Linear least squares estimation of the first order moving average parameter

We propose an iterative procedure to minimize the sum of squares function which avoids the nonlinear nature of estimating the first order moving average parameter and provides a closed form of the estimator. The asymptotic properties of the method are discussed and the consistency of the linear least squares estimator is proved for the invertible case. We perform various Monte Carlo experiments in order to compare the sample properties of the linear least squares estimator with its nonlinear counterpart for the conditional and unconditional cases. Some examples are also discussed

Impact of incorrect assumptions on the covariance structure of random effects and/or residuals in nonlinear mixed models for repeated measures data

In this paper we analyse, using Monte Carlo simulation, the possible consequences of incorrect assumptions on the true structure of the random effects covariance matrix and the true correlation pattern of residuals, over the performance of an estimation method for nonlinear mixed models. The procedure under study is the well known linearization method due to Lindstrom and Bates (1990), implemented in the nlme library of S-Plus and R. Its performance is studied in terms of bias, mean square error (MSE), and true coverage of the associated asymptotic confidence intervals. Ignoring other criteria like the convenience of avoiding over parameterised models, it seems worst to erroneously assume some structure than do not assume any structure when this would be adequate.

Linear relation between deuteron matter radius and the scattering length

We explain the empirical linear relations between the triplet scattering length, or the asymptotic normalization constant, and the deuteron matter radius using the effective range expansion in a manner similar to a recent paper by Bhaduri et al. We emphasize the corrections due to the finite force range and to shape dependence. The discrepancy between the experimental values and the empirical line shows the need for a larger value of the wound extension, a parameter which we introduce here. Short-distance nonlocality of the n-p interaction is a plausible explanation for the discrepancy.

Energy and structure of dilute hard- and soft-sphere gases

The energy and structure of dilute hard- and soft-sphere Bose gases are systematically studied in the framework of several many-body approaches, such as the variational correlated theory, the Bogoliubov model, and the uniform limit approximation, valid in the weak-interaction regime. When possible, the results are compared with the exact diffusion Monte Carlo ones. Jastrow-type correlation provides a good description of the systems, both hard- and soft-spheres, if the hypernetted chain energy functional is freely minimized and the resulting Euler equation is solved. The study of the soft-sphere potentials confirms the appearance of a dependence of the energy on the shape of the potential at gas paremeter values of x~0.001. For quantities other than the energy, such as the radial distribution functions and the momentum distributions, the dependence appears at any value of x. The occurrence of a maximum in the radial distribution function, in the momentum distribution, and in the excitation spectrum is a natural effect of the correlations when x increases. The asymptotic behaviors of the functions characterizing the structure of the systems are also investigated. The uniform limit approach is very easy to implement and provides a good description of the soft-sphere gas. Its reliability improves when the interaction weakens.

Effects of small surface tension in Hele-Shaw multifinger dynamics: an analytical and numerical study

We study the singular effects of vanishingly small surface tension on the dynamics of finger competition in the Saffman-Taylor problem, using the asymptotic techniques described by Tanveer [Philos. Trans. R. Soc. London, Ser. A 343, 155 (1993)] and Siegel and Tanveer [Phys. Rev. Lett. 76, 419 (1996)], as well as direct numerical computation, following the numerical scheme of Hou, Lowengrub, and Shelley [J. Comput. Phys. 114, 312 (1994)]. We demonstrate the dramatic effects of small surface tension on the late time evolution of two-finger configurations with respect to exact (nonsingular) zero-surface-tension solutions. The effect is present even when the relevant zero-surface-tension solution has asymptotic behavior consistent with selection theory. Such singular effects, therefore, cannot be traced back to steady state selection theory, and imply a drastic global change in the structure of phase-space flow. They can be interpreted in the framework of a recently introduced dynamical solvability scenario according to which surface tension unfolds the structurally unstable flow, restoring the hyperbolicity of multifinger fixed points.

Diffusion in spatially and temporarily inhomogeneous media

In this paper we consider diffusion of a passive substance C in a temporarily and spatially inhomogeneous two-dimensional medium. As a realization for the latter we choose a phase-separating medium consisting of two substances A and B, whose dynamics is determined by the Cahn-Hilliard equation. Assuming different diffusion coefficients of C in A and B, we find that the variance of the distribution function of the said substance grows less than linearly in time. We derive a simple identity for the variance using a probabilistic ansatz and are then able to identify the interface between A and B as the main cause for this nonlinear dependence. We argue that, finally, for very large times the here temporarily dependent diffusion "constant" goes like t-1/3 to a constant asymptotic value D¿. The latter is calculated approximately by employing the effective-medium approximation and by fitting the simulation data to the said time dependence.

Phase-field model of Hele-Shaw flows in the high-viscosity contrast regime

A one-sided phase-field model is proposed to study the dynamics of unstable interfaces of Hele-Shaw flows in the high viscosity contrast regime. The corresponding macroscopic equations are obtained by means of an asymptotic expansion from the phase-field model. Numerical integrations of the phase-field model in a rectangular Hele-Shaw cell reproduce finger competition with the final evolution to a steady-state finger.

Inertial effects on reactive particles advected by turbulence

We study the problem of the advection of passive particles with inertia in a two-dimensional, synthetic, and stationary turbulent flow. The asymptotic analytical result and numerical simulations show the importance of inertial bias in collecting the particles preferentially in certain regions of the flow, depending on their density relative to that of the flow. We also study how these aggregates are affected when a simple chemical reaction mechanism is introduced through a Eulerian scheme. We find that inertia can be responsible for maintaining a stationary concentration pattern even under nonfavorable reactive conditions or destroying it under favorable ones.

Ground-state properties of a dilute homogeneous Bose gas of hard disks in two dimensions

The energy and structure of a dilute hard-disks Bose gas are studied in the framework of a variational many-body approach based on a Jastrow correlated ground-state wave function. The asymptotic behaviors of the radial distribution function and the one-body density matrix are analyzed after solving the Euler equation obtained by a free minimization of the hypernetted chain energy functional. Our results show important deviations from those of the available low density expansions, already at gas parameter values x~0.001 . The condensate fraction in 2D is also computed and found generally lower than the 3D one at the same x.

Time-dependent couplings and crossover length scales in nonequilibrium surface roughening

We show that time-dependent couplings may lead to nontrivial scaling properties of the surface fluctuations of the asymptotic regime in nonequilibrium kinetic roughening models. Three typical situations are studied. In the case of a crossover between two different rough regimes, the time-dependent coupling may result in anomalous scaling for scales above the crossover length. In a different setting, for a crossover from a rough to either a flat or damping regime, the time-dependent crossover length may conspire to produce a rough surface, although the most relevant term tends to flatten the surface. In addition, our analysis sheds light into an existing debate in the problem of spontaneous imbibition, where time-dependent couplings naturally arise in theoretical models and experiments.

Phase-field model for Hele-Shaw flows with arabitrary contrast II: numerical approach

We present a phase-field model for the dynamics of the interface between two inmiscible fluids with arbitrary viscosity contrast in a rectangular Hele-Shaw cell. With asymptotic matching techniques we check the model to yield the right Hele-Shaw equations in the sharp-interface limit, and compute the corrections to these equations to first order in the interface thickness. We also compute the effect of such corrections on the linear dispersion relation of the planar interface. We discuss in detail the conditions on the interface thickness to control the accuracy and convergence of the phase-field model to the limiting Hele-Shaw dynamics. In particular, the convergence appears to be slower for high viscosity contrasts.

Viscous fingering as a paradigm of interfacial pattern formation: Recent results and new challenges

We review recent results on dynamical aspects of viscous fingering. The Saffman¿Taylor instability is studied beyond linear stability analysis by means of a weakly nonlinear analysis and the exact determination of the subcritical branch. A series of contributions pursuing the idea of a dynamical solvability scenario associated to surface tension in analogy with the traditional selection theory is put in perspective and discussed in the light of the asymptotic theory of Tanveer and co-workers. The inherently dynamical singular effects of surface tension are clarified. The dynamical role of viscosity contrast is explored numerically. We find that the basin of attraction of the Saffman¿Taylor finger depends on viscosity contrast, and that the sensitivity to this parameter is maximal in the usual limit of high viscosity contrast. The competing attractors are identified as closed bubble solutions. We briefly report on recent results and work in progress concerning rotating Hele-Shaw flows, topological singularities and wetting effects, and also discuss future directions in the context of viscous fingering

Model-Free Reconstruction of Excitatory Neuronal Connectivity from Calcium Imaging Signals

A systematic assessment of global neural network connectivity through direct electrophysiological assays has remained technically infeasible, even in simpler systems like dissociated neuronal cultures. We introduce an improved algorithmic approach based on Transfer Entropy to reconstruct structural connectivity from network activity monitored through calcium imaging. We focus in this study on the inference of excitatory synaptic links. Based on information theory, our method requires no prior assumptions on the statistics of neuronal firing and neuronal connections. The performance of our algorithm is benchmarked on surrogate time series of calcium fluorescence generated by the simulated dynamics of a network with known ground-truth topology. We find that the functional network topology revealed by Transfer Entropy depends qualitatively on the time-dependent dynamic state of the network (bursting or non-bursting). Thus by conditioning with respect to the global mean activity, we improve the performance of our method. This allows us to focus the analysis to specific dynamical regimes of the network in which the inferred functional connectivity is shaped by monosynaptic excitatory connections, rather than by collective synchrony. Our method can discriminate between actual causal influences between neurons and spurious non-causal correlations due to light scattering artifacts, which inherently affect the quality of fluorescence imaging. Compared to other reconstruction strategies such as cross-correlation or Granger Causality methods, our method based on improved Transfer Entropy is remarkably more accurate. In particular, it provides a good estimation of the excitatory network clustering coefficient, allowing for discrimination between weakly and strongly clustered topologies. Finally, we demonstrate the applicability of our method to analyses of real recordings of in vitro disinhibited cortical cultures where we suggest that excitatory connections are characterized by an elevated level of clustering compared to a random graph (although not extreme) and can be markedly non-local.

Magnetic properties of Fe-Cu-Nb-Si-B nanocrystaliine magnetic alloys

Several ribbons of composition Fe73.5Cu1Nb 3Si16.5B6 and Fe73.5Cu1 Nb3Si13.5B9 were prepared by annealing the as-quenched samples between 525°C and 700°C; which induced nucleation of nanocrystallites of Fe bcc-type composition. Mean grain sizes were obtained from X-ray diffraction. Static magnetic properties were measured with both a Magnet Physik Hysteresis-Graph (up to 200 Oe) and a SHE SQUID magnetometer (up to 50 kOe). Soft magnetic parameters (coercive field and initial permeability) were very sensitive to grain size. The ZFC magnetization at low field showed a broad peak at a temperature TM, thus signalling a certain distribution of nanocrystalline sizes, and TM strongly decreased when the mean grain size decreased. Isothermal magnetization curves at low temperature showed the expected asymptotic behavior of a random magnet material at low and high fields.

Cosmic strings and Einstein-Rosen soliton waves

We consider all generalized soliton solutions of the Einstein-Rosen form in the cylindrical context. They are Petrov type-I solutions which describe solitonlike waves interacting with a line source placed on the symmetry axis. Some of the solutions develop a curvature singularity on the axis which is typical of massive line sources, whereas others just have the conical singularity revealing the presence of a static cosmic string. The analysis is based on the asymptotic behavior of the Riemann and metric tensors, the deficit angle, and a C-velocity associated to Thornes C-energy. The C-energy is found to be radiated along the null directions.