We extend the class of M-tests for a unit root analyzed by Perron and Ng (1996) and Ng and Perron (1997) to the case where a change in the trend function is allowed to occur at an unknown time. These tests M(GLS) adopt the GLS detrending approach of Dufour and King (1991) and Elliott, Rothenberg and Stock (1996) (ERS). Following Perron (1989), we consider two models: one allowing for a change in slope and the other for both a change in intercept and slope. We derive the asymptotic distribution of the tests as well as that of the feasible point optimal tests PT(GLS) suggested by ERS. The asymptotic critical values of the tests aretabulated. Also, we compute the non-centrality parameter used for the local GLS detrending that permits the tests to have 50% asymptotic power at that value. We show that the M(GLS) and PT(GLS) tests have an asymptotic power function close to the power envelope. An extensive simulation study analyzes the size and power in finite samples under various methods to select the truncation lag for the autoregressive spectral density estimator. An empirical application is also provided. / Extendemos los estadísticos tipo M para una raíz unitaria analizados por Perron y Ng (1996) y Ng y Perron (2001) al caso donde se permite que el cambio en la función de tendencia ocurra en un punto desconocido. Estos estadísticos (MGLS) adoptan el enfoque GLS para eliminar la tendencia desarrollado por Elliott et al. (1996) (ERS) siguiendo los resultados de Dufour y King (1991). Siguiendo a Perron (1989), consideramos dos modelos: uno que permite un cambio en la pendiente y otro que permite tanto un cambio en el intercepto como en la pendiente. Derivamos las distribuciones asintóticas así como el estadístico óptimo factible en un punto de la hipótesis alternativa (PT GLS) sugerido por ERS. También computamos el parámetro de no centralidad utilizado por el enfoque GLS local a la unidad con el fin de eliminar la tendencia que permite que el estadístico PT GLS tenga 50% de potencia asintótica en ese valor. Asimismo, se han tabulado los valores críticos asintóticos de los estadísticos. Mostramos que los estadísticos MGLS y PT GLS tienen una función de potencia asintótica cercana a la envolvente de potencia. Un estudio de simulación analiza el tamaño y potencia en muestras finitas bajo varios métodos para seleccionar la truncación para estimar la densidad espectral autorregresiva. Finalmente, también se presenta una aplicación empírica.

We investigate model reduction of large-scale linear time-invariant systems in generalized state-space form. We consider sparse state matrix pencils, including pencils with banded structure. The balancing-based methods employed here are composed of well-known linear algebra operations and have been recently shown to be applicable to large models by exploiting the structure of the matrices defining the dynamics of the system. In this paper we propose a modification of the LR-ADI iteration to solve large-scale generalized Lyapunov equations together with a practical convergence criterion, and several other implementation refinements. Using kernels from several serial and parallel linear algebra libraries, we have developed a parallel package for model reduction, SpaRed, extending the applicability of balanced truncation to sparse systems with up to $O(10^5)$ states. Experiments on an SMP parallel architecture consisting of Intel Itanium 2 processors illustrate the numerical performance of this approach and the potential of the parallel algorithms for model reduction of large-scale sparse systems.

Model reduction is a common theme within the simulation, control and optimization of complex dynamical systems. For instance, in control problems for partial differential equations, the associated large-scale systems have to be solved very often. To attack these problems in reasonable time it is absolutely necessary to reduce the dimension of the underlying system. We focus on model reduction by balanced truncation where a system theoretical background provides some desirable properties of the reduced-order system. The major computational task in balanced truncation is the solution of large-scale Lyapunov equations, thus the method is of limited use for really large-scale applications. We develop an effective implementation of balancing-related model reduction methods in exploiting the structure of the underlying problem. This is done by a data-sparse approximation of the large-scale state matrix A using the hierarchical matrix format. Furthermore, we integrate the corresponding formatted arithmetic in the sign function method for computing approximate solution factors of the Lyapunov equations. This approach is well-suited for a class of practical relevant problems and allows the application of balanced truncation and related methods to systems coming from 2D and 3D FEM and BEM discretizations.

Given a D-brane background in string theory (or equivalently boundary conditions in a two dimensional conformal field theory), classical solutions of open string field theory equations of motion are conjectured to describe new D-brane backgrounds (boundary conditions). In this thesis we study these solutions in the bosonic open string field theory using the level truncation approach, which is a numerical approach where the string field is truncated to a finite number of degrees of freedom. We start with a review of the theoretical background and numerical methods which are needed in the level truncation approach and then we discuss solutions in several different back- grounds. First we discuss universal solutions, which do not depend on the open string back- ground, then we analyze solutions of the free boson theory compactified on a circle or on a torus, then marginal solutions in three different approaches and finally solutions in theories which in- clude the A-series of Virasoro minimal models. In addition to known D-branes, we find so-called exotic solutions which potentially describe yet unknown boundary states. 1

Linear time-invariant models are widely used in the control community. They often serve as approximations of nonlinear systems. For control purposes linear approximations are often good enough since feedback control systems are inherently robust to model errors. In this thesis some of the possibilities for linear time-varying modeling are studied. In the thesis it is shown that the balanced truncation procedure can be applied to reduce the order of linear time-varying systems. Many of the attractive properties of balanced truncation for time-invariant systems can be generalized into the time-varying framework. For example, it is shown that a truncated input-output stable system will be input-output stable, and computable simple worst-case error bounds are derived. The method is illustrated with model reduction of a nonlinear diesel exhaust catalyst model. It is also shown that linear time-periodic models can be used for analysis of systems with power converters. Power converters produce harmonics in the power grids and give frequency coupling that cannot be modeled with standard time-invariant linear models. With time-periodic models we can visualize the coupling and also use all the available tools for linear time-varying systems, such as balanced truncation. The method is illustrated on inverter locomotives. / QC 20120208

Thesis (Ph.D. (Statistics)) -- University of Limpopo, 2022 / This thesis is based on application of frailty and copula models to under five child mortality data set in South Africa. The main purpose of the study was to apply sample splitting techniques in a survival analysis setting and compare clustered survival models considering left truncation to the under five child mortality data set in South Africa. The major contributions of this thesis is in the application of the shared frailty model and a class of Archimedean copulas in particular, Clayton-Oakes copula with completely monotone generator, and introduction of sample splitting techniques in a survival analysis setting. The findings based on shared frailty model show that clustering effect was sig nificant for modelling the determinants of time to death of under five children, and revealed the importance of accounting for clustering effect. The conclusion based on Clayton-Oakes model showed association between survival times of children from the same mother. It was found that the parameter estimates for the shared frailty and the Clayton-Oakes models were quite different and that the two models cannot be comparable. Gender, province, year, birth order and whether a child is part of twin or not were found to be significant factors affect ing under five child mortality in South Africa. / NRF-TDG Flemish Interuniversity Council Institutional corporation (VLIR-IUC) VLIR-IUC Programme of the University of Limpopo

A new methodology for the determination of target element sizes for the construction of finite element meshes applicable to the simulation of tidal flow in coastal and oceanic domains is developed and tested. The methodology is consistent with the discrete physics of tidal flow, and includes the effects of bottom stress. The method enables the estimation of the localized truncation error of the nonconservative momentum equations throughout a triangulated data set of water surface elevation and flow velocity. The method's domain-wide applicability is due in part to the formulation of a new localized truncation error estimator in terms of complex derivatives. More conventional criteria that are often used to determine target element sizes are limited to certain bathymetric conditions. The methodology developed herein is applicable over a broad range of bathymetric conditions, and can be implemented efficiently. Since the methodology permits the determination of target element size at points up to and including the coastal boundary, it is amenable to coastal domain applications including estuaries, embayments, and riverine systems. These applications require consideration of spatially varying bottom stress and advective terms, addressed herein. The new method, called LTEA-CD (localized truncation error analysis with complex derivatives), is applied to model solutions over the Western North Atlantic Tidal model domain (the bodies of water lying west of the 60° W meridian). The convergence properties of LTEACD are also analyzed. It is found that LTEA-CD may be used to build a series of meshes that produce converging solutions of the shallow water equations. An enhanced version of the new methodology, LTEA+CD (which accounts for locally variable bottom stress and Coriolis terms) is used to generate a mesh of the WNAT model domain having 25% fewer nodes and elements than an existing mesh upon which it is based; performance of the two meshes, in an average sense, is indistinguishable when considering elevation tidal signals. Finally, LTEA+CD is applied to the development of a mesh for the Loxahatchee River estuary; it is found that application of LTEA+CD provides a target element size distribution that, when implemented, outperforms a high-resolution semi-uniform mesh as well as a manually constructed, existing, documented mesh.

京都大学 / 新制・課程博士 / 博士(情報学) / 甲第24980号 / 情博第853号 / 新制||情||143(附属図書館) / 京都大学大学院情報学研究科システム科学専攻 / (主査)教授 田中 利幸, 教授 下平 英寿, 准教授 本多 淳也 / 学位規則第4条第1項該当 / Doctor of Informatics / Kyoto University / DFAM

The conversion of audio from the digital to analog domain has the potential to result in distortion due to converter overload. This occurs because some peaks in the signal cannot be defined digitally and only become problematic during the conversion into the analog domain, exceeding the level that can be represented by the converter, causing it to overload. Although True Peak limiting and metering can prevent and monitor this issue, some professional mastering engineers choose not to do so. The study tested claims made against overload prevention, including the adequacy of headroom in modern D/A converters and the inaudibility of the distortion caused by overload. Preference was also added to the audibility claim. Measurements show that there is not enough headroom in modern D/A converters to avoid overload, but the distortion created by overload is generally inaudible in an uncompressed WAVE format hard rock song. Additionally, there is no clear preference. The measurements found that overload only occurs when the device's volume is raised to its maximum output.

成比例危險迴歸模式常被用於分析存活資料，Weibull模式更是其中惟一兼具加速失敗特性者。本論文將利用兩種分析方法，以研究任意設限及截斷資料的Weibull迴歸模式。第一種方法是利用最大概似估計法求算設限及截斷資料下的參數估計值（MLE），第二種方法則是對左設限及區間設限分別以所在區間之中點代入，稱其為中點估計法，再求算模式中的參數估計值（MDE）。並對此兩種估計方法進行比較。模擬結果顯示，相當地大樣本之下，最大概似估計法在許多情況均優於中點估計法；而在樣本少、危險率為平穩或接近平穩且區間設限比率約為0.5時，中點估計法是可被推薦的。而且，本論文亦提出對設限及截斷資料的Weibull模式之適合度檢驗程序。 / The proportional hazards regression model is most commonly used model for lifetime data. The Weibull model is the only parametric model which has both a proportional hazards representation and an accelerated failure-time representation. This paper studies the use of a Weibull-based proportional hazards regression model when any censored and truncated data are observed. Two alternative methods of analysis are considered. First, the maximum likelihood estimates（MLEs） of parameters are computed for the observed censoring and truncation pattern. Second, the estimates where midpoints are substituted for left- and interval-censored data（midpoint estimation, MDE）are computed. Then, MLEs are compared with MDEs. Simulation studies indicate that for relative large samples there are many instances when the MLE is superior to the MDE. For small samples where the hazard rate is flat or nearly so, and the percentage of interval-censored data is nearly half of samples, the MDE is adequate. Also, an evaluation of the adequacy of the Weibull model for any censored and truncated data is proposed.