Long memory and multifractality:a joint test

The properties of statistical tests for hypotheses concerning the parameters of the multifractal model of asset returns (MMAR) are investigated, using Monte Carlo techniques. We show that, in the presence of multifractality, conventional tests of long memory tend to over-reject the null hypothesis of no long memory. Our test addresses this issue by jointly estimating long memory and multifractality. The estimation and test procedures are applied to exchange rate data for 12 currencies. In 11 cases, the exchange rate returns are accurately described by compounding a NIID series with a multifractal time-deformation process. There is no evidence of long memory.

A new regime for high rate growth of nanocrystalline diamond films using high power and CH4/H2/N2/O2 plasma

In this work, we report high growth rate of nanocrystalline diamond (NCD) films on silicon wafers of 2 inches in diameter using a new growth regime, which employs high power and CH4/H2/N2/O2 plasma using a 5 kW MPCVD system. This is distinct from the commonly used hydrogen-poor Ar/CH4 chemistries for NCD growth. Upon rising microwave power from 2000 W to 3200 W, the growth rate of the NCD films increases from 0.3 to 3.4 μm/h, namely one order of magnitude enhancement on the growth rate was achieved at high microwave power. The morphology, grain size, microstructure, orientation or texture, and crystalline quality of the NCD samples were characterized by scanning electron microscopy (SEM), atomic force microscopy (AFM), X-ray diffraction, and micro-Raman spectroscopy. The combined effect of nitrogen addition, microwave power, and temperature on NCD growth is discussed from the point view of gas phase chemistry and surface reactions. © 2011 Elsevier B.V. All rights reserved.

Direct femtosecond laser inscription in transparent dielectrics

Since 1996 direct femtosecond inscription in transparent dielectrics has become the subject of intensive research. This enabling technology significantly expands the technological boundaries for direct fabrication of 3D structures in a wide variety of materials. It allows modification of non-photosensitive materials, which opens the door to numerous practical applications. In this work we explored the direct femtosecond inscription of waveguides and demonstrated at least one order of magnitude enhancement in the most critical parameter - the induced contrast of the refractive index in a standard borosilicate optical glass. A record high induced refractive contrast of 2.5×10-2 is demonstrated. The waveguides fabricated possess one of the lowest losses, approaching level of Fresnel reflection losses at the glassair interface. High refractive index contrast allows the fabrication of curvilinear waveguides with low bend losses. We also demonstrated the optimisation of the inscription regimes in BK7 glass over a broad range of experimental parameters and observed a counter-intuitive increase of the induced refractive index contrast with increasing translation speed of a sample. Examples of inscription in a number of transparent dielectrics hosts using high repetition rate fs laser system (both glasses and crystals) are also presented. Sub-wavelength scale periodic inscription inside any material often demands supercritical propagation regimes, when pulse peak power is more than the critical power for selffocusing, sometimes several times higher than the critical power. For a sub-critical regime, when the pulse peak power is less than the critical power for self-focusing, we derive analytic expressions for Gaussian beam focusing in the presence of Kerr non-linearity as well as for a number of other beam shapes commonly used in experiments, including astigmatic and ring-shaped ones. In the part devoted to the fabrication of periodic structures, we report on recent development of our point-by-point method, demonstrating the shortest periodic perturbation created in the bulk of a pure fused silica sample, by using third harmonics (? =267 nm) of fundamental laser frequency (? =800 nm) and 1 kHz femtosecond laser system. To overcome the fundamental limitations of the point-by-point method we suggested and experimentally demonstrated the micro-holographic inscription method, which is based on using the combination of a diffractive optical element and standard micro-objectives. Sub-500 nm periodic structures with a much higher aspect ratio were demonstrated. From the applications point of view, we demonstrate examples of photonics devices by direct femtosecond fabrication method, including various vectorial bend-sensors fabricated in standard optical fibres, as well as a highly birefringent long-period gratings by direct modulation method. To address the intrinsic limitations of femtosecond inscription at very shallow depths we suggested the hybrid mask-less lithography method. The method is based on precision ablation of a thin metal layer deposited on the surface of the sample to create a mask. After that an ion-exchange process in the melt of Ag-containing salts allows quick and low-cost fabrication of shallow waveguides and other components of integrated optics. This approach covers the gap in direct fs inscription of shallow waveguide. Perspectives and future developments of direct femtosecond micro-fabrication are also discussed.

Developing a scalable model of recombinant protein yield from Pichia pastoris:the influence of culture conditions, biomass and induction regime

Background The optimisation and scale-up of process conditions leading to high yields of recombinant proteins is an enduring bottleneck in the post-genomic sciences. Typical experiments rely on varying selected parameters through repeated rounds of trial-and-error optimisation. To rationalise this, several groups have recently adopted the 'design of experiments' (DoE) approach frequently used in industry. Studies have focused on parameters such as medium composition, nutrient feed rates and induction of expression in shake flasks or bioreactors, as well as oxygen transfer rates in micro-well plates. In this study we wanted to generate a predictive model that described small-scale screens and to test its scalability to bioreactors. Results Here we demonstrate how the use of a DoE approach in a multi-well mini-bioreactor permitted the rapid establishment of high yielding production phase conditions that could be transferred to a 7 L bioreactor. Using green fluorescent protein secreted from Pichia pastoris, we derived a predictive model of protein yield as a function of the three most commonly-varied process parameters: temperature, pH and the percentage of dissolved oxygen in the culture medium. Importantly, when yield was normalised to culture volume and density, the model was scalable from mL to L working volumes. By increasing pre-induction biomass accumulation, model-predicted yields were further improved. Yield improvement was most significant, however, on varying the fed-batch induction regime to minimise methanol accumulation so that the productivity of the culture increased throughout the whole induction period. These findings suggest the importance of matching the rate of protein production with the host metabolism. Conclusion We demonstrate how a rational, stepwise approach to recombinant protein production screens can reduce process development time.

Effect of cooling rate on intercritically reheated microstructure and toughness in high strength low alloy steel

High strength low alloy steels have been shown to be adversely affected by the existence of regions of poor impact toughness within the heat affected zone (HAZ) produced during multipass welding. One of these regions is the intercritically reheated coarse grained HAZ or intercritical zone. Since this region is generally narrow and discontinuous, of the order of 0.5 mm in width, weld simulators are often employed to produce a larger volume of uniform microstructure suitable for toughness assessment. The steel usedfor this study was a commercial quenched and tempered steel of 450 MN m -2 yield strength. Specimen blanks were subjected to a simulated welding cycle to produce a coarse grained structure of upper bainite during the first thermal cycle, followed by a second thermal cycle where the peak temperature T p2 was controlled. Charpy tests carried out for T p2 values in the range 650-850°C showed low toughness for T p2 values between 760 and 790°C, in the intercritical regime. Microstructural investigation of the development of grain boundary martensite-retained austenite (MA) phase has been coupled with image analysis to measure the volume fraction of MAformed. Most of the MA constituent appears at the prior austenite grain boundaries during intercritical heating, resulting in a 'necklace' appearance. For values of T p2 greater than 790°C the necklace appearance is lost and the second phase areas are observed throughout the structure. Concurrent with this is the development of the fine grained, predominantly ferritic structure that is associated with the improvement in toughness. At this stage the microstructure is transforming from the intercritical regime structure to the supercritically reheated coarse grained HAZ structure. The toughness improvement occurs even though the MA phase is still present, suggesting that the embrittlement is associated with the presence of a connected grain boundary network of the MA phase. The nature of the second phase particles can be controlled by the cooling rate during the second cycle and variesfrom MA phase at high cooling rates to a pearlitic structure at low cooling rates. The lowest toughness of the intercritical zone is observed only when MA phase is present. The reason suggested for this is that only the MA particles debond readily, a number of debonded particles in close proximity providing sufficient stress concentration to initiate local cleavage. © 1993 The Institute of Materials.

Non-periodic quasi-stable nonlinear optical carrier pulses with sliding chirp-free points for transmission at 40 Gbit/s rate

In this paper, we demonstrate the possibility of reaching a quasi-stable nonlinear transmission regime with carrier pulses of 12.5 ps width in multi-channel 40 Gbit/s systems. The quasi-stable pulses that are presented in this work for the first time are not dispersion-managed solitons, and are indeed supported by a large normal span average dispersion and misbalanced optical amplification, and representing a new type of nonlinear carrier.

Long-range, high bit-rate secure key distribution link utilizing Raman Ultra-long fiber laser (UFL)

The distribution of the secret key is the weakest link of many data encryption systems. Quantum key distribution (QKD) schemes provide attractive solutions [1], however their implementation remains challenging and their range and bit-rate are limited. Moreover, practical QKD systems, employ real-life components and are, therefore, vulnerable to diverse attack schemes [2]. Ultra-Long fiber lasers (UFLs) have been drawing much attention recently because of their fundamentally different properties compared to conventional lasers as well as their unique applications [3]. Here, we demonstrate a 100Bps, practically secure key distribution, over a 500km link, employing Raman gain UFL. Fig. 1(a) depicts a schematic of the UFL system. Each user has an identical set of two wavelength selective mirrors centered at l0 and l 1. In order to exchange a key-bit, each user independently choose one of these mirrors and introduces it as a laser reflector at their end. If both users choose identical mirrors, a clear signal develops and the bits in these cases are discarded. However if they choose complementary mirrors, (1, 0 or 0, 1 states), the UFL remains below lasing threshold and no signal evolves. In these cases, an eavesdropper can only detect noise and is unable to determine the mirror choice of the users, where the choice of mirrors represent a single key bit (e.g. Alice's choice of mirror is the key-bit). These bits are kept and added to the key. The absence of signal in the secure states faxilitates fast measurements to distinguish between the non-secure and the secure states and to determine the key-bit in the later case, Sequentially reapeating the single bit exchange protocol generate the entire keys of any desirable length. © 2013 IEEE.

Early warnings of heart rate deterioration

Hospitals can experience difficulty in detecting and responding to early signs of patient deterioration leading to late intensive care referrals, excess mortality and morbidity, and increased hospital costs. Our study aims to explore potential indicators of physiological deterioration by the analysis of vital-signs. The dataset used comprises heart rate (HR) measurements from MIMIC II waveform database, taken from six patients admitted to the Intensive Care Unit (ICU) and diagnosed with severe sepsis. Different indicators were considered: 1) generic early warning indicators used in ecosystems analysis (autocorrelation at-1-lag (ACF1), standard deviation (SD), skewness, kurtosis and heteroskedasticity) and 2) entropy analysis (kernel entropy and multi scale entropy). Our preliminary findings suggest that when a critical transition is approaching, the equilibrium state changes what is visible in the ACF1 and SD values, but also by the analysis of the entropy. Entropy allows to characterize the complexity of the time series during the hospital stay and can be used as an indicator of regime shifts in a patient’s condition. One of the main problems is its dependency of the scale used. Our results demonstrate that different entropy scales should be used depending of the level of entropy verified.