Measuring distributions of jump rates in disordered metal–hydrogen systems by nuclear magnetic relaxation

Monte Carlo calculations of the nuclear magnetic relaxation rate in a disordered metal–hydrogen system having a distribution of jump rates are reported. The calculations deal specifically with the spin-locked rotating-frame relaxation time T1ρ. The results demonstrate that the temperature variation of the rate is only weakly dependent on the distribution and it is therefore unlikely that the jump rate distribution can be extracted from relaxation measurements in which temperature is the main variable. It is shown that the alternative of measuring the relaxation rate over a wide range of spin-locking field strengths at a constant temperature can lead to an evaluation of the distribution.

Moment decay rates of solutions of stochastic differential equations

The objective of this paper is to investigate the p-ίh moment asymptotic stability decay rates for certain finite-dimensional Itό stochastic differential equations. Motivated by some practical examples, the point of our analysis is a special consideration of general decay speeds, which contain as a special case the usual exponential or polynomial type one, to meet various situations. Sufficient conditions for stochastic differential equations (with variable delays or not) are obtained to ensure their asymptotic properties. Several examples are studied to illustrate our theory.

On the persistence of computer dreams: an application framework for robust adaptive deployment

The anticipated rewards of adaptive approaches will only be fully realised when autonomic algorithms can take configuration and deployment decisions that match and exceed those of human engineers. Such decisions are typically characterised as being based on a foundation of experience and knowledge. In humans, these underpinnings are themselves founded on the ashes of failure, the exuberance of courage and (sometimes) the outrageousness of fortune. In this paper we describe an application framework that will allow the incorporation of similarly risky, error prone and downright dangerous software artefacts into live systems – without undermining the certainty of correctness at application level. We achieve this by introducing the notion of application dreaming.

Multiple attractors of host-parasitoid models with integrated pest management strategies: eradication, persistence and outbreak

Host-parasitoid models including integrated pest management (IPM) interventions with impulsive effects at both fixed and unfixed times were analyzed with regard to host-eradication, host-parasitoid persistence and host-outbreak solutions. The host-eradication periodic solution with fixed moments is globally stable if the host's intrinsic growth rate is less than the summation of the mean host-killing rate and the mean parasitization rate during the impulsive period. Solutions for all three categories can coexist, with switch-like transitions among their attractors showing that varying dosages and frequencies of insecticide applications and the numbers of parasitoids released are crucial. Periodic solutions also exist for models with unfixed moments for which the maximum amplitude of the host is less than the economic threshold. The dosages and frequencies of IPM interventions for these solutions are much reduced in comparison with the pest-eradication periodic solution. Our results, which are robust to inclusion of stochastic effects and with a wide range of parameter values, confirm that IPM is more effective than any single control tactic.

Review of models for predicting the discharge rates of bulk particulates from silos and bins

Various models for predicting discharge rates have been developed over the last four decades by many research workers (notably Beverloo [1], Johanson [2], Brown [3], Carleton [4], Crewdson [5], Nedderman [6], Gu [7].). In many cases these models offer comparable approaches to the prediction of discharge rates of bulk particulates from storage equipment when solely gravity is acting to initiate flow (since they invariably consider the use of mass-flow design equipment). The models that have been developed consider a wide range of bulk particulates (coarse, incompressible, fine, cohesive) and most contemporary works have incorporated validation against test programmes. Research currently underway at The Wolfson Centre for Bulk Solids Handling Technology, University of Greenwich, has considered the relative performance of these models with respect to a range of bulk properties and with particular focus upon the flexibility of the models to cater for different geometrical factors for vessels.

On information rates of time-varying fading channels modeled as finite-state Markov channels

We study information rates of time-varying flat-fading channels (FFC) modeled as finite-state Markov channels (FSMC). FSMCs have two main applications for FFCs: modeling channel error bursts and decoding at the receiver. Our main finding in the first application is that receiver observation noise can more adversely affect higher-order FSMCs than lower-order FSMCs, resulting in lower capacities. This is despite the fact that the underlying higher-order FFC and its corresponding FSMC are more predictable. Numerical analysis shows that at low to medium SNR conditions (SNR lsim 12 dB) and at medium to fast normalized fading rates (0.01 lsim fDT lsim 0.10), FSMC information rates are non-increasing functions of memory order. We conclude that BERs obtained by low-order FSMC modeling can provide optimistic results. To explain the capacity behavior, we present a methodology that enables analytical comparison of FSMC capacities with different memory orders. We establish sufficient conditions that predict higher/lower capacity of a reduced-order FSMC, compared to its original high-order FSMC counterpart. Finally, we investigate the achievable information rates in FSMC-based receivers for FFCs. We observe that high-order FSMC modeling at the receiver side results in a negligible information rate increase for normalized fading rates fDT lsim 0.01.

The performance and persistence of exchange-traded funds: evidence for iShares MSCI country-specific ETFs

The aim of this paper is to investigate the performance and persistence of 20 iShares MSCI country-specific exchange-traded funds (ETFs) in comparison with S&P 500 index over the period July 2001 to June 2006. There are several studies analysing mutual funds performance in past years, but very little is known about ETFs. In our analysis the Sharpe, Treynor and Sortino ratios are used as risk-adjusted performance measures. To evaluate performance persistence and therefore if there is any relationship among past performance and future performance, we apply to the Spearman Rank Correlation Coefficient and the Winner-loser Contingency Table. The main findings are at two levels. First, ETFs can beat the U.S. market index based on risk-adjusted performance measures. Second, there is evidence of ETFs performance persistence based on annual return.