A nondegenerate penalized likelihood estimator for variance parameters in multilevel models.

Group-level variance estimates of zero often arise when fitting multilevel or hierarchical linear models, especially when the number of groups is small. For situations where zero variances are implausible a priori, we propose a maximum penalized likelihood approach to avoid such boundary estimates. This approach is equivalent to estimating variance parameters by their posterior mode, given a weakly informative prior distribution.

Avoiding zero between-study variance estimates in random-effects meta-analysis.

Fixed-effects meta-analysis has been criticized because the assumption of homogeneity is often unrealistic and can result in underestimation of parameter uncertainty. Random-effects meta-analysis and meta-regression are therefore typically used to accommodate explained and unexplained between-study variability. However, it is not unusual to obtain a boundary estimate of zero for the (residual) between-study standard deviation, resulting in fixed-effects estimates of the other parameters and their standard errors.

Strong collapse turbulence in a quintic nonlinear Schrödinger equation.

We consider the quintic one-dimensional nonlinear Schrödinger equation with forcing and both linear and nonlinear dissipation. Quintic nonlinearity results in multiple collapse events randomly distributed in space and time, forming forced turbulence. Without dissipation each of these collapses produces finite-time singularity, but dissipative terms prevent actual formation of singularity.

Diverging probability-density functions for flat-top solitary waves.

We investigate the statistics of flat-top solitary wave parameters in the presence of weak multiplicative dissipative disorder. We consider first propagation of solitary waves of the cubic-quintic nonlinear Schrödinger equation (CQNLSE) in the presence of disorder in the cubic nonlinear gain. We show by a perturbative analytic calculation and by Monte Carlo simulations that the probability-density function (PDF) of the amplitude eta exhibits loglognormal divergence near the maximum possible amplitude eta(m), a behavior that is similar to the one observed earlier for disorder in the linear gain [A.

Effects of dissipative disorder on front formation in pattern forming systems.

We study the effects of weak disorder in the linear gain coefficient on front formation in pattern forming systems described by the cubic-quintic nonlinear Schrödinger equation. We calculate the statistics of the front amplitude and position. We show that the distribution of the front amplitude has a loglognormal diverging form at the maximum possible amplitude and that the distribution of the front position has a lognormal tail.