7,996 research outputs found
Hamilton-Jacobi formalism on the null-plane: Applications
No full textIn this work we discuss the Hamilton-Jacobi formalism for fields on the null-plane. The Real Scalar Field in (1+1) - dimensions is studied since in it lays crucial points that are presented in more structured fields as the Electromagnetic case. The Hamilton-Jacobi formalism leads to the equations of motion for these systems after computing their respective Generalized Brackets. Copyright © owned by the author(s) under the terms of the Creative Commons Attribution-NonCommercial-ShareAlike Licence
Hamilton-Jacobi formalism on the null-plane: Applications
No full textIn this work we discuss the Hamilton-Jacobi formalism for fields on the null-plane. The Real Scalar Field in (1+1) - dimensions is studied since in it lays crucial points that are presented in more structured fields as the Electromagnetic case. The Hamilton-Jacobi formalism leads to the equations of motion for these systems after computing their respective Generalized Brackets. Copyright © owned by the author(s) under the terms of the Creative Commons Attribution-NonCommercial-ShareAlike Licence.Instituto de Física Teórica São Paulo State University, Rua Dr. Bento Teobaldo Ferraz, 271, Barra Funda, 01140-070, São Paulo, SPInstituto de Física Teórica São Paulo State University, Rua Dr. Bento Teobaldo Ferraz, 271, Barra Funda, 01140-070, São Paulo, S
Hamilton-Jacobi formalism on the null-plane: Applications
No full textIn this work we discuss the Hamilton-Jacobi formalism for fields on the null-plane. The Real Scalar Field in (1+1) - dimensions is studied since in it lays crucial points that are presented in more structured fields as the Electromagnetic case. The Hamilton-Jacobi formalism leads to the equations of motion for these systems after computing their respective Generalized Brackets
Asymptotic null distributions of stationarity and nonstationarity
No full textThe purpose of this paper is to investigate the asymptotic null distribution of stationarity and nonstationarity tests when the distribution of the error term belongs to the normal domain of attraction of a stable law in any finite sample but the error term is an i.i.d. process with finite variance as T " 1. This local-to-finite variance setup is helpful to highlight the behavior of test statistics under the null hypothesis in the borderline or near borderline cases between finite and infinite variance and to assess the robustness of these test statistics to small departures from the standard finite variance context. From an empirical point of view, our analysis can be useful in settings where the (non)-existence of the (second) moments is not clear-cut, such as, for example, in the analysis of financial time series. A Monte Carlo simulation study is performed to improve our understanding of the practical implications of the limi theory we develop. The main purpose of the simulation experiment is to assess the size distortion of the unit root and stationarity tests under investigation.Stable distributions, unit root tests, stationarity tests, asymptotic distributions,local-to-finite variance, size distortion
Null controllability of viscous Hamilton-Jacobi equations
No full textWe study the problem of null controllability for viscous Hamilton-Jacobi equations in bounded domains of the Euclidean space in any space dimension and with controls localized in an arbitrary open nonempty subset of the domain where the equation holds. We prove the null controllability of the system in the sense that, every bounded (and in some cases uniformly continuous) initial datum can be driven to the null state in a sufficiently large time. The proof combines decay properties of the solutions of the uncontrolled system and local null controllability results for small data obtained by means of Carleman inequalities. We also show that there exists a waiting time so that the time of control needs to be large enough, as a function of the norm of the initial data, for the controllability property to hold. We give sharp asymptotic lower and upper bounds on this waiting time both as the size of the data tends to zero and infinity. These results also establish a limit on the growth of nonlinearities that can be controlled uniformly on a time independent of the initial data. (C) 2011 Elsevier Masson SAS. All rights reserved
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No full textReproduction Rights Universitas Scientiarum is licensed under Creative Commons: Attribution - Noncommercial - No derivative works, 2.5 of Colombia. Consequently, it can be electronically reproduced, distributed and publically communicated, provided the authors and the Pontificia Universidad Javeriana are acknowledged. Commercial use of this work is not permitted. Modifications to the original work, and distribution of modified copies are prohibited. Upon acceptance of the article, the author will send the journal’s Office a printed and signed license of economic rights transfer, which authorizes its reproduction in Universitas Scientiarum (the license can be downloaded from the journal website; http://revistas.javeriana.edu.co/scientarium/web; http://revistas.javeriana.edu.co/scientarium/ojs). Such permission will infer the author’s acceptance of the article’s dissemination not only on paper but also in electronic media, that is, in websites and in national and international bibliographic databases. The magazine accepts pre-print articles, previously uploaded to e-print servers (OAI - such as arxiv.org)
Estimation in threshold autoregressive models with a stationary and a unit root regime
No full textThis paper treats estimation in a class of new nonlinear threshold autoregressive models with both a stationary and a unit root regime. Existing literature on nonstationary threshold models have basically focused on models where the nonstationarity can be removed by differencing and/or where the threshold variable is stationary. This is not the case for the process we consider, and nonstandard estimation problems are the result. This paper proposes a parameter estimation method for such nonlinear threshold autoregressive models using the theory of null recurrent Markov chains. Under certain assumptions, we show that the ordinary least squares (OLS) estimators of the parameters involved are asymptotically consistent. Furthermore, it can be shown that the OLS estimator of the coefficient parameter involved in the stationary regime can still be asymptotically normal while the OLS estimator of the coefficient parameter involved in the nonstationary regime has a nonstandard asymptotic distribution. In the limit, the rate of convergence in the stationary regime is asymptotically proportional to n-1/4, whereas it is n-1 in the nonstationary regime. The proposed theory and estimation method are illustrated by both simulated data and a real data example.Autoregressive process; null-recurrent process; semiparametric model; threshold time series; unit root structure.
Ideal Null dalam matriks atas ring komutatif menggunakan teorema Cayley Hamilton
No full textMnxn ( R ) merupakan himpunan semua matriks-matriks nxn dengan entri-entri berupa anggota ring komutatif R . cA ( x ) adalah polinom karakteristik matriks A didefinisikan sebagai cA ( x ) = ( xIn − A ) . Teorema Cayley Hamilton berlaku pada ring komutatif R dengan elemen satuan, yaitu jika A ∈ Mnxn ( R ) maka cA ( A ) = 0 . Misalkan A ∈ Mnxn ( R ) dan R [ x ] menyatakan polinomial dengan koefisien-koefisien di R dalam variabel x. Homomorfisma Raljabar dari matriks A didefinisikan oleh pemetaan ϑ A : R [ x ]→ Mnxn ( R ) . Selanjutnya kernel homomorfisma R-aljabar dari ϑ A : R [ x ]→ Mnxn ( R ) disebut ideal null dari A, dinotasikan sebagai NA . Jika Teorema Cayley Hamilton diterapkan pada definisi ideal null, maka akan diperoleh cA ( x )∈ NA
Interpreting null findings from trials of alcohol brief interventions
No full textThe effectiveness of alcohol brief intervention (ABI) has been established by a succession of meta-analyses but, because the effects of ABI are small, null findings from randomized controlled trials are often reported and can sometimes lead to skepticism regarding the benefits of ABI in routine practice. This article first explains why null findings are likely to occur under null hypothesis significance testing (NHST) due to the phenomenon known as ‘the dance of the p-values’. A number of misconceptions about null findings are then described, using as an example the way in which the results of the primary care arm of a recent cluster randomized trial of ABI in England (the SIPS project) have been misunderstood. These misinterpretations include the fallacy of ‘proving the null hypothesis’ that lack of a significant difference between the means of sample groups can be taken as evidence of no difference between their population means, and the possible effects of this and related misunderstandings of the SIPS findings are examined. The mistaken inference that reductions in alcohol consumption seen in control groups from baseline to follow-up are evidence of real effects of control group procedures is then discussed and other possible reasons for such reductions, including regression to the mean, research participation effects, historical trends, and assessment reactivity, are described. From the standpoint of scientific progress, the chief problem about null findings under the conventional NHST approach is that it is not possible to distinguish ‘evidence of absence’ from ‘absence of evidence’. By contrast, under a Bayesian approach, such a distinction is possible and it is explained how this approach could classify ABIs in particular settings or among particular populations as either truly ineffective or as of unknown effectiveness, thus accelerating progress in the field of ABI research
Hamilton-Jacobi formalism for Podolsky’s electromagnetic theory on the null-plane
No full textWe develop the Hamilton-Jacobi formalism for Podolsky’s electromagnetic theory on
the null-plane. The main goal is to build the complete set of Hamiltonian generators of
the system, as well as to study the canonical and gauge transformations of the theory
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