Discretization of highly persistent correlated AR(1) shocks

The finite state Markov-chain approximation methods developed by Tauchen (1986) and Tauchen and Hussey (1991) are widely used in economics, finance and econometrics to solve functional equations in which state variables follow autoregressive processes. For highly persistent processes, the methods require a large number of discrete values for the state variables to produce close approximations which leads to an undesirable reduction in computational speed, especially in a multivariate case. This paper proposes an alternative method of discretizing multivariate autoregressive processes. This method can be treated as an extension of Rouwenhorst's (1995) method which, according to our finding, outperforms the existing methods in the scalar case for highly persistent processes. The new method works well as an approximation that is much more robust to the number of discrete values for a wide range of the parameter space.

Discretization and solution of the inhomogeneous Bogoliubov-de Gennes equations

In the presence of inhomogeneities, defects and currents, the equations describing a Bose-condensed ensemble of alkali atoms have to be solved numerically. By combining both linear and nonlinear equations within a Discrete Variable Representation framework, we describe a computational scheme for the solution of the coupled Bogoliubov-de Gennes (BdG) and nonlinear Schrodinger (NLS) equations for fields in a 3D spheroidal potential. We use the method to calculate the collective excitation spectrum and quasiparticle mode densities for excitations of a Bose condensed gas in a spheroidal trap. The method is compared against finite-difference and spectral methods, and we find the DVR computational scheme to be superior in accuracy and efficiency for the cases we consider. (C) 2004 Elsevier B.V. All rights reserved.

A variational approach to the relaxation of single domain magnetic particles based on Brown's model

Brown's model for the relaxation of the magnetization of a single domain ferromagnetic particle is considered. This model results in the Fokker-Planck equation of the process. The solution of this equation in the cases of most interest is non- trivial. The probability density of orientations of the magnetization in the Fokker-Planck equation can be expanded in terms of an infinite set of eigenfunctions and their corresponding eigenvalues where these obey a Sturm-Liouville type equation. A variational principle is applied to the solution of this equation in the case of an axially symmetric potential. The first (non-zero) eigenvalue, corresponding to the largest time constant, is considered. From this we obtain two new results. Firstly, an approximate minimising trial function is obtained which allows calculation of a rigorous upper bound. Secondly, a new upper bound formula is derived based on the Euler-Lagrange condition. This leads to very accurate calculation of the eigenvalue but also, interestingly, from this, use of the simplest trial function yields an equivalent result to the correlation time of Coffey et at. and the integral relaxation time of Garanin. (C) 2004 Elsevier B.V. All rights reserved.

A dielectric continuum molecular dynamics method

We introduce a novel method to simulate hydrated macromolecules with a dielectric continuum representation of the surrounding solvent. In our approach, the interaction between the solvent and the molecular degrees of freedom is described by means of a polarization density free energy functional which is minimum at electrostatic equilibrium. After a pseudospectral expansion of the polarization and a discretization of the functional, we construct the equations of motion for the system based on a Car-Parrinello technique. In the limit of the adiabatic evolution of the polarization field variables, our method provides the solution of the dielectric continuum problem "on the fly," while the molecular coordinates are propagated. In this first study, we show how our dielectric continuum molecular dynamics method can be successfully applied to hydrated biomolecules, with low cost compared to free energy simulations with explicit solvent. To our knowledge, this is the first time that stable and conservative molecular dynamic simulations of solutes can be performed for a dielectric continuum model of the solvent. (C) 2001 American Institute of Physics.

Coupled heat and moisture transfer in multi-layer building materials

A dynamic mathematical model for simulating the coupled heat and moisture migration through multilayer porous building materials was proposed. Vapor content and temperature were chosen as the principal driving potentials. The discretization of the governing equations was done by the finite difference approach. A new experimental set-up was also developed in this study. The evolution of transient temperature and moisture distributions inside specimens were measured. The method for determining the temperature gradient coefficient was also presented. The moisture diffusion coefficient, temperature gradient coefficient, sorption–desorption isotherms were experimentally evaluated for some building materials (sandstone and lime-cement mortar). The model was validated by comparing with the experimental data with good agreement. Another advantage of the method lies in the fact that the required transport properties for predicting the non-isothermal moisture flow only contain the vapor diffusion coefficient and temperature gradient coefficient. They are relatively simple, and can be easily determined.

The Y-procedure: How to extract the chemical transformation rate from reaction-diffusion data with no assumption on the kinetic model

The paper presents a new method to extract the chemical transformation rate from reaction–diffusion data with no assumption on the kinetic model (“kinetic model-free procedure”). It is a new non-steady-state kinetic characterization procedure for heterogeneous catalysts. The mathematical foundation of the Y-procedure is a Laplace-domain analysis of the two inert zones in a TZTR followed by transposition to the Fourier domain. When combined with time discretization and filtering the Y-procedure leads to an efficient practical method for reconstructing the concentration and reaction rate in the active zone. Using the Y-procedure the concentration and reaction rate of a non-steady state catalytic process can be determined without any pre-assumption regarding the type of kinetic dependence. The Y-procedure is the basis for advanced software for non-steady state kinetic data interpretation. The Y-procedure can be used to relate changes in the catalytic reaction rate and kinetic parameters to changes in the surface composition (storage) of a catalyst.

Split slot ring spatial quasi-circulator for RCS characterisation

A prototype X-band scale model for a quasi-optical three-port circulator utilising a double-layer circularly polarising frequency selective surface is proposed. The operating principles and measured characteristics of the device are discussed. A prototype device operating at 9.9 GHz has been built and validated experimentally. The port 1 to port 2 insertion loss of the quasi-circulator has been measured to be 2 dB, while port 1 to port 3 isolation is 16 dB. It is demonstrated that port 1 to 3 isolation can be increased to 25 dB by embedding the quasi-circulator in a feedforward setup.

RCS CONTROL USING CASCADED CIRCULARLY POLARIZED FREQUENCY SELECTIVE SURFACES AND AN AMC STRUCTURE AS A SWITCHABLE TWIST POLARIZER

This article presents a cascaded arrangement comprising a double-layer frequency selective surface circularly polarizing (CPFSS) and a second screen that can be switched between artificial magnetic conduction (AMC) or perfect electric conducting. (PEC) states. The CPFSS consists of two stacked aluminium sheets patterned with periodic split ring structures While the AMC is a PCB sheet patterned with metallic squares interconnected by links By either open or short circuiting these links it is shown that the cascade of screens can be made to twist, or not to twist, an incident 45 degrees linearly polirized signal through 90 degrees upon reflection from the assembly The system was designed and optimized using CST software and predictions were validated experimentally and measured monostatic reflection loss results (C) 2010 Wiley Periodicals, Inc Microwave Opt Technol Lett 52 577-580, 2010. Published online in Wiley InterScience (www.interscience.wiley.com) DOI 10.1002/mop.24979