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3D monolithic finite element approach for aero-thermics processes in industrial furnaces⋆

E. Hachem, E. Massoni, T. Coupez (2011)

ESAIM: Proceedings

We consider in this paper a mathematical and numerical model to design an industrial software solution able to handle real complex furnaces configurations in terms of geometries, atmospheres, parts positioning, heat generators and physical thermal phenomena. A three dimensional algorithm based on stabilized finite element methods (SFEM) for solving the momentum, energy, turbulence and radiation equations is presented. An immersed volume method (IVM) for thermal coupling of fluids and solids is introduced...

3-dimensional multivertex reconstruction from 2-dimensional tracks observations using likelihood inference

Nikolai I. Chernov, Genadij A. Ososkov, Luc Pronzato (1992)

Applications of Mathematics

Let v 1 , v 2 , . . . , v k be vertices in the X Y Z -space, each vertex producing several tracks (straight lines) emanating from it within a narrow cone with a small angle about a fixed direction ( Z -axis). Each track is detected (by drift chambers or other detectors) by its projections on X Y and Y Z views independently with small errors. An automated method is suggested for the reconstruction of vertices from noisy observations of the tracks projections. The procedure is based on the likelihood inference for mixtures. An illustrative...

A backward particle interpretation of Feynman-Kac formulae

Pierre Del Moral, Arnaud Doucet, Sumeetpal S. Singh (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

We design a particle interpretation of Feynman-Kac measures on path spaces based on a backward Markovian representation combined with a traditional mean field particle interpretation of the flow of their final time marginals. In contrast to traditional genealogical tree based models, these new particle algorithms can be used to compute normalized additive functionals “on-the-fly” as well as their limiting occupation measures with a given precision degree that does not depend on the final time horizon. We...

A class of tests for exponentiality based on a continuum of moment conditions

Simos G. Meintanis (2009)


The empirical moment process is utilized to construct a family of tests for the null hypothesis that a random variable is exponentially distributed. The tests are consistent against the 'new better than used in expectation' (NBUE) class of alternatives. Consistency is shown and the limit null distribution of the test statistic is derived, while efficiency results are also provided. The finite-sample properties of the proposed procedure in comparison to more standard procedures are investigated via...

A comparison of approaches for the construction of reduced basis for stochastic Galerkin matrix equations

Michal Béreš (2020)

Applications of Mathematics

We examine different approaches to an efficient solution of the stochastic Galerkin (SG) matrix equations coming from the Darcy flow problem with different, uncertain coefficients in apriori known subdomains. The solution of the SG system of equations is usually a very challenging task. A relatively new approach to the solution of the SG matrix equations is the reduced basis (RB) solver, which looks for a low-rank representation of the solution. The construction of the RB is usually done iteratively...

A comparison of automatic histogram constructions

Laurie Davies, Ursula Gather, Dan Nordman, Henrike Weinert (2009)

ESAIM: Probability and Statistics

Even for a well-trained statistician the construction of a histogram for a given real-valued data set is a difficult problem. It is even more difficult to construct a fully automatic procedure which specifies the number and widths of the bins in a satisfactory manner for a wide range of data sets. In this paper we compare several histogram construction procedures by means of a simulation study. The study includes plug-in methods, cross-validation, penalized maximum likelihood and the taut string...

A comparison of cointegration tests

Petr Mariel (1996)

Applications of Mathematics

In this paper some of the cointegration tests applied to a single equation are compared. Many of the existent cointegration tests are simply extensions of the unit root tests applied to the residuals of the cointegrating regression and the habitual H 0 is no cointegration. However, some non residual-based tests and some tests of the opposite null hypothesis have recently appeared in literature. Monte Carlo simulations have been used for the power comparison of the nine selected tests ( A D F , Z ^ α , Z ^ t , D H S ,...

A comparison of deterministic and Bayesian inverse with application in micromechanics

Radim Blaheta, Michal Béreš, Simona Domesová, Pengzhi Pan (2018)

Applications of Mathematics

The paper deals with formulation and numerical solution of problems of identification of material parameters for continuum mechanics problems in domains with heterogeneous microstructure. Due to a restricted number of measurements of quantities related to physical processes, we assume additional information about the microstructure geometry provided by CT scan or similar analysis. The inverse problems use output least squares cost functionals with values obtained from averages of state problem quantities...

A complete gradient clustering algorithm formed with kernel estimators

Piotr Kulczycki, Małgorzata Charytanowicz (2010)

International Journal of Applied Mathematics and Computer Science

The aim of this paper is to provide a gradient clustering algorithm in its complete form, suitable for direct use without requiring a deeper statistical knowledge. The values of all parameters are effectively calculated using optimizing procedures. Moreover, an illustrative analysis of the meaning of particular parameters is shown, followed by the effects resulting from possible modifications with respect to their primarily assigned optimal values. The proposed algorithm does not demand strict assumptions...

A Computational Framework to Assess the Efficacy of Cytotoxic Molecules and Vascular Disrupting Agents against Solid Tumours

M. Pons-Salort, B. van der Sanden, A. Juhem, A. Popov, A. Stéphanou (2012)

Mathematical Modelling of Natural Phenomena

A computational framework for testing the effects of cytotoxic molecules, specific to a given phase of the cell cycle, and vascular disrupting agents (VDAs) is presented. The model is based on a cellular automaton to describe tumour cell states transitions from proliferation to death. It is coupled with a model describing the tumour vasculature and its adaptation to the blood rheological constraints when alterations are induced by VDAs treatment....

A copula test space model how to avoid the wrong copula choice

Frederik Michiels, Ann De Schepper (2008)


We introduce and discuss the test space problem as a part of the whole copula fitting process. In particular, we explain how an efficient copula test space can be constructed by taking into account information about the existing dependence, and we present a complete overview of bivariate test spaces for all possible situations. The practical use will be illustrated by means of a numerical application based on an illustrative portfolio containing the S&P 500 Composite Index, the JP Morgan Government...

A Donsker theorem to simulate one-dimensional processes with measurable coefficients

Pierre Étoré, Antoine Lejay (2007)

ESAIM: Probability and Statistics

In this paper, we prove a Donsker theorem for one-dimensional processes generated by an operator with measurable coefficients. We construct a random walk on any grid on the state space, using the transition probabilities of the approximated process, and the conditional average times it spends on each cell of the grid. Indeed we can compute these quantities by solving some suitable elliptic PDE problems.

A finite difference approach for the initial-boundary value problem of the fractional Klein-Kramers equation in phase space

Guang-hua Gao, Zhi-zhong Sun (2012)

Open Mathematics

Considering the features of the fractional Klein-Kramers equation (FKKE) in phase space, only the unilateral boundary condition in position direction is needed, which is different from the bilateral boundary conditions in [Cartling B., Kinetics of activated processes from nonstationary solutions of the Fokker-Planck equation for a bistable potential, J. Chem. Phys., 1987, 87(5), 2638–2648] and [Deng W., Li C., Finite difference methods and their physical constrains for the fractional Klein-Kramers...

A Hybrid Model Describing Different Morphologies of Tumor Invasion Fronts

M. Scianna, L. Preziosi (2012)

Mathematical Modelling of Natural Phenomena

The invasive capability is fundamental in determining the malignancy of a solid tumor. Revealing biomedical strategies that are able to partially decrease cancer invasiveness is therefore an important approach in the treatment of the disease and has given rise to multiple in vitro and in silico models. We here develop a hybrid computational framework, whose aim is to characterize the effects of the different cellular and subcellular mechanisms involved...

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