Structural change in macroeconomic time series: A complex systems perspective

We demonstrate that the process of generating smooth transitions Call be viewed as a natural result of the filtering operations implied in the generation of discrete-time series observations from the sampling of data from an underlying continuous time process that has undergone a process of structural change. In order to focus discussion, we utilize the problem of estimating the location of abrupt shifts in some simple time series models. This approach will permit its to address salient issues relating to distortions induced by the inherent aggregation associated with discrete-time sampling of continuous time processes experiencing structural change, We also address the issue of how time irreversible structures may be generated within the smooth transition processes. (c) 2005 Elsevier Inc. All rights reserved.

Hydrostability and Scaling Up Molecular Sieve Silica (MSS) Membranes for H2/CO Separation in Fuel Cell Systems

MSS membranes are a good candidate for CO cleanup in fuel cell fuel processing systems due to their ability to selectively permeate H2 over CO via molecular sieving. Successfully scaled up tubular membranes were stable under dry conditions to 400°C with H2 permeance as high as 2 x 10-6 mol.m-2.s^-1.Pa^-1 at 200 degrees C and H2/CO selectivity up to 6.4, indicating molecular sieving was the dominant mechanism. A novel carbonised template molecular sieve silica (CTMSS) technology gave the scaled up membranes resilience in hydrothermal conditions up to 400 degrees C in 34% steam and synthetic reformate, which is required for use in fuel cell CO cleanup systems.

Gauge P-representations for quantum-dynamical problems: Removal of boundary terms

P-representation techniques, which have been very successful in quantum optics and in other fields, are also useful for general bosonic quantum-dynamical many-body calculations such as Bose-Einstein condensation. We introduce a representation called the gauge P representation, which greatly widens the range of tractable problems. Our treatment results in an infinite set of possible time evolution equations, depending on arbitrary gauge functions that can be optimized for a given quantum system. In some cases, previous methods can give erroneous results, due to the usual assumption of vanishing boundary conditions being invalid for those particular systems. Solutions are given to this boundary-term problem for all the cases where it is known to occur: two-photon absorption and the single-mode laser. We also provide some brief guidelines on how to apply the stochastic gauge method to other systems in general, quantify the freedom of choice in the resulting equations, and make a comparison to related recent developments.

Entanglement in a simple quantum phase transition

What entanglement is present in naturally occurring physical systems at thermal equilibrium? Most such systems are intractable and it is desirable to study simple but realistic systems that can be solved. An example of such a system is the one-dimensional infinite-lattice anisotropic XY model. This model is exactly solvable using the Jordan-Wigner transform, and it is possible to calculate the two-site reduced density matrix for all pairs of sites. Using the two-site density matrix, the entanglement of formation between any two sites is calculated for all parameter values and temperatures. We also study the entanglement in the transverse Ising model, a special case of the XY model, which exhibits a quantum phase transition. It is found that the next-nearest-neighbor entanglement (though not the nearest-neighbor entanglement) is a maximum at the critical point. Furthermore, we show that the critical point in the transverse Ising model corresponds to a transition in the behavior of the entanglement between a single site and the remainder of the lattice.

Magnetic susceptibility of the normal-superconducting transition in high-purity single-crystal α-uranium

We report complex ac magnetic susceptibility measurements of a superconducting transition in very high-quality single-crystal alpha-uranium using microfabricated coplanar magnetometers. We identify an onset of superconductivity at Tapproximate to0.7 K in both the real and imaginary components of the susceptibility which is confirmed by resistivity data. A superconducting volume fraction argument, based on a comparison with a calibration YBa2Cu3O7-delta sample, indicates that superconductivity in these samples may be filamentary. Our data also demonstrate the sensitivity of the coplanar micro-magnetometers, which are ideally suited to measurements in pulsed magnetic fields exceeding 100 T.

Spectral properties of the tandem Jackson network, seen as a quasi-birth-and-death process

Quasi-birth-and-death (QBD) processes with infinite “phase spaces” can exhibit unusual and interesting behavior. One of the simplest examples of such a process is the two-node tandem Jackson network, with the “phase” giving the state of the first queue and the “level” giving the state of the second queue. In this paper, we undertake an extensive analysis of the properties of this QBD. In particular, we investigate the spectral properties of Neuts’s R-matrix and show that the decay rate of the stationary distribution of the “level” process is not always equal to the convergence norm of R. In fact, we show that we can obtain any decay rate from a certain range by controlling only the transition structure at level zero, which is independent of R. We also consider the sequence of tandem queues that is constructed by restricting the waiting room of the first queue to some finite capacity, and then allowing this capacity to increase to infinity. We show that the decay rates for the finite truncations converge to a value, which is not necessarily the decay rate in the infinite waiting room case. Finally, we show that the probability that the process hits level n before level 0 given that it starts in level 1 decays at a rate which is not necessarily the same as the decay rate for the stationary distribution.

Increased apoptosis of T lymphocytes and macrophages in the central and peripheral nervous systems of Lewis rats with experimental autoimmune encephalomyelitis treated with dexamethasone

Using light and electron microscopic histological and immunocytochemical techniques, we investigated the effects of the glucocorticoid dexamethasone on T cell and macrophage apoptosis in the central nervous system (CNS) and peripheral nervous system (PNS) of Lewis rats with acute experimental autoimmune encephalomyelitis (EAE) induced with myelin basic protein (MBP). A single subcutaneous injection of dexamethasone markedly augmented T cell and macrophage apoptosis in the CNS and PNS and microglial apoptosis in the CNS within 6 hours (h). Pre-embedding immunolabeling revealed that dexamethasone increased the number of apoptotic CD5+ cells (T cells or activated B cells), αβ T cells, and CD11b+ cells (macrophages/microglia) in the meninges, perivascular spaces, and CNS parenchyma. The induction of increased apoptosis was dose-dependent. Daily dexamethasone treatment suppressed the neurological signs of EAE. However, the daily injection of a dose of dexamethasone (0.25 mg/kg). which, after a single dose, did not induce increased apoptosis in the CNS or PNS, was as effective in inhibiting the neurological signs of EAE as the high dose (4 mg/kg), which induced a marked increase in apoptosis. This indicates that the beneficial clinical effect of glucocorticoid therapy in EAE does not depend on the induction of increased apoptosis. The daily administration of dexamethasone for 5 days induced a relapse that commenced 5 days after cessation of treatment, with the severity of the relapse tending to increase with dexamethasone dosage.

Spin-glass dynamics

Spin glasses are magnetic systems with conflicting and random interactions between the individual spins. The dynamics of spin glasses, as of structural glasses, reflect their complexity. Both in experimental and numerical work the relaxation below the freezing temperature depends strongly on the annealing conditions (aging) and, above the freezing point, relaxation in equilibrium is slow and non-exponential, In this Forum, observed characteristics of the dynamics were summarized and the physical models proposed to explain them were outlined. (C) 1998 Elsevier Science B.V. All rights reserved.

Structure-activity relationships of omega-conotoxins MVIIA, MVIIC and 14 loop splice hybrids at N and P/Q-type calcium channels

The omega-conotoxins are a set of structurally related, four-loop, six cysteine containing peptides, that have a range of selectivities for different subtypes of the voltage-sensitive calcium channel (VSCC). To investigate the basis of the selectivity displayed by these peptides, we have studied the binding affinities of two naturally occurring omega-conotoxins, MVIIA and MVIIC and a series of 14 MVIIA/MVIIC loop hybrids using radioligand binding assays for N and P/Q-type Ca2+ channels in rat brain tissue. A selectivity profile was developed from the ratio of relative potencies at N-type VSCCs (using [I-125]GVIA radioligand binding assays) and P/Q-type VSCCs (using [I-125]MVIIC radioligand binding assays). in these peptides, loops 2 and 4 make the greatest contribution to VSCC subtype selectivity, while the effects of loops 1 and 3 are negligible. Peptides with homogenous combinations of loop 2 and 4 display clear selectivity preferences, while those with heterogeneous combinations of loops 2 and 4 are less discriminatory. H-1 NMR spectroscopy revealed that the global folds of MVIIA, MVIIC and the 14 loop hybrid peptides were similar; however, several differences in local structure were identified. Based on the binding data and the 3D structures of MVIIA, GVIA and MVIIC, we have developed a preliminary pharmacophore based on the omega-conotoxin residues most Likely to interact with the N-type VSCC. (C) 1999 Academic Press.

Continuity of care and readmission in two service systems: a comparative Victorian and Groningen case-register study

Objective: We compared service consumption, continuity of care and risk of readmission in a record linkage follow-up study of cohorts of patients with schizophrenia and related disorders in Victoria (Australia) and in Groningen (The Netherlands). These areas are interesting to compare because mental health care is in a different stage of deiustitutionalization. More beds are available in Groningen and more community resources are available in Victoria. Method: The cohorts were followed for 4 years, since discharge from inpatient services using record linkage data available in the psychiatric case-registers in both areas. Survival analysis was used to study continuity of care and risk of readmission. Results: Available indicators showed a higher level of continuity of care in Victoria. While the relative risk of readmission was the same in both areas and not affected by aftercare contact after discharge, the number of days spent in hospital was much higher in the Groningen register area. Conclusion: These findings provide further support for earlier reports that the risk of readmission is predominantly affected by attributes of mental illness. However, the duration of admissions, is strongly affected by service system variables, including the provision of continuity of care.

Thermal and radiation curing of phenylethynyl terminated macromers

The thermal and gamma-irradiation induced curing of two phenylethynyl terminated composite resin systems, DFB/BPF and PETI5A, was investigated. Thermal curing of these matrix resin samples was performed at a temperature of 360 degrees C, gamma irradiation of the samples was conducted at 300 degrees C at a dose rate of 2.2 kGy h(-1). The reaction and subsequent loss of ethynyl groups in the resins for both cure methods was demonstrated by observing the decrease of the 2215 cm(-1) peak in the Raman spectra of the resins. Fully cured resin samples were found to have glass transition temperatures of 244-246 degrees C and 278-280 degrees C for DFB/BPF and PETI5A respectively. Similar relationships between T-g and fractional conversion were observed in both resins. The apparent polymerization rate, R-p, for thermal cure at 360 degrees C, was found to be 4.79 x 10(-2)% s(-1) in PETI5A and 3.22 x 10(-2)% s(-1) in DFB/BPF. Catastrophic degradation under nitrogen was observed to commence near 450 degrees C and 530 degrees C, with 5% weight losses occurring at 455 degrees C and 540 degrees C for DFB/BPF and PETI5A respectively. Gamma radiation induced cure at 300 degrees C was shown to be feasible, with full cure being reached with doses of 40 kGy for DFB/BPF and 100 kGy for PETI5A.

Coupled experimental and thermodynamic modeling studies for metallurgical smelting and coal combustion slag systems

An extensive research program focused on the characterization of various metallurgical complex smelting and coal combustion slags is being undertaken. The research combines both experimental and thermodynamic modeling studies. The approach is illustrated by work on the PbO-ZnO-Al2O3-FeO-Fe2O3-CaO-SiO2 system. Experimental measurements of the liquidus and solidus have been undertaken under oxidizing and reducing conditions using equilibration, quenching, and electron probe X-ray microanalysis. The experimental program has been planned so as to obtain data for thermodynamic model development as well as for pseudo-ternary Liquidus diagrams that can be used directly by process operators. Thermodynamic modeling has been carried out using the computer system FACT, which contains thermodynamic databases with over 5000 compounds and evaluated solution models. The FACT package is used for the calculation of multiphase equilibria in multicomponent systems of industrial interest. A modified quasi-chemical solution model is used for the liquid slag phase. New optimizations have been carried out, which significantly improve the accuracy of the thermodynamic models for lead/zinc smelting and coal combustion processes. Examples of experimentally determined and calculated liquidus diagrams are presented. These examples provide information of direct relevance to various metallurgical smelting and coal combustion processes.

The fine structure of (v, 3) directed triple systems: v equivalent to 2 (mod 3)

The fine structure of a directed triple system of index lambda is the vector (c(1), c(2),...,C-lambda), where c(i) is the number of directed triples appearing precisely i times in the system. We determine necessary and sufficient conditions for a vector to be the fine structure of a directed triple system of index 3 for upsilon = 2 (mod 3).