We calculate Jones polynomials VL(t) for several families of alternating knots and links by computing the Tutte polynomials T (G, x, y) for the associated graphs G and then obtaining VL(t) as a special case of the Tutte polynomial. For each of these families we determine the zeros of the Jones polynomial, including the accumulation set in the limit of infinitely many crossings. A discussion is ...

In this paper, a comparison of weak-form Galerkin and least-squares finite element models of Timoshenko beam theory with the von Kármán strains is presented. Computational characteristics of the two models and the influence of the polynomial orders used on the relative accuracies of the two models are discussed. The degree of approximation functions used varied from linear to the 5th order. In ...

Local likelihood approaches to statistical inference attempt to construct nonparametric estimators based on local polynomial fits to the likelihood function at a given point of interest. As opposed to approaches based on the construction of complex global models which are then used in order to predict future behavior, the local models fit a set of parameters to a simple local model in the vicin...

Abstract: This paper deals with the identification of linear systems using input-output response data. Specifically we focus on nonparametric (finite impulse or step response, FIR or FSR) models widely used in model predictive control. A polynomial model is proposed to reduce the number of parameters needed to represent the model. This leads to parsimonious, yet extremely robust models. The tim...

the objectives of this study were to identify a suitable mathematical model for describing the growth curve of baluchi sheep based on monthly records of live weight from birth to yearling; and to evaluate the efficacies of nonlinear mixed effect model (nlmm) and the nonlinear fixed effect model (nlm) methodologies. growth models were fitted to a total of 16,650 weight–age data belonging to 2071...

We consider a polynomial regression model, where the covariate is measured with Gaussian errors. The measurement error variance is supposed to be known. The covariate is normally distributed with known mean and variance. Quasi Score (QS) and Corrected Score (CS) are two consistent estimation methods, where the first makes use of the distribution of the covariate (structural method), while the l...