The asymptotic distribution of canonical correlations and vectors in higher-order cointegrated models

The study of the large-sample distribution of the canonical correlations and variates in cointegrated models is extended from the first-order autoregression model to autoregression of any (finite) order. The cointegrated process considered here is nonstationary in some dimensions and stationary in some other directions, but the first difference (the “error-correction form”) is stationary. The asymptotic distribution of the canonical correlations between the first differences and the predictor variables as well as the corresponding canonical variables is obtained under the assumption that the process is Gaussian. The method of analysis is similar to that used for the first-order process.

The influence of the flow of the reacting gas on the conditions for a thermal explosion

The classical problem of thermal explosion is modified so that the chemically active gas is not at rest but is flowing in a long cylindrical pipe. Up to a certain section the heat-conducting walls of the pipe are held at low temperature so that the reaction rate is small and there is no heat release; at that section the ambient temperature is increased and an exothermic reaction begins. The question is whether a slow reaction regime will be established or a thermal explosion will occur. The mathematical formulation of the problem is presented. It is shown that when the pipe radius is larger than a critical value, the solution of the new problem exists only up to a certain distance along the axis. The critical radius is determined by conditions in a problem with a uniform axial temperature. The loss of existence is interpreted as a thermal explosion; the critical distance is the safe reactor’s length. Both laminar and developed turbulent flow regimes are considered. In a computational experiment the loss of the existence appears as a divergence of a numerical procedure; numerical calculations reveal asymptotic scaling laws with simple powers for the critical distance.

Very intense pulse in the groundwater flow in fissurized-porous stratum

An asymptotic solution is obtained corresponding to a very intense pulse: a sudden strong increase and fast subsequent decrease of the water level at the boundary of semi-infinite fissurized-porous stratum. This flow is of practical interest: it gives a model of a groundwater flow after a high water period or after a failure of a dam around a collector of liquid waste. It is demonstrated that the fissures have a dramatic influence on the groundwater flow, increasing the penetration depth and speed of fluid penetration into the stratum. A characteristic property of the flow in fissurized-porous stratum is the rapid breakthrough of the fluid at the first stage deeply into the stratum via a system of cracks, feeding of porous blocks by the fluid in cracks, and at a later stage feeding of advancing fluid flow in fissures by the fluid, accumulated in porous blocks.

Active control of waves in a cochlear model with subpartitions.

Multiscale asymptotic methods developed previously to study macromechanical wave propagation in cochlear models are generalized here to include active control of a cochlear partition having three subpartitions, the basilar membrane, the reticular lamina, and the tectorial membrane. Activation of outer hair cells by stereocilia displacement and/or by lateral wall stretching result in a frequency-dependent force acting between the reticular lamina and basilar membrane. Wavelength-dependent fluid loads are estimated by using the unsteady Stokes' equations, except in the narrow gap between the tectorial membrane and reticular lamina, where lubrication theory is appropriate. The local wavenumber and subpartition amplitude ratios are determined from the zeroth order equations of motion. A solvability relation for the first order equations of motion determines the subpartition amplitudes. The main findings are as follows: The reticular lamina and tectorial membrane move in unison with essentially no squeezing of the gap; an active force level consistent with measurements on isolated outer hair cells can provide a 35-dB amplification and sharpening of subpartition waveforms by delaying dissipation and allowing a greater structural resonance to occur before the wave is cut off; however, previously postulated activity mechanisms for single partition models cannot achieve sharp enough tuning in subpartitioned models.

Colored diffraction catastrophes.

On fine scales, caustics produced with white light show vividly colored diffraction fringes. For caustics described by the elementary catastrophes of singularity theory, the colors are characteristic of the type of singularity. We study the diffraction colors of the fold and cusp catastrophes. The colors can be simulated computationally as the superposition of monochromatic patterns for different wavelengths. Far from the caustic, where the luminosity contrast is negligible, the fringe colors persist; an asymptotic theory explains why. Experiments with caustics produced by refraction through irregular bathroom-window glass show good agreement with theory. Colored fringes near the cusp reveal fine lines that are not present in any of the monochromatic components; these lines are explained in terms of partial decoherence between rays with widely differing path differences.