107 resultados para Nonlinear Dynamics and Control


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A semi-phenomenological model describing wideband dielectric and far-infrared spectra of liquid water was proposed recently by the same authors [J. Mol. Struct. 606 (2002) 9], where a small dipole-moment component changing harmonically with time determines a weak absorption band (termed here the R-band) centred at the wavenumber v similar to 200 cm(-1). In the present work, a rough molecular theory of the R-band based on the concept of elastic interactions is given. Stretching and bending of hydrogen bonds cause restricted rotation (RR) of a polar water molecule in terms of a dimer comprising the H- bonded molecules. Analytical expression for the RR frequency nu(str) is derived as a function of the RR amplitude, geometrical parameters and force constants. The density g(nu(str)) of frequency distribution is shown to be centred in the R-band. The spectrum of the dipolar auto-correlation function calculated for this structural-dynamical model is found. A composite model comprising two intermolecular potentials is proposed, which yields for water a good description of the experimental wideband (from 0 to 1000 cm(- 1)) spectra of complex permittivity and of absorption coefficient. The presented interpretation of these spectra is based on a concept that water presents a two-component solution, with components differing by the types of molecular rotation. (C) 2003 Elsevier B.V. All rights reserved.

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We have measured the electrical transport properties of mats of single-walled carbon nanotubes (SWNT) as a function of applied electric and magnetic fields. We find that at low temperatures the resistance as a function of temperature R(T) follows the Mott variable range hopping (VRH) formula for hopping in three dimensions. Measurement of the electric field dependence of the resistance R(E) allows for the determination of the Bohr radius of a localized state a = 700nm. The magnetoresistance (MR) of SWNT mat samples is large and negative at all temperatures and fields studied. The low field negative MR is proportional to H2, in agreement with variable range hopping in two or three dimensions. 3D VRH indicates good intertube contacts, implying that the localization is due to the disorder experienced by the individual tubes. The 3D localization radius gives a measure of the ID localization length on the individual tubes, which we estimate to be >700 nm. Implications for the electron-phonon mean free path are discussed.

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Long-range dependence in volatility is one of the most prominent examples in financial market research involving universal power laws. Its characterization has recently spurred attempts to provide some explanations of the underlying mechanism. This paper contributes to this recent line of research by analyzing a simple market fraction asset pricing model with two types of traders---fundamentalists who trade on the price deviation from estimated fundamental value and trend followers whose conditional mean and variance of the trend are updated through a geometric learning process. Our analysis shows that agent heterogeneity, risk-adjusted trend chasing through the geometric learning process, and the interplay of noisy fundamental and demand processes and the underlying deterministic dynamics can be the source of power-law distributed fluctuations. In particular, the noisy demand plays an important role in the generation of insignificant autocorrelations (ACs) on returns, while the significant decaying AC patterns of the absolute returns and squared returns are more influenced by the noisy fundamental process. A statistical analysis based on Monte Carlo simulations is conducted to characterize the decay rate. Realistic estimates of the power-law decay indices and the (FI)GARCH parameters are presented.

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The purpose of this paper is to document the prevalent ownership concentration, structure and control in the top 100 companies listed on the Istanbul Stock Exchange. The results are discussed in the context of emerging corporate governance trends in Turkey. Where appropriate, comparisons with other countries are provided. The results of the study indicate that ownership of Turkish companies is highly concentrated, families being the dominant shareholders. The separation of ownership and control among Turkish companies is mainly achieved through pyramidal ownership structures and the presence of big business groups. However, the cash flow and voting rights in Turkish companies are relatively more aligned compared to other family–ownership–dominated insider–system countries.

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An effective ellipsometric technique to determine parameters that characterize second-harmonic optical and magneto-optical effects in centrosymmetric media within the electric-dipole approximation is proposed and outlined in detail. The parameters, which are ratios of components of the nonlinear-surface-susceptibility tensors, are obtained from experimental data related to the state of polarization of the second-harmonic-generated radiation as a function of the angle between the plane of incidence and the polarization plane of the incident, linearly polarized, fundamental radiation. Experimental details of the technique are described. A corresponding theoretical model is given as an example for a single isotropic surface assuming polycrystalline samples. The surfaces of air-Au and air-Ni (in magnetized and demagnetized states) have been investigated ex situ in ambient air, and the results are presented. A nonlinear, least-squares-minimization fitting procedure between experimental data and theoretical formulas has been shown to yield realistic, unambiguous results for the ratios corresponding to each of the above materials. Independent methods for verifying the validity of the fitting parameters are also presented. The influence of temporal variations at the surfaces on the state of polarization (due to adsorption, contamination, or oxidation) is also illustrated for the demagnetized air-Ni surface. (C) 2005 Optical Society of America

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The current understanding of periodic transonic flow is reviewed briefly. The effects of boundary-layer transition, non-adiabatic wall conditions and modifications to the aerofoil surface geometry at the shock interactions on periodic transonic flow are discussed. Through the methods presented, it is proposed that the frequency of periodic motion can be predicted with reasonable accuracy, but there are limitations on the prediction of buffet boundaries associated with periodic transonic flows. Several methods have been proposed by which the periodic motion may be virtually eliminated, most relevantly by altering the position of transition fix, contouring the aerofoils surface or adding a porous surface and a cavity in the region of shock interaction. In addition, it has been shown that heat transfer can have a significant effect on buffet.

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Since 1995, when pumps were withdrawn from deep mines in East Fife (Scotland), mine waters have been rebounding throughout the coalfield. Recently, it has become necessary to pump and treat these waters to prevent their uncontrolled emergence at the surface. However, even relatively shallow pumping to surface treatment lagoons of the initially chemically-stratified mine water from a shaft in the coastal Frances Colliery during two dynamic step-drawdown tests to establish the hydraulic characteristics of the system resulted in rapid breakdown of the stratification within 24 h and a poor pumped water quality with high dissolved Fe loading. Further, data are presented here of hydrochemical and isotopic sampling of the extended pump testing lasting up to several weeks. The use in particular of the environmental isotopes d18O, d2H, d34S, 3H, 13C and 14C alongside hydrochemical and hydraulic pump test data allowed characterisation of the Frances system dynamics, mixing patterns and water quality sources feeding into this mineshaft under continuously pumped conditions. The pumped water quality reflects three significant components of mixing: shallow freshwater, seawater, and leakage from the surface treatment lagoons. In spite of the early impact of recirculating lagoon waters on the hydrochemistries, the highest Fe loadings in the longer-term pumped waters are identified with a mixed freshwater–seawater component affected by pyrite oxidation/melanterite dissolution in the subsurface system.