Linear stochastic differential algebraic equations with constant coefficients

We consider linear stochastic differential-algebraic equations with constant coefficients and additive white noise. Due to the nature of this class of equations, the solution must be defined as a generalised process (in the sense of Dawson and Fernique). We provide sufficient conditions for the law of the variables of the solution process to be absolutely continuous with respect to Lebesgue measure.

Cross-section data, disequilibrium situations and estimated coefficients: evidence from car ownership demand

The objective of this paper is to analyse to what extent the use of cross-section data will distort the estimated elasticities for car ownership demand when the observed variables do not correspond to a state equilibrium for some individuals in the sample. Our proposal consists of approximating the equilibrium values of the observed variables by constructing a pseudo-panel data set which entails averaging individuals observed at different points of time into cohorts. The results show that individual and aggregate data lead to almost the same value for income elasticity, whereas with respect to working adult elasticity the similarity is less pronounced.

Coefficients of Drinfeld modular forms and Hecke operators

"Vegeu el resum a l'inici del document del fitxer adjunt."

Wiener type theorems for Jacobi series with nonnegative coefficients

"Vegeu el resum a l'inici del document del fitxer ajunt."

Existence and uniqueness of viscosity solution for Hamilton-Jacobi equation with discontinuous coefficients dependent on time

The main result is a proof of the existence of a unique viscosity solution for Hamilton-Jacobi equation, where the hamiltonian is discontinuous with respect to variable, usually interpreted as the spatial one. Obtained generalized solution is continuous, but not necessarily differentiable.

Mutigrid preconditioner for nonconforming discretization of elliptic problems with jump coefficients

In this paper, we present a multigrid preconditioner for solving the linear system arising from the piecewise linear nonconforming Crouzeix-Raviart discretization of second order elliptic problems with jump coe fficients. The preconditioner uses the standard conforming subspaces as coarse spaces. Numerical tests show both robustness with respect to the jump in the coe fficient and near-optimality with respect to the number of degrees of freedom.

Shocking policy coefficients

This paper proposes an empirical framework to study the effects of a policy regime change defined as an unpredictable and permanent change in the policy parameters. In particular I show how to make conditional forecast and perform impulse response functions and counterfactual analysis. As an application, the effects of changes in fiscal policy rules in the US are investigated. I find that discretionary fiscal policy has become more countercyclical over the last decades. In absence of such a change, surplus would have been higher, debt lower and output gap more volatile but only until mid 80s. An increase in the degree of counter-cyclicality of fiscal policy has a positive effect on output gap in periods where the level of debt-to-GDP ratio is low and a zero or negative effect when the ratio is high. This explains why a more countercylical stance of the systematic fiscal policy taking place in 2008:II is predicted to be rather ineffective for recovering from the crisis.

Estimating overidentified, nonrecursive, time-varying coefficients structural VARs

This paper provides a method to estimate time varying coefficients structuralVARs which are non-recursive and potentially overidentified. The procedureallows for linear and non-linear restrictions on the parameters, maintainsthe multi-move structure of standard algorithms and can be used toestimate structural models with different identification restrictions. We studythe transmission of monetary policy shocks and compare the results with thoseobtained with traditional methods.

Device for simultaneous measurement of the Peltier and Seebeck coefficients verification of the Kelvin relation

We have designed and built an experimental device, which we called a "thermoelectric bridge." Its primary purpose is simultaneous measurement of the relative Peltier and Seebeck coefficients. The systematic errors for both coefficients are equal with this device and manipulation is not necessary between the measurement of one coefficient and the other. Thus, this device is especially suitable for verifying their linear relation postulated by Lord Kelvin. Also, simultaneous measurement of thermal conductivity is described in the text. A sample is made up of the couple nickel¿platinum, taking measurements in the range of ¿20¿60°C and establishing the dependence of each coefficient with temperature, with nearly equal random errors ±0.2%, and systematic errors estimated at ¿0.5%. The aforementioned Kelvin relation is verified in this range from these results, proving that the behavioral deviations are ¿0.3% contained in the uncertainty ±0.5% caused by the propagation of errors

Ellipsometric study of a-Si:H thin films deposited by square wave modulated rf glow discharge

Thin films of hydrogenated amorphous silicon (a‐Si:H), deposited by square wave modulated (SQWM) rf silane discharges, have been studied through spectroscopic and real time phase modulated ellipsometry. The SQMW films obtained at low mean rf power density (19 mW/cm2) have shown smaller surface roughness than those obtained in standard continuous wave (cw) rf discharges. At higher rf powers (≥56 mW/cm2), different behaviors depending on the modulating frequency have been observed. On the one hand, at low modulating frequencies (<40 Hz), the SQWM films have shown a significant increase of porosity and surface roughness as compared to cw samples. On the other, at higher modulating frequencies, the material density and roughness have been found to be similar in SQWM and cw films. Furthermore, the deposition rate of the films show more pronounced increases with the modulating frequency as the rf power is increased. Experimental results are discussed in terms of plasma negative charged species which can be relatively abundant in high rf power discharges and cause significant effects on the deposited layers through polymers, clusters, and powder formation.

Effect of the nanoparticles on the structure and crystallization of amorphous silicon thin films produced by rf glow discharge

Thin films of nanostructured silicon (ns-Si:H) were deposited by plasma-enhanced chemical vapor deposition in the presence of silicon nanoparticles at 100 C substrate temperature using silane and hydrogen gas mixture under continuous wave (cw) plasma conditions. The nanostructure of the films has been demonstrated by diverse ways: transmission electron microscopy, Raman spectroscopy and x-ray diffraction, which have shown the presence of ordered silicon clusters (1!=2 nm) embedded in an amorphous silicon matrix. Due to the presence of these ordered domains, the films crystallize faster than standard hydrogenated amorphous silicon samples, as evidenced by electrical measurements during the thermal annealing.

Self and cross-velocity correlation functions and diffusion coefficients in liquids: a molecular dynamics study of binary mixtures of soft spheres

Molecular dynamics simulation is applied to the study of the diffusion properties in binary liquid mixtures made up of soft-sphere particles with different sizes and masses. Self- and distinct velocity correlation functions and related diffusion coefficients have been calculated. Special attention has been paid to the dynamic cross correlations which have been computed through recently introduced relative mean molecular velocity correlation functions which are independent on the reference frame. The differences between the distinct velocity correlations and diffusion coefficients in different reference frames (mass-fixed, number-fixed, and solvent-fixed) are discussed.

Stochastic differential equations with random coefficients

In this paper we establish the existence and uniqueness of a solution for different types of stochastic differential equation with random initial conditions and random coefficients. The stochastic integral is interpreted as a generalized Stratonovich integral, and the techniques used to derive these results are mainly based on the path properties of the Brownian motion, and the definition of the Stratonovich integral.

Morphological and Magnetic Properties of Superparamagnetic Carbon-Coated Fe Nanoparticles Produced by Arc Discharge.

Spherical carbon coated iron particles of nanometric diameter in the 510 nm range have been produced by arc discharge at near-atmospheric pressure conditions (using 58·10 4 Pa of He). The particles exhibit a crystalline dense iron core with an average diameter 7.4 ± 2.0 nm surrounded by a sealed carbon shell, shown by transmission electron microscopy (TEM), selected-area diffrac- tion (SAED), energy-dispersive X-ray analysis (STEM-EDX) and electron energy loss spectroscopy (EELS). The SAED, EDX and EELS results indicate a lack of traces of core oxidized phases showing an efficient protection role of the carbon shell. The magnetic properties of the nanoparticles have been investigated in the 5300 K temperature range using a superconducting quantum interference device (SQUID). The results reveal a superparamagnetic behaviour with an average monodomain diameter of 7.6 nm of the nanoparticles. The zero field cooled and field cooled (ZFC-FC)magnetization curves show a blocking temperature (TB)at room temperature very suitable for biomedical applications (drug delivery, magnetic resonance imaging MRI, hyperthermia).