Inexact solution of auxiliary problems in Polyak type algorithms
In many econometric applications there is prior information available for some or all parameters of the underlying model which can be formulated in form of inequality constraints. Procedures which incorporate this prior information promise to lead to improved inference. However careful application seems to be necessary. In this paper we will review some methods proposed in the literature. Among these there are inequality constrained least squares (ICLS), constrained maximum likelihood (CML) and...
In this paper we consider three measures of overlap, namely Matusia’s measure , Morisita’s measure and Weitzman’s measure . These measures are usually used in quantitative ecology and stress-strength models of reliability analysis. Herein we consider two Weibull distributions having the same shape parameter and different scale parameters. This distribution is known to be the most flexible life distribution model with two parameters. Monte Carlo evaluations are used to study the bias and precision...
In this paper we consider three measures of overlap, namely Matusia's measure ρ, Morisita's measure λ and Weitzman's measure Δ. These measures are usually used in quantitative ecology and stress-strength models of reliability analysis. Herein we consider two Weibull distributions having the same shape parameter and different scale parameters. This distribution is known to be the most flexible life distribution model with two parameters. Monte Carlo evaluations are used to study the bias and precision...
Reaction-diffusion equations arise as mathematical models in a series of important applications. Some difference schemes to the solution of the Fisher's equation are presented.
The article considers the effectiveness of various methods used to solve systems of linear equations (which emerge while modeling computer networks and systems with Markov chains) and the practical influence of the methods applied on accuracy. The paper considers some hybrids of both direct and iterative methods. Two varieties of the Gauss elimination will be considered as an example of direct methods: the LU factorization method and the WZ factorization method. The Gauss-Seidel iterative method...
We study the influence of time delays on the dynamics of the general Hahnfeldt et al. model of an angiogenesis process. We analyse the dynamics of the system for different values of the parameter α which reflects the strength of stimulation of the vessel formation process. Time delays are introduced in three subprocesses: tumour growth, stimulation and inhibition of vessel formation (represented by endothelial cell dynamics). We focus on possible destabilisation of the positive steady state due...
Epidemiologic data suggest that schools and daycare facilities likely play a major role in the dissemination of influenza. Pathogen transmission within such small, inhomogenously mixed populations is difficult to model using traditional approaches. We developed simulation based mathematical tool to investigate the effects of social contact networks on pathogen dissemination in a setting analogous to a daycare center or grade school. Here we show...
A random process (field) with given parametrized mean and covariance function is observed at a finite number of chosen design points. The information about its parameters is measured via the Fisher information matrix (for normally distributed observations) or using information functionals depending on that matrix. Conditions are stated, under which the contribution of one design point to this information is zero. Explicit expressions are obtained for the amount of information coming from a selected...
We present families of scalar nonconforming finite elements of arbitrary order with optimal approximation properties on quadrilaterals and hexahedra. Their vector-valued versions together with a discontinuous pressure approximation of order form inf-sup stable finite element pairs of order r for the Stokes problem. The well-known elements by Rannacher and Turek are recovered in the case r=1. A numerical comparison between conforming and nonconforming discretisations will be given. Since higher order...
We develop a well-posedness theory for second order systems in bounded domains where boundary phenomena like glancing and surface waves play an important role. Attempts have previously been made to write a second order system consisting of n equations as a larger first order system. Unfortunately, the resulting first order system consists, in general, of more than 2n equations which leads to many complications, such as side conditions which must be satisfied by the solution of the larger first order...
We develop a well-posedness theory for second order systems in bounded domains where boundary phenomena like glancing and surface waves play an important role. Attempts have previously been made to write a second order system consisting of n equations as a larger first order system. Unfortunately, the resulting first order system consists, in general, of more than 2n equations which leads to many complications, such as side conditions which must...