Simulation of default events in a CDX and estimation of the spread

The portfolio generating the iTraxx EUR index is modeled by coupled Markov chains. Each of the industries of the portfolio evolves according to its own Markov transition matrix. Using a variant of the method of moments, the model parameters are estimated from a data set of Standard and Poor's. Swap spreads are evaluated by Monte-Carlo simulations. Along with an actuarially fair spread, at least squares spread is considered.

Direct Power Control of Matrix Converter Based Unified Power Flow Controllers

This paper presents the Direct Power Control of Three-Phase Matrix Converters (DPC-MC) operating as Unified Power Flow Controllers (UPFC). Since matrix converters allow direct AC/AC power conversion without intermediate energy storage link, the resulting UPFC has reduced volume and cost, together with higher reliability. Theoretical principles of DPC-MC method are established based on an UPFC model, together with a new direct power control approach based on sliding mode control techniques. As a result, active and reactive power can be directly controlled by selection of an appropriate switching state of matrix converter. This new direct power control approach associated to matrix converters technology guarantees decoupled active and reactive power control, zero error tracking, fast response times and timely control actions. Simulation results show good performance of the proposed system.

Predictive Optimal Matrix Converter Control for a Dynamic Voltage Restorer with Flywheel Energy Storage

This paper presents a predictive optimal matrix converter controller for a flywheel energy storage system used as Dynamic Voltage Restorer (DVR). The flywheel energy storage device is based on a steel seamless tube mounted as a vertical axis flywheel to store kinetic energy. The motor/generator is a Permanent Magnet Synchronous Machine driven by the AC-AC Matrix Converter. The matrix control method uses a discrete-time model of the converter system to predict the expected values of the input and output currents for all the 27 possible vectors generated by the matrix converter. An optimal controller minimizes control errors using a weighted cost functional. The flywheel and control process was tested as a DVR to mitigate voltage sags and swells. Simulation results show that the DVR is able to compensate the critical load voltage without delays, voltage undershoots or overshoots, overcoming the input/output coupling of matrix converters.

Transport properties in microcrystalline silicon solar cells under AM1.5 illumination analysed by two-dimensional numerical simulation

Microcrystalline silicon is a two-phase material. Its composition can be interpreted as a series of grains of crystalline silicon imbedded in an amorphous silicon tissue, with a high concentration of dangling bonds in the transition regions. In this paper, results for the transport properties of a mu c-Si:H p-i-n junction obtained by means of two-dimensional numerical simulation are reported. The role played by the boundary regions between the crystalline grains and the amorphous matrix is taken into account and these regions are treated similar to a heterojunction interface. The device is analysed under AM1.5 illumination and the paper outlines the influence of the local electric field at the grain boundary transition regions on the internal electric configuration of the device and on the transport mechanism within the mu c-Si:H intrinsic layer.

A new chemical route to synthesise TM-doped (TM = Co, Fe) TiO2 nanoparticles

Since the discovery of ferromagnetism well above room temperature in the Co-doped TiO2 system, diluted magnetic semiconductors based on TiO2 doped with transition metals have generated great interest because of their potential use in the development of spintronic devices. The purpose of this paper is to report on a new and swift chemical route to synthesise highly stable anatase single-phase Co- and Fe-doped TiO2 nanoparticles, with dopant concentrations of up to 10 at.-% and grain sizes that range between 20 and 30 nm. Complementary structural, microstructural and chemical analyses of the different nanopowders synthesised strongly support the hypothesis that a homogeneous distribution of the dopant element in the substitutional sites of the anatase structure has been achieved. Moreover, UV/Vis diffuse reflectance spectra of powder samples show redshifts to lower energies and decreasing bandgap energies with increasing Co or Fe concentration, which is consistent with n-type doping of the TiO2 anatase matrix. Films of Co-doped TiO2 were successfully deposited onto Si (100) substrates by the dip-coating method, with suspensions of Ti1-xCOxO2 nanoparticles in ethylene glycol. ((C)Wiley-VCH Verlag GmbH & Co. KGaA, 69451 Weinheim, Germany, 2008).

Matrix Converter-Based Unified Power-Flow Controllers: Advanced Direct Power Control Method

This paper presents a direct power control (DPC) for three-phase matrix converters operating as unified power flow controllers (UPFCs). Matrix converters (MCs) allow the direct ac/ac power conversion without dc energy storage links; therefore, the MC-based UPFC (MC-UPFC) has reduced volume and cost, reduced capacitor power losses, together with higher reliability. Theoretical principles of direct power control (DPC) based on sliding mode control techniques are established for an MC-UPFC dynamic model including the input filter. As a result, line active and reactive power, together with ac supply reactive power, can be directly controlled by selecting an appropriate matrix converter switching state guaranteeing good steady-state and dynamic responses. Experimental results of DPC controllers for MC-UPFC show decoupled active and reactive power control, zero steady-state tracking error, and fast response times. Compared to an MC-UPFC using active and reactive power linear controllers based on a modified Venturini high-frequency PWM modulator, the experimental results of the advanced DPC-MC guarantee faster responses without overshoot and no steady-state error, presenting no cross-coupling in dynamic and steady-state responses.

Removing ambiguities in the neutrino mass matrix

We suggest that the weak-basis independent condition det(M-nu) = 0 for the effective neutrino mass matrix can be used in order to remove the ambiguities in the reconstruction of the neutrino mass matrix from input data available from present and future feasible experiments. In this framework, we study the full reconstruction of M-nu with special emphasis on the correlation between the Majorana CP-violating phase and the various mixing angles. The impact of the recent KamLAND results on the effective neutrino mass parameter is also briefly discussed. (C) 2003 Elsevier Science B.V. All rights reserved.

Demixing instability in coil-rod blends undergoing polycondensation reactions

The authors extend their earlier work on the stability of a reacting binary polymer blend with respect to demixing [D. J. Read, Macromolecules 31, 899 (1998); P. I. C. Teixeira , Macromolecules 33, 387 (2000)] to the case where one of the polymers is rod-like and may order nematically. As before, the authors combine the random phase approximation for the free energy with a Markov chain model for the chemistry to obtain the spinodal as a function of the relevant degrees of reaction. These are then calculated by assuming a simple second-order chemical kinetics. Results are presented, for linear systems, which illustrate the effects of varying the proportion of coils and rods, their relative sizes, and the strength of the nematic interaction between the rods. (c) 2007 American Institute of Physics.

Epidemiologic transition in northern Angola: discussion of cumulative results from CISA (Health Research Centre of Angola)

The 41 years of armed conflict (1961 to 2002) resulted in a poor development of the health care and education infrastructures, and forced the relocation of people to safer places, namely major urban cities like Luanda. This phase was characterized by typical demographic, nutritional and epidemiological profiles. With the end of this period Angola has been repeatedly ranked as one of the three fastest growing economies in the world, and along with the social stabilization and globalization, the country is facing the introduction of new medical technologies, improvement of health sys-tems and services, better access to them, and overall better quality of life. These changes could also be translating into socio-cultural, demographic and nutritional changes which in turn may leading to changes in the epidemiological profile of the country. Thus, the emergence of non-communicable diseases are likely to become an increasingly im-portant public health problem in Angola. Also, considering that several infectious diseases persist, our weakened health system will have to face a double burden. Thus, disease surveillance data on non-communicable diseases to determine their prevalence and impact, along with the major behavioural risk factors like consumption of tobacco, alcohol, diets and physical inactivity are urgently needed.

The Portuguese transition to democracy

On 25 April 1974 the Armed Forces Movement (MFA – Movimento das Forças Armadas) rose against the dictatorial regime that had governed Portugal for 48 years. This event was the beginning of a turbulent transition process that was to culminate in the approval of a new constitution in April 1976 and in the instauration of a Western style pluralist democracy. There are many political scientists and historians who note the original and unexpected nature of this transition; however, there are very many different interpretations with respect to the roles played by each of the actors in the process: the armed forces, the parties and political movements and the social forces/movements. The aim of this paper is to clarify this matter through an examination of the principal events of the revolution.

Linear and sliding-mode control design for matrix converter-based unified power flow controllers

This paper presents the design and compares the performance of linear, decoupled and direct power controllers (DPC) for three-phase matrix converters operating as unified power flow controllers (UPFC). A simplified steady-state model of the matrix converter-based UPFC fitted with a modified Venturini high-frequency pulse width modulator is first used to design the linear controllers for the transmission line active (P) and reactive (Q) powers. In order to minimize the resulting cross coupling between P and Q power controllers, decoupled linear controllers (DLC) are synthesized using inverse dynamics linearization. DPC are then developed using sliding-mode control techniques, in order to guarantee both robustness and decoupled control. The designed P and Q power controllers are compared using simulations and experimental results. Linear controllers show acceptable steady-state behaviour but still exhibit coupling between P and Q powers in transient operation. DLC are free from cross coupling but are parameter sensitive. Results obtained by DPC show decoupled power control with zero error tracking and faster responses with no overshoot and no steady-state error. All the designed controllers were implemented using the same digital signal processing hardware.

Jamming detection in GNSS signals using the sample covariance matrix.

We propose a blind method to detect interference in GNSS signals whereby the algorithms do not require knowledge of the interference or channel noise features. A sample covariance matrix is constructed from the received signal and its eigenvalues are computed. The generalized likelihood ratio test (GLRT) and the condition number test (CNT) are developed and compared in the detection of sinusoidal and chirp jamming signals. A computationally-efficient decision threshold was proposed for the CNT.

Liquid crystal beads constrained on thin cellulosic fibers: Electric field induced microrotors and N-I transition

We directly visualize the response of nematic liquid crystal drops of toroidal topology threaded in cellulosic fibers, suspended in air, to an AC electric field and at different temperatures over the N-I transition. This new liquid crystal system can exhibit non-trivial point defects, which can be energetically unstable against expanding into ring defects depending on the fiber constraining geometries. The director anchoring tangentially near the fiber surface and homeotropically at the air interface makes a hybrid shell distribution that in turn causes a ring disclination line around the main axis of the fiber at the center of the droplet. Upon application of an electric field, E, the disclination ring first expands and moves along the fiber main axis, followed by the appearance of a stable "spherical particle" object orbiting around the fiber at the center of the liquid crystal drop. The rotation speed of this particle was found to vary linearly with the applied voltage. This constrained liquid crystal geometry seems to meet the essential requirements in which soliton-like deformations can develop and exhibit stable orbiting in three dimensions upon application of an external electric field. On changing the temperature the system remains stable and allows the study of the defect evolution near the nematic-isotropic transition, showing qualitatively different behaviour on cooling and heating processes. The necklaces of such liquid crystal drops constitute excellent systems for the study of topological defects and their evolution and open new perspectives for application in microelectronics and photonics.

Reply to "Comment on 'Effect of polydispersity on the ordering transition of adsorbed self- assembled rigid rods'"

We comment on the nature of the ordering transition of a model of equilibrium polydisperse rigid rods on the square lattice, which is reported by Lopez et al. to exhibit random percolation criticality in the canonical ensemble, in sharp contrast to (i) our results of Ising criticality for the same model in the grand canonical ensemble [Phys. Rev. E 82, 061117 (2010)] and (ii) the absence of exponent(s) renormalization for constrained systems with logarithmic specific-heat anomalies predicted on very general grounds by Fisher [Phys. Rev. 176, 257 (1968)].

Algorithm-oriented design of efficient many-core architectures applied to dense matrix multiplication

Recent integrated circuit technologies have opened the possibility to design parallel architectures with hundreds of cores on a single chip. The design space of these parallel architectures is huge with many architectural options. Exploring the design space gets even more difficult if, beyond performance and area, we also consider extra metrics like performance and area efficiency, where the designer tries to design the architecture with the best performance per chip area and the best sustainable performance. In this paper we present an algorithm-oriented approach to design a many-core architecture. Instead of doing the design space exploration of the many core architecture based on the experimental execution results of a particular benchmark of algorithms, our approach is to make a formal analysis of the algorithms considering the main architectural aspects and to determine how each particular architectural aspect is related to the performance of the architecture when running an algorithm or set of algorithms. The architectural aspects considered include the number of cores, the local memory available in each core, the communication bandwidth between the many-core architecture and the external memory and the memory hierarchy. To exemplify the approach we did a theoretical analysis of a dense matrix multiplication algorithm and determined an equation that relates the number of execution cycles with the architectural parameters. Based on this equation a many-core architecture has been designed. The results obtained indicate that a 100 mm(2) integrated circuit design of the proposed architecture, using a 65 nm technology, is able to achieve 464 GFLOPs (double precision floating-point) for a memory bandwidth of 16 GB/s. This corresponds to a performance efficiency of 71 %. Considering a 45 nm technology, a 100 mm(2) chip attains 833 GFLOPs which corresponds to 84 % of peak performance These figures are better than those obtained by previous many-core architectures, except for the area efficiency which is limited by the lower memory bandwidth considered. The results achieved are also better than those of previous state-of-the-art many-cores architectures designed specifically to achieve high performance for matrix multiplication.