United States)

    Prüss, Jan; Simonett, Gieri; Wilke, Mathias

    2018-02-01

    We present a comprehensive theory of critical spaces for the broad class of quasilinear parabolic evolution equations. The approach is based on maximal Lp-regularity in time-weighted function spaces. It is shown that our notion of critical spaces coincides with the concept of scaling invariant spaces in case that the underlying partial differential equation enjoys a scaling invariance. Applications to the vorticity equations for the Navier-Stokes problem, convection-diffusion equations, the Nernst-Planck-Poisson equations in electro-chemistry, chemotaxis equations, the MHD equations, and some other well-known parabolic equations are given.

  13. Unbiased minimum variance estimator of a matrix exponential function. Application to Boltzmann/Bateman coupled equations solving

    International Nuclear Information System (INIS)

    Dumonteil, E.; Diop, C. M.

    2009-01-01

    This paper derives an unbiased minimum variance estimator (UMVE) of a matrix exponential function of a normal wean. The result is then used to propose a reference scheme to solve Boltzmann/Bateman coupled equations, thanks to Monte Carlo transport codes. The last section will present numerical results on a simple example. (authors)

  14. Existence of solutions of abstract fractional impulsive semilinear evolution equations

    Directory of Open Access Journals (Sweden)

    K. Balachandran

    2010-01-01

    Full Text Available In this paper we prove the existence of solutions of fractional impulsive semilinear evolution equations in Banach spaces. A nonlocal Cauchy problem is discussed for the evolution equations. The results are obtained using fractional calculus and fixed point theorems. An example is provided to illustrate the theory.

  15. Decomposition of a hierarchy of nonlinear evolution equations

    International Nuclear Information System (INIS)

    Geng Xianguo

    2003-01-01

    The generalized Hamiltonian structures for a hierarchy of nonlinear evolution equations are established with the aid of the trace identity. Using the nonlinearization approach, the hierarchy of nonlinear evolution equations is decomposed into a class of new finite-dimensional Hamiltonian systems. The generating function of integrals and their generator are presented, based on which the finite-dimensional Hamiltonian systems are proved to be completely integrable in the Liouville sense. As an application, solutions for the hierarchy of nonlinear evolution equations are reduced to solving the compatible Hamiltonian systems of ordinary differential equations

  16. Completely integrable operator evolution equations. II

    International Nuclear Information System (INIS)

    Chudnovsky, D.V.

    1979-01-01

    The author continues the investigation of operator classical completely integrable systems. The main attention is devoted to the stationary operator non-linear Schroedinger equation. It is shown that this equation can be used for separation of variables for a large class of completely integrable equations. (Auth.)

  17. Transformation properties of the integrable evolution equations

    International Nuclear Information System (INIS)

    Konopelchenko, B.G.

    1981-01-01

    Group-theoretical properties of partial differential equations integrable by the inverse scattering transform method are discussed. It is shown that nonlinear transformations typical to integrable equations (symmetry groups, Baecklund-transformations) and these equations themselves are contained in a certain universal nonlinear transformation group. (orig.)

  18. The fundamental solutions for fractional evolution equations of parabolic type

    Directory of Open Access Journals (Sweden)

    Mahmoud M. El-Borai

    2004-01-01

    Full Text Available The fundamental solutions for linear fractional evolution equations are obtained. The coefficients of these equations are a family of linear closed operators in the Banach space. Also, the continuous dependence of solutions on the initial conditions is studied. A mixed problem of general parabolic partial differential equations with fractional order is given as an application.

  19. Weierstrass Elliptic Function Solutions to Nonlinear Evolution Equations

    International Nuclear Information System (INIS)

    Yu Jianping; Sun Yongli

    2008-01-01

    This paper is based on the relations between projection Riccati equations and Weierstrass elliptic equation, combined with the Groebner bases in the symbolic computation. Then the novel method for constructing the Weierstrass elliptic solutions to the nonlinear evolution equations is given by using the above relations

  20. A stochastic version of the Price equation reveals the interplay of deterministic and stochastic processes in evolution

    Directory of Open Access Journals (Sweden)

    Rice Sean H

    2008-09-01

    Full Text Available Abstract Background Evolution involves both deterministic and random processes, both of which are known to contribute to directional evolutionary change. A number of studies have shown that when fitness is treated as a random variable, meaning that each individual has a distribution of possible fitness values, then both the mean and variance of individual fitness distributions contribute to directional evolution. Unfortunately the most general mathematical description of evolution that we have, the Price equation, is derived under the assumption that both fitness and offspring phenotype are fixed values that are known exactly. The Price equation is thus poorly equipped to study an important class of evolutionary processes. Results I present a general equation for directional evolutionary change that incorporates both deterministic and stochastic processes and applies to any evolving system. This is essentially a stochastic version of the Price equation, but it is derived independently and contains terms with no analog in Price's formulation. This equation shows that the effects of selection are actually amplified by random variation in fitness. It also generalizes the known tendency of populations to be pulled towards phenotypes with minimum variance in fitness, and shows that this is matched by a tendency to be pulled towards phenotypes with maximum positive asymmetry in fitness. This equation also contains a term, having no analog in the Price equation, that captures cases in which the fitness of parents has a direct effect on the phenotype of their offspring. Conclusion Directional evolution is influenced by the entire distribution of individual fitness, not just the mean and variance. Though all moments of individuals' fitness distributions contribute to evolutionary change, the ways that they do so follow some general rules. These rules are invisible to the Price equation because it describes evolution retrospectively. An equally general

  1. Systems of evolution equations and the singular perturbation method

    International Nuclear Information System (INIS)

    Mika, J.

    Several fundamental theorems are presented important for the solution of linear evolution equations in the Banach space. The algorithm is deduced extending the solution of the system of singularly perturbed evolution equations into an asymptotic series with respect to a small positive parameter. The asymptotic convergence is shown of an approximate solution to the accurate solution. Singularly perturbed evolution equations of the resonance type were analysed. The special role is considered of the asymptotic equivalence of P1 equations obtained as the first order approximation if the spherical harmonics method is applied to the linear Boltzmann equation, and the diffusion equations of the linear transport theory where the small parameter approaches zero. (J.B.)

  2. QCD evolution equations for high energy partons in nuclear matter

    CERN Document Server

    Kinder-Geiger, Klaus; Geiger, Klaus; Mueller, Berndt

    1994-01-01

    We derive a generalized form of Altarelli-Parisi equations to decribe the time evolution of parton distributions in a nuclear medium. In the framework of the leading logarithmic approximation, we obtain a set of coupled integro- differential equations for the parton distribution functions and equations for the virtuality (``age'') distribution of partons. In addition to parton branching processes, we take into account fusion and scattering processes that are specific to QCD in medium. Detailed balance between gain and loss terms in the resulting evolution equations correctly accounts for both real and virtual contributions which yields a natural cancellation of infrared divergences.

  3. Lectures on nonlinear evolution equations initial value problems

    CERN Document Server

    Racke, Reinhard

    2015-01-01

    This book mainly serves as an elementary, self-contained introduction to several important aspects of the theory of global solutions to initial value problems for nonlinear evolution equations. The book employs the classical method of continuation of local solutions with the help of a priori estimates obtained for small data. The existence and uniqueness of small, smooth solutions that are defined for all values of the time parameter are investigated. Moreover, the asymptotic behavior of the solutions is described as time tends to infinity. The methods for nonlinear wave equations are discussed in detail. Other examples include the equations of elasticity, heat equations, the equations of thermoelasticity, Schrödinger equations, Klein-Gordon equations, Maxwell equations and plate equations. To emphasize the importance of studying the conditions under which small data problems offer global solutions, some blow-up results are briefly described. Moreover, the prospects for corresponding initial-boundary value p...

  4. Physical entropy, information entropy and their evolution equations

    Institute of Scientific and Technical Information of China (English)

    2001-01-01

    Inspired by the evolution equation of nonequilibrium statistical physics entropy and the concise statistical formula of the entropy production rate, we develop a theory of the dynamic information entropy and build a nonlinear evolution equation of the information entropy density changing in time and state variable space. Its mathematical form and physical meaning are similar to the evolution equation of the physical entropy: The time rate of change of information entropy density originates together from drift, diffusion and production. The concise statistical formula of information entropy production rate is similar to that of physical entropy also. Furthermore, we study the similarity and difference between physical entropy and information entropy and the possible unification of the two statistical entropies, and discuss the relationship among the principle of entropy increase, the principle of equilibrium maximum entropy and the principle of maximum information entropy as well as the connection between them and the entropy evolution equation.

  5. Evolution equation for classical and quantum light in turbulence

    CSIR Research Space (South Africa)

    Roux, FS

    2015-06-01

    Full Text Available Recently, an infinitesimal propagation equation was derived for the evolution of orbital angular momentum entangled photonic quantum states through turbulence. The authors will discuss its derivation and application within both classical and quantum...

  6. Effective average action for gauge theories and exact evolution equations

    International Nuclear Information System (INIS)

    Reuter, M.; Wetterich, C.

    1993-11-01

    We propose a new nonperturbative evolution equation for Yang-Mills theories. It describes the scale dependence of an effective action. The running of the nonabelian gauge coupling in arbitrary dimension is computed. (orig.)

  7. An application of transverse momentum dependent evolution equations in QCD

    International Nuclear Information System (INIS)

    Ceccopieri, Federico A.; Trentadue, Luca

    2008-01-01

    The properties and behaviour of the solutions of the recently obtained k t -dependent QCD evolution equations are investigated. When used to reproduce transverse momentum spectra of hadrons in Semi-Inclusive DIS, an encouraging agreement with data is found. The present analysis also supports at the phenomenological level the factorization properties of the Semi-Inclusive DIS cross-sections in terms of k t -dependent distributions. Further improvements and possible developments of the proposed evolution equations are envisaged

  8. On a new series of integrable nonlinear evolution equations

    International Nuclear Information System (INIS)

    Ichikawa, Y.H.; Wadati, Miki; Konno, Kimiaki; Shimizu, Tohru.

    1980-10-01

    Recent results of our research are surveyed in this report. The derivative nonlinear Schroedinger equation for the circular polarized Alfven wave admits the spiky soliton solutions for the plane wave boundary condition. The nonlinear equation for complex amplitude associated with the carrier wave is shown to be a generalized nonlinear Schroedinger equation, having the ordinary cubic nonlinear term and the derivative of cubic nonlinear term. A generalized scheme of the inverse scattering transformation has confirmed that superposition of the A-K-N-S scheme and the K-N scheme for the component equations valids for the generalized nonlinear Schroedinger equation. Then, two types of new integrable nonlinear evolution equation have been derived from our scheme of the inverse scattering transformation. One is the type of nonlinear Schroedinger equation, while the other is the type of Korteweg-de Vries equation. Brief discussions are presented for physical phenomena, which could be accounted by the second type of the new integrable nonlinear evolution equation. Lastly, the stationary solitary wave solutions have been constructed for the integrable nonlinear evolution equation of the second type. These solutions have peculiar structure that they are singular and discrete. It is a new challenge to construct singular potentials by the inverse scattering transformation. (author)

  9. Prolongation Structure of Semi-discrete Nonlinear Evolution Equations

    International Nuclear Information System (INIS)

    Bai Yongqiang; Wu Ke; Zhao Weizhong; Guo Hanying

    2007-01-01

    Based on noncommutative differential calculus, we present a theory of prolongation structure for semi-discrete nonlinear evolution equations. As an illustrative example, a semi-discrete model of the nonlinear Schroedinger equation is discussed in terms of this theory and the corresponding Lax pairs are also given.

  10. Comment on connections between nonlinear evolution equations

    International Nuclear Information System (INIS)

    Fuchssteiner, B.; Hefter, E.F.

    1981-01-01

    An open problem raised in a recent paper by Chodos is treated. We explain the reason for the interrelation between the conservation laws of the Korteweg-de Vries (KdV) and sine-Gordon equations. We point out that it is due to a corresponding connection between the infinite-dimensional Abelian symmetry groups of these equations. While it has been known for a long time that a Baecklund transformation (in this case the Miura transformation) connects corresponding members of the KdV and the sine-Gordon families, it is quite obvious that no Baecklund transformation can exist between different members of these families. And since the KdV and sine-Gordon equations do not correspond to each other, one cannot expect a Baecklund transformation between them; nevertheless we can give explicit relations between their two-soliton solutions. No inverse scattering techniques are used in this paper

  11. 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.

  12. Hamiltonian structures of some non-linear evolution equations

    International Nuclear Information System (INIS)

    Tu, G.Z.

    1983-06-01

    The Hamiltonian structure of the O(2,1) non-linear sigma model, generalized AKNS equations, are discussed. By reducing the O(2,1) non-linear sigma model to its Hamiltonian form some new conservation laws are derived. A new hierarchy of non-linear evolution equations is proposed and shown to be generalized Hamiltonian equations with an infinite number of conservation laws. (author)

  13. Diffusion equations and the time evolution of foreign exchange rates

    Energy Technology Data Exchange (ETDEWEB)

    Figueiredo, Annibal; Castro, Marcio T. de [Institute of Physics, Universidade de Brasília, Brasília DF 70910-900 (Brazil); Fonseca, Regina C.B. da [Department of Mathematics, Instituto Federal de Goiás, Goiânia GO 74055-110 (Brazil); Gleria, Iram, E-mail: iram@fis.ufal.br [Institute of Physics, Federal University of Alagoas, Brazil, Maceió AL 57072-900 (Brazil)

    2013-10-01

    We investigate which type of diffusion equation is most appropriate to describe the time evolution of foreign exchange rates. We modify the geometric diffusion model assuming a non-exponential time evolution and the stochastic term is the sum of a Wiener noise and a jump process. We find the resulting diffusion equation to obey the Kramers–Moyal equation. Analytical solutions are obtained using the characteristic function formalism and compared with empirical data. The analysis focus on the first four central moments considering the returns of foreign exchange rate. It is shown that the proposed model offers a good improvement over the classical geometric diffusion model.

  14. Diffusion equations and the time evolution of foreign exchange rates

    Science.gov (United States)

    Figueiredo, Annibal; de Castro, Marcio T.; da Fonseca, Regina C. B.; Gleria, Iram

    2013-10-01

    We investigate which type of diffusion equation is most appropriate to describe the time evolution of foreign exchange rates. We modify the geometric diffusion model assuming a non-exponential time evolution and the stochastic term is the sum of a Wiener noise and a jump process. We find the resulting diffusion equation to obey the Kramers-Moyal equation. Analytical solutions are obtained using the characteristic function formalism and compared with empirical data. The analysis focus on the first four central moments considering the returns of foreign exchange rate. It is shown that the proposed model offers a good improvement over the classical geometric diffusion model.

  15. Diffusion equations and the time evolution of foreign exchange rates

    International Nuclear Information System (INIS)

    Figueiredo, Annibal; Castro, Marcio T. de; Fonseca, Regina C.B. da; Gleria, Iram

    2013-01-01

    We investigate which type of diffusion equation is most appropriate to describe the time evolution of foreign exchange rates. We modify the geometric diffusion model assuming a non-exponential time evolution and the stochastic term is the sum of a Wiener noise and a jump process. We find the resulting diffusion equation to obey the Kramers–Moyal equation. Analytical solutions are obtained using the characteristic function formalism and compared with empirical data. The analysis focus on the first four central moments considering the returns of foreign exchange rate. It is shown that the proposed model offers a good improvement over the classical geometric diffusion model.

  16. Evolution of sociality by natural selection on variances in reproductive fitness: evidence from a social bee

    Directory of Open Access Journals (Sweden)

    Stevens Mark I

    2007-08-01

    Full Text Available Abstract Background The Central Limit Theorem (CLT is a statistical principle that states that as the number of repeated samples from any population increase, the variance among sample means will decrease and means will become more normally distributed. It has been conjectured that the CLT has the potential to provide benefits for group living in some animals via greater predictability in food acquisition, if the number of foraging bouts increases with group size. The potential existence of benefits for group living derived from a purely statistical principle is highly intriguing and it has implications for the origins of sociality. Results Here we show that in a social allodapine bee the relationship between cumulative food acquisition (measured as total brood weight and colony size accords with the CLT. We show that deviations from expected food income decrease with group size, and that brood weights become more normally distributed both over time and with increasing colony size, as predicted by the CLT. Larger colonies are better able to match egg production to expected food intake, and better able to avoid costs associated with producing more brood than can be reared while reducing the risk of under-exploiting the food resources that may be available. Conclusion These benefits to group living derive from a purely statistical principle, rather than from ecological, ergonomic or genetic factors, and could apply to a wide variety of species. This in turn suggests that the CLT may provide benefits at the early evolutionary stages of sociality and that evolution of group size could result from selection on variances in reproductive fitness. In addition, they may help explain why sociality has evolved in some groups and not others.

  17. Evolution of sociality by natural selection on variances in reproductive fitness: evidence from a social bee.

    Science.gov (United States)

    Stevens, Mark I; Hogendoorn, Katja; Schwarz, Michael P

    2007-08-29

    The Central Limit Theorem (CLT) is a statistical principle that states that as the number of repeated samples from any population increase, the variance among sample means will decrease and means will become more normally distributed. It has been conjectured that the CLT has the potential to provide benefits for group living in some animals via greater predictability in food acquisition, if the number of foraging bouts increases with group size. The potential existence of benefits for group living derived from a purely statistical principle is highly intriguing and it has implications for the origins of sociality. Here we show that in a social allodapine bee the relationship between cumulative food acquisition (measured as total brood weight) and colony size accords with the CLT. We show that deviations from expected food income decrease with group size, and that brood weights become more normally distributed both over time and with increasing colony size, as predicted by the CLT. Larger colonies are better able to match egg production to expected food intake, and better able to avoid costs associated with producing more brood than can be reared while reducing the risk of under-exploiting the food resources that may be available. These benefits to group living derive from a purely statistical principle, rather than from ecological, ergonomic or genetic factors, and could apply to a wide variety of species. This in turn suggests that the CLT may provide benefits at the early evolutionary stages of sociality and that evolution of group size could result from selection on variances in reproductive fitness. In addition, they may help explain why sociality has evolved in some groups and not others.

  18. Additive genetic variance in polyandry enables its evolution, but polyandry is unlikely to evolve through sexy or good sperm processes.

    Science.gov (United States)

    Travers, L M; Simmons, L W; Garcia-Gonzalez, F

    2016-05-01

    Polyandry is widespread despite its costs. The sexually selected sperm hypotheses ('sexy' and 'good' sperm) posit that sperm competition plays a role in the evolution of polyandry. Two poorly studied assumptions of these hypotheses are the presence of additive genetic variance in polyandry and sperm competitiveness. Using a quantitative genetic breeding design in a natural population of Drosophila melanogaster, we first established the potential for polyandry to respond to selection. We then investigated whether polyandry can evolve through sexually selected sperm processes. We measured lifetime polyandry and offensive sperm competitiveness (P2 ) while controlling for sampling variance due to male × male × female interactions. We also measured additive genetic variance in egg-to-adult viability and controlled for its effect on P2 estimates. Female lifetime polyandry showed significant and substantial additive genetic variance and evolvability. In contrast, we found little genetic variance or evolvability in P2 or egg-to-adult viability. Additive genetic variance in polyandry highlights its potential to respond to selection. However, the low levels of genetic variance in sperm competitiveness suggest that the evolution of polyandry may not be driven by sexy sperm or good sperm processes. © 2016 European Society For Evolutionary Biology. Journal of Evolutionary Biology © 2016 European Society For Evolutionary Biology.

  19. On the solution of fractional evolution equations

    International Nuclear Information System (INIS)

    Kilbas, Anatoly A; Pierantozzi, Teresa; Trujillo, Juan J; Vazquez, Luis

    2004-01-01

    This paper is devoted to the solution of the bi-fractional differential equation ( C D α t u)(t, x) = λ( L D β x u)(t, x) (t>0, -∞ 0 and λ ≠ 0, with the initial conditions lim x→±∞ u(t,x) = 0 u(0+,x)=g(x). Here ( C D α t u)(t, x) is the partial derivative coinciding with the Caputo fractional derivative for 0 L D β x u)(t, x)) is the Liouville partial fractional derivative ( L D β t u)(t, x)) of order β > 0. The Laplace and Fourier transforms are applied to solve the above problem in closed form. The fundamental solution of these problems is established and its moments are calculated. The special case α = 1/2 and β = 1 is presented, and its application is given to obtain the Dirac-type decomposition for the ordinary diffusion equation

  20. Stochastic Evolution Equations Driven by Fractional Noises

    Science.gov (United States)

    2016-11-28

    paper is to establish the weak convergence, in the topology of the Skorohod space, of the ν-symmetric Riemann sums for functionals of the fractional...stochastic heat equation with fractional-colored noise: existence of the solution. ALEA Lat. Am. J. Probab. Math . Stat. 4 (2008), 57–87. [8] P. Carmona, Y...Hu: Strong disorder implies strong localization for directed polymers in a random environment. ALEA Lat. Am. J. Probab. Math . Stat. 2 (2006), 217

  1. An interpolation between the wave and diffusion equations through the fractional evolution equations Dirac like

    International Nuclear Information System (INIS)

    Pierantozzi, T.; Vazquez, L.

    2005-01-01

    Through fractional calculus and following the method used by Dirac to obtain his well-known equation from the Klein-Gordon equation, we analyze a possible interpolation between the Dirac and the diffusion equations in one space dimension. We study the transition between the hyperbolic and parabolic behaviors by means of the generalization of the D'Alembert formula for the classical wave equation and the invariance under space and time inversions of the interpolating fractional evolution equations Dirac like. Such invariance depends on the values of the fractional index and is related to the nonlocal property of the time fractional differential operator. For this system of fractional evolution equations, we also find an associated conserved quantity analogous to the Hamiltonian for the classical Dirac case

  2. On the solution of fractional evolution equations

    Energy Technology Data Exchange (ETDEWEB)

    Kilbas, Anatoly A [Department of Mathematics and Mechanics, Belarusian State University, 220050 Minsk (Belarus); Pierantozzi, Teresa [Departamento de Matematica Aplicada, Facultad de Informatica, Universidad Complutense, E-28040 Madrid (Spain); Trujillo, Juan J [Departamento de Analisis Matematico, Universidad de la Laguna, 38271 La Laguna-Tenerife (Spain); Vazquez, Luis [Departamento de Matematica Aplicada, Facultad de Informatica, Universidad Complutense, E-28040 Madrid (Spain)

    2004-03-05

    This paper is devoted to the solution of the bi-fractional differential equation ({sup C}D{sup {alpha}}{sub t}u)(t, x) = {lambda}({sup L}D{sup {beta}}{sub x}u)(t, x) (t>0, -{infinity} 0 and {lambda} {ne} 0, with the initial conditions lim{sub x{yields}}{sub {+-}}{sub {infinity}} u(t,x) = 0 u(0+,x)=g(x). Here ({sup C}D{sup {alpha}}{sub t}u)(t, x) is the partial derivative coinciding with the Caputo fractional derivative for 0 < {alpha} < 1 and with the usual derivative for {alpha} = 1, while ({sup L}D{sup {beta}}{sub x}u)(t, x)) is the Liouville partial fractional derivative ({sup L}D{sup {beta}}{sub t}u)(t, x)) of order {beta} > 0. The Laplace and Fourier transforms are applied to solve the above problem in closed form. The fundamental solution of these problems is established and its moments are calculated. The special case {alpha} = 1/2 and {beta} = 1 is presented, and its application is given to obtain the Dirac-type decomposition for the ordinary diffusion equation.

  3. Finite difference evolution equations and quantum dynamical semigroups

    International Nuclear Information System (INIS)

    Ghirardi, G.C.; Weber, T.

    1983-12-01

    We consider the recently proposed [Bonifacio, Lett. Nuovo Cimento, 37, 481 (1983)] coarse grained description of time evolution for the density operator rho(t) through a finite difference equation with steps tau, and we prove that there exists a generator of the quantum dynamical semigroup type yielding an equation giving a continuous evolution coinciding at all time steps with the one induced by the coarse grained description. The map rho(0)→rho(t) derived in this way takes the standard form originally proposed by Lindblad [Comm. Math. Phys., 48, 119 (1976)], even when the map itself (and, therefore, the corresponding generator) is not bounded. (author)

  4. Periodic feedback stabilization for linear periodic evolution equations

    CERN Document Server

    Wang, Gengsheng

    2016-01-01

    This book introduces a number of recent advances regarding periodic feedback stabilization for linear and time periodic evolution equations. First, it presents selected connections between linear quadratic optimal control theory and feedback stabilization theory for linear periodic evolution equations. Secondly, it identifies several criteria for the periodic feedback stabilization from the perspective of geometry, algebra and analyses respectively. Next, it describes several ways to design periodic feedback laws. Lastly, the book introduces readers to key methods for designing the control machines. Given its coverage and scope, it offers a helpful guide for graduate students and researchers in the areas of control theory and applied mathematics.

  5. Almost Periodic Solutions for Impulsive Fractional Stochastic Evolution Equations

    Directory of Open Access Journals (Sweden)

    Toufik Guendouzi

    2014-08-01

    Full Text Available In this paper, we consider the existence of square-mean piecewise almost periodic solutions for impulsive fractional stochastic evolution equations involving Caputo fractional derivative. The main results are obtained by means of the theory of operators semi-group, fractional calculus, fixed point technique and stochastic analysis theory and methods adopted directly from deterministic fractional equations. Some known results are improved and generalized.

  6. From BBGKY hierarchy to non-Markovian evolution equations

    International Nuclear Information System (INIS)

    Gerasimenko, V.I.; Shtyk, V.O.; Zagorodny, A.G.

    2009-01-01

    The problem of description of the evolution of the microscopic phase density and its generalizations is discussed. With this purpose, the sequence of marginal microscopic phase densities is introduced, and the appropriate BBGKY hierarchy for these microscopic distributions and their average values is formulated. The microscopic derivation of the generalized evolution equation for the average value of the microscopic phase density is given, and the non-Markovian generalization of the Fokker-Planck collision integral is proposed

  7. On the evolution equations, solvable through the inverse scattering method

    International Nuclear Information System (INIS)

    Gerdjikov, V.S.; Khristov, E.Kh.

    1979-01-01

    The nonlinear evolution equations (NLEE), related to the one-parameter family of Dirac operators are considered in a uniform manner. The class of NLEE solvable through the inverse scatterina method and their conservation laws are described. The description of the hierarchy of Hamiltonian structures and the proof of complete integrability of the NLEE is presented. The class of Baecklund transformations for these NLEE is derived. The general formulae are illustrated by two important examples: the nonlinear Schroedinger equation and the sine-Gordon equation

  8. Topological soliton solutions for some nonlinear evolution equations

    Directory of Open Access Journals (Sweden)

    Ahmet Bekir

    2014-03-01

    Full Text Available In this paper, the topological soliton solutions of nonlinear evolution equations are obtained by the solitary wave ansatz method. Under some parameter conditions, exact solitary wave solutions are obtained. Note that it is always useful and desirable to construct exact solutions especially soliton-type (dark, bright, kink, anti-kink, etc. envelope for the understanding of most nonlinear physical phenomena.

  9. Genomic Prediction Within and Across Biparental Families: Means and Variances of Prediction Accuracy and Usefulness of Deterministic Equations

    Directory of Open Access Journals (Sweden)

    Pascal Schopp

    2017-11-01

    Full Text Available A major application of genomic prediction (GP in plant breeding is the identification of superior inbred lines within families derived from biparental crosses. When models for various traits were trained within related or unrelated biparental families (BPFs, experimental studies found substantial variation in prediction accuracy (PA, but little is known about the underlying factors. We used SNP marker genotypes of inbred lines from either elite germplasm or landraces of maize (Zea mays L. as parents to generate in silico 300 BPFs of doubled-haploid lines. We analyzed PA within each BPF for 50 simulated polygenic traits, using genomic best linear unbiased prediction (GBLUP models trained with individuals from either full-sib (FSF, half-sib (HSF, or unrelated families (URF for various sizes (Ntrain of the training set and different heritabilities (h2 . In addition, we modified two deterministic equations for forecasting PA to account for inbreeding and genetic variance unexplained by the training set. Averaged across traits, PA was high within FSF (0.41–0.97 with large variation only for Ntrain < 50 and h2 < 0.6. For HSF and URF, PA was on average ∼40–60% lower and varied substantially among different combinations of BPFs used for model training and prediction as well as different traits. As exemplified by HSF results, PA of across-family GP can be very low if causal variants not segregating in the training set account for a sizeable proportion of the genetic variance among predicted individuals. Deterministic equations accurately forecast the PA expected over many traits, yet cannot capture trait-specific deviations. We conclude that model training within BPFs generally yields stable PA, whereas a high level of uncertainty is encountered in across-family GP. Our study shows the extent of variation in PA that must be at least reckoned with in practice and offers a starting point for the design of training sets composed of multiple BPFs.

  10. Effective evolution equations from many-body quantum mechanics

    International Nuclear Information System (INIS)

    Benedikter, Niels Patriz

    2014-01-01

    Systems of interest in physics often consist of a very large number of interacting particles. In certain physical regimes, effective non-linear evolution equations are commonly used as an approximation for making predictions about the time-evolution of such systems. Important examples are Bose-Einstein condensates of dilute Bose gases and degenerate Fermi gases. While the effective equations are well-known in physics, a rigorous justification is very difficult. However, a rigorous derivation is essential to precisely understand the range and the limits of validity and the quality of the approximation. In this thesis, we prove that the time evolution of Bose-Einstein condensates in the Gross-Pitaevskii regime can be approximated by the time-dependent Gross-Pitaevskii equation, a cubic non-linear Schroedinger equation. We then turn to fermionic systems and prove that the evolution of a degenerate Fermi gas can be approximated by the time-dependent Hartree-Fock equation (TDHF) under certain assumptions on the semiclassical structure of the initial data. Finally, we extend the latter result to fermions with relativistic kinetic energy. All our results provide explicit bounds on the error as the number of particles becomes large. A crucial methodical insight on bosonic systems is that correlations can be modeled by Bogolyubov transformations. We construct initial data appropriate for the Gross-Pitaevskii regime using a Bogolyubov transformation acting on a coherent state, which amounts to studying squeezed coherent states. As a crucial insight for fermionic systems, we point out a semiclassical structure in states close to the ground state of fermions in a trap. As a convenient language for studying the dynamics of fermionic systems, we use particle-hole transformations.

  11. Spectral transform and solvability of nonlinear evolution equations

    International Nuclear Information System (INIS)

    Degasperis, A.

    1979-01-01

    These lectures deal with an exciting development of the last decade, namely the resolving method based on the spectral transform which can be considered as an extension of the Fourier analysis to nonlinear evolution equations. Since many important physical phenomena are modeled by nonlinear partial wave equations this method is certainly a major breakthrough in mathematical physics. We follow the approach, introduced by Calogero, which generalizes the usual Wronskian relations for solutions of a Sturm-Liouville problem. Its application to the multichannel Schroedinger problem will be the subject of these lectures. We will focus upon dynamical systems described at time t by a multicomponent field depending on one space coordinate only. After recalling the Fourier technique for linear evolution equations we introduce the spectral transform method taking the integral equations of potential scattering as an example. The second part contains all the basic functional relationships between the fields and their spectral transforms as derived from the Wronskian approach. In the third part we discuss a particular class of solutions of nonlinear evolution equations, solitons, which are considered by many physicists as a first step towards an elementary particle theory, because of their particle-like behaviour. The effect of the polarization time-dependence on the motion of the soliton is studied by means of the corresponding spectral transform, leading to new concepts such as the 'boomeron' and the 'trappon'. The rich dynamic structure is illustrated by a brief report on the main results of boomeron-boomeron and boomeron-trappon collisions. In the final section we discuss further results concerning important properties of the solutions of basic nonlinear equations. We introduce the Baecklund transform for the special case of scalar fields and demonstrate how it can be used to generate multisoliton solutions and how the conservation laws are obtained. (HJ)

  12. Existence results for impulsive evolution differential equations with state-dependent delay

    OpenAIRE

    Eduardo Hernandez M.; Rathinasamy Sakthivel; Sueli Tanaka Aki

    2008-01-01

    We study the existence of mild solution for impulsive evolution abstract differential equations with state-dependent delay. A concrete application to partial delayed differential equations is considered.

  13. Evolution equations for connected and disconnected sea parton distributions

    Science.gov (United States)

    Liu, Keh-Fei

    2017-08-01

    It has been revealed from the path-integral formulation of the hadronic tensor that there are connected sea and disconnected sea partons. The former is responsible for the Gottfried sum rule violation primarily and evolves the same way as the valence. Therefore, the Dokshitzer-Gribov-Lipatov-Altarelli-Parisi evolution equations can be extended to accommodate them separately. We discuss its consequences and implications vis-á-vis lattice calculations.

  14. Symbolic Detection of Permutation and Parity Symmetries of Evolution Equations

    KAUST Repository

    Alghamdi, Moataz

    2017-06-18

    We introduce a symbolic computational approach to detecting all permutation and parity symmetries in any general evolution equation, and to generating associated invariant polynomials, from given monomials, under the action of these symmetries. Traditionally, discrete point symmetries of differential equations are systemically found by solving complicated nonlinear systems of partial differential equations; in the presence of Lie symmetries, the process can be simplified further. Here, we show how to find parity- and permutation-type discrete symmetries purely based on algebraic calculations. Furthermore, we show that such symmetries always form groups, thereby allowing for the generation of new group-invariant conserved quantities from known conserved quantities. This work also contains an implementation of the said results in Mathematica. In addition, it includes, as a motivation for this work, an investigation of the connection between variational symmetries, described by local Lie groups, and conserved quantities in Hamiltonian systems.

  15. Operations involving momentum variables in non-Hamiltonian evolution equations

    International Nuclear Information System (INIS)

    Benatti, F.; Ghirardi, G.C.; Rimini, A.; Weber, T.

    1988-02-01

    Non-Hamiltonian evolution equations have been recently considered for the description of various physical processes. Among this type of equations the class which has been more extensively studied is the one usually referred to as Quantum Dynamical Semigroup equations (QDS). In particular an equation of the QDS type has been considered as the basis for a model, called Quantum Mechanics with Spontaneous Localization (QMSL), which has been shown to exhibit some very interesting features allowing to overcome most of the conceptual difficulties of standard quantum theory, QMSL assumes a modification of the pure Schroedinger evolution by assuming the occurrence, at random times, of stochastic processes for the wave function corresponding formally to approximate position measurements. In this paper, we investigate the consequences of modifying and/or enlarging the class of the considered stochastic processes, by considering the spontaeous occurrence of approximate momentum and of simultaneous position and momentum measurements. It is shown that the considered changes in the elementary processes have unacceptable consequences. In particular they either lead to drastic modifications in the dynamics of microsystems or are completely useless from the point of view of the conceptual advantages that one was trying to get from QMSL. The present work supports therefore the idea that QMSL, as originally formulated, can be taken as the basic scheme for the generalizations which are still necessary in order to make it appropriate for the description of systems of identical particles and to meet relativistic requirements. (author). 14 refs

  16. Operations involving momentum variables in non-Hamiltonian evolution equation

    International Nuclear Information System (INIS)

    Benatti, F.; Ghirardi, G.C.; Weber, T.; Rimini, A.

    1988-01-01

    Non-Hamiltonian evolution equations have been recently considered for the description of various physical processes. Among these types of equations the class which has been more extensively studied is the one usually referred to as quantum-dynamical semi-group equations (QDS). In particular an equation of the QDS type has been considered as the basis for a model, called quantum mechanics with spontaneous localization (QMSL), which has been shown to exhibit some very interesting features allowing us to overcome most of the conceptual difficulties of standard quantum theory. QMSL assumes a modification of the pure Schroedinger evolution by assuming the occurrence, at random times, of stochastic processes for the wave function corresponding formally to approximate position measurements. In this paper the consequences of modifying and/or enlarging the class of the considered stochastic processes, by considering the spontaneous occurrence of approximate momentum and of simultaneous position and momentum measurements, are investigated. It is shown that the considered changes in the elementary processes have unacceptable consequences. In particular they either lead to drastic modification in the dynamics of microsystems or are completely useless from the point of view of the conceptual advantages that one was trying to get from QMSL. The present work supports therefore the idea that QMSL, as originally formulated, can be taken as the basic scheme for the generalizations which are still necessary in order to make it appropriate for the description of systems of identical particles and to meet relativistic requirements

  17. Evolution of sociality by natural selection on variances in reproductive fitness: evidence from a social bee

    OpenAIRE

    Stevens, Mark I; Hogendoorn, Katja; Schwarz, Michael P

    2007-01-01

    Abstract Background The Central Limit Theorem (CLT) is a statistical principle that states that as the number of repeated samples from any population increase, the variance among sample means will decrease and means will become more normally distributed. It has been conjectured that the CLT has the potential to provide benefits for group living in some animals via greater predictability in food acquisition, if the number of foraging bouts increases with group size. The potential existence of ...

  18. Mean and variance evolutions of the hot and cold temperatures in Europe

    Energy Technology Data Exchange (ETDEWEB)

    Parey, Sylvie [EDF/R and D, Chatou Cedex (France); Dacunha-Castelle, D. [Universite Paris 11, Laboratoire de Mathematiques, Orsay (France); Hoang, T.T.H. [Universite Paris 11, Laboratoire de Mathematiques, Orsay (France); EDF/R and D, Chatou Cedex (France)

    2010-02-15

    In this paper, we examine the trends of temperature series in Europe, for the mean as well as for the variance in hot and cold seasons. To do so, we use as long and homogenous series as possible, provided by the European Climate Assessment and Dataset project for different locations in Europe, as well as the European ENSEMBLES project gridded dataset and the ERA40 reanalysis. We provide a definition of trends that we keep as intrinsic as possible and apply non-parametric statistical methods to analyse them. Obtained results show a clear link between trends in mean and variance of the whole series of hot or cold temperatures: in general, variance increases when the absolute value of temperature increases, i.e. with increasing summer temperature and decreasing winter temperature. This link is reinforced in locations where winter and summer climate has more variability. In very cold or very warm climates, the variability is lower and the link between the trends is weaker. We performed the same analysis on outputs of six climate models proposed by European teams for the 1961-2000 period (1950-2000 for one model), available through the PCMDI portal for the IPCC fourth assessment climate model simulations. The models generally perform poorly and have difficulties in capturing the relation between the two trends, especially in summer. (orig.)

  19. Asymptotically Almost Periodic Solutions of Evolution Equations in Banach Spaces

    Science.gov (United States)

    Ruess, W. M.; Phong, V. Q.

    Tile linear abstract evolution equation (∗) u'( t) = Au( t) + ƒ( t), t ∈ R, is considered, where A: D( A) ⊂ E → E is the generator of a strongly continuous semigroup of operators in the Banach space E. Starting from analogs of Kadets' and Loomis' Theorems for vector valued almost periodic Functions, we show that if σ( A) ∩ iR is countable and ƒ: R → E is [asymptotically] almost periodic, then every bounded and uniformly continuous solution u to (∗) is [asymptotically] almost periodic, provided e-λ tu( t) has uniformly convergent means for all λ ∈ σ( A) ∩ iR. Related results on Eberlein-weakly asymptotically almost periodic, periodic, asymptotically periodic and C 0-solutions of (∗), as well as on the discrete case of solutions of difference equations are included.

  20. Time evolution of the wave equation using rapid expansion method

    KAUST Repository

    Pestana, Reynam C.; Stoffa, Paul L.

    2010-01-01

    Forward modeling of seismic data and reverse time migration are based on the time evolution of wavefields. For the case of spatially varying velocity, we have worked on two approaches to evaluate the time evolution of seismic wavefields. An exact solution for the constant-velocity acoustic wave equation can be used to simulate the pressure response at any time. For a spatially varying velocity, a one-step method can be developed where no intermediate time responses are required. Using this approach, we have solved for the pressure response at intermediate times and have developed a recursive solution. The solution has a very high degree of accuracy and can be reduced to various finite-difference time-derivative methods, depending on the approximations used. Although the two approaches are closely related, each has advantages, depending on the problem being solved. © 2010 Society of Exploration Geophysicists.

  1. Time evolution of the wave equation using rapid expansion method

    KAUST Repository

    Pestana, Reynam C.

    2010-07-01

    Forward modeling of seismic data and reverse time migration are based on the time evolution of wavefields. For the case of spatially varying velocity, we have worked on two approaches to evaluate the time evolution of seismic wavefields. An exact solution for the constant-velocity acoustic wave equation can be used to simulate the pressure response at any time. For a spatially varying velocity, a one-step method can be developed where no intermediate time responses are required. Using this approach, we have solved for the pressure response at intermediate times and have developed a recursive solution. The solution has a very high degree of accuracy and can be reduced to various finite-difference time-derivative methods, depending on the approximations used. Although the two approaches are closely related, each has advantages, depending on the problem being solved. © 2010 Society of Exploration Geophysicists.

  2. Higher order Lie-Baecklund symmetries of evolution equations

    International Nuclear Information System (INIS)

    Roy Chowdhury, A.; Roy Chowdhury, K.; Paul, S.

    1983-10-01

    We have considered in detail the analysis of higher order Lie-Baecklund symmetries for some representative nonlinear evolution equations. Until now all such symmetry analyses have been restricted only to the first order of the infinitesimal parameter. But the existence of Baecklund transformation (which can be shown to be an overall sum of higher order Lie-Baecklund symmetries) makes it necessary to search for such higher order Lie-Baecklund symmetries directly without taking recourse to the Baecklund transformation or inverse scattering technique. (author)

  3. Nonlinear evolution equations for waves in random media

    International Nuclear Information System (INIS)

    Pelinovsky, E.; Talipova, T.

    1994-01-01

    The scope of this paper is to highlight the main ideas of asymptotical methods applying in modern approaches of description of nonlinear wave propagation in random media. We start with the discussion of the classical conception of ''mean field''. Then an exactly solvable model describing nonlinear wave propagation in the medium with fluctuating parameters is considered in order to demonstrate that the ''mean field'' method is not correct. We develop new asymptotic procedures of obtaining the nonlinear evolution equations for the wave fields in random media. (author). 16 refs

  4. Approach in Theory of Nonlinear Evolution Equations: The Vakhnenko-Parkes Equation

    Directory of Open Access Journals (Sweden)

    V. O. Vakhnenko

    2016-01-01

    Full Text Available A variety of methods for examining the properties and solutions of nonlinear evolution equations are explored by using the Vakhnenko equation (VE as an example. The VE, which arises in modelling the propagation of high-frequency waves in a relaxing medium, has periodic and solitary traveling wave solutions some of which are loop-like in nature. The VE can be written in an alternative form, known as the Vakhnenko-Parkes equation (VPE, by a change of independent variables. The VPE has an N-soliton solution which is discussed in detail. Individual solitons are hump-like in nature whereas the corresponding solution to the VE comprises N-loop-like solitons. Aspects of the inverse scattering transform (IST method, as applied originally to the KdV equation, are used to find one- and two-soliton solutions to the VPE even though the VPE’s spectral equation is third-order and not second-order. A Bäcklund transformation for the VPE is used to construct conservation laws. The standard IST method for third-order spectral problems is used to investigate solutions corresponding to bound states of the spectrum and to a continuous spectrum. This leads to N-soliton solutions and M-mode periodic solutions, respectively. Interactions between these types of solutions are investigated.

  5. Evolution in fluctuating environments: decomposing selection into additive components of the Robertson-Price equation.

    Science.gov (United States)

    Engen, Steinar; Saether, Bernt-Erik

    2014-03-01

    We analyze the stochastic components of the Robertson-Price equation for the evolution of quantitative characters that enables decomposition of the selection differential into components due to demographic and environmental stochasticity. We show how these two types of stochasticity affect the evolution of multivariate quantitative characters by defining demographic and environmental variances as components of individual fitness. The exact covariance formula for selection is decomposed into three components, the deterministic mean value, as well as stochastic demographic and environmental components. We show that demographic and environmental stochasticity generate random genetic drift and fluctuating selection, respectively. This provides a common theoretical framework for linking ecological and evolutionary processes. Demographic stochasticity can cause random variation in selection differentials independent of fluctuating selection caused by environmental variation. We use this model of selection to illustrate that the effect on the expected selection differential of random variation in individual fitness is dependent on population size, and that the strength of fluctuating selection is affected by how environmental variation affects the covariance in Malthusian fitness between individuals with different phenotypes. Thus, our approach enables us to partition out the effects of fluctuating selection from the effects of selection due to random variation in individual fitness caused by demographic stochasticity. © 2013 The Author(s). Evolution © 2013 The Society for the Study of Evolution.

  6. Solving Partial Differential Equations Using a New Differential Evolution Algorithm

    Directory of Open Access Journals (Sweden)

    Natee Panagant

    2014-01-01

    Full Text Available This paper proposes an alternative meshless approach to solve partial differential equations (PDEs. With a global approximate function being defined, a partial differential equation problem is converted into an optimisation problem with equality constraints from PDE boundary conditions. An evolutionary algorithm (EA is employed to search for the optimum solution. For this approach, the most difficult task is the low convergence rate of EA which consequently results in poor PDE solution approximation. However, its attractiveness remains due to the nature of a soft computing technique in EA. The algorithm can be used to tackle almost any kind of optimisation problem with simple evolutionary operation, which means it is mathematically simpler to use. A new efficient differential evolution (DE is presented and used to solve a number of the partial differential equations. The results obtained are illustrated and compared with exact solutions. It is shown that the proposed method has a potential to be a future meshless tool provided that the search performance of EA is greatly enhanced.

  7. Symbolic computation of exact solutions for a nonlinear evolution equation

    International Nuclear Information System (INIS)

    Liu Yinping; Li Zhibin; Wang Kuncheng

    2007-01-01

    In this paper, by means of the Jacobi elliptic function method, exact double periodic wave solutions and solitary wave solutions of a nonlinear evolution equation are presented. It can be shown that not only the obtained solitary wave solutions have the property of loop-shaped, cusp-shaped and hump-shaped for different values of parameters, but also different types of double periodic wave solutions are possible, namely periodic loop-shaped wave solutions, periodic hump-shaped wave solutions or periodic cusp-shaped wave solutions. Furthermore, periodic loop-shaped wave solutions will be degenerated to loop-shaped solitary wave solutions for the same values of parameters. So do cusp-shaped solutions and hump-shaped solutions. All these solutions are new and first reported here

  8. Loss of Energy Concentration in Nonlinear Evolution Beam Equations

    Science.gov (United States)

    Garrione, Maurizio; Gazzola, Filippo

    2017-12-01

    Motivated by the oscillations that were seen at the Tacoma Narrows Bridge, we introduce the notion of solutions with a prevailing mode for the nonlinear evolution beam equation u_{tt} + u_{xxxx} + f(u)= g(x, t) in bounded space-time intervals. We give a new definition of instability for these particular solutions, based on the loss of energy concentration on their prevailing mode. We distinguish between two different forms of energy transfer, one physiological (unavoidable and depending on the nonlinearity) and one due to the insurgence of instability. We then prove a theoretical result allowing to reduce the study of this kind of infinite-dimensional stability to that of a finite-dimensional approximation. With this background, we study the occurrence of instability for three different kinds of nonlinearities f and for some forcing terms g, highlighting some of their structural properties and performing some numerical simulations.

  9. An x-space analysis of evolution equations: Soffer's inequality and the non-forward evolution

    International Nuclear Information System (INIS)

    Cafarella, Alessandro; Coriano, Claudio; Guzzi, Marco

    2003-01-01

    We analyze the use of algorithms based in x-space for the solution of renormalization group equations of DGLAP-type and test their consistency by studying bounds among partons distributions - in our specific case Soffer's inequality and the perturbative behaviour of the nucleon tensor charge - to next-to-leading order in QCD. A discussion of the perturbative resummation implicit in these expansions using Mellin moments is included. We also comment on the (kinetic) proof of positivity of the evolution of h1, using a kinetic analogy and illustrate the extension of the algorithm to the evolution of generalized parton distributions. We prove positivity of the non-forward evolution in a special case and illustrate a Fokker-Planck approximation to it. (author)

  10. Inverse scattering solution of non-linear evolution equations in one space dimension: an introduction

    International Nuclear Information System (INIS)

    Alvarez-Estrada, R.F.

    1979-01-01

    A comprehensive review of the inverse scattering solution of certain non-linear evolution equations of physical interest in one space dimension is presented. We explain in some detail the interrelated techniques which allow to linearize exactly the following equations: (1) the Korteweg and de Vries equation; (2) the non-linear Schrodinger equation; (3) the modified Korteweg and de Vries equation; (4) the Sine-Gordon equation. We concentrate in discussing the pairs of linear operators which accomplish such an exact linearization and the solution of the associated initial value problem. The application of the method to other non-linear evolution equations is reviewed very briefly

  11. The presentation of explicit analytical solutions of a class of nonlinear evolution equations

    International Nuclear Information System (INIS)

    Feng Jinshun; Guo Mingpu; Yuan Deyou

    2009-01-01

    In this paper, we introduce a function set Ω m . There is a conjecture that an arbitrary explicit travelling-wave analytical solution of a real constant coefficient nonlinear evolution equation is necessarily a linear (or nonlinear) combination of the product of some elements in Ω m . A widespread applicable approach for solving a class of nonlinear evolution equations is established. The new analytical solutions to two kinds of nonlinear evolution equations are described with the aid of the guess.

  12. Exact solitary wave solutions for some nonlinear evolution equations via Exp-function method

    International Nuclear Information System (INIS)

    Ebaid, A.

    2007-01-01

    Based on the Exp-function method, exact solutions for some nonlinear evolution equations are obtained. The KdV equation, Burgers' equation and the combined KdV-mKdV equation are chosen to illustrate the effectiveness of the method

  13. Wave functions, evolution equations and evolution kernels form light-ray operators of QCD

    International Nuclear Information System (INIS)

    Mueller, D.; Robaschik, D.; Geyer, B.; Dittes, F.M.; Horejsi, J.

    1994-01-01

    The widely used nonperturbative wave functions and distribution functions of QCD are determined as matrix elements of light-ray operators. These operators appear as large momentum limit of non-local hardron operators or as summed up local operators in light-cone expansions. Nonforward one-particle matrix elements of such operators lead to new distribution amplitudes describing both hadrons simultaneously. These distribution functions depend besides other variables on two scaling variables. They are applied for the description of exclusive virtual Compton scattering in the Bjorken region near forward direction and the two meson production process. The evolution equations for these distribution amplitudes are derived on the basis of the renormalization group equation of the considered operators. This includes that also the evolution kernels follow from the anomalous dimensions of these operators. Relations between different evolution kernels (especially the Altarelli-Parisi and the Brodsky-Lepage kernels) are derived and explicitly checked for the existing two-loop calculations of QCD. Technical basis of these resluts are support and analytically properties of the anomalous dimensions of light-ray operators obtained with the help of the α-representation of Green's functions. (orig.)

  14. Analysis and classification of nonlinear dispersive evolution equations in the potential representation

    International Nuclear Information System (INIS)

    Eichmann, U.A.; Draayer, J.P.; Ludu, A.

    2002-01-01

    A potential representation for the subset of travelling solutions of nonlinear dispersive evolution equations is introduced. The procedure involves reduction of a third-order partial differential equation to a first-order ordinary differential equation. The potential representation allows us to deduce certain properties of the solutions without the actual need to solve the underlying evolution equation. In particular, the paper deals with the so-called K(n, m) equations. Starting from their respective potential representations it is shown that these equations can be classified according to a simple point transformation. As a result, e.g., all equations with linear dispersion join the same equivalence class with the Korteweg-deVries equation being its representative, and all soliton solutions of higher order nonlinear equations are thus equivalent to the KdV soliton. Certain equations with both linear and quadratic dispersions can also be treated within this equivalence class. (author)

  15. Symplectic and Hamiltonian structures of nonlinear evolution equations

    International Nuclear Information System (INIS)

    Dorfman, I.Y.

    1993-01-01

    A Hamiltonian structure on a finite-dimensional manifold can be introduced either by endowing it with a (pre)symplectic structure, or by describing the Poisson bracket with the help of a tensor with two upper indices named the Poisson structure. Under the assumption of nondegeneracy, the Poisson structure is nothing else than the inverse of the symplectic structure. Also in the degenerate case the distinction between the two approaches is almost insignificant, because both presymplectic and Poisson structures split into symplectic structures on leaves of appropriately chosen foliations. Hamiltonian structures that arise in the theory of evolution equations demonstrate something new in this respect: trying to operate in local terms, one is induced to develop both approaches independently. Hamiltonian operators, being the infinite-dimensional counterparts of Poisson structures, were the first to become the subject of investigations. A considerable period of time passed before the papers initiated research in the theory of symplectic operators, being the counterparts of presymplectic structures. In what follows, we focus on the main achievements in this field

  16. On the fundamental equation of nonequilibrium statistical physics—Nonequilibrium entropy evolution equation and the formula for entropy production rate

    Institute of Scientific and Technical Information of China (English)

    2010-01-01

    In this paper the author presents an overview on his own research works. More than ten years ago, we proposed a new fundamental equation of nonequilibrium statistical physics in place of the present Liouville equation. That is the stochastic velocity type’s Langevin equation in 6N dimensional phase space or its equivalent Liouville diffusion equation. This equation is time-reversed asymmetrical. It shows that the form of motion of particles in statistical thermodynamic systems has the drift-diffusion duality, and the law of motion of statistical thermodynamics is expressed by a superposition of both the law of dynamics and the stochastic velocity and possesses both determinism and probability. Hence it is different from the law of motion of particles in dynamical systems. The stochastic diffusion motion of the particles is the microscopic origin of macroscopic irreversibility. Starting from this fundamental equation the BBGKY diffusion equation hierarchy, the Boltzmann collision diffusion equation, the hydrodynamic equations such as the mass drift-diffusion equation, the Navier-Stokes equation and the thermal conductivity equation have been derived and presented here. What is more important, we first constructed a nonlinear evolution equation of nonequilibrium entropy density in 6N, 6 and 3 dimensional phase space, predicted the existence of entropy diffusion. This entropy evolution equation plays a leading role in nonequilibrium entropy theory, it reveals that the time rate of change of nonequilibrium entropy density originates together from its drift, diffusion and production in space. From this evolution equation, we presented a formula for entropy production rate (i.e. the law of entropy increase) in 6N and 6 dimensional phase space, proved that internal attractive force in nonequilibrium system can result in entropy decrease while internal repulsive force leads to another entropy increase, and derived a common expression for this entropy decrease rate or

  17. A general nonlinear evolution equation for irreversible conservative approach to stable equilibrium

    International Nuclear Information System (INIS)

    Beretta, G.P.

    1986-01-01

    This paper addresses a mathematical problem relevant to the question of nonequilibrium and irreversibility, namely, that of ''designing'' a general evolution equation capable of describing irreversible but conservative relaxtion towards equilibrium. The objective is to present an interesting mathematical solution to this design problem, namely, a new nonlinear evolution equation that satisfies a set of very stringent relevant requirements. Three different frameworks are defined from which the new equation could be adopted, with entirely different interpretations. Some useful well-known mathematics involving Gram determinants are presented and a nonlinear evolution equation is given which meets the stringent design specifications

  18. Symmetry Reduction and Cauchy Problems for a Class of Fourth-Order Evolution Equations

    International Nuclear Information System (INIS)

    Li Jina; Zhang Shunli

    2008-01-01

    We exploit higher-order conditional symmetry to reduce initial-value problems for evolution equations to Cauchy problems for systems of ordinary differential equations (ODEs). We classify a class of fourth-order evolution equations which admit certain higher-order generalized conditional symmetries (GCSs) and give some examples to show the main reduction procedure. These reductions cannot be derived within the framework of the standard Lie approach, which hints that the technique presented here is something essential for the dimensional reduction of evolution equations

  19. Equations of State: Gateway to Planetary Origin and Evolution (Invited)

    Science.gov (United States)

    Melosh, J.

    2013-12-01

    Research over the past decades has shown that collisions between solid bodies govern many crucial phases of planetary origin and evolution. The accretion of the terrestrial planets was punctuated by planetary-scale impacts that generated deep magma oceans, ejected primary atmospheres and probably created the moons of Earth and Pluto. Several extrasolar planetary systems are filled with silicate vapor and condensed 'tektites', probably attesting to recent giant collisions. Even now, long after the solar system settled down from its violent birth, a large asteroid impact wiped out the dinosaurs, while other impacts may have played a role in the origin of life on Earth and perhaps Mars, while maintaining a steady exchange of small meteorites between the terrestrial planets and our moon. Most of these events are beyond the scale at which experiments are possible, so that our main research tool is computer simulation, constrained by the laws of physics and the behavior of materials during high-speed impact. Typical solar system impact velocities range from a few km/s in the outer solar system to 10s of km/s in the inner system. Extrasolar planetary systems expand that range to 100s of km/sec typical of the tightly clustered planetary systems now observed. Although computer codes themselves are currently reaching a high degree of sophistication, we still rely on experimental studies to determine the Equations of State (EoS) of materials critical for the correct simulation of impact processes. The recent expansion of the range of pressures available for study, from a few 100 GPa accessible with light gas guns up to a few TPa from current high energy accelerators now opens experimental access to the full velocity range of interest in our solar system. The results are a surprise: several groups in both the USA and Japan have found that silicates and even iron melt and vaporize much more easily in an impact than previously anticipated. The importance of these findings is

  20. Traveling solitary wave solutions to evolution equations with nonlinear terms of any order

    International Nuclear Information System (INIS)

    Feng Zhaosheng

    2003-01-01

    Many physical phenomena in one- or higher-dimensional space can be described by nonlinear evolution equations, which can be reduced to ordinary differential equations such as the Lienard equation. Thus, to study those ordinary differential equations is of significance not only in mathematics itself, but also in physics. In this paper, a kind of explicit exact solutions to the Lienard equation is obtained. The applications of the solutions to the nonlinear RR-equation and the compound KdV-type equation are presented, which extend the results obtained in the previous literature

  1. Soliton solutions of some nonlinear evolution equations with time ...

    Indian Academy of Sciences (India)

    Abstract. In this paper, we obtain exact soliton solutions of the modified KdV equation, inho- mogeneous nonlinear Schrödinger equation and G(m, n) equation with variable coefficients using solitary wave ansatz. The constraint conditions among the time-dependent coefficients turn out as necessary conditions for the ...

  2. Algebraic dynamics solutions and algebraic dynamics algorithm for nonlinear partial differential evolution equations of dynamical systems

    Institute of Scientific and Technical Information of China (English)

    2008-01-01

    Using functional derivative technique in quantum field theory, the algebraic dy-namics approach for solution of ordinary differential evolution equations was gen-eralized to treat partial differential evolution equations. The partial differential evo-lution equations were lifted to the corresponding functional partial differential equations in functional space by introducing the time translation operator. The functional partial differential evolution equations were solved by algebraic dynam-ics. The algebraic dynamics solutions are analytical in Taylor series in terms of both initial functions and time. Based on the exact analytical solutions, a new nu-merical algorithm—algebraic dynamics algorithm was proposed for partial differ-ential evolution equations. The difficulty of and the way out for the algorithm were discussed. The application of the approach to and computer numerical experi-ments on the nonlinear Burgers equation and meteorological advection equation indicate that the algebraic dynamics approach and algebraic dynamics algorithm are effective to the solution of nonlinear partial differential evolution equations both analytically and numerically.

  3. A Bivariate Chebyshev Spectral Collocation Quasilinearization Method for Nonlinear Evolution Parabolic Equations

    Directory of Open Access Journals (Sweden)

    S. S. Motsa

    2014-01-01

    Full Text Available This paper presents a new method for solving higher order nonlinear evolution partial differential equations (NPDEs. The method combines quasilinearisation, the Chebyshev spectral collocation method, and bivariate Lagrange interpolation. In this paper, we use the method to solve several nonlinear evolution equations, such as the modified KdV-Burgers equation, highly nonlinear modified KdV equation, Fisher's equation, Burgers-Fisher equation, Burgers-Huxley equation, and the Fitzhugh-Nagumo equation. The results are compared with known exact analytical solutions from literature to confirm accuracy, convergence, and effectiveness of the method. There is congruence between the numerical results and the exact solutions to a high order of accuracy. Tables were generated to present the order of accuracy of the method; convergence graphs to verify convergence of the method and error graphs are presented to show the excellent agreement between the results from this study and the known results from literature.

  4. A bivariate Chebyshev spectral collocation quasilinearization method for nonlinear evolution parabolic equations.

    Science.gov (United States)

    Motsa, S S; Magagula, V M; Sibanda, P

    2014-01-01

    This paper presents a new method for solving higher order nonlinear evolution partial differential equations (NPDEs). The method combines quasilinearisation, the Chebyshev spectral collocation method, and bivariate Lagrange interpolation. In this paper, we use the method to solve several nonlinear evolution equations, such as the modified KdV-Burgers equation, highly nonlinear modified KdV equation, Fisher's equation, Burgers-Fisher equation, Burgers-Huxley equation, and the Fitzhugh-Nagumo equation. The results are compared with known exact analytical solutions from literature to confirm accuracy, convergence, and effectiveness of the method. There is congruence between the numerical results and the exact solutions to a high order of accuracy. Tables were generated to present the order of accuracy of the method; convergence graphs to verify convergence of the method and error graphs are presented to show the excellent agreement between the results from this study and the known results from literature.

  5. Application of Exp-function method for (2 + 1)-dimensional nonlinear evolution equations

    International Nuclear Information System (INIS)

    Bekir, Ahmet; Boz, Ahmet

    2009-01-01

    In this paper, the Exp-function method is used to construct solitary and soliton solutions of (2 + 1)-dimensional nonlinear evolution equations. (2 + 1)-dimensional breaking soliton (Calogero) equation, modified Zakharov-Kuznetsov and Konopelchenko-Dubrovsky equations are chosen to illustrate the effectiveness of the method. The method is straightforward and concise, and its applications are promising. The Exp-function method presents a wider applicability for handling nonlinear wave equations.

  6. Nonlinear evolution equations and Painlevé test

    CERN Document Server

    Steeb, Willi-Hans

    1988-01-01

    This book is an edited version of lectures given by the authors at a seminar at the Rand Afrikaans University. It gives a survey on the Painlevé test, Painlevé property and integrability. Both ordinary differential equations and partial differential equations are considered.

  7. On an improved method for solving evolution equations of higher ...

    African Journals Online (AJOL)

    In this paper we introduce a new algebraic procedure to compute new classes of solutions of (1+1)-nonlinear partial differential equations (nPDEs) both of physical and technical relevance. The basic assumption is that the unknown solution(s) of the nPDE under consideration satisfy an ordinary differential equation (ODE) of ...

  8. An axisymmetric evolution code for the Einstein equations on hyperboloidal slices

    International Nuclear Information System (INIS)

    Rinne, Oliver

    2010-01-01

    We present the first stable dynamical numerical evolutions of the Einstein equations in terms of a conformally rescaled metric on hyperboloidal hypersurfaces extending to future null infinity. Axisymmetry is imposed in order to reduce the computational cost. The formulation is based on an earlier axisymmetric evolution scheme, adapted to time slices of constant mean curvature. Ideas from a previous study by Moncrief and the author are applied in order to regularize the formally singular evolution equations at future null infinity. Long-term stable and convergent evolutions of Schwarzschild spacetime are obtained, including a gravitational perturbation. The Bondi news function is evaluated at future null infinity.

  9. The Liouville equation for flavour evolution of neutrinos and neutrino wave packets

    Energy Technology Data Exchange (ETDEWEB)

    Hansen, Rasmus Sloth Lundkvist; Smirnov, Alexei Yu., E-mail: rasmus@mpi-hd.mpg.de, E-mail: smirnov@mpi-hd.mpg.de [Max-Planck-Institut für Kernphysik, Saupfercheckweg 1, 69117 Heidelberg (Germany)

    2016-12-01

    We consider several aspects related to the form, derivation and applications of the Liouville equation (LE) for flavour evolution of neutrinos. To take into account the quantum nature of neutrinos we derive the evolution equation for the matrix of densities using wave packets instead of Wigner functions. The obtained equation differs from the standard LE by an additional term which is proportional to the difference of group velocities. We show that this term describes loss of the propagation coherence in the system. In absence of momentum changing collisions, the LE can be reduced to a single derivative equation over a trajectory coordinate. Additional time and spatial dependence may stem from initial (production) conditions. The transition from single neutrino evolution to the evolution of a neutrino gas is considered.

  10. Gas-evolution oscillators. 10. A model based on a delay equation

    Energy Technology Data Exchange (ETDEWEB)

    Bar-Eli, K.; Noyes, R.M. [Univ. of Oregon, Eugene, OR (United States)

    1992-09-17

    This paper develops a simplified method to model the behavior of a gas-evolution oscillator with two differential delay equations in two unknowns consisting of the population of dissolved molecules in solution and the pressure of the gas.

  11. Gas-evolution oscillators. 10. A model based on a delay equation

    International Nuclear Information System (INIS)

    Bar-Eli, K.; Noyes, R.M.

    1992-01-01

    This paper develops a simplified method to model the behavior of a gas-evolution oscillator with two differential delay equations in two unknowns consisting of the population of dissolved molecules in solution and the pressure of the gas

  12. Homogenization of the evolution Stokes equation in a perforated domain with a stochastic Fourier boundary condition

    KAUST Repository

    Bessaih, Hakima; Efendiev, Yalchin; Maris, Florin

    2015-01-01

    The evolution Stokes equation in a domain containing periodically distributed obstacles subject to Fourier boundary condition on the boundaries is considered. We assume that the dynamic is driven by a stochastic perturbation on the interior

  13. Solitary wave solutions to nonlinear evolution equations in ...

    Indian Academy of Sciences (India)

    1Computer Engineering Technique Department, Al-Rafidain University College, Baghdad, ... applied to extract solutions are tan–cot method and functional variable approaches. ... Consider the nonlinear partial differential equation in the form.

  14. Analytic treatment of nonlinear evolution equations using first ...

    Indian Academy of Sciences (India)

    1. — journal of. July 2012 physics pp. 3–17. Analytic treatment of nonlinear evolution ... Eskisehir Osmangazi University, Art-Science Faculty, Department of Mathematics, ... (2.2) is integrated where integration constants are considered zeros.

  15. Phase-space formalism: Operational calculus and solution of evolution equations in phase-space

    International Nuclear Information System (INIS)

    Dattoli, G.; Torre, A.

    1995-05-01

    Phase-space formulation of physical problems offers conceptual and practical advantages. A class of evolution type equations, describing the time behaviour of a physical system, using an operational formalism useful to handle time ordering problems has been described. The methods proposed generalize the algebraic ordering techniques developed to deal with the ordinary Schroedinger equation, and how they are taylored suited to treat evolution problems both in classical and quantum dynamics has been studied

  16. Preservation of support and positivity for solutions of degenerate evolution equations

    International Nuclear Information System (INIS)

    Ambrose, David M; Wright, J Douglas

    2010-01-01

    We prove that sufficiently smooth solutions of equations of a certain class have two interesting properties. These evolution equations are in a sense degenerate, in that every term on the right-hand side of the evolution equation has either the unknown or its first spatial derivative as a factor. We first find a conserved quantity for the equation: the measure of the set on which the solution is non-zero. Second, we show that solutions which are initially non-negative remain non-negative for all times. These properties rely heavily upon the degeneracy of the leading order term. When the equation is more degenerate, we are able to prove that there are additional conserved quantities: the measure of the set on which the solution is positive and the measure of the set on which the solution is negative. To illustrate these results, we give examples of equations with nonlinear dispersion which have solutions in spaces with sufficient regularity to satisfy the hypotheses of the support and positivity theorems. An important family of equations with nonlinear dispersion are the Rosenau–Hyman compacton equations; there is no existence theory yet for these equations, but the known solutions of the compacton equations are of lower regularity than is needed for the preceding theorems. We prove an additional positivity theorem which applies to solutions of the same family of equations in a function space which includes some solutions of compacton equations

  17. Integrable Seven-Point Discrete Equations and Second-Order Evolution Chains

    Science.gov (United States)

    Adler, V. E.

    2018-04-01

    We consider differential-difference equations defining continuous symmetries for discrete equations on a triangular lattice. We show that a certain combination of continuous flows can be represented as a secondorder scalar evolution chain. We illustrate the general construction with a set of examples including an analogue of the elliptic Yamilov chain.

  18. Solving nonlinear evolution equation system using two different methods

    Science.gov (United States)

    Kaplan, Melike; Bekir, Ahmet; Ozer, Mehmet N.

    2015-12-01

    This paper deals with constructing more general exact solutions of the coupled Higgs equation by using the (G0/G, 1/G)-expansion and (1/G0)-expansion methods. The obtained solutions are expressed by three types of functions: hyperbolic, trigonometric and rational functions with free parameters. It has been shown that the suggested methods are productive and will be used to solve nonlinear partial differential equations in applied mathematics and engineering. Throughout the paper, all the calculations are made with the aid of the Maple software.

  19. Algebraic models for the hierarchy structure of evolution equations at small x

    International Nuclear Information System (INIS)

    Rembiesa, P.; Stasto, A.M.

    2005-01-01

    We explore several models of QCD evolution equations simplified by considering only the rapidity dependence of dipole scattering amplitudes, while provisionally neglecting their dependence on transverse coordinates. Our main focus is on the equations that include the processes of pomeron splittings. We examine the algebraic structures of the governing equation hierarchies, as well as the asymptotic behavior of their solutions in the large-rapidity limit

  20. Exact solutions for nonlinear evolution equations using Exp-function method

    International Nuclear Information System (INIS)

    Bekir, Ahmet; Boz, Ahmet

    2008-01-01

    In this Letter, the Exp-function method is used to construct solitary and soliton solutions of nonlinear evolution equations. The Klein-Gordon, Burger-Fisher and Sharma-Tasso-Olver equations are chosen to illustrate the effectiveness of the method. The method is straightforward and concise, and its applications are promising. The Exp-function method presents a wider applicability for handling nonlinear wave equations

  1. Evolution equation for the shape function in the parton model approach to inclusive B decays

    International Nuclear Information System (INIS)

    Baek, Seungwon; Lee, Kangyoung

    2005-01-01

    We derive an evolution equation for the shape function of the b quark in an analogous way to the Altarelli-Parisi equation by incorporating the perturbative QCD correction to the inclusive semileptonic decays of the B meson. Since the parton picture works well for inclusive B decays due to the heavy mass of the b quark, the scaling feature manifests and the decay rate may be expressed by a single structure function describing the light-cone distribution of the b quark apart from the kinematic factor. The evolution equation introduces a q 2 dependence of the shape function and violates the scaling properties. We solve the evolution equation and discuss the phenomenological implication.

  2. Collinear and TMD quark and gluon densities from parton branching solution of QCD evolution equations

    Energy Technology Data Exchange (ETDEWEB)

    Hautmann, F. [Rutherford Appleton Laboratory, Chilton (United Kingdom); Oxford Univ. (United Kingdom). Dept. of Theoretical Physics; Antwerpen Univ. (Belgium). Elementaire Deeltjes Fysica; Jung, H.; Lelek, A.; Zlebcik, R. [Deutsches Elektronen-Synchrotron (DESY), Hamburg (Germany); Radescu, V. [European Organization for Nuclear Research (CERN), Geneva (Switzerland)

    2017-08-15

    We study parton-branching solutions of QCD evolution equations and present a method to construct both collinear and transverse momentum dependent (TMD) parton densities from this approach. We work with next-to-leading-order (NLO) accuracy in the strong coupling. Using the unitarity picture in terms of resolvable and non-resolvable branchings, we analyze the role of the soft-gluon resolution scale in the evolution equations. For longitudinal momentum distributions, we find agreement of our numerical calculations with existing evolution programs at the level of better than 1 percent over a range of five orders of magnitude both in evolution scale and in longitudinal momentum fraction. We make predictions for the evolution of transverse momentum distributions. We perform fits to the high-precision deep inelastic scattering (DIS) structure function measurements, and we present a set of NLO TMD distributions based on the parton branching approach.

  3. Lie symmetry analysis and conservation laws for the time fractional fourth-order evolution equation

    Directory of Open Access Journals (Sweden)

    Wang Li

    2017-06-01

    Full Text Available In this paper, we study Lie symmetry analysis and conservation laws for the time fractional nonlinear fourth-order evolution equation. Using the method of Lie point symmetry, we provide the associated vector fields, and derive the similarity reductions of the equation, respectively. The method can be applied wisely and efficiently to get the reduced fractional ordinary differential equations based on the similarity reductions. Finally, by using the nonlinear self-adjointness method and Riemann-Liouville time-fractional derivative operator as well as Euler-Lagrange operator, the conservation laws of the equation are obtained.

  4. New generalized and improved (G′/G-expansion method for nonlinear evolution equations in mathematical physics

    Directory of Open Access Journals (Sweden)

    Hasibun Naher

    2014-10-01

    Full Text Available In this article, new extension of the generalized and improved (G′/G-expansion method is proposed for constructing more general and a rich class of new exact traveling wave solutions of nonlinear evolution equations. To demonstrate the novelty and motivation of the proposed method, we implement it to the Korteweg-de Vries (KdV equation. The new method is oriented toward the ease of utilize and capability of computer algebraic system and provides a more systematic, convenient handling of the solution process of nonlinear equations. Further, obtained solutions disclose a wider range of applicability for handling a large variety of nonlinear partial differential equations.

  5. The relation among the hyperbolic-function-type exact solutions of nonlinear evolution equations

    International Nuclear Information System (INIS)

    Liu Chunping; Liu Xiaoping

    2004-01-01

    First, we investigate the solitary wave solutions of the Burgers equation and the KdV equation, which are obtained by using the hyperbolic function method. Then we present a theorem which will not only give us a clear relation among the hyperbolic-function-type exact solutions of nonlinear evolution equations, but also provide us an approach to construct new exact solutions in complex scalar field. Finally, we apply the theorem to the KdV-Burgers equation and obtain its new exact solutions

  6. The spectral transform as a tool for solving nonlinear discrete evolution equations

    International Nuclear Information System (INIS)

    Levi, D.

    1979-01-01

    In this contribution we study nonlinear differential difference equations which became important to the description of an increasing number of problems in natural science. Difference equations arise for instance in the study of electrical networks, in statistical problems, in queueing problems, in ecological problems, as computer models for differential equations and as models for wave excitation in plasma or vibrations of particles in an anharmonic lattice. We shall first review the passages necessary to solve linear discrete evolution equations by the discrete Fourier transfrom, then, starting from the Zakharov-Shabat discretized eigenvalue, problem, we shall introduce the spectral transform. In the following part we obtain the correlation between the evolution of the potentials and scattering data through the Wronskian technique, giving at the same time many other properties as, for example, the Baecklund transformations. Finally we recover some of the important equations belonging to this class of nonlinear discrete evolution equations and extend the method to equations with n-dependent coefficients. (HJ)

  7. Spin and energy evolution equations for a wide class of extended bodies

    International Nuclear Information System (INIS)

    Racine, Etienne

    2006-01-01

    We give a surface integral derivation of the leading-order evolution equations for the spin and energy of a relativistic body interacting with other bodies in the post-Newtonian expansion scheme. The bodies can be arbitrarily shaped and can be strongly self-gravitating. The effects of all mass and current multipoles are taken into account. As part of the computation one of the 2PN potentials parametrizing the metric is obtained. The formulae obtained here for spin and energy evolution coincide with those obtained by Damour, Soffel and Xu for the case of weakly self-gravitating bodies. By combining an Einstein-Infeld-Hoffman-type surface integral approach with multipolar expansions we extend the domain of validity of these evolution equations to a wide class of strongly self-gravitating bodies. This paper completes in a self-contained way a previous work by Racine and Flanagan on translational equations of motion for compact objects

  8. Deterministic and stochastic evolution equations for fully dispersive and weakly nonlinear waves

    DEFF Research Database (Denmark)

    Eldeberky, Y.; Madsen, Per A.

    1999-01-01

    and stochastic formulations are solved numerically for the case of cross shore motion of unidirectional waves and the results are verified against laboratory data for wave propagation over submerged bars and over a plane slope. Outside the surf zone the two model predictions are generally in good agreement......This paper presents a new and more accurate set of deterministic evolution equations for the propagation of fully dispersive, weakly nonlinear, irregular, multidirectional waves. The equations are derived directly from the Laplace equation with leading order nonlinearity in the surface boundary...... is significantly underestimated for larger wave numbers. In the present work we correct this inconsistency. In addition to the improved deterministic formulation, we present improved stochastic evolution equations in terms of the energy spectrum and the bispectrum for multidirectional waves. The deterministic...

  9. New prospects in direct, inverse and control problems for evolution equations

    CERN Document Server

    Fragnelli, Genni; Mininni, Rosa

    2014-01-01

    This book, based on a selection of talks given at a dedicated meeting in Cortona, Italy, in June 2013, shows the high degree of interaction between a number of fields related to applied sciences. Applied sciences consider situations in which the evolution of a given system over time is observed, and the related models can be formulated in terms of evolution equations (EEs). These equations have been studied intensively in theoretical research and are the source of an enormous number of applications. In this volume, particular attention is given to direct, inverse and control problems for EEs. The book provides an updated overview of the field, revealing its richness and vitality.

  10. Rogue waves and rational solutions of a (3+1)-dimensional nonlinear evolution equation

    International Nuclear Information System (INIS)

    Zhaqilao,

    2013-01-01

    A simple symbolic computation approach for finding the rogue waves and rational solutions to the nonlinear evolution equation is proposed. It turns out that many rational solutions with real and complex forms of a (3+1)-dimensional nonlinear evolution equation are obtained. Some features of rogue waves and rational solutions are graphically discussed. -- Highlights: •A simple symbolic computation approach for finding the rational solutions to the NEE is proposed. •Some rogue waves and rational solutions with real and complex forms of a (3+1)-D NEE are obtained. •Some features of rogue waves are graphically discussed

  11. Rogue waves and rational solutions of a (3+1)-dimensional nonlinear evolution equation

    Energy Technology Data Exchange (ETDEWEB)

    Zhaqilao,, E-mail: zhaqilao@imnu.edu.cn

    2013-12-06

    A simple symbolic computation approach for finding the rogue waves and rational solutions to the nonlinear evolution equation is proposed. It turns out that many rational solutions with real and complex forms of a (3+1)-dimensional nonlinear evolution equation are obtained. Some features of rogue waves and rational solutions are graphically discussed. -- Highlights: •A simple symbolic computation approach for finding the rational solutions to the NEE is proposed. •Some rogue waves and rational solutions with real and complex forms of a (3+1)-D NEE are obtained. •Some features of rogue waves are graphically discussed.

  12. Nonlinear evolution equations and solving algebraic systems: the importance of computer algebra

    International Nuclear Information System (INIS)

    Gerdt, V.P.; Kostov, N.A.

    1989-01-01

    In the present paper we study the application of computer algebra to solve the nonlinear polynomial systems which arise in investigation of nonlinear evolution equations. We consider several systems which are obtained in classification of integrable nonlinear evolution equations with uniform rank. Other polynomial systems are related with the finding of algebraic curves for finite-gap elliptic potentials of Lame type and generalizations. All systems under consideration are solved using the method based on construction of the Groebner basis for corresponding polynomial ideals. The computations have been carried out using computer algebra systems. 20 refs

  13. Existence and uniqueness of mild and classical solutions of impulsive evolution equations

    Directory of Open Access Journals (Sweden)

    Annamalai Anguraj

    2005-10-01

    Full Text Available We consider the non-linear impulsive evolution equation $$displaylines{ u'(t=Au(t+f(t,u(t,Tu(t,Su(t, quad 0evolution equation by using semigroup theory and then show that the mild solutions give rise to a classical solutions.

  14. Soliton evolution and radiation loss for the Korteweg--de Vries equation

    International Nuclear Information System (INIS)

    Kath, W.L.; Smyth, N.F.

    1995-01-01

    The time-dependent behavior of solutions of the Korteweg--de Vries (KdV) equation for nonsoliton initial conditions is considered. While the exact solution of the KdV equation can in principle be obtained using the inverse scattering transform, in practice it can be extremely difficult to obtain information about a solution's transient evolution by this method. As an alternative, we present here an approximate method for investigating this transient evolution which is based upon the conservation laws associated with the KdV equation. Initial conditions which form one or two solitons are considered, and the resulting approximate evolution is found to be in good agreement with the numerical solution of the KdV equation. Justification for the approximations employed is also given by way of the linearized inverse scattering solution of the KdV equation. In addition, the final soliton state determined from the approximate equations agrees very well with the final state determined from the exact inverse scattering transform solution

  15. Molecular representation of molar domain (volume), evolution equations, and linear constitutive relations for volume transport.

    Science.gov (United States)

    Eu, Byung Chan

    2008-09-07

    In the traditional theories of irreversible thermodynamics and fluid mechanics, the specific volume and molar volume have been interchangeably used for pure fluids, but in this work we show that they should be distinguished from each other and given distinctive statistical mechanical representations. In this paper, we present a general formula for the statistical mechanical representation of molecular domain (volume or space) by using the Voronoi volume and its mean value that may be regarded as molar domain (volume) and also the statistical mechanical representation of volume flux. By using their statistical mechanical formulas, the evolution equations of volume transport are derived from the generalized Boltzmann equation of fluids. Approximate solutions of the evolution equations of volume transport provides kinetic theory formulas for the molecular domain, the constitutive equations for molar domain (volume) and volume flux, and the dissipation of energy associated with volume transport. Together with the constitutive equation for the mean velocity of the fluid obtained in a previous paper, the evolution equations for volume transport not only shed a fresh light on, and insight into, irreversible phenomena in fluids but also can be applied to study fluid flow problems in a manner hitherto unavailable in fluid dynamics and irreversible thermodynamics. Their roles in the generalized hydrodynamics will be considered in the sequel.

  16. Existence of solutions for quasilinear random impulsive neutral differential evolution equation

    Directory of Open Access Journals (Sweden)

    B. Radhakrishnan

    2018-07-01

    Full Text Available This paper deals with the existence of solutions for quasilinear random impulsive neutral functional differential evolution equation in Banach spaces and the results are derived by using the analytic semigroup theory, fractional powers of operators and the Schauder fixed point approach. An application is provided to illustrate the theory. Keywords: Quasilinear differential equation, Analytic semigroup, Random impulsive neutral differential equation, Fixed point theorem, 2010 Mathematics Subject Classification: 34A37, 47H10, 47H20, 34K40, 34K45, 35R12

  17. Controllability for Semilinear Functional and Neutral Functional Evolution Equations with Infinite Delay in Frechet Spaces

    International Nuclear Information System (INIS)

    Agarwal, Ravi P.; Baghli, Selma; Benchohra, Mouffak

    2009-01-01

    The controllability of mild solutions defined on the semi-infinite positive real interval for two classes of first order semilinear functional and neutral functional differential evolution equations with infinite delay is studied in this paper. Our results are obtained using a recent nonlinear alternative due to Avramescu for sum of compact and contraction operators in Frechet spaces, combined with the semigroup theory

  18. Interpretation of the evolution parameter of the Feynman parametrization of the Dirac equation

    International Nuclear Information System (INIS)

    Aparicio, J.P.; Garcia Alvarez, E.T.

    1995-01-01

    The Feynman parametrization of the Dirac equation is considered in order to obtain an indefinite mass formulation of relativistic quantum mechanics. It is shown that the parameter that labels the evolution is related to the proper time. The Stueckelberg interpretation of antiparticles naturally arises from the formalism. ((orig.))

  19. A generalized variational algebra and conserved densities for linear evolution equations

    International Nuclear Information System (INIS)

    Abellanas, L.; Galindo, A.

    1978-01-01

    The symbolic algebra of Gel'fand and Dikii is generalized to the case of n variables. Using this algebraic approach a rigorous characterization of the polynomial kernel of the variational derivative is given. This is applied to classify all the conservation laws for linear polynomial evolution equations of arbitrary order. (Auth.)

  20. Existence of mild solutions for nonlocal Cauchy problem for fractional neutral evolution equations with infinite delay

    Directory of Open Access Journals (Sweden)

    V. Vijayakumar

    2014-09-01

    Full Text Available In this article, we study the existence of mild solutions for nonlocal Cauchy problem for fractional neutral evolution equations with infinite delay. The results are obtained by using the Banach contraction principle. Finally, an application is given to illustrate the theory.

  1. The Pathwise Numerical Approximation of Stationary Solutions of Semilinear Stochastic Evolution Equations

    International Nuclear Information System (INIS)

    Caraballo, T.; Kloeden, P.E.

    2006-01-01

    Under a one-sided dissipative Lipschitz condition on its drift, a stochastic evolution equation with additive noise of the reaction-diffusion type is shown to have a unique stochastic stationary solution which pathwise attracts all other solutions. A similar situation holds for each Galerkin approximation and each implicit Euler scheme applied to these Galerkin approximations. Moreover, the stationary solution of the Euler scheme converges pathwise to that of the Galerkin system as the stepsize tends to zero and the stationary solutions of the Galerkin systems converge pathwise to that of the evolution equation as the dimension increases. The analysis is carried out on random partial and ordinary differential equations obtained from their stochastic counterparts by subtraction of appropriate Ornstein-Uhlenbeck stationary solutions

  2. Decoupling of the Leading Order DGLAP Evolution Equation with Spin Dependent Structure Functions

    Science.gov (United States)

    Azadbakht, F. Teimoury; Boroun, G. R.

    2018-02-01

    We propose an analytical solution for DGLAP evolution equations with polarized splitting functions at the Leading Order (LO) approximation based on the Laplace transform method. It is shown that the DGLAP evolution equations can be decoupled completely into two second order differential equations which then are solved analytically by using the initial conditions δ FS(x,Q2)=F[partial δ FS0(x), δ FS0(x)] and {δ G}(x,Q2)=G[partial δ G0(x), δ G0(x)]. We used this method to obtain the polarized structure function of the proton as well as the polarized gluon distribution function inside the proton and compared the numerical results with experimental data of COMPASS, HERMES, and AAC'08 Collaborations. It was found that there is a good agreement between our predictions and the experiments.

  3. Analytic solutions of QCD evolution equations for parton cascades inside nuclear matter at small x

    International Nuclear Information System (INIS)

    Geiger, K.

    1994-01-01

    An analytical method is presented to solve generalized QCD evolution equations for the time development of parton cascades in a nuclear environment. In addition to the usual parton branching processes in vacuum, these evolution equations provide a consistent description of interactions with the nuclear medium by accounting for stimulated branching processes, fusion, and scattering processes that are specific to QCD in a medium. Closed solutions for the spectra of produced partons with respect to the variables time, longitudinal momentum, and virtuality are obtained under some idealizing assumptions about the composition of the nuclear medium. Several characteristic features of the resulting parton distributions are discussed. One of the main conclusions is that the evolution of a parton shower in a medium is dilated as compared to free space and is accompanied by an enhancement of particle production. These effects become stronger with increasing nuclear density

  4. Evolution of the additive genetic variance-covariance matrix under continuous directional selection on a complex behavioural phenotype.

    Science.gov (United States)

    Careau, Vincent; Wolak, Matthew E; Carter, Patrick A; Garland, Theodore

    2015-11-22

    Given the pace at which human-induced environmental changes occur, a pressing challenge is to determine the speed with which selection can drive evolutionary change. A key determinant of adaptive response to multivariate phenotypic selection is the additive genetic variance-covariance matrix ( G: ). Yet knowledge of G: in a population experiencing new or altered selection is not sufficient to predict selection response because G: itself evolves in ways that are poorly understood. We experimentally evaluated changes in G: when closely related behavioural traits experience continuous directional selection. We applied the genetic covariance tensor approach to a large dataset (n = 17 328 individuals) from a replicated, 31-generation artificial selection experiment that bred mice for voluntary wheel running on days 5 and 6 of a 6-day test. Selection on this subset of G: induced proportional changes across the matrix for all 6 days of running behaviour within the first four generations. The changes in G: induced by selection resulted in a fourfold slower-than-predicted rate of response to selection. Thus, selection exacerbated constraints within G: and limited future adaptive response, a phenomenon that could have profound consequences for populations facing rapid environmental change. © 2015 The Author(s).

  5. Universal and integrable nonlinear evolution systems of equations in 2+1 dimensions

    International Nuclear Information System (INIS)

    Maccari, A.

    1997-01-01

    Integrable systems of nonlinear partial differential equations (PDEs) are obtained from integrable equations in 2+1 dimensions, by means of a reduction method of broad applicability based on Fourier expansion and spatio endash temporal rescalings, which is asymptotically exact in the limit of weak nonlinearity. The integrability by the spectral transform is explicitly demonstrated, because the corresponding Lax pairs have been derived, applying the same reduction method to the Lax pair of the initial equation. These systems of nonlinear PDEs are likely to be of applicative relevance and have a open-quotes universalclose quotes character, inasmuch as they may be derived from a very large class of nonlinear evolution equations with a linear dispersive part. copyright 1997 American Institute of Physics

  6. Solving QCD evolution equations in rapidity space with Markovian Monte Carlo

    CERN Document Server

    Golec-Biernat, K; Placzek, W; Skrzypek, M

    2009-01-01

    This work covers methodology of solving QCD evolution equation of the parton distribution using Markovian Monte Carlo (MMC) algorithms in a class of models ranging from DGLAP to CCFM. One of the purposes of the above MMCs is to test the other more sophisticated Monte Carlo programs, the so-called Constrained Monte Carlo (CMC) programs, which will be used as a building block in the parton shower MC. This is why the mapping of the evolution variables (eikonal variable and evolution time) into four-momenta is also defined and tested. The evolution time is identified with the rapidity variable of the emitted parton. The presented MMCs are tested independently, with ~0.1% precision, against the non-MC program APCheb especially devised for this purpose.

  7. Nonlinear evolution-type equations and their exact solutions using inverse variational methods

    International Nuclear Information System (INIS)

    Kara, A H; Khalique, C M

    2005-01-01

    We present the role of invariants in obtaining exact solutions of differential equations. Firstly, conserved vectors of a partial differential equation (p.d.e.) allow us to obtain reduced forms of the p.d.e. for which some of the Lie point symmetries (in vector field form) are easily concluded and, therefore, provide a mechanism for further reduction. Secondly, invariants of reduced forms of a p.d.e. are obtainable from a variational principle even though the p.d.e. itself does not admit a Lagrangian. In this latter case, the reductions carry all the usual advantages regarding Noether symmetries and double reductions. The examples we consider are nonlinear evolution-type equations such as the Korteweg-deVries equation, but a detailed analysis is made on the Fisher equation (which describes reaction-diffusion waves in biology, inter alia). Other diffusion-type equations lend themselves well to the method we describe (e.g., the Fitzhugh Nagumo equation, which is briefly discussed). Some aspects of Painleve properties are also suggested

  8. Evolution of spin-dependent structure functions from DGLAP equations in leading order and next to leading order

    International Nuclear Information System (INIS)

    Baishya, R.; Jamil, U.; Sarma, J. K.

    2009-01-01

    In this paper the spin-dependent singlet and nonsinglet structure functions have been obtained by solving Dokshitzer, Gribov, Lipatov, Altarelli, Parisi evolution equations in leading order and next to leading order in the small x limit. Here we have used Taylor series expansion and then the method of characteristics to solve the evolution equations. We have also calculated t and x evolutions of deuteron structure functions, and the results are compared with the SLAC E-143 Collaboration data.

  9. The Relationship between Nonconservative Schemes and Initial Values of Nonlinear Evolution Equations

    Institute of Scientific and Technical Information of China (English)

    林万涛

    2004-01-01

    For the nonconservative schemes of the nonlinear evolution equations, taking the one-dimensional shallow water wave equation as an example, the necessary conditions of computational stability are given.Based on numerical tests, the relationship between the nonlinear computational stability and the construction of difference schemes, as well as the form of initial values, is further discussed. It is proved through both theoretical analysis and numerical tests that if the construction of difference schemes is definite, the computational stability of nonconservative schemes is decided by the form of initial values.

  10. A class of periodic solutions of nonlinear wave and evolution equations

    International Nuclear Information System (INIS)

    Kashcheev, V.N.

    1987-01-01

    For the case of 1+1 dimensions a new heuristic method is proposed for deriving dels-similar solutions to nonlinear autonomous differential equations. If the differential function f is a polynomial, then: (i) in the case of even derivatives in f the solution is the ratio of two polynomials from the Weierstrass elliptic functions; (ii) in the case of any order derivatives in f the solution is the ratio of two polynomials from simple exponents. Numerous examples are given constructing such periodic solutions to the wave and evolution equations

  11. The relation between the kink-type solution and the kink-bell-type solution of nonlinear evolution equations

    International Nuclear Information System (INIS)

    Liu Chunping

    2003-01-01

    Using a direct algebraic method, more new exact solutions of the Kolmogorov-Petrovskii-Piskunov equation are presented by formula form. Then a theorem concerning the relation between the kink-type solution and the kink-bell-type solution of nonlinear evolution equations is given. Finally, the applications of the theorem to several well-known equations in physics are also discussed

  12. Periodic Solutions and S-Asymptotically Periodic Solutions to Fractional Evolution Equations

    Directory of Open Access Journals (Sweden)

    Jia Mu

    2017-01-01

    Full Text Available This paper deals with the existence and uniqueness of periodic solutions, S-asymptotically periodic solutions, and other types of bounded solutions for some fractional evolution equations with the Weyl-Liouville fractional derivative defined for periodic functions. Applying Fourier transform we give reasonable definitions of mild solutions. Then we accurately estimate the spectral radius of resolvent operator and obtain some existence and uniqueness results.

  13. The population and decay evolution of a qubit under the time-convolutionless master equation

    International Nuclear Information System (INIS)

    Huang Jiang; Fang Mao-Fa; Liu Xiang

    2012-01-01

    We consider the population and decay of a qubit under the electromagnetic environment. Employing the time-convolutionless master equation, we investigate the Markovian and non-Markovian behaviour of the corresponding perturbation expansion. The Jaynes-Cummings model on resonance is investigated. Some figures clearly show the different evolution behaviours. The reasons are interpreted in the paper. (electromagnetism, optics, acoustics, heat transfer, classical mechanics, and fluid dynamics)

  14. Evolution equation of Lie-type for finite deformations, time-discrete integration, and incremental methods

    Czech Academy of Sciences Publication Activity Database

    Fiala, Zdeněk

    2015-01-01

    Roč. 226, č. 1 (2015), s. 17-35 ISSN 0001-5970 R&D Projects: GA ČR(CZ) GA103/09/2101 Institutional support: RVO:68378297 Keywords : solid mechanics * finite deformations * evolution equation of Lie-type * time-discrete integration Subject RIV: BA - General Mathematics OBOR OECD: Statistics and probability Impact factor: 1.694, year: 2015 http://link.springer.com/article/10.1007%2Fs00707-014-1162-9#page-1

  15. Dynamics of second order in time evolution equations with state-dependent delay

    Czech Academy of Sciences Publication Activity Database

    Chueshov, I.; Rezunenko, Oleksandr

    123-124, č. 1 (2015), s. 126-149 ISSN 0362-546X R&D Projects: GA ČR GAP103/12/2431 Institutional support: RVO:67985556 Keywords : Second order evolution equations * State dependent delay * Nonlinear plate * Finite-dimensional attractor Subject RIV: BD - Theory of Information Impact factor: 1.125, year: 2015 http://library.utia.cas.cz/separaty/2015/AS/rezunenko-0444708.pdf

  16. A trick loop algebra and a corresponding Liouville integrable hierarchy of evolution equations

    International Nuclear Information System (INIS)

    Zhang Yufeng; Xu Xixiang

    2004-01-01

    A subalgebra of loop algebra A-bar 2 is first constructed, which has its own special feature. It follows that a new Liouville integrable hierarchy of evolution equations is obtained, possessing a tri-Hamiltonian structure, which is proved by us in this paper. Especially, three symplectic operators are constructed directly from recurrence relations. The conjugate operator of a recurrence operator is a hereditary symmetry. As reduction cases of the hierarchy presented in this paper, the celebrated MKdV equation and heat-conduction equation are engendered, respectively. Therefore, we call the hierarchy a generalized MKdV-H system. At last, a high-dimension loop algebra G-bar is constructed by making use of a proper scalar transformation. As a result, a type expanding integrable model of the MKdV-H system is given

  17. Exponentially Stable Stationary Solutions for Stochastic Evolution Equations and Their Perturbation

    International Nuclear Information System (INIS)

    Caraballo, Tomas; Kloeden, Peter E.; Schmalfuss, Bjoern

    2004-01-01

    We consider the exponential stability of stochastic evolution equations with Lipschitz continuous non-linearities when zero is not a solution for these equations. We prove the existence of anon-trivial stationary solution which is exponentially stable, where the stationary solution is generated by the composition of a random variable and the Wiener shift. We also construct stationary solutions with the stronger property of attracting bounded sets uniformly. The existence of these stationary solutions follows from the theory of random dynamical systems and their attractors. In addition, we prove some perturbation results and formulate conditions for the existence of stationary solutions for semilinear stochastic partial differential equations with Lipschitz continuous non-linearities

  18. Evolution of the cosmological horizons in a universe with countably infinitely many state equations

    Energy Technology Data Exchange (ETDEWEB)

    Margalef-Bentabol, Berta; Cepa, Jordi [Departamento de Astrofísica, Universidad de la Laguna, E-38205 La Laguna, Tenerife (Spain); Margalef-Bentabol, Juan, E-mail: bmb@cca.iac.es, E-mail: juanmargalef@estumail.ucm.es, E-mail: jcn@iac.es [Facultad de Ciencias Matemáticas, Universidad Complutense de Madrid, E-28040 Madrid (Spain)

    2013-02-01

    This paper is the second of two papers devoted to the study of the evolution of the cosmological horizons (particle and event horizons). Specifically, in this paper we consider a general accelerated universe with countably infinitely many constant state equations, and we obtain simple expressions in terms of their respective recession velocities that generalize the previous results for one and two state equations. We also provide a qualitative study of the values of the horizons and their velocities at the origin of the universe and at the far future, and we prove that these values only depend on one dominant state equation. Finally, we compare both horizons and determine when one is larger than the other.

  19. arXiv GeV-scale hot sterile neutrino oscillations: a derivation of evolution equations

    CERN Document Server

    Ghiglieri, J.

    2017-05-23

    Starting from operator equations of motion and making arguments based on a separation of time scales, a set of equations is derived which govern the non-equilibrium time evolution of a GeV-scale sterile neutrino density matrix and active lepton number densities at temperatures T > 130 GeV. The density matrix possesses generation and helicity indices; we demonstrate how helicity permits for a classification of various sources for leptogenesis. The coefficients parametrizing the equations are determined to leading order in Standard Model couplings, accounting for the LPM resummation of 1+n 2+n scatterings and for all 2 2 scatterings. The regime in which sphaleron processes gradually decouple so that baryon plus lepton number becomes a separate non-equilibrium variable is also considered.

  20. A novel algebraic procedure for solving non-linear evolution equations of higher order

    International Nuclear Information System (INIS)

    Huber, Alfred

    2007-01-01

    We report here a systematic approach that can easily be used for solving non-linear partial differential equations (nPDE), especially of higher order. We restrict the analysis to the so called evolution equations describing any wave propagation. The proposed new algebraic approach leads us to traveling wave solutions and moreover, new class of solution can be obtained. The crucial step of our method is the basic assumption that the solutions satisfy an ordinary differential equation (ODE) of first order that can be easily integrated. The validity and reliability of the method is tested by its application to some non-linear evolution equations. The important aspect of this paper however is the fact that we are able to calculate distinctive class of solutions which cannot be found in the current literature. In other words, using this new algebraic method the solution manifold is augmented to new class of solution functions. Simultaneously we would like to stress the necessity of such sophisticated methods since a general theory of nPDE does not exist. Otherwise, for practical use the algebraic construction of new class of solutions is of fundamental interest

  1. Multiple travelling wave solutions of nonlinear evolution equations using a unified algebraic method

    International Nuclear Information System (INIS)

    Fan Engui

    2002-01-01

    A new direct and unified algebraic method for constructing multiple travelling wave solutions of general nonlinear evolution equations is presented and implemented in a computer algebraic system. Compared with most of the existing tanh methods, the Jacobi elliptic function method or other sophisticated methods, the proposed method not only gives new and more general solutions, but also provides a guideline to classify the various types of the travelling wave solutions according to the values of some parameters. The solutions obtained in this paper include (a) kink-shaped and bell-shaped soliton solutions, (b) rational solutions, (c) triangular periodic solutions and (d) Jacobi and Weierstrass doubly periodic wave solutions. Among them, the Jacobi elliptic periodic wave solutions exactly degenerate to the soliton solutions at a certain limit condition. The efficiency of the method can be demonstrated on a large variety of nonlinear evolution equations such as those considered in this paper, KdV-MKdV, Ito's fifth MKdV, Hirota, Nizhnik-Novikov-Veselov, Broer-Kaup, generalized coupled Hirota-Satsuma, coupled Schroedinger-KdV, (2+1)-dimensional dispersive long wave, (2+1)-dimensional Davey-Stewartson equations. In addition, as an illustrative sample, the properties of the soliton solutions and Jacobi doubly periodic solutions for the Hirota equation are shown by some figures. The links among our proposed method, the tanh method, extended tanh method and the Jacobi elliptic function method are clarified generally. (author)

  2. Population Thinking, Price’s Equation and the Analysis of Economic Evolution

    DEFF Research Database (Denmark)

    Andersen, Esben Sloth

    2004-01-01

    applicable to economic evolution due to the development of what may be called a general evometrics. Central to this evometrics is a method for partitioning evolutionary change developed by George Price into the selection effect and what may be called the innovation effect. This method serves surprisingly...... well as a means of accounting for evolution and as a starting point for the explanation of evolution. The applications of Price’s equation cover the partitioning and analysis of relatively short-term evolutionary change within individual industries as well as the study of more complexly structured...... populations of firms. By extrapolating these applications of Price’s evometrics, the paper suggests that his approach may play a central role in the emerging evolutionary econometrics....

  3. New extended (G'/G)-expansion method to solve nonlinear evolution equation: the (3 + 1)-dimensional potential-YTSF equation.

    Science.gov (United States)

    Roshid, Harun-Or-; Akbar, M Ali; Alam, Md Nur; Hoque, Md Fazlul; Rahman, Nizhum

    2014-01-01

    In this article, a new extended (G'/G) -expansion method has been proposed for constructing more general exact traveling wave solutions of nonlinear evolution equations with the aid of symbolic computation. In order to illustrate the validity and effectiveness of the method, we pick the (3 + 1)-dimensional potential-YTSF equation. As a result, abundant new and more general exact solutions have been achieved of this equation. It has been shown that the proposed method provides a powerful mathematical tool for solving nonlinear wave equations in applied mathematics, engineering and mathematical physics.

  4. Evolution families of conformal mappings with fixed points and the Löwner-Kufarev equation

    International Nuclear Information System (INIS)

    Goryainov, V V

    2015-01-01

    The paper is concerned with evolution families of conformal mappings of the unit disc to itself that fix an interior point and a boundary point. Conditions are obtained for the evolution families to be differentiable, and an existence and uniqueness theorem for an evolution equation is proved. A convergence theorem is established which describes the topology of locally uniform convergence of evolution families in terms of infinitesimal generating functions. The main result in this paper is the embedding theorem which shows that any conformal mapping of the unit disc to itself with two fixed points can be embedded into a differentiable evolution family of such mappings. This result extends the range of the parametric method in the theory of univalent functions. In this way the problem of the mutual change of the derivative at an interior point and the angular derivative at a fixed point on the boundary is solved for a class of mappings of the unit disc to itself. In particular, the rotation theorem is established for this class of mappings. Bibliography: 27 titles

  5. Homogenization of the evolution Stokes equation in a perforated domain with a stochastic Fourier boundary condition

    KAUST Repository

    Bessaih, Hakima

    2015-04-01

    The evolution Stokes equation in a domain containing periodically distributed obstacles subject to Fourier boundary condition on the boundaries is considered. We assume that the dynamic is driven by a stochastic perturbation on the interior of the domain and another stochastic perturbation on the boundaries of the obstacles. We represent the solid obstacles by holes in the fluid domain. The macroscopic (homogenized) equation is derived as another stochastic partial differential equation, defined in the whole non perforated domain. Here, the initial stochastic perturbation on the boundary becomes part of the homogenized equation as another stochastic force. We use the twoscale convergence method after extending the solution with 0 in the holes to pass to the limit. By Itô stochastic calculus, we get uniform estimates on the solution in appropriate spaces. In order to pass to the limit on the boundary integrals, we rewrite them in terms of integrals in the whole domain. In particular, for the stochastic integral on the boundary, we combine the previous idea of rewriting it on the whole domain with the assumption that the Brownian motion is of trace class. Due to the particular boundary condition dealt with, we get that the solution of the stochastic homogenized equation is not divergence free. However, it is coupled with the cell problem that has a divergence free solution. This paper represents an extension of the results of Duan and Wang (Comm. Math. Phys. 275:1508-1527, 2007), where a reaction diffusion equation with a dynamical boundary condition with a noise source term on both the interior of the domain and on the boundary was studied, and through a tightness argument and a pointwise two scale convergence method the homogenized equation was derived. © American Institute of Mathematical Sciences.

  6. Hamiltonian approach to the derivation of evolution equations for wave trains in weakly unstable media

    Directory of Open Access Journals (Sweden)

    N. N. Romanova

    1998-01-01

    Full Text Available The dynamics of weakly nonlinear wave trains in unstable media is studied. This dynamics is investigated in the framework of a broad class of dynamical systems having a Hamiltonian structure. Two different types of instability are considered. The first one is the instability in a weakly supercritical media. The simplest example of instability of this type is the Kelvin-Helmholtz instability. The second one is the instability due to a weak linear coupling of modes of different nature. The simplest example of a geophysical system where the instability of this and only of this type takes place is the three-layer model of a stratified shear flow with a continuous velocity profile. For both types of instability we obtain nonlinear evolution equations describing the dynamics of wave trains having an unstable spectral interval of wavenumbers. The transformation to appropriate canonical variables turns out to be different for each case, and equations we obtained are different for the two types of instability we considered. Also obtained are evolution equations governing the dynamics of wave trains in weakly subcritical media and in media where modes are coupled in a stable way. Presented results do not depend on a specific physical nature of a medium and refer to a broad class of dynamical systems having the Hamiltonian structure of a special form.

  7. Markovian Monte Carlo program EvolFMC v.2 for solving QCD evolution equations

    Science.gov (United States)

    Jadach, S.; Płaczek, W.; Skrzypek, M.; Stokłosa, P.

    2010-02-01

    We present the program EvolFMC v.2 that solves the evolution equations in QCD for the parton momentum distributions by means of the Monte Carlo technique based on the Markovian process. The program solves the DGLAP-type evolution as well as modified-DGLAP ones. In both cases the evolution can be performed in the LO or NLO approximation. The quarks are treated as massless. The overall technical precision of the code has been established at 5×10. This way, for the first time ever, we demonstrate that with the Monte Carlo method one can solve the evolution equations with precision comparable to the other numerical methods. New version program summaryProgram title: EvolFMC v.2 Catalogue identifier: AEFN_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEFN_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: Standard CPC licence, http://cpc.cs.qub.ac.uk/licence/licence.html No. of lines in distributed program, including binary test data, etc.: 66 456 (7407 lines of C++ code) No. of bytes in distributed program, including test data, etc.: 412 752 Distribution format: tar.gz Programming language: C++ Computer: PC, Mac Operating system: Linux, Mac OS X RAM: Less than 256 MB Classification: 11.5 External routines: ROOT ( http://root.cern.ch/drupal/) Nature of problem: Solution of the QCD evolution equations for the parton momentum distributions of the DGLAP- and modified-DGLAP-type in the LO and NLO approximations. Solution method: Monte Carlo simulation of the Markovian process of a multiple emission of partons. Restrictions:Limited to the case of massless partons. Implemented in the LO and NLO approximations only. Weighted events only. Unusual features: Modified-DGLAP evolutions included up to the NLO level. Additional comments: Technical precision established at 5×10. Running time: For the 10 6 events at 100 GeV: DGLAP NLO: 27s; C-type modified DGLAP NLO: 150s (MacBook Pro with Mac OS X v.10

  8. Decoupling the NLO coupled DGLAP evolution equations: an analytic solution to pQCD

    International Nuclear Information System (INIS)

    Block, Martin M.; Durand, Loyal; Ha, Phuoc; McKay, Douglas W.

    2010-01-01

    Using repeated Laplace transforms, we turn coupled, integral-differential singlet DGLAP equations into NLO (next-to-leading) coupled algebraic equations, which we then decouple. After two Laplace inversions we find new tools for pQCD: decoupled NLO analytic solutions F s (x,Q 2 )=F s (F s0 (x),G 0 (x)), G(x,Q 2 )=G(F s0 (x), G 0 (x)). F s , G are known NLO functions and F s0 (x)≡F s (x,Q 0 2 ), G 0 (x)≡G(x,Q 0 2 ) are starting functions for evolution beginning at Q 2 =Q 0 2 . We successfully compare our u and d non-singlet valence quark distributions with MSTW results (Martin et al., Eur. Phys. J. C 63:189, 2009). (orig.)

  9. Some Evolution Hierarchies Derived from Self-dual Yang-Mills Equations

    International Nuclear Information System (INIS)

    Zhang Yufeng; Hon, Y.C.

    2011-01-01

    We develop in this paper a new method to construct two explicit Lie algebras E and F. By using a loop algebra Ē of the Lie algebra E and the reduced self-dual Yang-Mills equations, we obtain an expanding integrable model of the Giachetti-Johnson (GJ) hierarchy whose Hamiltonian structure can also be derived by using the trace identity. This provides a much simpler construction method in comparing with the tedious variational identity approach. Furthermore, the nonlinear integrable coupling of the GJ hierarchy is readily obtained by introducing the Lie algebra g N . As an application, we apply the loop algebra E-tilde of the Lie algebra E to obtain a kind of expanding integrable model of the Kaup-Newell (KN) hierarchy which, consisting of two arbitrary parameters α and β, can be reduced to two nonlinear evolution equations. In addition, we use a loop algebra F of the Lie algebra F to obtain an expanding integrable model of the BT hierarchy whose Hamiltonian structure is the same as using the trace identity. Finally, we deduce five integrable systems in R 3 based on the self-dual Yang-Mills equations, which include Poisson structures, irregular lines, and the reduced equations. (general)

  10. On an abstract evolution equation with a spectral operator of scalar type

    Directory of Open Access Journals (Sweden)

    Marat V. Markin

    2002-01-01

    Full Text Available It is shown that the weak solutions of the evolution equation y′(t=Ay(t, t∈[0,T (0

  11. Three-loop evolution equation for flavor-nonsinglet operators in off-forward kinematics

    Energy Technology Data Exchange (ETDEWEB)

    Braun, V.M.; Strohmaier, M. [Regensburg Univ. (Germany). Inst. fuer Theoretische Physik; Manashov, A.N. [Regensburg Univ. (Germany). Inst. fuer Theoretische Physik; Hamburg Univ. (Germany). 1. Inst. fuer Theoretische Physik; Moch, S. [Hamburg Univ. (Germany). 1. Inst. fuer Theoretische Physik

    2017-03-15

    Using the approach based on conformal symmetry we calculate the three-loop (NNLO) contribution to the evolution equation for flavor-nonsinglet leading twist operators in the MS scheme. The explicit expression for the three-loop kernel is derived for the corresponding light-ray operator in coordinate space. The expansion in local operators is performed and explicit results are given for the matrix of the anomalous dimensions for the operators up to seven covariant derivatives. The results are directly applicable to the renormalization of the pion light-cone distribution amplitude and flavor-nonsinglet generalized parton distributions.

  12. Equivalent construction of the infinitesimal time translation operator in algebraic dynamics algorithm for partial differential evolution equation

    Institute of Scientific and Technical Information of China (English)

    2010-01-01

    We give an equivalent construction of the infinitesimal time translation operator for partial differential evolution equation in the algebraic dynamics algorithm proposed by Shun-Jin Wang and his students. Our construction involves only simple partial differentials and avoids the derivative terms of δ function which appear in the course of computation by means of Wang-Zhang operator. We prove Wang’s equivalent theorem which says that our construction and Wang-Zhang’s are equivalent. We use our construction to deal with several typical equations such as nonlinear advection equation, Burgers equation, nonlinear Schrodinger equation, KdV equation and sine-Gordon equation, and obtain at least second order approximate solutions to them. These equations include the cases of real and complex field variables and the cases of the first and the second order time derivatives.

  13. Variance squeezing and entanglement of the XX central spin model

    International Nuclear Information System (INIS)

    El-Orany, Faisal A A; Abdalla, M Sebawe

    2011-01-01

    In this paper, we study the quantum properties for a system that consists of a central atom interacting with surrounding spins through the Heisenberg XX couplings of equal strength. Employing the Heisenberg equations of motion we manage to derive an exact solution for the dynamical operators. We consider that the central atom and its surroundings are initially prepared in the excited state and in the coherent spin state, respectively. For this system, we investigate the evolution of variance squeezing and entanglement. The nonclassical effects have been remarked in the behavior of all components of the system. The atomic variance can exhibit revival-collapse phenomenon based on the value of the detuning parameter.

  14. Variance squeezing and entanglement of the XX central spin model

    Energy Technology Data Exchange (ETDEWEB)

    El-Orany, Faisal A A [Department of Mathematics and Computer Science, Faculty of Science, Suez Canal University, Ismailia (Egypt); Abdalla, M Sebawe, E-mail: m.sebaweh@physics.org [Mathematics Department, College of Science, King Saud University PO Box 2455, Riyadh 11451 (Saudi Arabia)

    2011-01-21

    In this paper, we study the quantum properties for a system that consists of a central atom interacting with surrounding spins through the Heisenberg XX couplings of equal strength. Employing the Heisenberg equations of motion we manage to derive an exact solution for the dynamical operators. We consider that the central atom and its surroundings are initially prepared in the excited state and in the coherent spin state, respectively. For this system, we investigate the evolution of variance squeezing and entanglement. The nonclassical effects have been remarked in the behavior of all components of the system. The atomic variance can exhibit revival-collapse phenomenon based on the value of the detuning parameter.

  15. Scalar evolution equations for shear waves in incompressible solids: a simple derivation of the Z, ZK, KZK and KP equations

    OpenAIRE

    Destrade, Michel; Goriely, Alain; Saccomandi, Giuseppe

    2011-01-01

    We study the propagation of two-dimensional finite-amplitude shear waves in a nonlinear pre-strained incompressible solid, and derive several asymptotic amplitude equations in a simple, consistent, and rigorous manner. The scalar Zabolotskaya (Z) equation is shown to be the asymptotic limit of the equations of motion for all elastic generalized neo-Hookean solids (with strain energy depending only on the first principal invariant of Cauchy-Green strain). However, we show that the Z equation c...

  16. Evolution equation for the higher-twist B-meson distribution amplitude

    International Nuclear Information System (INIS)

    Braun, V.M.; Offen, N.; Manashov, A.N.; Regensburg Univ.; Sankt-Petersburg State Univ.

    2015-07-01

    We find that the evolution equation for the three-particle quark-gluon B-meson light-cone distribution amplitude (DA) of subleading twist is completely integrable in the large N c limit and can be solved exactly. The lowest anomalous dimension is separated from the remaining, continuous, spectrum by a finite gap. The corresponding eigenfunction coincides with the contribution of quark-gluon states to the two-particle DA φ - (ω) so that the evolution equation for the latter is the same as for the leading-twist DA φ + (ω) up to a constant shift in the anomalous dimension. Thus, ''genuine'' three-particle states that belong to the continuous spectrum effectively decouple from φ - (ω) to the leading-order accuracy. In turn, the scale dependence of the full three-particle DA turns out to be nontrivial so that the contribution with the lowest anomalous dimension does not become leading at any scale. The results are illustrated on a simple model that can be used in studies of 1/m b corrections to heavy-meson decays in the framework of QCD factorization or light-cone sum rules.

  17. Green's function-stochastic methods framework for probing nonlinear evolution problems: Burger's equation, the nonlinear Schroedinger's equation, and hydrodynamic organization of near-molecular-scale vorticity

    International Nuclear Information System (INIS)

    Keanini, R.G.

    2011-01-01

    Research highlights: → Systematic approach for physically probing nonlinear and random evolution problems. → Evolution of vortex sheets corresponds to evolution of an Ornstein-Uhlenbeck process. → Organization of near-molecular scale vorticity mediated by hydrodynamic modes. → Framework allows calculation of vorticity evolution within random strain fields. - Abstract: A framework which combines Green's function (GF) methods and techniques from the theory of stochastic processes is proposed for tackling nonlinear evolution problems. The framework, established by a series of easy-to-derive equivalences between Green's function and stochastic representative solutions of linear drift-diffusion problems, provides a flexible structure within which nonlinear evolution problems can be analyzed and physically probed. As a preliminary test bed, two canonical, nonlinear evolution problems - Burgers' equation and the nonlinear Schroedinger's equation - are first treated. In the first case, the framework provides a rigorous, probabilistic derivation of the well known Cole-Hopf ansatz. Likewise, in the second, the machinery allows systematic recovery of a known soliton solution. The framework is then applied to a fairly extensive exploration of physical features underlying evolution of randomly stretched and advected Burger's vortex sheets. Here, the governing vorticity equation corresponds to the Fokker-Planck equation of an Ornstein-Uhlenbeck process, a correspondence that motivates an investigation of sub-sheet vorticity evolution and organization. Under the assumption that weak hydrodynamic fluctuations organize disordered, near-molecular-scale, sub-sheet vorticity, it is shown that these modes consist of two weakly damped counter-propagating cross-sheet acoustic modes, a diffusive cross-sheet shear mode, and a diffusive cross-sheet entropy mode. Once a consistent picture of in-sheet vorticity evolution is established, a number of analytical results, describing the

  18. Center manifolds for a class of degenerate evolution equations and existence of small-amplitude kinetic shocks

    Science.gov (United States)

    Pogan, Alin; Zumbrun, Kevin

    2018-06-01

    We construct center manifolds for a class of degenerate evolution equations including the steady Boltzmann equation and related kinetic models, establishing in the process existence and behavior of small-amplitude kinetic shock and boundary layers. Notably, for Boltzmann's equation, we show that elements of the center manifold decay in velocity at near-Maxwellian rate, in accord with the formal Chapman-Enskog picture of near-equilibrium flow as evolution along the manifold of Maxwellian states, or Grad moment approximation via Hermite polynomials in velocity. Our analysis is from a classical dynamical systems point of view, with a number of interesting modifications to accommodate ill-posedness of the underlying evolution equation.

  19. Analytic treatment of leading-order parton evolution equations: Theory and tests

    International Nuclear Information System (INIS)

    Block, Martin M.; Durand, Loyal; McKay, Douglas W.

    2009-01-01

    We recently derived an explicit expression for the gluon distribution function G(x,Q 2 )=xg(x,Q 2 ) in terms of the proton structure function F 2 γp (x,Q 2 ) in leading-order (LO) QCD by solving the LO Dokshitzer-Gribov-Lipatov-Altarelli-Parisi equation for the Q 2 evolution of F 2 γp (x,Q 2 ) analytically, using a differential-equation method. We showed that accurate experimental knowledge of F 2 γp (x,Q 2 ) in a region of Bjorken x and virtuality Q 2 is all that is needed to determine the gluon distribution in that region. We rederive and extend the results here using a Laplace-transform technique, and show that the singlet quark structure function F S (x,Q 2 ) can be determined directly in terms of G from the Dokshitzer-Gribov-Lipatov-Altarelli-Parisi gluon evolution equation. To illustrate the method and check the consistency of existing LO quark and gluon distributions, we used the published values of the LO quark distributions from the CTEQ5L and MRST2001 LO analyses to form F 2 γp (x,Q 2 ), and then solved analytically for G(x,Q 2 ). We find that the analytic and fitted gluon distributions from MRST2001LO agree well with each other for all x and Q 2 , while those from CTEQ5L differ significantly from each other for large x values, x > or approx. 0.03-0.05, at all Q 2 . We conclude that the published CTEQ5L distributions are incompatible in this region. Using a nonsinglet evolution equation, we obtain a sensitive test of quark distributions which holds in both LO and next-to-leading order perturbative QCD. We find in either case that the CTEQ5 quark distributions satisfy the tests numerically for small x, but fail the tests for x > or approx. 0.03-0.05--their use could potentially lead to significant shifts in predictions of quantities sensitive to large x. We encountered no problems with the MRST2001LO distributions or later CTEQ distributions. We suggest caution in the use of the CTEQ5 distributions.

  20. A quasi moment description of the evolution of an electron gas towards a state dominated by a reduced transport equation

    International Nuclear Information System (INIS)

    Oeien, A.H.

    1980-09-01

    For electrons in electric and magnetic fields which collide elastically with neutral atoms or molecules a minute evolution study is made using the multiple time scale method. In this study a set of quasi moment equations is used which is derived from the Boltzmann equation by taking appropriate quasi moments, i.e. velocity moments where the integration is performed only over velocity angles. In a systematic way the evolution in a transient regime is revealed where processes take place on time scales related to the electron-atom collision frequency and electron cyclotron frequency and how the evolution enters a regime where it is governed by a reduced transport equation is shown. This work has relevance to the theory of evolution of gases of charged particles in general and to non-neutral plasmas and partially ionized gases in particular. (Auth.)

  1. On the classification of scalar evolution equations with non-constant separant

    Science.gov (United States)

    Hümeyra Bilge, Ayşe; Mizrahi, Eti

    2017-01-01

    The ‘separant’ of the evolution equation u t   =  F, where F is some differentiable function of the derivatives of u up to order m, is the partial derivative \\partial F/\\partial {{u}m}, where {{u}m}={{\\partial}m}u/\\partial {{x}m} . As an integrability test, we use the formal symmetry method of Mikhailov-Shabat-Sokolov, which is based on the existence of a recursion operator as a formal series. The solvability of its coefficients in the class of local functions gives a sequence of conservation laws, called the ‘conserved densities’ {ρ(i)}, i=-1,1,2,3,\\ldots . We apply this method to the classification of scalar evolution equations of orders 3≤slant m≤slant 15 , for which {ρ(-1)}={≤ft[\\partial F/\\partial {{u}m}\\right]}-1/m} and {{ρ(1)} are non-trivial, i.e. they are not total derivatives and {ρ(-1)} is not linear in its highest order derivative. We obtain the ‘top level’ parts of these equations and their ‘top dependencies’ with respect to the ‘level grading’, that we defined in a previous paper, as a grading on the algebra of polynomials generated by the derivatives u b+i , over the ring of {{C}∞} functions of u,{{u}1},\\ldots,{{u}b} . In this setting b and i are called ‘base’ and ‘level’, respectively. We solve the conserved density conditions to show that if {ρ(-1)} depends on u,{{u}1},\\ldots,{{u}b}, then, these equations are level homogeneous polynomials in {{u}b+i},\\ldots,{{u}m} , i≥slant 1 . Furthermore, we prove that if {ρ(3)} is non-trivial, then {ρ(-1)}={≤ft(α ub2+β {{u}b}+γ \\right)}1/2} , with b≤slant 3 while if {{ρ(3)} is trivial, then {ρ(-1)}={≤ft(λ {{u}b}+μ \\right)}1/3} , where b≤slant 5 and α, β, γ, λ and μ are functions of u,\\ldots,{{u}b-1} . We show that the equations that we obtain form commuting flows and we construct their recursion operators that are respectively of orders 2 and 6 for non-trivial and trivial {{ρ(3)} respectively. Omitting lower order

  2. Neutron star evolutions using tabulated equations of state with a new execution model

    Science.gov (United States)

    Anderson, Matthew; Kaiser, Hartmut; Neilsen, David; Sterling, Thomas

    2012-03-01

    The addition of nuclear and neutrino physics to general relativistic fluid codes allows for a more realistic description of hot nuclear matter in neutron star and black hole systems. This additional microphysics requires that each processor have access to large tables of data, such as equations of state, and in large simulations the memory required to store these tables locally can become excessive unless an alternative execution model is used. In this talk we present neutron star evolution results obtained using a message driven multi-threaded execution model known as ParalleX as an alternative to using a hybrid MPI-OpenMP approach. ParalleX provides the user a new way of computation based on message-driven flow control coordinated by lightweight synchronization elements which improves scalability and simplifies code development. We present the spectrum of radial pulsation frequencies for a neutron star with the Shen equation of state using the ParalleX execution model. We present performance results for an open source, distributed, nonblocking ParalleX-based tabulated equation of state component capable of handling tables that may even be too large to read into the memory of a single node.

  3. Scalar evolution equations for shear waves in incompressible solids: a simple derivation of the Z, ZK, KZK and KP equations

    KAUST Repository

    Destrade, M.

    2010-12-08

    We study the propagation of two-dimensional finite-amplitude shear waves in a nonlinear pre-strained incompressible solid, and derive several asymptotic amplitude equations in a simple, consistent and rigorous manner. The scalar Zabolotskaya (Z) equation is shown to be the asymptotic limit of the equations of motion for all elastic generalized neo-Hookean solids (with strain energy depending only on the first principal invariant of Cauchy-Green strain). However, we show that the Z equation cannot be a scalar equation for the propagation of two-dimensional shear waves in general elastic materials (with strain energy depending on the first and second principal invariants of strain). Then, we introduce dispersive and dissipative terms to deduce the scalar Kadomtsev-Petviashvili (KP), Zabolotskaya-Khokhlov (ZK) and Khokhlov- Zabolotskaya-Kuznetsov (KZK) equations of incompressible solid mechanics. © 2010 The Royal Society.

  4. Scalar evolution equations for shear waves in incompressible solids: a simple derivation of the Z, ZK, KZK and KP equations

    KAUST Repository

    Destrade, M.; Goriely, A.; Saccomandi, G.

    2010-01-01

    We study the propagation of two-dimensional finite-amplitude shear waves in a nonlinear pre-strained incompressible solid, and derive several asymptotic amplitude equations in a simple, consistent and rigorous manner. The scalar Zabolotskaya (Z) equation is shown to be the asymptotic limit of the equations of motion for all elastic generalized neo-Hookean solids (with strain energy depending only on the first principal invariant of Cauchy-Green strain). However, we show that the Z equation cannot be a scalar equation for the propagation of two-dimensional shear waves in general elastic materials (with strain energy depending on the first and second principal invariants of strain). Then, we introduce dispersive and dissipative terms to deduce the scalar Kadomtsev-Petviashvili (KP), Zabolotskaya-Khokhlov (ZK) and Khokhlov- Zabolotskaya-Kuznetsov (KZK) equations of incompressible solid mechanics. © 2010 The Royal Society.

  5. On the evolution of perturbations to solutions of the Kadomtsev-Petviashvilli equation using the Benney-Luke equation

    International Nuclear Information System (INIS)

    Ablowitz, Mark J; Curtis, Christopher W

    2011-01-01

    The Benney-Luke equation, which arises as a long wave asymptotic approximation of water waves, contains the Kadomtsev-Petviashvilli (KP) equation as a leading-order maximal balanced approximation. The question analyzed is how the Benney-Luke equation modifies the so-called web solutions of the KP equation. It is found that the Benney-Luke equation introduces dispersive radiation which breaks each of the symmetric soliton-like humps well away from the interaction region of the KP web solution into a tail of multi-peaked oscillating profiles behind the main solitary hump. Computation indicates that the wave structure is modified near the center of the interaction region. Both analytical and numerical techniques are employed for working with non-periodic, non-decaying solutions on unbounded domains.

  6. On the evolution of perturbations to solutions of the Kadomtsev-Petviashvilli equation using the Benney-Luke equation

    Science.gov (United States)

    Ablowitz, Mark J.; Curtis, Christopher W.

    2011-05-01

    The Benney-Luke equation, which arises as a long wave asymptotic approximation of water waves, contains the Kadomtsev-Petviashvilli (KP) equation as a leading-order maximal balanced approximation. The question analyzed is how the Benney-Luke equation modifies the so-called web solutions of the KP equation. It is found that the Benney-Luke equation introduces dispersive radiation which breaks each of the symmetric soliton-like humps well away from the interaction region of the KP web solution into a tail of multi-peaked oscillating profiles behind the main solitary hump. Computation indicates that the wave structure is modified near the center of the interaction region. Both analytical and numerical techniques are employed for working with non-periodic, non-decaying solutions on unbounded domains.

  7. A multiscale asymptotic analysis of time evolution equations on the complex plane

    Energy Technology Data Exchange (ETDEWEB)

    Braga, Gastão A., E-mail: gbraga@mat.ufmg.br [Departamento de Matemática, Universidade Federal de Minas Gerais, Caixa Postal 702, 30161-970 Belo Horizonte, MG (Brazil); Conti, William R. P., E-mail: wrpconti@gmail.com [Departamento de Ciências do Mar, Universidade Federal de São Paulo, Rua Dr. Carvalho de Mendonça 144, 11070-100 Santos, SP (Brazil)

    2016-07-15

    Using an appropriate norm on the space of entire functions, we extend to the complex plane the renormalization group method as developed by Bricmont et al. The method is based upon a multiscale approach that allows for a detailed description of the long time asymptotics of solutions to initial value problems. The time evolution equation considered here arises in the study of iterations of the block spin renormalization group transformation for the hierarchical N-vector model. We show that, for initial conditions belonging to a certain Fréchet space of entire functions of exponential type, the asymptotics is universal in the sense that it is dictated by the fixed point of a certain operator acting on the space of initial conditions.

  8. Thin film evolution equations from (evaporating) dewetting liquid layers to epitaxial growth

    International Nuclear Information System (INIS)

    Thiele, U

    2010-01-01

    In the present contribution we review basic mathematical results for three physical systems involving self-organizing solid or liquid films at solid surfaces. The films may undergo a structuring process by dewetting, evaporation/condensation or epitaxial growth, respectively. We highlight similarities and differences of the three systems based on the observation that in certain limits all of them may be described using models of similar form, i.e. time evolution equations for the film thickness profile. Those equations represent gradient dynamics characterized by mobility functions and an underlying energy functional. Two basic steps of mathematical analysis are used to compare the different systems. First, we discuss the linear stability of homogeneous steady states, i.e. flat films, and second the systematics of non-trivial steady states, i.e. drop/hole states for dewetting films and quantum-dot states in epitaxial growth, respectively. Our aim is to illustrate that the underlying solution structure might be very complex as in the case of epitaxial growth but can be better understood when comparing the much simpler results for the dewetting liquid film. We furthermore show that the numerical continuation techniques employed can shed some light on this structure in a more convenient way than time-stepping methods. Finally we discuss that the usage of the employed general formulation does not only relate seemingly unrelated physical systems mathematically, but does allow as well for discussing model extensions in a more unified way.

  9. Decoupling the NLO coupled DGLAP evolution equations: an analytic solution to pQCD

    Energy Technology Data Exchange (ETDEWEB)

    Block, Martin M. [Northwestern University, Department of Physics and Astronomy, Evanston, IL (United States); Durand, Loyal [University of Wisconsin, Department of Physics, Madison, WI (United States); Ha, Phuoc [Towson University, Department of Physics, Astronomy and Geosciences, Towson, MD (United States); McKay, Douglas W. [University of Kansas, Department of Physics and Astronomy, Lawrence, KS (United States)

    2010-10-15

    Using repeated Laplace transforms, we turn coupled, integral-differential singlet DGLAP equations into NLO (next-to-leading) coupled algebraic equations, which we then decouple. After two Laplace inversions we find new tools for pQCD: decoupled NLO analytic solutions F{sub s}(x,Q{sup 2})=F{sub s}(F{sub s0}(x),G{sub 0}(x)), G(x,Q{sup 2})=G(F{sub s0}(x), G{sub 0}(x)). F{sub s}, G are known NLO functions and F{sub s0}(x){identical_to}F{sub s}(x,Q{sub 0}{sup 2}), G{sub 0}(x){identical_to}G(x,Q{sub 0}{sup 2}) are starting functions for evolution beginning at Q{sup 2}=Q{sub 0}{sup 2}. We successfully compare our u and d non-singlet valence quark distributions with MSTW results (Martin et al., Eur. Phys. J. C 63:189, 2009). (orig.)

  10. A transport equation for the evolution of shock amplitudes along rays

    Directory of Open Access Journals (Sweden)

    Giovanni Russo

    1991-05-01

    Full Text Available A new asymptotic method is derived for the study of the evolution of weak shocks in several dimension. The method is based on the Generalized Wavefront Expansion derived in [1]. In that paper the propagation of a shock into a known background was studied under the assumption that shock is weak, i.e. Mach Number =1+O(ε, ε ≪ 1, and that the perturbation of the field varies over a length scale O(ε. To the lowest order, the shock surface evolves along the rays associated with the unperturbed state. An infinite system of compatibility relations was derived for the jump in the field and its normal derivatives along the shock, but no valid criterion was found for a truncation of the system. Here we show that the infinite hierarchy is equivalent to a single equation that describes the evolution of the shock along the rays. We show that this method gives equivalent results to those obtained by Weakly Nonlinear Geometrical Optics [2].

  11. Cultural transmission and the evolution of human behaviour: a general approach based on the Price equation.

    Science.gov (United States)

    El Mouden, C; André, J-B; Morin, O; Nettle, D

    2014-02-01

    Transmitted culture can be viewed as an inheritance system somewhat independent of genes that is subject to processes of descent with modification in its own right. Although many authors have conceptualized cultural change as a Darwinian process, there is no generally agreed formal framework for defining key concepts such as natural selection, fitness, relatedness and altruism for the cultural case. Here, we present and explore such a framework using the Price equation. Assuming an isolated, independently measurable culturally transmitted trait, we show that cultural natural selection maximizes cultural fitness, a distinct quantity from genetic fitness, and also that cultural relatedness and cultural altruism are not reducible to or necessarily related to their genetic counterparts. We show that antagonistic coevolution will occur between genes and culture whenever cultural fitness is not perfectly aligned with genetic fitness, as genetic selection will shape psychological mechanisms to avoid susceptibility to cultural traits that bear a genetic fitness cost. We discuss the difficulties with conceptualizing cultural change using the framework of evolutionary theory, the degree to which cultural evolution is autonomous from genetic evolution, and the extent to which cultural change should be seen as a Darwinian process. We argue that the nonselection components of evolutionary change are much more important for culture than for genes, and that this and other important differences from the genetic case mean that different approaches and emphases are needed for cultural than genetic processes. © 2013 The Authors. Journal of Evolutionary Biology © 2013 European Society For Evolutionary Biology.

  12. Lie symmetry analysis, explicit solutions and conservation laws for the space-time fractional nonlinear evolution equations

    Science.gov (United States)

    Inc, Mustafa; Yusuf, Abdullahi; Aliyu, Aliyu Isa; Baleanu, Dumitru

    2018-04-01

    This paper studies the symmetry analysis, explicit solutions, convergence analysis, and conservation laws (Cls) for two different space-time fractional nonlinear evolution equations with Riemann-Liouville (RL) derivative. The governing equations are reduced to nonlinear ordinary differential equation (ODE) of fractional order using their Lie point symmetries. In the reduced equations, the derivative is in Erdelyi-Kober (EK) sense, power series technique is applied to derive an explicit solutions for the reduced fractional ODEs. The convergence of the obtained power series solutions is also presented. Moreover, the new conservation theorem and the generalization of the Noether operators are developed to construct the nonlocal Cls for the equations . Some interesting figures for the obtained explicit solutions are presented.

  13. Analytic solution to leading order coupled DGLAP evolution equations: A new perturbative QCD tool

    International Nuclear Information System (INIS)

    Block, Martin M.; Durand, Loyal; Ha, Phuoc; McKay, Douglas W.

    2011-01-01

    We have analytically solved the LO perturbative QCD singlet DGLAP equations [V. N. Gribov and L. N. Lipatov, Sov. J. Nucl. Phys. 15, 438 (1972)][G. Altarelli and G. Parisi, Nucl. Phys. B126, 298 (1977)][Y. L. Dokshitzer, Sov. Phys. JETP 46, 641 (1977)] using Laplace transform techniques. Newly developed, highly accurate, numerical inverse Laplace transform algorithms [M. M. Block, Eur. Phys. J. C 65, 1 (2010)][M. M. Block, Eur. Phys. J. C 68, 683 (2010)] allow us to write fully decoupled solutions for the singlet structure function F s (x,Q 2 ) and G(x,Q 2 ) as F s (x,Q 2 )=F s (F s0 (x 0 ),G 0 (x 0 )) and G(x,Q 2 )=G(F s0 (x 0 ),G 0 (x 0 )), where the x 0 are the Bjorken x values at Q 0 2 . Here F s and G are known functions--found using LO DGLAP splitting functions--of the initial boundary conditions F s0 (x)≡F s (x,Q 0 2 ) and G 0 (x)≡G(x,Q 0 2 ), i.e., the chosen starting functions at the virtuality Q 0 2 . For both G(x) and F s (x), we are able to either devolve or evolve each separately and rapidly, with very high numerical accuracy--a computational fractional precision of O(10 -9 ). Armed with this powerful new tool in the perturbative QCD arsenal, we compare our numerical results from the above equations with the published MSTW2008 and CTEQ6L LO gluon and singlet F s distributions [A. D. Martin, W. J. Stirling, R. S. Thorne, and G. Watt, Eur. Phys. J. C 63, 189 (2009)], starting from their initial values at Q 0 2 =1 GeV 2 and 1.69 GeV 2 , respectively, using their choice of α s (Q 2 ). This allows an important independent check on the accuracies of their evolution codes and, therefore, the computational accuracies of their published parton distributions. Our method completely decouples the two LO distributions, at the same time guaranteeing that both G and F s satisfy the singlet coupled DGLAP equations. It also allows one to easily obtain the effects of the starting functions on the evolved gluon and singlet structure functions, as functions of both Q

  14. A Simple Approach to Derive a Novel N-Soliton Solution for a (3+1)-Dimensional Nonlinear Evolution Equation

    International Nuclear Information System (INIS)

    Wu Jianping

    2010-01-01

    Based on the Hirota bilinear form, a simple approach without employing the standard perturbation technique, is presented for constructing a novel N-soliton solution for a (3+1)-dimensional nonlinear evolution equation. Moreover, the novel N-soliton solution is shown to have resonant behavior with the aid of Mathematica. (general)

  15. Thermodynamic consistency of viscoplastic material models involving external variable rates in the evolution equations for the internal variables

    International Nuclear Information System (INIS)

    Malmberg, T.

    1993-09-01

    The objective of this study is to derive and investigate thermodynamic restrictions for a particular class of internal variable models. Their evolution equations consist of two contributions: the usual irreversible part, depending only on the present state, and a reversible but path dependent part, linear in the rates of the external variables (evolution equations of ''mixed type''). In the first instance the thermodynamic analysis is based on the classical Clausius-Duhem entropy inequality and the Coleman-Noll argument. The analysis is restricted to infinitesimal strains and rotations. The results are specialized and transferred to a general class of elastic-viscoplastic material models. Subsequently, they are applied to several viscoplastic models of ''mixed type'', proposed or discussed in the literature (Robinson et al., Krempl et al., Freed et al.), and it is shown that some of these models are thermodynamically inconsistent. The study is closed with the evaluation of the extended Clausius-Duhem entropy inequality (concept of Mueller) where the entropy flux is governed by an assumed constitutive equation in its own right; also the constraining balance equations are explicitly accounted for by the method of Lagrange multipliers (Liu's approach). This analysis is done for a viscoplastic material model with evolution equations of the ''mixed type''. It is shown that this approach is much more involved than the evaluation of the classical Clausius-Duhem entropy inequality with the Coleman-Noll argument. (orig.) [de

  16. An analytical method for solving exact solutions of a nonlinear evolution equation describing the dynamics of ionic currents along microtubules

    Directory of Open Access Journals (Sweden)

    Md. Nur Alam

    2017-11-01

    Full Text Available In this article, a variety of solitary wave solutions are observed for microtubules (MTs. We approach the problem by treating the solutions as nonlinear RLC transmission lines and then find exact solutions of Nonlinear Evolution Equations (NLEEs involving parameters of special interest in nanobiosciences and biophysics. We determine hyperbolic, trigonometric, rational and exponential function solutions and obtain soliton-like pulse solutions for these equations. A comparative study against other methods demonstrates the validity of the technique that we developed and demonstrates that our method provides additional solutions. Finally, using suitable parameter values, we plot 2D and 3D graphics of the exact solutions that we observed using our method. Keywords: Analytical method, Exact solutions, Nonlinear evolution equations (NLEEs of microtubules, Nonlinear RLC transmission lines

  17. Group theoretical and Hamiltonian structures of integrable evolution equations in 1x1 and 2x1 dimensions

    International Nuclear Information System (INIS)

    Konopel'chenko, B.G.

    1983-01-01

    New results in investigation of the group-theoretical and hamiltonian structure of the integrable evolution equations in 1+1 and 2+1 dimensions are briefly reviewed. Main general results, such as the form of integrable equations, Baecklund transfomations, symmetry groups, are turned out to have the same form for different spectral problems. The used generalized AKNS-method (the Ablowitz Kaup, Newell and Segur method) permits to prove that all nonlinear evolution equations considered are hamiltonians. The general condition of effective application of the ACNS mehtod to the concrete spectral problem is the possibility to calculate a recursion operator explicitly. The embedded representation is shown to be a fundamental object connected with different aspects of the inverse scattering problem

  18. Variâncias do ponto crítico de equações de regressão quadrática Variances of the critical point of a quadratic regression equation

    Directory of Open Access Journals (Sweden)

    Ceile Cristina Ferreira Nunes

    2004-04-01

    ítico calculada usando-se a expressão que leva em consideração a covariância entre  e  apresenta resultados mais satisfatórios e que não segue uma distribuição normal, pois apresenta uma distribuição de freqüência com assimetria positiva e formato leptocúrtico.The aim of this paper is determine variances for the analysis of the critical point of a second-degree regression equation in experimental situations with different variances through Monte Carlo simulation. In many theoretical or applied studies, one finds situations involving ratios of random variables and more frequently normal variables. Examples are provided by variables, which appear in economic dose research of nutrients in fertilization experiments, as well as in other problems in which there are interests in the random variable, estimator of the critic point in the regression . Data of five hundred thirty six trials in cotton yield were utilized to study the distribution of the critical point of a quadratic regression equation by adjusting a quadratic model. The parameters were evaluated using a least square method. From the estimations a MATLAB routine was implemented to simulate two sets with five thousands random errors with normal distribution and zero mean, relative to each of the theoretical variances: or = 0.1; 0.5; 1; 5; 10; 15; 20 and 50. The estimation of the variance of the critical point was obtained by three methods: (a usual formula for the variance; (b formula obtained by differentiation of the critical point estimator and (c formula for the computation of the variance of a quotient by taking into consideration the covariance between  and . The results obtained for the  statistic  average  for  the  regression between  e , as well as its respective variances in terms of the several theoretical residual variances ( adopted show that those theoretical values are close to real ones. Moreover, there is a trend of increasing  and  with increase of the theoretical variance. It may

  19. Classification of polynomial integrable systems of mixed scalar and vector evolution equations: I

    International Nuclear Information System (INIS)

    Tsuchida, Takayuki; Wolf, Thomas

    2005-01-01

    We perform a classification of integrable systems of mixed scalar and vector evolution equations with respect to higher symmetries. We consider polynomial systems that are homogeneous under a suitable weighting of variables. This paper deals with the KdV weighting, the Burgers (or potential KdV or modified KdV) weighting, the Ibragimov-Shabat weighting and two unfamiliar weightings. The case of other weightings will be studied in a subsequent paper. Making an ansatz for undetermined coefficients and using a computer package for solving bilinear algebraic systems, we give the complete lists of second-order systems with a third-order or a fourth-order symmetry and third-order systems with a fifth-order symmetry. For all but a few systems in the lists, we show that the system (or, at least a subsystem of it) admits either a Lax representation or a linearizing transformation. A thorough comparison with recent work of Foursov and Olver is made

  20. Classification of polynomial integrable systems of mixed scalar and vector evolution equations: I

    Energy Technology Data Exchange (ETDEWEB)

    Tsuchida, Takayuki [Department of Physics, Kwansei Gakuin University, 2-1 Gakuen, Sanda 669-1337 (Japan); Wolf, Thomas [Department of Mathematics, Brock University, St Catharines, ON L2S 3A1 (Canada)

    2005-09-02

    We perform a classification of integrable systems of mixed scalar and vector evolution equations with respect to higher symmetries. We consider polynomial systems that are homogeneous under a suitable weighting of variables. This paper deals with the KdV weighting, the Burgers (or potential KdV or modified KdV) weighting, the Ibragimov-Shabat weighting and two unfamiliar weightings. The case of other weightings will be studied in a subsequent paper. Making an ansatz for undetermined coefficients and using a computer package for solving bilinear algebraic systems, we give the complete lists of second-order systems with a third-order or a fourth-order symmetry and third-order systems with a fifth-order symmetry. For all but a few systems in the lists, we show that the system (or, at least a subsystem of it) admits either a Lax representation or a linearizing transformation. A thorough comparison with recent work of Foursov and Olver is made.

  1. Downside Variance Risk Premium

    OpenAIRE

    Feunou, Bruno; Jahan-Parvar, Mohammad; Okou, Cedric

    2015-01-01

    We propose a new decomposition of the variance risk premium in terms of upside and downside variance risk premia. The difference between upside and downside variance risk premia is a measure of skewness risk premium. We establish that the downside variance risk premium is the main component of the variance risk premium, and that the skewness risk premium is a priced factor with significant prediction power for aggregate excess returns. Our empirical investigation highlights the positive and s...

  2. Diffusion-equation representations of landform evolution in the simplest circumstances: Appendix C

    Science.gov (United States)

    Hanks, Thomas C.

    2009-01-01

    The diffusion equation is one of the three great partial differential equations of classical physics. It describes the flow or diffusion of heat in the presence of temperature gradients, fluid flow in porous media in the presence of pressure gradients, and the diffusion of molecules in the presence of chemical gradients. [The other two equations are the wave equation, which describes the propagation of electromagnetic waves (including light), acoustic (sound) waves, and elastic (seismic) waves radiated from earthquakes; and LaPlace’s equation, which describes the behavior of electric, gravitational, and fluid potentials, all part of potential field theory. The diffusion equation reduces to LaPlace’s equation at steady state, when the field of interest does not depend on t. Poisson’s equation is LaPlace’s equation with a source term.

  3. Evolution operator equation: Integration with algebraic and finite difference methods. Applications to physical problems in classical and quantum mechanics and quantum field theory

    Energy Technology Data Exchange (ETDEWEB)

    Dattoli, Giuseppe; Torre, Amalia [ENEA, Centro Ricerche Frascati, Rome (Italy). Dipt. Innovazione; Ottaviani, Pier Luigi [ENEA, Centro Ricerche Bologna (Italy); Vasquez, Luis [Madris, Univ. Complutense (Spain). Dept. de Matemateca Aplicado

    1997-10-01

    The finite-difference based integration method for evolution-line equations is discussed in detail and framed within the general context of the evolution operator picture. Exact analytical methods are described to solve evolution-like equations in a quite general physical context. The numerical technique based on the factorization formulae of exponential operator is then illustrated and applied to the evolution-operator in both classical and quantum framework. Finally, the general view to the finite differencing schemes is provided, displaying the wide range of applications from the classical Newton equation of motion to the quantum field theory.

  4. Symbolic Computations and Exact and Explicit Solutions of Some Nonlinear Evolution Equations in Mathematical Physics

    International Nuclear Information System (INIS)

    Oezis, Turgut; Aslan, Imail

    2009-01-01

    With the aid of symbolic computation system Mathematica, several explicit solutions for Fisher's equation and CKdV equation are constructed by utilizing an auxiliary equation method, the so called G'/G-expansion method, where the new and more general forms of solutions are also constructed. When the parameters are taken as special values, the previously known solutions are recovered. (general)

  5. MCNP variance reduction overview

    International Nuclear Information System (INIS)

    Hendricks, J.S.; Booth, T.E.

    1985-01-01

    The MCNP code is rich in variance reduction features. Standard variance reduction methods found in most Monte Carlo codes are available as well as a number of methods unique to MCNP. We discuss the variance reduction features presently in MCNP as well as new ones under study for possible inclusion in future versions of the code

  6. Oscillating patterns in image processing and nonlinear evolution equations the fifteenth Dean Jacqueline B. Lewis memorial lectures

    CERN Document Server

    Meyer, Yves

    2001-01-01

    Image compression, the Navier-Stokes equations, and detection of gravitational waves are three seemingly unrelated scientific problems that, remarkably, can be studied from one perspective. The notion that unifies the three problems is that of "oscillating patterns", which are present in many natural images, help to explain nonlinear equations, and are pivotal in studying chirps and frequency-modulated signals. The first chapter of this book considers image processing, more precisely algorithms of image compression and denoising. This research is motivated in particular by the new standard for compression of still images known as JPEG-2000. The second chapter has new results on the Navier-Stokes and other nonlinear evolution equations. Frequency-modulated signals and their use in the detection of gravitational waves are covered in the final chapter. In the book, the author describes both what the oscillating patterns are and the mathematics necessary for their analysis. It turns out that this mathematics invo...

  7. Traveling wave solutions for two nonlinear evolution equations with nonlinear terms of any order

    International Nuclear Information System (INIS)

    Feng Qing-Hua; Zhang Yao-Ming; Meng Fan-Wei

    2011-01-01

    In this paper, based on the known first integral method and the Riccati sub-ordinary differential equation (ODE) method, we try to seek the exact solutions of the general Gardner equation and the general Benjamin—Bona—Mahoney equation. As a result, some traveling wave solutions for the two nonlinear equations are established successfully. Also we make a comparison between the two methods. It turns out that the Riccati sub-ODE method is more effective than the first integral method in handling the proposed problems, and more general solutions are constructed by the Riccati sub-ODE method. (general)

  8. Estimation of measurement variances

    International Nuclear Information System (INIS)

    Anon.

    1981-01-01

    In the previous two sessions, it was assumed that the measurement error variances were known quantities when the variances of the safeguards indices were calculated. These known quantities are actually estimates based on historical data and on data generated by the measurement program. Session 34 discusses how measurement error parameters are estimated for different situations. The various error types are considered. The purpose of the session is to enable participants to: (1) estimate systematic error variances from standard data; (2) estimate random error variances from data as replicate measurement data; (3) perform a simple analysis of variances to characterize the measurement error structure when biases vary over time

  9. A simple algorithm to estimate genetic variance in an animal threshold model using Bayesian inference Genetics Selection Evolution 2010, 42:29

    DEFF Research Database (Denmark)

    Ødegård, Jørgen; Meuwissen, Theo HE; Heringstad, Bjørg

    2010-01-01

    Background In the genetic analysis of binary traits with one observation per animal, animal threshold models frequently give biased heritability estimates. In some cases, this problem can be circumvented by fitting sire- or sire-dam models. However, these models are not appropriate in cases where...... records exist for the parents). Furthermore, the new algorithm showed much faster Markov chain mixing properties for genetic parameters (similar to the sire-dam model). Conclusions The new algorithm to estimate genetic parameters via Gibbs sampling solves the bias problems typically occurring in animal...... individual records exist on parents. Therefore, the aim of our study was to develop a new Gibbs sampling algorithm for a proper estimation of genetic (co)variance components within an animal threshold model framework. Methods In the proposed algorithm, individuals are classified as either "informative...

  10. Mass and energy-capital conservation equations to study the price evolution of non-renewable energy resources

    International Nuclear Information System (INIS)

    Gori, F.

    2006-01-01

    Mass conservation equation of non-renewable resources is employed to study the resources remaining in the reservoir according to the extraction policy. The energy conservation equation is transformed into an energy-capital conservation equation. The Hotelling rule is shown to be a special case of the general energy-capital conservation equation when the mass flow rate of extracted resources is equal to unity. Mass and energy-capital conservation equations are then coupled and solved together. It is investigated the price evolution of extracted resources. The conclusion of the Hotelling rule for non-extracted resources, i.e. an exponential increase of the price of non-renewable resources at the rate of current interest, is then generalized. A new parameter, called 'Price Increase Factor', PIF, is introduced as the difference between the current interest rate of capital and the mass flow rate of extraction of non-renewable resources. The price of extracted resources can increase exponentially only if PIF is greater than zero or if the mass flow rate of extraction is lower than the current interest rate of capital. The price is constant if PIF is zero or if the mass flow rate of extraction is equal to the current interest rate. The price is decreasing with time if PIF is smaller than zero or if the mass flow rate of extraction is higher than the current interest rate. (author)

  11. Equations for the non linear evolution of the resistive tearing modes in toroidal plasmas

    International Nuclear Information System (INIS)

    Edery, D.; Pellat, R.; Soule, J.L.

    1979-09-01

    Following the tokamak ordering, we simplify the resistive MHD equations in toroidal geometry. We obtain a closed system of non linear equations for two scalar potentials of the magnetic and velocity fields and for plasma density and temperature. If we expand these equations in the inverse of aspect ratio they are exact to the two first orders. Our formalism should correctly describe the mode coupling by curvature effects /1/ and the toroidal displacement of magnetic surfaces /2/. It provides a natural extension of the well known cylindrical model /3/ and is now being solved on computer

  12. Almost Automorphic and Pseudo-Almost Automorphic Solutions to Semilinear Evolution Equations with Nondense Domain

    Directory of Open Access Journals (Sweden)

    Bruno de Andrade

    2009-01-01

    Full Text Available We study the existence and uniqueness of almost automorphic (resp., pseudo-almost automorphic solutions to a first-order differential equation with linear part dominated by a Hille-Yosida type operator with nondense domain.

  13. Continuous evolution of equations and inclusions involving set-valued contraction mappings with applications to generalized fractal transforms

    Directory of Open Access Journals (Sweden)

    Herb Kunze

    2014-06-01

    Full Text Available Let T be a set-valued contraction mapping on a general Banach space $\\mathcal{B}$. In the first part of this paper we introduce the evolution inclusion $\\dot x + x \\in Tx$ and study the convergence of solutions to this inclusion toward fixed points of T. Two cases are examined: (i T has a fixed point $\\bar y \\in \\mathcal{B}$ in the usual sense, i.e., $\\bar y = T \\bar y$ and (ii T has a fixed point in the sense of inclusions, i.e., $\\bar y \\in T \\bar y$. In the second part we extend this analysis to the case of set-valued evolution equations taking the form $\\dot x + x = Tx$. We also provide some applications to generalized fractal transforms.

  14. Second order time evolution of the multigroup diffusion and P1 equations for radiation transport

    International Nuclear Information System (INIS)

    Olson, Gordon L.

    2011-01-01

    Highlights: → An existing multigroup transport algorithm is extended to be second-order in time. → A new algorithm is presented that does not require a grey acceleration solution. → The two algorithms are tested with 2D, multi-material problems. → The two algorithms have comparable computational requirements. - Abstract: An existing solution method for solving the multigroup radiation equations, linear multifrequency-grey acceleration, is here extended to be second order in time. This method works for simple diffusion and for flux-limited diffusion, with or without material conduction. A new method is developed that does not require the solution of an averaged grey transport equation. It is effective solving both the diffusion and P 1 forms of the transport equation. Two dimensional, multi-material test problems are used to compare the solution methods.

  15. A comparison analysis of Sivashinsky's type evolution equations describing flame propagation in channels

    International Nuclear Information System (INIS)

    Guidi, Leonardo F.; Marchetti, D.H.U.

    2003-01-01

    We establish a comparison between Rakib-Sivashinsky and Michelson-Sivashinsky quasilinear parabolic differential equations governing the weak thermal limit of flame front propagating in channels. For the former equation, we give a complete description of all steady solutions and present their local and global stability analysis. For the latter, bi-coalescent and interpolating unstable steady solutions are introduced and shown to be more numerous than the previous known coalescent solutions. These facts are argued to be responsible for the disagreement between the observed dynamics in numerical experiments and the exact (linear) stability analysis and give ingredients to construct quasi-stable solutions describing parabolic steadily propagating flame with centered tip

  16. Persistence of solutions to nonlinear evolution equations in weighted Sobolev spaces

    Directory of Open Access Journals (Sweden)

    Xavier Carvajal Paredes

    2010-11-01

    Full Text Available In this article, we prove that the initial value problem associated with the Korteweg-de Vries equation is well-posed in weighted Sobolev spaces $mathcal{X}^{s,heta}$, for $s geq 2heta ge 2$ and the initial value problem associated with the nonlinear Schrodinger equation is well-posed in weighted Sobolev spaces $mathcal{X}^{s,heta}$, for $s geq heta geq 1$. Persistence property has been proved by approximation of the solutions and using a priori estimates.

  17. An evolution infinity Laplace equation modelling dynamic elasto-plastic torsion

    Science.gov (United States)

    Messelmi, Farid

    2017-12-01

    We consider in this paper a parabolic partial differential equation involving the infinity Laplace operator and a Leray-Lions operator with no coercitive assumption. We prove the existence and uniqueness of the corresponding approached problem and we show that at the limit the solution solves the parabolic variational inequality arising in the elasto-plastic torsion problem.

  18. Dark energy equation of state parameter and its evolution at low redshift

    Energy Technology Data Exchange (ETDEWEB)

    Tripathi, Ashutosh; Sangwan, Archana; Jassal, H.K., E-mail: ashutosh_tripathi@fudan.edu.cn, E-mail: archanakumari@iisermohali.ac.in, E-mail: hkjassal@iisermohali.ac.in [Indian Institute of Science Education and Research Mohali, SAS Nagar, Mohali 140306, Punjab (India)

    2017-06-01

    In this paper, we constrain dark energy models using a compendium of observations at low redshifts. We consider the dark energy as a barotropic fluid, with the equation of state a constant as well the case where dark energy equation of state is a function of time. The observations considered here are Supernova Type Ia data, Baryon Acoustic Oscillation data and Hubble parameter measurements. We compare constraints obtained from these data and also do a combined analysis. The combined observational constraints put strong limits on variation of dark energy density with redshift. For varying dark energy models, the range of parameters preferred by the supernova type Ia data is in tension with the other low redshift distance measurements.

  19. Optical analogues of the Newton-Schrödinger equation and boson star evolution.

    Science.gov (United States)

    Roger, Thomas; Maitland, Calum; Wilson, Kali; Westerberg, Niclas; Vocke, David; Wright, Ewan M; Faccio, Daniele

    2016-11-14

    Many gravitational phenomena that lie at the core of our understanding of the Universe have not yet been directly observed. An example in this sense is the boson star that has been proposed as an alternative to some compact objects currently interpreted as being black holes. In the weak field limit, these stars are governed by the Newton-Schrodinger equation. Here we present an optical system that, under appropriate conditions, identically reproduces such equation in two dimensions. A rotating boson star is experimentally and numerically modelled by an optical beam propagating through a medium with a positive thermal nonlinearity and is shown to oscillate in time while also stable up to relatively high densities. For higher densities, instabilities lead to an apparent breakup of the star, yet coherence across the whole structure is maintained. These results show that optical analogues can be used to shed new light on inaccessible gravitational objects.

  20. Estimation of measurement variances

    International Nuclear Information System (INIS)

    Jaech, J.L.

    1984-01-01

    The estimation of measurement error parameters in safeguards systems is discussed. Both systematic and random errors are considered. A simple analysis of variances to characterize the measurement error structure with biases varying over time is presented

  1. A COSMIC VARIANCE COOKBOOK

    International Nuclear Information System (INIS)

    Moster, Benjamin P.; Rix, Hans-Walter; Somerville, Rachel S.; Newman, Jeffrey A.

    2011-01-01

    Deep pencil beam surveys ( 2 ) are of fundamental importance for studying the high-redshift universe. However, inferences about galaxy population properties (e.g., the abundance of objects) are in practice limited by 'cosmic variance'. This is the uncertainty in observational estimates of the number density of galaxies arising from the underlying large-scale density fluctuations. This source of uncertainty can be significant, especially for surveys which cover only small areas and for massive high-redshift galaxies. Cosmic variance for a given galaxy population can be determined using predictions from cold dark matter theory and the galaxy bias. In this paper, we provide tools for experiment design and interpretation. For a given survey geometry, we present the cosmic variance of dark matter as a function of mean redshift z-bar and redshift bin size Δz. Using a halo occupation model to predict galaxy clustering, we derive the galaxy bias as a function of mean redshift for galaxy samples of a given stellar mass range. In the linear regime, the cosmic variance of these galaxy samples is the product of the galaxy bias and the dark matter cosmic variance. We present a simple recipe using a fitting function to compute cosmic variance as a function of the angular dimensions of the field, z-bar , Δz, and stellar mass m * . We also provide tabulated values and a software tool. The accuracy of the resulting cosmic variance estimates (δσ v /σ v ) is shown to be better than 20%. We find that for GOODS at z-bar =2 and with Δz = 0.5, the relative cosmic variance of galaxies with m * >10 11 M sun is ∼38%, while it is ∼27% for GEMS and ∼12% for COSMOS. For galaxies of m * ∼ 10 10 M sun , the relative cosmic variance is ∼19% for GOODS, ∼13% for GEMS, and ∼6% for COSMOS. This implies that cosmic variance is a significant source of uncertainty at z-bar =2 for small fields and massive galaxies, while for larger fields and intermediate mass galaxies, cosmic

  2. Evolution of a Network of Vortex Loops in He-II: Exact Solution of the Rate Equation

    International Nuclear Information System (INIS)

    Nemirovskii, Sergey K.

    2006-01-01

    The evolution of a network of vortex loops in He-II due to the fusion and breakdown of vortex loops is studied. We perform investigation on the base of the ''rate equation'' for the distribution function n(l) of number of loops of length l. By use of the special ansatz we have found the exact powerlike solution of the rate equation in a stationary case. That solution is the famous equilibrium distribution n(l)∝l -5/2 obtained earlier from thermodynamic arguments. Our result, however, is not equilibrium; it describes the state with two mutual fluxes of the length (or energy) in l space. Analyzing this solution we drew several results on the structure and dynamics of the vortex tangle in the superfluid turbulent helium. In particular, we obtained that the mean radius of the curvature is of the order of interline space and that the decay of the vortex tangle obeys the Vinen equation. We also evaluated the full rate of reconnection

  3. Evolution of a network of vortex loops in He-II: exact solution of the rate equation.

    Science.gov (United States)

    Nemirovskii, Sergey K

    2006-01-13

    The evolution of a network of vortex loops in He-II due to the fusion and breakdown of vortex loops is studied. We perform investigation on the base of the "rate equation" for the distribution function n(l) of number of loops of length l. By use of the special ansatz we have found the exact power-like solution of the rate equation in a stationary case. That solution is the famous equilibrium distribution n(l) proportional l(-5/2) obtained earlier from thermodynamic arguments. Our result, however, is not equilibrium; it describes the state with two mutual fluxes of the length (or energy) in l space. Analyzing this solution we drew several results on the structure and dynamics of the vortex tangle in the superfluid turbulent helium. In particular, we obtained that the mean radius of the curvature is of the order of interline space and that the decay of the vortex tangle obeys the Vinen equation. We also evaluated the full rate of reconnection.

  4. Variance in binary stellar population synthesis

    Science.gov (United States)

    Breivik, Katelyn; Larson, Shane L.

    2016-03-01

    In the years preceding LISA, Milky Way compact binary population simulations can be used to inform the science capabilities of the mission. Galactic population simulation efforts generally focus on high fidelity models that require extensive computational power to produce a single simulated population for each model. Each simulated population represents an incomplete sample of the functions governing compact binary evolution, thus introducing variance from one simulation to another. We present a rapid Monte Carlo population simulation technique that can simulate thousands of populations in less than a week, thus allowing a full exploration of the variance associated with a binary stellar evolution model.

  5. Pseudo-Newtonian Equations for Evolution of Particles and Fluids in Stationary Space-times

    Energy Technology Data Exchange (ETDEWEB)

    Witzany, Vojtěch; Lämmerzahl, Claus, E-mail: vojtech.witzany@zarm.uni-bremen.de, E-mail: claus.laemmerzahl@zarm.uni-bremen.de [ZARM, Universität Bremen, Am Fallturm, D-28359 Bremen (Germany)

    2017-06-01

    Pseudo-Newtonian potentials are a tool often used in theoretical astrophysics to capture some key features of a black hole space-time in a Newtonian framework. As a result, one can use Newtonian numerical codes, and Newtonian formalism, in general, in an effective description of important astrophysical processes such as accretion onto black holes. In this paper, we develop a general pseudo-Newtonian formalism, which pertains to the motion of particles, light, and fluids in stationary space-times. In return, we are able to assess the applicability of the pseudo-Newtonian scheme. The simplest and most elegant formulas are obtained in space-times without gravitomagnetic effects, such as the Schwarzschild rather than the Kerr space-time; the quantitative errors are smallest for motion with low binding energy. Included is a ready-to-use set of fluid equations in Schwarzschild space-time in Cartesian and radial coordinates.

  6. Discrete maximal regularity of time-stepping schemes for fractional evolution equations.

    Science.gov (United States)

    Jin, Bangti; Li, Buyang; Zhou, Zhi

    2018-01-01

    In this work, we establish the maximal [Formula: see text]-regularity for several time stepping schemes for a fractional evolution model, which involves a fractional derivative of order [Formula: see text], [Formula: see text], in time. These schemes include convolution quadratures generated by backward Euler method and second-order backward difference formula, the L1 scheme, explicit Euler method and a fractional variant of the Crank-Nicolson method. The main tools for the analysis include operator-valued Fourier multiplier theorem due to Weis (Math Ann 319:735-758, 2001. doi:10.1007/PL00004457) and its discrete analogue due to Blunck (Stud Math 146:157-176, 2001. doi:10.4064/sm146-2-3). These results generalize the corresponding results for parabolic problems.

  7. Evolution equation for the B-meson distribution amplitude in the heavy-quark effective theory in coordinate space

    International Nuclear Information System (INIS)

    Kawamura, Hiroyuki; Tanaka, Kazuhiro

    2010-01-01

    The B-meson distribution amplitude (DA) is defined as the matrix element of a quark-antiquark bilocal light-cone operator in the heavy-quark effective theory, corresponding to a long-distance component in the factorization formula for exclusive B-meson decays. The evolution equation for the B-meson DA is governed by the cusp anomalous dimension as well as the Dokshitzer-Gribov-Lipatov-Altarelli-Parisi-type anomalous dimension, and these anomalous dimensions give the ''quasilocal'' kernel in the coordinate-space representation. We show that this evolution equation can be solved analytically in the coordinate space, accomplishing the relevant Sudakov resummation at the next-to-leading logarithmic accuracy. The quasilocal nature leads to a quite simple form of our solution which determines the B-meson DA with a quark-antiquark light-cone separation t in terms of the DA at a lower renormalization scale μ with smaller interquark separations zt (z≤1). This formula allows us to present rigorous calculation of the B-meson DA at the factorization scale ∼√(m b Λ QCD ) for t less than ∼1 GeV -1 , using the recently obtained operator product expansion of the DA as the input at μ∼1 GeV. We also derive the master formula, which reexpresses the integrals of the DA at μ∼√(m b Λ QCD ) for the factorization formula by the compact integrals of the DA at μ∼1 GeV.

  8. Improved Minimum Entropy Filtering for Continuous Nonlinear Non-Gaussian Systems Using a Generalized Density Evolution Equation

    Directory of Open Access Journals (Sweden)

    Jinliang Xu

    2013-06-01

    Full Text Available This paper investigates the filtering problem for multivariate continuous nonlinear non-Gaussian systems based on an improved minimum error entropy (MEE criterion. The system is described by a set of nonlinear continuous equations with non-Gaussian system noises and measurement noises. The recently developed generalized density evolution equation is utilized to formulate the joint probability density function (PDF of the estimation errors. Combining the entropy of the estimation error with the mean squared error, a novel performance index is constructed to ensure the estimation error not only has small uncertainty but also approaches to zero. According to the conjugate gradient method, the optimal filter gain matrix is then obtained by minimizing the improved minimum error entropy criterion. In addition, the condition is proposed to guarantee that the estimation error dynamics is exponentially bounded in the mean square sense. Finally, the comparative simulation results are presented to show that the proposed MEE filter is superior to nonlinear unscented Kalman filter (UKF.

  9. Restricted Variance Interaction Effects

    DEFF Research Database (Denmark)

    Cortina, Jose M.; Köhler, Tine; Keeler, Kathleen R.

    2018-01-01

    Although interaction hypotheses are increasingly common in our field, many recent articles point out that authors often have difficulty justifying them. The purpose of this article is to describe a particular type of interaction: the restricted variance (RV) interaction. The essence of the RV int...

  10. Decrease of Fisher information and the information geometry of evolution equations for quantum mechanical probability amplitudes.

    Science.gov (United States)

    Cafaro, Carlo; Alsing, Paul M

    2018-04-01

    The relevance of the concept of Fisher information is increasing in both statistical physics and quantum computing. From a statistical mechanical standpoint, the application of Fisher information in the kinetic theory of gases is characterized by its decrease along the solutions of the Boltzmann equation for Maxwellian molecules in the two-dimensional case. From a quantum mechanical standpoint, the output state in Grover's quantum search algorithm follows a geodesic path obtained from the Fubini-Study metric on the manifold of Hilbert-space rays. Additionally, Grover's algorithm is specified by constant Fisher information. In this paper, we present an information geometric characterization of the oscillatory or monotonic behavior of statistically parametrized squared probability amplitudes originating from special functional forms of the Fisher information function: constant, exponential decay, and power-law decay. Furthermore, for each case, we compute both the computational speed and the availability loss of the corresponding physical processes by exploiting a convenient Riemannian geometrization of useful thermodynamical concepts. Finally, we briefly comment on the possibility of using the proposed methods of information geometry to help identify a suitable trade-off between speed and thermodynamic efficiency in quantum search algorithms.

  11. Decrease of Fisher information and the information geometry of evolution equations for quantum mechanical probability amplitudes

    Science.gov (United States)

    Cafaro, Carlo; Alsing, Paul M.

    2018-04-01

    The relevance of the concept of Fisher information is increasing in both statistical physics and quantum computing. From a statistical mechanical standpoint, the application of Fisher information in the kinetic theory of gases is characterized by its decrease along the solutions of the Boltzmann equation for Maxwellian molecules in the two-dimensional case. From a quantum mechanical standpoint, the output state in Grover's quantum search algorithm follows a geodesic path obtained from the Fubini-Study metric on the manifold of Hilbert-space rays. Additionally, Grover's algorithm is specified by constant Fisher information. In this paper, we present an information geometric characterization of the oscillatory or monotonic behavior of statistically parametrized squared probability amplitudes originating from special functional forms of the Fisher information function: constant, exponential decay, and power-law decay. Furthermore, for each case, we compute both the computational speed and the availability loss of the corresponding physical processes by exploiting a convenient Riemannian geometrization of useful thermodynamical concepts. Finally, we briefly comment on the possibility of using the proposed methods of information geometry to help identify a suitable trade-off between speed and thermodynamic efficiency in quantum search algorithms.

  12. On the initial conditions of time-dependent mean-field equations of evolution. Pt. 2

    International Nuclear Information System (INIS)

    Troudet, T.; Paris-11 Univ., 91 - Orsay

    1986-01-01

    We analyze the problem so far untouched of determining the initial mean-field wavefunction in the context of zero-temperature mean-field descriptions of time-dependent expectation values and quantum fluctuations of nuclear observables. The nucleus, at zero temperature, is taken to be in a low-lying excited many-body eigenstate and is approximated by the corresponding RPA wavefunction as a continuous superposition of coherent states (i.e. Slater determinants). A generating function Gsub(A)(lambda) for time-dependent expectation values and quantum fluctuations is constructed within the formalism of functional integration. By applying the saddle-point method to the functional action of Gsub(A)(lambda) and then taking its lambda-derivatives, we recover the well-known TDHF theory and propose a simple determination of the initial Slater determinant for an appropriate mean-field description of time-dependent expectation values. The analog mean-field description of quadratic-quantum fluctuations proceeds similarly and in addition includes the contribution of the uncorrelated TDHF-RPA phonons coupled to collective excitations of the initial (static) mean-field configuration. When the collective TDHF-RPA excitations are solely taken into account, we obtain an improved version of the Balian-Veneroni dispersion formula by showing how to determine the initial mean-field wavefunction. By first taking the lambda-derivatives of Gsub(A)(lambda) before applying the saddle-point method, the initial mean-field wavefunction is found to be non-linearly coupled to the mean-field dynamics themselves. In return, and in contrast to the first quantization scheme, these both depend non-trivially upon the observable A being measured so that approximations must be proposed to simplify the resulting mean-field equations. (orig.)

  13. Local variances in biomonitoring

    International Nuclear Information System (INIS)

    Wolterbeek, H.Th; Verburg, T.G.

    2001-01-01

    The present study was undertaken to explore possibilities to judge survey quality on basis of a limited and restricted number of a-priori observations. Here, quality is defined as the ratio between survey and local variance (signal-to-noise ratio). The results indicate that the presented surveys do not permit such judgement; the discussion also suggests that the 5-fold local sampling strategies do not merit any sound judgement. As it stands, uncertainties in local determinations may largely obscure possibilities to judge survey quality. The results further imply that surveys will benefit from procedures, controls and approaches in sampling and sample handling, to assess both average, variance and the nature of the distribution of elemental concentrations in local sites. This reasoning is compatible with the idea of the site as a basic homogeneous survey unit, which is implicitly and conceptually underlying any survey performed. (author)

  14. Local variances in biomonitoring

    International Nuclear Information System (INIS)

    Wolterbeek, H.T.

    1999-01-01

    The present study deals with the (larger-scaled) biomonitoring survey and specifically focuses on the sampling site. In most surveys, the sampling site is simply selected or defined as a spot of (geographical) dimensions which is small relative to the dimensions of the total survey area. Implicitly it is assumed that the sampling site is essentially homogeneous with respect to the investigated variation in survey parameters. As such, the sampling site is mostly regarded as 'the basic unit' of the survey. As a logical consequence, the local (sampling site) variance should also be seen as a basic and important characteristic of the survey. During the study, work is carried out to gain more knowledge of the local variance. Multiple sampling is carried out at a specific site (tree bark, mosses, soils), multi-elemental analyses are carried out by NAA, and local variances are investigated by conventional statistics, factor analytical techniques, and bootstrapping. Consequences of the outcomes are discussed in the context of sampling, sample handling and survey quality. (author)

  15. A time dependent mixing model to close PDF equations for transport in heterogeneous aquifers

    Science.gov (United States)

    Schüler, L.; Suciu, N.; Knabner, P.; Attinger, S.

    2016-10-01

    Probability density function (PDF) methods are a promising alternative to predicting the transport of solutes in groundwater under uncertainty. They make it possible to derive the evolution equations of the mean concentration and the concentration variance, used in moment methods. The mixing model, describing the transport of the PDF in concentration space, is essential for both methods. Finding a satisfactory mixing model is still an open question and due to the rather elaborate PDF methods, a difficult undertaking. Both the PDF equation and the concentration variance equation depend on the same mixing model. This connection is used to find and test an improved mixing model for the much easier to handle concentration variance. Subsequently, this mixing model is transferred to the PDF equation and tested. The newly proposed mixing model yields significantly improved results for both variance modelling and PDF modelling.

  16. Spectral Ambiguity of Allan Variance

    Science.gov (United States)

    Greenhall, C. A.

    1996-01-01

    We study the extent to which knowledge of Allan variance and other finite-difference variances determines the spectrum of a random process. The variance of first differences is known to determine the spectrum. We show that, in general, the Allan variance does not. A complete description of the ambiguity is given.

  17. New evolution equations for the joint response-excitation probability density function of stochastic solutions to first-order nonlinear PDEs

    Science.gov (United States)

    Venturi, D.; Karniadakis, G. E.

    2012-08-01

    By using functional integral methods we determine new evolution equations satisfied by the joint response-excitation probability density function (PDF) associated with the stochastic solution to first-order nonlinear partial differential equations (PDEs). The theory is presented for both fully nonlinear and for quasilinear scalar PDEs subject to random boundary conditions, random initial conditions or random forcing terms. Particular applications are discussed for the classical linear and nonlinear advection equations and for the advection-reaction equation. By using a Fourier-Galerkin spectral method we obtain numerical solutions of the proposed response-excitation PDF equations. These numerical solutions are compared against those obtained by using more conventional statistical approaches such as probabilistic collocation and multi-element probabilistic collocation methods. It is found that the response-excitation approach yields accurate predictions of the statistical properties of the system. In addition, it allows to directly ascertain the tails of probabilistic distributions, thus facilitating the assessment of rare events and associated risks. The computational cost of the response-excitation method is order magnitudes smaller than the one of more conventional statistical approaches if the PDE is subject to high-dimensional random boundary or initial conditions. The question of high-dimensionality for evolution equations involving multidimensional joint response-excitation PDFs is also addressed.

  18. The modified alternative (G'/G)-expansion method to nonlinear evolution equation: application to the (1+1)-dimensional Drinfel'd-Sokolov-Wilson equation.

    Science.gov (United States)

    Akbar, M Ali; Mohd Ali, Norhashidah Hj; Mohyud-Din, Syed Tauseef

    2013-01-01

    Over the years, (G'/G)-expansion method is employed to generate traveling wave solutions to various wave equations in mathematical physics. In the present paper, the alternative (G'/G)-expansion method has been further modified by introducing the generalized Riccati equation to construct new exact solutions. In order to illustrate the novelty and advantages of this approach, the (1+1)-dimensional Drinfel'd-Sokolov-Wilson (DSW) equation is considered and abundant new exact traveling wave solutions are obtained in a uniform way. These solutions may be imperative and significant for the explanation of some practical physical phenomena. It is shown that the modified alternative (G'/G)-expansion method an efficient and advance mathematical tool for solving nonlinear partial differential equations in mathematical physics.

  19. Introduction to variance estimation

    CERN Document Server

    Wolter, Kirk M

    2007-01-01

    We live in the information age. Statistical surveys are used every day to determine or evaluate public policy and to make important business decisions. Correct methods for computing the precision of the survey data and for making inferences to the target population are absolutely essential to sound decision making. Now in its second edition, Introduction to Variance Estimation has for more than twenty years provided the definitive account of the theory and methods for correct precision calculations and inference, including examples of modern, complex surveys in which the methods have been used successfully. The book provides instruction on the methods that are vital to data-driven decision making in business, government, and academe. It will appeal to survey statisticians and other scientists engaged in the planning and conduct of survey research, and to those analyzing survey data and charged with extracting compelling information from such data. It will appeal to graduate students and university faculty who...

  20. Partial Differential Equations

    CERN Document Server

    1988-01-01

    The volume contains a selection of papers presented at the 7th Symposium on differential geometry and differential equations (DD7) held at the Nankai Institute of Mathematics, Tianjin, China, in 1986. Most of the contributions are original research papers on topics including elliptic equations, hyperbolic equations, evolution equations, non-linear equations from differential geometry and mechanics, micro-local analysis.

  1. Practical splitting methods for the adaptive integration of nonlinear evolution equations. Part I: Construction of optimized schemes and pairs of schemes

    KAUST Repository

    Auzinger, Winfried; Hofstä tter, Harald; Ketcheson, David I.; Koch, Othmar

    2016-01-01

    We present a number of new contributions to the topic of constructing efficient higher-order splitting methods for the numerical integration of evolution equations. Particular schemes are constructed via setup and solution of polynomial systems for the splitting coefficients. To this end we use and modify a recent approach for generating these systems for a large class of splittings. In particular, various types of pairs of schemes intended for use in adaptive integrators are constructed.

  2. Practical splitting methods for the adaptive integration of nonlinear evolution equations. Part I: Construction of optimized schemes and pairs of schemes

    KAUST Repository

    Auzinger, Winfried

    2016-07-28

    We present a number of new contributions to the topic of constructing efficient higher-order splitting methods for the numerical integration of evolution equations. Particular schemes are constructed via setup and solution of polynomial systems for the splitting coefficients. To this end we use and modify a recent approach for generating these systems for a large class of splittings. In particular, various types of pairs of schemes intended for use in adaptive integrators are constructed.

  3. BREIT code: Analytical solution of the balance rate equations for charge-state evolutions of heavy-ion beams in matter

    Energy Technology Data Exchange (ETDEWEB)

    Winckler, N., E-mail: n.winckler@gsi.de [GSI Helmholtzzentrum für Schwerionenforschung GmbH, 64291 Darmstadt (Germany); Rybalchenko, A. [GSI Helmholtzzentrum für Schwerionenforschung GmbH, 64291 Darmstadt (Germany); Shevelko, V.P. [P.N. Lebedev Physical Institute, 119991 Moscow (Russian Federation); Al-Turany, M. [GSI Helmholtzzentrum für Schwerionenforschung GmbH, 64291 Darmstadt (Germany); CERN, European Organization for Nuclear Research, 1211 Geneve 23 (Switzerland); Kollegger, T. [GSI Helmholtzzentrum für Schwerionenforschung GmbH, 64291 Darmstadt (Germany); Stöhlker, Th. [GSI Helmholtzzentrum für Schwerionenforschung GmbH, 64291 Darmstadt (Germany); Helmholtz-Institute Jena, D-07743 Jena (Germany); Institut für Optik und Quantenelektronik, Friedrich-Schiller-Universität, D-07743 Jena (Germany)

    2017-02-01

    A detailed description of a recently developed BREIT computer code (Balance Rate Equations of Ion Transportation) for calculating charge-state fractions of ion beams passing through matter is presented. The code is based on the analytical solutions of the differential balance equations for the charge-state fractions as a function of the target thickness and can be used for calculating the ion evolutions in gaseous, solid and plasma targets. The BREIT code is available on-line and requires the charge-changing cross sections and initial conditions in the input file. The eigenvalue decomposition method, applied to obtain the analytical solutions of the rate equations, is described in the paper. Calculations of non-equilibrium and equilibrium charge-state fractions, performed by the BREIT code, are compared with experimental data and results of other codes for ion beams in gaseous and solid targets. Ability and limitations of the BREIT code are discussed in detail.

  4. submitter BREIT code: Analytical solution of the balance rate equations for charge-state evolutions of heavy-ion beams in matter

    CERN Document Server

    Winckler, N; Shevelko, V P; Al-Turany, M; Kollegger, T; Stöhlker, Th

    2017-01-01

    A detailed description of a recently developed BREIT computer code (Balance Rate Equations of Ion Transportation) for calculating charge-state fractions of ion beams passing through matter is presented. The code is based on the analytical solutions of the differential balance equations for the charge-state fractions as a function of the target thickness and can be used for calculating the ion evolutions in gaseous, solid and plasma targets. The BREIT code is available on-line and requires the charge-changing cross sections and initial conditions in the input file. The eigenvalue decomposition method, applied to obtain the analytical solutions of the rate equations, is described in the paper. Calculations of non-equilibrium and equilibrium charge-state fractions, performed by the BREIT code, are compared with experimental data and results of other codes for ion beams in gaseous and solid targets. Ability and limitations of the BREIT code are discussed in detail.

  5. An observation on the variance of a predicted response in ...

    African Journals Online (AJOL)

    ... these properties and computational simplicity. To avoid over fitting, along with the obvious advantage of having a simpler equation, it is shown that the addition of a variable to a regression equation does not reduce the variance of a predicted response. Key words: Linear regression; Partitioned matrix; Predicted response ...

  6. Approximation errors during variance propagation

    International Nuclear Information System (INIS)

    Dinsmore, Stephen

    1986-01-01

    Risk and reliability analyses are often performed by constructing and quantifying large fault trees. The inputs to these models are component failure events whose probability of occuring are best represented as random variables. This paper examines the errors inherent in two approximation techniques used to calculate the top event's variance from the inputs' variance. Two sample fault trees are evaluated and several three dimensional plots illustrating the magnitude of the error over a wide range of input means and variances are given

  7. Evolution of magnetic field and atmospheric response. I - Three-dimensional formulation by the method of projected characteristics. II - Formulation of proper boundary equations. [stellar magnetohydrodynamics

    Science.gov (United States)

    Nakagawa, Y.

    1981-01-01

    The method described as the method of nearcharacteristics by Nakagawa (1980) is renamed the method of projected characteristics. Making full use of properties of the projected characteristics, a new and simpler formulation is developed. As a result, the formulation for the examination of the general three-dimensional problems is presented. It is noted that since in practice numerical solutions must be obtained, the final formulation is given in the form of difference equations. The possibility of including effects of viscous and ohmic dissipations in the formulation is considered, and the physical interpretation is discussed. A systematic manner is then presented for deriving physically self-consistent, time-dependent boundary equations for MHD initial boundary problems. It is demonstrated that the full use of the compatibility equations (differential equations relating variations at two spatial locations and times) is required in determining the time-dependent boundary conditions. In order to provide a clear physical picture as an example, the evolution of axisymmetric global magnetic field by photospheric differential rotation is considered.

  8. Time evolution of some quantum-mechanical systems. Wavefunction cloning in evolving rotating systems. Finite range boundary conditions for time dependent Schroedinger Equation

    International Nuclear Information System (INIS)

    Arvieu, R.; Carbonell, J.; Gignoux, C.; Mangin-Brinet, M.; Rozmej, P.

    1997-01-01

    The time evolution of coherent rotational wave packets associated to a diatomic molecule or to a deformed nucleus has been studied. Assuming a rigid body dynamics the J(J+1) law leads to a mechanism of cloning: the way function is divided into wave packets identical to the initial one at specific time. Applications are studied for a nuclear wave packed formed by Coulomb excitation. Exact boundary conditions at finite distance for the solution of the time-dependent Schroedinger equation are derived. A numerical scheme based on Crank-Nicholson method is proposed to illustrate its applicability in several examples. (authors)

  9. Means and Variances without Calculus

    Science.gov (United States)

    Kinney, John J.

    2005-01-01

    This article gives a method of finding discrete approximations to continuous probability density functions and shows examples of its use, allowing students without calculus access to the calculation of means and variances.

  10. Slave equations for spin models

    International Nuclear Information System (INIS)

    Catterall, S.M.; Drummond, I.T.; Horgan, R.R.

    1992-01-01

    We apply an accelerated Langevin algorithm to the simulation of continuous spin models on the lattice. In conjunction with the evolution equation for the spins we use slave equations to compute estimators for the connected correlation functions of the model. In situations for which the symmetry of the model is sufficiently strongly broken by an external field these estimators work well and yield a signal-to-noise ratio for the Green function at large time separations more favourable than that resulting from the standard method. With the restoration of symmetry, however, the slave equation estimators exhibit an intrinsic instability associated with the growth of a power law tail in the probability distributions for the measured quantities. Once this tail has grown sufficiently strong it results in a divergence of the variance of the estimator which then ceases to be useful for measurement purposes. The instability of the slave equation method in circumstances of weak symmetry breaking precludes its use in determining the mass gap in non-linear sigma models. (orig.)

  11. Studying Variance in the Galactic Ultra-compact Binary Population

    Science.gov (United States)

    Larson, Shane; Breivik, Katelyn

    2017-01-01

    In the years preceding LISA, Milky Way compact binary population simulations can be used to inform the science capabilities of the mission. Galactic population simulation efforts generally focus on high fidelity models that require extensive computational power to produce a single simulated population for each model. Each simulated population represents an incomplete sample of the functions governing compact binary evolution, thus introducing variance from one simulation to another. We present a rapid Monte Carlo population simulation technique that can simulate thousands of populations on week-long timescales, thus allowing a full exploration of the variance associated with a binary stellar evolution model.

  12. Genotypic-specific variance in Caenorhabditis elegans lifetime fecundity.

    Science.gov (United States)

    Diaz, S Anaid; Viney, Mark

    2014-06-01

    Organisms live in heterogeneous environments, so strategies that maximze fitness in such environments will evolve. Variation in traits is important because it is the raw material on which natural selection acts during evolution. Phenotypic variation is usually thought to be due to genetic variation and/or environmentally induced effects. Therefore, genetically identical individuals in a constant environment should have invariant traits. Clearly, genetically identical individuals do differ phenotypically, usually thought to be due to stochastic processes. It is now becoming clear, especially from studies of unicellular species, that phenotypic variance among genetically identical individuals in a constant environment can be genetically controlled and that therefore, in principle, this can be subject to selection. However, there has been little investigation of these phenomena in multicellular species. Here, we have studied the mean lifetime fecundity (thus a trait likely to be relevant to reproductive success), and variance in lifetime fecundity, in recently-wild isolates of the model nematode Caenorhabditis elegans. We found that these genotypes differed in their variance in lifetime fecundity: some had high variance in fecundity, others very low variance. We find that this variance in lifetime fecundity was negatively related to the mean lifetime fecundity of the lines, and that the variance of the lines was positively correlated between environments. We suggest that the variance in lifetime fecundity may be a bet-hedging strategy used by this species.

  13. Revision: Variance Inflation in Regression

    Directory of Open Access Journals (Sweden)

    D. R. Jensen

    2013-01-01

    the intercept; and (iv variance deflation may occur, where ill-conditioned data yield smaller variances than their orthogonal surrogates. Conventional VIFs have all regressors linked, or none, often untenable in practice. Beyond these, our models enable the unlinking of regressors that can be unlinked, while preserving dependence among those intrinsically linked. Moreover, known collinearity indices are extended to encompass angles between subspaces of regressors. To reaccess ill-conditioned data, we consider case studies ranging from elementary examples to data from the literature.

  14. Variance and covariance calculations for nuclear materials accounting using ''MAVARIC''

    International Nuclear Information System (INIS)

    Nasseri, K.K.

    1987-07-01

    Determination of the detection sensitivity of a materials accounting system to the loss of special nuclear material (SNM) requires (1) obtaining a relation for the variance of the materials balance by propagation of the instrument errors for the measured quantities that appear in the materials balance equation and (2) substituting measured values and their error standard deviations into this relation and calculating the variance of the materials balance. MAVARIC (Materials Accounting VARIance Calculations) is a custom spreadsheet, designed using the second release of Lotus 1-2-3, that significantly reduces the effort required to make the necessary variance (and covariance) calculations needed to determine the detection sensitivity of a materials accounting system. Predefined macros within the spreadsheet allow the user to carry out long, tedious procedures with only a few keystrokes. MAVARIC requires that the user enter the following data into one of four data tables, depending on the type of the term in the materials balance equation; the SNM concentration, the bulk mass (or solution volume), the measurement error standard deviations, and the number of measurements made during an accounting period. The user can also specify if there are correlations between transfer terms. Based on these data entries, MAVARIC can calculate the variance of the materials balance and the square root of this variance, from which the detection sensitivity of the accounting system can be determined

  15. Variance and covariance calculations for nuclear materials accounting using 'MAVARIC'

    International Nuclear Information System (INIS)

    Nasseri, K.K.

    1987-01-01

    Determination of the detection sensitivity of a materials accounting system to the loss of special nuclear material (SNM) requires (1) obtaining a relation for the variance of the materials balance by propagation of the instrument errors for the measured quantities that appear in the materials balance equation and (2) substituting measured values and their error standard deviations into this relation and calculating the variance of the materials balance. MAVARIC (Materials Accounting VARIance Calculations) is a custom spreadsheet, designed using the second release of Lotus 1-2-3, that significantly reduces the effort required to make the necessary variance (and covariance) calculations needed to determine the detection sensitivity of a materials accounting system. Predefined macros within the spreadsheet allow the user to carry out long, tedious procedures with only a few keystrokes. MAVARIC requires that the user enter the following data into one of four data tables, depending on the type of the term in the materials balance equation; the SNM concentration, the bulk mass (or solution volume), the measurement error standard deviations, and the number of measurements made during an accounting period. The user can also specify if there are correlations between transfer terms. Based on these data entries, MAVARIC can calculate the variance of the materials balance and the square root of this variance, from which the detection sensitivity of the accounting system can be determined

  16. Modelling volatility by variance decomposition

    DEFF Research Database (Denmark)

    Amado, Cristina; Teräsvirta, Timo

    In this paper, we propose two parametric alternatives to the standard GARCH model. They allow the variance of the model to have a smooth time-varying structure of either additive or multiplicative type. The suggested parameterisations describe both nonlinearity and structural change in the condit...

  17. Gini estimation under infinite variance

    NARCIS (Netherlands)

    A. Fontanari (Andrea); N.N. Taleb (Nassim Nicholas); P. Cirillo (Pasquale)

    2018-01-01

    textabstractWe study the problems related to the estimation of the Gini index in presence of a fat-tailed data generating process, i.e. one in the stable distribution class with finite mean but infinite variance (i.e. with tail index α∈(1,2)). We show that, in such a case, the Gini coefficient

  18. Using some results about the Lie evolution of differential operators to obtain the Fokker-Planck equation for non-Hamiltonian dynamical systems of interest

    Science.gov (United States)

    Bianucci, Marco

    2018-05-01

    Finding the generalized Fokker-Planck Equation (FPE) for the reduced probability density function of a subpart of a given complex system is a classical issue of statistical mechanics. Zwanzig projection perturbation approach to this issue leads to the trouble of resumming a series of commutators of differential operators that we show to correspond to solving the Lie evolution of first order differential operators along the unperturbed Liouvillian of the dynamical system of interest. In this paper, we develop in a systematic way the procedure to formally solve this problem. In particular, here we show which the basic assumptions are, concerning the dynamical system of interest, necessary for the Lie evolution to be a group on the space of first order differential operators, and we obtain the coefficients of the so-evolved operators. It is thus demonstrated that if the Liouvillian of the system of interest is not a first order differential operator, in general, the FPE structure breaks down and the master equation contains all the power of the partial derivatives, up to infinity. Therefore, this work shed some light on the trouble of the ubiquitous emergence of both thermodynamics from microscopic systems and regular regression laws at macroscopic scales. However these results are very general and can be applied also in other contexts that are non-Hamiltonian as, for example, geophysical fluid dynamics, where important events, like El Niño, can be considered as large time scale phenomena emerging from the observation of few ocean degrees of freedom of a more complex system, including the interaction with the atmosphere.

  19. Variance-optimal hedging for processes with stationary independent increments

    DEFF Research Database (Denmark)

    Hubalek, Friedrich; Kallsen, J.; Krawczyk, L.

    We determine the variance-optimal hedge when the logarithm of the underlying price follows a process with stationary independent increments in discrete or continuous time. Although the general solution to this problem is known as backward recursion or backward stochastic differential equation, we...

  20. Applications of the leading-order Dokshitzer-Gribov-Lipatov-Altarelli-Parisi evolution equations to the combined HERA data on deep inelastic scattering

    International Nuclear Information System (INIS)

    Block, Martin M.; Durand, Loyal; Ha, Phuoc; McKay, Douglas W.

    2011-01-01

    We recently derived explicit solutions of the leading-order Dokshitzer-Gribov-Lipatov-Altarelli-Parisi (DGLAP) equations for the Q 2 evolution of the singlet structure function F s (x,Q 2 ) and the gluon distribution G(x,Q 2 ) using very efficient Laplace transform techniques. We apply our results here to a study of the HERA data on deep inelastic ep scattering as recently combined by the H1 and ZEUS groups. We use initial distributions F 2 γp (x,Q 0 2 ) and G(x,Q 0 2 ) determined for x s (x,Q 0 2 ) from F 2 γp (x,Q 0 2 ) using small nonsinglet quark distributions taken from either the CTEQ6L or the MSTW2008LO analyses, evolve F s and G to arbitrary Q 2 , and then convert the results to individual quark distributions. Finally, we show directly from a study of systematic trends in a comparison of the evolved F 2 γp (x,Q 2 ) with the HERA data that the assumption of leading-order DGLAP evolution is inconsistent with those data.

  1. 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)

  2. Towards the ultimate variance-conserving convection scheme

    International Nuclear Information System (INIS)

    Os, J.J.A.M. van; Uittenbogaard, R.E.

    2004-01-01

    In the past various arguments have been used for applying kinetic energy-conserving advection schemes in numerical simulations of incompressible fluid flows. One argument is obeying the programmed dissipation by viscous stresses or by sub-grid stresses in Direct Numerical Simulation and Large Eddy Simulation, see e.g. [Phys. Fluids A 3 (7) (1991) 1766]. Another argument is that, according to e.g. [J. Comput. Phys. 6 (1970) 392; 1 (1966) 119], energy-conserving convection schemes are more stable i.e. by prohibiting a spurious blow-up of volume-integrated energy in a closed volume without external energy sources. In the above-mentioned references it is stated that nonlinear instability is due to spatial truncation rather than to time truncation and therefore these papers are mainly concerned with the spatial integration. In this paper we demonstrate that discretized temporal integration of a spatially variance-conserving convection scheme can induce non-energy conserving solutions. In this paper the conservation of the variance of a scalar property is taken as a simple model for the conservation of kinetic energy. In addition, the derivation and testing of a variance-conserving scheme allows for a clear definition of kinetic energy-conserving advection schemes for solving the Navier-Stokes equations. Consequently, we first derive and test a strictly variance-conserving space-time discretization for the convection term in the convection-diffusion equation. Our starting point is the variance-conserving spatial discretization of the convection operator presented by Piacsek and Williams [J. Comput. Phys. 6 (1970) 392]. In terms of its conservation properties, our variance-conserving scheme is compared to other spatially variance-conserving schemes as well as with the non-variance-conserving schemes applied in our shallow-water solver, see e.g. [Direct and Large-eddy Simulation Workshop IV, ERCOFTAC Series, Kluwer Academic Publishers, 2001, pp. 409-287

  3. Variance-based Salt Body Reconstruction

    KAUST Repository

    Ovcharenko, Oleg

    2017-05-26

    Seismic inversions of salt bodies are challenging when updating velocity models based on Born approximation- inspired gradient methods. We propose a variance-based method for velocity model reconstruction in regions complicated by massive salt bodies. The novel idea lies in retrieving useful information from simultaneous updates corresponding to different single frequencies. Instead of the commonly used averaging of single-iteration monofrequency gradients, our algorithm iteratively reconstructs salt bodies in an outer loop based on updates from a set of multiple frequencies after a few iterations of full-waveform inversion. The variance among these updates is used to identify areas where considerable cycle-skipping occurs. In such areas, we update velocities by interpolating maximum velocities within a certain region. The result of several recursive interpolations is later used as a new starting model to improve results of conventional full-waveform inversion. An application on part of the BP 2004 model highlights the evolution of the proposed approach and demonstrates its effectiveness.

  4. Variance based OFDM frame synchronization

    Directory of Open Access Journals (Sweden)

    Z. Fedra

    2012-04-01

    Full Text Available The paper deals with a new frame synchronization scheme for OFDM systems and calculates the complexity of this scheme. The scheme is based on the computing of the detection window variance. The variance is computed in two delayed times, so a modified Early-Late loop is used for the frame position detection. The proposed algorithm deals with different variants of OFDM parameters including guard interval, cyclic prefix, and has good properties regarding the choice of the algorithm's parameters since the parameters may be chosen within a wide range without having a high influence on system performance. The verification of the proposed algorithm functionality has been performed on a development environment using universal software radio peripheral (USRP hardware.

  5. Variance decomposition in stochastic simulators.

    Science.gov (United States)

    Le Maître, O P; Knio, O M; Moraes, A

    2015-06-28

    This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.

  6. Variance decomposition in stochastic simulators

    Science.gov (United States)

    Le Maître, O. P.; Knio, O. M.; Moraes, A.

    2015-06-01

    This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.

  7. Variance decomposition in stochastic simulators

    Energy Technology Data Exchange (ETDEWEB)

    Le Maître, O. P., E-mail: olm@limsi.fr [LIMSI-CNRS, UPR 3251, Orsay (France); Knio, O. M., E-mail: knio@duke.edu [Department of Mechanical Engineering and Materials Science, Duke University, Durham, North Carolina 27708 (United States); Moraes, A., E-mail: alvaro.moraesgutierrez@kaust.edu.sa [King Abdullah University of Science and Technology, Thuwal (Saudi Arabia)

    2015-06-28

    This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.

  8. Variance decomposition in stochastic simulators

    KAUST Repository

    Le Maî tre, O. P.; Knio, O. M.; Moraes, Alvaro

    2015-01-01

    This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.

  9. On Mean-Variance Analysis

    OpenAIRE

    Li, Yang; Pirvu, Traian A

    2011-01-01

    This paper considers the mean variance portfolio management problem. We examine portfolios which contain both primary and derivative securities. The challenge in this context is due to portfolio's nonlinearities. The delta-gamma approximation is employed to overcome it. Thus, the optimization problem is reduced to a well posed quadratic program. The methodology developed in this paper can be also applied to pricing and hedging in incomplete markets.

  10. Confidence Interval Approximation For Treatment Variance In ...

    African Journals Online (AJOL)

    In a random effects model with a single factor, variation is partitioned into two as residual error variance and treatment variance. While a confidence interval can be imposed on the residual error variance, it is not possible to construct an exact confidence interval for the treatment variance. This is because the treatment ...

  11. High Efficiency Computation of the Variances of Structural Evolutionary Random Responses

    Directory of Open Access Journals (Sweden)

    J.H. Lin

    2000-01-01

    Full Text Available For structures subjected to stationary or evolutionary white/colored random noise, their various response variances satisfy algebraic or differential Lyapunov equations. The solution of these Lyapunov equations used to be very difficult. A precise integration method is proposed in the present paper, which solves such Lyapunov equations accurately and very efficiently.

  12. Approximate zero-variance Monte Carlo estimation of Markovian unreliability

    International Nuclear Information System (INIS)

    Delcoux, J.L.; Labeau, P.E.; Devooght, J.

    1997-01-01

    Monte Carlo simulation has become an important tool for the estimation of reliability characteristics, since conventional numerical methods are no more efficient when the size of the system to solve increases. However, evaluating by a simulation the probability of occurrence of very rare events means playing a very large number of histories of the system, which leads to unacceptable computation times. Acceleration and variance reduction techniques have to be worked out. We show in this paper how to write the equations of Markovian reliability as a transport problem, and how the well known zero-variance scheme can be adapted to this application. But such a method is always specific to the estimation of one quality, while a Monte Carlo simulation allows to perform simultaneously estimations of diverse quantities. Therefore, the estimation of one of them could be made more accurate while degrading at the same time the variance of other estimations. We propound here a method to reduce simultaneously the variance for several quantities, by using probability laws that would lead to zero-variance in the estimation of a mean of these quantities. Just like the zero-variance one, the method we propound is impossible to perform exactly. However, we show that simple approximations of it may be very efficient. (author)

  13. Numerical Solution of Heun Equation Via Linear Stochastic Differential Equation

    Directory of Open Access Journals (Sweden)

    Hamidreza Rezazadeh

    2014-05-01

    Full Text Available In this paper, we intend to solve special kind of ordinary differential equations which is called Heun equations, by converting to a corresponding stochastic differential equation(S.D.E.. So, we construct a stochastic linear equation system from this equation which its solution is based on computing fundamental matrix of this system and then, this S.D.E. is solved by numerically methods. Moreover, its asymptotic stability and statistical concepts like expectation and variance of solutions are discussed. Finally, the attained solutions of these S.D.E.s compared with exact solution of corresponding differential equations.

  14. The Evolution of Sulfide in Shallow Aquatic Ecosystem Sediments: An Analysis of the Roles of Sulfate, Organic Carbon, and Iron and Feedback Constraints Using Structural Equation Modeling

    Science.gov (United States)

    Pollman, C. D.; Swain, E. B.; Bael, D.; Myrbo, A.; Monson, P.; Shore, M. D.

    2017-11-01

    The generation of elevated concentrations of sulfide in sediment pore waters that are toxic to rooted macrophytes is problematic in both marine and freshwaters. In marine waters, biogeochemical conditions that lead to toxic levels of sulfide generally relate to factors that affect oxygen dynamics or the sediment iron concentration. In freshwaters, increases in surface water sulfate have been implicated in decline of Zizania palustris (wild rice), which is important in wetlands across the Great Lakes region of North America. We developed a structural equation (SE) model to elucidate key variables that govern the evolution of sulfide in pore waters in shallow aquatic habitats that are potentially capable of supporting wild rice. The conceptual basis for the model is the hypothesis that dissimilatory sulfate reduction is limited by the availability of both sulfate and total organic carbon (TOC) in the sediment. The conceptual model also assumes that pore water sulfide concentrations are constrained by the availability of pore water iron and that sediment iron supports the supply of dissolved iron to the pore water. A key result from the SE model is that variations in three external variables (sulfate, sediment TOC, and sediment iron) contribute nearly equally to the observed variations in pore water sulfide. As a result, management efforts to mitigate against the toxic effects of pore water sulfide on macrophytes such as wild rice should approach defining a protective sulfate threshold as an exercise tailored to the geochemistry of each site that quantitatively considers the effects of ambient concentrations of sediment Fe and TOC.

  15. Research of large-amplitude waves evolution in the framework of shallow water equations and their implication for people's safety in extreme situations

    Science.gov (United States)

    Pelinovsky, Efim; Chaikovskaia, Natalya; Rodin, Artem

    2015-04-01

    The paper presents the analysis of the formation and evolution of shock wave in shallow water with no restrictions on its amplitude in the framework of the nonlinear shallow water equations. It is shown that in the case of large-amplitude waves appears a new nonlinear effect of reflection from the shock front of incident wave. These results are important for the assessment of coastal flooding by tsunami waves and storm surges. Very often the largest number of victims was observed on the coastline where the wave moved breaking. Many people, instead of running away, were just looking at the movement of the "raging wall" and lost time. This fact highlights the importance of researching the problem of security and optimal behavior of people in situations with increased risk. Usually there is uncertainty about the exact time, when rogue waves will impact. This fact limits the ability of people to adjust their behavior psychologically to the stressful situations. It concerns specialists, who are busy both in the field of flying activity and marine service as well as adults, young people and children, who live on the coastal zone. The rogue wave research is very important and it demands cooperation of different scientists - mathematicians and physicists, as well as sociologists and psychologists, because the final goal of efforts of all scientists is minimization of the harm, brought by rogue waves to humanity.

  16. Time evolution of some quantum-mechanical systems. Wavefunction cloning in evolving rotating systems. Finite range boundary conditions for time dependent Schroedinger Equation; Evolution temporelle de quelques systemes quantiques. Le clonage de la fonction d`onde dans l`evolution au cours du temps de systemes tournants. Formulation de conditions aux limites a distance finie pour l`equation de Schroedinger dependante du temps

    Energy Technology Data Exchange (ETDEWEB)

    Arvieu, R.; Carbonell, J.; Gignoux, C.; Mangin-Brinet, M. [Inst. des Sciences Nucleaires, Grenoble-1 Univ., 38 (France); Rozmej, P. [Uniwersytet Marii Curie-Sklodowskiej, Lublin (Poland)

    1997-12-31

    The time evolution of coherent rotational wave packets associated to a diatomic molecule or to a deformed nucleus has been studied. Assuming a rigid body dynamics the J(J+1) law leads to a mechanism of cloning: the way function is divided into wave packets identical to the initial one at specific time. Applications are studied for a nuclear wave packed formed by Coulomb excitation. Exact boundary conditions at finite distance for the solution of the time-dependent Schroedinger equation are derived. A numerical scheme based on Crank-Nicholson method is proposed to illustrate its applicability in several examples. (authors) 3 refs.

  17. Monte Carlo variance reduction approaches for non-Boltzmann tallies

    International Nuclear Information System (INIS)

    Booth, T.E.

    1992-12-01

    Quantities that depend on the collective effects of groups of particles cannot be obtained from the standard Boltzmann transport equation. Monte Carlo estimates of these quantities are called non-Boltzmann tallies and have become increasingly important recently. Standard Monte Carlo variance reduction techniques were designed for tallies based on individual particles rather than groups of particles. Experience with non-Boltzmann tallies and analog Monte Carlo has demonstrated the severe limitations of analog Monte Carlo for many non-Boltzmann tallies. In fact, many calculations absolutely require variance reduction methods to achieve practical computation times. Three different approaches to variance reduction for non-Boltzmann tallies are described and shown to be unbiased. The advantages and disadvantages of each of the approaches are discussed

  18. Robust Means Modeling: An Alternative for Hypothesis Testing of Independent Means under Variance Heterogeneity and Nonnormality

    Science.gov (United States)

    Fan, Weihua; Hancock, Gregory R.

    2012-01-01

    This study proposes robust means modeling (RMM) approaches for hypothesis testing of mean differences for between-subjects designs in order to control the biasing effects of nonnormality and variance inequality. Drawing from structural equation modeling (SEM), the RMM approaches make no assumption of variance homogeneity and employ robust…

  19. Abstract methods in partial differential equations

    CERN Document Server

    Carroll, Robert W

    2012-01-01

    Detailed, self-contained treatment examines modern abstract methods in partial differential equations, especially abstract evolution equations. Suitable for graduate students with some previous exposure to classical partial differential equations. 1969 edition.

  20. Speed Variance and Its Influence on Accidents.

    Science.gov (United States)

    Garber, Nicholas J.; Gadirau, Ravi

    A study was conducted to investigate the traffic engineering factors that influence speed variance and to determine to what extent speed variance affects accident rates. Detailed analyses were carried out to relate speed variance with posted speed limit, design speeds, and other traffic variables. The major factor identified was the difference…

  1. Variance function estimation for immunoassays

    International Nuclear Information System (INIS)

    Raab, G.M.; Thompson, R.; McKenzie, I.

    1980-01-01

    A computer program is described which implements a recently described, modified likelihood method of determining an appropriate weighting function to use when fitting immunoassay dose-response curves. The relationship between the variance of the response and its mean value is assumed to have an exponential form, and the best fit to this model is determined from the within-set variability of many small sets of repeated measurements. The program estimates the parameter of the exponential function with its estimated standard error, and tests the fit of the experimental data to the proposed model. Output options include a list of the actual and fitted standard deviation of the set of responses, a plot of actual and fitted standard deviation against the mean response, and an ordered list of the 10 sets of data with the largest ratios of actual to fitted standard deviation. The program has been designed for a laboratory user without computing or statistical expertise. The test-of-fit has proved valuable for identifying outlying responses, which may be excluded from further analysis by being set to negative values in the input file. (Auth.)

  2. Dominance genetic variance for traits under directional selection in Drosophila serrata.

    Science.gov (United States)

    Sztepanacz, Jacqueline L; Blows, Mark W

    2015-05-01

    In contrast to our growing understanding of patterns of additive genetic variance in single- and multi-trait combinations, the relative contribution of nonadditive genetic variance, particularly dominance variance, to multivariate phenotypes is largely unknown. While mechanisms for the evolution of dominance genetic variance have been, and to some degree remain, subject to debate, the pervasiveness of dominance is widely recognized and may play a key role in several evolutionary processes. Theoretical and empirical evidence suggests that the contribution of dominance variance to phenotypic variance may increase with the correlation between a trait and fitness; however, direct tests of this hypothesis are few. Using a multigenerational breeding design in an unmanipulated population of Drosophila serrata, we estimated additive and dominance genetic covariance matrices for multivariate wing-shape phenotypes, together with a comprehensive measure of fitness, to determine whether there is an association between directional selection and dominance variance. Fitness, a trait unequivocally under directional selection, had no detectable additive genetic variance, but significant dominance genetic variance contributing 32% of the phenotypic variance. For single and multivariate morphological traits, however, no relationship was observed between trait-fitness correlations and dominance variance. A similar proportion of additive and dominance variance was found to contribute to phenotypic variance for single traits, and double the amount of additive compared to dominance variance was found for the multivariate trait combination under directional selection. These data suggest that for many fitness components a positive association between directional selection and dominance genetic variance may not be expected. Copyright © 2015 by the Genetics Society of America.

  3. An Empirical Temperature Variance Source Model in Heated Jets

    Science.gov (United States)

    Khavaran, Abbas; Bridges, James

    2012-01-01

    An acoustic analogy approach is implemented that models the sources of jet noise in heated jets. The equivalent sources of turbulent mixing noise are recognized as the differences between the fluctuating and Favre-averaged Reynolds stresses and enthalpy fluxes. While in a conventional acoustic analogy only Reynolds stress components are scrutinized for their noise generation properties, it is now accepted that a comprehensive source model should include the additional entropy source term. Following Goldstein s generalized acoustic analogy, the set of Euler equations are divided into two sets of equations that govern a non-radiating base flow plus its residual components. When the base flow is considered as a locally parallel mean flow, the residual equations may be rearranged to form an inhomogeneous third-order wave equation. A general solution is written subsequently using a Green s function method while all non-linear terms are treated as the equivalent sources of aerodynamic sound and are modeled accordingly. In a previous study, a specialized Reynolds-averaged Navier-Stokes (RANS) solver was implemented to compute the variance of thermal fluctuations that determine the enthalpy flux source strength. The main objective here is to present an empirical model capable of providing a reasonable estimate of the stagnation temperature variance in a jet. Such a model is parameterized as a function of the mean stagnation temperature gradient in the jet, and is evaluated using commonly available RANS solvers. The ensuing thermal source distribution is compared with measurements as well as computational result from a dedicated RANS solver that employs an enthalpy variance and dissipation rate model. Turbulent mixing noise predictions are presented for a wide range of jet temperature ratios from 1.0 to 3.20.

  4. Influence of Family Structure on Variance Decomposition

    DEFF Research Database (Denmark)

    Edwards, Stefan McKinnon; Sarup, Pernille Merete; Sørensen, Peter

    Partitioning genetic variance by sets of randomly sampled genes for complex traits in D. melanogaster and B. taurus, has revealed that population structure can affect variance decomposition. In fruit flies, we found that a high likelihood ratio is correlated with a high proportion of explained ge...... capturing pure noise. Therefore it is necessary to use both criteria, high likelihood ratio in favor of a more complex genetic model and proportion of genetic variance explained, to identify biologically important gene groups...

  5. Efficient Cardinality/Mean-Variance Portfolios

    OpenAIRE

    Brito, R. Pedro; Vicente, Luís Nunes

    2014-01-01

    International audience; We propose a novel approach to handle cardinality in portfolio selection, by means of a biobjective cardinality/mean-variance problem, allowing the investor to analyze the efficient tradeoff between return-risk and number of active positions. Recent progress in multiobjective optimization without derivatives allow us to robustly compute (in-sample) the whole cardinality/mean-variance efficient frontier, for a variety of data sets and mean-variance models. Our results s...

  6. The phenotypic variance gradient - a novel concept.

    Science.gov (United States)

    Pertoldi, Cino; Bundgaard, Jørgen; Loeschcke, Volker; Barker, James Stuart Flinton

    2014-11-01

    Evolutionary ecologists commonly use reaction norms, which show the range of phenotypes produced by a set of genotypes exposed to different environments, to quantify the degree of phenotypic variance and the magnitude of plasticity of morphometric and life-history traits. Significant differences among the values of the slopes of the reaction norms are interpreted as significant differences in phenotypic plasticity, whereas significant differences among phenotypic variances (variance or coefficient of variation) are interpreted as differences in the degree of developmental instability or canalization. We highlight some potential problems with this approach to quantifying phenotypic variance and suggest a novel and more informative way to plot reaction norms: namely "a plot of log (variance) on the y-axis versus log (mean) on the x-axis, with a reference line added". This approach gives an immediate impression of how the degree of phenotypic variance varies across an environmental gradient, taking into account the consequences of the scaling effect of the variance with the mean. The evolutionary implications of the variation in the degree of phenotypic variance, which we call a "phenotypic variance gradient", are discussed together with its potential interactions with variation in the degree of phenotypic plasticity and canalization.

  7. Iterative Splitting Methods for Differential Equations

    CERN Document Server

    Geiser, Juergen

    2011-01-01

    Iterative Splitting Methods for Differential Equations explains how to solve evolution equations via novel iterative-based splitting methods that efficiently use computational and memory resources. It focuses on systems of parabolic and hyperbolic equations, including convection-diffusion-reaction equations, heat equations, and wave equations. In the theoretical part of the book, the author discusses the main theorems and results of the stability and consistency analysis for ordinary differential equations. He then presents extensions of the iterative splitting methods to partial differential

  8. Degenerate nonlinear diffusion equations

    CERN Document Server

    Favini, Angelo

    2012-01-01

    The aim of these notes is to include in a uniform presentation style several topics related to the theory of degenerate nonlinear diffusion equations, treated in the mathematical framework of evolution equations with multivalued m-accretive operators in Hilbert spaces. The problems concern nonlinear parabolic equations involving two cases of degeneracy. More precisely, one case is due to the vanishing of the time derivative coefficient and the other is provided by the vanishing of the diffusion coefficient on subsets of positive measure of the domain. From the mathematical point of view the results presented in these notes can be considered as general results in the theory of degenerate nonlinear diffusion equations. However, this work does not seek to present an exhaustive study of degenerate diffusion equations, but rather to emphasize some rigorous and efficient techniques for approaching various problems involving degenerate nonlinear diffusion equations, such as well-posedness, periodic solutions, asympt...

  9. Least-squares variance component estimation

    NARCIS (Netherlands)

    Teunissen, P.J.G.; Amiri-Simkooei, A.R.

    2007-01-01

    Least-squares variance component estimation (LS-VCE) is a simple, flexible and attractive method for the estimation of unknown variance and covariance components. LS-VCE is simple because it is based on the well-known principle of LS; it is flexible because it works with a user-defined weight

  10. Expected Stock Returns and Variance Risk Premia

    DEFF Research Database (Denmark)

    Bollerslev, Tim; Zhou, Hao

    risk premium with the P/E ratio results in an R2 for the quarterly returns of more than twenty-five percent. The results depend crucially on the use of "model-free", as opposed to standard Black-Scholes, implied variances, and realized variances constructed from high-frequency intraday, as opposed...

  11. Nonlinear Epigenetic Variance: Review and Simulations

    Science.gov (United States)

    Kan, Kees-Jan; Ploeger, Annemie; Raijmakers, Maartje E. J.; Dolan, Conor V.; van Der Maas, Han L. J.

    2010-01-01

    We present a review of empirical evidence that suggests that a substantial portion of phenotypic variance is due to nonlinear (epigenetic) processes during ontogenesis. The role of such processes as a source of phenotypic variance in human behaviour genetic studies is not fully appreciated. In addition to our review, we present simulation studies…

  12. Variance estimation for generalized Cavalieri estimators

    OpenAIRE

    Johanna Ziegel; Eva B. Vedel Jensen; Karl-Anton Dorph-Petersen

    2011-01-01

    The precision of stereological estimators based on systematic sampling is of great practical importance. This paper presents methods of data-based variance estimation for generalized Cavalieri estimators where errors in sampling positions may occur. Variance estimators are derived under perturbed systematic sampling, systematic sampling with cumulative errors and systematic sampling with random dropouts. Copyright 2011, Oxford University Press.

  13. Validation of consistency of Mendelian sampling variance.

    Science.gov (United States)

    Tyrisevä, A-M; Fikse, W F; Mäntysaari, E A; Jakobsen, J; Aamand, G P; Dürr, J; Lidauer, M H

    2018-03-01

    Experiences from international sire evaluation indicate that the multiple-trait across-country evaluation method is sensitive to changes in genetic variance over time. Top bulls from birth year classes with inflated genetic variance will benefit, hampering reliable ranking of bulls. However, none of the methods available today enable countries to validate their national evaluation models for heterogeneity of genetic variance. We describe a new validation method to fill this gap comprising the following steps: estimating within-year genetic variances using Mendelian sampling and its prediction error variance, fitting a weighted linear regression between the estimates and the years under study, identifying possible outliers, and defining a 95% empirical confidence interval for a possible trend in the estimates. We tested the specificity and sensitivity of the proposed validation method with simulated data using a real data structure. Moderate (M) and small (S) size populations were simulated under 3 scenarios: a control with homogeneous variance and 2 scenarios with yearly increases in phenotypic variance of 2 and 10%, respectively. Results showed that the new method was able to estimate genetic variance accurately enough to detect bias in genetic variance. Under the control scenario, the trend in genetic variance was practically zero in setting M. Testing cows with an average birth year class size of more than 43,000 in setting M showed that tolerance values are needed for both the trend and the outlier tests to detect only cases with a practical effect in larger data sets. Regardless of the magnitude (yearly increases in phenotypic variance of 2 or 10%) of the generated trend, it deviated statistically significantly from zero in all data replicates for both cows and bulls in setting M. In setting S with a mean of 27 bulls in a year class, the sampling error and thus the probability of a false-positive result clearly increased. Still, overall estimated genetic

  14. Portfolio optimization with mean-variance model

    Science.gov (United States)

    Hoe, Lam Weng; Siew, Lam Weng

    2016-06-01

    Investors wish to achieve the target rate of return at the minimum level of risk in their investment. Portfolio optimization is an investment strategy that can be used to minimize the portfolio risk and can achieve the target rate of return. The mean-variance model has been proposed in portfolio optimization. The mean-variance model is an optimization model that aims to minimize the portfolio risk which is the portfolio variance. The objective of this study is to construct the optimal portfolio using the mean-variance model. The data of this study consists of weekly returns of 20 component stocks of FTSE Bursa Malaysia Kuala Lumpur Composite Index (FBMKLCI). The results of this study show that the portfolio composition of the stocks is different. Moreover, investors can get the return at minimum level of risk with the constructed optimal mean-variance portfolio.

  15. PC analysis of stochastic differential equations driven by Wiener noise

    KAUST Repository

    Le Maitre, Olivier

    2015-03-01

    A polynomial chaos (PC) analysis with stochastic expansion coefficients is proposed for stochastic differential equations driven by additive or multiplicative Wiener noise. It is shown that for this setting, a Galerkin formalism naturally leads to the definition of a hierarchy of stochastic differential equations governing the evolution of the PC modes. Under the mild assumption that the Wiener and uncertain parameters can be treated as independent random variables, it is also shown that the Galerkin formalism naturally separates parametric uncertainty and stochastic forcing dependences. This enables us to perform an orthogonal decomposition of the process variance, and consequently identify contributions arising from the uncertainty in parameters, the stochastic forcing, and a coupled term. Insight gained from this decomposition is illustrated in light of implementation to simplified linear and non-linear problems; the case of a stochastic bifurcation is also considered.

  16. Portfolio optimization using median-variance approach

    Science.gov (United States)

    Wan Mohd, Wan Rosanisah; Mohamad, Daud; Mohamed, Zulkifli

    2013-04-01

    Optimization models have been applied in many decision-making problems particularly in portfolio selection. Since the introduction of Markowitz's theory of portfolio selection, various approaches based on mathematical programming have been introduced such as mean-variance, mean-absolute deviation, mean-variance-skewness and conditional value-at-risk (CVaR) mainly to maximize return and minimize risk. However most of the approaches assume that the distribution of data is normal and this is not generally true. As an alternative, in this paper, we employ the median-variance approach to improve the portfolio optimization. This approach has successfully catered both types of normal and non-normal distribution of data. With this actual representation, we analyze and compare the rate of return and risk between the mean-variance and the median-variance based portfolio which consist of 30 stocks from Bursa Malaysia. The results in this study show that the median-variance approach is capable to produce a lower risk for each return earning as compared to the mean-variance approach.

  17. Mean-variance Optimal Reinsurance-investment Strategy in Continuous Time

    Directory of Open Access Journals (Sweden)

    Daheng Peng

    2017-10-01

    Full Text Available In this paper, Lagrange method is used to solve the continuous-time mean-variance reinsurance-investment problem. Proportional reinsurance, multiple risky assets and risk-free asset are considered synthetically in the optimal strategy for insurers. By solving the backward stochastic differential equation for the Lagrange multiplier, we get the mean-variance optimal reinsurance-investment strategy and its effective frontier in explicit forms.

  18. Kalman filtering techniques for reducing variance of digital speckle displacement measurement noise

    Institute of Scientific and Technical Information of China (English)

    Donghui Li; Li Guo

    2006-01-01

    @@ Target dynamics are assumed to be known in measuring digital speckle displacement. Use is made of a simple measurement equation, where measurement noise represents the effect of disturbances introduced in measurement process. From these assumptions, Kalman filter can be designed to reduce variance of measurement noise. An optical and analysis system was set up, by which object motion with constant displacement and constant velocity is experimented with to verify validity of Kalman filtering techniques for reduction of measurement noise variance.

  19. Mean-variance Optimal Reinsurance-investment Strategy in Continuous Time

    OpenAIRE

    Daheng Peng; Fang Zhang

    2017-01-01

    In this paper, Lagrange method is used to solve the continuous-time mean-variance reinsurance-investment problem. Proportional reinsurance, multiple risky assets and risk-free asset are considered synthetically in the optimal strategy for insurers. By solving the backward stochastic differential equation for the Lagrange multiplier, we get the mean-variance optimal reinsurance-investment strategy and its effective frontier in explicit forms.

  20. The AGL equation from the dipole picture

    International Nuclear Information System (INIS)

    Gay Ducati, M.B.; Goncalves, V.P.

    1999-01-01

    The AGL equation includes all multiple pomeron exchanges in the double logarithmic approximation (DLA) limit, leading to a unitarized gluon distribution in the small x regime. This equation was originally obtained using the Glauber-Mueller approach. We demonstrate in this paper that the AGL equation and, consequently, the GLR equation, can also be obtained from the dipole picture in the double logarithmic limit, using an evolution equation, recently proposed, which includes all multiple pomeron exchanges in the leading logarithmic approximation. Our conclusion is that the AGL equation is a good candidate for a unitarized evolution equation at small x in the DLA limit

  1. Grammatical and lexical variance in English

    CERN Document Server

    Quirk, Randolph

    2014-01-01

    Written by one of Britain's most distinguished linguists, this book is concerned with the phenomenon of variance in English grammar and vocabulary across regional, social, stylistic and temporal space.

  2. A Mean variance analysis of arbitrage portfolios

    Science.gov (United States)

    Fang, Shuhong

    2007-03-01

    Based on the careful analysis of the definition of arbitrage portfolio and its return, the author presents a mean-variance analysis of the return of arbitrage portfolios, which implies that Korkie and Turtle's results ( B. Korkie, H.J. Turtle, A mean-variance analysis of self-financing portfolios, Manage. Sci. 48 (2002) 427-443) are misleading. A practical example is given to show the difference between the arbitrage portfolio frontier and the usual portfolio frontier.

  3. Dynamic Mean-Variance Asset Allocation

    OpenAIRE

    Basak, Suleyman; Chabakauri, Georgy

    2009-01-01

    Mean-variance criteria remain prevalent in multi-period problems, and yet not much is known about their dynamically optimal policies. We provide a fully analytical characterization of the optimal dynamic mean-variance portfolios within a general incomplete-market economy, and recover a simple structure that also inherits several conventional properties of static models. We also identify a probability measure that incorporates intertemporal hedging demands and facilitates much tractability in ...

  4. Evolution in time of an N-atom system. I. A physical basis set for the projection of the master equation

    International Nuclear Information System (INIS)

    Freedhoff, Helen

    2004-01-01

    We study an aggregate of N identical two-level atoms (TLA's) coupled by the retarded interatomic interaction, using the Lehmberg-Agarwal master equation. First, we calculate the entangled eigenstates of the system; then, we use these eigenstates as a basis set for the projection of the master equation. We demonstrate that in this basis the equations of motion for the level populations, as well as the expressions for the emission and absorption spectra, assume a simple mathematical structure and allow for a transparent physical interpretation. To illustrate the use of the general theory in emission processes, we study an isosceles triangle of atoms, and present in the long wavelength limit the (cascade) emission spectrum for a hexagon of atoms fully excited at t=0. To illustrate its use for absorption processes, we tabulate (in the same limit) the biexciton absorption frequencies, linewidths, and relative intensities for polygons consisting of N=2,...,9 TLA's

  5. Genetic variants influencing phenotypic variance heterogeneity.

    Science.gov (United States)

    Ek, Weronica E; Rask-Andersen, Mathias; Karlsson, Torgny; Enroth, Stefan; Gyllensten, Ulf; Johansson, Åsa

    2018-03-01

    Most genetic studies identify genetic variants associated with disease risk or with the mean value of a quantitative trait. More rarely, genetic variants associated with variance heterogeneity are considered. In this study, we have identified such variance single-nucleotide polymorphisms (vSNPs) and examined if these represent biological gene × gene or gene × environment interactions or statistical artifacts caused by multiple linked genetic variants influencing the same phenotype. We have performed a genome-wide study, to identify vSNPs associated with variance heterogeneity in DNA methylation levels. Genotype data from over 10 million single-nucleotide polymorphisms (SNPs), and DNA methylation levels at over 430 000 CpG sites, were analyzed in 729 individuals. We identified vSNPs for 7195 CpG sites (P mean DNA methylation levels. We further showed that variance heterogeneity between genotypes mainly represents additional, often rare, SNPs in linkage disequilibrium (LD) with the respective vSNP and for some vSNPs, multiple low frequency variants co-segregating with one of the vSNP alleles. Therefore, our results suggest that variance heterogeneity of DNA methylation mainly represents phenotypic effects by multiple SNPs, rather than biological interactions. Such effects may also be important for interpreting variance heterogeneity of more complex clinical phenotypes.

  6. The Variance Composition of Firm Growth Rates

    Directory of Open Access Journals (Sweden)

    Luiz Artur Ledur Brito

    2009-04-01

    Full Text Available Firms exhibit a wide variability in growth rates. This can be seen as another manifestation of the fact that firms are different from one another in several respects. This study investigated this variability using the variance components technique previously used to decompose the variance of financial performance. The main source of variation in growth rates, responsible for more than 40% of total variance, corresponds to individual, idiosyncratic firm aspects and not to industry, country, or macroeconomic conditions prevailing in specific years. Firm growth, similar to financial performance, is mostly unique to specific firms and not an industry or country related phenomenon. This finding also justifies using growth as an alternative outcome of superior firm resources and as a complementary dimension of competitive advantage. This also links this research with the resource-based view of strategy. Country was the second source of variation with around 10% of total variance. The analysis was done using the Compustat Global database with 80,320 observations, comprising 13,221 companies in 47 countries, covering the years of 1994 to 2002. It also compared the variance structure of growth to the variance structure of financial performance in the same sample.

  7. EXACT TRAVELLING WAVE SOLUTIONS TO BBM EQUATION

    Institute of Scientific and Technical Information of China (English)

    2009-01-01

    Abundant new travelling wave solutions to the BBM (Benjamin-Bona-Mahoni) equation are obtained by the generalized Jacobian elliptic function method. This method can be applied to other nonlinear evolution equations.

  8. Invalidity of the spectral Fokker-Planck equation forCauchy noise driven Langevin equation

    DEFF Research Database (Denmark)

    Ditlevsen, Ove Dalager

    2004-01-01

    -called alpha-stable noise (or Levy noise) the Fokker-Planck equation no longer exists as a partial differential equation for the probability density because the property of finite variance is lost. In stead it has been attempted to formulate an equation for the characteristic function (the Fourier transform...

  9. Continuous-Time Mean-Variance Portfolio Selection with Random Horizon

    International Nuclear Information System (INIS)

    Yu, Zhiyong

    2013-01-01

    This paper examines the continuous-time mean-variance optimal portfolio selection problem with random market parameters and random time horizon. Treating this problem as a linearly constrained stochastic linear-quadratic optimal control problem, I explicitly derive the efficient portfolios and efficient frontier in closed forms based on the solutions of two backward stochastic differential equations. Some related issues such as a minimum variance portfolio and a mutual fund theorem are also addressed. All the results are markedly different from those in the problem with deterministic exit time. A key part of my analysis involves proving the global solvability of a stochastic Riccati equation, which is interesting in its own right

  10. Continuous-Time Mean-Variance Portfolio Selection with Random Horizon

    Energy Technology Data Exchange (ETDEWEB)

    Yu, Zhiyong, E-mail: yuzhiyong@sdu.edu.cn [Shandong University, School of Mathematics (China)

    2013-12-15

    This paper examines the continuous-time mean-variance optimal portfolio selection problem with random market parameters and random time horizon. Treating this problem as a linearly constrained stochastic linear-quadratic optimal control problem, I explicitly derive the efficient portfolios and efficient frontier in closed forms based on the solutions of two backward stochastic differential equations. Some related issues such as a minimum variance portfolio and a mutual fund theorem are also addressed. All the results are markedly different from those in the problem with deterministic exit time. A key part of my analysis involves proving the global solvability of a stochastic Riccati equation, which is interesting in its own right.

  11. Polygons of differential equations for finding exact solutions

    International Nuclear Information System (INIS)

    Kudryashov, Nikolai A.; Demina, Maria V.

    2007-01-01

    A method for finding exact solutions of nonlinear differential equations is presented. Our method is based on the application of polygons corresponding to nonlinear differential equations. It allows one to express exact solutions of the equation studied through solutions of another equation using properties of the basic equation itself. The ideas of power geometry are used and developed. Our approach has a pictorial interpretation, which is illustrative and effective. The method can be also applied for finding transformations between solutions of differential equations. To demonstrate the method application exact solutions of several equations are found. These equations are: the Korteveg-de Vries-Burgers equation, the generalized Kuramoto-Sivashinsky equation, the fourth-order nonlinear evolution equation, the fifth-order Korteveg-de Vries equation, the fifth-order modified Korteveg-de Vries equation and the sixth-order nonlinear evolution equation describing turbulent processes. Some new exact solutions of nonlinear evolution equations are given

  12. Predicting evolutionary responses when genetic variance and selection covary with the environment: a large-scale Open Access Data approach

    NARCIS (Netherlands)

    Ramakers, J.J.C.; Culina, A.; Visser, M.E.; Gienapp, P.

    2017-01-01

    Additive genetic variance and selection are the key ingredients for evolution. In wild populations, however, predicting evolutionary trajectories is difficult, potentially by an unrecognised underlying environment dependency of both (additive) genetic variance and selection (i.e. G×E and S×E).

  13. Computing generalized Langevin equations and generalized Fokker-Planck equations.

    Science.gov (United States)

    Darve, Eric; Solomon, Jose; Kia, Amirali

    2009-07-07

    The Mori-Zwanzig formalism is an effective tool to derive differential equations describing the evolution of a small number of resolved variables. In this paper we present its application to the derivation of generalized Langevin equations and generalized non-Markovian Fokker-Planck equations. We show how long time scales rates and metastable basins can be extracted from these equations. Numerical algorithms are proposed to discretize these equations. An important aspect is the numerical solution of the orthogonal dynamics equation which is a partial differential equation in a high dimensional space. We propose efficient numerical methods to solve this orthogonal dynamics equation. In addition, we present a projection formalism of the Mori-Zwanzig type that is applicable to discrete maps. Numerical applications are presented from the field of Hamiltonian systems.

  14. Lorentz-force equations as Heisenberg equations for a quantum system in the euclidean space

    International Nuclear Information System (INIS)

    Rodriguez D, R.

    2007-01-01

    In an earlier work, the dynamic equations for a relativistic charged particle under the action of electromagnetic fields were formulated by R. Yamaleev in terms of external, as well as internal momenta. Evolution equations for external momenta, the Lorentz-force equations, were derived from the evolution equations for internal momenta. The mapping between the observables of external and internal momenta are related by Viete formulae for a quadratic polynomial, the characteristic polynomial of the relativistic dynamics. In this paper we show that the system of dynamic equations, can be cast into the Heisenberg scheme for a four-dimensional quantum system. Within this scheme the equations in terms of internal momenta play the role of evolution equations for a state vector, whereas the external momenta obey the Heisenberg equation for an operator evolution. The solutions of the Lorentz-force equation for the motion inside constant electromagnetic fields are presented via pentagonometric functions. (Author)

  15. Simulation study on heterogeneous variance adjustment for observations with different measurement error variance

    DEFF Research Database (Denmark)

    Pitkänen, Timo; Mäntysaari, Esa A; Nielsen, Ulrik Sander

    2013-01-01

    of variance correction is developed for the same observations. As automated milking systems are becoming more popular the current evaluation model needs to be enhanced to account for the different measurement error variances of observations from automated milking systems. In this simulation study different...... models and different approaches to account for heterogeneous variance when observations have different measurement error variances were investigated. Based on the results we propose to upgrade the currently applied models and to calibrate the heterogeneous variance adjustment method to yield same genetic......The Nordic Holstein yield evaluation model describes all available milk, protein and fat test-day yields from Denmark, Finland and Sweden. In its current form all variance components are estimated from observations recorded under conventional milking systems. Also the model for heterogeneity...

  16. Mass and energy-capital conservation equations to study the price evolution of non-renewable energy resources. Part II-Extension to resources sold to the market

    International Nuclear Information System (INIS)

    Gori, F.

    2006-01-01

    The time evolution of the price of resources sold to the market and of the price difference, between sold and extracted resources, is investigated in case of no accumulation of the resources; i.e. when the resources are extracted and sold to the market at the same mass flow rate. The price evolution of sold resources varies with time according to the relation between the price increase factor, PIF, of sold and extracted resources. The price evolutions of sold resources and price difference are investigated according to the relation between extraction rate and interest rate of extracted and sold resources. The price of sold resources and the price difference increase with time if the PIF of sold resources is greater than the PIF of extracted resources and the initial price is greater than the critical price of sold resources, which depends on the initial price of extracted resources and the interest rate of non-extracted and extracted resources. The price of sold resources and the price difference decrease with time if the PIF of sold resources is greater than the PIF of extracted resources and the initial price is smaller than the critical price of sold resources. The other cases are discussed extensively in the paper. (author)

  17. Integrating Variances into an Analytical Database

    Science.gov (United States)

    Sanchez, Carlos

    2010-01-01

    For this project, I enrolled in numerous SATERN courses that taught the basics of database programming. These include: Basic Access 2007 Forms, Introduction to Database Systems, Overview of Database Design, and others. My main job was to create an analytical database that can handle many stored forms and make it easy to interpret and organize. Additionally, I helped improve an existing database and populate it with information. These databases were designed to be used with data from Safety Variances and DCR forms. The research consisted of analyzing the database and comparing the data to find out which entries were repeated the most. If an entry happened to be repeated several times in the database, that would mean that the rule or requirement targeted by that variance has been bypassed many times already and so the requirement may not really be needed, but rather should be changed to allow the variance's conditions permanently. This project did not only restrict itself to the design and development of the database system, but also worked on exporting the data from the database to a different format (e.g. Excel or Word) so it could be analyzed in a simpler fashion. Thanks to the change in format, the data was organized in a spreadsheet that made it possible to sort the data by categories or types and helped speed up searches. Once my work with the database was done, the records of variances could be arranged so that they were displayed in numerical order, or one could search for a specific document targeted by the variances and restrict the search to only include variances that modified a specific requirement. A great part that contributed to my learning was SATERN, NASA's resource for education. Thanks to the SATERN online courses I took over the summer, I was able to learn many new things about computers and databases and also go more in depth into topics I already knew about.

  18. Decomposition of Variance for Spatial Cox Processes.

    Science.gov (United States)

    Jalilian, Abdollah; Guan, Yongtao; Waagepetersen, Rasmus

    2013-03-01

    Spatial Cox point processes is a natural framework for quantifying the various sources of variation governing the spatial distribution of rain forest trees. We introduce a general criterion for variance decomposition for spatial Cox processes and apply it to specific Cox process models with additive or log linear random intensity functions. We moreover consider a new and flexible class of pair correlation function models given in terms of normal variance mixture covariance functions. The proposed methodology is applied to point pattern data sets of locations of tropical rain forest trees.

  19. Estimating quadratic variation using realized variance

    DEFF Research Database (Denmark)

    Barndorff-Nielsen, Ole Eiler; Shephard, N.

    2002-01-01

    with a rather general SV model - which is a special case of the semimartingale model. Then QV is integrated variance and we can derive the asymptotic distribution of the RV and its rate of convergence. These results do not require us to specify a model for either the drift or volatility functions, although we...... have to impose some weak regularity assumptions. We illustrate the use of the limit theory on some exchange rate data and some stock data. We show that even with large values of M the RV is sometimes a quite noisy estimator of integrated variance. Copyright © 2002 John Wiley & Sons, Ltd....

  20. Mean-variance portfolio selection for defined-contribution pension funds with stochastic salary.

    Science.gov (United States)

    Zhang, Chubing

    2014-01-01

    This paper focuses on a continuous-time dynamic mean-variance portfolio selection problem of defined-contribution pension funds with stochastic salary, whose risk comes from both financial market and nonfinancial market. By constructing a special Riccati equation as a continuous (actually a viscosity) solution to the HJB equation, we obtain an explicit closed form solution for the optimal investment portfolio as well as the efficient frontier.

  1. Mean-Variance Portfolio Selection for Defined-Contribution Pension Funds with Stochastic Salary

    Directory of Open Access Journals (Sweden)

    Chubing Zhang

    2014-01-01

    Full Text Available This paper focuses on a continuous-time dynamic mean-variance portfolio selection problem of defined-contribution pension funds with stochastic salary, whose risk comes from both financial market and nonfinancial market. By constructing a special Riccati equation as a continuous (actually a viscosity solution to the HJB equation, we obtain an explicit closed form solution for the optimal investment portfolio as well as the efficient frontier.

  2. Mean-Variance Portfolio Selection for Defined-Contribution Pension Funds with Stochastic Salary

    OpenAIRE

    Chubing Zhang

    2014-01-01

    This paper focuses on a continuous-time dynamic mean-variance portfolio selection problem of defined-contribution pension funds with stochastic salary, whose risk comes from both financial market and nonfinancial market. By constructing a special Riccati equation as a continuous (actually a viscosity) solution to the HJB equation, we obtain an explicit closed form solution for the optimal investment portfolio as well as the efficient frontier.

  3. Mean-Variance Portfolio Selection for Defined-Contribution Pension Funds with Stochastic Salary

    Science.gov (United States)

    Zhang, Chubing

    2014-01-01

    This paper focuses on a continuous-time dynamic mean-variance portfolio selection problem of defined-contribution pension funds with stochastic salary, whose risk comes from both financial market and nonfinancial market. By constructing a special Riccati equation as a continuous (actually a viscosity) solution to the HJB equation, we obtain an explicit closed form solution for the optimal investment portfolio as well as the efficient frontier. PMID:24782667

  4. 29 CFR 1920.2 - Variances.

    Science.gov (United States)

    2010-07-01

    ...) PROCEDURE FOR VARIATIONS FROM SAFETY AND HEALTH REGULATIONS UNDER THE LONGSHOREMEN'S AND HARBOR WORKERS...) or 6(d) of the Williams-Steiger Occupational Safety and Health Act of 1970 (29 U.S.C. 655). The... under the Williams-Steiger Occupational Safety and Health Act of 1970, and any variance from §§ 1910.13...

  5. 78 FR 14122 - Revocation of Permanent Variances

    Science.gov (United States)

    2013-03-04

    ... Douglas Fir planking had to have at least a 1,900 fiber stress and 1,900,000 modulus of elasticity, while the Yellow Pine planking had to have at least 2,500 fiber stress and 2,000,000 modulus of elasticity... the permanent variances, and affected employees, to submit written data, views, and arguments...

  6. Variance Risk Premia on Stocks and Bonds

    DEFF Research Database (Denmark)

    Mueller, Philippe; Sabtchevsky, Petar; Vedolin, Andrea

    Investors in fixed income markets are willing to pay a very large premium to be hedged against shocks in expected volatility and the size of this premium can be studied through variance swaps. Using thirty years of option and high-frequency data, we document the following novel stylized facts...

  7. Biological Variance in Agricultural Products. Theoretical Considerations

    NARCIS (Netherlands)

    Tijskens, L.M.M.; Konopacki, P.

    2003-01-01

    The food that we eat is uniform neither in shape or appearance nor in internal composition or content. Since technology became increasingly important, the presence of biological variance in our food became more and more of a nuisance. Techniques and procedures (statistical, technical) were

  8. Decomposition of variance for spatial Cox processes

    DEFF Research Database (Denmark)

    Jalilian, Abdollah; Guan, Yongtao; Waagepetersen, Rasmus

    Spatial Cox point processes is a natural framework for quantifying the various sources of variation governing the spatial distribution of rain forest trees. We introduce a general criterion for variance decomposition for spatial Cox processes and apply it to specific Cox process models...

  9. Decomposition of variance for spatial Cox processes

    DEFF Research Database (Denmark)

    Jalilian, Abdollah; Guan, Yongtao; Waagepetersen, Rasmus

    2013-01-01

    Spatial Cox point processes is a natural framework for quantifying the various sources of variation governing the spatial distribution of rain forest trees. We introduce a general criterion for variance decomposition for spatial Cox processes and apply it to specific Cox process models...

  10. Decomposition of variance for spatial Cox processes

    DEFF Research Database (Denmark)

    Jalilian, Abdollah; Guan, Yongtao; Waagepetersen, Rasmus

    Spatial Cox point processes is a natural framework for quantifying the various sources of variation governing the spatial distribution of rain forest trees. We introducea general criterion for variance decomposition for spatial Cox processes and apply it to specific Cox process models with additive...

  11. Variance Swap Replication: Discrete or Continuous?

    Directory of Open Access Journals (Sweden)

    Fabien Le Floc’h

    2018-02-01

    Full Text Available The popular replication formula to price variance swaps assumes continuity of traded option strikes. In practice, however, there is only a discrete set of option strikes traded on the market. We present here different discrete replication strategies and explain why the continuous replication price is more relevant.

  12. Zero-intelligence realized variance estimation

    NARCIS (Netherlands)

    Gatheral, J.; Oomen, R.C.A.

    2010-01-01

    Given a time series of intra-day tick-by-tick price data, how can realized variance be estimated? The obvious estimator—the sum of squared returns between trades—is biased by microstructure effects such as bid-ask bounce and so in the past, practitioners were advised to drop most of the data and

  13. Variance Reduction Techniques in Monte Carlo Methods

    NARCIS (Netherlands)

    Kleijnen, Jack P.C.; Ridder, A.A.N.; Rubinstein, R.Y.

    2010-01-01

    Monte Carlo methods are simulation algorithms to estimate a numerical quantity in a statistical model of a real system. These algorithms are executed by computer programs. Variance reduction techniques (VRT) are needed, even though computer speed has been increasing dramatically, ever since the

  14. Mean-Variance Portfolio Selection with Margin Requirements

    Directory of Open Access Journals (Sweden)

    Yuan Zhou

    2013-01-01

    Full Text Available We study the continuous-time mean-variance portfolio selection problem in the situation when investors must pay margin for short selling. The problem is essentially a nonlinear stochastic optimal control problem because the coefficients of positive and negative parts of control variables are different. We can not apply the results of stochastic linearquadratic (LQ problem. Also the solution of corresponding Hamilton-Jacobi-Bellman (HJB equation is not smooth. Li et al. (2002 studied the case when short selling is prohibited; therefore they only need to consider the positive part of control variables, whereas we need to handle both the positive part and the negative part of control variables. The main difficulty is that the positive part and the negative part are not independent. The previous results are not directly applicable. By decomposing the problem into several subproblems we figure out the solutions of HJB equation in two disjoint regions and then prove it is the viscosity solution of HJB equation. Finally we formulate solution of optimal portfolio and the efficient frontier. We also present two examples showing how different margin rates affect the optimal solutions and the efficient frontier.

  15. Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium

    DEFF Research Database (Denmark)

    Casas, Isabel; Mao, Xiuping; Veiga, Helena

    This study explores the predictive power of new estimators of the equity variance risk premium and conditional variance for future excess stock market returns, economic activity, and financial instability, both during and after the last global financial crisis. These estimators are obtained from...... time-varying coefficient models are the ones showing considerably higher predictive power for stock market returns and financial instability during the financial crisis, suggesting that an extreme volatility period requires models that can adapt quickly to turmoil........ Moreover, a comparison of the overall results reveals that the conditional variance gains predictive power during the global financial crisis period. Furthermore, both the variance risk premium and conditional variance are determined to be predictors of future financial instability, whereas conditional...

  16. Estimation of the Mean of a Univariate Normal Distribution When the Variance is not Known

    NARCIS (Netherlands)

    Danilov, D.L.; Magnus, J.R.

    2002-01-01

    We consider the problem of estimating the first k coeffcients in a regression equation with k + 1 variables.For this problem with known variance of innovations, the neutral Laplace weighted-average least-squares estimator was introduced in Magnus (2002).We investigate properties of this estimator in

  17. Estimation of the mean of a univariate normal distribution when the variance is not known

    NARCIS (Netherlands)

    Danilov, Dmitri

    2005-01-01

    We consider the problem of estimating the first k coefficients in a regression equation with k+1 variables. For this problem with known variance of innovations, the neutral Laplace weighted-average least-squares estimator was introduced in Magnus (2002). We generalize this estimator to the case

  18. Differential Equations as Actions

    DEFF Research Database (Denmark)

    Ronkko, Mauno; Ravn, Anders P.

    1997-01-01

    We extend a conventional action system with a primitive action consisting of a differential equation and an evolution invariant. The semantics is given by a predicate transformer. The weakest liberal precondition is chosen, because it is not always desirable that steps corresponding to differential...... actions shall terminate. It is shown that the proposed differential action has a semantics which corresponds to a discrete approximation when the discrete step size goes to zero. The extension gives action systems the power to model real-time clocks and continuous evolutions within hybrid systems....

  19. Nonlinear Evolution of Alfvenic Wave Packets

    Science.gov (United States)

    Buti, B.; Jayanti, V.; Vinas, A. F.; Ghosh, S.; Goldstein, M. L.; Roberts, D. A.; Lakhina, G. S.; Tsurutani, B. T.

    1998-01-01

    Alfven waves are a ubiquitous feature of the solar wind. One approach to studying the evolution of such waves has been to study exact solutions to approximate evolution equations. Here we compare soliton solutions of the Derivative Nonlinear Schrodinger evolution equation (DNLS) to solutions of the compressible MHD equations.

  20. Integral equations

    CERN Document Server

    Moiseiwitsch, B L

    2005-01-01

    Two distinct but related approaches hold the solutions to many mathematical problems--the forms of expression known as differential and integral equations. The method employed by the integral equation approach specifically includes the boundary conditions, which confers a valuable advantage. In addition, the integral equation approach leads naturally to the solution of the problem--under suitable conditions--in the form of an infinite series.Geared toward upper-level undergraduate students, this text focuses chiefly upon linear integral equations. It begins with a straightforward account, acco

  1. R package MVR for Joint Adaptive Mean-Variance Regularization and Variance Stabilization.

    Science.gov (United States)

    Dazard, Jean-Eudes; Xu, Hua; Rao, J Sunil

    2011-01-01

    We present an implementation in the R language for statistical computing of our recent non-parametric joint adaptive mean-variance regularization and variance stabilization procedure. The method is specifically suited for handling difficult problems posed by high-dimensional multivariate datasets ( p ≫ n paradigm), such as in 'omics'-type data, among which are that the variance is often a function of the mean, variable-specific estimators of variances are not reliable, and tests statistics have low powers due to a lack of degrees of freedom. The implementation offers a complete set of features including: (i) normalization and/or variance stabilization function, (ii) computation of mean-variance-regularized t and F statistics, (iii) generation of diverse diagnostic plots, (iv) synthetic and real 'omics' test datasets, (v) computationally efficient implementation, using C interfacing, and an option for parallel computing, (vi) manual and documentation on how to setup a cluster. To make each feature as user-friendly as possible, only one subroutine per functionality is to be handled by the end-user. It is available as an R package, called MVR ('Mean-Variance Regularization'), downloadable from the CRAN.

  2. Attractors for equations of mathematical physics

    CERN Document Server

    Chepyzhov, Vladimir V

    2001-01-01

    One of the major problems in the study of evolution equations of mathematical physics is the investigation of the behavior of the solutions to these equations when time is large or tends to infinity. The related important questions concern the stability of solutions or the character of the instability if a solution is unstable. In the last few decades, considerable progress in this area has been achieved in the study of autonomous evolution partial differential equations. For a number of basic evolution equations of mathematical physics, it was shown that the long time behavior of their soluti

  3. Peukert-Equation-Based State-of-Charge Estimation for LiFePO4 Batteries Considering the Battery Thermal Evolution Effect

    Directory of Open Access Journals (Sweden)

    Jiale Xie

    2018-05-01

    Full Text Available To achieve accurate state-of-charge (SoC estimation for LiFePO4 (lithium iron phosphate batteries under harsh conditions, this paper resorts to the Peukert’s law to accommodate different temperatures and load excitations. By analyzing battery heat generation and dissipation, a thermal evolution model (TEM is elaborated and exploited for on-line parameter identification of the equivalent circuit model (ECM. Then, a SoC estimation framework is proposed based on the Adaptive Extended Kalman Filter (AEKF algorithm. Experimental results on a LiFePO4 pack subject to the Federal Urban Driving Schedule (FUDS profile under different temperatures and initial states suggest that the proposed SoC estimator provides good robustness and accuracy against changing temperature and highly dynamic loads.

  4. Realized Variance and Market Microstructure Noise

    DEFF Research Database (Denmark)

    Hansen, Peter R.; Lunde, Asger

    2006-01-01

    We study market microstructure noise in high-frequency data and analyze its implications for the realized variance (RV) under a general specification for the noise. We show that kernel-based estimators can unearth important characteristics of market microstructure noise and that a simple kernel......-based estimator dominates the RV for the estimation of integrated variance (IV). An empirical analysis of the Dow Jones Industrial Average stocks reveals that market microstructure noise its time-dependent and correlated with increments in the efficient price. This has important implications for volatility...... estimation based on high-frequency data. Finally, we apply cointegration techniques to decompose transaction prices and bid-ask quotes into an estimate of the efficient price and noise. This framework enables us to study the dynamic effects on transaction prices and quotes caused by changes in the efficient...

  5. The Theory of Variances in Equilibrium Reconstruction

    International Nuclear Information System (INIS)

    Zakharov, Leonid E.; Lewandowski, Jerome; Foley, Elizabeth L.; Levinton, Fred M.; Yuh, Howard Y.; Drozdov, Vladimir; McDonald, Darren

    2008-01-01

    The theory of variances of equilibrium reconstruction is presented. It complements existing practices with information regarding what kind of plasma profiles can be reconstructed, how accurately, and what remains beyond the abilities of diagnostic systems. The σ-curves, introduced by the present theory, give a quantitative assessment of quality of effectiveness of diagnostic systems in constraining equilibrium reconstructions. The theory also suggests a method for aligning the accuracy of measurements of different physical nature

  6. Fundamentals of exploratory analysis of variance

    CERN Document Server

    Hoaglin, David C; Tukey, John W

    2009-01-01

    The analysis of variance is presented as an exploratory component of data analysis, while retaining the customary least squares fitting methods. Balanced data layouts are used to reveal key ideas and techniques for exploration. The approach emphasizes both the individual observations and the separate parts that the analysis produces. Most chapters include exercises and the appendices give selected percentage points of the Gaussian, t, F chi-squared and studentized range distributions.

  7. Variance analysis refines overhead cost control.

    Science.gov (United States)

    Cooper, J C; Suver, J D

    1992-02-01

    Many healthcare organizations may not fully realize the benefits of standard cost accounting techniques because they fail to routinely report volume variances in their internal reports. If overhead allocation is routinely reported on internal reports, managers can determine whether billing remains current or lost charges occur. Healthcare organizations' use of standard costing techniques can lead to more realistic performance measurements and information system improvements that alert management to losses from unrecovered overhead in time for corrective action.

  8. The forced nonlinear Schroedinger equation

    International Nuclear Information System (INIS)

    Kaup, D.J.; Hansen, P.J.

    1985-01-01

    The nonlinear Schroedinger equation describes the behaviour of a radio frequency wave in the ionosphere near the reflexion point where nonlinear processes are important. A simple model of this phenomenon leads to the forced nonlinear Schroedinger equation in terms of a nonlinear boundary value problem. A WKB analysis of the time evolution equations for the nonlinear Schroedinger equation in the inverse scattering transform formalism gives a crude order of magnitude estimation of the qualitative behaviour of the solutions. This estimation is compared with the numerical solutions. (D.Gy.)

  9. The Genealogical Consequences of Fecundity Variance Polymorphism

    Science.gov (United States)

    Taylor, Jesse E.

    2009-01-01

    The genealogical consequences of within-generation fecundity variance polymorphism are studied using coalescent processes structured by genetic backgrounds. I show that these processes have three distinctive features. The first is that the coalescent rates within backgrounds are not jointly proportional to the infinitesimal variance, but instead depend only on the frequencies and traits of genotypes containing each allele. Second, the coalescent processes at unlinked loci are correlated with the genealogy at the selected locus; i.e., fecundity variance polymorphism has a genomewide impact on genealogies. Third, in diploid models, there are infinitely many combinations of fecundity distributions that have the same diffusion approximation but distinct coalescent processes; i.e., in this class of models, ancestral processes and allele frequency dynamics are not in one-to-one correspondence. Similar properties are expected to hold in models that allow for heritable variation in other traits that affect the coalescent effective population size, such as sex ratio or fecundity and survival schedules. PMID:19433628

  10. Discussion on variance reduction technique for shielding

    Energy Technology Data Exchange (ETDEWEB)

    Maekawa, Fujio [Japan Atomic Energy Research Inst., Tokai, Ibaraki (Japan). Tokai Research Establishment

    1998-03-01

    As the task of the engineering design activity of the international thermonuclear fusion experimental reactor (ITER), on 316 type stainless steel (SS316) and the compound system of SS316 and water, the shielding experiment using the D-T neutron source of FNS in Japan Atomic Energy Research Institute has been carried out. However, in these analyses, enormous working time and computing time were required for determining the Weight Window parameter. Limitation or complication was felt when the variance reduction by Weight Window method of MCNP code was carried out. For the purpose of avoiding this difficulty, investigation was performed on the effectiveness of the variance reduction by cell importance method. The conditions of calculation in all cases are shown. As the results, the distribution of fractional standard deviation (FSD) related to neutrons and gamma-ray flux in the direction of shield depth is reported. There is the optimal importance change, and when importance was increased at the same rate as that of the attenuation of neutron or gamma-ray flux, the optimal variance reduction can be done. (K.I.)

  11. Evolution of the phase-space density and the Jeans scale for dark matter derived from the Vlasov-Einstein equation

    International Nuclear Information System (INIS)

    Piattella, O.F.; Rodrigues, D.C.; Fabris, J.C.; Pacheco, J.A. de Freitas

    2013-01-01

    We discuss solutions of Vlasov-Einstein equation for collisionless dark matter particles in the context of a flat Friedmann universe. We show that, after decoupling from the primordial plasma, the dark matter phase-space density indicator Q = ρ/(σ 1D 2 ) 3/2 remains constant during the expansion of the universe, prior to structure formation. This well known result is valid for non-relativistic particles and is not ''observer dependent'' as in solutions derived from the Vlasov-Poisson system. In the linear regime, the inclusion of velocity dispersion effects permits to define a physical Jeans length for collisionless matter as function of the primordial phase-space density indicator: λ J = (5π/G) 1/2 Q −1/3 ρ dm −1/6 . The comoving Jeans wavenumber at matter-radiation equality is smaller by a factor of 2-3 than the comoving wavenumber due to free-streaming, contributing to the cut-off of the density fluctuation power spectrum at the lowest scales. We discuss the physical differences between these two scales. For dark matter particles of mass equal to 200 GeV, the derived Jeans mass is 4.3 × 10 −6 M ⊙

  12. Minimum variance and variance of outgoing quality limit MDS-1(c1, c2) plans

    Science.gov (United States)

    Raju, C.; Vidya, R.

    2016-06-01

    In this article, the outgoing quality (OQ) and total inspection (TI) of multiple deferred state sampling plans MDS-1(c1,c2) are studied. It is assumed that the inspection is rejection rectification. Procedures for designing MDS-1(c1,c2) sampling plans with minimum variance of OQ and TI are developed. A procedure for obtaining a plan for a designated upper limit for the variance of the OQ (VOQL) is outlined.

  13. Antishadowing effects in the unitarized BFKL equation

    International Nuclear Information System (INIS)

    Ruan Jianhong; Shen Zhenqi; Yang Jifeng; Zhu Wei

    2007-01-01

    A unitarized BFKL equation incorporating shadowing and antishadowing corrections of the gluon recombination is proposed. This equation reduces to the Balitsky-Kovchegov evolution equation near the saturation limit. We find that the antishadowing effects have a sizable influence on the gluon distribution function in the preasymptotic regime

  14. Antishadowing effects in the unitarized BFKL equation

    Energy Technology Data Exchange (ETDEWEB)

    Ruan Jianhong [Department of Physics, East China Normal University, Shanghai 200062 (China); Shen Zhenqi [Department of Physics, East China Normal University, Shanghai 200062 (China); Yang Jifeng [Department of Physics, East China Normal University, Shanghai 200062 (China); Zhu Wei [Department of Physics, East China Normal University, Shanghai 200062 (China)]. E-mail: weizhu@mail.ecnu.edu.cn

    2007-01-01

    A unitarized BFKL equation incorporating shadowing and antishadowing corrections of the gluon recombination is proposed. This equation reduces to the Balitsky-Kovchegov evolution equation near the saturation limit. We find that the antishadowing effects have a sizable influence on the gluon distribution function in the preasymptotic regime.

  15. Differential equations

    CERN Document Server

    Tricomi, FG

    2013-01-01

    Based on his extensive experience as an educator, F. G. Tricomi wrote this practical and concise teaching text to offer a clear idea of the problems and methods of the theory of differential equations. The treatment is geared toward advanced undergraduates and graduate students and addresses only questions that can be resolved with rigor and simplicity.Starting with a consideration of the existence and uniqueness theorem, the text advances to the behavior of the characteristics of a first-order equation, boundary problems for second-order linear equations, asymptotic methods, and diff

  16. Nonparametric study of the evolution of the cosmological equation of state with SNeIa, BAO, and high-redshift GRBs

    Energy Technology Data Exchange (ETDEWEB)

    Postnikov, S. [Nuclear Theory Center, Indiana University, Bloomington, IN (United States); Dainotti, M. G. [Physics Department, Stanford University, Via Pueblo Mall 382, Stanford, CA (United States); Hernandez, X. [Instituto de Astronomía, Universidad Nacional Autónoma de México, México D.F. 04510 (Mexico); Capozziello, S., E-mail: spostnik@indiana.edu, E-mail: mdainott@stanford.edu, E-mail: dainotti@oa.uj.edu.pl, E-mail: xavier@astros.unam.mx, E-mail: capozziello@na.infn.it [Dipartimento di Fisica, Universitá di Napoli " Federico II," Compl. Univ. di Monte S. Angelo, Edificio G, Via Cinthia, I-80126 Napoli (Italy)

    2014-03-10

    We study the dark energy equation of state as a function of redshift in a nonparametric way, without imposing any a priori w(z) (ratio of pressure over energy density) functional form. As a check of the method, we test our scheme through the use of synthetic data sets produced from different input cosmological models that have the same relative errors and redshift distribution as the real data. Using the luminosity-time L{sub X} -T{sub a} correlation for gamma-ray burst (GRB) X-ray afterglows (the Dainotti et al. correlation), we are able to utilize GRB samples from the Swift satellite as probes of the expansion history of the universe out to z ≈ 10. Within the assumption of a flat Friedmann-Lemaître-Robertson-Walker universe and combining supernovae type Ia (SNeIa) data with baryonic acoustic oscillation constraints, the resulting maximum likelihood solutions are close to a constant w = –1. If one imposes the restriction of a constant w, we obtain w = –0.99 ± 0.06 (consistent with a cosmological constant) with the present-day Hubble constant as H {sub 0} = 70.0 ± 0.6km s{sup –1} Mpc{sup –1} and density parameter as Ω{sub Λ0} = 0.723 ± 0.025, while nonparametric w(z) solutions give us a probability map that is centered at H {sub 0} = 70.04 ± 1km s{sup –1} Mpc{sup –1} and Ω{sub Λ0} = 0.724 ± 0.03. Our chosen GRB data sample with a full correlation matrix allows us to estimate the amount, as well as quality (errors), of data needed to constrain w(z) in the redshift range extending an order of magnitude beyond the farthest SNeIa measured.

  17. Differential equations

    CERN Document Server

    Barbu, Viorel

    2016-01-01

    This textbook is a comprehensive treatment of ordinary differential equations, concisely presenting basic and essential results in a rigorous manner. Including various examples from physics, mechanics, natural sciences, engineering and automatic theory, Differential Equations is a bridge between the abstract theory of differential equations and applied systems theory. Particular attention is given to the existence and uniqueness of the Cauchy problem, linear differential systems, stability theory and applications to first-order partial differential equations. Upper undergraduate students and researchers in applied mathematics and systems theory with a background in advanced calculus will find this book particularly useful. Supplementary topics are covered in an appendix enabling the book to be completely self-contained.

  18. Visual SLAM Using Variance Grid Maps

    Science.gov (United States)

    Howard, Andrew B.; Marks, Tim K.

    2011-01-01

    An algorithm denoted Gamma-SLAM performs further processing, in real time, of preprocessed digitized images acquired by a stereoscopic pair of electronic cameras aboard an off-road robotic ground vehicle to build accurate maps of the terrain and determine the location of the vehicle with respect to the maps. Part of the name of the algorithm reflects the fact that the process of building the maps and determining the location with respect to them is denoted simultaneous localization and mapping (SLAM). Most prior real-time SLAM algorithms have been limited in applicability to (1) systems equipped with scanning laser range finders as the primary sensors in (2) indoor environments (or relatively simply structured outdoor environments). The few prior vision-based SLAM algorithms have been feature-based and not suitable for real-time applications and, hence, not suitable for autonomous navigation on irregularly structured terrain. The Gamma-SLAM algorithm incorporates two key innovations: Visual odometry (in contradistinction to wheel odometry) is used to estimate the motion of the vehicle. An elevation variance map (in contradistinction to an occupancy or an elevation map) is used to represent the terrain. The Gamma-SLAM algorithm makes use of a Rao-Blackwellized particle filter (RBPF) from Bayesian estimation theory for maintaining a distribution over poses and maps. The core idea of the RBPF approach is that the SLAM problem can be factored into two parts: (1) finding the distribution over robot trajectories, and (2) finding the map conditioned on any given trajectory. The factorization involves the use of a particle filter in which each particle encodes both a possible trajectory and a map conditioned on that trajectory. The base estimate of the trajectory is derived from visual odometry, and the map conditioned on that trajectory is a Cartesian grid of elevation variances. In comparison with traditional occupancy or elevation grid maps, the grid elevation variance

  19. Variance analysis of the Monte-Carlo perturbation source method in inhomogeneous linear particle transport problems

    International Nuclear Information System (INIS)

    Noack, K.

    1982-01-01

    The perturbation source method may be a powerful Monte-Carlo means to calculate small effects in a particle field. In a preceding paper we have formulated this methos in inhomogeneous linear particle transport problems describing the particle fields by solutions of Fredholm integral equations and have derived formulae for the second moment of the difference event point estimator. In the present paper we analyse the general structure of its variance, point out the variance peculiarities, discuss the dependence on certain transport games and on generation procedures of the auxiliary particles and draw conclusions to improve this method

  20. Markov bridges, bisection and variance reduction

    DEFF Research Database (Denmark)

    Asmussen, Søren; Hobolth, Asger

    . In this paper we firstly consider the problem of generating sample paths from a continuous-time Markov chain conditioned on the endpoints using a new algorithm based on the idea of bisection. Secondly we study the potential of the bisection algorithm for variance reduction. In particular, examples are presented......Time-continuous Markov jump processes is a popular modelling tool in disciplines ranging from computational finance and operations research to human genetics and genomics. The data is often sampled at discrete points in time, and it can be useful to simulate sample paths between the datapoints...

  1. The value of travel time variance

    OpenAIRE

    Fosgerau, Mogens; Engelson, Leonid

    2010-01-01

    This paper considers the value of travel time variability under scheduling preferences that are de�fined in terms of linearly time-varying utility rates associated with being at the origin and at the destination. The main result is a simple expression for the value of travel time variability that does not depend on the shape of the travel time distribution. The related measure of travel time variability is the variance of travel time. These conclusions apply equally to travellers who can free...

  2. The contribution of the mitochondrial genome to sex-specific fitness variance.

    Science.gov (United States)

    Smith, Shane R T; Connallon, Tim

    2017-05-01

    Maternal inheritance of mitochondrial DNA (mtDNA) facilitates the evolutionary accumulation of mutations with sex-biased fitness effects. Whereas maternal inheritance closely aligns mtDNA evolution with natural selection in females, it makes it indifferent to evolutionary changes that exclusively benefit males. The constrained response of mtDNA to selection in males can lead to asymmetries in the relative contributions of mitochondrial genes to female versus male fitness variation. Here, we examine the impact of genetic drift and the distribution of fitness effects (DFE) among mutations-including the correlation of mutant fitness effects between the sexes-on mitochondrial genetic variation for fitness. We show how drift, genetic correlations, and skewness of the DFE determine the relative contributions of mitochondrial genes to male versus female fitness variance. When mutant fitness effects are weakly correlated between the sexes, and the effective population size is large, mitochondrial genes should contribute much more to male than to female fitness variance. In contrast, high fitness correlations and small population sizes tend to equalize the contributions of mitochondrial genes to female versus male variance. We discuss implications of these results for the evolution of mitochondrial genome diversity and the genetic architecture of female and male fitness. © 2017 The Author(s). Evolution © 2017 The Society for the Study of Evolution.

  3. Effective equations for the quantum pendulum from momentous quantum mechanics

    Energy Technology Data Exchange (ETDEWEB)

    Hernandez, Hector H.; Chacon-Acosta, Guillermo [Universidad Autonoma de Chihuahua, Facultad de Ingenieria, Nuevo Campus Universitario, Chihuahua 31125 (Mexico); Departamento de Matematicas Aplicadas y Sistemas, Universidad Autonoma Metropolitana-Cuajimalpa, Artificios 40, Mexico D. F. 01120 (Mexico)

    2012-08-24

    In this work we study the quantum pendulum within the framework of momentous quantum mechanics. This description replaces the Schroedinger equation for the quantum evolution of the system with an infinite set of classical equations for expectation values of configuration variables, and quantum dispersions. We solve numerically the effective equations up to the second order, and describe its evolution.

  4. A zero-variance-based scheme for variance reduction in Monte Carlo criticality

    Energy Technology Data Exchange (ETDEWEB)

    Christoforou, S.; Hoogenboom, J. E. [Delft Univ. of Technology, Mekelweg 15, 2629 JB Delft (Netherlands)

    2006-07-01

    A zero-variance scheme is derived and proven theoretically for criticality cases, and a simplified transport model is used for numerical demonstration. It is shown in practice that by appropriate biasing of the transition and collision kernels, a significant reduction in variance can be achieved. This is done using the adjoint forms of the emission and collision densities, obtained from a deterministic calculation, according to the zero-variance scheme. By using an appropriate algorithm, the figure of merit of the simulation increases by up to a factor of 50, with the possibility of an even larger improvement. In addition, it is shown that the biasing speeds up the convergence of the initial source distribution. (authors)

  5. A zero-variance-based scheme for variance reduction in Monte Carlo criticality

    International Nuclear Information System (INIS)

    Christoforou, S.; Hoogenboom, J. E.

    2006-01-01

    A zero-variance scheme is derived and proven theoretically for criticality cases, and a simplified transport model is used for numerical demonstration. It is shown in practice that by appropriate biasing of the transition and collision kernels, a significant reduction in variance can be achieved. This is done using the adjoint forms of the emission and collision densities, obtained from a deterministic calculation, according to the zero-variance scheme. By using an appropriate algorithm, the figure of merit of the simulation increases by up to a factor of 50, with the possibility of an even larger improvement. In addition, it is shown that the biasing speeds up the convergence of the initial source distribution. (authors)

  6. Power Estimation in Multivariate Analysis of Variance

    Directory of Open Access Journals (Sweden)

    Jean François Allaire

    2007-09-01

    Full Text Available Power is often overlooked in designing multivariate studies for the simple reason that it is believed to be too complicated. In this paper, it is shown that power estimation in multivariate analysis of variance (MANOVA can be approximated using a F distribution for the three popular statistics (Hotelling-Lawley trace, Pillai-Bartlett trace, Wilk`s likelihood ratio. Consequently, the same procedure, as in any statistical test, can be used: computation of the critical F value, computation of the noncentral parameter (as a function of the effect size and finally estimation of power using a noncentral F distribution. Various numerical examples are provided which help to understand and to apply the method. Problems related to post hoc power estimation are discussed.

  7. Analysis of Variance in Statistical Image Processing

    Science.gov (United States)

    Kurz, Ludwik; Hafed Benteftifa, M.

    1997-04-01

    A key problem in practical image processing is the detection of specific features in a noisy image. Analysis of variance (ANOVA) techniques can be very effective in such situations, and this book gives a detailed account of the use of ANOVA in statistical image processing. The book begins by describing the statistical representation of images in the various ANOVA models. The authors present a number of computationally efficient algorithms and techniques to deal with such problems as line, edge, and object detection, as well as image restoration and enhancement. By describing the basic principles of these techniques, and showing their use in specific situations, the book will facilitate the design of new algorithms for particular applications. It will be of great interest to graduate students and engineers in the field of image processing and pattern recognition.

  8. Variance Risk Premia on Stocks and Bonds

    DEFF Research Database (Denmark)

    Mueller, Philippe; Sabtchevsky, Petar; Vedolin, Andrea

    We study equity (EVRP) and Treasury variance risk premia (TVRP) jointly and document a number of findings: First, relative to their volatility, TVRP are comparable in magnitude to EVRP. Second, while there is mild positive co-movement between EVRP and TVRP unconditionally, time series estimates...... equity returns for horizons up to 6-months, long maturity TVRP contain robust information for long run equity returns. Finally, exploiting the dynamics of real and nominal Treasuries we document that short maturity break-even rates are a power determinant of the joint dynamics of EVRP, TVRP and their co-movement...... of correlation display distinct spikes in both directions and have been notably volatile since the financial crisis. Third $(i)$ short maturity TVRP predict excess returns on short maturity bonds; $(ii)$ long maturity TVRP and EVRP predict excess returns on long maturity bonds; and $(iii)$ while EVRP predict...

  9. The value of travel time variance

    DEFF Research Database (Denmark)

    Fosgerau, Mogens; Engelson, Leonid

    2011-01-01

    This paper considers the value of travel time variability under scheduling preferences that are defined in terms of linearly time varying utility rates associated with being at the origin and at the destination. The main result is a simple expression for the value of travel time variability...... that does not depend on the shape of the travel time distribution. The related measure of travel time variability is the variance of travel time. These conclusions apply equally to travellers who can freely choose departure time and to travellers who use a scheduled service with fixed headway. Depending...... on parameters, travellers may be risk averse or risk seeking and the value of travel time may increase or decrease in the mean travel time....

  10. Stellar structure and evolution

    International Nuclear Information System (INIS)

    Kippernhahn, R.; Weigert, A.

    1990-01-01

    This book introduces the theory of the internal structure of stars and their evolution in time. It presents the basic physics of stellar interiors, methods for solving the underlying equations, and the most important results necessary for understanding the wide variety of stellar types and phenomena. The evolution of stars is discussed from their birth through normal evolution to possibly spectacular final stages. Chapters on stellar oscillations and rotation are included

  11. Tip displacement variance of manipulator to simultaneous horizontal and vertical stochastic base excitations

    International Nuclear Information System (INIS)

    Rahi, A.; Bahrami, M.; Rastegar, J.

    2002-01-01

    The tip displacement variance of an articulated robotic manipulator to simultaneous horizontal and vertical stochastic base excitation is studied. The dynamic equations for an n-links manipulator subjected to both horizontal and vertical stochastic excitations are derived by Lagrangian method and decoupled for small displacement of joints. The dynamic response covariance of the manipulator links is computed in the coordinate frame attached to the base and then the principal variance of tip displacement is determined. Finally, simulation for a two-link planner robotic manipulator under base excitation is developed. Then sensitivity of the principal variance of tip displacement and tip velocity to manipulator configuration, damping, excitation parameters and manipulator links length are investigated

  12. A Random Parameter Model for Continuous-Time Mean-Variance Asset-Liability Management

    Directory of Open Access Journals (Sweden)

    Hui-qiang Ma

    2015-01-01

    Full Text Available We consider a continuous-time mean-variance asset-liability management problem in a market with random market parameters; that is, interest rate, appreciation rates, and volatility rates are considered to be stochastic processes. By using the theories of stochastic linear-quadratic (LQ optimal control and backward stochastic differential equations (BSDEs, we tackle this problem and derive optimal investment strategies as well as the mean-variance efficient frontier analytically in terms of the solution of BSDEs. We find that the efficient frontier is still a parabola in a market with random parameters. Comparing with the existing results, we also find that the liability does not affect the feasibility of the mean-variance portfolio selection problem. However, in an incomplete market with random parameters, the liability can not be fully hedged.

  13. Hybrid biasing approaches for global variance reduction

    International Nuclear Information System (INIS)

    Wu, Zeyun; Abdel-Khalik, Hany S.

    2013-01-01

    A new variant of Monte Carlo—deterministic (DT) hybrid variance reduction approach based on Gaussian process theory is presented for accelerating convergence of Monte Carlo simulation and compared with Forward-Weighted Consistent Adjoint Driven Importance Sampling (FW-CADIS) approach implemented in the SCALE package from Oak Ridge National Laboratory. The new approach, denoted the Gaussian process approach, treats the responses of interest as normally distributed random processes. The Gaussian process approach improves the selection of the weight windows of simulated particles by identifying a subspace that captures the dominant sources of statistical response variations. Like the FW-CADIS approach, the Gaussian process approach utilizes particle importance maps obtained from deterministic adjoint models to derive weight window biasing. In contrast to the FW-CADIS approach, the Gaussian process approach identifies the response correlations (via a covariance matrix) and employs them to reduce the computational overhead required for global variance reduction (GVR) purpose. The effective rank of the covariance matrix identifies the minimum number of uncorrelated pseudo responses, which are employed to bias simulated particles. Numerical experiments, serving as a proof of principle, are presented to compare the Gaussian process and FW-CADIS approaches in terms of the global reduction in standard deviation of the estimated responses. - Highlights: ► Hybrid Monte Carlo Deterministic Method based on Gaussian Process Model is introduced. ► Method employs deterministic model to calculate responses correlations. ► Method employs correlations to bias Monte Carlo transport. ► Method compared to FW-CADIS methodology in SCALE code. ► An order of magnitude speed up is achieved for a PWR core model.

  14. The effect of sex on the mean and variance of fitness in facultatively sexual rotifers.

    Science.gov (United States)

    Becks, L; Agrawal, A F

    2011-03-01

    The evolution of sex is a classic problem in evolutionary biology. While this topic has been the focus of much theoretical work, there is a serious dearth of empirical data. A simple yet fundamental question is how sex affects the mean and variance in fitness. Despite its importance to the theory, this type of data is available for only a handful of taxa. Here, we report two experiments in which we measure the effect of sex on the mean and variance in fitness in the monogonont rotifer, Brachionus calyciflorus. Compared to asexually derived offspring, we find that sexual offspring have lower mean fitness and less genetic variance in fitness. These results indicate that, at least in the laboratory, there are both short- and long-term disadvantages associated with sexual reproduction. We briefly review the other available data and highlight the need for future work. © 2010 The Authors. Journal of Evolutionary Biology © 2010 European Society For Evolutionary Biology.

  15. Bernoulli's Equation

    Indian Academy of Sciences (India)

    regarding nature of forces hold equally for liquids, even though the ... particle. Figure A. A fluid particle is a very small imaginary blob of fluid, here shown sche- matically in .... picture gives important information about the flow field. ... Bernoulli's equation is derived assuming ideal flow, .... weight acting in the flow direction S is.

  16. Relativistic equations

    International Nuclear Information System (INIS)

    Gross, F.

    1986-01-01

    Relativistic equations for two and three body scattering are discussed. Particular attention is paid to relativistic three body kinetics because of recent form factor measurements of the Helium 3 - Hydrogen 3 system recently completed at Saclay and Bates and the accompanying speculation that relativistic effects are important for understanding the three nucleon system. 16 refs., 4 figs

  17. Joint Adaptive Mean-Variance Regularization and Variance Stabilization of High Dimensional Data.

    Science.gov (United States)

    Dazard, Jean-Eudes; Rao, J Sunil

    2012-07-01

    The paper addresses a common problem in the analysis of high-dimensional high-throughput "omics" data, which is parameter estimation across multiple variables in a set of data where the number of variables is much larger than the sample size. Among the problems posed by this type of data are that variable-specific estimators of variances are not reliable and variable-wise tests statistics have low power, both due to a lack of degrees of freedom. In addition, it has been observed in this type of data that the variance increases as a function of the mean. We introduce a non-parametric adaptive regularization procedure that is innovative in that : (i) it employs a novel "similarity statistic"-based clustering technique to generate local-pooled or regularized shrinkage estimators of population parameters, (ii) the regularization is done jointly on population moments, benefiting from C. Stein's result on inadmissibility, which implies that usual sample variance estimator is improved by a shrinkage estimator using information contained in the sample mean. From these joint regularized shrinkage estimators, we derived regularized t-like statistics and show in simulation studies that they offer more statistical power in hypothesis testing than their standard sample counterparts, or regular common value-shrinkage estimators, or when the information contained in the sample mean is simply ignored. Finally, we show that these estimators feature interesting properties of variance stabilization and normalization that can be used for preprocessing high-dimensional multivariate data. The method is available as an R package, called 'MVR' ('Mean-Variance Regularization'), downloadable from the CRAN website.

  18. 76 FR 78698 - Proposed Revocation of Permanent Variances

    Science.gov (United States)

    2011-12-19

    ... Administration (``OSHA'' or ``the Agency'') granted permanent variances to 24 companies engaged in the... DEPARTMENT OF LABOR Occupational Safety and Health Administration [Docket No. OSHA-2011-0054] Proposed Revocation of Permanent Variances AGENCY: Occupational Safety and Health Administration (OSHA...

  19. variance components and genetic parameters for live weight

    African Journals Online (AJOL)

    admin

    Against this background the present study estimated the (co)variance .... Starting values for the (co)variance components of two-trait models were ..... Estimates of genetic parameters for weaning weight of beef accounting for direct-maternal.

  20. Lattice Wigner equation

    Science.gov (United States)

    Solórzano, S.; Mendoza, M.; Succi, S.; Herrmann, H. J.

    2018-01-01

    We present a numerical scheme to solve the Wigner equation, based on a lattice discretization of momentum space. The moments of the Wigner function are recovered exactly, up to the desired order given by the number of discrete momenta retained in the discretization, which also determines the accuracy of the method. The Wigner equation is equipped with an additional collision operator, designed in such a way as to ensure numerical stability without affecting the evolution of the relevant moments of the Wigner function. The lattice Wigner scheme is validated for the case of quantum harmonic and anharmonic potentials, showing good agreement with theoretical results. It is further applied to the study of the transport properties of one- and two-dimensional open quantum systems with potential barriers. Finally, the computational viability of the scheme for the case of three-dimensional open systems is also illustrated.

  1. The Distribution of the Sample Minimum-Variance Frontier

    OpenAIRE

    Raymond Kan; Daniel R. Smith

    2008-01-01

    In this paper, we present a finite sample analysis of the sample minimum-variance frontier under the assumption that the returns are independent and multivariate normally distributed. We show that the sample minimum-variance frontier is a highly biased estimator of the population frontier, and we propose an improved estimator of the population frontier. In addition, we provide the exact distribution of the out-of-sample mean and variance of sample minimum-variance portfolios. This allows us t...

  2. Dynamics of Variance Risk Premia, Investors' Sentiment and Return Predictability

    DEFF Research Database (Denmark)

    Rombouts, Jerome V.K.; Stentoft, Lars; Violante, Francesco

    We develop a joint framework linking the physical variance and its risk neutral expectation implying variance risk premia that are persistent, appropriately reacting to changes in level and variability of the variance and naturally satisfying the sign constraint. Using option market data and real...... events and only marginally by the premium associated with normal price fluctuations....

  3. A generalized advection dispersion equation

    Indian Academy of Sciences (India)

    This paper examines a possible effect of uncertainties, variability or heterogeneity of any dynamic system when being included in its evolution rule; the notion is illustrated with the advection dispersion equation, which describes the groundwater pollution model. An uncertain derivative is defined; some properties of.

  4. Right on Target, or Is it? The Role of Distributional Shape in Variance Targeting

    Directory of Open Access Journals (Sweden)

    Stanislav Anatolyev

    2015-08-01

    Full Text Available Estimation of GARCH models can be simplified by augmenting quasi-maximum likelihood (QML estimation with variance targeting, which reduces the degree of parameterization and facilitates estimation. We compare the two approaches and investigate, via simulations, how non-normality features of the return distribution affect the quality of estimation of the volatility equation and corresponding value-at-risk predictions. We find that most GARCH coefficients and associated predictions are more precisely estimated when no variance targeting is employed. Bias properties are exacerbated for a heavier-tailed distribution of standardized returns, while the distributional asymmetry has little or moderate impact, these phenomena tending to be more pronounced under variance targeting. Some effects further intensify if one uses ML based on a leptokurtic distribution in place of normal QML. The sample size has also a more favorable effect on estimation precision when no variance targeting is used. Thus, if computational costs are not prohibitive, variance targeting should probably be avoided.

  5. Hilbert space methods in partial differential equations

    CERN Document Server

    Showalter, Ralph E

    1994-01-01

    This graduate-level text opens with an elementary presentation of Hilbert space theory sufficient for understanding the rest of the book. Additional topics include boundary value problems, evolution equations, optimization, and approximation.1979 edition.

  6. Dirac Mass Dynamics in Multidimensional Nonlocal Parabolic Equations

    KAUST Repository

    Lorz, Alexander; Mirrahimi, Sepideh; Perthame, Benoî t

    2011-01-01

    simulations show that the trajectories can exhibit unexpected dynamics well explained by this equation. Our motivation comes from population adaptive evolution a branch of mathematical ecology which models Darwinian evolution. © Taylor & Francis Group, LLC.

  7. Bridging design and behavioral research with variance-based structural equation modeling

    NARCIS (Netherlands)

    Henseler, Jörg

    2017-01-01

    Advertising research is a scientific discipline that studies artifacts (e.g., various forms of marketing communication) as well as natural phenomena (e.g., consumer behavior). Empirical advertising research therefore requires methods that can model design constructs as well as behavioral constructs,

  8. Hierarchical regression analysis in structural Equation Modeling

    NARCIS (Netherlands)

    de Jong, P.F.

    1999-01-01

    In a hierarchical or fixed-order regression analysis, the independent variables are entered into the regression equation in a prespecified order. Such an analysis is often performed when the extra amount of variance accounted for in a dependent variable by a specific independent variable is the main

  9. Gene set analysis using variance component tests.

    Science.gov (United States)

    Huang, Yen-Tsung; Lin, Xihong

    2013-06-28

    Gene set analyses have become increasingly important in genomic research, as many complex diseases are contributed jointly by alterations of numerous genes. Genes often coordinate together as a functional repertoire, e.g., a biological pathway/network and are highly correlated. However, most of the existing gene set analysis methods do not fully account for the correlation among the genes. Here we propose to tackle this important feature of a gene set to improve statistical power in gene set analyses. We propose to model the effects of an independent variable, e.g., exposure/biological status (yes/no), on multiple gene expression values in a gene set using a multivariate linear regression model, where the correlation among the genes is explicitly modeled using a working covariance matrix. We develop TEGS (Test for the Effect of a Gene Set), a variance component test for the gene set effects by assuming a common distribution for regression coefficients in multivariate linear regression models, and calculate the p-values using permutation and a scaled chi-square approximation. We show using simulations that type I error is protected under different choices of working covariance matrices and power is improved as the working covariance approaches the true covariance. The global test is a special case of TEGS when correlation among genes in a gene set is ignored. Using both simulation data and a published diabetes dataset, we show that our test outperforms the commonly used approaches, the global test and gene set enrichment analysis (GSEA). We develop a gene set analyses method (TEGS) under the multivariate regression framework, which directly models the interdependence of the expression values in a gene set using a working covariance. TEGS outperforms two widely used methods, GSEA and global test in both simulation and a diabetes microarray data.

  10. Integrable systems of partial differential equations determined by structure equations and Lax pair

    International Nuclear Information System (INIS)

    Bracken, Paul

    2010-01-01

    It is shown how a system of evolution equations can be developed both from the structure equations of a submanifold embedded in three-space as well as from a matrix SO(6) Lax pair. The two systems obtained this way correspond exactly when a constraint equation is selected and imposed on the system of equations. This allows for the possibility of selecting the coefficients in the second fundamental form in a general way.

  11. Stochastic differential equation model to Prendiville processes

    Energy Technology Data Exchange (ETDEWEB)

    Granita, E-mail: granitafc@gmail.com [Dept. of Mathematical Science, Universiti Teknologi Malaysia, 81310, Johor Malaysia (Malaysia); Bahar, Arifah [Dept. of Mathematical Science, Universiti Teknologi Malaysia, 81310, Johor Malaysia (Malaysia); UTM Center for Industrial & Applied Mathematics (UTM-CIAM) (Malaysia)

    2015-10-22

    The Prendiville process is another variation of the logistic model which assumes linearly decreasing population growth rate. It is a continuous time Markov chain (CTMC) taking integer values in the finite interval. The continuous time Markov chain can be approximated by stochastic differential equation (SDE). This paper discusses the stochastic differential equation of Prendiville process. The work started with the forward Kolmogorov equation in continuous time Markov chain of Prendiville process. Then it was formulated in the form of a central-difference approximation. The approximation was then used in Fokker-Planck equation in relation to the stochastic differential equation of the Prendiville process. The explicit solution of the Prendiville process was obtained from the stochastic differential equation. Therefore, the mean and variance function of the Prendiville process could be easily found from the explicit solution.

  12. On stochastic differential equations with random delay

    International Nuclear Information System (INIS)

    Krapivsky, P L; Luck, J M; Mallick, K

    2011-01-01

    We consider stochastic dynamical systems defined by differential equations with a uniform random time delay. The latter equations are shown to be equivalent to deterministic higher-order differential equations: for an nth-order equation with random delay, the corresponding deterministic equation has order n + 1. We analyze various examples of dynamical systems of this kind, and find a number of unusual behaviors. For instance, for the harmonic oscillator with random delay, the energy grows as exp((3/2) t 2/3 ) in reduced units. We then investigate the effect of introducing a discrete time step ε. At variance with the continuous situation, the discrete random recursion relations thus obtained have intrinsic fluctuations. The crossover between the fluctuating discrete problem and the deterministic continuous one as ε goes to zero is studied in detail on the example of a first-order linear differential equation

  13. Stochastic differential equation model to Prendiville processes

    International Nuclear Information System (INIS)

    Granita; Bahar, Arifah

    2015-01-01

    The Prendiville process is another variation of the logistic model which assumes linearly decreasing population growth rate. It is a continuous time Markov chain (CTMC) taking integer values in the finite interval. The continuous time Markov chain can be approximated by stochastic differential equation (SDE). This paper discusses the stochastic differential equation of Prendiville process. The work started with the forward Kolmogorov equation in continuous time Markov chain of Prendiville process. Then it was formulated in the form of a central-difference approximation. The approximation was then used in Fokker-Planck equation in relation to the stochastic differential equation of the Prendiville process. The explicit solution of the Prendiville process was obtained from the stochastic differential equation. Therefore, the mean and variance function of the Prendiville process could be easily found from the explicit solution

  14. Reduced genetic variance among high fitness individuals: inferring stabilizing selection on male sexual displays in Drosophila serrata.

    Science.gov (United States)

    Sztepanacz, Jacqueline L; Rundle, Howard D

    2012-10-01

    Directional selection is prevalent in nature, yet phenotypes tend to remain relatively constant, suggesting a limit to trait evolution. However, the genetic basis of this limit is unresolved. Given widespread pleiotropy, opposing selection on a trait may arise from the effects of the underlying alleles on other traits under selection, generating net stabilizing selection on trait genetic variance. These pleiotropic costs of trait exaggeration may arise through any number of other traits, making them hard to detect in phenotypic analyses. Stabilizing selection can be inferred, however, if genetic variance is greater among low- compared to high-fitness individuals. We extend a recently suggested approach to provide a direct test of a difference in genetic variance for a suite of cuticular hydrocarbons (CHCs) in Drosophila serrata. Despite strong directional sexual selection on these traits, genetic variance differed between high- and low-fitness individuals and was greater among the low-fitness males for seven of eight CHCs, significantly more than expected by chance. Univariate tests of a difference in genetic variance were nonsignificant but likely have low power. Our results suggest that further CHC exaggeration in D. serrata in response to sexual selection is limited by pleiotropic costs mediated through other traits. © 2012 The Author(s). Evolution© 2012 The Society for the Study of Evolution.

  15. Differential Equations Compatible with KZ Equations

    International Nuclear Information System (INIS)

    Felder, G.; Markov, Y.; Tarasov, V.; Varchenko, A.

    2000-01-01

    We define a system of 'dynamical' differential equations compatible with the KZ differential equations. The KZ differential equations are associated to a complex simple Lie algebra g. These are equations on a function of n complex variables z i taking values in the tensor product of n finite dimensional g-modules. The KZ equations depend on the 'dual' variable in the Cartan subalgebra of g. The dynamical differential equations are differential equations with respect to the dual variable. We prove that the standard hypergeometric solutions of the KZ equations also satisfy the dynamical equations. As an application we give a new determinant formula for the coordinates of a basis of hypergeometric solutions

  16. Perturbation theory for continuous stochastic equations

    International Nuclear Information System (INIS)

    Chechetkin, V.R.; Lutovinov, V.S.

    1987-01-01

    The various general perturbational schemes for continuous stochastic equations are considered. These schemes have many analogous features with the iterational solution of Schwinger equation for S-matrix. The following problems are discussed: continuous stochastic evolution equations for probability distribution functionals, evolution equations for equal time correlators, perturbation theory for Gaussian and Poissonian additive noise, perturbation theory for birth and death processes, stochastic properties of systems with multiplicative noise. The general results are illustrated by diffusion-controlled reactions, fluctuations in closed systems with chemical processes, propagation of waves in random media in parabolic equation approximation, and non-equilibrium phase transitions in systems with Poissonian breeding centers. The rate of irreversible reaction X + X → A (Smoluchowski process) is calculated with the use of general theory based on continuous stochastic equations for birth and death processes. The threshold criterion and range of fluctuational region for synergetic phase transition in system with Poissonian breeding centers are also considered. (author)

  17. Singularities in the nonisotropic Boltzmann equation

    International Nuclear Information System (INIS)

    Garibotti, C.R.; Martiarena, M.L.; Zanette, D.

    1987-09-01

    We consider solutions of the nonlinear Boltzmann equation (NLBE) with anisotropic singular initial conditions, which give a simplified model for the penetration of a monochromatic beam on a rarified target. The NLBE is transformed into an integral equation which is solved iteratively and the evolution of the initial singularities is discussed. (author). 5 refs

  18. Theoretical and practical study of the variance and efficiency of a Monte Carlo calculation due to Russian roulette

    International Nuclear Information System (INIS)

    Hoogenboom, J. E.

    2004-01-01

    Although Russian roulette is applied very often in Monte Carlo calculations, not much literature exists on its quantitative influence on the variance and efficiency of a Monte Carlo calculation. Elaborating on the work of Lux and Koblinger using moment equations, new relevant equations are derived to calculate the variance of a Monte Carlo simulation using Russian roulette. To demonstrate its practical application the theory is applied to a simplified transport model resulting in explicit analytical expressions for the variance of a Monte Carlo calculation and for the expected number of collisions per history. From these expressions numerical results are shown and compared with actual Monte Carlo calculations, showing an excellent agreement. By considering the number of collisions in a Monte Carlo calculation as a measure of the CPU time, also the efficiency of the Russian roulette can be studied. It opens the way for further investigations, including optimization of Russian roulette parameters. (authors)

  19. Regional sensitivity analysis using revised mean and variance ratio functions

    International Nuclear Information System (INIS)

    Wei, Pengfei; Lu, Zhenzhou; Ruan, Wenbin; Song, Jingwen

    2014-01-01

    The variance ratio function, derived from the contribution to sample variance (CSV) plot, is a regional sensitivity index for studying how much the output deviates from the original mean of model output when the distribution range of one input is reduced and to measure the contribution of different distribution ranges of each input to the variance of model output. In this paper, the revised mean and variance ratio functions are developed for quantifying the actual change of the model output mean and variance, respectively, when one reduces the range of one input. The connection between the revised variance ratio function and the original one is derived and discussed. It is shown that compared with the classical variance ratio function, the revised one is more suitable to the evaluation of model output variance due to reduced ranges of model inputs. A Monte Carlo procedure, which needs only a set of samples for implementing it, is developed for efficiently computing the revised mean and variance ratio functions. The revised mean and variance ratio functions are compared with the classical ones by using the Ishigami function. At last, they are applied to a planar 10-bar structure

  20. Fractional Diffusion Limit for Collisional Kinetic Equations

    KAUST Repository

    Mellet, Antoine

    2010-08-20

    This paper is devoted to diffusion limits of linear Boltzmann equations. When the equilibrium distribution function is a Maxwellian distribution, it is well known that for an appropriate time scale, the small mean free path limit gives rise to a diffusion equation. In this paper, we consider situations in which the equilibrium distribution function is a heavy-tailed distribution with infinite variance. We then show that for an appropriate time scale, the small mean free path limit gives rise to a fractional diffusion equation. © 2010 Springer-Verlag.

  1. Toward making the constraint hypersurface an attractor in free evolution

    International Nuclear Information System (INIS)

    Fiske, David R.

    2004-01-01

    When constructing numerical solutions to systems of evolution equations subject to a constraint, one must decide what role the constraint equations will play in the evolution system. In one popular choice, known as free evolution, a simulation is treated as a Cauchy problem, with the initial data constructed to satisfy the constraint equations. This initial data are then evolved via the evolution equations with no further enforcement of the constraint equations. The evolution, however, via the discretized evolution equations introduce constraint violating modes at the level of truncation error, and these constraint violating modes will behave in a formalism dependent way. This paper presents a generic method for incorporating the constraint equations into the evolution equations so that the off-constraint dynamics are biased toward the constraint satisfying solutions

  2. Quantum adiabatic Markovian master equations

    International Nuclear Information System (INIS)

    Albash, Tameem; Zanardi, Paolo; Boixo, Sergio; Lidar, Daniel A

    2012-01-01

    We develop from first principles Markovian master equations suited for studying the time evolution of a system evolving adiabatically while coupled weakly to a thermal bath. We derive two sets of equations in the adiabatic limit, one using the rotating wave (secular) approximation that results in a master equation in Lindblad form, the other without the rotating wave approximation but not in Lindblad form. The two equations make markedly different predictions depending on whether or not the Lamb shift is included. Our analysis keeps track of the various time and energy scales associated with the various approximations we make, and thus allows for a systematic inclusion of higher order corrections, in particular beyond the adiabatic limit. We use our formalism to study the evolution of an Ising spin chain in a transverse field and coupled to a thermal bosonic bath, for which we identify four distinct evolution phases. While we do not expect this to be a generic feature, in one of these phases dissipation acts to increase the fidelity of the system state relative to the adiabatic ground state. (paper)

  3. The influence of mean climate trends and climate variance on beaver survival and recruitment dynamics.

    Science.gov (United States)

    Campbell, Ruairidh D; Nouvellet, Pierre; Newman, Chris; Macdonald, David W; Rosell, Frank

    2012-09-01

    Ecologists are increasingly aware of the importance of environmental variability in natural systems. Climate change is affecting both the mean and the variability in weather and, in particular, the effect of changes in variability is poorly understood. Organisms are subject to selection imposed by both the mean and the range of environmental variation experienced by their ancestors. Changes in the variability in a critical environmental factor may therefore have consequences for vital rates and population dynamics. Here, we examine ≥90-year trends in different components of climate (precipitation mean and coefficient of variation (CV); temperature mean, seasonal amplitude and residual variance) and consider the effects of these components on survival and recruitment in a population of Eurasian beavers (n = 242) over 13 recent years. Within climatic data, no trends in precipitation were detected, but trends in all components of temperature were observed, with mean and residual variance increasing and seasonal amplitude decreasing over time. A higher survival rate was linked (in order of influence based on Akaike weights) to lower precipitation CV (kits, juveniles and dominant adults), lower residual variance of temperature (dominant adults) and lower mean precipitation (kits and juveniles). No significant effects were found on the survival of nondominant adults, although the sample size for this category was low. Greater recruitment was linked (in order of influence) to higher seasonal amplitude of temperature, lower mean precipitation, lower residual variance in temperature and higher precipitation CV. Both climate means and variance, thus proved significant to population dynamics; although, overall, components describing variance were more influential than those describing mean values. That environmental variation proves significant to a generalist, wide-ranging species, at the slow end of the slow-fast continuum of life histories, has broad implications for

  4. Estimating the encounter rate variance in distance sampling

    Science.gov (United States)

    Fewster, R.M.; Buckland, S.T.; Burnham, K.P.; Borchers, D.L.; Jupp, P.E.; Laake, J.L.; Thomas, L.

    2009-01-01

    The dominant source of variance in line transect sampling is usually the encounter rate variance. Systematic survey designs are often used to reduce the true variability among different realizations of the design, but estimating the variance is difficult and estimators typically approximate the variance by treating the design as a simple random sample of lines. We explore the properties of different encounter rate variance estimators under random and systematic designs. We show that a design-based variance estimator improves upon the model-based estimator of Buckland et al. (2001, Introduction to Distance Sampling. Oxford: Oxford University Press, p. 79) when transects are positioned at random. However, if populations exhibit strong spatial trends, both estimators can have substantial positive bias under systematic designs. We show that poststratification is effective in reducing this bias. ?? 2008, The International Biometric Society.

  5. Variance swap payoffs, risk premia and extreme market conditions

    DEFF Research Database (Denmark)

    Rombouts, Jeroen V.K.; Stentoft, Lars; Violante, Francesco

    This paper estimates the Variance Risk Premium (VRP) directly from synthetic variance swap payoffs. Since variance swap payoffs are highly volatile, we extract the VRP by using signal extraction techniques based on a state-space representation of our model in combination with a simple economic....... The latter variables and the VRP generate different return predictability on the major US indices. A factor model is proposed to extract a market VRP which turns out to be priced when considering Fama and French portfolios....

  6. Towards a mathematical foundation of minimum-variance theory

    Energy Technology Data Exchange (ETDEWEB)

    Feng Jianfeng [COGS, Sussex University, Brighton (United Kingdom); Zhang Kewei [SMS, Sussex University, Brighton (United Kingdom); Wei Gang [Mathematical Department, Baptist University, Hong Kong (China)

    2002-08-30

    The minimum-variance theory which accounts for arm and eye movements with noise signal inputs was proposed by Harris and Wolpert (1998 Nature 394 780-4). Here we present a detailed theoretical analysis of the theory and analytical solutions of the theory are obtained. Furthermore, we propose a new version of the minimum-variance theory, which is more realistic for a biological system. For the new version we show numerically that the variance is considerably reduced. (author)

  7. Kinetic equations for an unstable plasma; Equations cinetiques d'un plasma instable

    Energy Technology Data Exchange (ETDEWEB)

    Laval, G; Pellat, R [Commissariat a l' Energie Atomique, Fontenay-aux-Roses (France). Centre d' Etudes Nucleaires

    1968-07-01

    In this work, we establish the plasma kinetic equations starting from the Bogoliubov-Born-Green-Kirkwood-Yvon hierarchy of equations. We demonstrate that relations existing between correlation functions may help to justify the truncation of the hierarchy. Then we obtain the kinetic equations of a stable or unstable plasma. They do not reduce to an equation for the one-body distribution function, but generally involve two coupled equations for the one-body distribution function and the spectral density of the fluctuating electric field. We study limiting cases where the Balescu-Lenard equation, the quasi-linear theory, the Pines-Schrieffer equations and the equations of weak turbulence in the random phase approximation are recovered. At last we generalise the H-theorem for the system of equations and we define conditions for irreversible behaviour. (authors) [French] Dans ce travail nous etablissons les equations cinetiques d'un plasma a partir des equations de la recurrence de Bogoliubov, Born, Green, Kirkwood et Yvon. Nous demontrons qu'entre les fonctions de correlation d'un plasma existent des relations qui permettent de justifier la troncature de la recurrence. Nous obtenons alors les equations cinetiques d'un plasma stable ou instable. En general elles ne se reduisent pas a une equation d'evolution pour la densite simple, mais se composent de deux equations couplees portant sur la densite simple et la densite spectrale du champ electrique fluctuant. Nous etudions le cas limites ou l'on retrouve l'equation de Balescu-Lenard, les equations de la theorie quasi-lineaire, les equations de Pines et Schrieffer et les equations de la turbulence faible dans l'approximation des phases aleatoires. Enfin, nous generalisons le theoreme H pour ce systeme d'equations et nous precisons les conditions d'evolution irreversible. (auteurs)

  8. RR-Interval variance of electrocardiogram for atrial fibrillation detection

    Science.gov (United States)

    Nuryani, N.; Solikhah, M.; Nugoho, A. S.; Afdala, A.; Anzihory, E.

    2016-11-01

    Atrial fibrillation is a serious heart problem originated from the upper chamber of the heart. The common indication of atrial fibrillation is irregularity of R peak-to-R-peak time interval, which is shortly called RR interval. The irregularity could be represented using variance or spread of RR interval. This article presents a system to detect atrial fibrillation using variances. Using clinical data of patients with atrial fibrillation attack, it is shown that the variance of electrocardiographic RR interval are higher during atrial fibrillation, compared to the normal one. Utilizing a simple detection technique and variances of RR intervals, we find a good performance of atrial fibrillation detection.

  9. Multiperiod Mean-Variance Portfolio Optimization via Market Cloning

    Energy Technology Data Exchange (ETDEWEB)

    Ankirchner, Stefan, E-mail: ankirchner@hcm.uni-bonn.de [Rheinische Friedrich-Wilhelms-Universitaet Bonn, Institut fuer Angewandte Mathematik, Hausdorff Center for Mathematics (Germany); Dermoune, Azzouz, E-mail: Azzouz.Dermoune@math.univ-lille1.fr [Universite des Sciences et Technologies de Lille, Laboratoire Paul Painleve UMR CNRS 8524 (France)

    2011-08-15

    The problem of finding the mean variance optimal portfolio in a multiperiod model can not be solved directly by means of dynamic programming. In order to find a solution we therefore first introduce independent market clones having the same distributional properties as the original market, and we replace the portfolio mean and variance by their empirical counterparts. We then use dynamic programming to derive portfolios maximizing a weighted sum of the empirical mean and variance. By letting the number of market clones converge to infinity we are able to solve the original mean variance problem.

  10. Network Structure and Biased Variance Estimation in Respondent Driven Sampling.

    Science.gov (United States)

    Verdery, Ashton M; Mouw, Ted; Bauldry, Shawn; Mucha, Peter J

    2015-01-01

    This paper explores bias in the estimation of sampling variance in Respondent Driven Sampling (RDS). Prior methodological work on RDS has focused on its problematic assumptions and the biases and inefficiencies of its estimators of the population mean. Nonetheless, researchers have given only slight attention to the topic of estimating sampling variance in RDS, despite the importance of variance estimation for the construction of confidence intervals and hypothesis tests. In this paper, we show that the estimators of RDS sampling variance rely on a critical assumption that the network is First Order Markov (FOM) with respect to the dependent variable of interest. We demonstrate, through intuitive examples, mathematical generalizations, and computational experiments that current RDS variance estimators will always underestimate the population sampling variance of RDS in empirical networks that do not conform to the FOM assumption. Analysis of 215 observed university and school networks from Facebook and Add Health indicates that the FOM assumption is violated in every empirical network we analyze, and that these violations lead to substantially biased RDS estimators of sampling variance. We propose and test two alternative variance estimators that show some promise for reducing biases, but which also illustrate the limits of estimating sampling variance with only partial information on the underlying population social network.

  11. Multiperiod Mean-Variance Portfolio Optimization via Market Cloning

    International Nuclear Information System (INIS)

    Ankirchner, Stefan; Dermoune, Azzouz

    2011-01-01

    The problem of finding the mean variance optimal portfolio in a multiperiod model can not be solved directly by means of dynamic programming. In order to find a solution we therefore first introduce independent market clones having the same distributional properties as the original market, and we replace the portfolio mean and variance by their empirical counterparts. We then use dynamic programming to derive portfolios maximizing a weighted sum of the empirical mean and variance. By letting the number of market clones converge to infinity we are able to solve the original mean variance problem.

  12. Discrete and continuous time dynamic mean-variance analysis

    OpenAIRE

    Reiss, Ariane

    1999-01-01

    Contrary to static mean-variance analysis, very few papers have dealt with dynamic mean-variance analysis. Here, the mean-variance efficient self-financing portfolio strategy is derived for n risky assets in discrete and continuous time. In the discrete setting, the resulting portfolio is mean-variance efficient in a dynamic sense. It is shown that the optimal strategy for n risky assets may be dominated if the expected terminal wealth is constrained to exactly attain a certain goal instead o...

  13. Discrete time and continuous time dynamic mean-variance analysis

    OpenAIRE

    Reiss, Ariane

    1999-01-01

    Contrary to static mean-variance analysis, very few papers have dealt with dynamic mean-variance analysis. Here, the mean-variance efficient self-financing portfolio strategy is derived for n risky assets in discrete and continuous time. In the discrete setting, the resulting portfolio is mean-variance efficient in a dynamic sense. It is shown that the optimal strategy for n risky assets may be dominated if the expected terminal wealth is constrained to exactly attain a certain goal instead o...

  14. Variance of discharge estimates sampled using acoustic Doppler current profilers from moving boats

    Science.gov (United States)

    Garcia, Carlos M.; Tarrab, Leticia; Oberg, Kevin; Szupiany, Ricardo; Cantero, Mariano I.

    2012-01-01

    This paper presents a model for quantifying the random errors (i.e., variance) of acoustic Doppler current profiler (ADCP) discharge measurements from moving boats for different sampling times. The model focuses on the random processes in the sampled flow field and has been developed using statistical methods currently available for uncertainty analysis of velocity time series. Analysis of field data collected using ADCP from moving boats from three natural rivers of varying sizes and flow conditions shows that, even though the estimate of the integral time scale of the actual turbulent flow field is larger than the sampling interval, the integral time scale of the sampled flow field is on the order of the sampling interval. Thus, an equation for computing the variance error in discharge measurements associated with different sampling times, assuming uncorrelated flow fields is appropriate. The approach is used to help define optimal sampling strategies by choosing the exposure time required for ADCPs to accurately measure flow discharge.

  15. Neuroticism explains unwanted variance in Implicit Association Tests of personality: Possible evidence for an affective valence confound

    Directory of Open Access Journals (Sweden)

    Monika eFleischhauer

    2013-09-01

    Full Text Available Meta-analytic data highlight the value of the Implicit Association Test (IAT as an indirect measure of personality. Based on evidence suggesting that confounding factors such as cognitive abilities contribute to the IAT effect, this study provides a first investigation of whether basic personality traits explain unwanted variance in the IAT. In a gender-balanced sample of 204 volunteers, the Big-Five dimensions were assessed via self-report, peer-report, and IAT. By means of structural equation modeling, latent Big-Five personality factors (based on self- and peer-report were estimated and their predictive value for unwanted variance in the IAT was examined. In a first analysis, unwanted variance was defined in the sense of method-specific variance which may result from differences in task demands between the two IAT block conditions and which can be mirrored by the absolute size of the IAT effects. In a second analysis, unwanted variance was examined in a broader sense defined as those systematic variance components in the raw IAT scores that are not explained by the latent implicit personality factors. In contrast to the absolute IAT scores, this also considers biases associated with the direction of IAT effects (i.e., whether they are positive or negative in sign, biases that might result, for example, from the IAT’s stimulus or category features. None of the explicit Big-Five factors was predictive for method-specific variance in the IATs (first analysis. However, when considering unwanted variance that goes beyond pure method-specific variance (second analysis, a substantial effect of neuroticism occurred that may have been driven by the affective valence of IAT attribute categories and the facilitated processing of negative stimuli, typically associated with neuroticism. The findings thus point to the necessity of using attribute category labels and stimuli of similar affective valence in personality IATs to avoid confounding due to

  16. Hyperbolicity and constrained evolution in linearized gravity

    International Nuclear Information System (INIS)

    Matzner, Richard A.

    2005-01-01

    Solving the 4-d Einstein equations as evolution in time requires solving equations of two types: the four elliptic initial data (constraint) equations, followed by the six second order evolution equations. Analytically the constraint equations remain solved under the action of the evolution, and one approach is to simply monitor them (unconstrained evolution). Since computational solution of differential equations introduces almost inevitable errors, it is clearly 'more correct' to introduce a scheme which actively maintains the constraints by solution (constrained evolution). This has shown promise in computational settings, but the analysis of the resulting mixed elliptic hyperbolic method has not been completely carried out. We present such an analysis for one method of constrained evolution, applied to a simple vacuum system, linearized gravitational waves. We begin with a study of the hyperbolicity of the unconstrained Einstein equations. (Because the study of hyperbolicity deals only with the highest derivative order in the equations, linearization loses no essential details.) We then give explicit analytical construction of the effect of initial data setting and constrained evolution for linearized gravitational waves. While this is clearly a toy model with regard to constrained evolution, certain interesting features are found which have relevance to the full nonlinear Einstein equations

  17. Regional heterogeneity and gene flow maintain variance in a quantitative trait within populations of lodgepole pine

    Science.gov (United States)

    Yeaman, Sam; Jarvis, Andy

    2006-01-01

    Genetic variation is of fundamental importance to biological evolution, yet we still know very little about how it is maintained in nature. Because many species inhabit heterogeneous environments and have pronounced local adaptations, gene flow between differently adapted populations may be a persistent source of genetic variation within populations. If this migration–selection balance is biologically important then there should be strong correlations between genetic variance within populations and the amount of heterogeneity in the environment surrounding them. Here, we use data from a long-term study of 142 populations of lodgepole pine (Pinus contorta) to compare levels of genetic variation in growth response with measures of climatic heterogeneity in the surrounding region. We find that regional heterogeneity explains at least 20% of the variation in genetic variance, suggesting that gene flow and heterogeneous selection may play an important role in maintaining the high levels of genetic variation found within natural populations. PMID:16769628

  18. Variance-based selection may explain general mating patterns in social insects.

    Science.gov (United States)

    Rueppell, Olav; Johnson, Nels; Rychtár, Jan

    2008-06-23

    Female mating frequency is one of the key parameters of social insect evolution. Several hypotheses have been suggested to explain multiple mating and considerable empirical research has led to conflicting results. Building on several earlier analyses, we present a simple general model that links the number of queen matings to variance in colony performance and this variance to average colony fitness. The model predicts selection for multiple mating if the average colony succeeds in a focal task, and selection for single mating if the average colony fails, irrespective of the proximate mechanism that links genetic diversity to colony fitness. Empirical support comes from interspecific comparisons, e.g. between the bee genera Apis and Bombus, and from data on several ant species, but more comprehensive empirical tests are needed.

  19. ANALISIS PORTOFOLIO RESAMPLED EFFICIENT FRONTIER BERDASARKAN OPTIMASI MEAN-VARIANCE

    OpenAIRE

    Abdurakhman, Abdurakhman

    2008-01-01

    Keputusan alokasi asset yang tepat pada investasi portofolio dapat memaksimalkan keuntungan dan atau meminimalkan risiko. Metode yang sering dipakai dalam optimasi portofolio adalah metode Mean-Variance Markowitz. Dalam prakteknya, metode ini mempunyai kelemahan tidak terlalu stabil. Sedikit perubahan dalam estimasi parameter input menyebabkan perubahan besar pada komposisi portofolio. Untuk itu dikembangkan metode optimasi portofolio yang dapat mengatasi ketidakstabilan metode Mean-Variance ...

  20. Capturing option anomalies with a variance-dependent pricing kernel

    NARCIS (Netherlands)

    Christoffersen, P.; Heston, S.; Jacobs, K.

    2013-01-01

    We develop a GARCH option model with a variance premium by combining the Heston-Nandi (2000) dynamic with a new pricing kernel that nests Rubinstein (1976) and Brennan (1979). While the pricing kernel is monotonic in the stock return and in variance, its projection onto the stock return is

  1. Realized range-based estimation of integrated variance

    DEFF Research Database (Denmark)

    Christensen, Kim; Podolskij, Mark

    2007-01-01

    We provide a set of probabilistic laws for estimating the quadratic variation of continuous semimartingales with the realized range-based variance-a statistic that replaces every squared return of the realized variance with a normalized squared range. If the entire sample path of the process is a...

  2. Diagnostic checking in linear processes with infinit variance

    OpenAIRE

    Krämer, Walter; Runde, Ralf

    1998-01-01

    We consider empirical autocorrelations of residuals from infinite variance autoregressive processes. Unlike the finite-variance case, it emerges that the limiting distribution, after suitable normalization, is not always more concentrated around zero when residuals rather than true innovations are employed.

  3. Evaluation of Mean and Variance Integrals without Integration

    Science.gov (United States)

    Joarder, A. H.; Omar, M. H.

    2007-01-01

    The mean and variance of some continuous distributions, in particular the exponentially decreasing probability distribution and the normal distribution, are considered. Since they involve integration by parts, many students do not feel comfortable. In this note, a technique is demonstrated for deriving mean and variance through differential…

  4. Adjustment of heterogenous variances and a calving year effect in ...

    African Journals Online (AJOL)

    Data at the beginning and at the end of lactation period, have higher variances than tests in the middle of the lactation. Furthermore, first lactations have lower mean and variances compared to second and third lactations. This is a deviation from the basic assumptions required for the application of repeatability models.

  5. Direct encoding of orientation variance in the visual system.

    Science.gov (United States)

    Norman, Liam J; Heywood, Charles A; Kentridge, Robert W

    2015-01-01

    Our perception of regional irregularity, an example of which is orientation variance, seems effortless when we view two patches of texture that differ in this attribute. Little is understood, however, of how the visual system encodes a regional statistic like orientation variance, but there is some evidence to suggest that it is directly encoded by populations of neurons tuned broadly to high or low levels. The present study shows that selective adaptation to low or high levels of variance results in a perceptual aftereffect that shifts the perceived level of variance of a subsequently viewed texture in the direction away from that of the adapting stimulus (Experiments 1 and 2). Importantly, the effect is durable across changes in mean orientation, suggesting that the encoding of orientation variance is independent of global first moment orientation statistics (i.e., mean orientation). In Experiment 3 it was shown that the variance-specific aftereffect did not show signs of being encoded in a spatiotopic reference frame, similar to the equivalent aftereffect of adaptation to the first moment orientation statistic (the tilt aftereffect), which is represented in the primary visual cortex and exists only in retinotopic coordinates. Experiment 4 shows that a neuropsychological patient with damage to ventral areas of the cortex but spared intact early areas retains sensitivity to orientation variance. Together these results suggest that orientation variance is encoded directly by the visual system and possibly at an early cortical stage.

  6. Beyond the Mean: Sensitivities of the Variance of Population Growth.

    Science.gov (United States)

    Trotter, Meredith V; Krishna-Kumar, Siddharth; Tuljapurkar, Shripad

    2013-03-01

    Populations in variable environments are described by both a mean growth rate and a variance of stochastic population growth. Increasing variance will increase the width of confidence bounds around estimates of population size, growth, probability of and time to quasi-extinction. However, traditional sensitivity analyses of stochastic matrix models only consider the sensitivity of the mean growth rate. We derive an exact method for calculating the sensitivity of the variance in population growth to changes in demographic parameters. Sensitivities of the variance also allow a new sensitivity calculation for the cumulative probability of quasi-extinction. We apply this new analysis tool to an empirical dataset on at-risk polar bears to demonstrate its utility in conservation biology We find that in many cases a change in life history parameters will increase both the mean and variance of population growth of polar bears. This counterintuitive behaviour of the variance complicates predictions about overall population impacts of management interventions. Sensitivity calculations for cumulative extinction risk factor in changes to both mean and variance, providing a highly useful quantitative tool for conservation management. The mean stochastic growth rate and its sensitivities do not fully describe the dynamics of population growth. The use of variance sensitivities gives a more complete understanding of population dynamics and facilitates the calculation of new sensitivities for extinction processes.

  7. On the Endogeneity of the Mean-Variance Efficient Frontier.

    Science.gov (United States)

    Somerville, R. A.; O'Connell, Paul G. J.

    2002-01-01

    Explains that the endogeneity of the efficient frontier in the mean-variance model of portfolio selection is commonly obscured in portfolio selection literature and in widely used textbooks. Demonstrates endogeneity and discusses the impact of parameter changes on the mean-variance efficient frontier and on the beta coefficients of individual…

  8. 42 CFR 456.522 - Content of request for variance.

    Science.gov (United States)

    2010-10-01

    ... 42 Public Health 4 2010-10-01 2010-10-01 false Content of request for variance. 456.522 Section 456.522 Public Health CENTERS FOR MEDICARE & MEDICAID SERVICES, DEPARTMENT OF HEALTH AND HUMAN... perform UR within the time requirements for which the variance is requested and its good faith efforts to...

  9. 29 CFR 1905.5 - Effect of variances.

    Science.gov (United States)

    2010-07-01

    ...-STEIGER OCCUPATIONAL SAFETY AND HEALTH ACT OF 1970 General § 1905.5 Effect of variances. All variances... Regulations Relating to Labor (Continued) OCCUPATIONAL SAFETY AND HEALTH ADMINISTRATION, DEPARTMENT OF LABOR... concerning a proposed penalty or period of abatement is pending before the Occupational Safety and Health...

  10. 29 CFR 1904.38 - Variances from the recordkeeping rule.

    Science.gov (United States)

    2010-07-01

    ..., DEPARTMENT OF LABOR RECORDING AND REPORTING OCCUPATIONAL INJURIES AND ILLNESSES Other OSHA Injury and Illness... he or she finds appropriate. (iv) If the Assistant Secretary grants your variance petition, OSHA will... Secretary is reviewing your variance petition. (4) If I have already been cited by OSHA for not following...

  11. Gender Variance and Educational Psychology: Implications for Practice

    Science.gov (United States)

    Yavuz, Carrie

    2016-01-01

    The area of gender variance appears to be more visible in both the media and everyday life. Within educational psychology literature gender variance remains underrepresented. The positioning of educational psychologists working across the three levels of child and family, school or establishment and education authority/council, means that they are…

  12. The relative importance of pollinator abundance and species richness for the temporal variance of pollination services.

    Science.gov (United States)

    Genung, Mark A; Fox, Jeremy; Williams, Neal M; Kremen, Claire; Ascher, John; Gibbs, Jason; Winfree, Rachael

    2017-07-01

    The relationship between biodiversity and the stability of ecosystem function is a fundamental question in community ecology, and hundreds of experiments have shown a positive relationship between species richness and the stability of ecosystem function. However, these experiments have rarely accounted for common ecological patterns, most notably skewed species abundance distributions and non-random extinction risks, making it difficult to know whether experimental results can be scaled up to larger, less manipulated systems. In contrast with the prolific body of experimental research, few studies have examined how species richness affects the stability of ecosystem services at more realistic, landscape scales. The paucity of these studies is due in part to a lack of analytical methods that are suitable for the correlative structure of ecological data. A recently developed method, based on the Price equation from evolutionary biology, helps resolve this knowledge gap by partitioning the effect of biodiversity into three components: richness, composition, and abundance. Here, we build on previous work and present the first derivation of the Price equation suitable for analyzing temporal variance of ecosystem services. We applied our new derivation to understand the temporal variance of crop pollination services in two study systems (watermelon and blueberry) in the mid-Atlantic United States. In both systems, but especially in the watermelon system, the stronger driver of temporal variance of ecosystem services was fluctuations in the abundance of common bee species, which were present at nearly all sites regardless of species richness. In contrast, temporal variance of ecosystem services was less affected by differences in species richness, because lost and gained species were rare. Thus, the findings from our more realistic landscapes differ qualitatively from the findings of biodiversity-stability experiments. © 2017 by the Ecological Society of America.

  13. Minimum Variance Portfolios in the Brazilian Equity Market

    Directory of Open Access Journals (Sweden)

    Alexandre Rubesam

    2013-03-01

    Full Text Available We investigate minimum variance portfolios in the Brazilian equity market using different methods to estimate the covariance matrix, from the simple model of using the sample covariance to multivariate GARCH models. We compare the performance of the minimum variance portfolios to those of the following benchmarks: (i the IBOVESPA equity index, (ii an equally-weighted portfolio, (iii the maximum Sharpe ratio portfolio and (iv the maximum growth portfolio. Our results show that the minimum variance portfolio has higher returns with lower risk compared to the benchmarks. We also consider long-short 130/30 minimum variance portfolios and obtain similar results. The minimum variance portfolio invests in relatively few stocks with low βs measured with respect to the IBOVESPA index, being easily replicable by individual and institutional investors alike.

  14. Parabolized stability equations

    Science.gov (United States)

    Herbert, Thorwald

    1994-01-01

    The parabolized stability equations (PSE) are a new approach to analyze the streamwise evolution of single or interacting Fourier modes in weakly nonparallel flows such as boundary layers. The concept rests on the decomposition of every mode into a slowly varying amplitude function and a wave function with slowly varying wave number. The neglect of the small second derivatives of the slowly varying functions with respect to the streamwise variable leads to an initial boundary-value problem that can be solved by numerical marching procedures. The PSE approach is valid in convectively unstable flows. The equations for a single mode are closely related to those of the traditional eigenvalue problems for linear stability analysis. However, the PSE approach does not exploit the homogeneity of the problem and, therefore, can be utilized to analyze forced modes and the nonlinear growth and interaction of an initial disturbance field. In contrast to the traditional patching of local solutions, the PSE provide the spatial evolution of modes with proper account for their history. The PSE approach allows studies of secondary instabilities without the constraints of the Floquet analysis and reproduces the established experimental, theoretical, and computational benchmark results on transition up to the breakdown stage. The method matches or exceeds the demonstrated capabilities of current spatial Navier-Stokes solvers at a small fraction of their computational cost. Recent applications include studies on localized or distributed receptivity and prediction of transition in model environments for realistic engineering problems. This report describes the basis, intricacies, and some applications of the PSE methodology.

  15. Extended rate equations

    International Nuclear Information System (INIS)

    Shore, B.W.

    1981-01-01

    The equations of motion are discussed which describe time dependent population flows in an N-level system, reviewing the relationship between incoherent (rate) equations, coherent (Schrodinger) equations, and more general partially coherent (Bloch) equations. Approximations are discussed which replace the elaborate Bloch equations by simpler rate equations whose coefficients incorporate long-time consequences of coherence

  16. Numerical Methods for Partial Differential Equations

    CERN Document Server

    Guo, Ben-yu

    1987-01-01

    These Proceedings of the first Chinese Conference on Numerical Methods for Partial Differential Equations covers topics such as difference methods, finite element methods, spectral methods, splitting methods, parallel algorithm etc., their theoretical foundation and applications to engineering. Numerical methods both for boundary value problems of elliptic equations and for initial-boundary value problems of evolution equations, such as hyperbolic systems and parabolic equations, are involved. The 16 papers of this volume present recent or new unpublished results and provide a good overview of current research being done in this field in China.

  17. Integrating mean and variance heterogeneities to identify differentially expressed genes.

    Science.gov (United States)

    Ouyang, Weiwei; An, Qiang; Zhao, Jinying; Qin, Huaizhen

    2016-12-06

    In functional genomics studies, tests on mean heterogeneity have been widely employed to identify differentially expressed genes with distinct mean expression levels under different experimental conditions. Variance heterogeneity (aka, the difference between condition-specific variances) of gene expression levels is simply neglected or calibrated for as an impediment. The mean heterogeneity in the expression level of a gene reflects one aspect of its distribution alteration; and variance heterogeneity induced by condition change may reflect another aspect. Change in condition may alter both mean and some higher-order characteristics of the distributions of expression levels of susceptible genes. In this report, we put forth a conception of mean-variance differentially expressed (MVDE) genes, whose expression means and variances are sensitive to the change in experimental condition. We mathematically proved the null independence of existent mean heterogeneity tests and variance heterogeneity tests. Based on the independence, we proposed an integrative mean-variance test (IMVT) to combine gene-wise mean heterogeneity and variance heterogeneity induced by condition change. The IMVT outperformed its competitors under comprehensive simulations of normality and Laplace settings. For moderate samples, the IMVT well controlled type I error rates, and so did existent mean heterogeneity test (i.e., the Welch t test (WT), the moderated Welch t test (MWT)) and the procedure of separate tests on mean and variance heterogeneities (SMVT), but the likelihood ratio test (LRT) severely inflated type I error rates. In presence of variance heterogeneity, the IMVT appeared noticeably more powerful than all the valid mean heterogeneity tests. Application to the gene profiles of peripheral circulating B raised solid evidence of informative variance heterogeneity. After adjusting for background data structure, the IMVT replicated previous discoveries and identified novel experiment

  18. Helicity evolution at small x

    International Nuclear Information System (INIS)

    Kovchegov, Yuri V.; Pitonyak, Daniel; Sievert, Matthew D.

    2016-01-01

    We construct small-x evolution equations which can be used to calculate quark and anti-quark helicity TMDs and PDFs, along with the g 1 structure function. These evolution equations resum powers of α s ln 2  (1/x) in the polarization-dependent evolution along with the powers of α s ln (1/x) in the unpolarized evolution which includes saturation effects. The equations are written in an operator form in terms of polarization-dependent Wilson line-like operators. While the equations do not close in general, they become closed and self-contained systems of non-linear equations in the large-N c and large-N c   N f limits. As a cross-check, in the ladder approximation, our equations map onto the same ladder limit of the infrared evolution equations for the g 1 structure function derived previously by Bartels, Ermolaev and Ryskin http://dx.doi.org/10.1007/s002880050285.

  19. Robust Markowitz mean-variance portfolio selection under ambiguous covariance matrix *

    OpenAIRE

    Ismail, Amine; Pham, Huyên

    2016-01-01

    This paper studies a robust continuous-time Markowitz portfolio selection pro\\-blem where the model uncertainty carries on the covariance matrix of multiple risky assets. This problem is formulated into a min-max mean-variance problem over a set of non-dominated probability measures that is solved by a McKean-Vlasov dynamic programming approach, which allows us to characterize the solution in terms of a Bellman-Isaacs equation in the Wasserstein space of probability measures. We provide expli...

  20. Differential equations, mechanics, and computation

    CERN Document Server

    Palais, Richard S

    2009-01-01

    This book provides a conceptual introduction to the theory of ordinary differential equations, concentrating on the initial value problem for equations of evolution and with applications to the calculus of variations and classical mechanics, along with a discussion of chaos theory and ecological models. It has a unified and visual introduction to the theory of numerical methods and a novel approach to the analysis of errors and stability of various numerical solution algorithms based on carefully chosen model problems. While the book would be suitable as a textbook for an undergraduate or elementary graduate course in ordinary differential equations, the authors have designed the text also to be useful for motivated students wishing to learn the material on their own or desiring to supplement an ODE textbook being used in a course they are taking with a text offering a more conceptual approach to the subject.

  1. Generalized equations of gravitational field

    International Nuclear Information System (INIS)

    Stanyukovich, K.P.; Borisova, L.B.

    1985-01-01

    Equations for gravitational fields are obtained on the basis of a generalized Lagrangian Z=f(R) (R is the scalar curvature). Such an approach permits to take into account the evolution of a gravitation ''constant''. An expression for the force Fsub(i) versus the field variability is obtained. Conservation laws are formulated differing from the standard ones by the fact that in the right part of new equations the value Fsub(i) is present that goes to zero at an ultimate passage to the standard Einstein theory. An equation of state is derived for cosmological metrics for a particular case, f=bRsup(1+α) (b=const, α=const)

  2. Nonadiabatic quantum Vlasov equation for Schwinger pair production

    International Nuclear Information System (INIS)

    Kim, Sang Pyo; Schubert, Christian

    2011-01-01

    Using Lewis-Riesenfeld theory, we derive an exact nonadiabatic master equation describing the time evolution of the QED Schwinger pair-production rate for a general time-varying electric field. This equation can be written equivalently as a first-order matrix equation, as a Vlasov-type integral equation, or as a third-order differential equation. In the last version it relates to the Korteweg-de Vries equation, which allows us to construct an exact solution using the well-known one-soliton solution to that equation. The case of timelike delta function pulse fields is also briefly considered.

  3. Comparing estimates of genetic variance across different relationship models.

    Science.gov (United States)

    Legarra, Andres

    2016-02-01

    Use of relationships between individuals to estimate genetic variances and heritabilities via mixed models is standard practice in human, plant and livestock genetics. Different models or information for relationships may give different estimates of genetic variances. However, comparing these estimates across different relationship models is not straightforward as the implied base populations differ between relationship models. In this work, I present a method to compare estimates of variance components across different relationship models. I suggest referring genetic variances obtained using different relationship models to the same reference population, usually a set of individuals in the population. Expected genetic variance of this population is the estimated variance component from the mixed model times a statistic, Dk, which is the average self-relationship minus the average (self- and across-) relationship. For most typical models of relationships, Dk is close to 1. However, this is not true for very deep pedigrees, for identity-by-state relationships, or for non-parametric kernels, which tend to overestimate the genetic variance and the heritability. Using mice data, I show that heritabilities from identity-by-state and kernel-based relationships are overestimated. Weighting these estimates by Dk scales them to a base comparable to genomic or pedigree relationships, avoiding wrong comparisons, for instance, "missing heritabilities". Copyright © 2015 Elsevier Inc. All rights reserved.

  4. Evolution of complex dynamics

    Science.gov (United States)

    Wilds, Roy; Kauffman, Stuart A.; Glass, Leon

    2008-09-01

    We study the evolution of complex dynamics in a model of a genetic regulatory network. The fitness is associated with the topological entropy in a class of piecewise linear equations, and the mutations are associated with changes in the logical structure of the network. We compare hill climbing evolution, in which only mutations that increase the fitness are allowed, with neutral evolution, in which mutations that leave the fitness unchanged are allowed. The simple structure of the fitness landscape enables us to estimate analytically the rates of hill climbing and neutral evolution. In this model, allowing neutral mutations accelerates the rate of evolutionary advancement for low mutation frequencies. These results are applicable to evolution in natural and technological systems.

  5. The evolution of tensor polarization

    International Nuclear Information System (INIS)

    Huang, H.; Lee, S.Y.; Ratner, L.

    1993-01-01

    By using the equation of motion for the vector polarization, the spin transfer matrix for spin tensor polarization, the spin transfer matrix for spin tensor polarization is derived. The evolution equation for the tensor polarization is studied in the presence of an isolate spin resonance and in the presence of a spin rotor, or snake

  6. Variance computations for functional of absolute risk estimates.

    Science.gov (United States)

    Pfeiffer, R M; Petracci, E

    2011-07-01

    We present a simple influence function based approach to compute the variances of estimates of absolute risk and functions of absolute risk. We apply this approach to criteria that assess the impact of changes in the risk factor distribution on absolute risk for an individual and at the population level. As an illustration we use an absolute risk prediction model for breast cancer that includes modifiable risk factors in addition to standard breast cancer risk factors. Influence function based variance estimates for absolute risk and the criteria are compared to bootstrap variance estimates.

  7. Estimating High-Frequency Based (Co-) Variances: A Unified Approach

    DEFF Research Database (Denmark)

    Voev, Valeri; Nolte, Ingmar

    We propose a unified framework for estimating integrated variances and covariances based on simple OLS regressions, allowing for a general market microstructure noise specification. We show that our estimators can outperform, in terms of the root mean squared error criterion, the most recent...... and commonly applied estimators, such as the realized kernels of Barndorff-Nielsen, Hansen, Lunde & Shephard (2006), the two-scales realized variance of Zhang, Mykland & Aït-Sahalia (2005), the Hayashi & Yoshida (2005) covariance estimator, and the realized variance and covariance with the optimal sampling...

  8. Meta-analysis of SNPs involved in variance heterogeneity using Levene's test for equal variances

    Science.gov (United States)

    Deng, Wei Q; Asma, Senay; Paré, Guillaume

    2014-01-01

    Meta-analysis is a commonly used approach to increase the sample size for genome-wide association searches when individual studies are otherwise underpowered. Here, we present a meta-analysis procedure to estimate the heterogeneity of the quantitative trait variance attributable to genetic variants using Levene's test without needing to exchange individual-level data. The meta-analysis of Levene's test offers the opportunity to combine the considerable sample size of a genome-wide meta-analysis to identify the genetic basis of phenotypic variability and to prioritize single-nucleotide polymorphisms (SNPs) for gene–gene and gene–environment interactions. The use of Levene's test has several advantages, including robustness to departure from the normality assumption, freedom from the influence of the main effects of SNPs, and no assumption of an additive genetic model. We conducted a meta-analysis of the log-transformed body mass index of 5892 individuals and identified a variant with a highly suggestive Levene's test P-value of 4.28E-06 near the NEGR1 locus known to be associated with extreme obesity. PMID:23921533

  9. Construction and accuracy of partial differential equation approximations to the chemical master equation.

    Science.gov (United States)

    Grima, Ramon

    2011-11-01

    The mesoscopic description of chemical kinetics, the chemical master equation, can be exactly solved in only a few simple cases. The analytical intractability stems from the discrete character of the equation, and hence considerable effort has been invested in the development of Fokker-Planck equations, second-order partial differential equation approximations to the master equation. We here consider two different types of higher-order partial differential approximations, one derived from the system-size expansion and the other from the Kramers-Moyal expansion, and derive the accuracy of their predictions for chemical reactive networks composed of arbitrary numbers of unimolecular and bimolecular reactions. In particular, we show that the partial differential equation approximation of order Q from the Kramers-Moyal expansion leads to estimates of the mean number of molecules accurate to order Ω(-(2Q-3)/2), of the variance of the fluctuations in the number of molecules accurate to order Ω(-(2Q-5)/2), and of skewness accurate to order Ω(-(Q-2)). We also show that for large Q, the accuracy in the estimates can be matched only by a partial differential equation approximation from the system-size expansion of approximate order 2Q. Hence, we conclude that partial differential approximations based on the Kramers-Moyal expansion generally lead to considerably more accurate estimates in the mean, variance, and skewness than approximations of the same order derived from the system-size expansion.

  10. A Surface-Layer Study of the Transport and Dissipation of Turbulent Kinetic Energy and the Variances of Temperature, Humidity and CO_2

    Science.gov (United States)

    Hackerott, João A.; Bakhoday Paskyabi, Mostafa; Reuder, Joachim; de Oliveira, Amauri P.; Kral, Stephan T.; Marques Filho, Edson P.; Mesquita, Michel dos Santos; de Camargo, Ricardo

    2017-11-01

    We discuss scalar similarities and dissimilarities based on analysis of the dissipation terms in the variance budget equations, considering the turbulent kinetic energy and the variances of temperature, specific humidity and specific CO_2 content. For this purpose, 124 high-frequency sampled segments are selected from the Boundary Layer Late Afternoon and Sunset Turbulence experiment. The consequences of dissipation similarity in the variance transport are also discussed and quantified. The results show that, for the convective atmospheric surface layer, the non-dimensional dissipation terms can be expressed in the framework of Monin-Obukhov similarity theory and are independent of whether the variable is temperature or moisture. The scalar similarity in the dissipation term implies that the characteristic scales of the atmospheric surface layer can be estimated from the respective rate of variance dissipation, the characteristic scale of temperature, and the dissipation rate of temperature variance.

  11. Comparison of variance estimators for metaanalysis of instrumental variable estimates

    NARCIS (Netherlands)

    Schmidt, A. F.; Hingorani, A. D.; Jefferis, B. J.; White, J.; Groenwold, R. H H; Dudbridge, F.; Ben-Shlomo, Y.; Chaturvedi, N.; Engmann, J.; Hughes, A.; Humphries, S.; Hypponen, E.; Kivimaki, M.; Kuh, D.; Kumari, M.; Menon, U.; Morris, R.; Power, C.; Price, J.; Wannamethee, G.; Whincup, P.

    2016-01-01

    Background: Mendelian randomization studies perform instrumental variable (IV) analysis using genetic IVs. Results of individual Mendelian randomization studies can be pooled through meta-analysis. We explored how different variance estimators influence the meta-analysed IV estimate. Methods: Two

  12. Capturing Option Anomalies with a Variance-Dependent Pricing Kernel

    DEFF Research Database (Denmark)

    Christoffersen, Peter; Heston, Steven; Jacobs, Kris

    2013-01-01

    We develop a GARCH option model with a new pricing kernel allowing for a variance premium. While the pricing kernel is monotonic in the stock return and in variance, its projection onto the stock return is nonmonotonic. A negative variance premium makes it U shaped. We present new semiparametric...... evidence to confirm this U-shaped relationship between the risk-neutral and physical probability densities. The new pricing kernel substantially improves our ability to reconcile the time-series properties of stock returns with the cross-section of option prices. It provides a unified explanation...... for the implied volatility puzzle, the overreaction of long-term options to changes in short-term variance, and the fat tails of the risk-neutral return distribution relative to the physical distribution....

  13. Phenotypic variance explained by local ancestry in admixed African Americans.

    Science.gov (United States)

    Shriner, Daniel; Bentley, Amy R; Doumatey, Ayo P; Chen, Guanjie; Zhou, Jie; Adeyemo, Adebowale; Rotimi, Charles N

    2015-01-01

    We surveyed 26 quantitative traits and disease outcomes to understand the proportion of phenotypic variance explained by local ancestry in admixed African Americans. After inferring local ancestry as the number of African-ancestry chromosomes at hundreds of thousands of genotyped loci across all autosomes, we used a linear mixed effects model to estimate the variance explained by local ancestry in two large independent samples of unrelated African Americans. We found that local ancestry at major and polygenic effect genes can explain up to 20 and 8% of phenotypic variance, respectively. These findings provide evidence that most but not all additive genetic variance is explained by genetic markers undifferentiated by ancestry. These results also inform the proportion of health disparities due to genetic risk factors and the magnitude of error in association studies not controlling for local ancestry.

  14. Allowable variance set on left ventricular function parameter

    International Nuclear Information System (INIS)

    Zhou Li'na; Qi Zhongzhi; Zeng Yu; Ou Xiaohong; Li Lin

    2010-01-01

    Purpose: To evaluate the influence of allowable Variance settings on left ventricular function parameter of the arrhythmia patients during gated myocardial perfusion imaging. Method: 42 patients with evident arrhythmia underwent myocardial perfusion SPECT, 3 different allowable variance with 20%, 60%, 100% would be set before acquisition for every patients,and they will be acquired simultaneously. After reconstruction by Astonish, end-diastole volume(EDV) and end-systolic volume (ESV) and left ventricular ejection fraction (LVEF) would be computed with Quantitative Gated SPECT(QGS). Using SPSS software EDV, ESV, EF values of analysis of variance. Result: there is no statistical difference between three groups. Conclusion: arrhythmia patients undergo Gated myocardial perfusion imaging, Allowable Variance settings on EDV, ESV, EF value does not have a statistical meaning. (authors)

  15. Host nutrition alters the variance in parasite transmission potential.

    Science.gov (United States)

    Vale, Pedro F; Choisy, Marc; Little, Tom J

    2013-04-23

    The environmental conditions experienced by hosts are known to affect their mean parasite transmission potential. How different conditions may affect the variance of transmission potential has received less attention, but is an important question for disease management, especially if specific ecological contexts are more likely to foster a few extremely infectious hosts. Using the obligate-killing bacterium Pasteuria ramosa and its crustacean host Daphnia magna, we analysed how host nutrition affected the variance of individual parasite loads, and, therefore, transmission potential. Under low food, individual parasite loads showed similar mean and variance, following a Poisson distribution. By contrast, among well-nourished hosts, parasite loads were right-skewed and overdispersed, following a negative binomial distribution. Abundant food may, therefore, yield individuals causing potentially more transmission than the population average. Measuring both the mean and variance of individual parasite loads in controlled experimental infections may offer a useful way of revealing risk factors for potential highly infectious hosts.

  16. Minimum variance Monte Carlo importance sampling with parametric dependence

    International Nuclear Information System (INIS)

    Ragheb, M.M.H.; Halton, J.; Maynard, C.W.

    1981-01-01

    An approach for Monte Carlo Importance Sampling with parametric dependence is proposed. It depends upon obtaining by proper weighting over a single stage the overall functional dependence of the variance on the importance function parameter over a broad range of its values. Results corresponding to minimum variance are adapted and other results rejected. Numerical calculation for the estimation of intergrals are compared to Crude Monte Carlo. Results explain the occurrences of the effective biases (even though the theoretical bias is zero) and infinite variances which arise in calculations involving severe biasing and a moderate number of historis. Extension to particle transport applications is briefly discussed. The approach constitutes an extension of a theory on the application of Monte Carlo for the calculation of functional dependences introduced by Frolov and Chentsov to biasing, or importance sample calculations; and is a generalization which avoids nonconvergence to the optimal values in some cases of a multistage method for variance reduction introduced by Spanier. (orig.) [de

  17. Advanced methods of analysis variance on scenarios of nuclear prospective

    International Nuclear Information System (INIS)

    Blazquez, J.; Montalvo, C.; Balbas, M.; Garcia-Berrocal, A.

    2011-01-01

    Traditional techniques of propagation of variance are not very reliable, because there are uncertainties of 100% relative value, for this so use less conventional methods, such as Beta distribution, Fuzzy Logic and the Monte Carlo Method.

  18. Some variance reduction methods for numerical stochastic homogenization.

    Science.gov (United States)

    Blanc, X; Le Bris, C; Legoll, F

    2016-04-28

    We give an overview of a series of recent studies devoted to variance reduction techniques for numerical stochastic homogenization. Numerical homogenization requires that a set of problems is solved at the microscale, the so-called corrector problems. In a random environment, these problems are stochastic and therefore need to be repeatedly solved, for several configurations of the medium considered. An empirical average over all configurations is then performed using the Monte Carlo approach, so as to approximate the effective coefficients necessary to determine the macroscopic behaviour. Variance severely affects the accuracy and the cost of such computations. Variance reduction approaches, borrowed from other contexts in the engineering sciences, can be useful. Some of these variance reduction techniques are presented, studied and tested here. © 2016 The Author(s).

  19. Heritability, variance components and genetic advance of some ...

    African Journals Online (AJOL)

    Heritability, variance components and genetic advance of some yield and yield related traits in Ethiopian ... African Journal of Biotechnology ... randomized complete block design at Adet Agricultural Research Station in 2008 cropping season.

  20. Variance Function Partially Linear Single-Index Models1.

    Science.gov (United States)

    Lian, Heng; Liang, Hua; Carroll, Raymond J

    2015-01-01

    We consider heteroscedastic regression models where the mean function is a partially linear single index model and the variance function depends upon a generalized partially linear single index model. We do not insist that the variance function depend only upon the mean function, as happens in the classical generalized partially linear single index model. We develop efficient and practical estimation methods for the variance function and for the mean function. Asymptotic theory for the parametric and nonparametric parts of the model is developed. Simulations illustrate the results. An empirical example involving ozone levels is used to further illustrate the results, and is shown to be a case where the variance function does not depend upon the mean function.

  1. Variance estimation in the analysis of microarray data

    KAUST Repository

    Wang, Yuedong; Ma, Yanyuan; Carroll, Raymond J.

    2009-01-01

    Microarrays are one of the most widely used high throughput technologies. One of the main problems in the area is that conventional estimates of the variances that are required in the t-statistic and other statistics are unreliable owing

  2. Monge-Ampere equations and tensorial functors

    International Nuclear Information System (INIS)

    Tunitsky, Dmitry V

    2009-01-01

    We consider differential-geometric structures associated with Monge-Ampere equations on manifolds and use them to study the contact linearization of such equations. We also consider the category of Monge-Ampere equations (the morphisms are contact diffeomorphisms) and a number of subcategories. We are chiefly interested in subcategories of Monge-Ampere equations whose objects are locally contact equivalent to equations linear in the second derivatives (semilinear equations), linear in derivatives, almost linear, linear in the second derivatives and independent of the first derivatives, linear, linear and independent of the first derivatives, equations with constant coefficients or evolution equations. We construct a number of functors from the category of Monge-Ampere equations and from some of its subcategories to the category of tensorial objects (that is, multi-valued sections of tensor bundles). In particular, we construct a pseudo-Riemannian metric for every generic Monge-Ampere equation. These functors enable us to establish effectively verifiable criteria for a Monge-Ampere equation to belong to the subcategories listed above.

  3. Volatility and variance swaps : A comparison of quantitative models to calculate the fair volatility and variance strike

    OpenAIRE

    Röring, Johan

    2017-01-01

    Volatility is a common risk measure in the field of finance that describes the magnitude of an asset’s up and down movement. From only being a risk measure, volatility has become an asset class of its own and volatility derivatives enable traders to get an isolated exposure to an asset’s volatility. Two kinds of volatility derivatives are volatility swaps and variance swaps. The problem with volatility swaps and variance swaps is that they require estimations of the future variance and volati...

  4. Pseudodifferential equations over non-Archimedean spaces

    CERN Document Server

    Zúñiga-Galindo, W A

    2016-01-01

    Focusing on p-adic and adelic analogues of pseudodifferential equations, this monograph presents a very general theory of parabolic-type equations and their Markov processes motivated by their connection with models of complex hierarchic systems. The Gelfand-Shilov method for constructing fundamental solutions using local zeta functions is developed in a p-adic setting and several particular equations are studied, such as the p-adic analogues of the Klein-Gordon equation. Pseudodifferential equations for complex-valued functions on non-Archimedean local fields are central to contemporary harmonic analysis and mathematical physics and their theory reveals a deep connection with probability and number theory. The results of this book extend and complement the material presented by Vladimirov, Volovich and Zelenov (1994) and Kochubei (2001), which emphasize spectral theory and evolution equations in a single variable, and Albeverio, Khrennikov and Shelkovich (2010), which deals mainly with the theory and applica...

  5. ASYMMETRY OF MARKET RETURNS AND THE MEAN VARIANCE FRONTIER

    OpenAIRE

    SENGUPTA, Jati K.; PARK, Hyung S.

    1994-01-01

    The hypothesis that the skewness and asymmetry have no significant impact on the mean variance frontier is found to be strongly violated by monthly U.S. data over the period January 1965 through December 1974. This result raises serious doubts whether the common market portifolios such as SP 500, value weighted and equal weighted returns can serve as suitable proxies for meanvariance efficient portfolios in the CAPM framework. A new test for assessing the impact of skewness on the variance fr...

  6. Problems of variance reduction in the simulation of random variables

    International Nuclear Information System (INIS)

    Lessi, O.

    1987-01-01

    The definition of the uniform linear generator is given and some of the mostly used tests to evaluate the uniformity and the independence of the obtained determinations are listed. The problem of calculating, through simulation, some moment W of a random variable function is taken into account. The Monte Carlo method enables the moment W to be estimated and the estimator variance to be obtained. Some techniques for the construction of other estimators of W with a reduced variance are introduced

  7. Cumulative prospect theory and mean variance analysis. A rigorous comparison

    OpenAIRE

    Hens, Thorsten; Mayer, Janos

    2012-01-01

    We compare asset allocations derived for cumulative prospect theory(CPT) based on two different methods: Maximizing CPT along the mean–variance efficient frontier and maximizing it without that restriction. We find that with normally distributed returns the difference is negligible. However, using standard asset allocation data of pension funds the difference is considerable. Moreover, with derivatives like call options the restriction to the mean-variance efficient frontier results in a siza...

  8. Global Variance Risk Premium and Forex Return Predictability

    OpenAIRE

    Aloosh, Arash

    2014-01-01

    In a long-run risk model with stochastic volatility and frictionless markets, I express expected forex returns as a function of consumption growth variances and stock variance risk premiums (VRPs)—the difference between the risk-neutral and statistical expectations of market return variation. This provides a motivation for using the forward-looking information available in stock market volatility indices to predict forex returns. Empirically, I find that stock VRPs predict forex returns at a ...

  9. Global Gravity Wave Variances from Aura MLS: Characteristics and Interpretation

    Science.gov (United States)

    2008-12-01

    slight longitudinal variations, with secondary high- latitude peaks occurring over Greenland and Europe . As the QBO changes to the westerly phase, the...equatorial GW temperature variances from suborbital data (e.g., Eck- ermann et al. 1995). The extratropical wave variances are generally larger in the...emanating from tropopause altitudes, presumably radiated from tropospheric jet stream in- stabilities associated with baroclinic storm systems that

  10. Temperature variance study in Monte-Carlo photon transport theory

    International Nuclear Information System (INIS)

    Giorla, J.

    1985-10-01

    We study different Monte-Carlo methods for solving radiative transfer problems, and particularly Fleck's Monte-Carlo method. We first give the different time-discretization schemes and the corresponding stability criteria. Then we write the temperature variance as a function of the variances of temperature and absorbed energy at the previous time step. Finally we obtain some stability criteria for the Monte-Carlo method in the stationary case [fr

  11. Mean-Variance Optimization in Markov Decision Processes

    OpenAIRE

    Mannor, Shie; Tsitsiklis, John N.

    2011-01-01

    We consider finite horizon Markov decision processes under performance measures that involve both the mean and the variance of the cumulative reward. We show that either randomized or history-based policies can improve performance. We prove that the complexity of computing a policy that maximizes the mean reward under a variance constraint is NP-hard for some cases, and strongly NP-hard for others. We finally offer pseudo-polynomial exact and approximation algorithms.

  12. The asymptotic variance of departures in critically loaded queues

    NARCIS (Netherlands)

    Al Hanbali, Ahmad; Mandjes, M.R.H.; Nazarathy, Y.; Whitt, W.

    2011-01-01

    We consider the asymptotic variance of the departure counting process D(t) of the GI/G/1 queue; D(t) denotes the number of departures up to time t. We focus on the case where the system load ϱ equals 1, and prove that the asymptotic variance rate satisfies limt→∞varD(t) / t = λ(1 - 2 / π)(ca2 +

  13. Equating error in observed-score equating

    NARCIS (Netherlands)

    van der Linden, Willem J.

    2006-01-01

    Traditionally, error in equating observed scores on two versions of a test is defined as the difference between the transformations that equate the quantiles of their distributions in the sample and population of test takers. But it is argued that if the goal of equating is to adjust the scores of

  14. Optimum biasing of integral equations in Monte Carlo calculations

    International Nuclear Information System (INIS)

    Hoogenboom, J.E.

    1979-01-01

    In solving integral equations and estimating average values with the Monte Carlo method, biasing functions may be used to reduce the variancee of the estimates. A simple derivation was used to prove the existence of a zero-variance collision estimator if a specific biasing function and survival probability are applied. This optimum biasing function is the same as that used for the well known zero-variance last-event estimator

  15. Variance estimation in the analysis of microarray data

    KAUST Repository

    Wang, Yuedong

    2009-04-01

    Microarrays are one of the most widely used high throughput technologies. One of the main problems in the area is that conventional estimates of the variances that are required in the t-statistic and other statistics are unreliable owing to the small number of replications. Various methods have been proposed in the literature to overcome this lack of degrees of freedom problem. In this context, it is commonly observed that the variance increases proportionally with the intensity level, which has led many researchers to assume that the variance is a function of the mean. Here we concentrate on estimation of the variance as a function of an unknown mean in two models: the constant coefficient of variation model and the quadratic variance-mean model. Because the means are unknown and estimated with few degrees of freedom, naive methods that use the sample mean in place of the true mean are generally biased because of the errors-in-variables phenomenon. We propose three methods for overcoming this bias. The first two are variations on the theme of the so-called heteroscedastic simulation-extrapolation estimator, modified to estimate the variance function consistently. The third class of estimators is entirely different, being based on semiparametric information calculations. Simulations show the power of our methods and their lack of bias compared with the naive method that ignores the measurement error. The methodology is illustrated by using microarray data from leukaemia patients.

  16. Why risk is not variance: an expository note.

    Science.gov (United States)

    Cox, Louis Anthony Tony

    2008-08-01

    Variance (or standard deviation) of return is widely used as a measure of risk in financial investment risk analysis applications, where mean-variance analysis is applied to calculate efficient frontiers and undominated portfolios. Why, then, do health, safety, and environmental (HS&E) and reliability engineering risk analysts insist on defining risk more flexibly, as being determined by probabilities and consequences, rather than simply by variances? This note suggests an answer by providing a simple proof that mean-variance decision making violates the principle that a rational decisionmaker should prefer higher to lower probabilities of receiving a fixed gain, all else being equal. Indeed, simply hypothesizing a continuous increasing indifference curve for mean-variance combinations at the origin is enough to imply that a decisionmaker must find unacceptable some prospects that offer a positive probability of gain and zero probability of loss. Unlike some previous analyses of limitations of variance as a risk metric, this expository note uses only simple mathematics and does not require the additional framework of von Neumann Morgenstern utility theory.

  17. A versatile omnibus test for detecting mean and variance heterogeneity.

    Science.gov (United States)

    Cao, Ying; Wei, Peng; Bailey, Matthew; Kauwe, John S K; Maxwell, Taylor J

    2014-01-01

    Recent research has revealed loci that display variance heterogeneity through various means such as biological disruption, linkage disequilibrium (LD), gene-by-gene (G × G), or gene-by-environment interaction. We propose a versatile likelihood ratio test that allows joint testing for mean and variance heterogeneity (LRT(MV)) or either effect alone (LRT(M) or LRT(V)) in the presence of covariates. Using extensive simulations for our method and others, we found that all parametric tests were sensitive to nonnormality regardless of any trait transformations. Coupling our test with the parametric bootstrap solves this issue. Using simulations and empirical data from a known mean-only functional variant, we demonstrate how LD can produce variance-heterogeneity loci (vQTL) in a predictable fashion based on differential allele frequencies, high D', and relatively low r² values. We propose that a joint test for mean and variance heterogeneity is more powerful than a variance-only test for detecting vQTL. This takes advantage of loci that also have mean effects without sacrificing much power to detect variance only effects. We discuss using vQTL as an approach to detect G × G interactions and also how vQTL are related to relationship loci, and how both can create prior hypothesis for each other and reveal the relationships between traits and possibly between components of a composite trait.

  18. Variance-based sensitivity indices for models with dependent inputs

    International Nuclear Information System (INIS)

    Mara, Thierry A.; Tarantola, Stefano

    2012-01-01

    Computational models are intensively used in engineering for risk analysis or prediction of future outcomes. Uncertainty and sensitivity analyses are of great help in these purposes. Although several methods exist to perform variance-based sensitivity analysis of model output with independent inputs only a few are proposed in the literature in the case of dependent inputs. This is explained by the fact that the theoretical framework for the independent case is set and a univocal set of variance-based sensitivity indices is defined. In the present work, we propose a set of variance-based sensitivity indices to perform sensitivity analysis of models with dependent inputs. These measures allow us to distinguish between the mutual dependent contribution and the independent contribution of an input to the model response variance. Their definition relies on a specific orthogonalisation of the inputs and ANOVA-representations of the model output. In the applications, we show the interest of the new sensitivity indices for model simplification setting. - Highlights: ► Uncertainty and sensitivity analyses are of great help in engineering. ► Several methods exist to perform variance-based sensitivity analysis of model output with independent inputs. ► We define a set of variance-based sensitivity indices for models with dependent inputs. ► Inputs mutual contributions are distinguished from their independent contributions. ► Analytical and computational tests are performed and discussed.

  19. Constrained evolution in numerical relativity

    Science.gov (United States)

    Anderson, Matthew William

    The strongest potential source of gravitational radiation for current and future detectors is the merger of binary black holes. Full numerical simulation of such mergers can provide realistic signal predictions and enhance the probability of detection. Numerical simulation of the Einstein equations, however, is fraught with difficulty. Stability even in static test cases of single black holes has proven elusive. Common to unstable simulations is the growth of constraint violations. This work examines the effect of controlling the growth of constraint violations by solving the constraints periodically during a simulation, an approach called constrained evolution. The effects of constrained evolution are contrasted with the results of unconstrained evolution, evolution where the constraints are not solved during the course of a simulation. Two different formulations of the Einstein equations are examined: the standard ADM formulation and the generalized Frittelli-Reula formulation. In most cases constrained evolution vastly improves the stability of a simulation at minimal computational cost when compared with unconstrained evolution. However, in the more demanding test cases examined, constrained evolution fails to produce simulations with long-term stability in spite of producing improvements in simulation lifetime when compared with unconstrained evolution. Constrained evolution is also examined in conjunction with a wide variety of promising numerical techniques, including mesh refinement and overlapping Cartesian and spherical computational grids. Constrained evolution in boosted black hole spacetimes is investigated using overlapping grids. Constrained evolution proves to be central to the host of innovations required in carrying out such intensive simulations.

  20. Measurement error models with uncertainty about the error variance

    NARCIS (Netherlands)

    Oberski, D.L.; Satorra, A.

    2013-01-01

    It is well known that measurement error in observable variables induces bias in estimates in standard regression analysis and that structural equation models are a typical solution to this problem. Often, multiple indicator equations are subsumed as part of the structural equation model, allowing

  1. Dilation of non-quasifree dissipative evolution

    Energy Technology Data Exchange (ETDEWEB)

    Varilly, J C [Costa Rica Univ., San Jose. Escuela de Matematica

    1981-03-01

    A semigroup evolution for the 1/2-spin which admits a conservative dilation is known to be governed by a Bloch equation in a standard form. Here we construct a conservative dilation directly from the Bloch equation, thus yielding an example of a dilation scheme for an evolution which is not quasifree. Moreover, we show that this conservative evolution is never ergodic in the non-quasifree case.

  2. Minimal length, Friedmann equations and maximum density

    Energy Technology Data Exchange (ETDEWEB)

    Awad, Adel [Center for Theoretical Physics, British University of Egypt,Sherouk City 11837, P.O. Box 43 (Egypt); Department of Physics, Faculty of Science, Ain Shams University,Cairo, 11566 (Egypt); Ali, Ahmed Farag [Centre for Fundamental Physics, Zewail City of Science and Technology,Sheikh Zayed, 12588, Giza (Egypt); Department of Physics, Faculty of Science, Benha University,Benha, 13518 (Egypt)

    2014-06-16

    Inspired by Jacobson’s thermodynamic approach, Cai et al. have shown the emergence of Friedmann equations from the first law of thermodynamics. We extend Akbar-Cai derivation http://dx.doi.org/10.1103/PhysRevD.75.084003 of Friedmann equations to accommodate a general entropy-area law. Studying the resulted Friedmann equations using a specific entropy-area law, which is motivated by the generalized uncertainty principle (GUP), reveals the existence of a maximum energy density closed to Planck density. Allowing for a general continuous pressure p(ρ,a) leads to bounded curvature invariants and a general nonsingular evolution. In this case, the maximum energy density is reached in a finite time and there is no cosmological evolution beyond this point which leaves the big bang singularity inaccessible from a spacetime prospective. The existence of maximum energy density and a general nonsingular evolution is independent of the equation of state and the spacial curvature k. As an example we study the evolution of the equation of state p=ωρ through its phase-space diagram to show the existence of a maximum energy which is reachable in a finite time.

  3. New application of Exp-function method for improved Boussinesq equation

    Energy Technology Data Exchange (ETDEWEB)

    Abdou, M.A. [Theoretical Research Group, Physics Department, Faculty of Science, Mansoura University, 35516 Mansoura (Egypt); Department of Physics, Faculty of Education for Girls, Science Departments, King Khalid University, Bisha (Saudi Arabia)], E-mail: m_abdou_eg@yahoo.com; Soliman, A.A. [Department of Mathematics, Faculty of Education (AL-Arish) Suez Canal University, AL-Arish 45111 (Egypt); Department of Mathematics, Teacher' s College (Bisha), King Khalid University, Bisha, PO Box 551 (Saudi Arabia)], E-mail: asoliman_99@yahoo.com; El-Basyony, S.T. [Theoretical Research Group, Physics Department, Faculty of Science, Mansoura University, 35516 Mansoura (Egypt)

    2007-10-01

    The Exp-function method is used to obtain generalized solitary solutions and periodic solutions for nonlinear evolution equations arising in mathematical physics with the aid of symbolic computation method, namely, the improved Boussinesq equation. The method is straightforward and concise, and its applications is promising for other nonlinear evolution equations in mathematical physics.

  4. A generalized simplest equation method and its application to the Boussinesq-Burgers equation.

    Science.gov (United States)

    Sudao, Bilige; Wang, Xiaomin

    2015-01-01

    In this paper, a generalized simplest equation method is proposed to seek exact solutions of nonlinear evolution equations (NLEEs). In the method, we chose a solution expression with a variable coefficient and a variable coefficient ordinary differential auxiliary equation. This method can yield a Bäcklund transformation between NLEEs and a related constraint equation. By dealing with the constraint equation, we can derive infinite number of exact solutions for NLEEs. These solutions include the traveling wave solutions, non-traveling wave solutions, multi-soliton solutions, rational solutions, and other types of solutions. As applications, we obtained wide classes of exact solutions for the Boussinesq-Burgers equation by using the generalized simplest equation method.

  5. CMB-S4 and the hemispherical variance anomaly

    Science.gov (United States)

    O'Dwyer, Márcio; Copi, Craig J.; Knox, Lloyd; Starkman, Glenn D.

    2017-09-01

    Cosmic microwave background (CMB) full-sky temperature data show a hemispherical asymmetry in power nearly aligned with the Ecliptic. In real space, this anomaly can be quantified by the temperature variance in the Northern and Southern Ecliptic hemispheres, with the Northern hemisphere displaying an anomalously low variance while the Southern hemisphere appears unremarkable [consistent with expectations from the best-fitting theory, Lambda Cold Dark Matter (ΛCDM)]. While this is a well-established result in temperature, the low signal-to-noise ratio in current polarization data prevents a similar comparison. This will change with a proposed ground-based CMB experiment, CMB-S4. With that in mind, we generate realizations of polarization maps constrained by the temperature data and predict the distribution of the hemispherical variance in polarization considering two different sky coverage scenarios possible in CMB-S4: full Ecliptic north coverage and just the portion of the North that can be observed from a ground-based telescope at the high Chilean Atacama plateau. We find that even in the set of realizations constrained by the temperature data, the low Northern hemisphere variance observed in temperature is not expected in polarization. Therefore, observing an anomalously low variance in polarization would make the hypothesis that the temperature anomaly is simply a statistical fluke more unlikely and thus increase the motivation for physical explanations. We show, within ΛCDM, how variance measurements in both sky coverage scenarios are related. We find that the variance makes for a good statistic in cases where the sky coverage is limited, however, full northern coverage is still preferable.

  6. Variance of the number of tumors in a model for the induction of osteosarcoma by alpha radiation

    International Nuclear Information System (INIS)

    Groer, P.G.; Marshall, J.H.

    1976-01-01

    An earlier report on a model for the induction of osteosarcoma by alpha radiation gave differential equations for the mean numbers of normal, transformed, and malignant cells. In this report we show that for a constant dose rate the variance of the number of cells at each stage and time is equal to the corresponding mean, so the numbers of tumors predicted by the model have a Poisson distribution about their mean values

  7. CIME course on Control of Partial Differential Equations

    CERN Document Server

    Alabau-Boussouira, Fatiha; Glass, Olivier; Le Rousseau, Jérôme; Zuazua, Enrique

    2012-01-01

    The term “control theory” refers to the body of results - theoretical, numerical and algorithmic - which have been developed to influence the evolution of the state of a given system in order to meet a prescribed performance criterion. Systems of interest to control theory may be of very different natures. This monograph is concerned with models that can be described by partial differential equations of evolution. It contains five major contributions and is connected to the CIME Course on Control of Partial Differential Equations that took place in Cetraro (CS, Italy), July 19 - 23, 2010.  Specifically, it covers the stabilization of evolution equations, control of the Liouville equation, control in fluid mechanics, control and numerics for the wave equation, and Carleman estimates for elliptic and parabolic equations with application to control. We are confident this work will provide an authoritative reference work for all scientists who are interested in this field, representing at the same time a fri...

  8. Exact traveling wave solutions of modified KdV-Zakharov-Kuznetsov equation and viscous Burgers equation.

    Science.gov (United States)

    Islam, Md Hamidul; Khan, Kamruzzaman; Akbar, M Ali; Salam, Md Abdus

    2014-01-01

    Mathematical modeling of many physical systems leads to nonlinear evolution equations because most physical systems are inherently nonlinear in nature. The investigation of traveling wave solutions of nonlinear partial differential equations (NPDEs) plays a significant role in the study of nonlinear physical phenomena. In this article, we construct the traveling wave solutions of modified KDV-ZK equation and viscous Burgers equation by using an enhanced (G '/G) -expansion method. A number of traveling wave solutions in terms of unknown parameters are obtained. Derived traveling wave solutions exhibit solitary waves when special values are given to its unknown parameters. 35C07; 35C08; 35P99.

  9. Genetic Variance in Homophobia: Evidence from Self- and Peer Reports.

    Science.gov (United States)

    Zapko-Willmes, Alexandra; Kandler, Christian

    2018-01-01

    The present twin study combined self- and peer assessments of twins' general homophobia targeting gay men in order to replicate previous behavior genetic findings across different rater perspectives and to disentangle self-rater-specific variance from common variance in self- and peer-reported homophobia (i.e., rater-consistent variance). We hypothesized rater-consistent variance in homophobia to be attributable to genetic and nonshared environmental effects, and self-rater-specific variance to be partially accounted for by genetic influences. A sample of 869 twins and 1329 peer raters completed a seven item scale containing cognitive, affective, and discriminatory homophobic tendencies. After correction for age and sex differences, we found most of the genetic contributions (62%) and significant nonshared environmental contributions (16%) to individual differences in self-reports on homophobia to be also reflected in peer-reported homophobia. A significant genetic component, however, was self-report-specific (38%), suggesting that self-assessments alone produce inflated heritability estimates to some degree. Different explanations are discussed.

  10. How does variance in fertility change over the demographic transition?

    Science.gov (United States)

    Hruschka, Daniel J; Burger, Oskar

    2016-04-19

    Most work on the human fertility transition has focused on declines in mean fertility. However, understanding changes in the variance of reproductive outcomes can be equally important for evolutionary questions about the heritability of fertility, individual determinants of fertility and changing patterns of reproductive skew. Here, we document how variance in completed fertility among women (45-49 years) differs across 200 surveys in 72 low- to middle-income countries where fertility transitions are currently in progress at various stages. Nearly all (91%) of samples exhibit variance consistent with a Poisson process of fertility, which places systematic, and often severe, theoretical upper bounds on the proportion of variance that can be attributed to individual differences. In contrast to the pattern of total variance, these upper bounds increase from high- to mid-fertility samples, then decline again as samples move from mid to low fertility. Notably, the lowest fertility samples often deviate from a Poisson process. This suggests that as populations move to low fertility their reproduction shifts from a rate-based process to a focus on an ideal number of children. We discuss the implications of these findings for predicting completed fertility from individual-level variables. © 2016 The Author(s).

  11. Kinetic equation solution by inverse kinetic method

    International Nuclear Information System (INIS)

    Salas, G.

    1983-01-01

    We propose a computer program (CAMU) which permits to solve the inverse kinetic equation. The CAMU code is written in HPL language for a HP 982 A microcomputer with a peripheral interface HP 9876 A ''thermal graphic printer''. The CAMU code solves the inverse kinetic equation by taking as data entry the output of the ionization chambers and integrating the equation with the help of the Simpson method. With this program we calculate the evolution of the reactivity in time for a given disturbance

  12. Impact of Damping Uncertainty on SEA Model Response Variance

    Science.gov (United States)

    Schiller, Noah; Cabell, Randolph; Grosveld, Ferdinand

    2010-01-01

    Statistical Energy Analysis (SEA) is commonly used to predict high-frequency vibroacoustic levels. This statistical approach provides the mean response over an ensemble of random subsystems that share the same gross system properties such as density, size, and damping. Recently, techniques have been developed to predict the ensemble variance as well as the mean response. However these techniques do not account for uncertainties in the system properties. In the present paper uncertainty in the damping loss factor is propagated through SEA to obtain more realistic prediction bounds that account for both ensemble and damping variance. The analysis is performed on a floor-equipped cylindrical test article that resembles an aircraft fuselage. Realistic bounds on the damping loss factor are determined from measurements acquired on the sidewall of the test article. The analysis demonstrates that uncertainties in damping have the potential to significantly impact the mean and variance of the predicted response.

  13. Genetic and environmental variance in content dimensions of the MMPI.

    Science.gov (United States)

    Rose, R J

    1988-08-01

    To evaluate genetic and environmental variance in the Minnesota Multiphasic Personality Inventory (MMPI), I studied nine factor scales identified in the first item factor analysis of normal adult MMPIs in a sample of 820 adolescent and young adult co-twins. Conventional twin comparisons documented heritable variance in six of the nine MMPI factors (Neuroticism, Psychoticism, Extraversion, Somatic Complaints, Inadequacy, and Cynicism), whereas significant influence from shared environmental experience was found for four factors (Masculinity versus Femininity, Extraversion, Religious Orthodoxy, and Intellectual Interests). Genetic variance in the nine factors was more evident in results from twin sisters than those of twin brothers, and a developmental-genetic analysis, using hierarchical multiple regressions of double-entry matrixes of the twins' raw data, revealed that in four MMPI factor scales, genetic effects were significantly modulated by age or gender or their interaction during the developmental period from early adolescence to early adulthood.

  14. A new variance stabilizing transformation for gene expression data analysis.

    Science.gov (United States)

    Kelmansky, Diana M; Martínez, Elena J; Leiva, Víctor

    2013-12-01

    In this paper, we introduce a new family of power transformations, which has the generalized logarithm as one of its members, in the same manner as the usual logarithm belongs to the family of Box-Cox power transformations. Although the new family has been developed for analyzing gene expression data, it allows a wider scope of mean-variance related data to be reached. We study the analytical properties of the new family of transformations, as well as the mean-variance relationships that are stabilized by using its members. We propose a methodology based on this new family, which includes a simple strategy for selecting the family member adequate for a data set. We evaluate the finite sample behavior of different classical and robust estimators based on this strategy by Monte Carlo simulations. We analyze real genomic data by using the proposed transformation to empirically show how the new methodology allows the variance of these data to be stabilized.

  15. Pricing perpetual American options under multiscale stochastic elasticity of variance

    International Nuclear Information System (INIS)

    Yoon, Ji-Hun

    2015-01-01

    Highlights: • We study the effects of the stochastic elasticity of variance on perpetual American option. • Our SEV model consists of a fast mean-reverting factor and a slow mean-revering factor. • A slow scale factor has a very significant impact on the option price. • We analyze option price structures through the market prices of elasticity risk. - Abstract: This paper studies pricing the perpetual American options under a constant elasticity of variance type of underlying asset price model where the constant elasticity is replaced by a fast mean-reverting Ornstein–Ulenbeck process and a slowly varying diffusion process. By using a multiscale asymptotic analysis, we find the impact of the stochastic elasticity of variance on the option prices and the optimal exercise prices with respect to model parameters. Our results enhance the existing option price structures in view of flexibility and applicability through the market prices of elasticity risk

  16. Chemical Equation Balancing.

    Science.gov (United States)

    Blakley, G. R.

    1982-01-01

    Reviews mathematical techniques for solving systems of homogeneous linear equations and demonstrates that the algebraic method of balancing chemical equations is a matter of solving a system of homogeneous linear equations. FORTRAN programs using this matrix method to chemical equation balancing are available from the author. (JN)

  17. The mean and variance of phylogenetic diversity under rarefaction.

    Science.gov (United States)

    Nipperess, David A; Matsen, Frederick A

    2013-06-01

    Phylogenetic diversity (PD) depends on sampling depth, which complicates the comparison of PD between samples of different depth. One approach to dealing with differing sample depth for a given diversity statistic is to rarefy, which means to take a random subset of a given size of the original sample. Exact analytical formulae for the mean and variance of species richness under rarefaction have existed for some time but no such solution exists for PD.We have derived exact formulae for the mean and variance of PD under rarefaction. We confirm that these formulae are correct by comparing exact solution mean and variance to that calculated by repeated random (Monte Carlo) subsampling of a dataset of stem counts of woody shrubs of Toohey Forest, Queensland, Australia. We also demonstrate the application of the method using two examples: identifying hotspots of mammalian diversity in Australasian ecoregions, and characterising the human vaginal microbiome.There is a very high degree of correspondence between the analytical and random subsampling methods for calculating mean and variance of PD under rarefaction, although the Monte Carlo method requires a large number of random draws to converge on the exact solution for the variance.Rarefaction of mammalian PD of ecoregions in Australasia to a common standard of 25 species reveals very different rank orderings of ecoregions, indicating quite different hotspots of diversity than those obtained for unrarefied PD. The application of these methods to the vaginal microbiome shows that a classical score used to quantify bacterial vaginosis is correlated with the shape of the rarefaction curve.The analytical formulae for the mean and variance of PD under rarefaction are both exact and more efficient than repeated subsampling. Rarefaction of PD allows for many applications where comparisons of samples of different depth is required.

  18. Handbook of integral equations

    CERN Document Server

    Polyanin, Andrei D

    2008-01-01

    This handbook contains over 2,500 integral equations with solutions as well as analytical and numerical methods for solving linear and nonlinear equations. It explores Volterra, Fredholm, WienerHopf, Hammerstein, Uryson, and other equations that arise in mathematics, physics, engineering, the sciences, and economics. This second edition includes new chapters on mixed multidimensional equations and methods of integral equations for ODEs and PDEs, along with over 400 new equations with exact solutions. With many examples added for illustrative purposes, it presents new material on Volterra, Fredholm, singular, hypersingular, dual, and nonlinear integral equations, integral transforms, and special functions.

  19. Variance estimation for sensitivity analysis of poverty and inequality measures

    Directory of Open Access Journals (Sweden)

    Christian Dudel

    2017-04-01

    Full Text Available Estimates of poverty and inequality are often based on application of a single equivalence scale, despite the fact that a large number of different equivalence scales can be found in the literature. This paper describes a framework for sensitivity analysis which can be used to account for the variability of equivalence scales and allows to derive variance estimates of results of sensitivity analysis. Simulations show that this method yields reliable estimates. An empirical application reveals that accounting for both variability of equivalence scales and sampling variance leads to confidence intervals which are wide.

  20. Variance of a product with application to uranium estimation

    International Nuclear Information System (INIS)

    Lowe, V.W.; Waterman, M.S.

    1976-01-01

    The U in a container can either be determined directly by NDA or by estimating the weight of material in the container and the concentration of U in this material. It is important to examine the statistical properties of estimating the amount of U by multiplying the estimates of weight and concentration. The variance of the product determines the accuracy of the estimate of the amount of uranium. This paper examines the properties of estimates of the variance of the product of two random variables