Efficient estimation using the characteristic function : theory and applications with high frequency data

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Analyse de l'activité en ondes lentes et des oscillations lentes chez les somnambules

Le somnambulisme est une parasomnie commune, caractérisée par des éveils incomplets lors des stades de sommeil lent, au cours desquels les individus atteints présentent des comportements moteurs d’une complexité variable accompagnés de confusion et d’un jugement altéré. La littérature actuelle suggère que ce trouble serait associé à des particularités de l’activité en ondes lentes et des oscillations lentes, deux indices de l’intégrité du processus homéostatique et de la profondeur du sommeil. Toutefois, en raison de certaines lacunes méthodologiques dans les études existantes, le rôle de ces marqueurs électroencéphalographiques dans la pathophysiologie du somnambulisme reste à éclaircir. Notre premier article a donc investigué d’éventuelles anomalies de l’activité en ondes lentes et des oscillations lentes chez les somnambules, en comparant leur sommeil au cours de la nuit entière à celui de participants contrôles. De plus, comme les somnambules semblent réagir différemment (en termes de fragmentation du sommeil notamment) des dormeurs normaux à une pression homéostatique accrue, nous avons comparé l’activité en ondes lentes et les oscillations lentes en nuit de base et suite à une privation de sommeil de 38 heures. Les résultats de nos enregistrements électroencéphalographiques chez 10 somnambules adultes et neuf participants contrôles montrent une élévation de la puissance spectrale de l’activité en ondes lentes et de la densité des oscillations lentes en nuit de récupération par rapport à la nuit de base pour nos deux groupes. Toutefois, contrairement à plusieurs études précédentes, nous ne n’observons pas de différence entre somnambules et dormeurs normaux quant à l’activité en ondes lentes et aux oscillations lentes pour aucune des deux nuits. Au-delà ce certaines considérations méthodologiques ayant pu contribuer à ce résultat inattendu, nous croyons qu’il justifie un questionnement sur l’hétérogénéité des somnambules comme population. Notre deuxième article s’est penché sur les facteurs électroencéphalographiques transitoires susceptibles d’être associés au déclenchement des épisodes de somnambulisme. Nous avons comparé les fluctuations d’activité en ondes lentes et des oscillations lentes dans les minutes avant des épisodes de somnambulisme spontanés (c.a.d.: non associés à un stimulus identifiable) à celles survenant avant des éveils normaux comparables chez 12 somnambules adultes. Nous montrons que, comparativement aux éveils normaux, les épisodes de somnambulisme sont précédés d’un sommeil plus profond, tel qu’indiqué par une plus grande densité spectrale de l’activité en ondes lentes et une plus grande densité des oscillations lentes. Cet approfondissement du sommeil, spécifique aux épisodes de somnambulisme, semble survenir sur un laps de temps relativement long (>3 minutes), et non abruptement au cours des secondes précédant l’épisode. Ces données ouvrent un questionnement quant aux mécanismes en jeu dans la survenue des épisodes de somnambulisme spontanés. Globalement, cette thèse suggère que des phénomènes liés à l’activité en ondes lentes et aux oscillations lentes seraient liés au déclenchement des épisodes de somnambulisme, mais que des études supplémentaires devront être menées afin de délimiter le rôle précis que ces marqueurs jouent dans la pathophysiologie du somnambulisme.

Étude du champ magnétique interne de deux matériaux magnétiques et d'un supraconducteur sans symétrie d'inversion.

Cette thèse est divisée en trois parties. Une première section présente les résultats de l'étude de la formation de polarons magnétiques liés (BMP) dans le ferroaimant EuB6 par diffusion de neutrons à petits angles (SANS). La nature magnétique du système ferromagnétique est observée sous une température critique de 15K. La signature des BMP n'apparaît pas dans la diffusion de neutrons, mais ces mesures permettent de confirmer une limite inférieure de 100\AA à la longueur de cohérence des BMP (xi_{Lower}). Dans un second temps, l'étude du LaRhSi3, un supraconducteur sans symétrie d'inversion, par muSR et ZF-muSR nous permet de sonder le comportement magnétique du système dans la phase supraconductrice. Aucun champ magnétique interne n'a été détecté en ZF-muSR sous la température critique (T_c = 2.2K). Cela indique que la phase supraconductrice ne porte pas de moment cinétique intrinsèque. L'analyse du spectre d'asymétrie sous l'application d'un champ magnétique externe nous apprend que le système est faiblement type II par l'apparition de la signature de domaines magnétiques typique d'un réseau de vortex entre H_{c1}(0) et H_{c2}(0), respectivement de 80+/- 5 et 169.0 +/- 0.5 G. Finalement, la troisième section porte sur l'étude du champ magnétique interne dans l'antiferroaimant organique NIT-2Py. L'observation d'une dépendance en température des champs magnétiques internes aux sites d'implantation muonique par ZF-muSR confirme la présence d'une interaction à longue portée entre les moments cinétiques moléculaires. Ces valeurs de champs internes, comparées aux calculs basés sur la densité de spins obtenue par calculs de la théorie de la fonctionnelle de la densité, indiquent que la moitié des molécules se dimérisent et ne contribuent pas à l'ordre antiferromagnétique. La fraction des molécules contribuant à l'ordre antiferromagnétique sous la température critique (T_c = 1.33 +/- 0.01K) forme des chaines uniformément polarisées selon l'axe (1 0 -2). Ces chaines interagissent antiferromagnétiquement entre elles le long de l'axe (0 1 0) et ferromagnétiquement entre les plan [-1 0 2].

Analytical Study of Light Propagation in Highly Nonlinear Media

The present dissertation is devoted to the construction of exact and approximate analytical solutions of the problem of light propagation in highly nonlinear media. It is demonstrated that for many experimental conditions, the problem can be studied under the geometrical optics approximation with a sufficient accuracy. Based on the renormalization group symmetry analysis, exact analytical solutions of the eikonal equations with a higher order refractive index are constructed. A new analytical approach to the construction of approximate solutions is suggested. Based on it, approximate solutions for various boundary conditions, nonlinear refractive indices and dimensions are constructed. Exact analytical expressions for the nonlinear self-focusing positions are deduced. On the basis of the obtained solutions a general rule for the single filament intensity is derived; it is demonstrated that the scaling law (the functional dependence of the self-focusing position on the peak beam intensity) is defined by a form of the nonlinear refractive index but not the beam shape at the boundary. Comparisons of the obtained solutions with results of experiments and numerical simulations are discussed.

Optimization of the Mechanical and Optical Properties of Tunable Optical Sensor Arrays (TOSA) for a Nanospectrometer in the Visible and Near Infrared Spectral Range

Tunable Optical Sensor Arrays (TOSA) based on Fabry-Pérot (FP) filters, for high quality spectroscopic applications in the visible and near infrared spectral range are investigated within this work. The optical performance of the FP filters is improved by using ion beam sputtered niobium pentoxide (Nb2O5) and silicon dioxide (SiO2) Distributed Bragg Reflectors (DBRs) as mirrors. Due to their high refractive index contrast, only a few alternating pairs of Nb2O5 and SiO2 films can achieve DBRs with high reflectivity in a wide spectral range, while ion beam sputter deposition (IBSD) is utilized due to its ability to produce films with high optical purity. However, IBSD films are highly stressed; resulting in stress induced mirror curvature and suspension bending in the free standing filter suspensions of the MEMS (Micro-Electro-Mechanical Systems) FP filters. Stress induced mirror curvature results in filter transmission line degradation, while suspension bending results in high required filter tuning voltages. Moreover, stress induced suspension bending results in higher order mode filter operation which in turn degrades the optical resolution of the filter. Therefore, the deposition process is optimized to achieve both near zero absorption and low residual stress. High energy ion bombardment during film deposition is utilized to reduce the film density, and hence the film compressive stress. Utilizing this technique, the compressive stress of Nb2O5 is reduced by ~43%, while that for SiO2 is reduced by ~40%. Filters fabricated with stress reduced films show curvatures as low as 100 nm for 70 μm mirrors. To reduce the stress induced bending in the free standing filter suspensions, a stress optimized multi-layer suspension design is presented; with a tensile stressed metal sandwiched between two compressively stressed films. The stress in Physical Vapor Deposited (PVD) metals is therefore characterized for use as filter top-electrode and stress compensating layer. Surface micromachining is used to fabricate tunable FP filters in the visible spectral range using the above mentioned design. The upward bending of the suspensions is reduced from several micrometers to less than 100 nm and 250 nm for two different suspension layer combinations. Mechanical tuning of up to 188 nm is obtained by applying 40 V of actuation voltage. Alternatively, a filter line with transmission of 65.5%, Full Width at Half Maximum (FWHM) of 10.5 nm and a stopband of 170 nm (at an output wavelength of 594 nm) is achieved. Numerical model simulations are also performed to study the validity of the stress optimized suspension design for the near infrared spectral range, wherein membrane displacement and suspension deformation due to material residual stress is studied. Two bandpass filter designs based on quarter-wave and non-quarter-wave layers are presented as integral components of the TOSA. With a filter passband of 135 nm and a broad stopband of over 650 nm, high average filter transmission of 88% is achieved inside the passband, while maximum filter transmission of less than 1.6% outside the passband is achieved.

Business cycle asymmentries: An investment cost approach

In this paper, investment cost asymmetry is introduced in order to test wheter this kind of asymmetry can account for asymmetries in business cycles. By using a smooth transition function, asymmetric investment cost is modeled and introduced in a canonical RBC model. Simulations of the model with Perturbations Method (PM) are very close to simulations through Parameterized Expectations Algorithm (PEA), which allows the use of the former for the sake of time reduction and computational costs. Both symmetric and asymmetric models were simulated and compared. Deterministic and stochastic impulse-response excersices revealed that it is possible to adequately reproduce asymmetric business cycles by modeling asymmetric investment costs. Simulations also showed that higher order moments are insu_cient to detect asymmetries. Instead, methods such as Generalized Impulse Response Analysis (GIRA) and Nonlinear Econometrics prove to be more e_cient diagnostic tools.

A comparative analysis of two methods for the calculation of electric-field-induced perturbations to molecular vibration

Two common methods of accounting for electric-field-induced perturbations to molecular vibration are analyzed and compared. The first method is based on a perturbation-theoretic treatment and the second on a finite-field treatment. The relationship between the two, which is not immediately apparent, is made by developing an algebraic formalism for the latter. Some of the higher-order terms in this development are documented here for the first time. As well as considering vibrational dipole polarizabilities and hyperpolarizabilities, we also make mention of the vibrational Stark effec

The harmonic force field and rz structure of HNCO

The presently available microwave, millimeter wave, and far-infrared data of five isotopic species of isocyanic acid, namely, HNCO, H15NCO, HN13CO, HNC18O, and DNCO, have been used to obtain improved values of the ground-state rotational constants, the five quartic distortion constants, and some higher-order distortion constants in the Ir S reduced Hamiltonian of Watson. The appropriate planarity relation among the quartic centrifugal distortion constants has been imposed in the fitting procedure. The general harmonic force field of isocyanic acid has been determined using all existing data, and assuming a trans bent equilibrium geometry of the molecule with an NCO angle of 170°. Finally an rz structure has been obtained using the Az, Bz, and Cz rotational constants of five isotopic species. The bending of the NCO chain is found to be 8° in the trans configuration.

Non-ergodicity of inviscid two-dimensional flow on a beta-plane and on the surface of a rotating sphere

It is shown that, for a sufficiently large value of β, two-dimensional flow on a doubly-periodic beta-plane cannot be ergodic (phase-space filling) on the phase-space surface of constant energy and enstrophy. A corresponding result holds for flow on the surface of a rotating sphere, for a sufficiently rapid rotation rate Ω. This implies that the higher-order, non-quadratic invariants are exerting a significant influence on the statistical evolution of the flow. The proof relies on the existence of a finite-amplitude Liapunov stability theorem for zonally symmetric basic states with a non-vanishing absolute-vorticity gradient. When the domain size is much larger than the size of a typical eddy, then a sufficient condition for non-ergodicity is that the wave steepness ε < 1, where ε = 2[surd radical]2Z/βU in the planar case and $\epsilon = 2^{\frac{1}{4}} a^{\frac{5}{2}}Z^{\frac{7}{4}}/\Omega U^{\frac{5}{2}}$ in the spherical case, and where Z is the enstrophy, U the r.m.s. velocity, and a the radius of the sphere. This result may help to explain why numerical simulations of unforced beta-plane turbulence (in which ε decreases in time) seem to evolve into a non-ergodic regime at large scales.

An exact local conservation theorem for finite-amplitude disturbances to non-parallel shear flows, with remarks on Hamiltonian structure and on Arnol'd's stability theorems

Disturbances of arbitrary amplitude are superposed on a basic flow which is assumed to be steady and either (a) two-dimensional, homogeneous, and incompressible (rotating or non-rotating) or (b) stably stratified and quasi-geostrophic. Flow over shallow topography is allowed in either case. The basic flow, as well as the disturbance, is assumed to be subject neither to external forcing nor to dissipative processes like viscosity. An exact, local ‘wave-activity conservation theorem’ is derived in which the density A and flux F are second-order ‘wave properties’ or ‘disturbance properties’, meaning that they are O(a2) in magnitude as disturbance amplitude a [rightward arrow] 0, and that they are evaluable correct to O(a2) from linear theory, to O(a3) from second-order theory, and so on to higher orders in a. For a disturbance in the form of a single, slowly varying, non-stationary Rossby wavetrain, $\overline{F}/\overline{A}$ reduces approximately to the Rossby-wave group velocity, where (${}^{-}$) is an appropriate averaging operator. F and A have the formal appearance of Eulerian quantities, but generally involve a multivalued function the correct branch of which requires a certain amount of Lagrangian information for its determination. It is shown that, in a certain sense, the construction of conservable, quasi-Eulerian wave properties like A is unique and that the multivaluedness is inescapable in general. The connection with the concepts of pseudoenergy (quasi-energy), pseudomomentum (quasi-momentum), and ‘Eliassen-Palm wave activity’ is noted. The relationship of this and similar conservation theorems to dynamical fundamentals and to Arnol'd's nonlinear stability theorems is discussed in the light of recent advances in Hamiltonian dynamics. These show where such conservation theorems come from and how to construct them in other cases. An elementary proof of the Hamiltonian structure of two-dimensional Eulerian vortex dynamics is put on record, with explicit attention to the boundary conditions. The connection between Arnol'd's second stability theorem and the suppression of shear and self-tuning resonant instabilities by boundary constraints is discussed, and a finite-amplitude counterpart to Rayleigh's inflection-point theorem noted

First order k-th moment finite element analysis of nonlinear operator equations with stochastic data

We develop and analyze a class of efficient Galerkin approximation methods for uncertainty quantification of nonlinear operator equations. The algorithms are based on sparse Galerkin discretizations of tensorized linearizations at nominal parameters. Specifically, we consider abstract, nonlinear, parametric operator equations J(\alpha ,u)=0 for random input \alpha (\omega ) with almost sure realizations in a neighborhood of a nominal input parameter \alpha _0. Under some structural assumptions on the parameter dependence, we prove existence and uniqueness of a random solution, u(\omega ) = S(\alpha (\omega )). We derive a multilinear, tensorized operator equation for the deterministic computation of k-th order statistical moments of the random solution's fluctuations u(\omega ) - S(\alpha _0). We introduce and analyse sparse tensor Galerkin discretization schemes for the efficient, deterministic computation of the k-th statistical moment equation. We prove a shift theorem for the k-point correlation equation in anisotropic smoothness scales and deduce that sparse tensor Galerkin discretizations of this equation converge in accuracy vs. complexity which equals, up to logarithmic terms, that of the Galerkin discretization of a single instance of the mean field problem. We illustrate the abstract theory for nonstationary diffusion problems in random domains.

Balance model for equatorial long waves

Geophysical fluid models often support both fast and slow motions. As the dynamics are often dominated by the slow motions, it is desirable to filter out the fast motions by constructing balance models. An example is the quasi geostrophic (QG) model, which is used widely in meteorology and oceanography for theoretical studies, in addition to practical applications such as model initialization and data assimilation. Although the QG model works quite well in the mid-latitudes, its usefulness diminishes as one approaches the equator. Thus far, attempts to derive similar balance models for the tropics have not been entirely successful as the models generally filter out Kelvin waves, which contribute significantly to tropical low-frequency variability. There is much theoretical interest in the dynamics of planetary-scale Kelvin waves, especially for atmospheric and oceanic data assimilation where observations are generally only of the mass field and thus do not constrain the wind field without some kind of diagnostic balance relation. As a result, estimates of Kelvin wave amplitudes can be poor. Our goal is to find a balance model that includes Kelvin waves for planetary-scale motions. Using asymptotic methods, we derive a balance model for the weakly nonlinear equatorial shallow-water equations. Specifically we adopt the ‘slaving’ method proposed by Warn et al. (Q. J. R. Meteorol. Soc., vol. 121, 1995, pp. 723–739), which avoids secular terms in the expansion and thus can in principle be carried out to any order. Different from previous approaches, our expansion is based on a long-wave scaling and the slow dynamics is described using the height field instead of potential vorticity. The leading-order model is equivalent to the truncated long-wave model considered previously (e.g. Heckley & Gill, Q. J. R. Meteorol. Soc., vol. 110, 1984, pp. 203–217), which retains Kelvin waves in addition to equatorial Rossby waves. Our method allows for the derivation of higher-order models which significantly improve the representation of Rossby waves in the isotropic limit. In addition, the ‘slaving’ method is applicable even when the weakly nonlinear assumption is relaxed, and the resulting nonlinear model encompasses the weakly nonlinear model. We also demonstrate that the method can be applied to more realistic stratified models, such as the Boussinesq model.

ENSO related variation of equatorial MRG and Rossby waves and forcing from higher latitudes

The contrasting behaviour of westward-moving mixed Rossby-gravity (WMRG) and the first Rossby (R1) waves in El Niño (EN) and La Niña (LN) seasons is documented with a focus on the Northern Hemisphere winter. The eastward-moving variance in the upper troposphere is dominated by WMRG and R1 structures that appear to be Doppler-shifted by the flow and are referred to as WMRG-E and R1-E. In the East Pacific and Atlantic the years with stronger equatorial westerly winds have the stronger WMRG and WMRG- E. In the East Pacific, R1 is also a maximum in LN. However, R1-E exhibits an eastward-shift between LN and EN. The changes with ENSO phase provide a test-bed for the understanding of these waves. In the East Pacific and Atlantic, the stronger WMRG-E and WMRG with stronger westerlies are in accord with the dispersion relation with simple Doppler-shifting by the zonal flow. The possible existence of free waves can also explain stronger R1 in EN in the Eastern Hemisphere. 1-D free wave propagation theory based on wave activity conservation is also important for R1. However, this theory is unable to explain the amplitude maxima for other waves observed in the strong equatorial westerly regions in the Western Hemisphere, and certainly not their ENSO-related variation. The forcing of equatorial waves by higher latitude wave activity and its variation with ENSO phase is therefore examined. Propagation of extratropical eastward-moving Rossby wave activity through the westerly ducts into the equatorial region where it triggers WMRG-E is favoured in the stronger westerlies, in LN in the East Pacific and EN in the Atlantic. It is also found that WMRG is forced by Southern Hemisphere westward-moving wavetrains arching into the equatorial region where they are reflected. The most significant mechanism for both R1 and R1-E appear to be lateral forcing by subtropical wavetrains.

A family of autoregressive conditional duration models

This paper develops a family of autoregressive conditional duration (ACD) models that encompasses most specifications in the literature. The nesting relies on a Box-Cox transformation with shape parameter λ to the conditional duration process and a possibly asymmetric shocks impact curve. We establish conditions for the existence of higher-order moments, strict stationarity, geometric ergodicity and β-mixing property with exponential decay. We next derive moment recursion relations and the autocovariance function of the power λ of the duration process. Finally, we assess the practical usefulness of our family of ACD models using NYSE transactions data, with special attention to IBM price durations. The results warrant the extra flexibility provided either by the Box-Cox transformation or by the asymmetric response to shocks.

A family of autoregressive conditional duration models

This paper develops a family of autoregressive conditional duration (ACD) models that encompasses most specifications in the literature. The nesting relies on a Box-Cox transformation with shape parameter λ to the conditional duration process and a possibly asymmetric shocks impact curve. We establish conditions for the existence of higher-order moments, strict stationarity, geometric ergodicity and β-mixing property with exponential decay. We next derive moment recursion relations and the autocovariance function of the power λ of the duration process. Finally, we assess the practical usefulness of our family of ACD models using NYSE price duration data on the IBM stock. The results warrant the extra flexibility provided either by the Box-Cox transformation or by the asymmetric response to shocks.