Dipole patterns in the structures of some ferroelectrics and antiferroelectrics

The dipole patterns in the ferroelectric and antiferroelectric structures are drawn according to experimentally determined symmetry changes in the ferroelectrics and antiferroelectrics. For the ferroelectrics the dipoles of the unit cells for one domain are oriented in parallel and the directions of the polarisation in the adjacent domains are at definite angles to each other. It is assumed for the antiferroelectrics, that the superstructural unit cell is formed by the adjacent cells of the paraelectrical modification; the subcells having the antiparallel directions of the polarisation. It is these superstructural cells of the antiferroelectrics that are determined during the experimental investigations of the antiferroelectrics. The superstructural cells of the adjacent domains are different. In one case, the difference is that in the adjacent domains, the directions of the polarisation in the subcells form an angle (e.g., in PbZrO3). In other cases the superstructural cells have not only different directions of the polarisation in the subcells but different signs of the enantiomorphism (e.g., NH4H2PO4). In the third case, the only difference is that the superstructural unit cells in the adjacent domains are turned by an angle to each other round the direction of the subcell polarisation [e.g., (NH4)2H3IO6], etc.

Essays on the Modeling and Prediction of Volatility and Higher Moments of Stock Returns (summary section only)

One of the most fundamental and widely accepted ideas in finance is that investors are compensated through higher returns for taking on non-diversifiable risk. Hence the quantification, modeling and prediction of risk have been, and still are one of the most prolific research areas in financial economics. It was recognized early on that there are predictable patterns in the variance of speculative prices. Later research has shown that there may also be systematic variation in the skewness and kurtosis of financial returns. Lacking in the literature so far, is an out-of-sample forecast evaluation of the potential benefits of these new more complicated models with time-varying higher moments. Such an evaluation is the topic of this dissertation. Essay 1 investigates the forecast performance of the GARCH (1,1) model when estimated with 9 different error distributions on Standard and Poor’s 500 Index Future returns. By utilizing the theory of realized variance to construct an appropriate ex post measure of variance from intra-day data it is shown that allowing for a leptokurtic error distribution leads to significant improvements in variance forecasts compared to using the normal distribution. This result holds for daily, weekly as well as monthly forecast horizons. It is also found that allowing for skewness and time variation in the higher moments of the distribution does not further improve forecasts. In Essay 2, by using 20 years of daily Standard and Poor 500 index returns, it is found that density forecasts are much improved by allowing for constant excess kurtosis but not improved by allowing for skewness. By allowing the kurtosis and skewness to be time varying the density forecasts are not further improved but on the contrary made slightly worse. In Essay 3 a new model incorporating conditional variance, skewness and kurtosis based on the Normal Inverse Gaussian (NIG) distribution is proposed. The new model and two previously used NIG models are evaluated by their Value at Risk (VaR) forecasts on a long series of daily Standard and Poor’s 500 returns. The results show that only the new model produces satisfactory VaR forecasts for both 1% and 5% VaR Taken together the results of the thesis show that kurtosis appears not to exhibit predictable time variation, whereas there is found some predictability in the skewness. However, the dynamic properties of the skewness are not completely captured by any of the models.

Conditional Moments in Asset Pricing

A better understanding of stock price changes is important in guiding many economic activities. Since prices often do not change without good reasons, searching for related explanatory variables has involved many enthusiasts. This book seeks answers from prices per se by relating price changes to their conditional moments. This is based on the belief that prices are the products of a complex psychological and economic process and their conditional moments derive ultimately from these psychological and economic shocks. Utilizing information about conditional moments hence makes it an attractive alternative to using other selective financial variables in explaining price changes. The first paper examines the relation between the conditional mean and the conditional variance using information about moments in three types of conditional distributions; it finds that the significance of the estimated mean and variance ratio can be affected by the assumed distributions and the time variations in skewness. The second paper decomposes the conditional industry volatility into a concurrent market component and an industry specific component; it finds that market volatility is on average responsible for a rather small share of total industry volatility — 6 to 9 percent in UK and 2 to 3 percent in Germany. The third paper looks at the heteroskedasticity in stock returns through an ARCH process supplemented with a set of conditioning information variables; it finds that the heteroskedasticity in stock returns allows for several forms of heteroskedasticity that include deterministic changes in variances due to seasonal factors, random adjustments in variances due to market and macro factors, and ARCH processes with past information. The fourth paper examines the role of higher moments — especially skewness and kurtosis — in determining the expected returns; it finds that total skewness and total kurtosis are more relevant non-beta risk measures and that they are costly to be diversified due either to the possible eliminations of their desirable parts or to the unsustainability of diversification strategies based on them.

Solvation of an ion and of a dipole in a dipolar liquid: How different are the dynamics

Theoretical expressions for the time-dependent solvation energy of an ion and of a dipole in a dense dipolar liquid are derived from microscopic considerations. We show that in contradiction to the prediction of the continuum models, the dynamics of these two species are significantly different from each other. Especially, the zero wavevector contribution, which is significant for ions, is totally absent for dipoles. Dipolar solvation may be profoundly influenced by the translational modes of the host solvent.

Indian Ocean Dipole: Processes and impacts

Equatorial Indian Ocean is warmer in the east, has a deeper thermocline and mixed layer, and supports a more convective atmosphere than in the west. During certain years, the eastern Indian Ocean becomes unusually cold, anomalous winds blow from east to west along the equator and southeastward off the coast of Sumatra, thermocline and mixed layer lift up and the atmospheric convection gets suppressed. At the same time, western Indian Ocean becomes warmer and enhances atmospheric convection. This coupled ocean-atmospheric phenomenon in which convection, winds, sea surface temperature (SST) and thermocline take part actively is known as the Indian Ocean Dipole (IOD). Propagation of baroclinic Kelvin and Rossby waves excited by anomalous winds, play an important role in the development of SST anomalies associated with the IOD. Since mean thermocline in the Indian Ocean is deep compared to the Pacific, it was believed for a long time that the Indian Ocean is passive and merely responds to the atmospheric forcing. Discovery of the IOD and studies that followed demonstrate that the Indian Ocean can sustain its own intrinsic coupled ocean-atmosphere processes. About 50% percent of the IOD events in the past 100 years have co-occurred with El Nino Southern Oscillation (ENSO) and the other half independently. Coupled models have been able to reproduce IOD events and process experiments by such models – switching ENSO on and off – support the hypothesis based on observations that IOD events develop either in the presence or absence of ENSO. There is a general consensus among different coupled models as well as analysis of data that IOD events co-occurring during the ENSO are forced by a zonal shift in the descending branch of Walker cell over to the eastern Indian Ocean. Processes that initiate the IOD in the absence of ENSO are not clear, although several studies suggest that anomalies of Hadley circulation are the most probable forcing function. Impact of the IOD is felt in the vicinity of Indian Ocean as well as in remote regions. During IOD events, biological productivity of the eastern Indian Ocean increases and this in turn leads to death of corals over a large area.Moreover, the IOD affects rainfall over the maritime continent, Indian subcontinent, Australia and eastern Africa. The maritime continent and Australia suffer from deficit rainfall whereas India and east Africa receive excess. Despite the successful hindcast of the 2006 IOD by a coupled model, forecasting IOD events and their implications to rainfall variability remains a major challenge as understanding reasons behind an increase in frequency of IOD events in recent decades.

Molecular expression for dielectric friction on a rotating dipole: Reduction to the continuum theory

Recently we presented a microscopic expression for dielectric friction on a rotating dipole. This expression has a rather curious structure, involving the contributions of the transverse polarization modes of the solvent and also of the molecular length scale processes. It is shown here that under proper limiting conditions, this expression reduces exactly to the classical continuum model expression of Nee and Zwanzig [J. Chem. Phys. 52, 6353 (1970)]. The derivation requires the use of the asymptotic form of the orientation‐dependent total pair correlation function, the neglect of the contributions of translational modes of the solvent, and also the use of the limit that the size of the solvent molecules goes to zero. Thus, the derivation can be important in understanding the validity of the continuum model and can also help in explaining the results of a recent computer simulation study of dielectric relaxation in a Brownian dipolar lattice.

Moments estimation in Radon space

In this paper, we show a method of obtaining general and orthogonal moments, specifically Legendre and Zernicke moments, from the Radon Transform data of a two-dimensional function. The regular or geometric moments are first evaluated directly from the projection data and the orthogonal moments are derived from these regular moments.

Genetic search: Analysis using fitness moments

Genetic Algorithms are efficient and robust search methods that are being employed in a plethora of applications with extremely large search spaces. The directed search mechanism employed in Genetic Algorithms performs a simultaneous and balanced, exploration of new regions in the search space and exploitation of already discovered regions.This paper introduces the notion of fitness moments for analyzing the working of Genetic Algorithms (GAs). We show that the fitness moments in any generation may be predicted from those of the initial population. Since a knowledge of the fitness moments allows us to estimate the fitness distribution of strings, this approach provides for a method of characterizing the dynamics of GAs. In particular the average fitness and fitness variance of the population in any generation may be predicted. We introduce the technique of fitness-based disruption of solutions for improving the performance of GAs. Using fitness moments, we demonstrate the advantages of using fitness-based disruption. We also present experimental results comparing the performance of a standard GA and GAs (CDGA and AGA) that incorporate the principle of fitness-based disruption. The experimental evidence clearly demonstrates the power of fitness based disruption.

Fast computation of Legendre and Zernike moments

This paper presents recursive algorithms for fast computation of Legendre and Zernike moments of a grey-level image intensity distribution. For a binary image, a contour integration method is developed for the evaluation of Legendre moments using only the boundary information. A method for recursive calculation of Zernike polynomial coefficients is also given. A square-to-circular image transformation scheme is introduced to minimize the computation involved in Zernike moment functions. The recursive formulae can also be used in inverse moment transforms to reconstruct the original image from moments. The mathematical framework of the algorithms is given in detail, and illustrated with binary and grey-level images.

Indian Ocean dipole mode events in an ocean general circulation model

The evolution of the dipole mode (DM) events in the Indian Ocean is examined using an ocean model that is driven by the NCEP fluxes for the period 1975-1998. The positive DM events during 1997, 1994 and 1982 and negative DM events during 1996 and 1984-1985 are captured by the model and it reproduces both the surface and subsurface features associated with these events. In its positive phase, the DM is characterized by warmer than normal SST in the western Indian Ocean and cooler than normal SST in the eastern Indian Ocean. The DM events are accompanied by easterly wind anomalies along the equatorial Indian Ocean and upwelling-favorable alongshore wind anomalies along the coast of Sumatra. The Wyrtki jets are weak during positive DM events, and the thermocline is shallower than normal in the eastern Indian Ocean and deeper in the west. This anomaly pattern reverses during negative DM events. During the positive phase of the DM easterly wind anomalies excite an upwelling equatorial Kelvin wave. This Kelvin wave reflects from the eastern boundary as an upwelling Rossby wave which propagates westward across the equatorial Indian Ocean. The anomalies in the eastern Indian Ocean weaken after the Rossby wave passes. A similar process excites a downwelling Rossby wave during the negative phase. This Rossby wave is much weaker but wind forcing in the central equatorial Indian Ocean amplifies the downwelling and increases its westward phase speed. This Rossby wave initiates the deepening of the thermocline in the western Indian Ocean during the following positive phase of the DM. Rossby wave generated in the southern tropical Indian Ocean by Ekman pumping contributes to this warming. Concurrently, the temperature equation of the model shows upwelling and downwelling to be the most important mechanism during both positive events of 1994 and 1997. (C) 2002 Elsevier Science Ltd. All rights reserved.

Signatures of Indian ocean Dipole and El Nino-Southern Oscillation events in sea level variations in the Bay of Bengal

We investigate the impact of the Indian Ocean Dipole (IOD) and El Nino and the Southern Oscillation (ENSO) on sea level variations in the North Indian Ocean during 1957-2008. Using tide-gauge and altimeter data, we show that IOD and ENSO leave characteristic signatures in the sea level anomalies (SLAs) in the Bay of Bengal. During a positive IOD event, negative SLAs are observed during April-December, with the SLAs decreasing continuously to a peak during September-November. During El Nino, negative SLAs are observed twice (April-December and November-July), with a relaxation between the two peaks. SLA signatures during negative IOD and La Nina events are much weaker. We use a linear, continuously stratified model of the Indian Ocean to simulate their sea level patterns of IOD and ENSO events. We then separate solutions into parts that correspond to specific processes: coastal alongshore winds, remote forcing from the equator via reflected Rossby waves, and direct forcing by interior winds within the bay. During pure IOD events, the SLAs are forced both from the equator and by direct wind forcing. During ENSO events, they are primarily equatorially forced, with only a minor contribution from direct wind forcing. Using a lead/lag covariance analysis between the Nino-3.4 SST index and Indian Ocean wind stress, we derive a composite wind field for a typical El Nino event: the resulting solution has two negative SLA peaks. The IOD and ENSO signatures are not evident off the west coast of India.