The correlation structure of spatial autoregressions

This paper investigates how the correlations implied by a first-order simultaneous autoregressive (SAR(1)) process are affected by the weights matrix and the autocorrelation parameter. A graph theoretic representation of the covariances in terms of walks connecting the spatial units helps to clarify a number of correlation properties of the processes. In particular, we study some implications of row-standardizing the weights matrix, the dependence of the correlations on graph distance, and the behavior of the correlations at the extremes of the parameter space. Throughout the analysis differences between directed and undirected networks are emphasized. The graph theoretic representation also clarifies why it is difficult to relate properties ofW to correlation properties of SAR(1) models defined on irregular lattices.

Imaging the atomic structure of activated carbon

The precise atomic structure of activated carbon is unknown, despite its huge commercial importance in the purification of air and water. Diffraction methods have been extensively applied to the study of microporous carbons, but cannot provide an unequivocal identification of their structure. Here we show that the structure of a commercial activated carbon can be imaged directly using aberration-corrected transmission electron microscopy. Images are presented both of the as-produced carbon and of the carbon following heat treatment at 2000 degrees C. In the 2000 degrees C carbon clear evidence is found for the presence of pentagonal rings, suggesting that the carbons have a fullerene-related structure. Such a structure would help to explain the properties of activated carbon, and would also have important implications for the modelling of adsorption on microporous carbons.

The vertical cloud structure of the West African monsoon: a 4 year climatology using CloudSat and CALIPSO

The West African summer monsoon (WAM) is an important driver of the global climate and locally provides most of the annual rainfall. A solid climatological knowledge of the complex vertical cloud structure is invaluable to forecasters and modelers to improve the understanding of the WAM. In this paper, 4 years of data from the CloudSat profiling radar and CALIPSO are used to create a composite zonal mean vertical cloud and precipitation structure for the WAM. For the first time, the near-coincident vertical radar and lidar profiles allow for the identification of individual cloud types from optically thin cirrus and shallow cumulus to congestus and deep convection. A clear diurnal signal in zonal mean cloud structure is observed for the WAM, with deep convective activity enhanced at night producing extensive anvil and cirrus, while daytime observations show more shallow cloud and congestus. A layer of altocumulus is frequently observed over the Sahara at night and day, extending southward to the coastline, and the majority of this cloud is shown to contain supercooled liquid in the top. The occurrence of deep convective systems and congestus in relation to the position of the African easterly jet is studied, but only the daytime cumulonimbus distribution indicates some influence of the jet position.

Three dimensional picture of the local structure of 1,4-Polybutadiene from a complete atomistic model and neutron scattering data

An efficient method of combining neutron diffraction data over an extended Q range with detailed atomistic models is presented. A quantitative and qualitative mapping of the organization of the chain conformation in both glass and liquid phase has been performed. The proposed structural refinement method is based on the exploitation of the intrachain features of the diffraction pattern by the use of internal coordinates for bond lengths, valence angles and torsion rotations. Models are built stochastically by assignment of these internal coordinates from probability distributions with limited variable parameters. Variation of these parameters is used in the construction of models that minimize the differences between the observed and calculated structure factors. A series of neutron scattering data of 1,4-polybutadiene at the region 20320 K is presented. Analysis of the experimental data yield bond lengths for C-C and C=C of 1.54 and 1.35 Å respectively. Valence angles of the backbone were found to be at 112 and 122.8 for the CCC and CC=C respectively. Three torsion angles corresponding to the double bond and the adjacent R and β bonds were found to occupy cis and trans, s(, trans and g( and trans states, respectively. We compare our results with theoretical predictions, computer simulations, RIS models, and previously reported experimental results.

Influence of synthesis on the structure of electrochemically prepared electrically conducting polymers

The inherent possibility of structural anisotropy in polypyrrole and other heterocyclic systems is introduced. By selecting the appropriate electrochemical variables including monomer and dopant type this intrinsic molecular anisotropy may be used to prepare films with well defined global anisotropy, in which the planes of the pyrrole rings prefer to lie parallel to the electrode surface. The conditions for obtaining such materials are discussed and some of the effects of these novel anisotropic structures on the resultant properties are highlighted. Attention is directed at charge transport and optical properties.

The effect of annealing on the local structure of glassy polycarbonate

Annealing of polycarbonate glasses at temperatures belowTg leads to an increase in yield stress and a drop in the impact strength. Although such behaviour may be related to the corresponding reduction in free volume upon annealing, variations in the wide-angle X-ray scattering curves indicate some modification to the local structure. The area of an intrachain peak at s ∼ 0.7 Å−1 is monitored with respect to annealing temperature and time. It is proposed that the variations may be described by an increasing level of interlocking or (nesting) between neighbouring chain segments, a process which is a natural consequence of the molecular shape of polycarbonate.

Modelling the structure of a polymer glass poly(methylmethacrylate) through neutron scattering experiments

Determination of the local structure of a polymer glass by scattering methods is complex due to the number of spatial and orientational correlations, both from within the polymer chain (intrachain) and between neighbouring chains (interchain), from which the scattering arises. Recently considerable advances have been made in the structural analysis of relatively simple polymers such as poly(ethylene) through the use of broad Q neutron scattering data tightly coupled to atomistic modelling procedures. This paper presents the results of an investigation into the use of these procedures for the analysis of the local structure of a-PMMA which is chemically more complex with a much greater number of intrachain structural parameters. We have utilised high quality neutron scattering data obtained using SANDALS at ISIS coupled with computer models representing both the single chain and bulk polymer system. Several different modelling approaches have been explored which encompass such techniques as Reverse Monte Carlo refinement and energy minimisation and their relative merits and successes are discussed. These different approaches highlight structural parameters which any realistic model of glassy atactic PMMA must replicate.

Asset allocation, cross-class correlation and the structure of property returns

Practical applications of portfolio optimisation tend to proceed on a “top down” basis where funds are allocated first at asset class level (between, say, bonds, cash, equities and real estate) and then, progressively, at sub-class level (within property to sectors, office, retail, industrial for example). While there are organisational benefits from such an approach, it can potentially lead to sub-optimal allocations when compared to a “global” or “side-by-side” optimisation. This will occur where there are correlations between sub-classes across the asset divide that are masked in aggregation – between, for instance, City offices and the performance of financial services stocks. This paper explores such sub-class linkages using UK monthly stock and property data. Exploratory analysis using clustering procedures and factor analysis suggests that property performance and equity performance are distinctive: there is little persuasive evidence of contemporaneous or lagged sub-class linkages. Formal tests of the equivalence of optimised portfolios using top-down and global approaches failed to demonstrate significant differences, whether or not allocations were constrained. While the results may be a function of measurement of market returns, it is those returns that are used to assess fund performance. Accordingly, the treatment of real estate as a distinct asset class with diversification potential seems justified.