Application of the combined integral method to Stefan problems

In this paper we present a new, accurate form of the heat balance integral method, termed the Combined Integral Method (or CIM). The application of this method to Stefan problems is discussed. For simple test cases the results are compared with exact and asymptotic limits. In particular, it is shown that the CIM is more accurate than the second order, large Stefan number, perturbation solution for a wide range of Stefan numbers. In the initial examples it is shown that the CIM reduces the standard problem, consisting of a PDE defined over a domain specified by an ODE, to the solution of one or two algebraic equations. The latter examples, where the boundary temperature varies with time, reduce to a set of three first order ODEs.

Memory in contracts: the experience of the EBRD (1991-2003)

The objective of this paper is to identify the role of memory as a screening device in repeated contracts with asymmetric information in financial intermediation. We use an original dataset from the European Bank for Reconstruction and Development. We propose a simple empirical method to capture the role of memory using the client's reputation. Our results unambiguously isolate the dominant effect of memory on the bank's lending decisions over market factors in the case of established clients.

A non-linear VAD for noisy environments

This paper deals with non-linear transformations for improving the performance of an entropy-based voice activity detector (VAD). The idea to use a non-linear transformation has already been applied in the field of speech linear prediction, or linear predictive coding (LPC), based on source separation techniques, where a score function is added to classical equations in order to take into account the true distribution of the signal. We explore the possibility of estimating the entropy of frames after calculating its score function, instead of using original frames. We observe that if the signal is clean, the estimated entropy is essentially the same; if the signal is noisy, however, the frames transformed using the score function may give entropy that is different in voiced frames as compared to nonvoiced ones. Experimental evidence is given to show that this fact enables voice activity detection under high noise, where the simple entropy method fails.

Fluctuation relation for weakly ergodic aging systems

A fluctuation relation for aging systems is introduced and verified by extensive numerical simulations. It is based on the hypothesis of partial equilibration over phase-space regions in a scenario of entropy-driven relaxation. The relation provides a simple alternative method, amenable of experimental implementation, to measure replica symmetry breaking parameters in aging systems. The connection with the effective temperatures obtained from the fluctuation-dissipation theorem is discussed

Exploring Non-linear Transformations for an Entropybased Voice Activity Detector

In this paper we explore the use of non-linear transformations in order to improve the performance of an entropy based voice activity detector (VAD). The idea of using a non-linear transformation comes from some previous work done in speech linear prediction (LPC) field based in source separation techniques, where the score function was added into the classical equations in order to take into account the real distribution of the signal. We explore the possibility of estimating the entropy of frames after calculating its score function, instead of using original frames. We observe that if signal is clean, estimated entropy is essentially the same; but if signal is noisy transformed frames (with score function) are able to give different entropy if the frame is voiced against unvoiced ones. Experimental results show that this fact permits to detect voice activity under high noise, where simple entropy method fails.

A simple permutation test for clusteredness

Hierarchical clustering is a popular method for finding structure in multivariate data,resulting in a binary tree constructed on the particular objects of the study, usually samplingunits. The user faces the decision where to cut the binary tree in order to determine the numberof clusters to interpret and there are various ad hoc rules for arriving at a decision. A simplepermutation test is presented that diagnoses whether non-random levels of clustering are presentin the set of objects and, if so, indicates the specific level at which the tree can be cut. The test isvalidated against random matrices to verify the type I error probability and a power study isperformed on data sets with known clusteredness to study the type II error.

Simple finite field nuclear relaxation method for calculating vibrational contribution to degenerate four-wave mixing

A simple extended finite field nuclear relaxation procedure for calculating vibrational contributions to degenerate four-wave mixing (also known as the intensity-dependent refractive index) is presented. As a by-product one also obtains the static vibrationally averaged linear polarizability, as well as the first and second hyperpolarizability. The methodology is validated by illustrative calculations on the water molecule. Further possible extensions are suggested

Simple finite field method for calculation of static and dynamic vibrational hyperpolarizabilities: curvature contributions

In the static field limit, the vibrational hyperpolarizability consists of two contributions due to: (1) the shift in the equilibrium geometry (known as nuclear relaxation), and (2) the change in the shape of the potential energy surface (known as curvature). Simple finite field methods have previously been developed for evaluating these static field contributions and also for determining the effect of nuclear relaxation on dynamic vibrational hyperpolarizabilities in the infinite frequency approximation. In this paper the finite field approach is extended to include, within the infinite frequency approximation, the effect of curvature on the major dynamic nonlinear optical processes

Tying up the loose ends in simple correspondence analysis

Although correspondence analysis is now widely available in statistical software packages and applied in a variety of contexts, notably the social and environmental sciences, there are still some misconceptions about this method as well as unresolved issues which remain controversial to this day. In this paper we hope to settle these matters, namely (i) the way CA measures variance in a two-way table and how to compare variances between tables of different sizes, (ii) the influence, or rather lack of influence, of outliers in the usual CA maps, (iii) the scaling issue and the biplot interpretation of maps,(iv) whether or not to rotate a solution, and (v) statistical significance of results.

What is what?: A simple time-domain test of long-memory vs. structural breaks

This paper proposes a new time-domain test of a process being I(d), 0 < d = 1, under the null, against the alternative of being I(0) with deterministic components subject to structural breaks at known or unknown dates, with the goal of disentangling the existing identification issue between long-memory and structural breaks. Denoting by AB(t) the different types of structural breaks in the deterministic components of a time series considered by Perron (1989), the test statistic proposed here is based on the t-ratio (or the infimum of a sequence of t-ratios) of the estimated coefficient on yt-1 in an OLS regression of ?dyt on a simple transformation of the above-mentioned deterministic components and yt-1, possibly augmented by a suitable number of lags of ?dyt to account for serial correlation in the error terms. The case where d = 1 coincides with the Perron (1989) or the Zivot and Andrews (1992) approaches if the break date is known or unknown, respectively. The statistic is labelled as the SB-FDF (Structural Break-Fractional Dickey- Fuller) test, since it is based on the same principles as the well-known Dickey-Fuller unit root test. Both its asymptotic behavior and finite sample properties are analyzed, and two empirical applications are provided.

A simple method for the simulation of multiple elastic scattering of electrons

A screened Rutherford cross section is modified by means of a correction factor to obtain the proper transport cross section computed by partial¿wave analysis. The correction factor is tabulated for electron energies in the range 0¿100 keV and for elements in the range from Z=4 to 82. The modified screened Rutherford cross section is shown to be useful as an approximation for the simulation of plural and multiple scattering. Its performance and limitations are exemplified for electrons scattered in Al and Au.

Simple method for the simulation of multiple elastic scattering of electrons

A screened Rutherford cross section is modified by means of a correction factor to obtain the proper transport cross section computed by partial¿wave analysis. The correction factor is tabulated for electron energies in the range 0¿100 keV and for elements in the range from Z=4 to 82. The modified screened Rutherford cross section is shown to be useful as an approximation for the simulation of plural and multiple scattering. Its performance and limitations are exemplified for electrons scattered in Al and Au.

Magnesium hydrogen breath test using end-expiratory sampling to assess achlorhydria in pernicious anaemia patients

A modified magnesium hydrogen breath test, using end expiratory breath sampling, is described to investigate achlorhydria. The efficacy of this test in the diagnostic investigation of pernicious anaemia was compared with that of serum pepsinogen I. Twenty one patients with pernicious anaemia--that is, patients with achlorhydria--and 22 with healed duodenal ulcer and normal chlorhydria were studied. Magnesium hydrogen breath test, serum pepsinogen I, serum gastrin, and standard gastric acid secretory tests were performed in all subjects. The mean (SEM) hydrogen peak value was lower in patients with pernicious anaemia than in the duodenal ulcer group (21.7 (1.9) v 71.3 (5.2) ppm; p = 0.00005). The hydrogen peak value had a 95.2% sensitivity and a 100% specificity to detect pentagastrin resistant achlorhydria. Mean serum pepsinogen I concentrations were also significantly lower in patients with pernicious anaemia than in the duodenal ulcer group (10.7 (2.7) v 123.6 (11.8) micrograms/l p = 0.00005). Sensitivity and specificity to detect pernicious anaemia were both 100% for pepsinogen I. It is concluded that this modified magnesium hydrogen breath test is a simple, noninvasive, cost effective, and accurate method to assess achlorhydria and may be useful in the diagnostic investigation of patients with suspected pernicious anaemia.

A simple halide-to-anion exchange method for heteroaromatic salts and ionic liquids

A broad and simple method permitted halide ions in quaternary heteroaromatic and ammonium salts to be exchanged for a variety of anions using an anion exchange resin (A− form) in non-aqueous media. The anion loading of the AER (OH− form) was examined using two different anion sources, acids or ammonium salts, and changing the polarity of the solvents. The AER (A− form) method in organic solvents was then applied to several quaternary heteroaromatic salts and ILs, and the anion exchange proceeded in excellent to quantitative yields, concomitantly removing halide impurities. Relying on the hydrophobicity of the targeted ion pair for the counteranion swap, organic solvents with variable polarity were used, such as CH3OH, CH3CN and the dipolar nonhydroxylic solvent mixture CH3CN:CH2Cl2 (3:7) and the anion exchange was equally successful with both lipophilic cations and anions.

A simple halide-to-anion exchange method for heteroaromatic salts and ionic liquids

A broad and simple method permitted halide ions in quaternary heteroaromatic and ammonium salts to be exchanged for a variety of anions using an anion exchange resin (A− form) in non-aqueous media. The anion loading of the AER (OH− form) was examined using two different anion sources, acids or ammonium salts, and changing the polarity of the solvents. The AER (A− form) method in organic solvents was then applied to several quaternary heteroaromatic salts and ILs, and the anion exchange proceeded in excellent to quantitative yields, concomitantly removing halide impurities. Relying on the hydrophobicity of the targeted ion pair for the counteranion swap, organic solvents with variable polarity were used, such as CH3OH, CH3CN and the dipolar nonhydroxylic solvent mixture CH3CN:CH2Cl2 (3:7) and the anion exchange was equally successful with both lipophilic cations and anions.