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algorithms for bounded-influence estimation

COMPUTATIONAL STATISTICS & DATA ANALYSIS 2007年第5期51卷 2531-2541页

作者： Bellio, Ruggero Univ Udine Dept Stat I-33100 Udine Italy

Bounded-influence estimation is a well developed and useful theory. It provides fairly efficient estimators which are robust to outliers and local model departures. However, its use has been limited thus far, mainly because of computational difficulties. A careful implementation in modern statistical software can effectively overcome the numerical problems of bounded-influence estimators. The proposed approach is based on general methods for solving estimating equations, together with suitable methods developed in the statistical literature, such as the delta algorithm and nested iterations. The focus is on Mallows estimation in generalized linear models and on optimal bias-robust estimation in models for independent data, such as regression models with asymmetrically distributed errors. (c) 2006 Elsevier B.V. All rights reserved.

关键词： estimating equation numerical algorithm optimal bias-robust estimator regression model robustness

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An effective analytical-algorithmic approach to solve diffusion-type differential equations with non-linear sources: Unbounded domains

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COMPUTERS & CHEMICAL ENGINEERING 2007年第9期31卷 1174-1180页

作者： Oyanader, Mario Arce, Pedro Tennessee Technol Univ Cookeville TN 38505 USA Univ Catolica Norte Chem & Environm Engn Dept Antofagasta Chile

Many technological applications need of differential models either for their microscopic or macroscopic description and, frequently, they involve non-linear equations. There is a class of differential models that is the diffusive-reaction type models that have a very large number of applications in different chemical engineering problems. These include transport and reaction in catalytic processes, heat and mass transfer in more than one phase, and electrostatic potentials in many current electrokinetic processes, just to name a few. Solutions to these models are either by linear approximations of the non-linear source, by other approximations of such non-linearity, or by numerical methods that frequently are heavily dependent of the mesh size for a successful convergence. In this contribution, an analytical-logarithmic approach is introduced and applied to unbounded domains of a rectangular, cylindrical, and spherical geometry for the case of electrostatic potential around a particle or an electrode in a given solution. Due to the lack of general methods to derive analytical solutions for differential models with non-linear sources, this study has focused on developing an efficient and economical procedure to obtain a formal analytical solution for such models that is used in a simple predictor-corrector approach to predict the correct solution. The proposed method involves the use of a recursive function,integral(AO), of the non-linear dependable variable that work as a corrector function. The procedure converts the non-linear ordinary differential equation in a simpler pseudo-linear ordinary differential equation whose analytical solution is later modified by means of the integral(AO) correction function to obtain the correct solution. The start of the algorithmic approach uses the case of integral(AO) = 1, that is the "true" solution to the linear approximation. Afterwards, the correction function is updated until convergence to the solution of the original non-

关键词： non-linear differential equations numerical algorithm correction function Poisson-Boltzmann equation

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A comparison of DHW algorithm for temperature distribution calculation with Fourier's algorithm for transmission of heat between discrete bodies

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INTERNATIONAL JOURNAL OF THERMOPHYSICS 2007年第3期28卷 891-905页

作者： Gembarovic, Jozef Gembarovic, Jozef, Jr. TPRL Inc W Lafayette IN 47906 USA Purdue Univ Coll Technol W Lafayette IN 47906 USA

In this article, our damped-heat wave (DHW) algorithm for the calculation of temperature distribution in a homogeneous finite medium is compared with Fourier's algorithm for transmission of heat between discrete b... 详细信息

关键词： heat conduction numerical algorithm temperature distribution

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Robust characteristics method for modelling multiphase visco-elasto-plastic thermo-mechanical problems

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PHYSICS OF THE EARTH AND PLANETARY INTERIORS 2007年第1-4期163卷 83-105页

作者： Gerya, Taras V. Yuen, David A. ETH Swiss Fed Inst Technol Inst Geophys Dept GeosciGeophys Fluid Grp CH-8093 Zurich Switzerland Univ Minnesota Dept Geol & Geophys Minnesota Supercomp Inst Minneapolis MN 55455 USA

We have extended our previous 2D method [Gerya, T.V., Yuen, D.A., 2003. Characteristics-based marker-in-cell method with conservative finite-differences schemes for modeling geological flows with strongly variable transport properties. Phys. Earth Planet. Interiors 140, 295-320], which is a combination of conservative finite-differences with marker-in-cell techniques to include the effects of visco-elasto-plastic rheology, self-gravitation and a self-consistently derived evolving curvilinear planetary surface. This code is called 12ELVIS and can solve a new class of computationally challenging problems in geodynamics, such as shear localization with large strains, crustal intrusion emplacement of magmas, bending of realistic visco-elasto-plastic plates and core-formation by vigorous shell tectonics activities related to a global Rayleigh-Taylor instability of a metal layer formed around silicate-rich lower density (primordial) core during planetary accretion. We discuss in detail the computational strategy required the rheological constraints to be satisfied at each time step and spatial location. We show analytical benchmarks and examples drawn from comparing between numerical and analogue experiments in structural geology, subducting slab bending with a visco-elasto-plastic rheology and equilibrium spherical configurations from self-gravitation. We have also tested possibilities of future applications by addressing 3D geometries based on multigrid method and including inertial effects in the momentum equation with tracers in order to simulate meteoritic impact events and eventually earthquake instabilities. (c) 2007 Elsevier B.V. All rights reserved.

关键词： numerical algorithm visco-elasto-plasticity self-gravitation free curvilinear surface inertial effects

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Computation of the inverse Laplace transform based on a collocation method which uses only real values

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JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS 2007年第1期198卷 98-115页

作者： Cuomo, S. D'Amore, L. Murli, A. Rizzardi, M. Univ Naples Federico II I-80126 Naples Italy Univ Naples Parthenope I-80133 Naples Italy

We develop a numerical algorithm for inverting a Laplace transform (I-T), based on Laguerre polynomial series expansion of the inverse function under the assumption that the LT is known on the real axis only. The method belongs to the class of Collocation methods (C-methods), and is applicable when the LT function is regular at infinity. Difficulties associated with these problems are due to their intrinsic ill-posedness. The main contribution of this paper is to provide computable estimates of truncation, discretization, conditioning and roundoff errors introduced by numerical computations. Moreover, we introduce the pseudoaccuracy which will be used by the numerical algorithm in order to provide uniform scaled accuracy of the computed approximation for any x with respect to e(sigma chi). These estimates are then employed to dynamically truncate the series expansion. In other words, the number of the terms of the series acts like the regularization parameter which provides the trade-off between errors. With the aim to validate the reliability and usability of the algorithm experiments were carried out on several test functions. (c) 2005 Elsevier B.V. All rights reserved.

关键词： Laplace transform real inversion collocation methods error analysis numerical algorithm

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Stationary analysis of a fluid queue driven by some countable state space Markov chain

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METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY 2007年第4期9卷 521-540页

作者： Guillemin, Fabrice Sericola, Bruno IRISA INRIA F-35042 Rennes France France Telecom F-22300 Lannion France

Motivated by queueing systems playing a key role in the performance evaluation of telecommunication networks, we analyze in this paper the stationary behavior of a fluid queue, when the instantaneous input rate is driven by a continuous-time Markov chain with finite or infinite state space. In the case of an infinite state space and for particular classes of Markov chains with a countable state space, such as quasi birth and death processes or Markov chains of the G/M/1 type, we develop an algorithm to compute the stationary probability distribution function of the buffer level in the fluid queue. This algorithm relies on simple recurrence relations satisfied by key characteristics of an auxiliary queueing system with normalized input rates.

关键词： fluid queues Markov chains uniformization stationary regime numerical algorithm

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Parallelism of double Divide and Conquer algorithm for singular value decomposition

Parallelism of double Divide and Conquer algorithm for singu...

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International Conference on Parallel and Distributed Computing and Networks

作者： Konda, Taro Tsuboi, Hiroaki Takata, Masami IIwasaki, Masashi Nakamura, Yoshimasa Kyoto Univ Grad Sch Informat Dept Appl Math & Phys Sakyo Ku Yoshida Honmachi Kyoto Japan Nara Womens Univ Grad Sch Humanity & Sci Nara Japan JST SORST Osaka Japan

ISBN: (纸本)9780889866379

This paper presents some numerical evaluations of parallel double Divide and Conquer for singular value decomposition. For eigenvalue decomposition and singular value decomposition, double Divide and Conquer was recently proposed. It rst computes eigen/singular values by a compact version of Divide and Conquer. The corresponding eigen/singular vectors are then computed by twisted factorization. The speed and accuracy of double Divide and Conquer are as good or even better than standard algorithms such as QR and the original Divide and Conquer. In addition, it is expected that double Divide and Conquer has great parallelism because each step is theoretically parallel and heavy communication is not required. This paper numerically evaluates a parallel implementation of dDC with MPI on some large scale problems using a distributed memory architecture and a massively parallel super computer, especially in terms of parallelism. It shows high scalability and super linear speed-up is observed in some cases.

关键词： parallel computing singular value decomposition eigenvalue decomposition numerical algorithm linear algebra

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Multibody dynamics modelling and analysis of the human hand

Multibody dynamics modelling and analysis of the human hand

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作者： Carvalho, André Rui Dantas University of Victoria

学位级别：master

This thesis presents a simulation model for the dynamics of the human hand for application to an anthropomorphic prosthesis. The Articulated Body algorithm (ABA) algorithm was selected to model the dynamics of a tree type robotic structure. The ABA is a numerical Newton-Euler based algorithm that solves the forward dynamics (obtaining the joint accelerations from the applied torques and forces) for a joint-link model. The main advantage of this algorithm resides in the analysis of the system link by link rather than the entire system analysis. This feature enables the implementation of a computationally efficient code and makes the algorithm generic enough to be applied to almost any robotic structure, with minimal additional effort. Furthermore, as the basic algorithm only handles serial structures, it was modified to include the effect of the gravity, loads on the end-effector, elasticity and damping at the joints, the generalization to tree-type structures, and, finally, the inclusion of impact analysis

关键词： Robotics Biomechanics numerical algorithm Robot Simulation UVic Subject Index Sciences and Engineering Engineering Mechanical engineering

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numerical algorithm for medium voltage overhead lines protection and adaptive autoreclosure

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ELECTRICAL ENGINEERING 2003年第2期85卷 95-99页

作者： Terzija, VV Radojevic, ZM ABB Calor Emag Mittelspannung GmbH CMS AS D-40472 Ratingen Germany Fac Elect Engn Belgrade Serbia Monteneg Yugoslavia

In this paper a new numerical algorithm for medium voltage overhead line protection and autoreclosure is presented. It is based on one terminal data processing and it is derived in the time domain. In the algorithm, the fault location and fault nature (arcing or arcless fault) are estimated using the linear least error squares estimation technique. An arc occurring on the fault point during arcing faults on overhead lines is included in the consideration of the problem. Additionally, by introducing the pre-fault load current in the existing model, better algorithm performances are achieved. The algorithm is derived for the case of a three-phase symmetrical fault. The computer simulation results of the algorithm testing are presented and, in particular, the algorithm sensitivity to arc elongation effects and processing of the signals in the presence of harmonics is tested and analysed.

关键词： fault location electrical arc estimation technique numerical algorithm superposition principle

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On numerical solution of dynamic problems in the theory of reinforced shells

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INTERNATIONAL APPLIED MECHANICS 2006年第5期42卷 536-540页

作者： Lugovoi, P. Z. Meish, V. F. Rybakin, B. P. Sekrieru, G. V. Natl Acad Sci Ukraine SP Timoshenko Inst Mech Kiev Ukraine Moldavian Acad Sci Inst Math & Comp Sci Kishinev Moldova

Dynamic problems for cylindrical shells reinforced with discrete ribs are examined. A numerical algorithm based on Richardson extrapolation is developed. Specific problems are solved, and the results are analyzed.

关键词： reinforced cylindrical shell Timoshenko model discrete ribs forced vibration numerical algorithm Richardson extrapolation

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