Showing papers by "University of Waterloo published in 1986"

The Joy of Copulas: Bivariate Distributions with Uniform Marginals

Abstract: We describe a class of bivariate distributions whose marginals are uniform on the unit interval. Such distributions are often called “copulas.” The particular copulas we present are especially well suited for use in undergraduate mathematical statistics courses, as many of their basic properties can be derived using elementary calculus. In particular, we show how these copulas can be used to illustrate the existence of distributions with singular components and to give a geometric interpretation to Kendall's tau.

Efficiently updating materialized views

Abstract: Query processing can be sped up by keeping frequently accessed users' views materialized. However, the need to access base relations in response to queries can be avoided only if the materialized view is adequately maintained. We propose a method in which all database updates to base relations are first filtered to remove from consideration those that cannot possibly affect the view. The conditions given for the detection of updates of this type, called irrelevant updates, are necessary and sufficient and are independent of the database state. For the remaining database updates, a differential algorithm can be applied to re-evaluate the view expression. The algorithm proposed exploits the knowledge provided by both the view definition expression and the database update operations.

Solving sparse linear equations over finite fields

Abstract: A "coordinate recurrence" method for solving sparse systems of linear equations over finite fields is described. The algorithms discussed all require O(n_{1}(\omega + n_{1})\log^{k}n_{1}) field operations, where n_{1} is the maximum dimension of the coefficient matrix, \omega is approximately the number of field operations required to apply the matrix to a test vector, and the value of k depends on the algorithm. A probabilistic algorithm is shown to exist for finding the determinant of a square matrix. Also, probabilistic algorithms are shown to exist for finding the minimum polynomial and rank with some arbitrarily small possibility of error.

Inverse Problems in Vibration

Abstract: This article reviews recent literature on inverse problems relating to the reconstruction or estimation of the physical properties of mechanical systems from a knowledge of (some of) their spectral and/or modal data. The review relates exclusively to small vibrations of mechanical systems. The literature is divided according to: the type of system, continuous or discrete, damped or undamped; the type of data, spectral, modal, nodal, complete or incomplete.

Flexible manufacturing systems: a review of analytical models

Abstract: This paper reviews recent work on the development of analytical models of Flexible Manufacturing Systems (FMSs). The contributions of each of the groups concerned with model development are summarized and an assessment is made of the strengths and weaknesses of its modelling approach. A number of directions in which models require extension are outlined, in particular the representation of such aspects of FMS operation as the tool delivery systems, the blocking phenomenon, the transient behavior and the differences between flexible machining systems and flexible assembly systems. Further work is also required on the structure of FMS control and the integration with plant production planning and control.

Optimal rejection of persistent bounded disturbances

Abstract: In this paper, we formulate the problem of optimal disturbance rejection in the case where the disturbance is generated as the output of a stable system in response to an input which is assumed to be of unit amplitude, but is otherwise arbitrary. The objective is to choose a controller that minimizes the maximum amplitude of the plant output in response to such a disturbance. Mathematically, this corresponds to requiring uniformly good disturbance rejection over all time. Since the problem of optimal tracking is equivalent to that of optimal disturbance rejection if a feedback controller is used (see [7, sect. 5.6]), the theory presented here can also be used to design optimal controllers that achieve uniformly good tracking over all time rather than a tracking error whose L 2 -norm is small, as is the case with the currently popular H_{\infty} theory. The present theory is a natural counterpart to the existing theory of optimal disturbance rejection (the so-called H_{\infty} theory) which is based on the assumption that the disturbance to be rejected is generated by a stable system whose input is square-integrable and has unit energy. It is shown that the problem studied here has quite different features from its predecessor. Complete solutions to the problem are given in several important cases, including those where the plant is minimum phase or when it has only a single unstable zero. In other cases, procedures are given for obtaining bounds on the solution and for obtaining suboptimal controllers.

A multigrid method based on the additive correction strategy

Abstract: The solution of large sets of equations is required when discrete methods are used to solve fluid flow and heat transfer problems The cost of the solution often becomes prohibitive when the coefficients of the algebraic equations become strongly anisotropic or when the number of equations in the set becomes large The present paper demonstrates how the additive correction method of Settari and Aziz can be used and extended to improve the convergence rate for two- and three-dimensional problems when the coefficients are anisotropic Such methods are interpreted as simple multigrid methods With this as the basis a new general multigrid method is developed that has attractive properties The efficiency of the new method is compared to that of a conventional multigrid method, and its performance is demonstrated on other problems

Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données

Abstract: Toute fonction de repartition bidimensionnelle dont les marges sont continues peut etre representee de fcon unique par une copule, c'est-a-dire par une fonction de repartition concentree sur le carre unite et dont les marges sont uniformes. Dans cet article, nous nous interessons a une classe de copules, dites archimediennes, qui permet de representer bon nombre de lois bidimensionnelles connues. Nous donnons des conditions sous lesquelles deux copules de cette classe sont ordonnees stochastiquement et nous examinons les proprietes limites de suites de copules archimediennes. Nous fournissons egalement deux nouveaux exemples de families parametriques de lois bidimensionnelles comprenant comme cas limites les bornes de Frechet et la loi d'independance. Every bivariate distribution function with continuous marginals can be represented in terms of a unique copula, that is, in terms of a distribution function on the unit square with uniform marginals. This paper is concerned with a special class of copulas called Archimedean, which includes the uniform representation of many standard bivariate distributions. Conditions are given under which these copulas are stochastically ordered and pointwise limits of sequences of Archimedean copulas are examined. We also provide two new one-parameter families of bivariate distributions which include as limiting cases the Frechet bounds and the independence distribution.

On the cut polytope

Abstract: The cut polytopeP C (G) of a graphG=(V, E) is the convex hull of the incidence vectors of all edge sets of cuts ofG. We show some classes of facet-defining inequalities ofP C (G). We describe three methods with which new facet-defining inequalities ofP C (G) can be constructed from known ones. In particular, we show that inequalities associated with chordless cycles define facets of this polytope; moreover, for these inequalities a polynomial algorithm to solve the separation problem is presented. We characterize the facet defining inequalities ofP C (G) ifG is not contractible toK 5. We give a simple characterization of adjacency inP C (G) and prove that for complete graphs this polytope has diameter one and thatP C (G) has the Hirsch property. A relationship betweenP C (G) and the convex hull of incidence vectors of balancing edge sets of a signed graph is studied.

Misspecified proportional hazard models

Abstract: SUMMARY The properties of an estimator based on a proportional hazards model are investigated when the model is incorrect. The estimator from the partial likelihood is shown to be consistent for a parameter that is defined implicitly. The results are used to investigate the effects on estimation if the true model is accelerated failure time, or if covariates are omitted from the proportional hazards model.

The argon and krypton interatomic potentials revisited

Abstract: Accurate interatomic potentials are constructed which represent subtle but significant improvements for the argon and krypton interactions The potentials are of the HFD-B form with definite advantages over the HFD-C form These new potentials incorporate recent determinations of the C6 dispersion coefficient and accurately predict the best available spectroscopy, scattering and bulk data, some of which data were published after earlier constructions

The Effect of Commonality on Safety Stock in a Simple Inventory Model

Abstract: We examine the effects of component commonality on optimal safety stock levels in a two-product, two-level inventory model. The criterion is to minimize system safety stock subject to a service level constraint. Although our model is specialized, its analysis provides insights not available in other multilevel inventory models.

Mixture models in survival analysis: Are they worth the risk?

Abstract: There has been a recurring interest in models for survival data which hypothesize subpopulations of individuals highly susceptible to some type of adverse event. Other individuals are assumed to be at much less risk. Most commonly, in clinical trials, these models attempt to estimate the fraction of patients cured of disease. The use of such models is examined, and the likelihood function is advocated as an informative inference tool. On sait l'interět soutenu qu'ont suscite les modeles de donnees de survie qui supposent l'existence de sous-populations d'individus hautement susceptibles a un certain type de risque. Ces modeles supposent que les autres individus sont exposes a un risque beaucoup moins eleve. La plupart du temps, les modeles de ce genre sont employes dans les tests cliniques pour estimer la proportion de patients qui se retabliront d'une maladie. Dans cet article, nous portons un regard critique sur l'emploi de tels modeles et nous prǒnons l'utilisation de la fonction de vraisemblance comme outil d'inference.

A review of criteria for evaluating natural areas

Abstract: Methods for evaluating natural areas have evolved in the last couple of decades to assess the importance of natural areas for the purposes of land-use planning, environmental impact assessment, and planning protected areas. Criteria used for evaluation vary and generally fall into three categories: ecological, or abiotic and biotic; cultural; and planning and management. Abiotic and biotic criteria are reviewed here in terms of three questions for each criterion: What is it—what are the definitions used in the ecological and environmental management literature? Why use it—what are the reasons behind its use? How has it been used—what is the state-of-the-art in assessing the criterion? Cultural criteria are discussed more generally in terms of the commonly used frameworks and the concept of significance. Planning and management criteria are generally related to either the need for management action or feasibility of effective management.

Multimedia document presentation, information extraction, and document formation in MINOS: a model and a system

Abstract: MINOS is an object-oriented multimedia information system that provides integrated facilities for creating and managing complex multimedia objects In this paper the model for multimedia documents supported by MINOS and its implementation is described Described in particular are functions provided in MINOS that exploit the capabilities of a modern workstation equipped with image and voice input-output devices to accomplish an active multimedia document presentation and browsing within documents These functions are powerful enough to support a variety of office applications Also described are functions provided for the extraction of information from multimedia documents that exist in a large repository of information (multimedia document archiver) and functions that select and transform this information Facilities for information sharing among objects of the archiver are described; an interactive multimedia editor that is used for the extraction and interactive creation of new information is outlined; finally, a multimedia document formatter that is used to synthesize a new multimedia document from extracted and interactively generated information is presentedThis prototype system runs on a SUN-3 workstation running UNIX'" An Instavox, directly addressable, analog device is used to store voice segments

The use of cognitive mapping for information requirements analysis

Abstract: To complement and augment the present methods used for information requirements analysis, the application of cognitive mapping is introduced. The proposed technique, which involves there cognition of cause and effect relationships, appears to provide three benefits. It aids in the identification of irrelevant data. It can be used to evaluate the factors that affect a given class of decisions. And, most importantly, it enhances the overall understanding of a decision maker's environment, particularly when it is ill-structured. These observations are supported by a real world application of the approach to the evaluation of the performance of insurance claim representatives.

Computerized performance monitoring systems: use and abuse

Abstract: An exploratory study of computerized performance monitoring and control systems reveals both positive and negative effects. Responses of 50 clerical workers from 2 organizations with computerized monitoring were compared to 94 individuals from 3 organizations in similar jobs without computerized monitoring. The results indicate that computerized monitoring is associated with perceived increases in office productivity, more accurate and complete assessment of workers' performance, and higher levels of organizational control. Respondents indicate that managers overemphasize the importance of quantity and underemphasize the importance of quality in evaluating employee performance. Workers perceive increased stress, lower levels of satisfaction, and a decrease in the quality of their relationships with peers and management as a consequence of computerized monitoring. The relevance of existing models of performance monitoring is examined in light of these findings.

Exogenous polyamines alter membrane fluidity in bean leaves - a basis for potential misinterpretation of their true physiological role.

Abstract: Changes in the rotational motion of paramagnetic and fluorescent lipid-soluble probes were used to assess the effects of putrescine, spermidine and spermine on the fluidity of microsomal membranes from primary leaves of bean (Phaseolus vulgaris L.). Surface probes were more strongly immobilized by physiological concentrations of the polyamines than probes that partitioned deep into the bilayer interior. Spermidine and spermine were more effective than putrescine at reducing membrane fluidity, and at equimolar concentrations, the polyamines and calcium had similar effects on the mobility of the membrane probes. Spermine had essentially equivalent effects on the fluidity of native membranes, heat-denatured membranes and liposomes prepared from the total lipid extract of the membranes, indicating that polyamines associate with membrane lipid. These results raise the possibility that some of the physiological effects previously attributed to exogenously added polyamines could reflect membrane rigidification rather than a true physiological response.

A skewed, positive influence coefficient upwinding procedure for control-volume-based finite-element convection-diffusion computation

Abstract: A skewed upwinding procedure is presented for application to the control-volume-based finite-element computation of convective-diffusive transport problems. The method is based on the application of sound physical arguments and further introduces a novel procedure for consideration of convecting flows that vary strongly in both magnitude and direction. Through its basis of development, the procedure inherently precludes the possibility of developing nonphysical spatial oscillations within the solution domain. The procedure is demonstrated by application to two test problems for which its performance has proven to be excellent. The method possesses relatively low levels of false diffusion, is relatively insensitive to grid orientation, demonstrates symmetric characteristics about the centerline of a step-change convective transport, and produces solutions completely free from undesirable spatial oscillations. This latter attribute, in conjunction with its very modest false diffusion levels, renders the pro...

Inclusion Phases and the Nucleation of Acicular Ferrite in Submerged Arc Welds in High Strength Low Alloy Steels

Abstract: Series of submerged arc welds of HSLA steel made with three different fluxes and metallic additions of Ti, Mo, and Cr have been examined to study the inclusions and their role in the nucleation of acicular ferrite. Inclusion phases and compositions have been analyzed by electron diffraction and X-ray microanalysis. These analyses have shown that the inclusions contained many different compounds, the proportions of each depending upon both the flux and metallic additions. Six inclusion phases have been identified: galaxite (Al2O3 ⋅ MnO), a titanium-rich compound (probably TiO), a copper sulfide, a manganese sulfide, a silica, and an aluminum-rich phase. No correlation was found between the amount of acicular ferrite in the weld metal and either average inclusion composition or individual inclusion phases. No epitaxial relationships between inclusions and adjacent ferrite grains could be identified. It has been concluded that inclusions nucleate acicular ferrite by acting as inert substrates according to the classical theory of heterogeneous nucleation. Because most inclusions are multi-phase and are touched by several ferrite grains, it has also been concluded that each inclusion can nucleate several ferrite grains, due to local regions of high surface energy on the inclusion.

A correlation for gas holdup in turbulent coalescing bubble columns

Abstract: A review of existing literature for the purpose of comparing correlations which allow the explicit predictiosn of gas holdup in two- or three-phase bubble columns shows wide disagreement concerning the effect of various variables. Further, various correlations, apparently of equal validity, show equally wide disagreement in the predicted absolute values of gas holdup among three test systems; water-air, hydrocarbon solvent—air, and trichloroethytene air. Some possible reasons for these disagreements are discussed. Extensive gas holdup data obtained in a 0.30 m diameter column for the three test systems were correlated statistically for the transition and the turbulent region. The resulting correlation gives agreement with experiment to within ±20%, with most data showing ± 10% agreement. The proposed correlation was also tested against thirteen data sets (from eight researchers) which corresponded to its region of validity and gave good agreement. Three additional relevant data sets were not satisfactorily predicted. On a precede a une etude bibliographique dans le but de comparer des correlations permettant de predire explicitement la retention des gaz dans des colonnes a bulles a deux ou trois phases et on a montre que ces correlations ne s'accordent pas sur l'effet des differentes variables. De plus, diverses correlations, apparemment de měme validite, montrent egalement un desaccord dans les valeurs absolues predites pour la retention des gaz dans le cas de trois systemes-tests: eau-air, solvant a base d'hydrocarbures–air et trichlorethylene-air. On analyse quelques raisons pouvant expliquer ces desaccords. On a correle de maniere statistique un grand nombre de donnees de retention des gaz obtenues dans une colonne de 0,30 m de diametre pour les trois systemes-tests, dans la region de transition et la region turbulente. L'ecart entre la correlation obtenue et l'experience est de ±20%, la majorite des donnees ne presente pas d'ecart superieur a ± 10%. La correlation proposee a ete egalement testee avec treize series de donnees (produites par huit chercheurs differents) compatibles avec sa region de validite et montre un bon accord. Trois autres series de donnees pertinentes ont ete predites de maniere non satisfaisante.

Sparse Reactive Power Scheduling by a Penalty Function - Linear Programming Technique

Abstract: This work presents a linear programming based algorithm to solve reactive power dispatch problems. A mixed set of variables (generated voltages and reactive power injections) and the reactive power model of the fast decoupled load flow algorithm are used to derive linear sensitivities. A suitable criterion is suggested to form a sparse reactive power sensitivity matrix. The sparse sensitivity matrix is in turn modeled as a bipartite graph which is used to define an efficient constraint relaxation strategy to solve linearized reactive power dispatch problems. The penalty function - linear programming technique method is used in a complete reactive power dispatch solution algorithm, the performance of which is discussed by solving a 256-node, 58 control-variable test system.