The exponentiated convex variable step-size (ECVSS) algorithm

For some time there is a large interest in variable step-size methods for adaptive filtering. Recently, a few stochastic gradient algorithms have been proposed, which are based on cost functions that have exponential dependence on the chosen error. However, we have experienced that the cost function based on exponential of the squared error does not always satisfactorily converge. In this paper we modify this cost function in order to improve the convergence of exponentiated cost function and the novel ECVSS (exponentiated convex variable step-size) stochastic gradient algorithm is obtained. The proposed technique has attractive properties in both stationary and abrupt-change situations. (C) 2010 Elsevier B.V. All rights reserved.

Evidence for on-line visual guidance during saccadic gaze shifts.

Rapid orientating movements of the eyes are believed to be controlled ballistically. The mechanism underlying this control is thought to involve a comparison between the desired displacement of the eye and an estimate of its actual position (obtained from the integration of the eye velocity signal). This study shows, however, that under certain circumstances fast gaze movements may be controlled quite differently and may involve mechanisms which use visual information to guide movements prospectively. Subjects were required to make large gaze shifts in yaw towards a target whose location and motion were unknown prior to movement onset. Six of those tested demonstrated remarkable accuracy when making gaze shifts towards a target that appeared during their ongoing movement. In fact their level of accuracy was not significantly different from that shown when they performed a 'remembered' gaze shift to a known stationary target (F-3,F-15 = 0.15, p > 0.05). The lack of a stereotypical relationship between the skew of the gaze velocity profile and movement duration indicates that on-line modifications were being made. It is suggested that a fast route from the retina to the superior colliculus could account for this behaviour and that models of oculomotor control need to be updated.

Numerical simulations of fluid-structure interactions in single-reed mouthpieces

Most single-reed woodwind instrument models rely on a quasistationary approximation to describe the relationship between the volume flow and. the pressure difference across the reed channel. Semiempirical models based on the quasistationary approximation are very useful in explaining the fundamental characteristics of this family of instruments such as self-sustained oscillations and threshold of blowing pressure. However, they fail at explaining more complex phenomena associated with the fluid-structure interaction during dynamic flow regimes, such as the transient and steady-state behavior of the system as a function. of the mouthpiece geometry. Previous studies have discussed the accuracy of the quasistationary approximation but the amount of literature on the subject is sparse, mainly due to the difficulties involved in the measurement of dynamic flows in channels with an oscillating reed. In this paper, a numerical technique based on the lattice Boltzmann method and a finite difference scheme is proposed in order to investigate the characteristics of fully coupled fluid-structure interaction in single-reed mouthpieces with different channel configurations. Results obtained for a stationary simulation with a static reed agree very well with those predicted by the literature based on the quasistationary approximation. However, simulations carried out for a dynamic regime with dn oscillating reed show that the phenomenon associated with flow detachment and reattachment diverges considerably frorn the theoretical assumptions. Furthermore, in the case of long reed channels, the results obtained for the vena contracta factor are in significant disagreement with those predicted by theory. For short channels, the assumption of constant vena contracta was found to be valid for only 40% of the duty cycle. (c) 2007 Acoustical Society of America.

Endogenous Two-Sided Markets with Repeated Transactions

We consider homogeneous two-sided markets, in which connected buyer-seller pairs bargain and trade repeatedly. In this infinite market game with exogenous matching probabilities and a common discount factor, we prove the existence of equilibria in stationary strategies. The equilibrium payoffs are given implicitly as a solution to a system of linear equations. Then, we endogenize the matching mechanism in a link formation stage that precedes the market game. When agents are sufficiently patient and link costs are low, we provide an algorithm to construct minimally connected networks that are pairwise stable with respect to the expected payoffs in the trading stage. The constructed networks are essentially efficient and consist of components with a constant buyer-seller ratio. The latter ratio increases (decreases) for a buyer (seller) that deletes one of her links in a pairwise stable component.

Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application

This paper examines the finite sample properties of three testing regimes for the null hypothesis of a panel unit root against stationary alternatives in the presence of cross-sectional correlation. The regimes of Bai and Ng (2004), Moon and Perron (2004) and Pesaran (2007) are assessed in the presence of multiple factors and also other non-standard situations. The behaviour of some information criteria used to determine the number of factors in a panel is examined and new information criteria with improved properties in small-N panels proposed. An application to the efficient markets hypothesis is also provided. The null hypothesis of a panel random walk is not rejected by any of the tests, supporting the efficient markets hypothesis in the financial services sector of the Australian Stock Exchange.

Electron-acoustic plasma waves: Oblique modulation and envelope solitons

Theoretical and numerical studies are presented of the amplitude modulation of electron-acoustic waves (EAWs) propagating in space plasmas whose constituents are inertial cold electrons, Boltzmann distributed hot electrons, and stationary ions. Perturbations oblique to the carrier EAW propagation direction have been considered. The stability analysis, based on a nonlinear Schrodinger equation, reveals that the EAW may become unstable; the stability criteria depend on the angle theta between the modulation and propagation directions. Different types of localized EA excitations are shown to exist.

Envelope solitons associated with electromagnetic waves in a magnetized pair plasma

The amplitude modulation of magnetic field-aligned circularly polarized electromagnetic (CPEM) waves in a magnetized pair plasma is reexamined. The nonlinear frequency shifts include the effects of the radiation pressure driven density and compressional magnetic field perturbations as well as relativistic particle mass variations. The dynamics of the modulated CPEM wave packets is governed by a nonlinear Schrodinger equation, which has attractive and repulsive interaction potentials for fast and slow CPEM waves. The modulational stability of a constant amplitude CPEM wave is studied by deriving a nonlinear dispersion from the cubic Schrodinger equation. The fast (slow) CPEM mode is modulationally unstable (stable). Possible stationary amplitude solutions of the modulated fast (slow) CPEM mode can be represented in the form of bright and dark/gray envelope electromagnetic soliton structures. Localized envelope excitations can be associated with the microstructures in pulsar magnetospheres and in laboratory pair magnetoplasmas. (C) 2005 American Institute of Physics.

Modulational instability and localized excitations involving two nonlinearly coupled upper-hybrid waves in plasmas

The nonlinear coupling between two perpendicularly propagating ( with respect to the external magnetic field direction) upper-hybrid ( UH) waves in a uniform magnetoplasma is considered, taking into account quasi-stationary density perturbations which are driven by the UH wave ponderomotive force. This interaction is governed by a pair of coupled nonlinear Schrodinger equations ( CNLSEs) for the UH wave envelopes. The CNLSEs are used to investigate the occurrence of modulational instability. Waves in the vicinity of the UH resonance are considered, so that the group dispersion terms for both waves are approximately equal, but the UH wave group velocities may be different. It is found that a pair of unstable UH waves ( obeying anomalous group dispersion) yields an increased instability growth rate, while a pair of stable UH waves ( individually obeying normal group dispersion) remains stable for equal group velocities, although it is destabilized by a finite group velocity mismatch. Stationary nonlinear solutions of the CNLSEs are presented.

Dynamics of nonlinearly coupled magnetic-field-aligned electromagnetic electron-cyclotron waves near the zero-group-dispersion point in magnetized plasmas

The nonlinear coupling between two magnetic-field-aligned electromagnetic electron-cyclotron (EMEC) waves in plasmas is considered. Evaluating the ponderomotive coupling between the EMEC waves and quasistationary plasma density perturbations, a pair of coupled nonlinear Schrodinger equations (CNLSEs) is obtained. The CNLSEs are then used to investigate the occurrence of modulational instability in magnetized plasmas. Waves in the vicinity of the zero-group-dispersion point are considered, so that the group dispersion terms may either bear the same or different signs. It is found that a stable EMEC wave can be destabilized due to its nonlinear interactions with an unstable one, while a pair of unstable EMEC waves yields an increased instability growth rate. Individually stable waves remain stable while interacting with one another. Stationary nonlinear solutions of the coupled equations are presented. The relevance of our investigation to nonlinear phenomena in space plasmas is discussed. (c) 2005 American Institute of Physics.

Parametric instabilities and localization of nonlinearly coupled electromagnetic modes in astrophysical dusty plasmas

The nonlinear coupling between the Alfven-Rao (AR) and dust-Alfven (DA) modes in a uniform magnetized dusty plasma is considered. For this purpose, multi- fluid equations (composed of the continuity and momentum equations), the laws of Faraday and Ampere and the quasi-neutrality condition are adopted to derive a set of equations, which show how the fields of the modes are nonlinearly coupled. The equations are then used to investigate decay and modulational instabilities in magnetized dusty plasmas. Stationary nonlinear solutions of the coupled AR and DA equations are presented. The relevance of the investigation to nonlinear phenomena (instabilities and localized structures) in interstellar molecular clouds is also discussed.

Solitary and blow-up electrostatic excitations in rotating magnetized electron-positron-ion plasmas

The nonlinear dynamics of a rotating magnetoplasma consisting of electrons, positrons and stationary positive ions is considered. The basic set of hydrodynamic and Poisson equations are reduced to a Zakharov-Kuznetsov (ZK) equation for the electric potential. The ZK equation is solved by applying an improved modified extended tanh-function method (2008 Phys. Lett. A 372 5691) and its characteristics are investigated. A set of new solutions are derived, including localized solitary waves, periodic nonlinear waveforms and divergent (explosive) pulses. The characteristics of these nonlinear excitations are investigated in detail.

Nonlinear Dynamics of Rotating Multi-Component Pair Plasmas and e-p-i Plasmas

The propagation of small amplitude stationary profile nonlinear electrostatic excitations in a pair plasma is investigated, mainly drawing inspiration from experiments on fullerene pair-ion plasmas. Two distinct pair ion species are considered of opposite polarity and same mass, in addition to a massive charged background species, which is assumed to be stationary, given the frequency scale of interest. In the pair-ion context, the third species is thought of as a background defect (e.g. charged dust) component. On the other hand, the model also applies formally to electron-positron-ion (e-p-i) plasmas, if one neglects electron-positron annihilation. A two-fluid plasma model is employed, incorporating both Lorentz and Coriolis forces, thus taking into account the interplay between the gyroscopic (Larmor) frequency ?c and the (intrinsic) plasma rotation frequency O0. By employing a multi-dimensional reductive perturbation technique, a Zakharov-Kuznetsov (ZK) type equation is derived for the evolution of the electric potential perturbation. Assuming an arbitrary direction of propagation, with respect to the magnetic field, we derive the exact form of nonlinear solutions, and study their characteristics. A parametric analysis is carried out, as regards the effect of the dusty plasma composition (background number density), species temperature(s) and the relative strength of rotation to Larmor frequencies. It is shown that the Larmor and mechanical rotation affect the pulse dynamics via a parallel-to-transverse mode coupling diffusion term, which in fact diverges at ?c ? ±2O0. Pulses collapse at this limit, as nonlinearity fails to balance dispersion. The analysis is complemented by investigating critical plasma compositions, in fact near-symmetric (T- ˜ T+) “pure” (n- ˜ n+) pair plasmas, i.e. when the concentration of the 3rd background species is negligible, case in which the (quadratic) nonlinearity vanishes, so one needs to resort to higher order nonlinear theory. A modified ZK equation is derived and analyzed. Our results are of relevance in pair-ion (fullerene) experiments and also potentially in astrophysical environments, e.g. in pulsars.

Physical model for the generation of ideal resources in multipartite quantum networking

We propose a physical model for generating multipartite entangled states of spin-s particles that have important applications in distributed quantum information processing. Our protocol is based on a process where mobile spins induce the interaction among remote scattering centers. As such, a major advantage lies in the management of stationary and well-separated spins. Among the generable states, there is a class of N-qubit singlets allowing for optimal quantum telecloning in a scalable and controllable way. We also show how to prepare Aharonov, W, and Greenberger-Horne-Zeilinger states.

Electrostatic solitary waves in the presence of excess superthermal electrons: modulational instability and envelope soliton modes

The nonlinear dynamics of electrostatic solitary waves in the form of localized modulated wavepackets is investigated from first principles. Electron-acoustic (EA) excitations are considered in a two-electron plasma, via a fluid formulation. The plasma, assumed to be collisionless and uniform (unmagnetized), is composed of two types of electrons (inertial cold electrons and inertialess kappa-distributed superthermal electrons) and stationary ions. By making use of a multiscale perturbation technique, a nonlinear Schrodinger equation is derived for the modulated envelope, relying on which the occurrence of modulational instability (MI) is investigated in detail. Stationary profile localized EA excitations may exist, in the form of bright solitons (envelope pulses) or dark envelopes (voids). The presence of superthermal electrons modifies the conditions for MI to occur, as well as the associated threshold and growth rate. The concentration of superthermal electrons (i.e., the deviation from a Maxwellian electron distribution) may control or even suppress MI. Furthermore, superthermality affects the characteristics of solitary envelope structures, both qualitatively (supporting one or the other type, for different.) and quantitatively, changing their characteristics (width, amplitude). The stability of bright and dark-type nonlinear structures is confirmed by numerical simulations.

3D Analysis of Heat Transfer Intensification by Re-Entrance Flow Pin-Fins Microstructures with a Highly Thermal-Conductive Plate

Joule heat-induced hot-spot formation sets severe limits in the operation of continuous annular electrochromatography (CAEC), a new concept for preparative separation as an analog to analytical capillary electrochromatography (CEC). This may lead to eluent flow perturbance, even to boiling, which would massively weaken separation efficiency and may even hamper the stationary phase used for separation. For reasons of system integration and high-efficiency heat transfer, micro flow heat exchangers are considered with a separate coolant flow. A 3D numerical analysis of the heat transfer of water single-phase laminar flow in a square microchannel and different arrays of micro pin-fins was carried out using COMSOL Multiphysics. Several advanced materials with low electric conductivity and at the same time with high heat conductivity were put forward to be used in the CAEC system. As essential design point, it is proposed to constitute the micro heat exchanger from two different parts of the CAEC system, namely a microstructured pin-fins plate and a so-called conductive plate.