| 14/2002 |
Nonparametric Econometrics Ronaldo Dias In recent years several several economic data have been analyzed by nonparametric approaches. This paper is a review of a few of the most useful procedures in the nonparametric econometric field. In particular, it describes the theory and the applications of nonparametric curve estimation (density and regression) problems with emphasis in kernel, nearest neighbor, orthogonal series, smoothing splines, logsplines and H-splines methods.  rp-2002-14.pdf |
| 13/2002 |
Local influence in comparative calibration models under elliptical t-distributions Manuel Galea, Heleno Bolfarine, Filidor E. Vilca-Labra In this paper we consider applications of local influence (Cook, 1986) to evaluate small perturbations in the model or data set in the context of structural comparative calibration (Bolfarine and Galea, 1995) assuming that the measurements obtained follow a multivariate elliptical distribution. Different perturbation schemes are investigated and an application is considered to a real data set, using the elliptical t-distribution. rp-2002-13.pdf |
| 12/2002 |
Phylogenetic relationships and DNA sequence evolution among species of pitvipers Hildete P. Pinheiro, Aluísio Pinheiro, Augusto Shynia Abe, Sérgio F. dos Reis Pitvipers of the genus Bothrops comprise a complex and speciose group of snakes whose systematic and evolutionary relationships are poorly understood. To date very few studies have investigated the evolutionary genetics of these organisms from the perspective of DNA sequence variation. We employ here the maximum likelihood formalism to study phylogenetic relationships and sequence evolution among eight species of pitvipers, based on the first 310 base pairs of the mitochondrial cytochrome b gene. Sequence evolution is studied with models of nucleotide substitution that follow a time-homogeneous Poisson process. Likelihood ratio statistics are employed to test the significance of competing hypotheses regarding the mutational process, such as equal base frequencies, equal rates of transitions and transversions, homogeneity of rates among sites and a molecular clock. rp-2002-12.pdf |
| 11/2002 |
Multiple Solutions for Asymptotically Linear Resonant Elliptic Problems Francisco O. V. de Paiva In this paper we establish the existence of multiple solutions for the semilinear elliptic problem\begin{eqnarray*}\begin{array}{ccccc}-\Delta u = g(x,u) & {\rm in} & \Omega\\u = 0 ~~ & {\rm on} & \partial \Omega,\end{array}\end{eqnarray*}where $\Omega \subset \mathbb{R}^N$ is a bounded domain with smooth boundary $\partial \Omega$,$g:\Omega\times\mathbb{R}\to \mathbb{R}$ is a function of class $C^1$ such that $g(x,0)=0$ and which is asymptotically linear at infinity.We use critical groups to distinguish the critical points. rp-2002-11.pdf |
| 10/2002 |
Implicit Discontinuous Galerkin Method for Hyperbolic Equations Jorge L. D. Calle, Philippe R. B. Devloo, Sonia M. Gomes In this work a technique is presented for the numerical approximation of conservation laws. It is based both on the Runge-Kutta Discontinuous Galerkin method [3] and the Streamline Upwind Petrov-Galerkin method [2]. The proposed numerical scheme uses a discontinuous piecewise polynomial approximation in space and implicit backward Euler time stepping. Numerical oscillations within the discontinuous elements are controlled by adding a streamline diffusive term. An optimal relation between the time step (in terms of the CFL condition) and the size of the diffusion coefficient is analysed for numerical precision. The scheme is implemented using the object oriented programming philosophy based on the environment described in [4]. Accuracy and shock capturing abilities of the method are analysed in terms of two bidimensional model problems, the rotating hill problem and the backward facing step problem for the Euler equations of gas dynamics. rp-2002-10.pdf |
| 9/2002 |
A Multilevel Wavelet Scheme for Evolution Equations with Time Adaptivity J. E. Castilho, Sônia M. Gomes The study in this paper is devoted to the stability and consistence analyses of an adaptive multilevel time discretization proposed by Bacry, Mallat and Papanicolau [1]. The main idea is to evolve the components in a multirresolution representation of the numerical solution by means of na explicit algorithm, adapting the time step according to each scale level. For a model problem, and in the context of biorthogonal wavelets, it is proved tha the stability condition and consistency order are the same as in the original non-adapted scheme. rp-2002-9.pdf |
| 8/2002 |
On a resonant-superlinear elliptic problem Mabel Cuesta, Djairo G. Figueiredo, P. N. Srikanth rp-2002-8.pdf |
| 7/2002 |
Perfect simulation for a stationary silo with absorbing walls Nancy L. Garcia, Mariana R. Motta The objective of this work is to generate random samples of the unique stationary distribution associated to the stochastic model for grain storage in a finite bidimensional silo. The support of this measure is an unbounded and continuous state space and therefore a truncation was necessary to apply the CFTP perfect simulation scheme. The performance of the algorithm was measure by comparing the sample moments to the theoretical ones. rp-2002-7.pdf |
| 6/2002 |
Mancha negra: reflexões sobre um projeto no ensino de Cálculo Margarida P. Mello, Sandra A. Santos Oil spilling from a tanker in a coastal region forms the setting of a Calculus project, which chiefly explores the topic "level curves." The student is asked to research other phenomena that bear relation with this topic, and devise new problems. The objectives and strategies adopted in the work with projects undertaken by the authors in the context of the Calculus with Applications team, formed by a group of teachers from the State University of Campinas, are described. The thirty-six projects produced by a class of seventy-one students are analyzed. Reflections are made on the results achieved and on the effects of the project work for this class of Engineering students. rp-2002-6.pdf |
| 5/2002 |
Restricted Partitions and Polynomial Generalizations of the Pell-Sequence José Plínio O. Santos, Milos Ivkovic rp-2002-5.pdf |
